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Geometric matrix midranges

Accepted version
Peer-reviewed

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Type

Article

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Authors

MOSTAJERAN, C 
GRUSSLER, C 
SEPULCHRE, R 

Abstract

We define geometric matrix midranges for positive definite Hermitian matrices and study the midrange problem from a number of perspectives. Special attention is given to the midrange of two positive definite matrices before considering the extension of the problem to N>2 matrices. We compare matrix midrange statistics with the scalar and vector midrange problem and note the special significance of the matrix problem from a computational standpoint. We also study various aspects of geometric matrix midrange statistics from the viewpoint of linear algebra, differential geometry and convex optimization.

Description

Keywords

positive definite matrices, statistics, optimization, matrix means, midranges, Thompson metric, minimal geodesic, affine-invariance

Journal Title

SIAM Journal on Matrix Analysis and Applications

Conference Name

Journal ISSN

0895-4798
1095-7162

Volume Title

41

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Rights

All rights reserved
Sponsorship
European Research Council (670645)
ECH2020 EUROPEAN RESEARCH COUNCIL (ERC) (670645)