spd_isometry_from_identity

Reverse isometry from tangent space at identity to tangent space at P

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

spd_isometry_from_identity function

<dl><dt>sigma</dt>
<dd>A symmetric positive-definite matrix of class <code>dppMatrix</code></dd>
<dt>v</dt>
<dd>A symmetric matrix of class <code>dspMatrix</code></dd></dl>

Arguments

Reverse isometry from tangent space at identity to tangent space at P — spd_isometry_from_identity

<dl>

<dt>sigma</dt>
<dd>A symmetric positive-definite matrix of class <code>dppMatrix</code></dd>


<dt>v</dt>
<dd>A symmetric matrix of class <code>dspMatrix</code></dd>

</dl>

spd_isometry_from_identity: Reverse isometry from tangent space at identity to tangent space at P

Description

Usage

Value

Arguments