Solving Joint Diagonalization Problems via a Riemannian Conjugate Gradient Method in Stiefel Manifold

Hugo Lara Urdaneta, Harry Fernando Oviedo Leon

Resumo


We present a Riemannian Conjugate Gradient (RCG) algorithm to solve the Joint Diagonalization Problem in Stiefel manifolds. We use the special structure of this manifold to build a procedure which avoids extracalculations associated to vector transportation. Numerical experiments which compare our algorithm with other known procedures are also provided.


Palavras-chave


Optimization on Manifolds, Stiefel Manifold, Conjugate Gradient Method, Vector Transport.

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DOI: https://doi.org/10.5540/03.2018.006.02.0327

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