Approximate Joint Diagonalization with Riemannian Optimization on the General Linear Group | Zendy

Florent Bouchard | Zendy; Bijan Afsari | Zendy; Jérôme Malick | Zendy; Marco Congedo | Zendy

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Approximate Joint Diagonalization with Riemannian Optimization on the General Linear Group

Author(s) -

Florent Bouchard,

Bijan Afsari,

Jérôme Malick,

Marco Congedo

Publication year - 2020

Publication title -

siam journal on matrix analysis and applications

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.268

H-Index - 101

eISSN - 1095-7162

pISSN - 0895-4798

DOI - 10.1137/18m1232838

Subject(s) - mathematics , metric (unit) , context (archaeology) , riemannian geometry , nonholonomic system , mathematical optimization , invariant (physics) , riemannian manifold , manifold (fluid mechanics) , optimization problem , computer science , pure mathematics , artificial intelligence , robot , mechanical engineering , operations management , engineering , economics , mathematical physics , biology , mobile robot , paleontology

We consider the classical problem of approximate joint diagonalization of matrices, which can be cast as an optimization problem on the general linear group. We propose a versatile Riemannian optim...

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