OCNADGNASep 28, 2007

Newton's method on Graßmann manifolds

arXiv:0709.220518 citationsh-index: 39

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A general class of Newton algorithms on Graßmann and Lagrange-Graßmann manifolds is introduced, that depends on an arbitrary pair of local coordinates. Local quadratic convergence of the algorithm is shown under a suitable condition on the choice of coordinate systems. Our result extends and unifies previous convergence results for Newton's method on a manifold. Using special choices of the coordinates, new numerical algorithms are derived for principal component analysis and invariant subspace computations with improved computational complexity properties.

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