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.
Usage
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.