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Convergence of Solutions to Equations Arising in Neural Networks

A. Leizarowitz

Journal of Optimization Theory and Applications, 1997, vol. 94, issue 3, No 1, 533-560

Abstract: Abstract We study polynomial ordinary differential systems $$\dot M(t) = QM - M(M'QM){\text{, }}M(0) = M_0 ,t \geqslant 0,$$ whereQ≥0 is an n×n matrix and M(t) is an n×k matrix. It is proven that, as t grows to infinity, the solution M(t) tends to a limit BU, where U is a k×k orthogonal matrix and B is an n×k matrix whose columns are k pairwise orthogonal, normalized eigenvectors of Q. Moreover, for almost every M 0, these eigenvectors correspond to the k maximal eigenvalues of Q; for an arbitrary Q with independent columns, we provide a procedure of computing B by employing elementary matrix operations on M 0. This result is significant for the study of certain neural network systems, and in this context it shows that M(∞) provides a principal component analyzer.

Keywords: Polynomial differential equations; convergence of solutions; neural network systems; optimal control (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022633615273

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