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Title page for ETD etd-05232008-143350


Type of Document Dissertation
Author Baker, Christopher Grover
URN etd-05232008-143350
Title Riemannian Manifold Trust-Region Methods with Applications TO Eigenproblems
Degree Doctor of Philosophy
Department Scientific Computing, Department of
Advisory Committee
Advisor Name Title
Kyle Gallivan Committee Co-Chair
Pierre-Antoine Absil Committee Co-Chair
Anjaneyulu Krothapalli Committee Member
Anuj Srivastava Committee Member
Gordon Erlebacher Committee Member
Yousuff Hussaini Committee Member
Keywords
  • Riemannian Manifolds
  • Iterative Methods
  • Convergence Theory
  • Numerical Optimization
  • Eigenvalue Problems
  • Trust-Region Methods
  • Riemannian Optimization
  • Optimization on Manifolds
Date of Defense 2008-05-22
Availability unrestricted
Abstract
This thesis presents and evaluates a generic algorithm for incrementally computing the dominant singular subspaces of a matrix. The relationship between the generality of the results and the necessary computation is explored, and it is shown that more efficient computation can be obtained by relaxing the algebraic constraints on the factoriation. The performance of this method, both numerical and computational, is discussed in terms of the algorithmic parameters, such as block size and acceptance threshhold. Bounds on the error are presented along with a posteriori approximations of these bounds. Finally, a group of methods are proposed which iteratively improve the accuracy of computed results and the quality of the bounds.
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