Abstract
Newton's method for solving the matrix equation $F(X)\equiv AX-XX^TAX=0$ runs up against the fact that its zeros are not isolated. This is due to a symmetry of $F$ by the action of the orthogonal group. We show how differential-geometric techniques can be exploited to remove this symmetry and obtain a ``geometric'' Newton algorithm that finds the zeros of $F$. The geometric Newton method does not suffer from the degeneracy issue that stands in the way of the original Newton method.
Original language | English |
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Pages (from-to) | 1415-1433 |
Number of pages | 19 |
Journal | Neural Computation |
Volume | 21 |
Publication status | Published - 1 May 2009 |
Keywords
- Mathematics
- Numerical Analysis