Title
A comparison of two algorithmic recipes to parametrize rectangular orthogonal matrices
Abstract
The present contribution focuses on the parametrization of rectangular (`tall-skinny') orthogonal matrices, which play a fundamental role in signal processing and machine learning. Such matrices form a smooth curved space termed compact Stiefel manifold. The present contribution aims at illustrating a numerical comparison of two algorithmic recipes to parameterize Stiefel matrices in signal processing. A closed-form algorithmic recipe was recently presented in the paper S. Fiori, T. Kaneko and T. Tanaka, “Learning on the compact Stiefel manifold by a Cayley-transform-based pseudo-retraction map,” in Proceedings of the 2012 International Joint Conference on Neural Networks (WCCI-IJCNN 2012, Brisbane (Australia), June 10 - 15, 2012), pp. 3434 - 3441, 2012, while a closed-form recipe was presented in the paper G.-X. Huang, F. Yin and K. Guo, “An iterative method for the skew-symmetric solution and the optimal approximate solution of the matrix equation A×B = C,” Journal of Computational and Applied Mathematics, Vol. 212, pp. 231 - 244, 2008. The numerical comparison shows that closed-form solution is substantially lighter than the iterative solution in terms of computational runtime, although the computational complexity of the closed-form solution grows slightly faster than the computational complexity of the iterative solution.
Year
Venue
Keywords
2012
Signal & Information Processing Association Annual Summit and Conference
computational complexity,matrix algebra,Stiefel matrix parametrization,closed-form algorithmic recipe,compact Stiefel manifold,computational complexity,machine learning,rectangular orthogonal matrix parametrization,signal processing,smooth curved space,Averaging on differentiable manifolds,Cayley transform,Compact Stiefel manifold,Manifold pseudo-retraction and pseudo-lifting maps
DocType
ISSN
ISBN
Conference
2309-9402
978-1-4673-4863-8
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Simone Fiori149452.86
Tetsuya Kaneko200.34
T. Tanaka363895.91