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Optimization algorithms on matrix manifolds / P.-A. Absil, R. Mahony, R. Sepulchre.

By: Contributor(s): Material type: TextTextPublication details: Princeton, N.J. ; Woodstock : Princeton University Press, ©2008.Description: 1 online resource (xiv, 224 pages) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781400830244
  • 1400830249
Subject(s): Genre/Form: Additional physical formats: Print version:: Optimization algorithms on matrix manifolds.DDC classification:
  • 518.1 22
LOC classification:
  • QA402.5 .A27 2008eb
Other classification:
  • SK 915
Online resources:
Contents:
Introduction -- Motivation and applications -- Matrix manifolds : first-order geometry -- Line-search algorithms on manifolds -- Matrix manifolds : second-order geometry -- Newton's method -- Trust-region methods -- A constellation of superlinear algorithms.
Summary: 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 theoretical chapters provide readers with the background in differentia.
Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
eBook eBook e-Library EBSCO Mathematics Available
Total holds: 0

Includes bibliographical references and index.

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 theoretical chapters provide readers with the background in differentia.

Print version record.

Introduction -- Motivation and applications -- Matrix manifolds : first-order geometry -- Line-search algorithms on manifolds -- Matrix manifolds : second-order geometry -- Newton's method -- Trust-region methods -- A constellation of superlinear algorithms.

Added to collection customer.56279.3

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