Riemannian Geometry of Symmetric Positive Definite Matrices via Cholesky Decomposition
نویسندگان
چکیده
منابع مشابه
Wasserstein Riemannian Geometry of Positive-definite Matrices∗
The Wasserstein distance on multivariate non-degenerate Gaussian densities is a Riemannian distance. After reviewing the properties of the distance and the metric geodesic, we derive an explicit form of the Riemannian metrics on positive-definite matrices and compute its tensor form with respect to the trace scalar product. The tensor is a matrix, which is the solution of a Lyapunov equation. W...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2019
ISSN: 0895-4798,1095-7162
DOI: 10.1137/18m1221084