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A geometric Newton method for Oja's vector field
P A Absil1, M Ishteva, L De Lathauwer
1Department of Mathematical Engineering, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium. absil@inma.ucl.ac.be
Abstract:
Newton's method for solving the matrix equation F(X) identical to AX-XX(T) AX = 0 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.
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