default_ref_pt

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

default_ref_pt function

<dl><dt>p</dt>
<dd>the dimension</dd></dl>

Arguments

Default reference point — default_ref_pt

<dl>

<dt>p</dt>
<dd>the dimension</dd>

</dl>

default_ref_pt: Default reference point

Description

Usage

Value

Arguments