Matrix versions of the Hellinger distance

DOI10.1007/S11005-019-01156-0MaRDI QIDQ2318010zbMATH OpenOpenAlexFDO

Authors Rajendra Bhatia, Stéphane Gaubert, Tanvi Jain

Publication date 13 August 2019

Published in Letters in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.01378

zbMATH Keywords

relative entropygeometric meanstrict convexitybarycentrematrix divergence

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Positive matrices and their generalizations; cones of matrices (15B48) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Optimality conditions for minimax problems (49K35) Quantum information, communication, networks (quantum-theoretic aspects) (81P45) General theory of distance geometry (51K05)

Abstract: On the space of positive definite matrices we consider distance functions of the form $d(A,B)=left[rmathcalA(A,B)-rmathcalG(A,B)ight{]}^{1/2},$ where $mathcalA(A,B)$ is the arithmetic mean and $mathcalG(A,B)$ is one of the different versions of the geometric mean. When $mathcalG(A,B)=A^{1/2}{B}^{1/2}$ this distance is $|A^{1/2}-B^{1/2}{|}_2,$ and when $mathcalG(A,B)=(A^{1/2}B{A}^{1/2}{)}^{1/2}$ it is the Bures-Wasserstein metric. We study two other cases: $mathcalG(A,B)=A^{1/2}(A^{-1/2}B{A}^{-1/2}{)}^{1/2}{A}^{1/2},$ the Pusz-Woronowicz geometric mean, and $$ the log Euclidean mean. With these choices $d(A,B)$ is no longer a metric, but it turns out that $d^2(A,B)$ is a divergence. We establish some (strict) convexity properties of these divergences. We obtain characterisations of barycentres of $m$ positive definite matrices with respect to these distance measures.

Recommendations

• On the Bures-Wasserstein distance between positive definite matrices
• Divergence measures and means of symmetric positive-definite matrices
• Means of Hermitian positive-definite matrices based on the log-determinant \(\alpha\)-divergence function
• Bures-Wasserstein geometry for positive-definite Hermitian matrices and their trace-one subset
• Some geometric properties of matrix means with respect to different metrics

Cites work

• scientific article; zbMATH DE number 5131267 (Why is no real title available?)
• scientific article; zbMATH DE number 1284257 (Why is no real title available?)
• scientific article; zbMATH DE number 1046019 (Why is no real title available?)
• scientific article; zbMATH DE number 967931 (Why is no real title available?)
• A Minkowski type trace inequality and strong subadditivity of quantum entropy. II: Convexity and concavity
• A unified treatment of convexity of relative entropy and related trace functions, with conditions for equality
• Barycenters in the Wasserstein space
• Clustering with Bregman divergences.
• Concavity of certain maps on positive definite matrices and applications to Hadamard products
• Convex Analysis
• Functional calculus for sesquilinear forms and the purification map
• Geodesic distances on density matrices
• Geometric Means in a Novel Vector Space Structure on Symmetric Positive‐Definite Matrices
• Geometric means
• Geometry of Quantum States
• Geometry of matrix decompositions seen through optimal transport and information geometry
• Inequalities between means of positive operators
• Information geometry and its applications
• Joint and separate convexity of the Bregman distance.
• Matrix Nearness Problems with Bregman Divergences
• Matrix power means and the Karcher mean
• Means of Hermitian positive-definite matrices based on the log-determinant \(\alpha\)-divergence function
• Norm derivatives on spaces of operators
• Norm inequalities related to the matrix geometric mean
• On the Bures-Wasserstein distance between positive definite matrices
• On the joint convexity of the Bregman divergence of matrices
• Positive definite matrices and the S-divergence
• Quantum \(f\)-divergences and error correction
• Riemannian geometry for the statistical analysis of diffusion tensor data
• Strong convexity of sandwiched entropies and related optimization problems
• The Burbea-Rao and Bhattacharyya Centroids
• The Riemannian mean of positive matrices
• Unitary approximation of positive operators
• Variational Analysis
• Wasserstein geometry of Gaussian measures

Cited in

(32)

• Generalized Hellinger metric and Audenaert's in-betweenness
• Means of Hermitian positive-definite matrices based on the log-determinant \(\alpha\)-divergence function
• Quantum divergences with \(p\)-power means
• On the Bures-Wasserstein distance between positive definite matrices
• ON SOME TSALLIS RELATIVE OPERATOR ENTROPY PROPERTIES RELATED TO HELLINGER METRICS
• Some geometric properties of matrix means with respect to different metrics
• Divergence measures and means of symmetric positive-definite matrices
• Right mean for the \(\alpha - z\) Bures-Wasserstein quantum divergence
• \(\alpha\)-\(z\)-Rényi relative entropy related quantities and their preservers
• Right Rényi mean and tensor product
• The distance matrix of caterpillar
• Monotonicity of a quantum 2-Wasserstein distance
• The \(\alpha\)-\(z\)-Bures Wasserstein divergence
• On certain order properties of non Kubo-Ando means in operator algebras
• On a parametric family of distance measures that includes the Hellinger and the Bures distances
• Positive definite matrices and the S-divergence
• Quasi-arithmetic centers, quasi-arithmetic mixtures, and the Jensen-Shannon \(\nabla \)-divergences
• Quantum Hellinger distances revisited
• Structured condition number for a certain class of functions of non-commuting matrices
• On quantum optimal transport
• On new quantum divergences
• Applications of the automatic additivity of positive homogeneous order isomorphisms between positive definite cones in \(C^*\)-algebras
• Decomposition and graphical correspondence analysis of checkerboard copulas
• Geodesic in-betweenness for means of several matrices
• Optimization of quantum divergences between unitary orbits
• Correction to: ``Matrix versions of the Hellinger distance
• Some notes on quantum Hellinger divergences with Heinz means
• Metrics induced by certain Hilbert-Schmidt fidelities on positive semi-definite matrices
• Bures-Wasserstein geometry for positive-definite Hermitian matrices and their trace-one subset
• Divergences on symmetric cones and medians
• A generalized matrix power mean and a new quantum Hellinger divergence
• Maps on positive definite cones of 𝐶*-algebras preserving the Wasserstein mean

This page was built for publication: Matrix versions of the Hellinger distance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2318010)