Ordering positive definite matrices

DOI10.1007/S41884-018-0003-7MaRDI QIDQ1713659zbMATH OpenOpenAlexWikidataFDO

Authors Cyrus Mostajeran, Rodolphe Sepulchre

Publication date 28 January 2019

Published in Information Geometry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1712.02573

zbMATH Keywords

monotone functionspartial orderspositive definite matricesmatrix meansmonotone flowsdifferential positivity

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Monotone flows as dynamical systems (37C65) Monotone operators and generalizations (47H05) Monotone systems involving ordinary differential equations (34C12)

Abstract: We introduce new partial orders on the set $S_n^{+}$ of positive-definite matrices of dimension $n$ derived from the homogeneous geometry of $S_n^{+}$ induced by the natural transitive action of the general linear group $GL(n)$. The orders are induced by affine-invariant cone fields, which arise naturally from a local analysis of the orders that are compatible with the homogeneous structure of $S_n^{+}$. We then take a geometric approach to the study of monotone functions on $S_n^{+}$ and establish a number of relevant results, including an extension of the well-known L"owner-Heinz theorem derived using differential positivity with respect to affine-invariant cone fields.

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Cited in

(9)

• On second-order cone positive systems
• New order structure on the set of real symmetric \(2\times 2\) matrices
• Ordering of transformed recorded electroencephalography (EEG) signals by a novel precede operator
• The expanded Siler lattice
• The CEPGD-inverse for square matrices
• Differential geometry with extreme eigenvalues in the positive semidefinite cone
• A partial ordering approach to characterize properties of a pair of orthogonal projectors
• Affine-invariant orders on the set of positive-definite matrices
• Geometric matrix midranges

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