Factorizations and geometric means of positive definite matrices (Q448363): Difference between revisions
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English | Factorizations and geometric means of positive definite matrices |
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Factorizations and geometric means of positive definite matrices (English)
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6 September 2012
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The author presents a new class of (metric) geometric means of positive definite matrices varying over Hermitian unitary matrices. He proves that each Hermitian unitary matrix induces a factorization of the cone \(\mathbb P_{m}\) of \(m\times m\) positive definite Hermitian matrices into geodesically convex subsets and a Hadamard metric structure on \(\mathbb P_{m}\). He also gives an explicit formula for the corresponding metric midpoint operation in terms of the geometric and spectral geometric means and shows 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 a finite number of positive definite matrices are also studied.
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positive definite matrix
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geometric mean
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spectral geometric mean
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Hermitian unitary matrix
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Factorization
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Hadamard space
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cone
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