A matrix-free implementation of Riemannian Newton’s method on the Stiefel manifold

Author:

Aihara Kensuke,Sato Hiroyuki

Funder

Japan Society for the Promotion of Science

Publisher

Springer Science and Business Media LLC

Subject

Control and Optimization

Reference7 articles.

1. Absil, P.-A., Mahony, R., Sepulchre, R.: Optimization Algorithms on Matrix Manifolds. Princeton University Press, Princeton (2008)

2. Edelman, A., Arias, T.A., Smith, S.T.: The geometry of algorithms with orthogonality constraints. SIAM J. Matrix Anal. Appl. 20, 303–353 (1998)

3. Eisenstat, S.C., Elman, H.C., Schultz, M.H.: Variational iterative methods for nonsymmetric systems of linear equations. SIAM J. Numer. Anal. 20, 345–357 (1983)

4. Golub, G.H., Van Loan, C.F.: Matrix Computations, 3rd edn. The Johns Hopkins University Press, Baltimore and London (1996)

5. Huang, W., Absil, P.-A., Gallivan, K.: Intrinsic representation of tangent vectors and vector transport on matrix manifolds. Universite Catholique de Louvain, Tech. report-UCL-INMA-2016.08 (2016)

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