Approximating Sets of Symmetric and Positive-Definite Matrices by Geodesics

نویسندگان

  • L. Machado
  • F. Silva Leite
چکیده

We formulate a generalized version of the classical linear regression problem on Riemannian manifolds and derive the counterpart to the normal equations for the manifold of symmetric and positive definite matrices, equipped with the only metric that is invariant under the natural action of the general linear group.

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تاریخ انتشار 2014