pyriemann.geometry.geodesic.geodesic_chol¶
- pyriemann.geometry.geodesic.geodesic_chol(A, B, alpha=0.5)[source]¶
Cholesky geodesic between SPD/HPD matrices.
The matrix at position \(\alpha\) on the Cholesky geodesic between two SPD/HPD matrices \(\mathbf{A}\) and \(\mathbf{B}\) is \(\mathbf{C} = \mathbf{L} \mathbf{L}^H\), where \(\mathbf{L}\) is computed as [1]:
\[\mathbf{L} = (1-\alpha) \text{chol}(\mathbf{A}) + \alpha \text{chol}(\mathbf{B})\]\(\mathbf{C}\) is equal to \(\mathbf{A}\) if \(\alpha\) = 0, and \(\mathbf{B}\) if \(\alpha\) = 1.
- Parameters:
- Andarray, shape (…, n, n)
First SPD/HPD matrices.
- Bndarray, shape (…, n, n)
Second SPD/HPD matrices.
- alphafloat | ndarray, shape (…,), default=0.5
Position on the geodesic. If ndarray, one value per matrix pair.
Changed in version 0.12.
- Returns:
- Cndarray, shape (…, n, n)
SPD/HPD matrices on the Cholesky geodesic.
See also
Notes
Added in version 0.10.
Changed in version 0.12: Add support for NumPy and PyTorch. Add support for array-valued alpha.
References
[1]Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging I.L. Dryden, A. Koloydenko, D. Zhou. Ann Appl Stat, 2009, 3(3), pp. 1102-1123.