Geometry of matrix decompositions seen through optimal transport and information geometry (Q2361269)
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scientific article; zbMATH DE number 6737463
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| English | Geometry of matrix decompositions seen through optimal transport and information geometry |
scientific article; zbMATH DE number 6737463 |
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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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0.7975451350212097
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0.7367311716079712
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0.7310724854469299
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0.725907564163208
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0.7244080305099487
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