dlog

Computes the differential of the matrix logarithm map at a point Sigma, evaluated at H

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

dlog function

<dl><dt>sigma</dt>
<dd>A symmetric positive definite matrix of class dspMatrix</dd>
<dt>h</dt>
<dd>A symmetric matrix representing tangent vector of class dsyMatrix</dd></dl>

Arguments

Differential of Matrix Logarithm Map — dlog

<dl>

<dt>sigma</dt>
<dd>A symmetric positive definite matrix of class dspMatrix</dd>


<dt>h</dt>
<dd>A symmetric matrix representing tangent vector of class dsyMatrix</dd>

</dl>

dlog: Differential of Matrix Logarithm Map

Description

Usage

Value

Arguments