PosDefManifold.jl

PosDefManifold is a Julia package for manipulating data in the manifold P of real or complex positive definite matrices. The package supports 10 metrics acting on P, two of which define Riemannian manifolds.

This package computes distances, geodesics and weighted Fréchet means for the supported metrics, graph Laplacians, Lapacian eigen maps and a special solution of the Procrustes problem in P. Key functions are multi-threaded.

The documentation is rich and gives all mathematical details pertaining to the implemented functions (click the 'docs|dev' button).

For similar code resources in other programming languages see here.