Riemannian coordinate descent algorithms on matrix manifolds

This repo contains matlab implementation for the paper "Riemannian coordinate descent algorithms on matrix manifolds" published on ICML2024. The code is based on ManOpt, a Matlab package for Riemannian optimization. To run the code, first download the ManOpt from https://github.com/NicolasBoumal/manopt, and then run run_me_first.m to add the folders to the current path.

If you find the code useful, please consider citing our paper:

@article{han2024riemannian,
  title={Riemannian coordinate descent algorithms on matrix manifolds},
  author={Han, Andi and Jawanpuria, Pratik and Mishra, Bamdev},
  journal={arXiv preprint arXiv:2406.02225},
  year={2024}
}

andyjm3/rcd

Riemannian coordinate descent algorithms on matrix manifolds