Optimization over the Stiefel manifold
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In this note we parameterize the Stiefel manifold Stk,n in a manner that allows to perform a constrained Newton step in a relatively simple way. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)
[1] Paul Van Dooren,et al. Optimizing the Coupling Between Two Isometric Projections of Matrices , 2008, SIAM J. Matrix Anal. Appl..