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Optimization Algorithms on Matrix Manifolds
P.-A. Absil
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Description for Optimization Algorithms on Matrix Manifolds
Hardback. Many problems in the sciences and engineering can be rephrased as optimization problems on matrix search spaces endowed with a so-called manifold structure. This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms. It is of interest to applied mathematicians, and computer scientists. Num Pages: 240 pages, 24 line illus. 3 tables. BIC Classification: PBW; TBC; UY. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 242 x 162 x 18. Weight in Grams: 462.
Many problems in the sciences and engineering can be rephrased as optimization problems on matrix search spaces endowed with a so-called manifold structure. This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms. It places careful emphasis on both the numerical formulation of the algorithm and its differential geometric abstraction--illustrating how good algorithms draw equally from the insights of differential geometry, optimization, and numerical analysis. Two more theoretical chapters provide readers with the background in differential geometry necessary to algorithmic development. In the other chapters, several well-known optimization methods such as steepest descent ... Read more
Many problems in the sciences and engineering can be rephrased as optimization problems on matrix search spaces endowed with a so-called manifold structure. This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms. It places careful emphasis on both the numerical formulation of the algorithm and its differential geometric abstraction--illustrating how good algorithms draw equally from the insights of differential geometry, optimization, and numerical analysis. Two more theoretical chapters provide readers with the background in differential geometry necessary to algorithmic development. In the other chapters, several well-known optimization methods such as steepest descent ... Read more
Product Details
Publisher
Princeton University Press United States
Number of pages
240
Format
Hardback
Publication date
2008
Condition
New
Weight
458g
Number of Pages
240
Place of Publication
New Jersey, United States
ISBN
9780691132983
SKU
V9780691132983
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About P.-A. Absil
P.-A. Absil is associate professor of mathematical engineering at the Universite Catholique de Louvain in Belgium. R. Mahony is reader in engineering at the Australian National University. R. Sepulchre is professor of electrical engineering and computer science at the University of Liege in Belgium.
Reviews for Optimization Algorithms on Matrix Manifolds
"This book is succinct but essentially self-contained; it includes an appendix with background material as well as an extensive bibliography. The algorithmic techniques developed may be useful anytime a model leads to a mathematical optimization problem where the domain naturally is a manifold, particularly if the manifold is a matrix manifold. The book follows the usual definition-theorem-proof style but it ... Read more