Krylov-Subspace Recycling via the POD-Augmented Conjugate-Gradient Method.
Kevin CarlbergVirginia ForstallRay TuminaroPublished in: SIAM J. Matrix Anal. Appl. (2016)
Keyphrases
- conjugate gradient method
- objective function
- conjugate gradient
- convergence property
- positive definite
- low dimensional
- iterative methods
- principal component analysis
- dimensionality reduction
- feature extraction
- feature space
- high dimensional data
- high dimensional
- euclidean space
- special case
- input data
- global optimum