- Bures.covariance_fixpoint_iter(covs, weights, tolerance=0.0001, sqrtm_kw=None, **kwargs)#
Iterate fix-point updates to compute barycenter of Gaussians.
Array) – [batch, d^2] covariance matrices
Array) – simplicial weights (non-negative, sum to 1)
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 algorithm
Any) – keyword arguments for the outer fixed-point iteration
- Return type
List containing Weighted Bures average of the covariance matrices, and vector of (normalized) 2-norms of successive differences between iterates, to monitor convergence.