Optimization algorithms on the Grassmann manifold with application to matrix eigenvalue problems

DOI10.1007/S13160-014-0141-9MaRDI QIDQ403849zbMATH OpenOpenAlexFDO

Authors Hiroyuki Sato, Toshihiro Iwai

Publication date 29 August 2014

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2433/199668

zbMATH Keywords

Grassmann manifoldalgorithmnumerical experimentLyapunov equationNewton's methodRiemannian optimizationsteepest descent methodmatrix eigenvalue problemsRayleigh quotient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Newton-type methods (49M15)

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Cited in

(26)

• A Geometric Newton Method for Oja's Vector Field
• Optimization on a Grassmann manifold with application to system identification
• Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method
• Cayley-transform-based gradient and conjugate gradient algorithms on Grassmann manifolds
• Riemannian geometry of Grassmann manifolds with a view on algorithmic computation
• Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils
• The Solution to a Structured Matrix Approximation Problem Using GrassmanCoordinates
• Multiway \(p\)-spectral graph cuts on Grassmann manifolds
• Geometric inexact Newton method for generalized singular values of Grassmann matrix pair
• A discrete optimization method based on a parameterization of a Grassmannian in multidimensional dichotomous data structuring
• On the explicit expression of chordal metric between generalized singular values of Grassmann matrix pairs with applications
• Numerical algorithms on the affine Grassmannian
• Quasi-Newton methods on Grassmannians and multilinear approximations of tensors
• Descent methods for optimization on homogeneous manifolds
• A Grassmann manifold handbook: basic geometry and computational aspects
• Adaptive eigenvalue computations using Newton's method on the Grassmann manifold
• Generalized left-localized Cayley parametrization for optimization with orthogonality constraints
• Geodesic convexity of the symmetric eigenvalue problem and convergence of steepest descent
• New block Lanczos algorithm
• Gradient projection method on matrix manifolds
• scientific article; zbMATH DE number 1984141 (Why is no real title available?)
• scientific article; zbMATH DE number 5223994 (Why is no real title available?)
• Practical gradient and conjugate gradient methods on flag manifolds
• A Riemannian subspace limited-memory SR1 trust region method
• Riemannian optimization on tensor products of Grassmann manifolds: applications to generalized Rayleigh-quotients
• An algorithm for finding an optimal projection of a symmetric matrix onto a diagonal matrix

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