[02053] An efficient preconditioner for the Riemannian trust-region method on the manifold of fixed-rank matrices
Session Time & Room : 5B (Aug.25, 10:40-12:20) @E603
Type : Contributed Talk
Abstract : In 2010, Vandereycken and Vandewalle proposed a preconditioner for the Riemannian trust-region (RTR) method on the manifold of symmetric positive semidefinite matrices of fixed rank. Here, we generalize their work to the manifold of fixed-rank matrices. We use the RTR method with our preconditioner to solve a stiff time-dependent PDE, the Allen--Cahn equation, on the manifold of fixed-rank matrices. Numerical experiments show the efficiency of our preconditioner. This is joint work with Bart Vandereycken.
