Numerical Gradient Algorithms for Eigenvalue and Singular Value Calculations

DOI10.1137/S0036141092229732MaRDI QIDQ4305398zbMATH OpenOpenAlexFDO

Authors John Moore, Robert Mahony, Uwe Helmke

Publication date 16 March 1995

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

Full work available at URL https://doi.org/10.1137/s0036141092229732

zbMATH Keywords

algorithmsdouble Lie bracket equationdynamic matrix flowseigenvalue decompositioneigenvectorsmatrix manifoldsingular value decompositionsingular vectors

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(18)

• Singular-value decomposition via gradient and self-equivalent flows
• Variable step-size techniques in continuous Runge-Kutta methods for isospectral dynamical systems
• Numerical procedures based on Runge-Kutta methods for solving isospectral flows
• Numerical integration methods for the double-bracket flow.
• The Sylvester equation and approximate balanced reduction
• Sparse approximations of matrix functions via numerical integration of ODEs
• Fast accurate eigenvalue methods for graded positive definite matrices
• Variational symplectic diagonally implicit Runge-Kutta methods for isospectral systems
• Extending the applicability of Newton's method on Lie groups
• The constrained Newton method on a Lie group and the symmetric eigenvalue problem
• Dimension reduction and construction of feature space for image pattern recognition
• scientific article; zbMATH DE number 5119129 (Why is no real title available?)
• Gradient-Type Algorithms for Partial Singular Value Decomposition
• Isospectral flows on a class of finite-dimensional Jacobi matrices
• Numerical solution of isospectral flows
• Une application de la théorie de la variété centrale aux algorithmes récurrents
• scientific article; zbMATH DE number 782059 (Why is no real title available?)
• Role of Riemannian geometry in double-bracket quantum imaginary-time evolution

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