Multinomial matrices

MultinomialMatrices{n,m} <: AbstractPowerManifold{ℝ}

The multinomial manifold consists of m column vectors, where each column is of length n and unit norm, i.e.

\[\mathcal{MN}(n,m) \coloneqq \bigl\{ p ∈ ℝ^{n×m}\ \big|\ p_{i,j} > 0 \text{ for all } i=1,…,n, j=1,…,m \text{ and } p^{\mathrm{T}}\mathbb{1}_m = \mathbb{1}_n\bigr\},\]

where $\mathbb{1}_k$ is the vector of length $k$ containing ones.

This yields exactly the same metric as considering the product metric of the probablity vectors, i.e. PowerManifold of the $(n-1)$-dimensional ProbabilitySimplex.

The ProbabilitySimplex is stored internally within M.manifold, such that all functions of AbstractPowerManifold can be used directly.


MultinomialMatrices(n, m)

Generate the manifold of matrices $\mathbb R^{n×m}$ such that the $m$ columns are discrete probability distributions, i.e. sum up to one.



Most functions are directly implemented for an AbstractPowerManifold with ArrayPowerRepresentation except the following special cases: