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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...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, N.J. ; Woodstock :
Princeton University Press,
©2008.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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 differentia. |
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| Descripción Física: | 1 online resource (xiv, 224 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781400830244 1400830249 |