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ManifoldOptim (version 1.0.1)

An R Interface to the 'ROPTLIB' Library for Riemannian Manifold Optimization

Description

An R interface to version 0.3 of the 'ROPTLIB' optimization library (see for more information). Optimize real- valued functions over manifolds such as Stiefel, Grassmann, and Symmetric Positive Definite matrices. For details see Martin et. al. (2020) . Note that the optional ldr package used in some of this package's examples can be obtained from either JSS or from the CRAN archives .

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Version

Install

install.packages('ManifoldOptim')

Monthly Downloads

348

Version

1.0.1

License

GPL (>= 2)

Maintainer

Sean R. Martin

Last Published

December 15th, 2021

Functions in ManifoldOptim (1.0.1)

Problem definition

Problem definition
Product manifold definition

Product manifold definition
manifold.optim

Manifold optimization
get.manifold.params

Get parameters to initialize manifold
get.solver.params

Get parameters to initialize solver
orthonorm

Orthonormalize the columns of a matrix
Manifold definitions

Manifold definitions
print.ManifoldOptim

Print summary from manifold.optim results
Design of C++ code

Overview of important files.
Trace

Compute the trace of a square matrix
get.deriv.params

Get parameters to initialize numerical differentiation