riecovest.distance.airm

riecovest.distance.airm(A, B)

The affine invariant Riemannian metric distance between two positive definite matrices.

Parameters:

• A (ndarray of shape (M, M)) – Positive definite matrix

• B (ndarray of shape (M, M)) – Positive definite matrix

Returns:

distance – The distance between A and B in AIRM distance

Return type:

float