An Intrinsic CG Algorithm for Computing Dominant Subspaces

In this paper, a conjugate gradient method on the complex Grabmann manifold is proposed that computes the k-principal components of a Hermitian (n × n)-matrix. The algorithm is at most of order O(n 2 k) and yields locally good convergence results.

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Bibliographic Details
Published in2007 IEEE International Conference on Acoustics, Speech and Signal Processing - ICASSP '07 Vol. 4; pp. IV-1405 - IV-1408
Main Authors Kleinsteuber, M., Huper, K.
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.04.2007
Subjects
Australia Council
Block diagonalization
Character generation
Conjugate gradient methods
Convergence
Eigenvalues and eigenfunctions
Geophysics computing
Gradient methods
Graßmann manifold
Hermitian matrices
Laboratories
Manifolds
Matrix decomposition
Principal component analysis
Signal processing algorithms
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Summary:In this paper, a conjugate gradient method on the complex Grabmann manifold is proposed that computes the k-principal components of a Hermitian (n × n)-matrix. The algorithm is at most of order O(n 2 k) and yields locally good convergence results.
ISBN:9781424407279
1424407273
ISSN:1520-6149
2379-190X
DOI:10.1109/ICASSP.2007.367342