half_underscore

Half-underscore operation for use in the log-Cholesky metric

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

half_underscore function

<dl><dt>x</dt>
<dd>A symmetric matrix (object of class dsyMatrix)</dd></dl>

Arguments

Half-underscore operation for use in the log-Cholesky metric — half_underscore

<dl>

<dt>x</dt>
<dd>A symmetric matrix (object of class dsyMatrix)</dd>

</dl>

half_underscore: Half-underscore operation for use in the log-Cholesky metric

Description

Usage

Value

Arguments