Approximate Joint Diagonalization with Riemannian Optimization on the General Linear Group

DOI10.1137/18M1232838zbMath1432.49062OpenAlexW3000334627WikidataQ115246922 ScholiaQ115246922MaRDI QIDQ5210994

Florent Bouchard, Bijan Afsari, Jérôme Malick, Marco Congedo

Publication date: 17 January 2020

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

Full work available at URL: https://doi.org/10.1137/18m1232838

zbMATH Keywords

nonholonomic constraintRiemannian optimizationapproximate joint diagonalizationoblique constraint

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Newton-type methods (49M15) Variational problems in a geometric measure-theoretic setting (49Q20) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20)

Related Items (3)

Convergence of Gradient-Based Block Coordinate Descent Algorithms for Nonorthogonal Joint Approximate Diagonalization of Matrices ⋮ Randomized Joint Diagonalization of Symmetric Matrices ⋮ Newton-type methods for simultaneous matrix diagonalization

Uses Software

• Manopt

Cites Work

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