Newton's method on Gra{\ss}mann manifolds
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Publication:6206790
arXiv0709.2205MaRDI QIDQ6206790FDOQ6206790
Authors: Uwe Helmke, K. Hüper, Jochen Trumpf 
Publication date: 14 September 2007
Abstract: A general class of Newton algorithms on Gra{ss}mann and Lagrange-Gra{ss}mann manifolds is introduced, that depends on an arbitrary pair of local coordinates. Local quadratic convergence of the algorithm is shown under a suitable condition on the choice of coordinate systems. Our result extends and unifies previous convergence results for Newton's method on a manifold. Using special choices of the coordinates, new numerical algorithms are derived for principal component analysis and invariant subspace computations with improved computational complexity properties.
Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Newton-type methods (49M15) Local Riemannian geometry (53B20)
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