A matrix-free implementation of Riemannian Newton's method on the Stiefel manifold
DOI10.1007/S11590-016-1090-9zbMATH Open1386.90141OpenAlexW2532990506WikidataQ115377844 ScholiaQ115377844MaRDI QIDQ1686561FDOQ1686561
Publication date: 15 December 2017
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-016-1090-9
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singular value decompositionStiefel manifoldlinear systemRiemannian Newton's methodmatrix-free Krylov subspace method
Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Programming in abstract spaces (90C48)
Cites Work
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- The Geometry of Algorithms with Orthogonality Constraints
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- Variational Iterative Methods for Nonsymmetric Systems of Linear Equations
- A Riemannian Optimization Approach to the Matrix Singular Value Decomposition
- Intrinsic representation of tangent vectors and vector transports on matrix manifolds
Cited In (14)
- MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection
- Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method
- Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method
- Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils
- Effective algorithms for solving trace minimization problem in multivariate statistics
- A trust-region method for solving truncated complex singular value decomposition
- Title not available (Why is that?)
- An efficient damped Newton-type algorithm with globalization strategy on Riemannian manifolds
- Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries
- Second order optimality on orthogonal Stiefel manifolds
- Cholesky QR-based retraction on the generalized Stiefel manifold
- Riemannian optimization with a preconditioning scheme on the generalized Stiefel manifold
- Riemannian Newton-type methods for joint diagonalization on the Stiefel manifold with application to independent component analysis
- A framework for generalising the Newton method and other iterative methods from Euclidean space to manifolds
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