Riemannian optimization methods for the truncated Takagi factorization
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Cites work
- A Divide-and-Conquer Method for the Takagi Factorization
- A feasible method for optimization with orthogonality constraints
- A new, globally convergent Riemannian conjugate gradient method
- A nonmonotone conjugate gradient algorithm for unconstrained optimization
- A Nonmonotone Line Search Technique for Newton’s Method
- A Riemannian conjugate gradient method for optimization on the Stiefel manifold
- A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils
- A Riemannian optimization approach to the matrix singular value decomposition
- scientific article; zbMATH DE number 47926 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 3467498 (Why is no real title available?)
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- Hybrid methods for approximating Hankel matrix
- Independent component analysis, a new concept?
- Matrix factorizations for symplectic QR-like methods
- Near-circularity of the error curve in complex Chebyshev approximation
- Riemannian Optimization on the Symplectic Stiefel Manifold
- Singular value decompositions of complex symmetric matrices
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