Hilbert-Schmidt distance between covariance operators
= Hilbert-Schmidt distance between covariance operators
{title2=$d_L$}
The linear distance between covariance operators is $d_L(C_1,C_2)=\lVert C_1-C_2\rVert_{\mathrm{HS}}$.
= Hilbert-Schmidt distance between covariance operators
{title2=$d_L$}
The linear distance between covariance operators is $d_L(C_1,C_2)=\lVert C_1-C_2\rVert_{\mathrm{HS}}$.