Convergence of algorithms for finding eigenvectors

DOI10.1007/BF02671124MaRDI QIDQ1594858zbMATH OpenOpenAlexFDO

Authors Junhua Zhang

Publication date 29 January 2001

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02671124

zbMATH Keywords

convergenceeigenvectorsiteration algorithmnumerical examplespattern recognitionprincipal component analysisstochastic gradient ascent methodsymmetric matrix eigenvalue problems

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Pattern recognition, speech recognition (68T10)

Review text

A new iteration algorithm is introduced for solving symmetric matrix eigenvalue problems. The method is a generalization of the stochastic gradient ascent method used for principal component analysis in pattern recognition. The convergence of the algorithm is proved and numerical examples are presented.

Recommendations

• Convergence of algorithms of decomposition type for the eigenvalue problem
• scientific article; zbMATH DE number 4011778
• Convergence of approximate eigenvectors in Jacobi methods
• scientific article; zbMATH DE number 1078184
• Convergence results on greedy algorithms for high-dimensional eigenvalue problems
• Linear convergence of an algorithm for computing the largest eigenvalue of a nonnegative tensor.
• Convergence of Methods for Nonlinear Eigenvalue Problems
• scientific article; zbMATH DE number 4166728
• Convergence theory of exact interpolation scheme for computing several eigenvectors
• On the Orthogonality of Eigenvectors Computed by Divide-and-Conquer Techniques

Cites work

• Convergence of algorithms used for principal component analysis
• scientific article; zbMATH DE number 3671573 (Why is no real title available?)
• scientific article; zbMATH DE number 3437452 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• scientific article; zbMATH DE number 3416893 (Why is no real title available?)

Cited in

(5)

• Convergence of algorithms used for principal component analysis
• A simple extrapolation method for clustered eigenvalues
• A new vector field method for eigen-decomposition of symmetric matrices
• Convergence theory of exact interpolation scheme for computing several eigenvectors
• Convergence of algorithms of decomposition type for the eigenvalue problem

This page was built for publication: Convergence of algorithms for finding eigenvectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1594858)