Abstract
Let S0,S1,...,Sk be all subspaces of a Hilbert space, and let S = S1⊕,..., ⊕Sk. An algorithm is investigated for finding members of S0 and S with the minimal angle between them. The algorithm is a modification of the alternating projection algorithm of von Neumann [Ann. of Math., 50(1949), 401-485; Functional Operators, The Geometry of Orthogonal Spaces, Ann. of Math Stud., 1950]. It is similar to the algorithm suggested by Brieman and Friedman [J. Amer. Statist. Assoc., 17(1985), pp. 580-598] without a proof. The convergence of the algorithm is proved to be exponentially fast.
| Original language | English |
|---|---|
| Pages (from-to) | 1355-1367 |
| Number of pages | 13 |
| Journal | SIAM Journal on Numerical Analysis |
| Volume | 27 |
| Issue number | 5 |
| DOIs | |
| State | Published - 1990 |
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