A Geometric Newton Method for Oja's Vector Field

摘要

Newton's method for solving the matrix equation F(X) =AX-XX~T AX=0 runs up against the fact that its zeros are not isolated. This is due to a symmetry of F by the action of the orthogonal group. We show how differential-geometric techniques can be exploited to remove this symmetry and obtain a "geometric" Newton algorithm that finds the zeros of F. The geometric Newton method does not suffer from the degeneracy issue that stands in the way of the original Newton method.