Returns a manifold struct. for the sphere on the tangent space to M at x. N = tangentspherefactory(M, x) N defines a manifold that is the unit sphere on the tangent space to M at x. Points are represented as tangent vectors of unit norm. Tangent vectors are represented as tangent vectors orthogonal to the root point, with respect to the Riemannian metric on the tangent space. This is chiefly useful to solve optimization problems involving unit norm tangent vectors to M at x, which notably comes up when looking for extreme eigenvectors of the Hessian of a cost function on M at x, for example. The Riemannian structure on this sphere is that of a Riemannian submanifold of the (Euclidean) tangent space, equipped with the Riemannian metric of M at that point. See also: hessianextreme

- hashmd5 Computes the MD5 hash of input data.

- hessianextreme Compute an extreme eigenvector / eigenvalue of the Hessian of a problem.

0001 function N = tangentspherefactory(M, x) 0002 % Returns a manifold struct. for the sphere on the tangent space to M at x. 0003 % 0004 % N = tangentspherefactory(M, x) 0005 % 0006 % N defines a manifold that is the unit sphere on the tangent space to M 0007 % at x. Points are represented as tangent vectors of unit norm. Tangent 0008 % vectors are represented as tangent vectors orthogonal to the root point, 0009 % with respect to the Riemannian metric on the tangent space. 0010 % 0011 % This is chiefly useful to solve optimization problems involving unit norm 0012 % tangent vectors to M at x, which notably comes up when looking for 0013 % extreme eigenvectors of the Hessian of a cost function on M at x, for 0014 % example. The Riemannian structure on this sphere is that of a Riemannian 0015 % submanifold of the (Euclidean) tangent space, equipped with the 0016 % Riemannian metric of M at that point. 0017 % 0018 % See also: hessianextreme 0019 0020 % This file is part of Manopt: www.manopt.org. 0021 % Original author: Nicolas Boumal, March 16, 2015. 0022 % Contributors: 0023 % Change log: 0024 % 0025 % Nov 27, 2015 (NB): 0026 % Extra projection added in the retraction, to prevent numerical 0027 % drift. 0028 0029 % N is the manifold we build. y will be a point on N, thus also a 0030 % tangent vector to M at x. This is a typical Riemannian submanifold of 0031 % a Euclidean space, hence it will be easy to describe in terms of the 0032 % tools available for M. 0033 N = struct(); 0034 0035 % u, u1 and u2 will be tangent vectors to N at y. The tangent space to 0036 % N at y is a subspace of the tangent space to M at x, thus u, u1 and 0037 % u2 are also tangent vectors to M at x. 0038 0039 N.dim = @() M.dim() - 1; 0040 N.inner = @(y, u1, u2) M.inner(x, u1, u2); 0041 N.norm = @(y, u) M.norm(x, u); 0042 N.proj = @(y, v) M.lincomb(x, 1, v, -M.inner(x, v, y), y); 0043 N.typicaldist = @() 1; 0044 N.tangent = N.proj; 0045 N.egrad2rgrad = N.proj; 0046 N.retr = @retraction; 0047 N.exp = N.retr; 0048 function yy = retraction(y, u, t) 0049 if nargin == 2 0050 t = 1; 0051 end 0052 y_plus_tu = M.lincomb(x, 1, y, t, u); 0053 % This extra projection is not required mathematically, 0054 % but appears to be necessary numerically, sometimes. 0055 % The reason is that, as many retractions are operated, 0056 % there is a risk that the points generated would leave 0057 % the tangent space. If this proves to be a huge slow down, 0058 % one could consider adding a type of counter that only 0059 % executes this extra projection every so often, instead 0060 % of at every call. 0061 y_plus_tu = M.proj(x, y_plus_tu); 0062 nrm = M.norm(x, y_plus_tu); 0063 yy = M.lincomb(x, 1/nrm, y_plus_tu); 0064 end 0065 N.rand = @random; 0066 function y = random() 0067 y = M.randvec(x); 0068 nrm = M.norm(x, y); 0069 y = M.lincomb(x, 1/nrm, y); 0070 end 0071 N.randvec = @randvec; 0072 function u = randvec(y) 0073 u = N.proj(y, N.rand()); 0074 nrm = N.norm(y, u); 0075 u = M.lincomb(x, 1/nrm, u); 0076 end 0077 N.zerovec = M.zerovec; 0078 N.lincomb = M.lincomb; 0079 N.transp = @(y1, y2, u) N.proj(y2, u); 0080 N.hash = @(y) ['z' hashmd5(M.vec(x, y))]; 0081 0082 end

Generated on Sat 12-Nov-2016 14:11:22 by