aspcol.distance.corr_matrix_distance

aspcol.distance.corr_matrix_distance(mat1, mat2)

Computes the correlation matrix distance

0 means that the matrices are equal up to a scaling 1 means that they are maximally different (orthogonal in NxN dimensional space)

Parameters:

  • mat1 (np.ndarray of shape (..., N, N)) – First covariance matrix, should be symmetric and positive definite

  • mat2 (np.ndarray of shape (..., N, N)) – Second covariance matrix, should be symmetric and positive definite

References

Correlation matrix distaince, a meaningful measure for evaluation of non-stationary MIMO channels - Herdin, Czink, Ozcelik, Bonek