Compute the Log-Cholesky Logarithm

Source: R/log_cholesky.R

This function computes the Riemannian logarithmic map using the Log-Cholesky metric for symmetric positive-definite matrices. The Log-Cholesky metric operates by transforming matrices via their Cholesky decomposition.

log_cholesky_log(sigma, lambda)

Arguments

sigma

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

lambda

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

Value

A symmetric matrix of class dspMatrix, representing the tangent space image of lambda at sigma.