riemtan

riemtan-package

Implements various Riemannian metrics for symmetric positive definite matrices, including AIRM (Affine Invariant Riemannian Metric, tools:::Rd_expr_doi("10.1007/s11263-005-3222-z")), Log-Euclidean (tools:::Rd_expr_doi("10.1002/mrm.20965")), Euclidean, Log-Cholesky (tools:::Rd_expr_doi("10.1137/18M1221084")), and Bures-Wasserstein metrics (tools:::Rd_expr_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.

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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

Riemannian Metrics for Symmetric Positive Definite Matrices

Jaroslaw Harezlak

riemtan-package function

Maintainer: Nicolas Escobar <a href="/link/nescoba%40iu.edu?package=riemtan&version=0.2.5" data-mini-rdoc="riemtan::nescoba@iu.edu">nescoba@iu.edu</a> (<a href="https://orcid.org/0009-0006-0800-5692">ORCID</a>)
Other contributors:<ul>
<li>Jaroslaw Harezlak [thesis advisor]</li>
</ul>

Author

riemtan: Riemannian Metrics for Symmetric Positive Definite Matrices — riemtan-package

Maintainer: Nicolas Escobar <a href='mailto:nescoba@iu.edu'>nescoba@iu.edu</a> (<a href='https://orcid.org/0009-0006-0800-5692'>ORCID</a>)
Other contributors:<ul>
<li>Jaroslaw Harezlak [thesis advisor]</li>
</ul>

riemtan-package: riemtan: Riemannian Metrics for Symmetric Positive Definite Matrices

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