An example implementation of a Stiefel manifold sampler, using O(n^2) standard normal drawings per realization \in \Real^{n \times n}.
| animations_out | Initial commit | |
| img_out | Initial commit | |
| Example_plot_d3.ipynb | Function call adjusted after method signature change | |
| Example_plot_d4.ipynb | Example plot examining possible pairwise dependence | |
| generate_animated_gif.py | Another update after method signature change | |
| LICENSE | Initial commit | |
| rationale_.txt | Initial commit | |
| README.md | Update readme | |
| StiefelManifoldSampler.py | Update in-code documentation, relating to d.o.f. | |
Stiefel sampler study
An example implementation of a Stiefel manifold sampler, using O(n^2) standard normal drawings per realization \in \Real^{n \times n}. This is an alternative approach to, and was motivated by, [1].
License
Main file (StiefelManifoldSampler.py) is MIT licensed.
Screenshots
References
[1] https://github.com/RSNirwan/HouseholderBPCA and related publications