DocumentCode
1386768
Title
An Explicit Expression for the Newton Direction on the Complex Grassmann Manifold
Author
Gohary, Ramy H. ; Davidson, Timothy N.
Author_Institution
Dept. of Syst. & Comput. Eng., Carleton Univ., Ottawa, ON, Canada
Volume
59
Issue
3
fYear
2011
fDate
3/1/2011 12:00:00 AM
Firstpage
1303
Lastpage
1309
Abstract
Several important design problems in signal processing for communications can be cast as optimization problems in which the objective is a function of the subspaces spanned by tall complex matrix variables with orthonormal columns. Such problems can be viewed as optimization problems on the complex Grassmann manifold, and an effective means for performing this optimization is to use a Grassmannian version of Newton´s method. To facilitate the implementation of that method, we provide an explicit expression for the Grassmannian Newton direction for an arbitrary twice differentiable function. We also use an example in which the pairwise chordal Frobenius norm between subspaces is to be optimized to outline a systematic procedure for obtaining the Hessian matrix.
Keywords
Hessian matrices; Newton method; optimisation; signal processing; Hessian matrix; Newton direction; complex Grassmann manifold; complex matrix variables; optimization problems; orthonormal columns; pairwise chordal Frobenius norm; signal processing; Levi–Civita connection; Newton´s method; Wirtinger derivatives; optimization on manifolds; orthogonality constraints; principal angles;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2010.2094615
Filename
5643174
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