Geometric matrix midranges

DOI10.1137/19M1273475MaRDI QIDQ5146701zbMATH OpenOpenAlexFDO

Authors Cyrus Mostajeran, Christian Grussler, Rodolphe Sepulchre

Publication date 26 January 2021

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.04188

zbMATH Keywords

affine-invariancematrix meansmidrangesminimal geodesicoptimizationpositive definite matricesstatisticsThompson metric

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Geodesics in global differential geometry (53C22) Nonconvex programming, global optimization (90C26)

Abstract: We define geometric matrix midranges for positive definite Hermitian matrices and study the midrange problem from a number of perspectives. Special attention is given to the midrange of two positive definite matrices before considering the extension of the problem to $N>2$ matrices. We compare matrix midrange statistics with the scalar and vector midrange problem and note the special significance of the matrix problem from a computational standpoint. We also study various aspects of geometric matrix midrange statistics from the viewpoint of linear algebra, differential geometry and convex optimization.

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Cited in

(2)

• Affine-invariant midrange statistics
• Differential geometry with extreme eigenvalues in the positive semidefinite cone

Describes a project that uses

Uses Software

• ARPACK
• CVX
• UNLocBoX
• Matrix Means Toolbox
• SeDuMi Interface

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