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Book Cover
E-book
Author Absil, P.-A., author

Title Optimization algorithms on matrix manifolds / P.-A. Absil, R. Mahony, R. Sepulchre
Published Princeton, N.J. ; Woodstock : Princeton University Press, ©2008

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Description 1 online resource (xiv, 224 pages) : illustrations
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
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Mathematical optimization.
Matrices.
Algorithms.
Algorithms
algorithms.
MATHEMATICS -- Numerical Analysis.
MATHEMATICS -- Applied.
Algorithms
Mathematical optimization
Matrices
Matriser (matematik)
Optimering.
Algoritmer.
Form Electronic book
Author Mahony, R. (Robert), 1967- author.
Sepulchre, R. (Rodolphe), 1967- author.
ISBN 9781400830244
1400830249