Physics – Computational Physics
Scientific paper
2012-04-05
Physics
Computational Physics
15 pages, 5 figures
Scientific paper
We consider a minimization scheme based on the Householder transport operator for the Grassman manifold, where a point on the manifold is represented by a m x n matrix with orthonormal columns. In particular, we consider the case where m >> n and present a method with asymptotic complexity mn^2. To avoid explicit parametrization of the manifold we use Householder transforms to move on the manifold, and present a formulation for simultaneous Householder reflections for S-orthonormal columns. We compare a quasi-Newton and nonlinear conjugate gradient implementation adapted to the manifold with a projected nonlinear conjugate gradient method, and demonstrate that the convergence rate is significantly improved if the manifold is taken into account when designing the optimization procedure.
Baarman K.
Eirola Timo
Havu Ville
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