Geometry of matrix decompositions seen through optimal transport and information geometry (Q2361269)

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Geometry of matrix decompositions seen through optimal transport and information geometry
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    Geometry of matrix decompositions seen through optimal transport and information geometry (English)
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    30 June 2017
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    matrix decompositions
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    polar decomposition
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    optimal transport
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    Wasserstein geometry
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    Otto calculus
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    entropy gradient flow
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    Lyapunov equation
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    information geometry
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    Fisher-Rao metric
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    \(QR\) decomposition
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    Iwasawa decomposition
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    Cholesky decomposition
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    spectral decomposition
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    singular value decomposition
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    isospectral flow
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    Toda flow
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    Brockett flow
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    double bracket flow
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    orthogonal group
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    Hessian metric
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    multivariate Gaussian distribution
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    Riemannian manifold
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    numerical example
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