Factorizations and geometric means of positive definite matrices

被引:14
|
作者
Lim, Yongdo [1 ]
机构
[1] Sungkyunkwan Univ, Dept Math, Suwon 440746, South Korea
基金
新加坡国家研究基金会;
关键词
Positive definite matrix; Geometric mean; Spectral geometric mean; Hermitian unitary matrix; Factorization; Hadamard space; ANDO-LI-MATHIAS; SUBMANIFOLDS;
D O I
10.1016/j.laa.2012.05.039
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we provide a new class of (metric) geometric means of positive definite matrices varying over Hermitian unitary matrices. We show that each Hermitian unitary matrix induces a factorization of the cone P-m of m x m positive definite Hermitian matrices into geodesically convex subsets and a Hadamard metric structure on P-m. An explicit formula for the corresponding metric midpoint operation is presented in terms of the geometric and spectral geometric means and show that the resulting two-variable mean is different to the standard geometric mean. Some basic properties comparable to those of the geometric mean and its extensions to finite number of positive definite matrices are studied. (C) 2012 Elsevier Inc. All rights reserved.
引用
收藏
页码:2159 / 2172
页数:14
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