Computing the matrix geometric mean: Riemannian versus Euclidean conditioning, implementation techniques, and a Riemannian BFGS method

DOI10.1002/nla.2321zbMath1474.65131OpenAlexW3047134914WikidataQ114235413 ScholiaQ114235413MaRDI QIDQ5140448

Pierre-Antoine Absil, Kyle A. Gallivan, Xinru Yuan, Wen Huang

Publication date: 15 December 2020

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.2321

zbMATH Keywords

symmetric positive definite matricesKarcher meanRiemannian center of masslimited-memory Riemannian BFGS methodRiemannian quasi-Newton methods

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Numerical linear algebra (65F99)

Related Items

A limited-memory Riemannian symmetric rank-one trust-region method with a restart strategy ⋮ Geometric means of quasi-Toeplitz matrices ⋮ Algorithms for approximating means of semi-infinite quasi-Toeplitz matrices

Uses Software

• LAPACK
• Matlab
• BLAS
• Matrix Means Toolbox
• ROPTLIB