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Transports a tangent vector from one tangent space to another.

Usage

spd.transport(x, from, to = NULL, method = "gl", nsteps = NA)

Arguments

x

A tangent vector (a symmetric matrix)

from

The SPD matrix to whose tangent space x belongs

to

The SPD matrix to whose tangent space to move x

method

See details

nsteps

For parallel transport, the number of steps along the geodesic connecting from and to

Value

A symmetric matrix -- a tangent vector at to.

Details

Allowable method are

  • "pt": Parallel transport using the Schild's ladder algorithm

  • "gl": Transport from A to B using the GL(n) action \(A -> GAG'\), where \(G = B^{1/2}A^{-1/2}\)