pyriemann.geometry.tangentspace.innerproduct_wasserstein¶
- pyriemann.geometry.tangentspace.innerproduct_wasserstein(X, Y, Cref)[source]¶
Wasserstein inner product.
Wasserstein inner product \(\mathbf{g}\) between symmetric/Hermitian matrices in tangent space \(\mathbf{X}\) and \(\mathbf{Y}\) at \(\mathbf{C}_\text{ref}\) is given in Eq.(7) of [1]. See also [2].
- Parameters:
- Xndarray, shape (…, n, n)
First symmetric/Hermitian matrices in tangent space at Cref.
- Yndarray, shape (…, n, n) | None
Second symmetric/Hermitian matrices in tangent space at Cref. If None, Y is set to X, giving the squared norm of X.
- Crefndarray, shape (n, n)
Reference SPD/HPD matrix.
- Returns:
- Gfloat or ndarray, shape (…,)
Wasserstein inner product between X and Y.
See also
Notes
Added in version 0.13.
References
[1]Wasserstein Riemannian geometry of Gaussian densities L. Malagò, L. Montrucchio, G. Pistone. Information Geometry, 2018, 1, pp. 137–179.
[2]On the Bures–Wasserstein distance between positive definite matrices R. Bhatia, T. Jain, Y. Lim. Expositiones mathematicae, 2019, 37, pp. 165-191.