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Continuous-time subspace flows related to the symmetric eigenproblem

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Date

2008

Authors

Mahony, Robert
Sepulchre, R
Absil, P-A

Journal Title

Journal ISSN

Volume Title

Publisher

Yokohama Publishers

Abstract

The classes of continuous-time flows on Rn×p that induce the same flow on the set of p- dimensional subspaces of Rn×p are described. The power flow is briefly reviewed in this framework, and a subspace generalization of the Rayleigh quotient flow [Linea

Description

Keywords

Keywords: Finite-time deflation; Grassmann Rayleigh quotient flow; Invariant subspace; Matrix flows; Power flow; Principal component analysis; Subspace flows

Citation

URI

http://hdl.handle.net/1885/30427

Collections

ANU Research Publications

Source

Pacific Journal of Optimization

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

DOI

Restricted until

2037-12-31

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