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que dans le cas g´en´eral cette fonction n’est pas d´efinie sur toute la vari´et´e

xy

p8^­p(`bpvcPŠvR6c;`­€8R6x¦`bmvf4ªLNMPgj^poŸ—Ÿm&“t^U`hm.w_R6€vR*Ÿ—mvu

M

mvc

`ypocPŠ8R*c;`^ru¥pvxR

T x M

±§g—QqpoŠ8gcPR#fbmvŸ—Ÿg—cPŠ¤p¤^huPMPR*fbRqpoŸ—mvcPŠ.g`b^`ypocPŠ8R*c;`^hu‰pvx*R#po`Švg—€vR6c™u2mvg—c;`y³q±§¬‰Š‰ª

„ ³¦ª@LNMPRWŠvR6m]wPR6^hg—x6^@Švm8gcPŠ`bMPfbmvdPŠ8M#`hMPRWfhR*›§R*fbR*c‰x*Rtu¥m8gc;`•pvfhRt`hfypoc‰^r›§mvfbQ#R6w”gc!p^a`bfbpvgŠ8M;` Ÿg—cPR4^ poc¥w

`bMPRw_gj^a`ypoc‰x*RpoŸ—mvcPŠˆ`hMPR4^rRŠ8R*m_w_R4^rgjx*^NpofbRxm8c‰^rR6fh€8R6w¹ª

LNM‰R¤›§dPc‰x`hg—mvc “MPgjxyM xm8fhfbR6^hu2mvc‰wP^q`hm˜R4pvxyM €vR4x¦`hm8f

~

xy

mo›`ypocPŠ8R*c;`!^hu‰pvx*RvƒN`hM‰Rµu2mvg—c8`

y

mv›`hMPR

QqpvcPg©›§m8Ÿ—wfhR4pvxyMPR4w”po›´`hR6fpd‰cPg©``hg—Q#RU]\”`hMPRWŠvR6m]wPR6^hg—xt^r`bpvfhg—cPŠpo`

x

poc‰wq“g`hM(`hMPgj^ `bpoc‰ŠvR*c;` €8R6x`hmvf gj^x*pvŸŸ—R6w(`hM‰R B B (

y = exp x ()

ª•LNMPg—^›§d‰c‰x¦`bgm8c.x6pofbfhg—R6^•mvdP`UpˆŸ—m_x*pvŸ«w_g'CR*m8Q#mvfbuPMPgj^rQ mv›`ypocPŠ8R*c;`t^ru‰p8xR

T x M

mvc

M

ª

LNMPRg—c;€8R*fy^rRqmv›N`hMPR!R»_u¥m8cPR*c;`bg—pvŸlQqpou«ƒ`hM‰RŸm8Š8pvfhg`hMPQ#gjx#Qqpou80

~

xy = log x (y)

x*mvfbfhR4^ru2mvc¥wP^­`hm

3.3 que dans le cas g´en´eral cette fonction n’est pas d´efinie sur toute la vari´et´e.

M

®g—ŠvdPfbR(„ 0”LNM‰RŠvR6m]wPR6^hg—x6^^a`ypofh`hg—cPŠµpo`

x

pvfhR^r`hfbgŠ8M;`Ÿg—cPR4^g—c,`hMPR(R»_u¥m8cPR*c‰R`hgjpoŸ•Qqpou˜poc¥wž`hMPR wPg—^r`bpvc‰xRpoŸ—mvc‰Š`bMPR*Q pofbRx*mvc‰^hR*fb€vR4w

pvŸŸPg—u2mvg—c8`

(x, y)

mo›

M

ƒ2`hM‰Rˆ`ypocPŠ8R*c;`W€8R6x`hmvf

~

xy

^hd‰xyM™p8^t`bMPR”ŠvR*m_w_R4^rgjxnam8gc‰gcPŠ

x

`hm

y

M‰pv^­pv^­p

`ypocPŠ8R*c;`€vR4x¦`hm8f

~

xy

po`

x

ª

·¢c™`hMPR#Š8R*cPR6fbpvŸx*p8^rR8ƒC`hMPR#Ÿ—mvŠ;pofbg©`bMPQ#g—xQ#pvuµgj^w_R¬‰c‰R6w™R*€vR6fh\]“MPR6fhRmvcF`bMPR#QqpocPg›§mvŸjwFR*»_x*R*u_`

m8cµxdP`r Ÿm_xd¥^

C x

0g`g—^W`hM‰RˆxŸ—m8^hdPfbRmo› `hMPR”^rR*`­mv›lu¥m8gc;`b^W“MPR6fhR”^rR6€vR*fypoŸŠvR6m]wPR6^hg—x6^U^r`bpofh`hg—cPŠ(po`

x

Q#R6R`6ª.·`gj^`bMPR(x6pv^hRqmo›N`hMPR!poc;`hg—u¥m_w_R4pocžu2mvg—c8`y^m8cž`hMPR(^huPMPR6fhR

S 2

“MPR*fbRq`bMPR*fbRqg—^ˆpoc,g—c_¬‰cPg`a\

mv›tŠvR6m]wPR6^hg—x6^xm8cPcPR4x¦`hg—cPŠµ`hMPR6Q ±´¬‰Š8dPfhR„v„o³ª˜Ã•m8c‰^hR6i;dPR*c;`bŸ\8ƒ`bMPR.xd_`h IŸ—m_xd‰^

C x

mo›Upvc]\Eu2mvg—c;`

x

gj^Wg©`y^­pvc;`hg—u¥m_w_R4pocFu2mvg—c;`pvc‰w.`hM‰R`ypocPŠ8R*c;`­x*d_`r Ÿm_x*d‰^Ugj^W`hMPR#xg—fyxŸ—Rmo›lfypvwPgd‰^

π

±§¬‰ŠvdPfbR”„8„o³¦ªLNMPR

Ÿ—mvŠ;pofbg©`bMPQ#g—x­xyM‰pvfr`gj^w_R¬‰c‰R6wmvc

M − C x M

ª

Wc‰RU^rd‰uPu¥m;^rR4^lg—c#`hMPR­^rR4i;dPR*Ÿ‰`hM‰po`

M

w_m]R6^ cPmo`•`bpo–8Rtxd_`h IŸ—m_xd‰^•poc‰wg—^ ŠvR*m_w_R4^rgjx*pvŸŸ—\ˆx*mvQ#uPŸ—R`bRvƒ;gHªRvª

›§m8ftpoc]\(x*mvdPuPŸ—R

(x, y)

mo›

M

`hM‰R*fbR­R*»_g—^r`b^Nm8cPRpoc‰w!mvc‰Ÿ\m8cPRŠvR6m]wPR6^hg—xxm8cPcPR4x¦`hg—cPŠ”`hM‰R*Q.ª

π

®g—ŠvdPfbRˆ„8„(0•LNM‰RuPŸjpvx*Rmo› xdP`Wmo›`bMPRu2mvg—c;`t»¤mo›

S 2

ªtÄUcFg—c_¬‰cPg`a\.mo›@ŠvR6m]wPR6^hg—x6^namvg—cPg—cPŠ

x

poc‰w.g`b^

pvc;`hg—u¥m_w_R4pocu2mvg—c;`±§`a“•m#pofbRtfbR*uPfbR6^hR*c;`hR4wqg—c(fbR6w‰³ª·›mvcPR­dPc_›§m8Ÿ—wP^NpvŸŸ2ŠvR6m]wPR6^hg—x6^ m8cq`bpvcPŠvR6c8`^hu‰pvx*R

T x M

ƒ_m8cPR¬‰c‰w‰^`hMPRx*gfyxŸ—Rmo›fbp8w_gd¥^

π

ª•LNMPRŸm8Š8pofbmo`bMPQ#g—x­xyM‰pvfr`gj^w_R¬‰c‰R6wmvc

M − C x M

ª

ER^bp¸“ g—cE`hMPRu‰fhR6€;g—mvd¥^^rR4x¦`hg—mvc¥^`hM‰po``hMPR(R»_u¥m8cPR*c;`bg—pvŸ xyM‰pofh`poŸ—Ÿm&“t^­`bm¤Qqpo–vRx*mvfbfhR4^ru2mvc¥w¤`hm

pvc]\ž`bpoc‰ŠvR*c;`q€vR4x¦`bmvf#p™u2mvg—c;`qmo›

M

poc‰wœ`hM¥p&`qfhR4xg—uPfbm]x6poŸ—Ÿ\8ƒ@`hM‰R¤Ÿm8Š8pofbg`hMPQ#gjx(xyM‰pvfr`qQqpo–8R6^ˆ`hMPR x*mvfbfhR4^ru2mvc¥w_R*c‰x*RU2R`a“R*R6c!`a“m”u¥m8gc;`

(x, y)

mo›

M

poc¥wpˆ`ypocPŠ8R*c;`€vR6x`hm8f6ªLNMPRŠvm;poŸCgj^`hm#d‰^hR`hMPR

^r`hfbd‰x`hdPfbRmo›€vR6x`hm8ft^ru‰p8xRmo›

T x M

`hmx*pvfhfb\m8d_`tmvdPftx6poŸjxdPŸjp&`bgm8c‰^NŸ—g–8R“•R–]cPm&“ `hmw_m#g`6ª °g`hM

`bMPfbmvdPŠ8M™`bMPRq`a“m¤›§dPc‰x`hg—mvc‰^“MPgjxyM,“•RM¥p¸€vRnad‰^r`ˆ^hR*R*cƒg`gj^u2m8^b^rg—PŸ—Rq›§mvfd‰^`bmFŠvR6cPR*fypoŸ—g-.6R#`hMPR

m8u¥R6fbpo`hg—mvc‰^mv›«pvwPw_g`hg—mvcpvc‰w#^rd‰_`hfypvx`hg—mvc”`hmstgR6Q#pvcPcPgjpocqQqpoc‰g©›§m8Ÿ—wP^6ªLNMPRUw_gºxdPŸ`a\ˆgj^@`bmfbR*Qqpog—c

m8c`hMPRˆQ#pvcPg›§mvŸjw(›§m8fWpvc;\!mvu2R*fyp&`bgm8c«ªLNM‰R›§mvŸ—Ÿm&“g—cPŠ#`bpvPŸ—R^rM‰m&“t^t^rm8Q#R‰pv^hg—xm8u¥R6fbpo`hg—mvc‰^tmo›`hMPR

€8R6x`hmvf^hu‰pvx*R6^pvc‰w`bMPR*g—ftxm8fhfbR6^hu2mvc‰w_R6c‰xR4^gc¤sg—R*Qqpoc‰cPg—pvc!Š8R*m8Q”R*`hfb\0

7

R6x¦`bmvft^hu‰pvx*R sg—R*Qqpoc‰cPg—pvc.Q#pvcPg›§mvŸjw

~

xy = y − x xy ~ = log x (y) y = x + xy ~ y = exp x ( xy) ~ dist(x, y) = ||y − x|| dist(x, y) = || xy|| ~ x

LpvPŸ—R 0@sR*g—c;`hR6fhuPfbR`yp&`bgm8c!mv›pvw‰w_g©`bgm8c¤poc‰w^rm8d‰^r`hfypvx¦`bgm8c(m8cpqsg—R*QqpvcPcPgjpocQ#pvcPg›§mvŸjw¹ª

LNMPR4^rR¥pv^hg—x­mvu2R*fyp&`bgm8c‰^“gŸ—Ÿ«R6c‰poPŸ—Rd‰^N`bmqŠvR*c‰R*fypoŸ—g-.6RW“g`hM`hM‰RsgR6QqpocPgjpocQqpocPg›§mvŸjwP^Qqpoc]\

pvŸŠ8mvfbg©`bMPQq^fbR6^hR*fb€vR6wEdPc;`bgŸ•`hMPR6fhR›§mvf`bMPR(€8R6x`hmvf”^ru¥pvxR4^*ª¤·¢Q#uPŸ—R*Q#R6c8`yp&`bgm8c,mo›tŸ—mvŠ8pvfhg`hM‰Q”gjxqpoc¥w

R*»_u¥m8cPR*c;`hgjpoŸxyM‰pvfr`y^Wgj^W`hMPR”–vR6\¤mo›l`bMPgj^ŠvR*c‰R*fypoŸ—g-.4p&`hg—mvcF^hg—c‰xR#poŸ—ŸŠvR*m8Q#R`hfbgjx*poŸmvu2R*fyp&`bgm8c‰^­x*poc™¥R

R*»_uPfhR4^h^hR6w!^a`ypofh`hg—cPŠ”›§fhm8Q `hM‰R6^hRmvu2R*fyp&`hg—mvc¥^*ª

LNMPgj^N^rR4x¦`bgm8cmvc(`hMPR­fhR6gc;`bR*fbuPfhR*`bpo`hg—mvc#mo›«`bMPR­‰pv^hg—xUmvu2R*fyp&`bgm8c‰^luPdP`b^Np`bR*fbQ p&``hMPR­fhR4x*pvŸŸj^lm8c

`bMPRw_g-'2R6fhR6c;`hgjpoŸ@QqpocPg›§mvŸjwP^pvc‰wF`bMPRsg—R*Qqpoc‰cPg—pvc™Š8R*m8Q”R*`hfb\vª”·¢cE`hMPR#›§m8ŸŸ—m&“gc‰Š^hR6x`hg—mvc«ƒ“•R#“g—ŸŸ

^hR*Rt`hMPR­xmvc¥^a`bfhd‰x`hg—mvcqmv›psg—R*QqpocPc‰g—pvcQ#R`hfbgjxoƒ8`hMPRWŠvR*m_w_R4^rgjx*^•poc‰w#R*»_u¥m8cPR*c;`hgjpoŸCpoc¥w#Ÿm8Š8pofbg`hMPQ#gjx

xyM¥pofh`b^”›§mvf`hMPRµ^hu‰p8xR¤mo›`bMPR¤`hR6c‰^hmvfy^#“MPg—xyM “RF“g—ŸŸtd¥^rR¤`bm˜w_R¬¥cPRµpžfbgŠ8mvfbmvd‰^”Qqp&`bMPR*Qqp&`bg—x6poŸ

›§fypoQ#R6“•m8fh–”`hmqM¥poc‰w_Ÿ—R­`hMPgj^N`a\]u2Rmo›Qqpo`hfbg—x*R6^6ª

D

R`Ud¥^tcPm&“ ›§m_xd‰^Umvc.`hM‰R^ru¥pvxR

Sym + n

mo›@u2m8^hg©`bg€8Rw_R¬¥cPg©`bR^h\;Q#Q#R`bfhgjxQqp&`bfhgjxR4^±´`bR*c‰^hmvfy^y³¦ªN·`b^

“mvfh`hM`bmcPmo`bg—x*R`hM‰po`U`bMPR^hu‰pvx*R

Sym + n

ƒ2poŸ`hMPm8dPŠvM¤p^hdP_ ¢^rR*`tmo›lpq€8R6x¦`bmvft^hu‰pvx*Rvƒ¥g—^UcPmo`Wp#€8R6x`hmvf

^hu‰p8xRvƒ¹ªRvªŠ‰ª—ƒ]`hM‰RcPR*Š;p&`hg—mvc!mo›@p”u¥m;^rg`hg—€vR* w_R*¬‰cPg`hRQqp&`bfhg»(gj^cPmo`u2m8^hg©`bg€8R ¢w_R¬¥cPg©`bRvª

LNM‰R•Š8m8poŸ;gj^`bmU¬¥c‰wp­sg—R*QqpocPc‰g—pvcQ#R`hfbgjx “g`hM”gc;`bR*fbR6^r`hg—cPŠUR6cPmvdPŠ8MuPfbmvu2R*fh`hg—R6^6ª«· ``hd‰fhc‰^m8d_``bM‰p&`

g`lgj^@u¥m;^h^hg—PŸRN`bmfhR4i;dPgfbRpoc#g—c;€&pvfhgjpoc‰x*RN;\`hMPR›§d‰ŸŸ¥Ÿg—cPR6pvf@ŠvfbmvdPu.±HZ_R6x¦`bgm8c Wª~‰ª ³ªLNM‰g—^@Ÿ—R6p8wP^`hmp

€8R*fb\#fhR6ŠvdPŸjpofQqpocPg›§mvŸjw!^r`hfbd‰x`hdPfbRW“M‰R*fbRU`bR*c‰^hmvfy^ “g`hMc]dPŸ—Ÿ«poc‰w!gcP¬‰cPg`hRR*g—ŠvR6c;€&pvŸdPR4^•pvfhR­2mo`hM.p&`

pvc¤gcP¬‰cPg`hRˆwPg—^r`bpvc‰xRmv› poc]\(u2m8^hg`hg—€vRw_R*¬‰cPg`hR”^r\]Q#Q#R`hfbgjxQqp&`hfbg»0•`hM‰Rˆxm8cPRmv›u2m8^hg`hg—€vRw_R*¬‰cPg`hR

^h\]Q#Q”R*`hfbg—xQqpo`hfbg—x*R6^tgj^tfbR*u‰Ÿ—p8xR6w]\.pq^ru‰p8xR“M‰g—xyM¤M‰p8^tpoc¤g—c_¬‰c‰g©`bRˆw_R6€vR*Ÿ—mvu‰Q”R6c;`tgc¤R4pvxyM¤mo›@g`b^

n(n + 1)/2

w_g—fhR4x¦`hg—mvc¥^*ªV¤mvfbR*m&€8R*f4ƒ&`hM‰R*fbRtg—^•mvcPRWpoc‰wqm8cPŸ—\ˆm8cPRUŠ8R*m_w_R6^hgjxnamvg—cPgc‰Šˆpoc]\ˆ`a“•m`hR*c¥^rm8fb^6ª LNM]d‰^6ƒ&`bMPRt^a`bfhd¥x¦`hd‰fhR“•RNm8_`bpvgc”g—^l€vR*fb\xŸ—m8^hR•`hmp­€vR4x¦`hm8f@^ru‰p8xR8ƒ&R»PxR6u_`@`hM‰po``hMPRt^hu‰pvx*RNg—^@x*dPfh€8R6w¹ª

‹  ½ P  ŽÂ 6Ž6 ‘ ½

R`d‰^xm8c‰^rgjw_R6fU`bMPR›§m8ŸŸ—m&“g—cPŠ!p8x¦`hg—mvc™mo›l`bMPR”Ÿg—cPR6pvfŠvfbmvdPu

GL n = {M ∈ M n ∗ n /det(M) 6= 0}

m8c(`bMPR`hR6c‰^hmvft^hu‰pvx*R

Sym + n

0

A Σ = AΣA T ∀A ∈ GL n

poc¥w

Σ ∈ Sym + n

±I„o…8³

LNMPgj^pvx¦`bgm8cqg—^ c‰p&`bdPfypoŸ—Ÿ\”R»]`hR6c‰w_R4w#`hm`ypocPŠ8R*c;` €8R6x¦`bmvfy^0g©›

Γ(t) = Σ + tW + O(t 2 )

g—^pxd‰fh€8R u¥pv^b^rg—cPŠp&`

Σ

“g©`bMq`bpvcPŠvR6c8`•€vR6x`hm8f

W

ƒv`bMPR*cq`bMPRWx*dPfb€vR

A Γ(t) = AΣA T + O(t 2 )

u¥pv^b^rR4^`hfbmvdPŠ8M

A Σ

“g©`bM`bpoc‰ŠvR*c;`€vR4x¦`bmvf

A W

ª

®‰mvŸ—Ÿm&“g—cPŠ * 6,ƒPpoc]\qgc]€&pofbgjpoc;`NwPg—^r`bpvc‰xR­mvc

Sym + n

€vR6fhg¬‰R6^

dist(A Σ 1 , A Σ 2 ) = dist(Σ 1 , Σ 2 )

ª

ÕM‰m;m;^rg—cPŠ

A = Σ −1/2 1

ƒP“•Rx6pocfhR4w_d‰xR`bMPgj^`hmp”u‰^hR*d‰w_mv Ic‰mvfbQƒ]m8ftw_g—^r`bpvc‰xR­`bmqg—w_R6c;`hg`a\ 0

dist(Σ 1 , Σ 2 ) = dist(Id, Σ −/2 1 Σ 2 Σ −/2 1 ) = N(Σ −/2 1 Σ 2 Σ −/2 1 ).

±I„ ³

VFmvfbR*m&€vR6f6ƒ&p8^`hMPRg—c]€&pofbg—pvc‰xRNM‰p8^`hmMPm8Ÿ—wˆ›§mvf•poc]\`hfypoc¥^a›§m8fhQqp&`bgm8c«ƒ

N

^hMPmvdPŸjw”¥Rg—c]€&pofbg—pvc8`@dPc¥w_R*f

`bMPRpvx`hg—mvcmo›`hMPRgj^rmv`hfbmvu]\qŠvfbmvd‰u

dist(Σ, Id)

g—Q”u2m8^hR6^`bM‰p&`

N (Σ) = N (Σ 1 )

ª@LNM;d¥^*ƒvp­Š8m;m_wˆx*poc¥w_g—w‰p&`hRNgj^`hMPRt^hdPQ¯mv›¥`bMPR^hi;d‰pvfhR4w

Ÿ—mvŠ;pofbg©`bMPQq^mo›`bMPRR*g—ŠvR6c]€¸pvŸd‰R6^0

N (Σ 2 ) = X

i=1,n

(log(λ i )) 2 .

±I„o}8³

LNM‰g—^ 2acPm8fhQ 3€vR*fbg›§\(]\x*mvc‰^r`hfbd‰x`hg—mvc`hMPRˆ^r\]Q#Q#R`hfb\.poc‰w.u2m8^hg©`bg€8R*cPR4^h^6ª

N (Σ) = 0

g—Q#uPŸ—gR4^`hM¥p&`

λ i = 1

±²pvc‰wExmvc]€8R*fy^rŸ—\P³¦ƒ«^hm(`bMPRq^rR6u‰pofyp&`bgm8cµp&»_g—mvQ¶gj^€vR*fbg¬‰R6w¹ª5&tm&“R*€8R*f4ƒ2“R#w_m.cPm.–;c‰m&“ poc]\

^hg—Q”u‰ŸR”uPfbm;mv› mo› `hMPR”`hfbgjpocPŠ8ŸRˆgcPR4i;d‰poŸ—g©`a\8ƒ¹“MPgjxyM™^hMPmvdPŸjwFfbR6p8w

N(Σ 1 + Σ 2 ) ≤ N (Σ 1 ) + N (Σ 2 )

ƒ

R6€vR6c!g›“Rx*pvc!€8R*fbg©›§\g`tR»_u2R*fbgQ#R6c8`ypoŸ—Ÿ\8ª

!½ œ_@’ LNMPRF`ypocPŠ8R*c;`!^hu‰pvx*RFmo›

Sym + n

g—^`hMPRE^ru‰p8xRFmv›^r\]Q#Q#R`hfbgjxFQqp&`bfhgjxR4^

Sym(n)

ª

·¢c¥w_R*R4w¹ƒ2^hg—c‰xR`bMPRŠ8fhm8dPu¤pvx¦`bgm8c

φ A : Σ → AΣA T

g—^UŸg—cPR6pvf6ƒ¥g©`y^WwPR*fbg€&p&`bg€8RQqpou«ƒCw_R*c‰mo`hR4w

dφ A

Σ ∈ Sym + n

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W 2

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Σ

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hW 1|W 2i = hA W 1|A W 2i A Σ

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A = Σ 1/2

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hW 1|W 2i Σ = hΣ −1/2 W 1 Σ −1/2−1/2 W 2 Σ −1/2 i Id = T r(Σ −1/2 W 1 Σ −1 W 2 Σ −1/2 )

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W

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Γ (Σ,W) (t) = Σ 1/2 exp(tΣ 1/2 W Σ 1/21/2

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Γ (Σ,W) (1) = exp Σ (W )

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exp Id (U DU T ) = exp(U DU T ) = U exp(D)U T .

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exp Σ (W ) = Σ 1/2 exp(Σ 1/2 W Σ 1/21/2 .

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