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Bestseller
BestsellerE-book
Author Absil, P.-A.

Title Optimization algorithms on matrix manifolds / P.-A. Absil, R. Mahony, R. Sepulchre.

Publication Info. Princeton, N.J. ; Woodstock : Princeton University Press, [2008]
©2008

Item Status

Description 1 online resource (xiv, 224 pages) : illustrations
Physical Medium polychrome
Description text file
Bibliography Includes bibliographical references and index.
Summary 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.
Contents Introduction -- Motivation and applications -- Matrix manifolds : first-order geometry -- Line-search algorithms on manifolds -- Matrix manifolds : second-order geometry -- Newton's method -- Trust-region methods -- A constellation of superlinear algorithms.
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Mathematical optimization.
Mathematical optimization.
Matrices.
Matrices.
Algorithms.
Algorithms.
Genre/Form Electronic books.
Electronic books.
Added Author Mahony, R. (Robert), 1967-
Sepulchre, R. (Rodolphe), 1967-
Other Form: Print version: Absil, P.-A. Optimization algorithms on matrix manifolds. Princeton, N.J. ; Woodstock : Princeton University Press, ©2008 9780691132983 0691132984 (DLC) 2007927538 (OCoLC)174129993
ISBN 9781400830244 (electronic book)
1400830249 (electronic book)
0691132984 (cloth)
9780691132983 (hardback)
Standard No. 9786612158230