Factorizations and geometric means of positive definite matrices

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Abstract

In this paper we provide a new class of (metric) geometric means of positive definite matrices varying over Hermitian unitary matrices. We show that each Hermitian unitary matrix induces a factorization of the cone Pm of m×m positive definite Hermitian matrices into geodesically convex subsets and a Hadamard metric structure on Pm. An explicit formula for the corresponding metric midpoint operation is presented in terms of the geometric and spectral geometric means and show that the resulting two-variable mean is different to the standard geometric mean. Some basic properties comparable to those of the geometric mean and its extensions to finite number of positive definite matrices are studied.

Original languageEnglish
Pages (from-to)2159-2172
Number of pages14
JournalLinear Algebra and Its Applications
Volume437
Issue number9
DOIs
StatePublished - 1 Nov 2012

Keywords

  • Factorization
  • Geometric mean
  • Hadamard space
  • Hermitian unitary matrix
  • Positive definite matrix
  • Spectral geometric mean

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