Optimization algorithms on matrix manifolds

Many problems in the sciences and engineering can be rephrased as optimisation 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.

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Bibliographische Detailangaben
1. Verfasser:	Absil, P.-A. (VerfasserIn)
Weitere Verfasser:	Mahony, R. (VerfasserIn), Sepulchre, Rodolphe (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	Princeton ; Oxford Princeton University Press 2008
Schlagworte:	Algorithmes > Matrices > Optimisation mathématique > Algorithms > Mathematical optimization > Newton-Verfahren > Mannigfaltigkeit
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Beschreibung
Zusammenfassung:	Many problems in the sciences and engineering can be rephrased as optimisation 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.
Beschreibung:	xiv, 224 Seiten Diagramme
ISBN:	9780691132983 978-0-691-13298-3