Operator means of probability measures and generalized Karcher equations (Q904036)
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English | Operator means of probability measures and generalized Karcher equations |
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Operator means of probability measures and generalized Karcher equations (English)
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15 January 2016
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Let \(\mathbb P\) denote the cone of positive definite matrices of order \(n\) with complex entries. The \textit{weighted multivariable geometric mean} or \textit{Karcher mean} of the \(k\)-tuple \(\mathbb A:=(A_1,A_2,\dots,A_k)\in\mathbb P^k\) relative to the \textit{positive probability vector} \(\omega:=(w_1,w_2,\dots,w_k)\) is defined as the center of mass \(\Lambda(w_1,w_2,\dots,w_k;A_1,A_2,\dots, A_k):=\arg\min_X\sum_{i=1}^kw_id^2(X,A_i)\), where \(X\) runs over \(\mathbb P\). Here \(d\) denotes the Riemannian distance on the manifold \(\mathbb P\). It is known that the Karcher mean is the unique positive definite solution of the corresponding Karcher equation: \(\sum_{i=1}^kw_i \log(X^{-1}A_i)=0\). Among other things, the author extends the theory of the Karcher mean by taking any operator monotone function instead of the logarithmic function in the Karcher equation. Another generalization that is considered is to replace the sums by integrals with respect to probability measures supported on \(\mathbb P\). In order to prove his results, the author, among other things, deduces a generalized form of the Karcher mean via strictly geodesically convex divergence functions and obtains certain new integral formulae. The framework for these results is based on contraction results relative to the Thompson metric, which yield nonlinear contraction semigroups in the cone of positive definite operators.
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operator monotone function
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operator mean
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Karcher mean
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