Coordinate-wise descent methods for leading eigenvalue problem
Numerical Analysis
2020-02-25 v5 Numerical Analysis
Computational Physics
Abstract
Leading eigenvalue problems for large scale matrices arise in many applications. Coordinate-wise descent methods are considered in this work for such problems based on a reformulation of the leading eigenvalue problem as a non-convex optimization problem. The convergence of several coordinate-wise methods is analyzed and compared. Numerical examples of applications to quantum many-body problems demonstrate the efficiency and provide benchmarks of the proposed coordinate-wise descent methods.
Cite
@article{arxiv.1806.05647,
title = {Coordinate-wise descent methods for leading eigenvalue problem},
author = {Yingzhou Li and Jianfeng Lu and Zhe Wang},
journal= {arXiv preprint arXiv:1806.05647},
year = {2020}
}