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Continuous-time subspace flows related to the symmetric eigenproblem

Absil, P-A and Sepulchre, R and Mahony, R (2008) Continuous-time subspace flows related to the symmetric eigenproblem. Pacific Journal of Optimization, 4. pp. 179-194. ISSN 1348-9151

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Abstract

The classes of continuous-time flows on Rn×p that induce the same flow on the set of p- dimensional subspaces of Rn×p 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. © 2008 Yokohama Publishers.

Item Type: Article
Uncontrolled Keywords: Finite-time deflation Grassmann Rayleigh quotient flow Invariant subspace Matrix flows Power flow Principal component analysis Subspace flows
Subjects: UNSPECIFIED
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 07 Mar 2014 11:46
Last Modified: 08 Dec 2014 02:18
DOI: