Best approximation in Riemannian geodesic submanifolds of positive definite matrices

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Abstract

We explicitly describe the best approximation in geodesic submanifolds of positive definite matrices obtained from involutive congruence transformations on the Cartan-Hadamard manifold Sym(n, ℝ)++ of positive definite matrices. An explicit calculation for the minimal distance function from the geodesic submanifold Sym(p, ℝ)++ × Sym(q, ℝ)++ block diagonally embedded in Sym(n, ℝ)++ is given in terms of metric and spectral geometric means, Cayley transform, and Schur complements of positive definite matrices when p ≤ 2 or q ≤ 2.

Original languageEnglish
Pages (from-to)776-793
Number of pages18
JournalCanadian Journal of Mathematics
Volume56
Issue number4
DOIs
StatePublished - Aug 2004
Externally publishedYes

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