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Function smoothly interpolates between two SPD matrices x and y. The interpolation is parametrized by t, where t=0 returns x, t=1 returns y, and t=.5 returns the mean of x and y

Usage

spd.interpolate(x, y, t, method = "euclidean", ...)

Arguments

x, y

Symmetric, positive-definite matrices

t

Interpolation parameter in [0,infinity)

method

Type of interpolation (see details)

Details

Allowable distance measures are

  • "euclidean": Euclidean interpolation (1-t)x + ty

  • "logeuclidean": Euclidean interpolation in the tangent space.

  • "riemannian": Interpolation along the geodesic path from x to y