spd_isometry_to_identity

Isometry from tangent space at P to tangent space at identity

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_to_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

Isometry from tangent space at P to tangent space at identity — spd_isometry_to_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_to_identity: Isometry from tangent space at P to tangent space at identity

Description

Usage

Value

Arguments