Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python

Constrained optimization toolkit for PyTorch

Uniform Interface for positive definite matrices of various structures

A Julia package for manipulating data in the Riemannian Manifold of Positive Definite Matrices

Generate synthetic time series data.

Cholesky decomposition for Hilbert matrix of any order in Python 3 (Two programs)