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

Autores/as

  • Hugo Lara Urdaneta
  • Harry Fernando Oviedo Leon

DOI:

https://doi.org/10.5540/03.2018.006.02.0327

Palabras clave:

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

Resumen

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.

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Publicado

2018-12-19

Número

Vol. 6 Núm. 2 (2018): CNMAC 2018

Sección

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