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An Algorithm for Finding an Optimal Projection of a Symmetric Matrix onto a Diagonal Matrix - MaRDI portal

An Algorithm for Finding an Optimal Projection of a Symmetric Matrix onto a Diagonal Matrix

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Publication:2877086

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DOI10.1137/12088906XzbMath1298.65078MaRDI QIDQ2877086

Rüdiger Borsdorf

Publication date: 21 August 2014

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithm Stiefel manifold augmented Lagrangian method numerical test Grassmannian manifold orthogonality constraints matrix projection active-set method matrix embedding optimization over Riemannian manifolds

Mathematics Subject Classification ID

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