A truncated-CG style method for symmetric generalized eigenvalue problems
DOI10.1016/J.CAM.2005.10.006zbMATH Open1090.65042OpenAlexW2009964554MaRDI QIDQ818183FDOQ818183
Authors: C. G. Baker, P.-A. Absil, K. A. Gallivan
Publication date: 24 March 2006
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2005.10.006
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Cited In (25)
- A subspace accelerated truncated Newton algorithm for solving the extreme eigenvalue of a large-scale sparse symmetric matrix
- Rayleigh quotient minimization method for symmetric eigenvalue problems
- Double-variable trace maximization for extreme generalized singular quartets of a matrix pair: a geometric method
- A trust-region method for \(H_2\) model reduction of bilinear systems on the Stiefel manifold
- New vector transport operators extending a Riemannian CG algorithm to generalized Stiefel manifold with low-rank applications
- A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems
- Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils
- A Rayleigh-Ritz style method for large-scale discriminant analysis
- On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
- Newton-KKT interior-point methods for indefinite quadratic programming
- A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems
- Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems
- Computing eigenelements of real symmetric matrices via optimization
- Goal-oriented optimal approximations of Bayesian linear inverse problems
- Riemannian trust-region method for the maximal correlation problem
- A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils
- Trace-penalty minimization for large-scale eigenspace computation
- Computing symplectic eigenpairs of symmetric positive-definite matrices via trace minimization and Riemannian optimization
- An unconstrained global optimization framework for real symmetric eigenvalue problems
- Computational Science – ICCS 2005
- A Riemannian subspace limited-memory SR1 trust region method
- GPU-accelerated LOBPCG method with inexact null-space filtering for solving generalized eigenvalue problems in computational electromagnetics analysis with higher-order FEM
- A Quasi-Separable Approach to Solve the Symmetric Definite Tridiagonal Generalized Eigenvalue Problem
- A generalized eigenvalues classifier with embedded feature selection
- An Implicit Riemannian Trust-Region Method for the Symmetric Generalized Eigenproblem
Uses Software
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