Optimization Algorithms on Matrix Manifolds
by P.-A. Absil, R. Mahony, R. Sepulchre
Publisher: Princeton University Press 2007
ISBN/ASIN: 0691132984
ISBN-13: 9780691132983
Number of pages: 240
Description:
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.
Download or read it online for free here:
Download link
(multiple PDF files)
Similar books
by C.H. Dowker - Tata Institute of Fundamental Research
A sheaf is a tool for systematically tracking locally defined data attached to the open sets of a topological space. Contents: Sheaves; Sections; Cohomology groups of a space with coefficients in a presheaf; Introduction of the family Phi; etc.
(9828 views)
by Andreas Kriegl, Peter W. Michor - American Mathematical Society
This book lays the foundations of differential calculus in infinite dimensions and discusses those applications in infinite dimensional differential geometry and global analysis not involving Sobolev completions and fixed point theory.
(13508 views)
by Reyer Sjamaar - Cornell University
The text covers manifolds and differential forms for an audience of undergraduates who have taken a typical calculus sequence, including basic linear algebra and multivariable calculus up to the integral theorems of Green, Gauss and Stokes.
(12888 views)
by David Ellwood, at al. - American Mathematical Society
Mathematical gauge theory studies connections on principal bundles. The book provides an introduction to current research, covering material from Heegaard Floer homology, contact geometry, smooth four-manifold topology, and symplectic four-manifolds.
(13373 views)