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

innerproduct

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.