Non-homogeneous Riemannian gradient equations for sum of squares of Bures-Wasserstein metric (Q6056230): Difference between revisions

For two matrices \(A\) and \(B\) in the cone \(\mathbb{P}_m\) of \(m\times m\) positive definite Hermitian matrices, the Bures-Wasserstein metric \(d_W(A,B)\) is defined as \[ d_W(A,B)=\Bigl(\mathrm{tr}\, \frac{A+B}{2}-\mathrm{tr}\, (A^\frac{1}{2}BA^\frac{1}{2})^\frac{1}{2}\Bigr)^\frac{1}{2}. \] For \(n\) matrices \(A_1,\ldots ,A_n\in \mathbb{P}_m\) and \(n\) real numbers with \(w_j\geq 0\), \(\sum w_j=1\), one considers the function \[ W_A(X)=\sum _{j=1}^nw_jd_W^2(X,A_j)\quad (X\in \mathbb{P}_m). \] The function \(W_j\) is strictly convex, therefore has a unique minimizer which is called the Wasserstein mean. These results are established in the paper by \textit{R. Bhatia} et al. [Expo. Math. 37, No. 2, 165--191 (2019; Zbl 1437.15044)]. The present paper can be seen as a continuation of it. The authors study three equations involving the Riemannian gradient of the function \(W_A\). For the first two equations \begin{eqnarray*} \nabla ^{\mathrm{Rie}}W_A(X)&=&XCX,\\ \nabla ^{\mathrm{Rie}}W_A(X)&=&C, \end{eqnarray*} where \(C\) is a Hermitian matrix, the authors establish the existence and uniqueness of the solution, and study properties of the solution. For the third equation \[ \nabla ^{\mathrm{Rie}}W_A(X)=X^\frac{1}{2}CX^\frac{1}{2}, \] the existence is established by using Brower's fixed point theorem, but the uniqueness is left as an open question.