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Implement geometric mean of positive semidefinite Hermitian matrices #211

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merged 26 commits into from
Jan 9, 2023

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@tky823 tky823 commented Jan 8, 2023

Summary

This PR provides the geometric mean of matrices.
The implementation is based on generalized eigendecomposition.
This operation will be useful for IPSDTA and MNMF.

ref #33, #34

close #210

@tky823 tky823 added the math Math related issue label Jan 8, 2023
@tky823 tky823 added this to the v0.2.0 milestone Jan 8, 2023
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codecov-commenter commented Jan 8, 2023

Codecov Report

Base: 95.00% // Head: 94.93% // Decreases project coverage by -0.06% ⚠️

Coverage data is based on head (f9bc45a) compared to base (4827ca5).
Patch coverage: 92.30% of modified lines in pull request are covered.

Additional details and impacted files
@@            Coverage Diff             @@
##             main     #211      +/-   ##
==========================================
- Coverage   95.00%   94.93%   -0.07%     
==========================================
  Files          30       31       +1     
  Lines        3764     3794      +30     
==========================================
+ Hits         3576     3602      +26     
- Misses        188      192       +4     
Impacted Files Coverage Δ
ssspy/linalg/eigh.py 92.50% <89.28%> (-7.50%) ⬇️
ssspy/linalg/mean.py 94.44% <94.44%> (ø)
ssspy/bss/ipsdta.py 89.70% <100.00%> (-0.02%) ⬇️
ssspy/linalg/__init__.py 100.00% <100.00%> (ø)

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@tky823 tky823 added the bss Blind source separation method label Jan 9, 2023
@tky823 tky823 merged commit dfeee9f into main Jan 9, 2023
@tky823 tky823 deleted the feature/geometric-mean branch January 9, 2023 07:27
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Implementation of geometric mean of matrices
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