Paper ID sheet
- TITLE: Continuous-time susbspace flows related to the symmetric eigenvalue problem
- AUTHORS: P.-A. Absil, R. Sepulchre, R. Mahony
- ABSTRACT:
The classes of continuous-time flows on $\Re^{n\times p}$ that induce
the same flow on the set of $p$-dimensional subspaces of
$\Re^n$ are described. The power flow is
briefly reviewed in this framework, and a subspace generalization of
the Rayleigh quotient flow [Linear Algebra Appl. 368C, 2003,
pp.~343--357] is proposed and analyzed. This new flow displays a
property akin to deflation in finite time.
- KEY WORDS: Matrix flows, subspace flows, power flow, Grassmann
Rayleigh quotient flow, principal component analysis, invariant
subspace, finite-time deflation.
- STATUS: Pacific Journal of Optimization (PJO), Volume 4, Number 2, 179--194, May 2008.
(Also available as technical report UCL-INMA-2007.032.)
BibTeX citation:
@ARTICLE{AbsSepMah2008,
author = "Absil, P.-A. and Sepulchre, R. and Mahony, R.",
title = "Continuous-time subspace flows related to the symmetric eigenproblem",
journal = "Pac. J. Optim.",
year = 2008,
volume = 4,
number = 2,
pages = "179--194",
}
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