Computing the Karcher mean of symmetric positive definite matrices

DOI10.1016/J.LAA.2011.08.052zbMATH Open1268.15007OpenAlexW2133323250MaRDI QIDQ1940322FDOQ1940322

Authors: Dario A. Bini, Bruno Iannazzo 

Publication date: 6 March 2013

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2011.08.052

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zbMATH Keywords

numerical experimentspositive definite matrixKarcher meanmatrix geometric meangradient descent algorithmglobal quadratic convergencelocal linear convergence

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Matrix equations and identities (15A24)

Cites Work

• Functions of Matrices
• Title not available (Why is that?)
• A Panoramic View of Riemannian Geometry
• Riemannian geometry and matrix geometric means
• On the averaging of symmetric positive-definite tensors
• A Riemannian framework for tensor computing
• Title not available (Why is that?)
• A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
• Riemannian geometry for the statistical analysis of diffusion tensor data
• A note on computing matrix geometric means

Cited In (48)

• Kernel density estimation on spaces of Gaussian distributions and symmetric positive definite matrices
• A locally quadratic convergent method to compute the Karcher mean of SPD matrices
• Intrinsic representation of tangent vectors and vector transports on matrix manifolds
• Geometric means of structured matrices
• Geometric means of quasi-Toeplitz matrices
• New deterministic approaches to the least square mean
• On the semidefinite representation of real functions applied to symmetric matrices
• Geometric optimization in machine learning
• The geometric mean of two matrices from a computational viewpoint.
• Matrix geometric means based on shuffled inductive sequences
• Algorithms for approximating means of semi-infinite quasi-Toeplitz matrices
• Online learning of Riemannian hidden Markov models in homogeneous Hadamard spaces
• Weighted deterministic walks for the least squares mean on Hadamard spaces
• Matrix power means and the Karcher mean
• The power mean and the least squares mean of probability measures on the space of positive definite matrices
• On the matrix square root via geometric optimization
• Averaging symmetric positive-definite matrices
• Ergodic theorem in CAT(0) spaces in terms of inductive means
• Weighted Karcher means on unipotent Lie groups
• Infinite-dimensional log-determinant divergences between positive definite Hilbert-Schmidt operators
• Deterministic walks and quasi-subgradient methods for the Karcher mean on NPC spaces
• Alpha-beta log-determinant divergences between positive definite trace class operators
• Analyticity of the Karcher mean coefficient maps
• Exact low-order polynomial expressions to compute the Kolmogoroff–Nagumo mean in the affine symplectic group of optical transference matrices
• A Broyden class of quasi-Newton methods for Riemannian optimization
• Gradient method for optimization on Riemannian manifolds with lower bounded curvature
• Title not available (Why is that?)
• The Karcher mean of linearly independent triples
• A monotone geometric mean for a class of Toeplitz matrices
• Nonhomogeneous Karcher equations with vector fields on positive definite matrices
• Assignment flow for order-constrained OCT segmentation
• The Karcher mean of three variables and quadric surfaces
• Karcher means and Karcher equations of positive definite operators
• From covariance matrices to covariance operators: data representation from finite to infinite-dimensional settings
• The derivative of the matrix geometric mean with an application to the nonnegative decomposition of tensor grids
• The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks
• Geometric matrix midranges
• Conic geometric optimization on the manifold of positive definite matrices
• Incremental gradient method for Karcher mean on symmetric cones
• Stein-based preconditioners for weak-constraint 4D-var
• Computing Riemannian center of mass on Hadamard manifolds
• Tracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian Optimization
• An approach to the log-Euclidean mean via the Karcher mean on symmetric cones
• A majorization-minimization algorithm for computing the Karcher mean of positive definite matrices
• First order methods for optimization on Riemannian manifolds
• Carlson's iterative mean algorithm of positive definite matrices
• Riemannian optimization via Frank-Wolfe methods
• Combinatorial convexity in Hadamard manifolds: existence for equilibrium problems

Uses Software

• Matrix Means Toolbox

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