Now showing items 11-12 of 12
An Efficient Gauss-Newton Algorithm for Symmetric Low-Rank Product Matrix Approximatins
We derive and study a Gauss-Newton method for computing the symmetric low-rank product (SLRP) XXT, where X / Rnkfor k<n, that is the closest approximation to a given symmetric matrix A / Rnn in Frobenius norm. When A=BTB ...
Accelerating Convergence by Augmented Rayleigh-Ritz Projections For Large-Scale Eigenpair Computation
Iterative algorithms for large-scale eigenpair computation are mostly based subspace projections consisting of two main steps: a subspace update (SU) step that generates bases for approximate eigenspaces, followed by a ...