Noisy Accelerated Power Method for Eigenproblems With Applications
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DOI: 10.1109/tsp.2019.2908126
Abstract: This paper introduces an efficient algorithm for finding the dominant generalized eigenvectors of a pair of symmetric matrices. Combining tools from approximation theory and convex optimization, we develop a simple scalable algorithm with strong theoretical… read more here.
Keywords: method eigenproblems; method; noisy accelerated; accelerated power ... See more keywords