English

Riemannian metrics on positive definite matrices related to means

Mathematical Physics 2008-11-08 v3 Functional Analysis math.MP

Abstract

The Riemannian metric on the manifold of positive definite matrices is defined by a kernel function ϕ\phi in the form KDϕ(H,K)=i,jϕ(λi,λj)1TrPiHPjKK_D^\phi(H,K)=\sum_{i,j}\phi(\lambda_i,\lambda_j)^{-1} Tr P_iHP_jK when iλiPi\sum_i\lambda_iP_i is the spectral decomposition of the foot point DD and the Hermitian matrices H,KH,K are tangent vectors. For such kernel metrics the tangent space has an orthogonal decomposition. The pull-back of a kernel metric under a mapping DG(D)D\mapsto G(D) is a kernel metric as well. Several Riemannian geometries of the literature are particular cases, for example, the Fisher-Rao metric for multivariate Gaussian distributions and the quantum Fisher information. In the paper the case ϕ(x,y)=M(x,y)θ\phi(x,y)=M(x,y)^\theta is mostly studied when M(x,y)M(x,y) is a mean of the positive numbers xx and yy. There are results about the geodesic curves and geodesic distances. The geometric mean, the logarithmic mean and the root mean are important cases.

Keywords

Cite

@article{arxiv.0809.4974,
  title  = {Riemannian metrics on positive definite matrices related to means},
  author = {F. Hiai and D. Petz},
  journal= {arXiv preprint arXiv:0809.4974},
  year   = {2008}
}

Comments

28 pages