The Reverse Telescoping Coordinate System for Positive Definite Matrices: Geometry, Computation, and Generative Modeling

Anindya Bhadra

We design a new unconstrained coordinate system where a $p\times p$ symmetric positive definite (SPD) matrix $\Theta$ is represented by a reverse telescoping map $\Theta (x)=\mathrm{RT}(\mathrm{x})$, with…