A Riemannian optimization approach to the matrix singular value decomposition

DOI10.1137/120872887zbMATH Open1267.65070OpenAlexW2078942172WikidataQ115246999 ScholiaQ115246999MaRDI QIDQ5300523FDOQ5300523

Toshihiro Iwai, Hiroyuki Sato

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

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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)

Cited In (33)

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• An efficient PGM-based algorithm with backtracking strategy for solving quadratic optimization problems with spherical constraint
• Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method
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• 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
• Optimal orthonormalization of the strapdown matrix by using singular value decomposition
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• Riemannian optimization methods for the truncated Takagi factorization
• A singular value decomposition algorithm based on solving hyperplane constrained nonlinear systems
• Slow and finite-time relaxations to \(m\)-bipartite consensus on the Stiefel manifold
• AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL
• An optimization algorithm computing the maximal singular number of a real matrix
• 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
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• A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils
• A Riemannian conjugate gradient method for optimization on the Stiefel manifold
• 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 BFGS Method Without Differentiated Retraction for Nonconvex Optimization Problems
• A Riemannian conjugate gradient approach for solving the generalized eigenvalue problem with minimal perturbation
• Geometric Inexact Newton Method for Generalized Singular Values of Grassmann Matrix Pair
• A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization on Manifolds
• Manifold Optimization-Assisted Gaussian Variational Approximation

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