This paper is concerned with the inverse problem of constructing a symmetric nonnegative matrix from realizable spectrum. We reformulate the inverse problem as an underdetermined nonlinear matrix equation over a Riemannian product manifold. To solve it, we develop a Riemannian underdetermined inexact Newton dogleg method for solving a general underdetermined nonlinear equation defined between Riemannian manifolds and Euclidean spaces. The global and quadratic convergence of the proposed method is established under some mild assumptions. Then we solve the inverse problem by applying the propose…
Effective Hamiltonians arise in several problems, including homogenization of Hamilton--Jacobi equations, nonlinear control systems, Hamiltonian dynamics, and Aubry--Mather theory. In Aubry--Mather theory, related objects, Mather measures, are also of great importance. Here, we combine ideas from mean-field games with the Hessian Riemannian flow to compute effective Hamiltonians and Mather measures simultaneously. We prove the convergence of the Hessian Riemannian flow in the continuous setting. For the discrete case, we give both the existence and the convergence of the Hessian Riemannian flo…
In this paper, we consider the inverse eigenvalue problem for the positive doubly stochastic matrices, which aims to construct a positive doubly stochastic matrix from the prescribed realizable spectral data. By using the real Schur decomposition, the inverse problem is written as a nonlinear matrix equation on a matrix product manifold. We propose monotone and nonmonotone Riemannian inexact Newton-CG methods for solving the nonlinear matrix equation. The global and quadratic convergence of the proposed methods is established under some assumptions. We also provide invariant subspaces of the c…
We describe how to approximate the Riemann curvature tensor as well as sectional curvatures on possibly infinite-dimensional shape spaces that can be thought of as Riemannian manifolds. To this end, we extend the variational time discretization of geodesic calculus presented in Rumpf and Wirth (2015), which just requires an approximation of the squared Riemannian distance that is typically easy to compute. First we obtain first order discrete covariant derivatives via a Schild's ladder type discretization of parallel transport. Second order discrete covariant derivatives are then computed as n…
The Symmetric Tensor Approximation problem (STA) consists of approximating a symmetric tensor or a homogeneous polynomial by a linear combination of symmetric rank-1 tensors or powers of linear forms of low symmetric rank. We present two new Riemannian Newton-type methods for low rank approximation of symmetric tensor with complex coefficients.The first method uses the parametrization of the set of tensors of rank at most $r$ by weights and unit vectors.Exploiting the properties of the apolar product on homogeneous polynomials combined with efficient tools from complex optimization, we provide…
In the present paper, in order to fnd a singularity of a vector field defined on Riemannian manifolds, we present a new globalization strategy of Newton method and establish its global convergence with superlinear rate. In particular, this globalization generalizes for a general retraction the existing damped Newton's method. The presented global convergence analysis does not require any hypotesesis on singularity of the vector field. We applied the proposed method to solve the truncated singular value problem on the product of two Stiefel manifolds, the dextrous hand grasping problem on the c…
The University of Electro-Communications(电气通信大学);Tokyo University of Science(东京理科大学)
Stochastic variance reduction algorithms have recently become popular for minimizing the average of a large, but finite number of loss functions. The present paper proposes a Riemannian stochastic quasi-Newton algorithm with variance reduction (R-SQN-VR). The key challenges of averaging, adding, and subtracting multiple gradients are addressed with notions of retraction and vector transport. We present convergence analyses of R-SQN-VR on both non-convex and retraction-convex functions under retraction and vector transport operators. The proposed algorithm is evaluated on the Karcher mean compu…
The short-time Fourier transform (STFT), or the discrete Gabor transform (DGT), has been extensively used in signal analysis and processing. Their properties are characterized by a window function. For signal processing, designing a special window called tight window is important because it is known to make DGT-domain processing robust to error. In this paper, we propose a method of designing tight windows that minimize the sidelobe energy. It is formulated as a constrained spectral concentration problem, and a Newton's method on an oblique manifold is derived to efficiently obtain a solution.…