Residential College | false |
Status | 已發表Published |
A riemannian Newton algorithm for nonlinear eigenvalue problems | |
Zhao Z.1; Bai Z.-J.2; Jin X.-Q.1 | |
2015 | |
Source Publication | SIAM Journal on Matrix Analysis and Applications |
ISSN | 10957162 08954798 |
Volume | 36Issue:2Pages:752-774 |
Abstract | We give the formulation of a Riemannian Newton algorithm for solving a class of nonlinear eigenvalue problems by minimizing a total energy function subject to the orthogonality constraint. Under some mild assumptions, we establish the global and quadratic convergence of the proposed method. Moreover, the positive definiteness condition of the Riemannian Hessian of the total energy function at a solution is derived. Some numerical tests are reported to illustrate the efficiency of the proposed method for solving large-scale problems. |
Keyword | Grassmann Manifold Nonlinear Eigenvalue Problem Riemannian Newton Algorithm Stiefel Manifold |
DOI | 10.1137/140967994 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000357407800020 |
Publisher | SIAM PUBLICATIONS |
Scopus ID | 2-s2.0-84936764239 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Affiliation | 1.Department of Mathematics, University of Macau, Macau, People’s Republic of China 2.School of Mathematical Sciences, Xiamen University, Xiamen 361005, People’s Republic of China |
First Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Zhao Z.,Bai Z.-J.,Jin X.-Q.. A riemannian Newton algorithm for nonlinear eigenvalue problems[J]. SIAM Journal on Matrix Analysis and Applications, 2015, 36(2), 752-774. |
APA | Zhao Z.., Bai Z.-J.., & Jin X.-Q. (2015). A riemannian Newton algorithm for nonlinear eigenvalue problems. SIAM Journal on Matrix Analysis and Applications, 36(2), 752-774. |
MLA | Zhao Z.,et al."A riemannian Newton algorithm for nonlinear eigenvalue problems".SIAM Journal on Matrix Analysis and Applications 36.2(2015):752-774. |
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