The resolvent average on symmetric cones (Q1931727)
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English | The resolvent average on symmetric cones |
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The resolvent average on symmetric cones (English)
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16 January 2013
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Let \(V\) be an Euclidean Jordan algebra with identity \(e\), let \(\Omega \) be the interior of the set of all square elements of \(V\), let \(\Delta _{m}\) be the set of all probability vectors in \(\mathbb{R}^{m}\) with strictly positive components, and let \(\mu \geq 0\). The authors study the resolvent average of \(\mathbf{a}=(a_{1},\dots,a_{m})\in \Omega ^{m}\) with weight vector \(\omega =(w_{1},\dots,w_{m})\in \Delta _{m}\), defined by \(R_{\mu }(\omega ;\mathbf{a})=[\sum_{i=1}^{m}w_{i}(a_{i}+\mu e)^{-1}]^{-1}-\mu e\); for \(\mu =\infty\), one sets \(R_{\infty }(\omega ;\mathbf{a})=\sum_{i=1}^{m}w_{i}a_{i}\). This notion extends the corresponding one for positive semidefinite matrices introduced by \textit{H. H. Bauschke, S. M. Moffat} and \textit{X. Wang} [Linear Algebra Appl. 432, No. 7, 1757--1771 (2010; Zbl 1191.15024)].
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symmetric cone
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resolvent average
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convex analysis
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Euclidean Jordan algebra
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