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Efficient Coordinate-wise Leading Eigenvector Computation by Wang, Jialei; Wang, Weiran; Garber, Dan; Srebro, Nathan is a scholarly article available to read on EtoBox.

What is Efficient Coordinate-wise Leading Eigenvector Computation about?

We develop and analyze efficient "coordinate-wise" methods for finding the leading eigenvector, where each step involves only a vector-vector product. We establish global convergence with overall runtime guarantees that are at least as good as Lanczos's method and dominate it for slowly decaying spectrum. Our methods are based on combining a shift-and-invert approach with coordinate-wise algorithms for linear regression.

Author

Wang, Jialei; Wang, Weiran; Garber, Dan; Srebro, Nathan

Published

2017

Language

EN