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.
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Mathematical optimization. |
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Matrices.
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Matrices. |
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Algorithms.
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Algorithms. |
Genre/Form |
Electronic books.
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Electronic books.
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Added Author |
Mahony, R. (Robert), 1967-
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Sepulchre, R. (Rodolphe), 1967-
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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) |
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1400830249 (electronic book) |
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0691132984 (cloth) |
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9780691132983 (hardback) |
Standard No. |
9786612158230 |
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