An implicit Riemannian Trust-Region method for the symmetric generalized eigenproblem
(2006) 6th International Conference on Computational Science (ICCS 2006) — Location: Reading(England) (28.May.2006)
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- Abstract
- The recently proposed Riemannian Trust-Region method can be applied to the problem of computing extreme eigenpairs of a matrix pencil, with strong global convergence and local convergence properties. This paper addresses inherent inefficiencies of an explicit trust-region mechanism. We propose a new algorithm, the Implicit Riemannian Trust-Region method for extreme eigenpair computation, which seeks to overcome these inefficiencies while still retaining the favorable convergence properties.
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Baker, C. G., Absil, P.-A., & Gallivan, K. A. (2006). An implicit Riemannian Trust-Region method for the symmetric generalized eigenproblem. In Alexandrov, VN; VanAlbada, GD; Sloot, PMA; Dongarra, J (ed.), Proceedings of the 6th International Conference on Computational Science (pp. 210-217). Springer-verlag Berlin. https://doi.org/10.1007/11758501_32