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

algorithmseigenvalue decompositionsingular value decompositioneigenvectorssingular vectorsmatrix manifolddouble Lie bracket equationdynamic matrix flows

Mathematics Subject Classification ID

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

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(16)

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

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