Gradient algorithms for principal component analysis

DOI10.1017/S033427000001078XMaRDI QIDQ4890152zbMATH OpenFDO

Authors Robert Mahony, John Moore, Uwe Helmke

Publication date 3 February 1997

Published in The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

principal component analysisalgorithmsymmetric matrixlargest eigenvaluessmooth optimizationeigenspacecontinuous-time dynamical system

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Dynamical systems and ergodic theory (37-XX)

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Cited in

(19)

• Projected gradient approach to the numerical solution of the SCoTLASS
• Convergence analysis for principal component flows.
• The maximal direction of any \(n\)th order moment
• scientific article; zbMATH DE number 605158 (Why is no real title available?)
• Robust Perron cluster analysis in conformation dynamics
• Smoothness prior information in principal component analysis of dynamic image data
• Principal Subspace Flows Via Mechanical Systems on Grassmann Manifolds
• scientific article; zbMATH DE number 839297 (Why is no real title available?)
• Analysis of a class of continuous-time algorithms for principal component analysis and subspace tracking
• Convergence of algorithms used for principal component analysis
• Distributed Estimation for Principal Component Analysis: An Enlarged Eigenspace Analysis
• Multiple graphs clustering by gradient flow method
• A dual purpose principal and minor component flow
• Convergence rate of Krasulina estimator
• Dynamic principal component analysis from a global perspective
• The constrained Newton method on a Lie group and the symmetric eigenvalue problem
• Principal components: a descent algorithm
• Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control
• Stochastic modified flows for Riemannian stochastic gradient descent

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