most citedA Nesterov-style Accelerated Gradient Descent Algorithm for the Symmetric Eigenvalue Problem

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math.OC2024★ 1 cited

A Nesterov-style Accelerated Gradient Descent Algorithm for the Symmetric Eigenvalue Problem

Foivos Alimisis, Simon Vary, Bart Vandereycken

We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-defi…