Regularization and Interpolation of Positive Matrices

DOI10.1109/TAC.2017.2749258MaRDI QIDQ4567187zbMATH OpenOpenAlexFDO

Authors Kaoru Yamamoto, Yongxin Chen, Lipeng Ning, Tryphon T. Georgiou, Allen Tannenbaum

Publication date 27 June 2018

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1611.07945

Mathematics Subject Classification ID

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

Abstract: We consider certain matricial analogues of optimal mass transport of positive definite matrices of equal trace. The framework is motivated by the need to devise a suitable geometry for interpolating positive definite matrices in ways that allow controlling the apparent tradeoff between "aligning up their eigenstructure" and "scaling the corresponding eigenvalues". Indeed, motivation for this work is provided by power spectral analysis of multivariate time series where, linear interpolation between matrix-valued power spectra generates push-pop artifacts. Push-pop of power distribuion is objectionable as it corresponds to unrealistic response of scatterers.

Cited in

(4)

• Wasserstein geometry of quantum states and optimal transport of matrix-valued measures
• The linear interpolation problem for totally positive matrices
• Full rank positive matrix symbols: interpolation and orthogonality
• Interpolation of positive matrices by quantum-inspired optimal control

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