Newton Method for Joint Approximate Diagonalization of Positive Definite Hermitian Matrices

DOI10.1137/060659880MaRDI QIDQ5320730zbMATH OpenOpenAlexFDO

Authors Marcel Joho

Publication date 22 July 2009

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/060659880

zbMATH Keywords

gradient and Hessian of a complex matrix-valued cost functionindependant component analysisjoint approximate diagonalizationNewton methodset of positive definite Hermitian matrices

Mathematics Subject Classification ID

Canonical forms, reductions, classification (15A21) Sensitivity analysis for optimization problems on manifolds (49Q12) Numerical optimization and variational techniques (65K10)

Recommendations

• Joint approximate diagonalization of positive definite Hermitian matrices
• A new Jacobi-like method for joint diagonalization of arbitrary non-defective matrices
• Newton-type methods for simultaneous matrix diagonalization
• Diagonality measures of Hermitian positive-definite matrices with application to the approximate joint diagonalization problem
• Block-Jacobi methods with Newton-steps and non-unitary joint matrix diagonalization

Cited in

(9)

• A new Jacobi-like method for joint diagonalization of arbitrary non-defective matrices
• Diagonality measures of Hermitian positive-definite matrices with application to the approximate joint diagonalization problem
• Newton-type methods for simultaneous matrix diagonalization
• Constrained optimization of the overdetermined Zimmermann compressor for nonorthogonal joint matrix diagonalization
• Matrix commutators: their asymptotic metric properties and relation to approximate joint diagonalization
• Joint approximate diagonalization of positive definite Hermitian matrices
• Block-Jacobi methods with Newton-steps and non-unitary joint matrix diagonalization
• Approximate joint diagonalization with Riemannian optimization on the general linear group
• Randomized Joint Diagonalization of Symmetric Matrices

This page was built for publication: Newton Method for Joint Approximate Diagonalization of Positive Definite Hermitian Matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5320730)