riemtan-package: riemtan: Riemannian Metrics for Symmetric Positive Definite...

In riemtan: Riemannian Metrics for Symmetric Positive Definite Matrices

riemtan: Riemannian Metrics for Symmetric Positive Definite Matrices

Description

Implements various Riemannian metrics for symmetric positive definite matrices, including AIRM (Affine Invariant Riemannian Metric, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s11263-005-3222-z")}), Log-Euclidean (\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/mrm.20965")}), Euclidean, Log-Cholesky (\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1137/18M1221084")}), and Bures-Wasserstein metrics (\Sexpr[results=rd]{tools:::Rd_expr_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.

Author(s)

Maintainer: Nicolas Escobar [e-mail] (ORCID)

Other contributors:

• Jaroslaw Harezlak [thesis advisor]

See Also

Useful links:

• https://nicoesve.github.io/riemtan/

• Report bugs at https://github.com/nicoesve/riemtan/issues

riemtan documentation built on Nov. 11, 2025, 1:06 a.m.