A geometric Newton method for Oja's vector field
This provides a novel algorithmic approach for solving eigenvalue problems, addressing a known bottleneck in Newton methods for matrix equations.
The authors develop a geometric Newton method for Oja's vector field that avoids degeneracy issues by exploiting differential-geometric techniques to remove symmetry, enabling efficient computation of zeros.
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.