Scaling-rotation distance and interpolation of symmetric positive-definite matrices

DOI10.1137/140967040zbMATH Open1321.15020DBLPjournals/siammax/JungSG15arXiv1406.3361OpenAlexW2110892146WikidataQ57439439 ScholiaQ57439439MaRDI QIDQ5502149FDOQ5502149

Authors: Sungkyu Jung, Armin Schwartzman, David Groisser 

Publication date: 17 August 2015

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

Abstract: We introduce a new geometric framework for the set of symmetric positive-definite (SPD) matrices, aimed to characterize deformations of SPD matrices by individual scaling of eigenvalues and rotation of eigenvectors of the SPD matrices. To characterize the deformation, the eigenvalue-eigenvector decomposition is used to find alternative representations of SPD matrices, and to form a Riemannian manifold so that scaling and rotations of SPD matrices are captured by geodesics on this manifold. The problems of non-unique eigen-decompositions and eigenvalue multiplicities are addressed by finding minimal-length geodesics, which gives rise to a distance and an interpolation method for SPD matrices. Computational procedures to evaluate the minimal scaling--rotation deformations and distances are provided for the most useful cases of $2imes2$ and $3imes3$ SPD matrices. In the new geometric framework, minimal scaling--rotation curves interpolate eigenvalues at constant logarithmic rate, and eigenvectors at constant angular rate. In the context of diffusion tensor imaging, this results in better behavior of the trace, determinant and fractional anisotropy of interpolated SPD matrices in typical cases.

Full work available at URL: https://arxiv.org/abs/1406.3361

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zbMATH Keywords

determinanteigenvalueeigenvectorgeodesicstraceeigendecompositionsymmetric positive-definite matricesRiemannian distancediffusion tensors

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of matrix norms, conditioning, scaling (65F35) Positive matrices and their generalizations; cones of matrices (15B48) Determinants, permanents, traces, other special matrix functions (15A15) Global Riemannian geometry, including pinching (53C20) Geodesics in global differential geometry (53C22)

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Cited In (14)

• SPD tensors regularization via Iwasawa decomposition
• Coordinates-Based Diffusion Over the Space of Symmetric Positive-Definite Matrices
• Interpolation on symmetric spaces via the generalized polar decomposition
• Nonparametric analysis of non-Euclidean data on shapes and images
• Full rank positive matrix symbols: interpolation and orthogonality
• Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices
• Uniqueness questions in a scaling-rotation geometry on the space of symmetric positive-definite matrices
• Stochastic modelling of symmetric positive definite material tensors
• Subdivision schemes for positive definite matrices
• Is affine-invariance well defined on SPD matrices? A principled continuum of metrics
• Geometric foundations for scaling-rotation statistics on symmetric positive definite matrices: minimal smooth scaling-rotation curves in low dimensions
• Metric statistics: exploration and inference for random objects with distance profiles
• Omnibus CLTs for Fréchet means and nonparametric inference on non-Euclidean spaces
• Data analysis on nonstandard spaces

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