Presentation 2010-03-01
Numerically Stable Algorithms for Adaptive Generalized Minor Subspace Extraction
Tuan-Duong NGUYEN, Noriyuki TAKAHASHI, Isao YAMADA,
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Abstract(in English) This paper presents numerically stable algorithms for adaptive generalized minor subspace extraction. We first propose two algorithms for extracting the generalized eigenvector corresponding to the smallest generalized eigenvalue (i) based on the power method and (ii) by extending the modified Oja-Xu MCA learning algorithm proposed by Peng and Yi ('07). Then, these algorithms are utilized to extract generalized minor subspace in combination with (i) an extension of dimensional reduction technique by Misono and Yamada ('08) and (ii) the Gram-Schmidt process. Numerical examples show that the proposed algorithms are faster and more numerically stable than the reduced-rank generalized eigenvector extraction (R-GEVE) algorithm ('08).
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Keyword(in English) Adaptive minor generalized eigenvectors extraction / generalized eigen-decomposition / power method / modified Oja-Xu MCA learning / orthogonal complement matrix
Paper # CAS2009-102,SIP2009-147,CS2009-97
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Committee CS
Conference Date 2010/2/22(1days)
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Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Numerically Stable Algorithms for Adaptive Generalized Minor Subspace Extraction
Sub Title (in English)
Keyword(1) Adaptive minor generalized eigenvectors extraction
Keyword(2) generalized eigen-decomposition
Keyword(3) power method
Keyword(4) modified Oja-Xu MCA learning
Keyword(5) orthogonal complement matrix
1st Author's Name Tuan-Duong NGUYEN
1st Author's Affiliation Department of Computer Science, Tokyo Institute of Technology()
2nd Author's Name Noriyuki TAKAHASHI
2nd Author's Affiliation Global Edge Institute, Tokyo Institute of Technology
3rd Author's Name Isao YAMADA
3rd Author's Affiliation Department of Communications and Integrated Systems, Tokyo Institute of Technology
Date 2010-03-01
Paper # CAS2009-102,SIP2009-147,CS2009-97
Volume (vol) vol.109
Number (no) 436
Page pp.pp.-
#Pages 6
Date of Issue