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math.NA2024
EPIC: a provable accelerated Eigensolver based on Preconditioning and Implicit Convexity
Nian Shao, Wenbin Chen, Zhaojun Bai
This paper is concerned with the extraction of the smallest eigenvalue and the corresponding eigenvector of a symmetric positive definite matrix pencil. We reveal implicit convexit…
math.NA2023
Riemannian Acceleration with Preconditioning for symmetric eigenvalue problems
Nian Shao, Wenbin Chen
The analysis of the acceleration behavior of gradient-based eigensolvers with preconditioning presents a substantial theoretical challenge. In this work, we present a novel framewo…