Global Convergence of Triangularized Orthogonalization-free Method

التفاصيل البيبلوغرافية
العنوان: Global Convergence of Triangularized Orthogonalization-free Method
المؤلفون: Gao, Weiguo, Li, Yingzhou, Lu, Bichen
سنة النشر: 2021
مصطلحات موضوعية: Mathematics - Numerical Analysis, 65F15
الوصف: This paper proves the global convergence of a triangularized orthogonalization-free method (TriOFM). TriOFM, in general, applies a triangularization idea to the gradient of an objective function and removes the rotation invariance in minimizers. More precisely, in this paper, the TriOFM works as an eigensolver for sizeable sparse matrices and obtains eigenvectors without any orthogonalization step. Due to the triangularization, the iteration is a discrete-time flow in a non-conservative vector field. The global convergence relies on the stable manifold theorem, whereas the convergence to stationary points is proved in detail in this paper. We provide two proofs inspired by the noisy power method and the noisy optimization method, respectively.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2110.06212
رقم الأكسشن: edsarx.2110.06212
قاعدة البيانات: arXiv