Optimization Algorithms on Matrix Manifolds

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.