Simulation of random orthonormal matrices from linear and quadratic exponential family distributions on the Stiefel manifold. The most general type of distribution covered is the matrix-variate Bingham-von Mises-Fisher distribution. Most of the simulation methods are presented in Hoff(2009) "Simulation of the Matrix Bingham-von Mises-Fisher Distribution, With Applications to Multivariate and Relational Data"
opt.stiefelhas been sped-up dramatically.
opt.stiefelthat finds a local optimum of a function defined on the stiefel manifold, using algorithms described in Wen and Yin (2013).