Geometry of matrix decompositions seen through optimal transport and information geometry

DOI10.3934/jgm.2017014zbMath1368.15010arXiv1601.01875OpenAlexW3098958569MaRDI QIDQ2361269

Klas Modin

Publication date: 30 June 2017

Published in: Journal of Geometric Mechanics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01875

zbMATH Keywords

numerical exampleLyapunov equationsingular value decompositionorthogonal groupRiemannian manifoldspectral decompositionpolar decompositioninformation geometryisospectral flowIwasawa decompositionoptimal transportCholesky decompositionmatrix decompositionsFisher-Rao metricWasserstein geometrydouble bracket flowHessian metric\(QR\) decompositionmultivariate Gaussian distributionToda flowOtto calculusBrockett flowentropy gradient flow

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21)

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Pseudo-Riemannian geometry encodes information geometry in optimal transport, Unsupervised manifold learning with polynomial mapping on symmetric positive definite matrices, Lie-Poisson methods for isospectral flows, Convergence of the vertical gradient flow for the Gaussian Monge problem, On Optimal Transport of Matrix-Valued Measures, Natural gradient via optimal transport, The Schrödinger problem on the non-commutative Fisher-Rao space, Optimal transport natural gradient for statistical manifolds with continuous sample space, A Casimir preserving scheme for long-time simulation of spherical ideal hydrodynamics, Accelerated information gradient flow, Transport information Bregman divergences, Matrix versions of the Hellinger distance, On the Bures-Wasserstein distance between positive definite matrices, Geometric hydrodynamics and infinite-dimensional Newton’s equations, Structure-preserving deep learning, Schrödinger encounters Fisher and Rao: a survey

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