Barycentric dictionary learning for positive definte matrices

The problem setup is described below.

Algorithm

A description of the alernating minimization algorithm is below.

Example

The example below represents an input data point a (3x3) positive definite matrix with eigenvalues lambda, top row 4th column, and its approximation.

Code description

The code is a fully vectorized implementation of the algorithm above. For detailed description of the function routines, please view the notebook main.ipynb file.