Numerical Gradient Algorithms for Eigenvalue and Singular Value Calculations
Numerical Gradient Algorithms for Eigenvalue and Singular Value Calculations
Recent work has shown that the algebraic question of determining the eigenvalues, or singular values, of a matrix can be answered by solving certain continuous-time gradient flows on matrix manifolds. To obtain computational methods based on this theory, it is reasonable to develop algorithms that iteratively approximate the continuous-time flows. …