Convergence of Gradient-Based Block Coordinate Descent Algorithms for Nonorthogonal Joint Approximate Diagonalization of Matrices
Author:
Affiliation:
1. Shenzhen Research Institute of Big Data, The Chinese University of Hong Kong, Shenzhen 518172, China.
2. Université de Lorraine, CNRS, CRAN, Nancy 54000, France.
3. Univ. Grenoble Alpes, CNRS, Grenoble INP, GIPSA-Lab, 38000 Grenoble, France.
Funder
National Natural Science Foundation of China
Guangdong Basic and Applied Basic Research Foundation
Agence Nationale de Recherche
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Analysis
Reference40 articles.
1. Steepest Descent Algorithms for Optimization Under Unitary Matrix Constraint
2. Convergence of the Iterates of Descent Methods for Analytic Cost Functions
3. What Can Make Joint Diagonalization Difficult?
4. A new class of block coordinate algorithms for the joint eigenvalue decomposition of complex matrices
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1. Projectively and Weakly Simultaneously Diagonalizable Matrices and their Applications;SIAM Journal on Matrix Analysis and Applications;2024-01-16
2. Uniqueness Result and Algebraic Algorithm for Decomposition into Multilinear Rank- $(M_{r},N_{r},\cdot)$ Terms and Joint Block Diagonalization;2023 IEEE 9th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP);2023-12-10
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