Uniqueness questions in a scaling-rotation geometry on the space of symmetric positive-definite matrices

DOI10.1016/J.DIFGEO.2021.101798MaRDI QIDQ2665762zbMATH OpenOpenAlexWikidataFDO

Authors David Groisser, Sungkyu Jung, Armin Schwartzman

Publication date 19 November 2021

Published in Differential Geometry and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.03237

zbMATH Keywords

eigen-decompositiongeometric structures on quotient spacesgeometry of Grassmanniansminimal smooth scaling-rotationprincipal anglessigned-permutation groupstratified spaces

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Orthogonal and unitary groups in metric geometry (51F25) General geometric structures on manifolds (almost complex, almost product structures, etc.) (53C15) Global Riemannian geometry, including pinching (53C20) Geodesics in global differential geometry (53C22) Specialized structures on manifolds (spin manifolds, framed manifolds, etc.) (57R15)

Abstract: Jung et al. (2015) introduced a geometric structure on ${mSym}^{+}(p)$, the set of $pimesp$ symmetric positive-definite matrices, based on eigen-decomposition. Eigenstructure determines both a stratification of ${mSym}^{+}(p)$, defined by eigenvalue multiplicities, and fibers of the "eigen-composition" map $F:M(p):=SO(p)imes{mDiag}^{+}(p)o{mSym}^{+}(p)$. When $M(p)$ is equipped with a suitable Riemannian metric, the fiber structure leads to notions of scaling-rotation distance between $X,Yin{mSym}^{+}(p)$, the distance in $M(p)$ between fibers $F^{-1}(X)$ and $F^{-1}(Y)$, and minimal smooth scaling-rotation (MSSR) curves, images in ${mSym}^{+}(p)$ of minimal-length geodesics connecting two fibers. In this paper we study the geometry of the triple $(M(p),F,{mSym}^{+}(p))$, focusing on some basic questions: For which $X,Y$ is there a unique MSSR curve from $X$ to $Y$? More generally, what is the set $calM(X,Y)$ of MSSR curves from $X$ to $Y$? This set is influenced by two potential types of non-uniqueness. We translate the question of whether the second type can occur into a question about the geometry of Grassmannians $$, with $m$ even, that we answer for $pleq4$ and $pgeq11$. Our method of proof also yields an interesting half-angle formula concerning principal angles between subspaces of $$ whose dimensions may or may not be equal. The general-$p$ results concerning MSSR curves and scaling-rotation distance that we establish here underpin the explicit $p=3$ results in Groisser et al. (2017). Addressing the uniqueness-related questions requires a thorough understanding of the fiber structure of $M(p)$, which we also provide.

Review text

The notion of geometric structure on symmetric positive-definite (SPD) matrices introduced in [\textit{S. Jung} et al., SIAM J. Matrix Anal. Appl. 36, No. 3, 1180--1201 (2015; Zbl 1321.15020)]. The analysis of symmetric positive-definite (SPD) matrices as data objects arises in many contexts. Geometric structure on symmetric positive-definite (SPD) matrices have had an important role in several classical problems of geometric measure theory and mathematical physics and biological. Several authors study the geometric structure on symmetric positive-definite (SPD) matrices [\textit{V. Arsigny} et al., SIAM J. Matrix Anal. Appl. 29, No. 1, 328--347 (2007; Zbl 1144.47015); \textit{S. Bonnabel} and \textit{R. Sepulchre}, SIAM J. Matrix Anal. Appl. 31, No. 3, 1055--1070 (2010; Zbl 1220.47025); \textit{I. L. Dryden} et al., Ann. Appl. Stat. 3, No. 3, 1102--1123 (2009; Zbl 1196.62063); \textit{P. T. Fletcher} and \textit{S. Joshi}, Signal Process. 87, No. 2, 250--262 (2007; Zbl 1186.94126); \textit{S. Jung} and \textit{X. Qiao}, Biometrics 70, No. 3, 536--545 (2014; Zbl 1299.62124); \textit{M. Moakher}, SIAM J. Matrix Anal. Appl. 26, No. 3, 735--747 (2005; Zbl 1079.47021); \textit{M. Moakher} and \textit{M. Zéraï}, J. Math. Imaging Vis. 40, No. 2, 171--187 (2011; Zbl 1255.68195); \textit{H. Zhu} et al., J. Am. Stat. Assoc. 104, No. 487, 1203--1212 (2009; Zbl 1388.62198); \textit{D. Groisser} et al., Electron. J. Stat. 11, No. 1, 1092--1159 (2017; Zbl 1361.53061)]. In this paper authors investigate a geometric structure on symmetric positive-definite (\(\operatorname{Sym}^{+}(p)\)) matrices (\(p\times p\) symmetric positive-definite matrices). The principal objective in this paper are uniqueness-related issues that arise in studying minimal smooth scaling-rotation (MSSR) curves in \(\operatorname{Sym}^{+}(p)\). (A minimal smooth scaling-rotation curve in \(\operatorname{Sym}^{+}(p)\) is the image under the map \(F\) of an \(F\)-minimal geodesic (where \(F: M(p)=\operatorname{SO}(p)\times \operatorname{Diag}^{+}(p)\longrightarrow \operatorname{Sym}^{+}(p)\) a smooth surjective map, defined by \(F(U,D)=UDU^{T},\) \(U\in \operatorname{SO}(p)\)(-special orthogonal \(p\times p\) matrices), \(D\in \operatorname{Diag}^{+}(p)\) (\(p\times p\) diagonal matrices with positive diagonal entries).

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Cited in

(4)

• Geometric foundations for scaling-rotation statistics on symmetric positive definite matrices: minimal smooth scaling-rotation curves in low dimensions
• Scaling-rotation distance and interpolation of symmetric positive-definite matrices
• Totally geodesic submanifolds in the manifold SPD of symmetric positive-definite real matrices
• Averaging symmetric positive-definite matrices on the space of eigen-decompositions

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