Interpolation between two symmetric, positive-definite matrices

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