Monotonic properties of the least squares mean

DOI10.1007/S00208-010-0603-6zbMATH Open1229.15024arXiv1007.4792OpenAlexW1984360776MaRDI QIDQ641850FDOQ641850

Jimmie D. Lawson, Yongdo Lim

Publication date: 25 October 2011

Published in: Mathematische Annalen (Search for Journal in Brave)

Abstract: We settle an open problem of several years standing by showing that the least-squares mean for positive definite matrices is monotone for the usual (Loewner) order. Indeed we show this is a special case of its appropriate generalization to partially ordered complete metric spaces of nonpositive curvature. Our techniques extend to establish other basic properties of the least squares mean such as continuity and joint concavity. Moreover, we introduce a weighted least squares means and extend our results to this setting.

Full work available at URL: https://arxiv.org/abs/1007.4792

zbMATH Keywords

weighted least squarespositive definite matricesgeometric meantrace metricLoewner orderingleast squares mean

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Miscellaneous inequalities involving matrices (15A45) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Means (26E60) Operator means involving linear operators, shorted linear operators, etc. (47A64)

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Cited In (72)

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• Weighted Karcher means on unipotent Lie groups
• Estimates of Ando–Hiai-type inequalities on operator power means
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• Averaging Symmetric Positive-Definite Matrices
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