Compute the Log-Cholesky Exponential

Source: R/log_cholesky.R

This function computes the Riemannian exponential map using the Log-Cholesky metric for symmetric positive-definite matrices. The map operates by transforming the tangent vector via Cholesky decomposition of the reference point.

log_cholesky_exp(sigma, v)

Arguments

sigma

A symmetric positive-definite matrix of class dppMatrix, representing the reference point.

v

A symmetric matrix of class dspMatrix, representing the tangent vector to be mapped.

Value

A symmetric positive-definite matrix of class dppMatrix, representing the point on the manifold.