Reverse isometry from tangent space at identity to tangent space at P

Source: R/log_cholesky.R

Reverse isometry from tangent space at identity to tangent space at P

spd_isometry_from_identity(sigma, v)

Arguments

sigma

A symmetric positive-definite matrix of class dppMatrix

v

A symmetric matrix of class dspMatrix

Value

A symmetric matrix of class dspMatrix