rstiefel

swMATH11607CRANrstiefelMaRDI QIDQ23547

Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold

Peter Hoff

Last update: 15 June 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.1

Source code repository: https://github.com/cran/rstiefel

Cites work

• A feasible method for optimization with orthogonality constraints
• Simulation of the Matrix Bingham–von Mises–Fisher Distribution, With Applications to Multivariate and Relational Data

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