Riemannian optimization on tensor products of Grassmann manifolds: applications to generalized Rayleigh-quotients

DOI10.1137/100792032zbMATH Open1250.65082arXiv1005.4854OpenAlexW1989885165WikidataQ115247094 ScholiaQ115247094MaRDI QIDQ2903120FDOQ2903120

Authors: O. Curtef, G. Dirr, Uwe Helmke 

Publication date: 23 August 2012

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Abstract: We introduce a generalized Rayleigh-quotient on the tensor product of Grassmannians enabling a unified approach to well-known optimization tasks from different areas of numerical linear algebra, such as best low-rank approximations of tensors (data compression), geometric measures of entanglement (quantum computing) and subspace clustering (image processing). We briefly discuss the geometry of the constraint set, we compute the Riemannian gradient of the generalized Rayleigh-quotient, we characterize its critical points and prove that they are generically non-degenerated. Moreover, we derive an explicit necessary condition for the non-degeneracy of the Hessian. Finally, we present two intrinsic methods for optimizing the generalized Rayleigh-quotient - a Newton-like and a conjugated gradient - and compare our algorithms tailored to the above-mentioned applications with established ones from the literature.

Full work available at URL: https://arxiv.org/abs/1005.4854

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zbMATH Keywords

Grassmann manifoldsignal processingnumerical experimentsimage processingconjugate gradient methoddata compressionNewton methodquantum computingsortingRiemannian optimizationRayleigh quotientlarge scale problemsbest approximation of tensors

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Information storage and retrieval of data (68P20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Multilinear algebra, tensor calculus (15A69) Quantum computation (81P68) Newton-type methods (49M15) Numerical aspects of computer graphics, image analysis, and computational geometry (65D18) Variational principles in infinite-dimensional spaces (58E30) Existence theories for problems in abstract spaces (49J27)

Cited In (6)

• Quasi-Newton methods on Grassmannians and multilinear approximations of tensors
• Optimization on flag manifolds
• Accurate calculation of the geometric measure of entanglement for multipartite quantum states
• Gradient flows for optimization in quantum information and quantum dynamics: foundations and applications
• A literature survey of low-rank tensor approximation techniques
• Operator-valued formulas for Riemannian gradient and Hessian and families of tractable metrics in Riemannian optimization

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