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Optimization algorithms on the Grassmann manifold with application to matrix eigenvalue problems

✍ Scribed by Sato, Hiroyuki; Iwai, Toshihiro


Book ID
125383142
Publisher
Japan Society for Industrial and Applied Mathematics
Year
2014
Tongue
English
Weight
679 KB
Volume
31
Category
Article
ISSN
0916-7005

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Solution of the matrix eigenvalue proble
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The new idea is to study the stability behavior of the solution x = x(t) of the initial value problem αΊ‹ = Ax, t t 0 , x(t 0 ) = x 0 , with A ∈ C nΓ—n , in a weighted (semi-) norm β€’ R where R is taken as an appropriate solution of the matrix eigenvalue problem RA + A \* R = R, rather than as the solut