riemtan

Riemannian Metrics for Symmetric 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.


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