GrassmannOptim: An R Package for Grassmann Manifold Optimization
The optimization of a real-valued objective function f(U), where U is a p X d,p > d, semi-orthogonal matrix such that UTU=Id, and f is invariant under right orthogonal transformation of U, is often referred to as a Grassmann manifold optimization. Manifold optimization appears in a wide variety o...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Foundation for Open Access Statistics
2012-07-01
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Series: | Journal of Statistical Software |
Subjects: | |
Online Access: | http://www.jstatsoft.org/v50/i05/paper |