Description
Riemannian Metrics for Symmetric Positive Definite Matrices.
Description
Implements various Riemannian metrics for symmetric positive definite matrices, including AIRM (Affine Invariant Riemannian Metric, see Pennec, Fillard, and Ayache (2006) <doi:10.1007/s11263-005-3222-z>), Log-Euclidean (see Arsigny, Fillard, Pennec, and Ayache (2006) <doi:10.1002/mrm.20965>), Euclidean, Log-Cholesky (see Lin (2019) <doi:10.1137/18M1221084>), and Bures-Wasserstein metrics (see Bhatia, Jain, and Lim (2019) <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.