2006
DOI: 10.1007/11758501_32
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An Implicit Riemannian Trust-Region Method for the Symmetric Generalized Eigenproblem

Abstract: Abstract.The recently proposed Riemannian Trust-Region method can be applied to the problem of computing extreme eigenpairs of a matrix pencil, with strong global convergence and local convergence properties. This paper addresses inherent inefficiencies of an explicit trustregion mechanism. We propose a new algorithm, the Implicit Riemannian Trust-Region method for extreme eigenpair computation, which seeks to overcome these inefficiencies while still retaining the favorable convergence properties.

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Cited by 12 publications
(5 citation statements)
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“…The solution to (25) turns out to be closely related to a more general RayleighRitz form, as we now explain [6]. To see this, observe that (25) can be written as…”
Section: B Joint Mmse Solution For {Kf }mentioning
confidence: 86%
“…The solution to (25) turns out to be closely related to a more general RayleighRitz form, as we now explain [6]. To see this, observe that (25) can be written as…”
Section: B Joint Mmse Solution For {Kf }mentioning
confidence: 86%
“…The problem of optimizing a function on a matrix manifold has received much attention in the scientific and engineering fields due to its peculiarity and capacity. Its applications include, but are not limited to, the study of eigenvalue problems [12,13,7,1,2,14,10,50,52,48,46,51], matrix low rank approximation [4,27], and nonlinear matrix equations [44,11]. Numerical methods for solving problems involving matrix manifolds rely on interdisciplinary inputs from differential geometry, optimization theory, and gradient flows.…”
Section: Riemannian Inexact Newton Methodsmentioning
confidence: 99%
“…As the dimensionality of the Hilbert space increases, the optimization task of exact operator diagonalization formulated in Eq. (64) becomes numerically challenging despite active efforts to exploit existing Riemannian tools [56][57][58] for tractable solutions. The Krylov method overcomes this numerical difficulty by restricting the optimization to the lower-dimensional Krylov subspace,…”
Section: Appendixmentioning
confidence: 99%