Wrapped Flow Matching for Symmetric Positive Definite Matrices
Thibault de Surrel*, Aimi Okabayashi*, and Nicolas Courty
* Equal contribution
Abstract
Conditional Flow Matching (CFM) has emerged as a state-of-the-art paradigm for generative modeling, yet its extension to non-Euclidean geometries remains an open challenge. Current RiemannianCFM methods rely strictly on geodesic interpolation or on pullback to Euclidean spaces, limiting their expressivity. In this work, we propose a flexible formulation for RiemannianCFM that leverages the wrapped Gaussian distribution to construct conditional probability paths. Our approach provides a unified framework that encompasses existing RiemannianCFM variants, enabling more adaptable flows that respect the intrinsic geometry of the manifold. Moreover, we are able to derive from this framework a new method that we coined \emph{WrappedCFM}. We focus our development on the manifold of Symmetric Positive Definite (SPD) matrices denoted $\P_d$, a core component of information geometry. Our geometric formulation respects the intrinsic structure of $\P_d$ and relies neither on extrinsic Euclidean approximations nor on geodesic interpolation. Through both synthetic and real-world experiments, we demonstrate that WrappedCFM accurately models complex distributions on $\P_d$ and achieves competitive performance.