The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks

DOI10.1137/15M102112XzbMATH Open1347.15035MaRDI QIDQ2818271FDOQ2818271

Authors: B. Jeuris, Raf Vandebril 

Publication date: 7 September 2016

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Recommendations

• Geometric means of structured matrices
• Rank-preserving geometric means of positive semi-definite matrices
• A monotone geometric mean for a class of Toeplitz matrices
• Algorithms for approximating means of semi-infinite quasi-Toeplitz matrices
• The Riemannian mean of positive matrices

zbMATH Keywords

Riemannian manifoldsdifferential geometrymatrix meangreedy approximationoptimization on manifoldsToeplitz-block block-Toeplitz matricesKähler mean

Mathematics Subject Classification ID

Methods of local Riemannian geometry (53B21) Toeplitz, Cauchy, and related matrices (15B05) Means (26E60)

Cites Work

• Title not available (Why is that?)
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• Title not available (Why is that?)
• Algorithms for the Geronimus transformation for orthogonal polynomials on the unit circle
• Riemannian center of mass and mollifier smoothing
• Title not available (Why is that?)
• An Algorithm for the Inversion of Finite Toeplitz Matrices
• Geometric means
• Positive definite matrices
• Title not available (Why is that?)
• Weighted deterministic walks for the least squares mean on Hadamard spaces
• Title not available (Why is that?)
• Computing medians and means in Hadamard spaces
• Spectral Properties of Banded Toeplitz Matrices
• Koszul information geometry and Souriau geometric temperature/capacity of Lie group thermodynamics
• Probability, Convexity, and Harmonic Maps with Small Image I: Uniqueness and Fine Existence
• Symplectic Geometry
• On Positive Harmonic Functions
• Computing the Karcher mean of symmetric positive definite matrices
• A survey and comparison of contemporary algorithms for computing the matrix geometric mean
• Geometric means of structured matrices
• Orthogonal matrix polynomials and applications
• The Analytic Theory of Matrix Orthogonal Polynomials
• Title not available (Why is that?)
• Schur Parametrization of Positive Definite Block-Toeplitz Systems
• Orthogonal polynomial matrices on the unit circle
• Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations
• On horospheres and holomorphic endomorfisms of the Siegel disc
• A new autoregressive spectrum analysis algorithm
• Information geometry of covariance matrix: Cartan-Siegel homogeneous bounded domains, Mostow/Berger fibration and Fréchet median
• Computationally efficient two-dimensional Capon spectrum analysis.
• An Extension Problem for Non-negative Hermitian Block Toeplitz Matrices. II
• Collected matrix derivative results for forward and reverse mode algorithmic differentiation
• Medians and means in Riemannian geometry: existence, uniqueness and computation
• Eidetic Reduction of Information Geometry Through Legendre Duality of Koszul Characteristic Function and Entropy: From Massieu–Duhem Potentials to Geometric Souriau Temperature and Balian Quantum Fisher Metric

Cited In (10)

• Kernel structure of block Hankel and Toeplitz matrices and partial realization
• Geometric means of quasi-Toeplitz matrices
• From Bayesian inference to MCMC and convex optimisation in Hadamard manifolds
• Classification in the Siegel space for vectorial autoregressive data
• Online learning of Riemannian hidden Markov models in homogeneous Hadamard spaces
• On the inversion of the block double-structured and of the triple-structured Toeplitz matrices and on the corresponding reflection coefficients
• The operator system of Toeplitz matrices
• The exponential of quasi block-Toeplitz matrices
• On the structure of the inverse to Toeplitz-block Toeplitz matrices and of the corresponding polynomial reflection coefficients
• A geometric mean for Toeplitz and Toeplitz-block block-Toeplitz matrices

Uses Software

• Matrix Means Toolbox

This page was built for publication: The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2818271)