Alternating Energy Minimization Methods for Multi-term Matrix Equations
Kookjin Lee,
Howard C. Elman,
Catherine E. Powell
et al.
Abstract:We develop computational methods for approximating the solution of a linear multiterm matrix equation in low rank. We follow an alternating minimization framework, where the solution is represented as a product of two matrices, and approximations to each matrix are sought by solving certain minimization problems repeatedly. The solution methods we present are based on a rank-adaptive variant of alternating energy minimization methods that builds an approximation iteratively by successively computing a rank-one… Show more
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