The geometry of mixed-Euclidean metrics on symmetric positive definite matrices

DOI10.1016/J.DIFGEO.2022.101867MaRDI QIDQ2669005zbMATH OpenOpenAlexWikidataFDO

Authors Yann Thanwerdas, Xavier Pennec

Publication date 9 March 2022

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2111.02990

zbMATH Keywords

Riemannian geometryinformation geometrysymmetric positive definite matrices\((ualpha-Procrustes metricsmixed-Euclidean metricsv)\)-divergence

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Local Riemannian geometry (53B20) Differential geometric aspects of statistical manifolds and information geometry (53B12) Information geometry (statistical aspects) (62B11)

Abstract: Several Riemannian metrics and families of Riemannian metrics were defined on the manifold of Symmetric Positive Definite (SPD) matrices. Firstly, we formalize a common general process to define families of metrics: the principle of deformed metrics. We relate the recently introduced family of alpha-Procrustes metrics to the general class of mean kernel metrics by providing a sufficient condition under which elements of the former belongs to the latter. Secondly, we focus on the principle of balanced bilinear forms that we recently introduced. We give a new sufficient condition under which the balanced bilinear form is a metric. It allows us to introduce the Mixed-Euclidean (ME) metrics which generalize the Mixed-Power-Euclidean (MPE) metrics. We unveal their link with the (u, v)-divergences and the ($alpha$, $$)-divergences of information geometry and we provide an explicit formula of the Riemann curvature tensor. We show that the sectional curvature of all ME metrics can take negative values and we show experimentally that the sectional curvature of all MPE metrics but the log-Euclidean, power-Euclidean and power-affine metrics can take positive values.

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Cited in

(7)

• Generalization of the Hilbert metric to the space of positive definite matrices
• A graph-theoretic approach to detection of Parkinsonian freezing of gait from videos
• Geometric properties of positive definite matrices cone with respect to the Thompson metric
• Exploration of balanced metrics on symmetric positive definite matrices
• Structure of Hiai-Petz parametrized geometry for positive definite matrices
• Preserving problems of geodesic-affine maps and related topics on positive definite matrices
• Is affine-invariance well defined on SPD matrices? A principled continuum of metrics

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