Newton's method on Gra{\ss}mann manifolds
Uwe Helmke, Knut Hüper, Jochen Trumpf · arXiv (Cornell University) · 2007
A general class of Newton algorithms on Gra{\ss}mann and Lagrange-Gra{\ss}mann 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.