opt-gaobin / spoptLinks
Riemannian optimization on the symplectic Stiefel manifold
☆12Updated 3 years ago
Alternatives and similar repositories for spopt
Users that are interested in spopt are comparing it to the libraries listed below
Sorting:
- tensor-train tensor completion (T3C), which is based on tt decomposition and gradient descent.☆11Updated 7 years ago
- Compute spectral measures of self-adjoint operators☆20Updated 3 years ago
- MATLAB implementation of ManPG☆13Updated 3 years ago
- Numerical Computation of Prolate Spheroidal Functions (GPSFs). Theory, code (Matlab) and "open source proofs" (Mathematica).☆12Updated 7 years ago
- Material for the book Algorithmic Mathematics in Machine Learning☆13Updated last year
- MATLAB codes for multilevel optimal transport☆26Updated 6 years ago
- ☆25Updated 2 years ago
- Adaptive Regularized Newton Method for Riemannian Optimization☆32Updated 6 years ago
- Randomly Assembled Cyclic ADMM Quadratic Programming Solver☆17Updated 5 years ago
- Matlab library for gradient descent algorithms: Version 1.0.1☆68Updated 7 years ago
- MATLAB packages accompanying the review article "The Multiverse of Dynamic Mode Decomposition Algorithms"☆19Updated last year
- Tensor Train Toolbox☆126Updated last month
- ☆14Updated 6 years ago
- Implementation in MATLAB-based CVX of various convex/concave functions of matrices (matrix geometric means, quantum relative entropy, ...…☆44Updated 4 years ago
- Manopt, a Matlab toolbox for optimization on manifolds☆367Updated 3 weeks ago
- Optimizing neural networks via an inverse scale space flow.☆17Updated last year
- Nonlinear optimization for MATLAB.☆28Updated 5 years ago
- MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20☆224Updated 2 years ago
- Randomized Greedy Polynomial Chaos Expansions☆11Updated 6 years ago
- The code for the paper <Simple algorithms for optimization on Riemannian manifolds with extra constraints>☆21Updated 6 years ago
- Generic and efficient MATLAB solver for nonsmooth optimization problems☆27Updated 10 months ago
- This Matlab package solves the sparsity-constrained optimization problems including compressive sensing, logistic regression, linear com…☆10Updated last year
- Toolbox for HODLR and HSS matrices in MATLAB☆46Updated last month
- Fast extremal eigensolvers for PyTorch.☆17Updated 4 years ago
- A matlab implementation of forward automatic differentiation with operator overloading and sparse jacobians☆43Updated 9 months ago
- The git repository for the TT-Toolbox☆209Updated 9 months ago
- ☆33Updated 2 years ago
- This includes codes for Alternating Direction Method of Multipliers (ADMM) on several interesting applications, such as Lq basis pursuit,…☆21Updated 9 years ago
- A feasible method for optimization with orthogonality constraints☆41Updated 4 years ago
- Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations☆104Updated 5 years ago