Linear Algebra Problems Solved by Using Damped Dynamical Systems on the Stiefel Manifold
By: M Gulliksson , A Oleynik , M Ogren and more
Potential Business Impact:
Solves hard math problems faster using special math rules.
We develop a new method for solving minimization problems on the Stiefel Manifold using damped dynamical systems. The constraints are satisfied in the limit by an additional damped dynamical system. The method is illustrated by numerical experiments and compared to a state-of-the-art conjugate gradient method.
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