drsc_linesearch
PURPOSE
Line search subroutine to determine stepsize for gradient ascent performed by DRSC
SYNOPSIS
function step = drsc_linesearch(Data, W, max_step, f, grad, sigma, U, degs)
DESCRIPTION
Line search subroutine to determine stepsize for gradient ascent performed by DRSC STEP = DRSC_LINESEARCH(DATA, W, MAX_STEP, F, GRAD, SIGMA, U, DEGS) Line-search for gradient ascent within DRSC satisfying only first Wolfe condition (using both takes excessively long) Inputs: (DATA): N-by-D data matris (W): Projection matrix (ascent is performed w.r.t. last column of W) (MAX_STEP): Maximum stepszie (F): Function value at current poit (GRAD): Gradient at current point (SIGMA): Scale parameter for Gaussian kernel (used to estimate similarity matrix) (U): Top K eigenvectors of D^{-1/2} *K*D^{-1/2} (DEGS): Vector of degrees of each vertex: D = diag(degs) Output: (STEP): Stepsize satisfying 1st Wolfe condition (Returns 0 if no such stepsize is found)
CROSS-REFERENCE INFORMATION
This function calls:- f_df_drsc Function value and derivative with respect to last projection vector (column) of W
- gram_schmidt Gram-Schmidt orthonormalisation of vector (V) with respect to columns of (W)
- drsc Dimensionality Reduction for Spectral Clustering
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