rOptManifold: An R Package for Optimization over Matrix Manifolds

by Kejun He for R Project for Statistical Computing

Many machine learning and statistical problems can be boiled down to finding an optimizer over certain manifold, such as in procrustes problems, independent component analysis, and matrix approximation. This project aims to build an R package to solve such optimization problems over a variety of commonly seen matrix manifold structures. Both the commonly used and some newly developed algorithms will be implemented in the R package.