Optimization algorithms on matrix manifolds:
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Bibliographic Details
Main Author: Absil, P.-A (Author)
Format: Electronic eBook
Language:English
Published: Princeton, N.J. Princeton University Press ©2008
Subjects:
Online Access:FAW01
FAW02
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Item Description:Includes bibliographical references and index
Many problems in the sciences and engineering can be rephrased as optimization 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. It places careful emphasis on both the numerical formulation of the algorithm and its differential geometric abstraction--illustrating how good algorithms draw equally from the insights of differential geometry, optimization, and numerical analysis. Two more theoretical chapters provide readers with the background in differentia
Introduction -- 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
Physical Description:1 Online-Ressource (xiv, 224 pages)
ISBN:1400830249
9781400830244

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