Math @ Duke
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Publications [#345876] of Jianfeng Lu
Papers Published
- Yingzhou, LI; Jianfeng, LU; Wang, AZHE, Coordinatewise descent methods for leading eigenvalue problem,
SIAM Journal on Scientific Computing, vol. 41 no. 4
(January, 2019),
pp. A2681-A2716, Society for Industrial & Applied Mathematics (SIAM) [doi]
(last updated on 2024/09/17)
Abstract: Leading eigenvalue problems for large scale matrices arise in many applications. Coordinatewise descent methods are considered in this work for such problems based on a reformulation of the leading eigenvalue problem as a nonconvex optimization problem. The convergence of several coordinatewise methods is analyzed and compared. Numerical examples of applications to quantum many-body problems demonstrate the efficiency and provide benchmarks of the proposed coordinatewise descent methods.
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