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

DOI10.1002/NLA.2140OpenAlexW2790489638WikidataQ112878901 ScholiaQ112878901MaRDI QIDQ4558698FDOQ4558698

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

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zbMATH Keywords

low-rank approximationfixed-point iterationRiemannian optimization framework

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

Cited In (6)

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

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