Optimization over the Stiefel manifold

Catherine Fraikin, Knut Hüper, Paul Van Dooren · PAMM · 2007

Abstract In this note we parameterize the Stiefel manifold Stk,n in a manner that allows to perform a constrained Newton step in a relatively simple way. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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