spd.translate: Translation of a covariance matrix

In areshenk/spdm: Functions for working with symmetric positive-definite matrices

Translation of a covariance matrix

Description

Translates a covariance matrix from one basepoint to another, Formally, projects a covariance matrix onto the tangent space at one basepoint, transports to the tangent space at the second basepoint, and projects back onto the space of SPD marices.

Usage

spd.translate(x, from, to = NULL, ...)

Arguments

x	A symmetric, positive-definite matrix
from	The SPD matrix to whose tangent space x belong
to	The SPD matrix to whose tangent space to move x
...	Additional arguments to spd.transport

Value

A symmetric, positive-definite matrix

areshenk/spdm documentation built on Aug. 5, 2023, 12:26 a.m.