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

DOI10.1007/s13160-014-0141-9zbMath1306.65189OpenAlexW1988130573MaRDI QIDQ403849

Toshihiro Iwai, Hiroyuki Sato

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

algorithmNewton's methodLyapunov equationRayleigh quotientGrassmann manifoldnumerical experimentmatrix eigenvalue problemssteepest descent methodRiemannian optimization

Mathematics Subject Classification ID

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

Related Items (5)

Multiway \(p\)-spectral graph cuts on Grassmann manifolds ⋮ Generalized left-localized Cayley parametrization for optimization with orthogonality constraints ⋮ Cayley-transform-based gradient and conjugate gradient algorithms on Grassmann manifolds ⋮ A Riemannian subspace limited-memory SR1 trust region method ⋮ Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method

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• A Riemannian Optimization Approach to the Matrix Singular Value Decomposition
• DIFFERENTIAL GEOMETRY OF GRASSMANN MANIFOLDS

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