log_cholesky_log | R Documentation |
This function computes the Riemannian logarithmic map using the Log-Cholesky metric for symmetric positive-definite matrices. The Log-Cholesky metric operates by transforming matrices via their Cholesky decomposition.
log_cholesky_log(sigma, lambda)
sigma |
A symmetric positive-definite matrix of class |
lambda |
A symmetric positive-definite matrix of class |
A symmetric matrix of class dspMatrix
, representing the tangent space image of lambda
at sigma
.
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