dexp

Computes the differential of the matrix exponential map located at a point a, evaluated at x

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

dexp function

<dl><dt>a</dt>
<dd>A symmetric matrix of class dspMatrix</dd>
<dt>x</dt>
<dd>A symmetric matrix representing tangent vector of class dspMatrix</dd></dl>

Arguments

Differential of Matrix Exponential Map — dexp

<dl>

<dt>a</dt>
<dd>A symmetric matrix of class dspMatrix</dd>


<dt>x</dt>
<dd>A symmetric matrix representing tangent vector of class dspMatrix</dd>

</dl>

dexp: Differential of Matrix Exponential Map

Description

Usage

Value

Arguments