Pages that link to "Item:Q2797100"

The following pages link to A Riemannian Fletcher-Reeves conjugate gradient method for doubly stochastic inverse eigenvalue problems (Q2797100):

Displaying 18 items.

• A Riemannian inexact Newton-CG method for constructing a nonnegative matrix with prescribed realizable spectrum (Q1616029) (← links)
• Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils (Q2027787) (← links)
• A generalized geometric spectral conjugate gradient algorithm for finding zero of a monotone tangent vector field on a constant curvature Hadamard manifold (Q2104059) (← links)
• A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems (Q2114114) (← links)
• A Riemannian optimization approach for solving the generalized eigenvalue problem for nonsquare matrix pencils (Q2177925) (← links)
• A geometric Gauss-Newton method for least squares inverse eigenvalue problems (Q2192604) (← links)
• Effective algorithms for solving trace minimization problem in multivariate statistics (Q2196916) (← links)
• A Riemannian derivative-free Polak-Ribiére-Polyak method for tangent vector field (Q2219448) (← links)
• Alternating projection method for doubly stochastic inverse eigenvalue problems with partial eigendata (Q2244987) (← links)
• Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems (Q2273195) (← links)
• A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum (Q2700005) (← links)
• AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL (Q5051234) (← links)
• A new constrained optimization model for solving the nonsymmetric stochastic inverse eigenvalue problem (Q5051477) (← links)
• Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data* (Q5132266) (← links)
• A Geometric Nonlinear Conjugate Gradient Method for Stochastic Inverse Eigenvalue Problems (Q5739964) (← links)
• On substochastic inverse eigenvalue problems with the corresponding eigenvector constraints (Q6623662) (← links)
• An efficient algorithm for solving a class of matrix optimization problem in scalable probabilistic approximation (Q6624116) (← links)
• A Riemannian conjugate gradient approach for solving the generalized eigenvalue problem with minimal perturbation (Q6665174) (← links)