Jacobi Correction Equation, Line Search, and Conjugate Gradients in Hermitian Eigenvalue Computation II: Computing Several Extreme Eigenvalues.
Evgueni E. OvtchinnikovPublished in: SIAM J. Numer. Anal. (2008)
Keyphrases
- line search
- covariance matrix
- quadratic programming
- conjugate gradient
- global convergence
- step size
- convergence rate
- primal dual
- least squares
- singular values
- genetic algorithm
- risk minimization
- global optimum
- multiresolution
- feature space
- objective function
- optimization methods
- singular value decomposition
- principal component analysis
- dynamic programming
- multi objective
- learning algorithm
- neural network