kyoustat/RiemStiefel: Inference, Learning, and Optimization on Stiefel Manifold

Stiefel manifold is a set of orthonormal frames in Euclidean space. We provide algorithms for statistical inference, optimization, and learning over the Stiefel manifold. For general exposition to the statistics on the manifold, see the book by Chikuse (2003) <doi:10.1007/978-0-387-21540-2>.

install.packages("remotes")
remotes::install_github("kyoustat/RiemStiefel")