scientific article; zbMATH DE number 7626764

MaRDI QIDQ5053271zbMATH OpenFDO

Authors

Publication date 6 December 2022

Full work available at URL https://jmlr.csail.mit.edu/papers/v22/20-033.html

zbMATH Keywords

optimal convergence rategeneralized eigenvalue problemRiemannian optimizationeigenvector computationshift-and-invert preconditioning

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Riemannian conjugate gradient methods for computing the extreme eigenvalues of symmetric tensors
• Riemannian Newton method for the multivariate eigenvalue problem
• A Riemannian optimization approach to the matrix singular value decomposition
• A Riemannian Newton algorithm for nonlinear eigenvalue problems
• On computing the eigenvectors of a class of structured matrices
• scientific article; zbMATH DE number 1748566
• The geometry of matrix eigenvalue methods
• scientific article; zbMATH DE number 782060
• Computing eigenspaces with low rank constraints
• Riemannian multigrid line search for low-rank problems

Cites work

• scientific article; zbMATH DE number 192975 (Why is no real title available?)
• scientific article; zbMATH DE number 510844 (Why is no real title available?)
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 1101503 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• scientific article; zbMATH DE number 5223994 (Why is no real title available?)
• A Linearly Convergent Variant of the Conditional Gradient Algorithm under Strong Convexity, with Applications to Online and Stochastic Optimization
• A feasible method for optimization with orthogonality constraints
• Convex optimization: algorithms and complexity
• Efficiency of coordinate descent methods on huge-scale optimization problems
• Efficiency of the accelerated coordinate descent method on structured optimization problems
• Efficient coordinate-wise leading eigenvector computation
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• Introductory lectures on convex optimization. A basic course.
• Matrix completion and low-rank SVD via fast alternating least squares
• Numerical methods for large eigenvalue problems
• Optimization and dynamical systems
• Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance-reduced gradient methods
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Self-consistent-field calculations using Chebyshev-filtered subspace iteration
• Stochastic Gradient Descent on Riemannian Manifolds
• The Matrix Eigenvalue Problem
• The Riemannian Barzilai-Borwein method with nonmonotone line search and the matrix geometric mean computation
• Two-Point Step Size Gradient Methods

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5053271)