An R Interface to the 'ROPTLIB' Library for Riemannian Manifold Optimization
Overview of important files.
Get parameters to initialize numerical differentiation
Get parameters to initialize manifold
Get parameters to initialize solver
Manifold definitions
Manifold optimization
Orthonormalize the columns of a matrix
Print summary from manifold.optim results
Problem definition
Product manifold definition
Compute the trace of a square matrix
An R interface to version 0.3 of the 'ROPTLIB' optimization library (see <https://www.math.fsu.edu/~whuang2/> 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) <doi:10.18637/jss.v093.i01>. Note that the optional ldr package used in some of this package's examples can be obtained from either JSS <https://www.jstatsoft.org/index.php/jss/article/view/v061i03/2886> or from the CRAN archives <https://cran.r-project.org/src/contrib/Archive/ldr/ldr_1.3.3.tar.gz>.