Newton's method on Gra{\ss}mann manifolds
Optimization and Control
2011-11-10 v2 Differential Geometry
Numerical Analysis
Abstract
A general class of Newton algorithms on Gra{\ss}mann and Lagrange-Gra{\ss}mann manifolds is introduced, that depends on an arbitrary pair of local coordinates. Local quadratic convergence of the algorithm is shown under a suitable condition on the choice of coordinate systems. Our result extends and unifies previous convergence results for Newton's method on a manifold. Using special choices of the coordinates, new numerical algorithms are derived for principal component analysis and invariant subspace computations with improved computational complexity properties.
Cite
@article{arxiv.0709.2205,
title = {Newton's method on Gra{\ss}mann manifolds},
author = {Uwe Helmke and Knut Hüper and Jochen Trumpf},
journal= {arXiv preprint arXiv:0709.2205},
year = {2011}
}
Comments
36 pages, typos corrected and references added