ott.geometry.costs.Bures.covariance_fixpoint_iter

Bures.covariance_fixpoint_iter(covs, weights, tolerance=0.0001, **kwargs)

Iterate fix-point updates to compute barycenter of Gaussians.

Parameters:

• covs (Array) – [batch, d^2] covariance matrices

• weights (Array) – simplicial weights (non-negative, sum to 1)

• tolerance (float) – tolerance of the overall fixed-point procedure

• kwargs (Any) – keyword arguments for ott.math.matrix_square_root.sqrtm().

Return type:

Array

Returns:

Weighted Bures average of the covariance matrices.