测地线不变性推导:
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\begin{align*}\Gamma_{(I,\Sigma^{-\frac{1}{2}}*W)}(t) = &e^{\frac{t}{2}\Sigma^{-\frac{1}{2}}*W}e^{\frac{t}{2}\Sigma^{-\frac{1}{2}}*W} \\ =&e^{\frac{t}{2}\Sigma^{-\frac{1}{2}}Udiag(w_i)U^T\Sigma^{-\frac{1}{2}}}e^{\frac{t}{2}\Sigma^{-\frac{1}{2}}Udiag(w_i)U^T\Sigma^{-\frac{1}{2}}}\\ =&\Sigma^{-\frac{1}{2}}Udiag(e^{\frac{tw_i}{2}})U^T\Sigma^{-\frac{1}{2}}\Sigma^{-\frac{1}{2}}Udiag(e^{\frac{tw_i}{2}})U^T\Sigma^{-\frac{1}{2}}\\ =&\Sigma^{-\frac{1}{2}}e^{\frac{tW}{2}}\Sigma^{-1}e^{\frac{tW}{2}}\Sigma^{-\frac{1}{2}} \end{align*}
Γ(I,Σ−21∗W)(t)====e2tΣ−21∗We2tΣ−21∗We2tΣ−21Udiag(wi)UTΣ−21e2tΣ−21Udiag(wi)UTΣ−21Σ−21Udiag(e2twi)UTΣ−21Σ−21Udiag(e2twi)UTΣ−21Σ−21e2tWΣ−1e2tWΣ−21
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\begin{align*}\Gamma_{(I,\Sigma^{-\frac{1}{2}}*W)}(t) = &e^{t\Sigma^{-\frac{1}{2}}*W}\\ =&e^{t\Sigma^{-\frac{1}{2}}Udiag(w_i)U^T\Sigma^{-\frac{1}{2}}} \\ =&\Sigma^{-\frac{1}{2}}Udiag(e^{tw_i})U^T\Sigma^{-\frac{1}{2}}\\ =&\Sigma^{-\frac{1}{2}}Udiag(e^{\frac{tw_i}{2}})diag(e^{\frac{tw_i}{2}})U^T\Sigma^{-\frac{1}{2}}\\ =&\Sigma^{-\frac{1}{2}}Udiag(e^{\frac{tw_i}{2}})U^TUdiag(e^{\frac{tw_i}{2}})U^T\Sigma^{-\frac{1}{2}}\\ =&\Sigma^{-\frac{1}{2}}e^{\frac{tW}{2}}e^{\frac{tW}{2}}\Sigma^{-\frac{1}{2}} \end{align*}
Γ(I,Σ−21∗W)(t)======etΣ−21∗WetΣ−21Udiag(wi)UTΣ−21Σ−21Udiag(etwi)UTΣ−21Σ−21Udiag(e2twi)diag(e2twi)UTΣ−21Σ−21Udiag(e2twi)UTUdiag(e2twi)UTΣ−21Σ−21e2tWe2tWΣ−21
上面的推导有问题，
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\Sigma^{-\frac{1}{2}}Udiag(w_i)U^T\Sigma^{-\frac{1}{2}}
Σ−21Udiag(wi)UTΣ−21不属于对角化过程，
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{(\Sigma^{-\frac{1}{2}}U)}^{-1} = U^T\Sigma^{\frac{1}{2}}\neq U^T\Sigma^{-\frac{1}{2}}
(Σ−21U)−1=UTΣ21=UTΣ−21
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\begin{align*} \Gamma_{(\Sigma,W)} =&e^{(\frac{t}{2}W)}\Sigma e^{(\frac{t}{2}W)}\\ \Gamma_{(\Sigma,W)} = &\Sigma^{\frac{1}{2}}*e^{t\Sigma^{-\frac{1}{2}}*W}\\ =&\Sigma^{\frac{1}{2}}e^{t\Sigma^{-\frac{1}{2}}Udiag(w_i)U^T\Sigma^{-\frac{1}{2}}} \Sigma^{\frac{1}{2}} \end{align*}
Γ(Σ,W)=Γ(Σ,W)==e(2tW)Σe(2tW)Σ21∗etΣ−21∗WΣ21etΣ−21Udiag(wi)UTΣ−21Σ21
56
01-16
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