MATLAB implementation of ManPG
documentation by: Shixiang Chen [email protected]
The Chinese University of Hong Kong 2019
This package contains the code used in the paper "Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold ".
This code has been tested to run in MATLAB R2018b.
If you use this code in an academic paper, please cite our paper: Shixiang Chen, Shiqian Ma, Anthony Man-Cho So and Tong Zhang. Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold. arXiv preprint arXiv:1811.00980, 2018
- SPCA\demo_compare_SPCA_dimension_n : compares 4 algorithms ManPG, PAMAL, SOC and Riemannian subgradient method for solving spare PCA problem with orthogonal constraint
- compressed modes\demo_compare_CMS_dim_n: compares 4 algorithms ManPG, PAMAL, SOC and Riemannian subgradient method for solving compressed modes problem
MIT
If you have any questions or find any bugs, feel free to contact Shixiang Chen [email protected].