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Core Information
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| Title: |
An Implicit Riemannian Trust-Region Method for the Symmetric Generalized Eigenproblem
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| Abstract: |
The recently proposed Riemannian Trust-Region method can be
applied to the problem of computing extreme eigenpairs of a matrix pencil, with strong global convergence and local convergence properties. This paper addresses inherent inefficiencies of an explicit trust-region mechanism. We propose a new algorithm, the Implicit Riemannian Trust-Region method for extreme eigenpair computation, which seeks to overcome these inefficiencies while still retaining the favorable convergence properties.
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| Keywords: |
Not Provided |
Author Information
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Detailed Technical Report Information
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Subjects Information
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1. Mathematics
2. Computer Science
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