Joint singular value decomposition algorithm based on the Riemannian trust-region method

DOI10.14495/JSIAML.7.13OpenAlexW2082403093WikidataQ115237658 ScholiaQ115237658MaRDI QIDQ3121379

Hiroyuki Sato

Publication date: 18 March 2019

Published in: JSIAM Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14495/jsiaml.7.13

zbMATH Keywords

trust-region methodjoint singular value decompositionriemannian optimization

Mathematics Subject Classification ID

Numerical analysis (65-XX) Operations research, mathematical programming (90-XX)

Related Items (1)

Effective algorithms for solving trace minimization problem in multivariate statistics

Uses Software

• Manopt

Cites Work

• Unnamed Item
• Manopt, a Matlab toolbox for optimization on manifolds
• Comparison of Two Main Approaches to Joint SVD
• Approximate Joint Singular Value Decomposition of an Asymmetric Rectangular Matrix Set
• A Riemannian Optimization Approach to the Matrix Singular Value Decomposition

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