Abstract
The recently proposed Riemannian Trust-Region method can be applied to the problem of computing extreme eigenpairs of a matrix pencil, with strong global convergence and local convergence properties. This paper addresses inherent inefficiencies of an explicit trustregion mechanism. We propose a new algorithm, the Implicit Riemannian Trust-Region method for extreme eigenpair computation, which seeks to overcome these inefficiencies while still retaining the favorable convergence properties. © Springer-Verlag Berlin Heidelberg 2006.
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CITATION STYLE
Baker, C. G., Absil, P. A., & Gallivan, K. A. (2006). An implicit Riemannian Trust-Region method for the symmetric generalized eigenproblem. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 3991 LNCS-I, pp. 210–217). Springer Verlag. https://doi.org/10.1007/11758501_32
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