Description Usage Arguments References See Also Examples
Mid
calculates the geodesic midpoint between two HPD matrices under the
affine-invariant Riemannian metric as in \insertCiteB09pdSpecEst[Chapter 6].
1 | Mid(A, B)
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A, B |
Hermitian positive definite matrices (of equal dimension). |
1 2 3 4 5 6 7 8 9 | ## Generate two random HPD matrices
a <- matrix(complex(real = rnorm(9), imaginary = rnorm(9)), nrow = 3)
A <- t(Conj(a)) %*% a
b <- matrix(complex(real = rnorm(9), imaginary = rnorm(9)), nrow = 3)
B <- t(Conj(b)) %*% b
## Compute midpoint
Mid(A, B)
## Midpoint coincides with two-point intrinsic Karcher mean
all.equal(pdMean(array(c(A, B), dim = c(3, 3, 2))), Mid(A, B))
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