Dimensionality reduction on manifold of SPD matrices, based on pymanopt implementation

This project proposes an implementation of

Harandi, M, Salzmann, M., Hartley, R., Dimensionality Reduction on SPD Manifolds: The Emergence of Geometry-Aware Methods, preprint arXiv:1605.06182

and

Rodrigues, P. L. C., Bouchard, F., Congedo, M., & Jutten, C. (2017, September). Dimensionality Reduction for BCI classification using Riemannian geometry. In BCI 2017-7th International Brain-Computer Interface Conference.