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

DOI10.1002/nla.2140OpenAlexW2790489638WikidataQ112878901 ScholiaQ112878901MaRDI QIDQ4558698

D. A. Kolesnikov, Ivan V. 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

fixed-point iterationlow-rank approximationRiemannian optimization framework

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

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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

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