euclidean_vec

Converts a symmetric matrix into a vector representation.

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

euclidean_vec function

<dl><dt>sigma</dt>
<dd>A symmetric matrix.</dd>
<dt>v</dt>
<dd>A vector.</dd></dl>

Arguments

Vectorize at Identity Matrix (Euclidean) — euclidean_vec

<dl>

<dt>sigma</dt>
<dd>A symmetric matrix.</dd>


<dt>v</dt>
<dd>A vector.</dd>

</dl>

euclidean_vec: Vectorize at Identity Matrix (Euclidean)

Description

Usage

Value

Arguments