spd_learn.functional.geodesic_logeuclid#
- spd_learn.functional.geodesic_logeuclid(A, B, alpha=0.5)[source]#
Log-Euclidean geodesic between SPD/HPD matrices.
The matrix at position \(\alpha\) on the log-Euclidean geodesic between two SPD/HPD matrices \(\mathbf{A}\) and \(\mathbf{B}\) is:
\[\mathbf{C} = \exp \left( (1-\alpha) \log(\mathbf{A}) + \alpha \log(\mathbf{B}) \right)\]\(\mathbf{C}\) is equal to \(\mathbf{A}\) if \(\alpha\) = 0, and \(\mathbf{B}\) if \(\alpha\) = 1.
- Parameters:
A (ndarray, shape (..., n, n)) – First SPD/HPD matrices.
B (ndarray, shape (..., n, n)) – Second SPD/HPD matrices.
alpha (float | ndarray, shape (...,), default=0.5) –
Position on the geodesic. If ndarray, one value per matrix pair.
Changed in version 0.12.
- Returns:
C – SPD/HPD matrices on the log-Euclidean geodesic.
- Return type:
ndarray, shape (…, n, n)
Notes
Changed in version 0.12: Add support for NumPy and PyTorch. Add support for array-valued alpha.
See also
References
[1]Geometric means in a novel vector space structure on symmetric positive-definite matrices V. Arsigny, P. Fillard, X. Pennec, N. Ayache. SIAM J Matrix Anal Appl, 2007, 29 (1), pp. 328-347