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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(19)

• Convergence analysis for principal component flows.
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• Analysis of a class of continuous-time algorithms for principal component analysis and subspace tracking
• Multiple graphs clustering by gradient flow method
• Smoothness prior information in principal component analysis of dynamic image data
• Stochastic modified flows for Riemannian stochastic gradient descent
• The maximal direction of any \(n\)th order moment
• Robust Perron cluster analysis in conformation dynamics
• Principal Subspace Flows Via Mechanical Systems on Grassmann Manifolds
• 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
• Projected gradient approach to the numerical solution of the SCoTLASS
• Convergence rate of Krasulina estimator
• Distributed Estimation for Principal Component Analysis: An Enlarged Eigenspace Analysis
• scientific article; zbMATH DE number 605158 (Why is no real title available?)
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