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.
Usage
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.