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computeZviaLineSearch.m
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52 lines (41 loc) · 1.62 KB
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%
% Author and copyright: Florian Bernard (f.bernardpi@gmail.com)
%
% This program is free software: you can redistribute it and/or modify
% it under the terms of the GNU Affero General Public License as published
% by the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU Affero General Public License for more details.
% You should have received a copy of the GNU Affero General Public License
% along with this program. If not, see <http://www.gnu.org/licenses/>.
%
function Z = computeZviaLineSearch(U, p)
if ( ~exist('p', 'var') )
p = 3;
end
d = size(U,2);
try
manifold = stiefelfactory(d,d,1);
catch
%% Setup ManOpt, which is used for linesearch
addpath(genpath('./manopt'));
manifold = stiefelfactory(d,d,1);
end
problem.M = manifold;
% maximise the cost function trace((evec*Q)'*((evec*Q).^2)) s.t. Q'Q = I
% (ManOpt minimises, so we use minus)
problem.cost = @(Q) -trace((U*Q)'*((U*Q).^(p-1)));
problem.egrad = @(Q) -p*U'*((U*Q).^(p-1));
% checkgradient(problem);
X = eye(d);
[cost, grad] = getCostGrad(problem, X);
% Pick the descent direction as minus the gradient
desc_dir = problem.M.lincomb(X, -1, grad);
gradnorm = problem.M.norm(X, grad);
% Execute the line search
[~, Z] = linesearch(problem, X, desc_dir, cost, -gradnorm^2);
end