Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method

DOI10.1090/MCOM/3936MaRDI QIDQ6562841zbMATH OpenFDO

Authors Wei-Wei Xu, Zheng-Jian Bai

Publication date 27 June 2024

Published in Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

Stiefel manifoldgeneralized singular value decompositionRiemannian Newton methodmatrix pairfixed-rank partial isometry

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Manifolds and measure-geometric topics (49Q99)

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