Rayleigh quotient based optimization methods for eigenvalue problems

DOI10.1142/9789814675772_0004MaRDI QIDQ3466115zbMATH OpenOpenAlexFDO

Authors Ren-Cang Li

Publication date 29 January 2016

Published in Series in Contemporary Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/6167aa795b74aed28c7f493816a35f277835adcb

zbMATH Keywords

algorithmCauchy interlacing inequalitiesconjugate gradient methodeigenvalue problemeigenvectorHermitian matrix pencilshyperbolic eigenvalue problemslinear response eigenvalue problemsmin-max principlespositive semidefinite pencilsRayleigh quotient

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(23)

• On generalizing trace minimization principles
• Maximizing sum of coupled traces with applications
• Triangularized orthogonalization-free method for solving extreme eigenvalue problems
• A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction
• Optimizing the Rayleigh quotient with symmetric constraints and its application to perturbations of structured polynomial eigenvalue problems
• On \(p\)-robust saturation on quadrangulations
• Gabor-type frames for signal processing on graphs
• Linear response eigenvalue problem solved by extended locally optimal preconditioned conjugate gradient methods
• Partial solution of large symmetric generalized eigenvalue problems by nonlinear optimization of a modified Rayleigh quotient
• Robust Rayleigh quotient minimization and nonlinear eigenvalue problems
• Multilevel method to compute the lambda modes of the neutron diffusion equation
• Nonlinear eigenvector methods for convex minimization over the numerical range
• Fast Randomized Non-Hermitian Eigensolvers Based on Rational Filtering and Matrix Partitioning
• On generalizing trace minimization principles. II
• Trace ratio optimization with an application to multi-view learning
• Variational characterization and Rayleigh quotient iteration of 2D eigenvalue problem with applications
• Welfare bounds for linear-quadratic network games
• A theory of the NEPv approach for optimization on the Stiefel manifold
• A stable physics-guided neural networks approach for electromagnetic problems
• An NEPv approach for orthogonal CCA with matrix (2, 1)-norm regularization with application to feature selection
• Sparse PCA via matrix ( 2, 1 )-norm regularization with an application to feature selection
• Optimal transfer operators in algebraic two-level methods for nonsymmetric and indefinite problems
• NEPv Approach for Optimization on Stiefel Manifold with the (2,1)-norm Regularization

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