天元讲堂(9.2)SCF iterations for nonlinear eigenvalue problems from rational quadratic programmings over the Stiefel manifold
报告人:张雷洪 教授(上海财经大学数学学院)
时间:2018年9月2日14:00--15:00
地点:苏州大学本部精正楼二楼报告厅
摘要:In this talk, we shall show that the rational quadratic programmings over the Stiefel manifold can be translated into nonlinear eigenvalue problems with eigenvector nonlinearity. We will focus on two specific problems, namely the trace ratio problem arising from the linear discriminant analysis and the unbalanced procrustes problem. Theoretical analysis on these two problems will be presented and numerical behaviors of related Self-Consistent-Field Iterations (SCF) will be discussed.