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 matrices

  • weights (Array) – simplicial weights (nonnegative, sum to 1)

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

  • kwargs (Any) – parameters passed on to the sqrtm (Newton-Schulz) algorithm to compute matrix square roots.

Return type

Array

Returns

a covariance matrix, the weighted Bures average of the covs matrices.