A Riemannian optimization approach to the matrix singular value decomposition

DOI10.1137/120872887MaRDI QIDQ5300523zbMATH OpenOpenAlexWikidataFDO

Authors Hiroyuki Sato, Toshihiro Iwai

Publication date 27 June 2013

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/120872887

zbMATH Keywords

singular value decompositionStiefel manifoldconjugate gradient methodNewton's methodRiemannian optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Eigenvalues, singular values, and eigenvectors (15A18) Newton-type methods (49M15)

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Cited in

(38)

• Manifold Optimization-Assisted Gaussian Variational Approximation
• Desingularization of bounded-rank matrix sets
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• An efficient PGM-based algorithm with backtracking strategy for solving quadratic optimization problems with spherical constraint
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• Quadratic optimization with orthogonality constraint: explicit Łojasiewicz exponent and linear convergence of retraction-based line-search and stochastic variance-reduced gradient methods
• Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method
• A new, globally convergent Riemannian conjugate gradient method
• Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method
• Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils
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• Making matrices better: geometry and topology of singular value and polar decomposition
• Optimal orthonormalization of the strapdown matrix by using singular value decomposition
• On the convergence of the V-type hyperplane constrained method for singular value decomposition
• Riemannian optimization methods for the truncated Takagi factorization
• A singular value decomposition algorithm based on solving hyperplane constrained nonlinear systems
• Geometric inexact Newton method for generalized singular values of Grassmann matrix pair
• A Riemannian BFGS method without differentiated retraction for nonconvex optimization problems
• Slow and finite-time relaxations to \(m\)-bipartite consensus on the Stiefel manifold
• An optimization algorithm computing the maximal singular number of a real matrix
• AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL
• Effective algorithms for solving trace minimization problem in multivariate statistics
• Adaptive regularization with cubics on manifolds
• A trust-region method for solving truncated complex singular value decomposition
• An efficient algorithm for solving a class of matrix optimization problem in scalable probabilistic approximation
• An efficient damped Newton-type algorithm with globalization strategy on Riemannian manifolds
• Damped Newton's method on Riemannian manifolds
• A Riemannian optimization method to compute the nearest singular pencil
• scientific article; zbMATH DE number 782060 (Why is no real title available?)
• A Riemannian gradient sampling algorithm for nonsmooth optimization on manifolds
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• Cholesky QR-based retraction on the generalized Stiefel manifold
• A new matrix maximization model for computing ratios of generalized singular values from high-order GSVD
• Emergent behaviors of high-dimensional Kuramoto models on Stiefel manifolds
• A Riemannian conjugate gradient approach for solving the generalized eigenvalue problem with minimal perturbation
• Controlling singular values with semidefinite programming

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