Optimization Algorithms on Matrix Manifolds
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 differential geometry necessary to algorithmic development. I…
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Produktdetails
Weitere Autoren: Mahony, R. / Sepulchre, Rodolphe
- ISBN: 978-0-691-13298-3
- EAN: 9780691132983
- Produktnummer: 2954771
- Verlag: Princeton University Press
- Sprache: Englisch
- Erscheinungsjahr: 2007
- Seitenangabe: 242 S.
- Masse: H24.0 cm x B16.1 cm x D1.8 cm 571 g
- Abbildungen: HC gerader Rücken mit Schutzumschlag
- Gewicht: 571
Über den Autor
P.-A. Absil is associate professor of mathematical engineering at the Université Catholique de Louvain in Belgium. R. Mahony is reader in engineering at the Australian National University. R. Sepulchre is professor of electrical engineering and computer science at the University of Liège in Belgium.
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