TY  - BOOK
AU  - Absil,P.-A.
AU  - Mahony,R.
AU  - Sepulchre,R.
TI  - Optimization algorithms on matrix manifolds
SN  - 9781400830244
AV  - QA402.5 .A27 2008eb
U1  - 518.1 22
PY  - 2008///
CY  - Princeton, N.J., Woodstock
PB  - Princeton University Press
KW  - Mathematical optimization
KW  - Matrices
KW  - Algorithms
KW  - Optimisation mathématique
KW  - Algorithmes
KW  - algorithms
KW  - aat
KW  - MATHEMATICS
KW  - Numerical Analysis
KW  - bisacsh
KW  - Applied
KW  - fast
KW  - Matriser (matematik)
KW  - sao
KW  - Optimering
KW  - Algoritmer
KW  - Electronic books
N1  - Includes bibliographical references and index; 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
N2  - 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
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ER  -