A Riemannian inexact Newton‐CG method for stochastic inverse singular value problems

DOI10.1002/NLA.2336OpenAlexW3088225276WikidataQ115405328 ScholiaQ115405328MaRDI QIDQ5858520

Zheng-Jian Bai, Ru-Ru Ma

Publication date: 13 April 2021

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.2336

zbMATH Keywords

Newton's methodRiemannian manifoldforcing terminverse singular value problem

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Programming in abstract spaces (90C48) Eigenvalues, singular values, and eigenvectors (15A18) Numerical solutions to inverse eigenvalue problems (65F18)

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