A trust‐region method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils

DOI10.1002/NLA.2363OpenAlexW3129761842MaRDI QIDQ4959591FDOQ4959591

Authors:

Publication date: 16 September 2021

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

Full work available at URL: https://doi.org/10.1002/nla.2363

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zbMATH Keywords

Stiefel manifoldRiemannian optimizationtrust-region methodgeneralized eigenvaluenonsquare pencils

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Iterative numerical methods for linear systems (65F10) Matrix equations and identities (15A24)

Cited In (2)

• Least-Squares Spectral Methods for ODE Eigenvalue Problems
• An efficient algorithm for solving a class of matrix optimization problem in scalable probabilistic approximation

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