Convergence analysis of projected fixed-point iteration on a low-rank matrix manifold.

DOI10.1002/NLA.2140MaRDI QIDQ4558698zbMATH OpenOpenAlexWikidataFDO

Authors D. A. Kolesnikov, Ivan Oseledets

Publication date 29 November 2018

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1604.02111

zbMATH Keywords

low-rank approximationfixed-point iterationRiemannian optimization framework

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

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Cited in

(6)

• Iterative algorithms for the post-processing of high-dimensional data
• Low-rank matrix iteration using polynomial-filtered subspace extraction
• Dynamically Orthogonal Runge–Kutta Schemes with Perturbative Retractions for the Dynamical Low-Rank Approximation
• Convergence results for projected line-search methods on varieties of low-rank matrices via Łojasiewicz inequality
• Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes
• Convergence analysis of projected fixed-point iteration on a low-rank matrix manifold

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