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Gradient Descent Meets Shift-and-Invert Preconditioning for Eigenvector Computation
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| add shift-and-invert preconditioning to Riemannian gradient descent (constant step-size) (ablation) | rgEIGS · Synthetic data (n=1000) | convergence speed (relative function error vs time) | Helped |
| replace adaptive step-size (SI-PM) with hand-tuned constant step-size in shift-and-invert Riemannian GD (ablation) | SI-rgEIGS · Synthetic data (n=1000) | convergence speed (time) | Helped |
| use Barzilai-Borwein step-sizes instead of the adaptive step-size of the shift-and-inverted power method | SI-rgEIGS · Real sparse matrices (hangGlider5, Boeing35, indef_d, indef_a, dimacs10_ct, dimacs10_nv) | convergence speed (time) | Helped |
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