RIEMANNIAN TRUST-REGION METHOD FOR THE LOG-DETERMINANT MODEL OF HERMITIAN MATRIX EIGENPROBLEMS
摘要 The logarithm of the determinant of Hermitian positive semi-definite matrices arises in numerous contexts in statistic,machine learning,and information and communication engineering.In this paper,based on the logarithm of determinant,we propose the log-determinant optimization model from the Riemannian optimization viewpoint to compute the dominant eigenvalues and associated eigenvectors of a Hermitian positive semi-definite matrix.The Riemannian trust-region method is employed to solve this optimization prob-lem.Experimental results are reported to show the efficiency of the proposed method.
年,卷(期): 2026, 44(6)
分类号: 65F15 65F99
机标分类号: TP273+.4 TN911.3 O175.13
在线出版日期: 2026年9月15日