Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices (Q5885798)
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scientific article; zbMATH DE number 7669848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices |
scientific article; zbMATH DE number 7669848 |
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Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices (English)
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30 March 2023
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SPD matrices
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correlation matrices
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Lie group
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Lie group actions
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quotient-affine metric
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Lie-Cholesky metrics
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poly-hyperbolic-Cholesky metrics
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Euclidean-Cholesky metrics
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log-Euclidean-Cholesky metrics
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