bures_wasserstein_log

This function computes the Riemannian logarithmic map using the Bures-Wasserstein metric for symmetric positive-definite matrices.

Implements various Riemannian metrics for symmetric positive definite matrices, including AIRM (Affine Invariant Riemannian Metric, <doi:10.1007/s11263-005-3222-z>), Log-Euclidean (<doi:10.1002/mrm.20965>), Euclidean, Log-Cholesky (<doi:10.1137/18M1221084>), and Bures-Wasserstein metrics (<doi:10.1016/j.exmath.2018.01.002>). Provides functions for computing logarithmic and exponential maps, vectorization, and statistical operations on the manifold of positive definite matrices.

Nicolas Escobar

riemtan

Riemannian Metrics for Symmetric Positive Definite Matrices

Jaroslaw Harezlak

bures_wasserstein_log function

<dl><dt>sigma</dt>
<dd>A symmetric positive-definite matrix of class <code>dppMatrix</code>, representing the reference point.</dd>
<dt>lambda</dt>
<dd>A symmetric positive-definite matrix of class <code>dppMatrix</code>, representing the target point.</dd>
<dt>validate</dt>
<dd>A logical value indicating whether to validate input arguments. Default is FALSE.</dd></dl>

Arguments

Compute the Bures-Wasserstein Logarithm — bures_wasserstein_log

<dl>

<dt>sigma</dt>
<dd>A symmetric positive-definite matrix of class <code>dppMatrix</code>, representing the reference point.</dd>


<dt>lambda</dt>
<dd>A symmetric positive-definite matrix of class <code>dppMatrix</code>, representing the target point.</dd>


<dt>validate</dt>
<dd>A logical value indicating whether to validate input arguments. Default is FALSE.</dd>

</dl>

bures_wasserstein_log: Compute the Bures-Wasserstein Logarithm

Description

Usage

Value

Arguments