Source code for geomstats.geometry.product_positive_reals_and_poincare_disks

"""The ProductPositiveRealsAndComplexPoincareDisks manifold.

The ProductPositiveRealsAndComplexPoincareDisks manifold is defined as a
product manifold of the positive reals manifold and (n-1) complex Poincaré disks.
The positive reals and complex Poincaré disks product has a product metric.
The product metric on the positive reals and complex Poincaré disks product space is
the positive reals metric and (n - 1) complex Poincaré metrics multiplied by constants.
This product manifold can be used to represent Toeplitz HPD matrices.
The ProductPositiveRealsAndComplexPoincareDisks corresponds to
the one-dimensional case of ProductHPDMatricesAndSiegelDisks.
Indeed, PositiveReals is the one-dimensional case of HPDMatrices and
ComplexPoincareDisk is the one-dimensional case of Siegel.
In these one-dimensional manifolds, many simplifications occur compared with
the multidimensional manifolds since matrices commute in dimension 1.


Lead author: Yann Cabanes.

References
----------
.. [Cabanes_2022] Yann Cabanes. Multidimensional complex stationary
    centered Gaussian autoregressive time series machine learning
    in Poincaré and Siegel disks: application for audio and radar
    clutter classification, PhD thesis, tel-03708515, 2022.
    https://theses.hal.science/tel-03708515
.. [Cabanes_CESAR_2019] Yann Cabanes, Frédéric Barbaresco, Marc Arnaudon et
    Jérémie Bigot. Unsupervised Machine Learning for Pathological Radar Clutter
    Clustering: the P-Mean-Shift Algorithm, IEEE, C&ESAR 2019, Rennes, France, 2019.
    https://hal.archives-ouvertes.fr/hal-02875430
.. [Cabanes_RADAR_2019] Yann Cabanes, Frédéric Barbaresco, Marc Arnaudon et
    Jérémie Bigot. Non-Supervised High Resolution Doppler Machine Learning for
    Pathological Radar Clutter, IEEE, RADAR 2019, Toulon, France, 2019.
    https://hal.archives-ouvertes.fr/hal-02875415
.. [Cabanes_GSI_2019] Yann Cabanes, Frédéric Barbaresco, Marc Arnaudon et
    Jérémie Bigot. Toeplitz Hermitian Positive Definite Matrix Machine Learning
    based on Fisher Metric, IEEE, GSI 2019, Toulouse, France, 2019.
    https://hal.archives-ouvertes.fr/hal-02875403
.. [Le_Brigant_2017] Alice Le Brigant. Probability on the spaces of curves and
    the associated metric spaces using information geometry; radar applications,
    PhD thesis, tel-01635258, 2017.
    https://theses.hal.science/tel-01635258
.. [Jeuris_2016] B. Jeuris and R. Vandebril. The Kahler mean of Block-Toeplitz
    matrices with Toeplitz structured blocks, 2016.
    https://epubs.siam.org/doi/pdf/10.1137/15M102112X
.. [Yang_2013] Marc Arnaudon, Frédéric Barbaresco and Le Yang. Riemannian Medians
    and Means With Applications to Radar Signal Processing, IEEE, 2013.
"""

from geomstats.geometry.complex_poincare_disk import ComplexPoincareDisk
from geomstats.geometry.positive_reals import PositiveReals
from geomstats.geometry.product_manifold import ProductManifold, ProductRiemannianMetric
from geomstats.geometry.scalar_product_metric import ScalarProductMetric


[docs] class ProductPositiveRealsAndComplexPoincareDisks(ProductManifold): """Class for the ProductPositiveRealsAndComplexPoincareDisks manifold. The positive reals and complex Poincaré disks product manifold is a direct product of the positive reals manifold and (n-1) complex Poincaré disks. Each manifold of the product is a one-dimensional manifold. Parameters ---------- n_manifolds : int Number of manifolds of the product. """ def __init__(self, n_manifolds, equip=True): self.n_manifolds = n_manifolds factors = [PositiveReals()] + [ ComplexPoincareDisk() for _ in range(n_manifolds - 1) ] scales = [float(n_manifolds - i_manifold) for i_manifold in range(n_manifolds)] factors[0].equip_with_metric(ScalarProductMetric(factors[0], scales[0])) for factor, scale in zip(factors[1:], scales[1:]): factor.equip_with_metric(ScalarProductMetric(factor, scale)) super().__init__(factors=factors, point_ndim=3, equip=equip)
[docs] @staticmethod def default_metric(): """Metric to equip the space with if equip is True.""" return ProductPositiveRealsAndComplexPoincareDisksMetric
[docs] class ProductPositiveRealsAndComplexPoincareDisksMetric(ProductRiemannianMetric): """Class defining the ProductPositiveRealsAndComplexPoincareDisks metric. The positive reals and complex Poincaré disks product metric is a product of the positive reals metric and (n-1) complex Poincaré metrics, each of them being multiplied by a specific constant factor (see [Cabanes_2022]_, [Cabanes_CESAR_2019]_, [Cabanes_RADAR_2019]_, [Cabanes_GSI_2019]_, [Le_Brigant_2017], [Jeuris_2016]_ and [Yang_2013]_). This metric comes from a model used to represent one-dimensional complex stationary centered Gaussian autoregressive times series. Such a times series can be seen as a realization of a multidimensional complex Gaussian distributions with zero mean, a Toeplitz HPD covariance matrix and a zero relation matrix. The ProductPositiveRealsAndComplexPoincareDisks metric is inspired by information geometry on this specific set of Gaussian distributions. References ---------- .. [Cabanes_2022] Yann Cabanes. Multidimensional complex stationary centered Gaussian autoregressive time series machine learning in Poincaré and Siegel disks: application for audio and radar clutter classification, PhD thesis, tel-03708515, 2022. https://theses.hal.science/tel-03708515 .. [Cabanes_CESAR_2019] Yann Cabanes, Frédéric Barbaresco, Marc Arnaudon et Jérémie Bigot. Unsupervised Machine Learning for Pathological Radar Clutter Clustering: the P-Mean-Shift Algorithm, IEEE, C&ESAR 2019, Rennes, France, 2019. https://hal.archives-ouvertes.fr/hal-02875430 .. [Cabanes_RADAR_2019] Yann Cabanes, Frédéric Barbaresco, Marc Arnaudon et Jérémie Bigot. Non-Supervised High Resolution Doppler Machine Learning for Pathological Radar Clutter, IEEE, RADAR 2019, Toulon, France, 2019. https://hal.archives-ouvertes.fr/hal-02875415 .. [Cabanes_GSI_2019] Yann Cabanes, Frédéric Barbaresco, Marc Arnaudon et Jérémie Bigot. Toeplitz Hermitian Positive Definite Matrix Machine Learning based on Fisher Metric, IEEE, GSI 2019, Toulouse, France, 2019. https://hal.archives-ouvertes.fr/hal-02875403 .. [Le_Brigant_2017] Alice Le Brigant. Probability on the spaces of curves and the associated metric spaces using information geometry; radar applications, PhD thesis, tel-01635258, 2017. https://theses.hal.science/tel-01635258 .. [Jeuris_2016] B. Jeuris and R. Vandebril. The Kahler mean of Block-Toeplitz matrices with Toeplitz structured blocks, 2016. https://epubs.siam.org/doi/pdf/10.1137/15M102112X .. [Yang_2013] Marc Arnaudon, Frédéric Barbaresco and Le Yang. Riemannian Medians and Means With Applications to Radar Signal Processing, IEEE, 2013. """