norm_Riemann: Riemannian norm

Description Usage Arguments Author(s) References

View source: R/dist_Riemann.R

Description

computes the Riemannian norm of a SPD matrix; it is defined as the distance (dist_Riemann) between M1 and the identity matrix.

Usage

1
norm_Riemann(M1, eps = 1e-09)

Arguments

M1

a SPD Matrix

eps

smallest eigenvalues. The count of eigenvalues smaller than eps is reported (just a quality control).

Author(s)

Livio Finos, Marco Congedo

References

https://hal.archives-ouvertes.fr/hal-00681328 (see equation 4)


livioivil/Riemann documentation built on May 18, 2019, 1:26 a.m.