Ordering Positive Definite Matrices
Differential Geometry
2020-06-05 v5
Abstract
We introduce new partial orders on the set of positive-definite matrices of dimension derived from the homogeneous geometry of induced by the natural transitive action of the general linear group . The orders are induced by affine-invariant cone fields, which arise naturally from a local analysis of the orders that are compatible with the homogeneous structure of . We then take a geometric approach to the study of monotone functions on and establish a number of relevant results, including an extension of the well-known L\"owner-Heinz theorem derived using differential positivity with respect to affine-invariant cone fields.
Cite
@article{arxiv.1712.02573,
title = {Ordering Positive Definite Matrices},
author = {Cyrus Mostajeran and Rodolphe Sepulchre},
journal= {arXiv preprint arXiv:1712.02573},
year = {2020}
}