Estimate geometric mean for a set of covariance matrices
MeanMatrix(matrix.array, tol = 1e-10)
geometric mean covariance matrix
k x k x m array of covariance matrices, with k traits and m matrices
minimum riemannian distance between sequential iterated means for accepting an estimated matrix
Guilherme Garcia, Diogo Melo
Bini, D. A., Iannazzo, B. 2013. Computing the Karcher Mean of Symmetric Positive Definite Matrices. Linear Algebra and Its Applications, 16th ILAS Conference Proceedings, Pisa 2010, 438 (4): 1700-1710. doi:10.1016/j.laa.2011.08.052.
EigenTensorDecomposition
, RiemannDist