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Optimization Algorithms on Matrix Manifolds

P.-A. Absil, R. Mahony, and R. Sepulchre

Princeton University Press
ISBN 978-0-691-13298-3
240 pp.

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Table Of Contents

1. Introduction
2. Motivation and applications
3. Matrix manifolds: first-order geometry
4. Line-search algorithms
5. Matrix manifolds: second-order geometry
6. Newton's method
7. Trust-region methods
8. A constellation of superlinear algorithms

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Bibtex entry

 author = "P.-A. Absil and R. Mahony and R. Sepulchre",
 title = "Optimization Algorithms on Matrix Manifolds",
 publisher = "Princeton University Press",
 address = "Princeton, NJ",
 year = 2008,
 pages = "xvi+224",
 isbn = "978-0-691-13298-3",
 keywords = "optimization on manifolds, Riemannian optimization, retraction, vector transport",