2006 • Conference Paper
An implicit Riemannian Trust-Region method for the symmetric generalized eigenproblem
Authors:
Baker, C. G.,
Absil, Pierre-Antoine ,
Gallivan, Kyle A.
Published in:
Lecture Notes in Computer Science
Volume: 3991 • Pages: 210-217
The recently proposed Riemannian Trust-Region method can be applied to the problem of computing extreme eigenpairs of a matrix pencil, with strong global convergence and local convergence properties. This paper addresses inherent inefficiencies of an explicit trust-region mechanism. We propose a new algorithm, the Implicit Riemannian Trust-Region method for extreme eigenpair computation, which seeks to overcome these inefficiencies while still retaining the favorable convergence properties.