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A Riemannian Fletcher-Reeves Conjugate Gradient Method for Doubly Stochastic Inverse Eigenvalue Problems.
Teng-Teng Yao
Zheng-Jian Bai
Zhi Zhao
Wai-Ki Ching
Published in:
SIAM J. Matrix Anal. Appl. (2016)
Keyphrases
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conjugate gradient method
eigenvalue problems
doubly stochastic
objective function
weight matrix
conjugate gradient
poisson process
wavelet coefficients
iterative methods
positive definite
convergence property
euclidean space
optimal solution
multiresolution
training algorithm