Approximation schemes for functions of positive-definite matrix values

DOI10.1093/IMANUM/DRS049MaRDI QIDQ2856628zbMATH OpenOpenAlexFDO

Authors Nir Sharon, Uri Itai

Publication date 30 October 2013

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/8adc9420e61c54c7167e0c92f00b9a2016e543a6

zbMATH Keywords

Bernstein operatorcorner cutting schemeerror boundmatrix meanmatrix valued functionpositive definite matrixsubdivision schemeunivariate function

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Means (26E60) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Operator means involving linear operators, shorted linear operators, etc. (47A64) Algorithms for approximation of functions (65D15) Computer-aided design (modeling of curves and surfaces) (65D17) Numerical computation of matrix exponential and similar matrix functions (65F60)

Review text

This paper investigates matrix means for positive definite matrices in light of approximating matrix functions on this matrix manifold. It studies subdivision schemes such as corner cutting schemes, and Bernstein operators to approximate the matrix exp-log and geometric mean functions of positive definite matrices. It is shown that many of the algebraic and geometric properties of such schemes are derived from the properties of the matrix means such as order preserving or order reversing. In particular, the geometric matrix mean preserves more matrix properties such as monotonicity and convexity than the exp-log matrix mean does.NEWLINENEWLINEError bounds for approximating univariate positive definite matrix functions with these schemes are established for all admissible matrix means.

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Cited in

(13)

• Conditioning analysis of positive definite matrices by approximate factorizations
• Analog approach for the eigen-decomposition of positive definite matrices
• Univariate subdivision schemes for noisy data with geometric applications
• Semidefinite approximations of the matrix logarithm
• Approximating the derivative of manifold-valued functions
• A global approach to the refinement of manifold data
• Direction-Preserving and Schur-Monotonic Semiseparable Approximations of Symmetric Positive Definite Matrices
• Matrix Approaches for Variable Precision Rough Approximations
• Subdivision schemes for positive definite matrices
• scientific article; zbMATH DE number 3927567 (Why is no real title available?)
• Preserving Positive Definiteness in Hierarchically Semiseparable Matrix Approximations
• scientific article; zbMATH DE number 1422832 (Why is no real title available?)
• Manifold-valued subdivision schemes based on geodesic inductive averaging

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