ott.geometry.costs.Bures.covariance_fixpoint_iter#
- Bures.covariance_fixpoint_iter(covs, weights, tolerance=0.0001, sqrtm_kw=None, **kwargs)[source]#
Iterate fix-point updates to compute barycenter of Gaussians.
- Parameters
covs (
Array
) – [batch, d^2] covariance matricesweights (
Array
) – simplicial weights (non-negative, sum to 1)tolerance (
float
) – tolerance of the fixed-point procedure. That tolerance is applied to the Frobenius norm (normalized by total size) of two successive iterations of the algorithmsqrtm_kw (
Optional
[Dict
[str
,Any
]]) – keyword arguments forsqrtm()
kwargs (
Any
) – keyword arguments for the outer fixed-point iteration
- Return type
- Returns
List containing Weighted Bures average of the covariance matrices, and vector of (normalized) 2-norms of successive differences between iterates, to monitor convergence.