Description Usage Arguments Value Author(s) References Examples
A curvilinear search on the Stiefel manifold (Wen and Yin 2013, Algo 1)
1 | lineSearch(F, dF, X, rho1, rho2, tauStart, maxIters = 20)
|
F |
A function V(n, p) -> |
dF |
A function V(n, p) -> |
X |
an n x p semi-orthogonal matrix (starting point) |
rho1 |
Parameter for Armijo condition. Between 0 and 1 and usually small, e.g < 0.1 |
rho2 |
Parameter for Wolfe condition Between 0 and 1 usually large, > 0.9 |
tauStart |
Initial step size |
maxIters |
Maximum number of iterations |
A list containing: Y, the semi-orthogonal matrix satisfying the Armijo-Wolfe conditions and tau: the stepsize satisfying these conditions
Alexander Franks
(Wen and Yin, 2013)
1 2 3 4 5 6 7 |
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