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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.Files
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