Maps on positive definite matrices preserving Bregman and Jensen divergences

From MaRDI portal
Publication:5962842

DOI10.1016/J.LAA.2016.01.010zbMATH Open1336.15015arXiv1509.02316OpenAlexW2229184649MaRDI QIDQ5962842FDOQ5962842

Dániel Virosztek, József Pitrik, Lajos Molnár

Publication date: 24 February 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: In this paper we determine those bijective maps of the set of all positive definite nimesn complex matrices which preserve a given Bregman divergence corresponding to a differentiable convex function that satisfies certain conditions. We cover the cases of the most important Bregman divergences and present the precise structure of the mentioned transformations. Similar results concerning Jensen divergences and their preservers are also given.


Full work available at URL: https://arxiv.org/abs/1509.02316




Recommendations




Cites Work


Cited In (10)





This page was built for publication: Maps on positive definite matrices preserving Bregman and Jensen divergences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5962842)