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Heavy-ball rate for a two-eigenvalue diagonal quadratic
...
Area of mathematics
Analysis
Numerical analysis
Gradient descent
Heavy-ball method
Heavy-ball error propagation matrix
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Words: 21
For
A
=
diag
(
1
,
γ
)
,
α
=
1/
γ
, and
β
=
(
1
−
γ
−
1/2
)
2
, every error-propagation block has spectral radius at most
1
−
γ
−
1/2
, and equality occurs.
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(8)
Heavy-ball error propagation matrix
Heavy-ball method
Gradient descent
Numerical analysis
Analysis
Area of mathematics
Mathematics
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