@inproceedings{2c023d53f917406ab5fbb1fe38dcd330,

title = "Computing extreme subspaces using Mirsky theorem",

abstract = "Extreme eigenpairs computation is of considerable interest in signal processing and estimation. Thus problem of simultaneous computation of the smallest and largest eigenvalues and the corresponding eigenvectors of a symmetric matrix is considered. The proposed methods are derived from optimizing cost functions which are chosen to have optimal values at vectors that are linear combinations of extreme eigenvectors of a given matrix. Dynamical systems that converge to extreme eigenvectors are derived from necessary optimality conditions which are given in terms of a gradient of certain cost functions over a Stiefel manifold. Numerical examples are given to examine the convergence.",

keywords = "Eigenvalue spread, Gradient dynamical systems; Stiefel manifold, Joint PCA-MCA, Joint PSA-MSA, Oja's rule",

author = "Hasan, {Mohammed A.}",

year = "2009",

month = oct,

day = "26",

doi = "10.1109/ISCAS.2009.5118350",

language = "English (US)",

isbn = "9781424438280",

series = "Proceedings - IEEE International Symposium on Circuits and Systems",

pages = "2665--2668",

booktitle = "2009 IEEE International Symposium on Circuits and Systems, ISCAS 2009",

note = "2009 IEEE International Symposium on Circuits and Systems, ISCAS 2009 ; Conference date: 24-05-2009 Through 27-05-2009",

}