Multi-variable weighted geometric means of positive definite matrices (Q2431192): Difference between revisions

\textit{T. Ando, C.-K. Li} and \textit{R. Mathias} [``Geometric means'', Linear Algebra Appl. 385, 305--334 (2004; Zbl 1063.47013)] established a successful definition of \(n\)-variable geometric mean of positive definite matrices and some of its properties extending those of the geometric mean permutation invariance, self-duality, continuity, monotonicity, etc. The authors define a family of weighted geometric means for all \(n\)-tuples of positive definite matrices. Each of these weighted geometric means interpolates between the weighted ALM \((t=0_{n})\) and BMP (\(t=1_{n})\) geometric means (ALM and BMP geometric means have been defined by Ando, Li and Mathias [loc cit.] and \textit{D. A. Bini, B. Meini} and \textit{F. Poloni} [Math. Comput. 79, No. 269, 437--452 (2010; Zbl 1194.65065)], respectively). They show that the weighted geometric means satisfy multidimensional versions of all properties that one would expect for a two-variable weighted geometric mean.