Numerical algorithms on the affine Grassmannian
Methodology
2018-06-26 v3 Differential Geometry
Abstract
The affine Grassmannian is a noncompact smooth manifold that parameterizes all affine subspaces of a fixed dimension. It is a natural generalization of Euclidean space, points being zero-dimensional affine subspaces. We will realize the affine Grassmannian as a matrix manifold and extend Riemannian optimization algorithms including steepest descent, Newton method, and conjugate gradient, to real-valued functions on the affine Grassmannian. Like their counterparts for the Grassmannian, these algorithms are in the style of Edelman--Arias--Smith --- they rely only on standard numerical linear algebra and are readily computable.
Keywords
Cite
@article{arxiv.1607.01833,
title = {Numerical algorithms on the affine Grassmannian},
author = {Lek-Heng Lim and Ken Sze-Wai Wong and Ke Ye},
journal= {arXiv preprint arXiv:1607.01833},
year = {2018}
}
Comments
18 pages, 3 figures