A time-varying Newton algorithm for adaptive subspace tracking

DOI10.1016/j.matcom.2008.03.006zbMath1177.65081OpenAlexW1991555834MaRDI QIDQ1010056

M. Baumann, Uwe R. Helmke

Publication date: 3 April 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.03.006

zbMATH Keywords

Grassmann manifoldsRiemannian metricsNewton algorithmadaptive subspace trackingeigenvalue methodstime-varying Newton flow

Mathematics Subject Classification ID

Abstract critical point theory (Morse theory, Lyusternik-Shnirel'man theory, etc.) in infinite-dimensional spaces (58E05) Nonlinear spectral theory, nonlinear eigenvalue problems (47J10) Numerical solutions to equations with nonlinear operators (65J15) Spectral theory; eigenvalue problems on manifolds (58C40)

Cites Work

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• Riemannian geometry of Grassmann manifolds with a view on algorithmic computation
• Adaptive Eigenvalue Computations Using Newton's Method on the Grassmann Manifold
• The Geometry of Algorithms with Orthogonality Constraints
• On Smooth Decompositions of Matrices
• Optimization Techniques on Riemannian Manifolds

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