Description Usage Arguments Value Author(s) References Examples
A curvilinear search on the Stiefel manifold with BB steps (Wen and Yin 2013, Algo 2) This is based on the line search algorithm described in (Zhang and Hager, 2004)
1 | lineSearchBB(F, X, Xprev, G_x, G_xprev, rho, C, maxIters = 20)
|
F |
A function V(n, p) -> R |
X |
an n x p semi-orthogonal matrix (the current ) |
Xprev |
an n x p semi-orthogonal matrix (the previous) |
G_x |
an n x p matrix with (G_x)_ij = dF(X)/dX_ij |
G_xprev |
an n x p matrix with (G_xprev)_ij = dF(X_prev)/dX_prev_ij |
rho |
Convergence parameter, usually small (e.g. 0.1) |
C |
C_t+1 = (etaQ_t + F(X_t+1))/Q_t+1 See section 3.2 in Wen and Yin, 2013 |
maxIters |
Maximum number of iterations |
A list containing Y: a semi-orthogonal matrix Ytau which satisfies convergence criteria (Eqn 29 in Wen & Yin '13), and tau: the stepsize satisfying these criteria
Alexander Franks
(Wen and Yin, 2013) and (Zhang and Hager, 2004)
1 2 3 4 5 6 7 8 9 10 11 |
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