A geometric newton method for oja's vector field

  • Authors:
  • P. -A. Absil;M. Ishteva;L. De Lathauwer;S. Van Huffel

  • Affiliations:
  • -;-;-;-

  • Venue:
  • Neural Computation
  • Year:
  • 2009

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Abstract

Newton's method for solving the matrix equation runs up against the fact that its zeros are not isolated. This is due to a symmetry of F by the action of the orthogonal group. We show how differential-geometric techniques can be exploited to remove this symmetry and obtain a “geometric” Newton algorithm that finds the zeros of F. The geometric Newton method does not suffer from the degeneracy issue that stands in the way of the original Newton method.