safe_logm

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

safe_logm function

<dl><dt>x</dt>
<dd>A matrix</dd></dl>

Arguments

Wrapper for the matrix logarithm — safe_logm

<dl>

<dt>x</dt>
<dd>A matrix</dd>

</dl>

safe_logm: Wrapper for the matrix logarithm

Description

Usage

Value

Arguments