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| Authors: | Kofi Placid Adragni, R. Dennis Cook, Seongho Wu | ||||||
| Title: | GrassmannOptim: An R Package for Grassmann Manifold Optimization | ||||||
| Abstract: | 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 of computational problems in the applied sciences. In this article, we present GrassmannOptim, an R package for Grassmann manifold optimization. The implementation uses gradient-based algorithms and embeds a stochastic gradient method for global search. We describe the algorithms, provide some illustrative examples on the relevance of manifold optimization and finally, show some practical usages of the package. | ||||||
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Page views:: 4052. Submitted: 2010-02-09. Published: 2012-07-20. |
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| Paper: |
GrassmannOptim: An R Package for Grassmann Manifold Optimization
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| DOI: |
10.18637/jss.v050.i05
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This work is licensed under the licenses Paper: Creative Commons Attribution 3.0 Unported License Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license. |