Maximization of the sum of the trace ratio on the Stiefel manifold, II: Computation

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• 作者：LeiHong Zhang ; RenCang Li
• 关键词：trace ratio ; Rayleigh quotient ; Stiefel manifold ; nonlinear eigenvalue problem ; optimality condition ; self ; consistent ; field iteration ; eigenspace ; 65F15 ; 65F30 ; 62H30 ; 15A18
• 刊名：SCIENCE CHINA Mathematics
• 出版年：2015
• 出版时间：July 2015
• 年：2015
• 卷：58
• 期：7
• 页码：1549-1566
• 全文大小：368 KB
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• 作者单位：LeiHong Zhang (1)
  RenCang Li (2)
  
  1. Department of Applied Mathematics, Shanghai University of Finance and Economics, Shanghai, 200433, China
  2. Department of Mathematics, University of Texas at Arlington, Arlington, TX, 76019-0408, USA
  
• 刊物类别：Mathematics and Statistics
• 刊物主题：Mathematics
  Chinese Library of Science
  Applications of Mathematics
  
• 出版者：Science China Press, co-published with Springer
• ISSN：1869-1862

文摘

The necessary condition established in Part I of this paper for the global maximizers of the maximization problem $$\mathop {\max }\limits_V \left\{ {\frac{{tr(V^ \top AV)}} {{tr(V^ \top BV)}} + tr(V^ \top CV)} \right\} $$