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

DOI10.1002/NLA.2363MaRDI QIDQ4959591zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

generalized eigenvaluenonsquare pencilsRiemannian optimizationStiefel manifoldtrust-region method

Mathematics Subject Classification ID

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

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Cited in

(5)

• Least-Squares Spectral Methods for ODE Eigenvalue Problems
• An efficient algorithm for solving a class of matrix optimization problem in scalable probabilistic approximation
• A trust-region framework for iteration solution of the direct INDSCAL problem in metric multidimensional scaling
• A trust-region approach for iteration solution of the direct fitting metric MDS
• An efficient algorithm for fitting the three-way GIPSCAL problem with missing values from asymmetric multidimensional scaling

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