ott.geometry.costs.Bures.covariance_fixpoint_iter#
- Bures.covariance_fixpoint_iter(covs, weights, tolerance=0.0001, **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 overall fixed-point procedurekwargs (
Any
) – keyword arguments forott.math.matrix_square_root.sqrtm()
.
- Return type:
- Returns:
Weighted Bures average of the covariance matrices.