2010
DOI: 10.1090/s0025-5718-2010-02450-0
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Least-squares approximation by elements from matrix orbits achieved by gradient flows on compact lie groups

Abstract: Abstract. Let S(A) denote the orbit of a complex or real matrix A under a certain equivalence relation such as unitary similarity, unitary equivalence, unitary congruences etc. Efficient gradient-flow algorithms are constructed to determine the best approximation of a given matrix A 0 by the sum of matrices in S(A 1 ), . . . , S(A N ) in the sense of finding the Euclidean least-squares distanceConnections of the results to different pure and applied areas are discussed.

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Cited by 7 publications
(6 citation statements)
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“…Similarly, the study of local minimizers of the matrix nearness problem corresponds to the study of local minimizers of Θ (N , S , a) . It is worth pointing out that for the Frobenius norm, local minimizers of the matrix nearness problem arise naturally as stability points of (effective) gradient descent algorithms, as those considered in [16]. Hence, settling Conjecture 4.2 in the affirmative would be a relevant result from an applied point of view.…”
Section: Generalized Frame Operator Distancesmentioning
confidence: 99%
“…Similarly, the study of local minimizers of the matrix nearness problem corresponds to the study of local minimizers of Θ (N , S , a) . It is worth pointing out that for the Frobenius norm, local minimizers of the matrix nearness problem arise naturally as stability points of (effective) gradient descent algorithms, as those considered in [16]. Hence, settling Conjecture 4.2 in the affirmative would be a relevant result from an applied point of view.…”
Section: Generalized Frame Operator Distancesmentioning
confidence: 99%
“…While some choices of complexity functionals lead to solutions in closed form, we must usually resort to numerical optimization. For compact Lie groups represented on finite dimensional Hilbert spaces there exist some provably powerful gradient flow methods as described in [33,34] but the non-compact and (at least formally) infinite dimensional case that is often of interest to us is more complicated and less well understood. Nonetheless, for specific examples of groups and parametrizations we are able to prove the convexity of some linear and even nonlinear expectation minimization schemes which allows us to employ existing schemes such as generalized Newton's method [35] for obtaining optimal coordinates.…”
Section: Iterative Complexity Reductionmentioning
confidence: 99%
“…Such an approach was considered by N. Strawn [22,23] for the Frobenius norm N . Also, we could study the evolution of solutions of gradient flows as considered in [16].…”
Section: Introductionmentioning
confidence: 99%