How to create a complex symmetric positive-definite manifold?

[Fan Liu]

Dear Nicolas and Bamdev,

Thanks so much for creating such a wonderful toolbox!

Recently I am working on optimizations on the symmetric positive-definite manifold, however, the variables of my problem are complex.

Could you please tell me how to create a complex symmetric positive-definite manifold using the existing functions? I haven't seen any function that can create such a manifold.

Best,

Fan

[BM]

Dear Fan, 

Thanks for the interest in the toolbox. 

At the moment, we don't have a factory for the complex case. However, the formulas should be readily translated from the real to the complex case. Do have a look at Section 3 of https://arxiv.org/pdf/1312.1039.pdf. 

Let us know if you face any problems. 

Regards,

BM