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Optimization Algorithms on Matrix Manifolds

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Optimization Algorithms on Matrix Manifolds - Absil, P -A, and Mahony, R, and Sepulchre, Rodolphe
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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 ...

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Optimization Algorithms on Matrix Manifolds 2007, Princeton University Press, Princeton

ISBN-13: 9780691132983

Hardcover