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

barycentregeometric meanmatrix divergencerelative entropystrict convexity

Mathematics Subject Classification ID

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

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.

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Cited in

(44)

• Correction to: ``Matrix versions of the Hellinger distance
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• The -z-Bures Wasserstein divergence
• Geodesic in-betweenness for means of several matrices
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