Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold
A curvilinear search on the Stiefel manifold (Wen and Yin 2013, Algo 1...
A curvilinear search on the Stiefel manifold with BB steps (Wen and Yi...
Null Space of a Matrix
Optimize a function on the Stiefel manifold
Gibbs Sampling for the Matrix-variate Bingham Distribution
Simulate a 2*2 Orthogonal Random Matrix
Simulate a p*p Orthogonal Random Matrix
Gibbs Sampling for the Vector-variate Bingham Distribution
Gibbs Sampling for the Matrix-variate Bingham-von Mises-Fisher Distrib...
Simulate a 2*2 Orthogonal Random Matrix
Gibbs Sampling for the Vector-variate Bingham-von Mises-Fisher Distrib...
Gibbs Sampling for the Matrix-variate von Mises-Fisher Distribution
Simulate a Random Orthonormal Matrix
Simulate a Random Normal Vector
Random Orthonormal Matrix Generation on the Stiefel Manifold #' Simula...
Siumlate a Uniformly Distributed Random Orthonormal Matrix
Simulate W as Described in Wood(1994)
Helper Function for Sampling a Bingham-distributed Vector
Helper Function for Sampling a Bingham-von Mises-Fisher-distributed Ve...
Compute the trace of a matrix
Simulation of random orthonormal matrices from linear and quadratic exponential family distributions on the Stiefel manifold. The most general type of distribution covered is the matrix-variate Bingham-von Mises-Fisher distribution. Most of the simulation methods are presented in Hoff(2009) "Simulation of the Matrix Bingham-von Mises-Fisher Distribution, With Applications to Multivariate and Relational Data" <doi:10.1198/jcgs.2009.07177>. The package also includes functions for optimization on the Stiefel manifold based on algorithms described in Wen and Yin (2013) "A feasible method for optimization with orthogonality constraints" <doi:10.1007/s10107-012-0584-1>.