A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils

DOI10.1007/s10915-020-01173-5zbMath1439.65048WikidataQ115382684 ScholiaQ115382684MaRDI QIDQ2177925

Wen Li, Mingqing Xiao, Jiao-Fen Li, Seak Weng Vong, Qi-Lun Luo

Publication date: 7 May 2020

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-020-01173-5

zbMATH Keywords

Stiefel manifold; Riemannian optimization; generalized eigenvalue; nonsquare pencils

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65K10: Numerical optimization and variational techniques

15A18: Eigenvalues, singular values, and eigenvectors

15A22: Matrix pencils