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P. -A. Absil

P. -A. Absil contributes to research discovery and scholarly infrastructure.

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Published work

11 published item(s)

preprint2026arXiv

A second-order method landing on the Stiefel manifold via Newton$\unicode{x2013}$Schulz iteration

Retraction-free approaches offer attractive low-cost alternatives to Riemannian methods on the Stiefel manifold, but they are often first-order, which may limit the efficiency under high-accuracy requirements. To this end, we propose a second-order method landing on the Stiefel manifold without invoking retractions, which is proved to enjoy local quadratic (or superlinear for its inexact variant) convergence. The update consists of the sum of (i) a component tangent to the level set of the constraint-defining function that aims to reduce the objective and (ii) a component normal to the same level set that reduces the infeasibility. Specifically, we construct the normal component via Newton$\unicode{x2013}$Schulz, a fixed-point iteration for orthogonalization. Moreover, we establish a geometric connection between the Newton$\unicode{x2013}$Schulz iteration and Stiefel manifolds, in which Newton$\unicode{x2013}$Schulz moves along the normal space. For the tangent component, we formulate a modified Newton equation that incorporates Newton$\unicode{x2013}$Schulz. Numerical experiments on the orthogonal Procrustes problem, principal component analysis, and real-data independent component analysis illustrate that the proposed method performs better than the existing methods.

preprint2023arXiv

A Grassmann Manifold Handbook: Basic Geometry and Computational Aspects

The Grassmann manifold of linear subspaces is important for the mathematical modelling of a multitude of applications, ranging from problems in machine learning, computer vision and image processing to low-rank matrix optimization problems, dynamic low-rank decompositions and model reduction. With this mostly expository work, we aim to provide a collection of the essential facts and formulae on the geometry of the Grassmann manifold in a fashion that is fit for tackling the aforementioned problems with matrix-based algorithms. Moreover, we expose the Grassmann geometry both from the approach of representing subspaces with orthogonal projectors and when viewed as a quotient space of the orthogonal group, where subspaces are identified as equivalence classes of (orthogonal) bases. This bridges the associated research tracks and allows for an easy transition between these two approaches. Original contributions include a modified algorithm for computing the Riemannian logarithm map on the Grassmannian that is advantageous numerically but also allows for a more elementary, yet more complete description of the cut locus and the conjugate points. We also derive a formula for parallel transport along geodesics in the orthogonal projector perspective, formulae for the derivative of the exponential map, as well as a formula for Jacobi fields vanishing at one point.

preprint2022arXiv

Comparison of an Apocalypse-Free and an Apocalypse-Prone First-Order Low-Rank Optimization Algorithm

We compare two first-order low-rank optimization algorithms, namely $\text{P}^2\text{GD}$ (Schneider and Uschmajew, 2015), which has been proven to be apocalypse-prone (Levin et al., 2021), and its apocalypse-free version $\text{P}^2\text{GDR}$ obtained by equipping $\text{P}^2\text{GD}$ with a suitable rank reduction mechanism (Olikier et al., 2022). Here an apocalypse refers to the situation where the stationarity measure goes to zero along a convergent sequence whereas it is nonzero at the limit. The comparison is conducted on two simple examples of apocalypses, the original one (Levin et al., 2021) and a new one. We also present a potential side effect of the rank reduction mechanism of $\text{P}^2\text{GDR}$ and discuss the choice of the rank reduction parameter.

preprint2022arXiv

Equivalent Polyadic Decompositions of Matrix Multiplication Tensors

Invariance transformations of polyadic decompositions of matrix multiplication tensors define an equivalence relation on the set of such decompositions. In this paper, we present an algorithm to efficiently decide whether two polyadic decompositions of a given matrix multiplication tensor are equivalent. With this algorithm, we analyze the equivalence classes of decompositions of several matrix multiplication tensors. This analysis is relevant for the study of fast matrix multiplication as it relates to the question of how many essentially different fast matrix multiplication algorithms there exist. This question has been first studied by de~Groote, who showed that for the multiplication of $2\times2$ matrices with $7$ active multiplications, all algorithms are essentially equivalent to Strassen's algorithm. In contrast, the results of our analysis show that for the multiplication of larger matrices, (e.g., $2\times3$ by $3\times2$ or $3\times3$ by $3\times3$ matrices), two decompositions are very likely to be essentially different. We further provide a necessary criterion for a polyadic decomposition to be equivalent to a polyadic decomposition with integer entries. Decompositions with specific integer entries, e.g., powers of two, provide fast matrix multiplication algorithms with better efficiency and stability properties. This condition can be tested algorithmically and we present the conclusions obtained for the decompositions of small/medium matrix multiplication tensors.

preprint2022arXiv

Optimization flows landing on the Stiefel manifold

We study a continuous-time system that solves optimization problems over the set of orthonormal matrices, which is also known as the Stiefel manifold. The resulting optimization flow follows a path that is not always on the manifold but asymptotically lands on the manifold. We introduce a generalized Stiefel manifold to which we extend the canonical metric of the Stiefel manifold. We show that the vector field of the proposed flow can be interpreted as the sum of a Riemannian gradient on a generalized Stiefel manifold and a normal vector. Moreover, we prove that the proposed flow globally converges to the set of critical points, and any local minimum and isolated critical point is asymptotically stable.

preprint2022arXiv

Projection onto quadratic hypersurfaces

We address the problem of projecting a point onto a quadratic hypersurface, more specifically a central quadric. We show how this problem reduces to finding a given root of a scalar-valued nonlinear function. We completely characterize one of the optimal solutions of the projection as either the unique root of this nonlinear function on a given interval, or as a point that belongs to a finite set of computable solutions. We then leverage this projection and the recent advancements in splitting methods to compute the projection onto the intersection of a box and a quadratic hypersurface with alternating projections and Douglas-Rachford splitting methods. We test these methods on a practical problem from the power systems literature, and show that they outperform IPOPT and Gurobi in terms of objective, execution time and feasibility of the solution.

preprint2021arXiv

A Riemannian rank-adaptive method for low-rank matrix completion

The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the optimization problem on the set of bounded-rank matrices. We propose a Riemannian rank-adaptive method, which consists of fixed-rank optimization, rank increase step and rank reduction step. We explore its performance applied to the low-rank matrix completion problem. Numerical experiments on synthetic and real-world datasets illustrate that the proposed rank-adaptive method compares favorably with state-of-the-art algorithms. In addition, it shows that one can incorporate each aspect of this rank-adaptive framework separately into existing algorithms for the purpose of improving performance.

preprint2021arXiv

Symplectic eigenvalue problem via trace minimization and Riemannian optimization

We address the problem of computing the smallest symplectic eigenvalues and the corresponding eigenvectors of symmetric positive-definite matrices in the sense of Williamson's theorem. It is formulated as minimizing a trace cost function over the symplectic Stiefel manifold. We first investigate various theoretical aspects of this optimization problem such as characterizing the sets of critical points, saddle points, and global minimizers as well as proving that non-global local minimizers do not exist. Based on our recent results on constructing Riemannian structures on the symplectic Stiefel manifold and the associated optimization algorithms, we then propose solving the symplectic eigenvalue problem in the framework of Riemannian optimization. Moreover, a connection of the sought solution with the eigenvalues of a special class of Hamiltonian matrices is discussed. Numerical examples are presented.

preprint2020arXiv

Low-rank multi-parametric covariance identification

We propose a differential geometric construction for families of low-rank covariance matrices, via interpolation on low-rank matrix manifolds. In contrast with standard parametric covariance classes, these families offer significant flexibility for problem-specific tailoring via the choice of "anchor" matrices for the interpolation. Moreover, their low-rank facilitates computational tractability in high dimensions and with limited data. We employ these covariance families for both interpolation and identification, where the latter problem comprises selecting the most representative member of the covariance family given a data set. In this setting, standard procedures such as maximum likelihood estimation are nontrivial because the covariance family is rank-deficient; we resolve this issue by casting the identification problem as distance minimization. We demonstrate the power of these differential geometric families for interpolation and identification in a practical application: wind field covariance approximation for unmanned aerial vehicle navigation.

preprint2020arXiv

On a minimum enclosing ball of a collection of linear subspaces

This paper concerns the minimax center of a collection of linear subspaces. When the subspaces are $k$-dimensional subspaces of $\mathbb{R}^n$, this can be cast as finding the center of a minimum enclosing ball on a Grassmann manifold, Gr$(k,n)$. For subspaces of different dimension, the setting becomes a disjoint union of Grassmannians rather than a single manifold, and the problem is no longer well-defined. However, natural geometric maps exist between these manifolds with a well-defined notion of distance for the images of the subspaces under the mappings. Solving the initial problem in this context leads to a candidate minimax center on each of the constituent manifolds, but does not inherently provide intuition about which candidate is the best representation of the data. Additionally, the solutions of different rank are generally not nested so a deflationary approach will not suffice, and the problem must be solved independently on each manifold. We propose and solve an optimization problem parametrized by the rank of the minimax center. The solution is computed using a subgradient algorithm on the dual. By scaling the objective and penalizing the information lost by the rank-$k$ minimax center, we jointly recover an optimal dimension, $k^*$, and a central subspace, $U^* \in$ Gr$(k^*,n)$ at the center of the minimum enclosing ball, that best represents the data.

preprint2020arXiv

On the Quality of First-Order Approximation of Functions with Hölder Continuous Gradient

We show that Hölder continuity of the gradient is not only a sufficient condition, but also a necessary condition for the existence of a global upper bound on the error of the first-order Taylor approximation. We also relate this global upper bound to the Hölder constant of the gradient. This relation is expressed as an interval, depending on the Hölder constant, in which the error of the first-order Taylor approximation is guaranteed to be. We show that, for the Lipschitz continuous case, the interval cannot be reduced. An application to the norms of quadratic forms is proposed, which allows us to derive a novel characterization of Euclidean norms.