A new vector field method for eigen-decomposition of symmetric matrices |
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Authors: | W. He N. Prabhu |
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Affiliation: | School of Industrial Engineering, Purdue University, West Lafayette, IN 47907, United States |
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Abstract: | We study a new approach to eigen-decomposition of symmetric matrices, called the vector field method. In contrast to the methods currently in use, the vector field method computes an eigenvector by computing a discrete approximation to the integral curve of a special tangent vector field on the unit sphere. The optimization problems embedded in each iteration of the vector field algorithms admit closed-form solutions making the vector field approach promisingly efficient. |
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