Optimization algorithms on matrix manifolds /:

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...

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Bibliographic Details
Main Authors: Absil, P.-A (Author), Mahony, R. (Robert), 1967- (Author), Sepulchre, R. (Rodolphe), 1967- (Author)
Format: Electronic eBook
Language:English
Published: Princeton, N.J. ; Woodstock : Princeton University Press, ©2008.
Subjects:
Online Access:DE-862
DE-863
Summary: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.
Physical Description:1 online resource (xiv, 224 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:9781400830244
1400830249

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