ManifoldOptim

An R interface to version 0.3 of the 'ROPTLIB' optimization library (see 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 or from the CRAN archives .