Riemannian Newton method for the multivariate eigenvalue problem

DOI10.1137/100788975MaRDI QIDQ3079781zbMATH OpenOpenAlexWikidataFDO

Authors Lei-Hong Zhang

Publication date 2 March 2011

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/100788975

zbMATH Keywords

canonical correlationglobal convergenceKrylov subspace methodspower methodpreconditionquadratic convergenceRayleigh quotient iteration

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Eigenvalues, singular values, and eigenvectors (15A18) Measures of association (correlation, canonical correlation, etc.) (62H20) Iterative numerical methods for linear systems (65F10) Numerical mathematical programming methods (65K05)

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Cited in

(17)

• Kantorovich's theorem on Newton's method under majorant condition in Riemannian manifolds
• A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction
• Third-order methods on Riemannian manifolds under Kantorovich conditions
• Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries
• Newton-type methods on Riemannian manifolds under Kantorovich-type conditions
• -subgradient algorithms for locally Lipschitz functions on Riemannian manifolds
• Adaptive eigenvalue computations using Newton's method on the Grassmann manifold
• Riemannian trust-region method for the maximal correlation problem
• scientific article; zbMATH DE number 5657033 (Why is no real title available?)
• On a Multivariate Eigenvalue Problem, Part I: Algebraic Theory and a Power Method
• Riemannian Newton-type methods for joint diagonalization on the Stiefel manifold with application to independent component analysis
• A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis
• scientific article; zbMATH DE number 7626764 (Why is no real title available?)
• A Riemannian Newton algorithm for nonlinear eigenvalue problems
• Proximal point algorithms on Hadamard manifolds: linear convergence and finite termination
• The multivariate eigenvalues of symmetric tensors
• A Riemannian inexact Newton method for solving the orthogonal INDSCAL problem in multidimensional scaling

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Uses Software

• KELLEY

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