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
相关论文
共 50 条
  • [41] Positive powers of positive positive definite matrices
    Rosen, L
    CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, 1996, 48 (01): : 196 - 209
  • [42] LOW-RANK FACTORIZATIONS IN DATA SPARSE HIERARCHICAL ALGORITHMS FOR PRECONDITIONING SYMMETRIC POSITIVE DEFINITE MATRICES
    Agullo, Emmanuel
    Darve, Eric
    Giraud, Luc
    Harness, Yuval
    SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2018, 39 (04) : 1701 - 1725
  • [43] Ordering positive definite matrices
    Mostajeran C.
    Sepulchre R.
    Information Geometry, 2018, 1 (2) : 287 - 313
  • [44] The universal positive definite matrices
    Yuan, Hui-Ping
    PROCEEDINGS OF THE 14TH CONFERENCE OF INTERNATIONAL LINEAR ALGEBRA SOCIETY, 2007, : 394 - 397
  • [45] POSITIVE DEFINITE HERMITIAN MATRICES
    KIRBY, D
    MATRIX AND TENSOR QUARTERLY, 1972, 23 (01): : 31 - &
  • [46] NORMAL POSITIVE DEFINITE MATRICES
    DEIF, AS
    MATRIX AND TENSOR QUARTERLY, 1982, 32 (04): : 109 - 110
  • [47] SYMMETRIC POSITIVE DEFINITE MATRICES
    JAGERS, AA
    AMERICAN MATHEMATICAL MONTHLY, 1988, 95 (03): : 261 - 262
  • [48] POSITIVE DEFINITE STOCHASTIC MATRICES
    PARODI, M
    COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1972, 275 (21): : 1035 - &
  • [49] Rational factorizations of completely positive matrices
    Sikiric, Mathieu Dutour
    Schuermann, Achill
    Vallentin, Frank
    LINEAR ALGEBRA AND ITS APPLICATIONS, 2017, 523 : 46 - 51
  • [50] A Fixed-Point Algorithm for Estimating Power Means of Positive Definite Matrices
    Congedo, Marco
    Phlypo, Ronald
    Barachant, Alexandre
    2016 24TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO), 2016, : 2106 - 2110