On the convergence of orthogonalization-free conjugate gradient method for extreme eigenvalues of Hermitian matrices: A Riemannian optimization interpretation.
Shixin ZhengHaizhao YangXiangxiong ZhangPublished in: J. Comput. Appl. Math. (2024)
Keyphrases
- conjugate gradient method
- positive definite
- convergence property
- singular values
- covariance matrix
- symmetric positive definite
- conjugate gradient
- faster convergence
- singular value decomposition
- kernel matrix
- objective function
- convergence rate
- covariance matrices
- iterative methods
- optimization algorithm
- iterative algorithms
- feature extraction
- geometric structure
- convergence speed
- point correspondences