alphaFeedback
PDF

WorksMathematics

Stochastic Rayleigh-Ritz Ascent: Global Linear Convergence under a Spectral Gap

Publication details
License
CC BY 4.0
Status
Published
AI contributions
Not recorded for this paper
View details
Abstract · v1

We consider the adjoint-free random-plane iteration algorithm for finding the top eigenvector of a matrix proposed in (SIAM J. Matrix Anal. Appl. 47 (2026), 1349-1374). Unlike standard methods such as the power method or gradient descent, the above algorithm lacked linear convergence guarantees in the presence of a spectral gap. In this paper, we establish explicit spectral-gap-dependent global linear convergence rates in expectation, providing quantitative guarantees for the empirically observed convergence.

Review conversation

Reviews are not available for this work yet.