RaoDist: Riemannian Distance

In LauraMasiero/RiemannR: RiemannR - EEG-based BCI analysis with Riemannian geometry

Description

This function computes the square Riemannian distance between two matrices with the Rao-Fisher metric.

Usage

RaoDist(m1,m2)

Arguments

m1, m2

numeric matrices.

Details

The distance is computed with the use of the spectral decomposition.

Value

It returns a numeric value, the square Riemannian distance.

Author(s)

Laura Masiero, email: [e-mail]

References

Moakher, Maher (2005). "A differential geometric approach to the geometric mean of symmetric positive-definite matrices". In: SIAM Journal on Matrix Analysis and Applications 26.3, pp. 735–747. doi: 10.1137/S0895479803436937.

Said, Salem, Lionel Bombrun, Yannick Berthoumieu e Jonathan Manton (2015). "Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices". In: arXiv: 1507 . 01760. url: http://arxiv.org/abs/1507.01760.

LauraMasiero/RiemannR documentation built on Sept. 29, 2020, 9:51 p.m.