Permutation-invariant log-Euclidean geometries on full-rank correlation matrices

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Publication:6540317

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DOI10.1137/22m1538144zbMath1537.5301MaRDI QIDQ6540317

Yann Thanwerdas

Publication date: 15 May 2024

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

correlation matrices elliptope SPD matrices log-Euclidean metric quotient-affine metric permutation-invariant cor-inversion log-scaled metric off-log metric

Mathematics Subject Classification ID

Special matrices (15B99) Differential geometric aspects of statistical manifolds and information geometry (53B12) Information geometry (statistical aspects) (62B11)

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