$k$-means on Positive Definite Matrices, and an Application to Clustering in Radar Image Sequences

However, performing k-means on SPD matrices may correspond bijectively to mean centered Gaussian distributions, be difficult, without a computationally efficient form for the and are used to model Brownian motion in Diffusion Fréchet mean [13]. Tensor Imaging (DTI), where they are referred to as tensors [1]. The finite-lag autocovariance matrices of time-series are In Section II, we introduce the log-Cholesky distance and SPD, and have been used in compression based clustering closed-form expression for the corresponding Fréchet mean.