pyriemann.utils.mean.mean_riemann(covmats, tol=1e-08, maxiter=50, init=None, sample_weight=None)

Mean of SPD/HPD matrices according to the Riemannian metric.

The affine-invariant Riemannian mean minimizes the sum of squared affine-invariant Riemannian distances \(d_R\) to all SPD/HPD matrices [1] [2]:

\[\arg \min_{\mathbf{C}} \sum_i w_i \ d_R (\mathbf{C}, \mathbf{X}_i)^2\]
covmatsndarray, shape (n_matrices, n, n)

Set of SPD/HPD matrices.

tolfloat, default=10e-9

The tolerance to stop the gradient descent.

maxiterint, default=50

The maximum number of iterations.

initNone | ndarray, shape (n, n), default=None

A SPD/HPD matrix used to initialize the gradient descent. If None, the weighted Euclidean mean is used.

sample_weightNone | ndarray, shape (n_matrices,), default=None

Weights for each matrix. If None, it uses equal weights.

Cndarray, shape (n, n)

Affine-invariant Riemannian mean.

See also




Principal geodesic analysis for the study of nonlinear statistics of shape P.T. Fletcher, C. Lu, S. M. Pizer, S. Joshi. IEEE Trans Med Imaging, 2004, 23(8), pp. 995-1005


A differential geometric approach to the geometric mean of symmetric positive-definite matrices M. Moakher. SIAM J Matrix Anal Appl, 2005, 26 (3), pp. 735-747