Effective Algorithms for Solving Trace Minimization Problem in Multivariate Statistics

Algorithm 3

Riemannian trust-region method for Problem 1.

(1)	Choose parameters , , , and an initial point .
(2)	fordo
(3)	Obtain by solving the trust-region subproblem (80).
(4)	Evaluate from (82).
(5)	ifthen
(6)	.
(7)	else if and then
(8)	.
(9)	else
(10)	.
(11)	end if
(12)	ifthen
(13)	.
(14)	else
(15)	.
(16)	end if
(17)	end for