Wolfgang Förstner and Boudewijn Moonen, "A Metric for Covariance Matrices", In Festschrift for Erik W. Grafarend on the occasion of his 60th birthday. Krumm, F. and Schwarze, V. S. (Eds.) 1999.

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The paper presents a metric for positive definite covariance matrices. It is a natural expression involving traces and joint eigenvalues of the matrices. It is shown to be the distance coming from a canonical invariant Riemannian metric on the space $Sym^+(n,$ of real symmetric positive definite matrices In contrast to known measures, collected e.~g. in Grafarend 1972, the metric is invariant under affine transformations and inversion. It can be used for evaluating covariance matrices or for optimization of measurement designs. Keywords: Covariance matrices, metric, Lie groups, Riemannian manifolds, exponential mapping, symmetric spaces

@inproceedings{Forstner1999Metric,
  author = {F\"orstner, Wolfgang and Moonen, Boudewijn},
  editor = {Krumm, F. and Schwarze, V. S.},
  title = {A Metric for Covariance Matrices},
  booktitle = {Festschrift for Erik W. Grafarend on the occasion of his 60th birthday},
  year = {1999}
}

Boudewijn Moonen, "Plückerkoordinaten I: Die klassische Beschreibung", In interne Veröffentlichung 1998. Bonn, Germany 1998.

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@inproceedings{Moonen1998Pluckerkoordinaten,
  author = {Moonen, Boudewijn},
  title = {Pl\"uckerkoordinaten I: Die klassische Beschreibung},
  booktitle = {interne Ver\"offentlichung 1998},
  year = {1998}
}