Description Usage Arguments Author(s) References
Computes the Riemannian distance using the Fisher (affine-invariant) metric between two Symmetric Positive Definite (SPD) matrices.
The distance is the length of the geodesic connecting M1
to M2
.
1 | dist_Riemann(M1, M2, eps = 1e-09)
|
M1 |
a SPD Matrix |
M2 |
a SPD matrix (same dims of |
eps |
smallest eigenvalues. The count of eigenvalues smaller than |
Livio Finos, Marco Congedo
https://hal.archives-ouvertes.fr/hal-00681328 (see equation 4)
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