Compute Riemannian mean on St(p, n) by applying retraction to the arithmetic average of the lifted points from a manifold to a tangent space.
Based on:
Empirical Arithmetic Averaging Over the Compact Stiefel Manifold
Kaneko, Tetsuya, Simone G. O. Fiori and Toshihisa Tanaka
IEEE Transactions on Signal Processing 61 (2013): 883-894
A Matrix-Algebraic Algorithm for the Riemannian Logarithm
on the Stiefel Manifold under the Canonical Metric
Zimmermann, Ralf
SIAM J. Matrix Anal. & Appl., 38(2), 322–342.