ManifoldOptim

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

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An R interface to version 0.3 of the 'ROPTLIB' optimization library (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).


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