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C++ API

MVN_BREGMANCENTROID_GEODESIC   Computes an arbitrary weighted KL centroid on the geodesic linking between two sided centroids c1 and c2.

   [c] = MVN_BREGMANCENTROID_GEODESIC(d, m1, m2) computes the KL centroid
   for the given sided centroids m1 and m2 weighting m1 with d and m2
   with (1-d).

   See: On the centroids of symmetrized bregman divergences, Nielsen, F.
   and Nock, R., 2007.

Package: mvn