GenRTR

A trust-region method for optimization over Riemannian manifolds.

https://github.com/cgbaker/genrtr

IncSVD

A block incremental method for computing extreme singular subspaces.

https://github.com/cgbaker/incpack

RTR-ESGEV

Riemannian Trust-Region methods for the computation of extreme generalized symmetric eigenvalues

https://github.com/cgbaker/rtresgev

Author's picture

Chris Baker

Maths. Clouds. Homebrew.

Marianna, FL