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

DOI10.1137/22M1538144MaRDI QIDQ6540317zbMATH OpenFDO

Authors Yann Thanwerdas

Publication date 15 May 2024

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

Full work available at URL https://doi.org/10.1137/22M1538144

zbMATH Keywords

cor-inversioncorrelation matriceselliptopelog-Euclidean metriclog-scaled metricoff-log metricpermutation-invariantquotient-affine metricSPD matrices

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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Cites work

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• Riemannian metrics on positive definite matrices related to means
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• Scaling of symmetric matrices by positive diagonal congruence
• Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices

Cited in

(2)

• Log-Euclidean frameworks for smooth brain connectivity trajectories
• Quotient geometry of bounded or fixed-rank correlation matrices

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