This file includes the codes that implement several Riemannian proximal gradient algorithms, 
including RPG, RAPG, AR-RAPG, ManPG, and ManPG-Ada. These algorithms are tested on the SPCA problem.
See more details in: A Riemannian Accelerated Proximal Gradient Method.

It has two directories:
./ObliqueSPCA/*         includes codes for solving the SPCA problem on the Oblique manifold
./StiefelSPCA/*         includes codes for solving the SPCA problem on the Stiefel manifold

The directory ./ObliqueSPCA/ contains:
test_compare.m        (compare the following algorithms using random data)
test_scale.m          (test the following algorithms on different problem scales)
RPG.m                 (implementation of RPG)
RAPG.m                (implementation of RAPG)
AR-RAPG.m             (implementation of AR-RAPG)
ManPG.m               (implementation of ManPG)
ManPG-Ada.m           (implementation of ManPG-Ada)

The directory ./StiefelSPCA/ contains:
test_rate.m           (verify the convergence rates of RPG and RAPG)
RPG.m                 (implementation of RPG)
RAPG.m                (implementation of RAPG)
AR-RAPG.m             (implementation of AR-RAPG)
driver_rpncg.m        (implementation of RPNCG )

Created by 
Yuhang Jiang (jiangyuhang1@stu.xmu.edu.cn) 
Modified by 
Shuailing Feng (shl.feng@yau.edu.cn)
Wen Huang (wen.huang@xmu.edu.cn)