ENGLISH

Optimization algorithms on matrix manifolds

Book information

Publisher
Princeton University Press
Year
2008
ISBN
9780691132983, 0691132984
Language
english
Format
PDF
Filesize
1 MB (1540969 bytes)
Pages
xiv, 224 pages : illustrations ; 23 cm\240
Time added
2020-07-26 19:24:52

Description

Foreword / by Paul van Dooren -- Notation conventions -- Motivation and applications -- Matrix manifolds : first-order geometry -- Line-search algorithms on manifolds -- Matrix manifolds : second-order geometry -- Newton's method -- Trust-region methods -- A constellation of superlinear algorithms -- Elements of linear algebra, topology, and calculus.;Many problems in the sciences and engineering can be rephrased as optimisation problems on matrix search spaces endowed with a so-called manifold structure. This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms.

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