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This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive…

Optimization and Control · Mathematics 2009-10-21 Silvere Bonnabel , Rodolphe Sepulchre

We present a new Riemannian metric, termed Log-Cholesky metric, on the manifold of symmetric positive definite (SPD) matrices via Cholesky decomposition. We first construct a Lie group structure and a bi-invariant metric on Cholesky space,…

Differential Geometry · Mathematics 2020-09-21 Zhenhua Lin

This paper is a self-contained exposition of the geometry of symmetric positive-definite real $n\times n$ matrices $\operatorname{SPD}(n)$, including necessary and sufficent conditions for a submanifold $\mathcal{N}…

Differential Geometry · Mathematics 2024-06-06 Alice Barbara Tumpach , Gabriel Larotonda

In this work, we generalize the probability simplex constraint to matrices, i.e., $\mathbf{X}_1 + \mathbf{X}_2 + \ldots + \mathbf{X}_K = \mathbf{I}$, where $\mathbf{X}_i \succeq 0$ is a symmetric positive semidefinite matrix of size…

Optimization and Control · Mathematics 2020-11-18 Bamdev Mishra , Hiroyuki Kasai , Pratik Jawanpuria

We consider two Riemannian geometries for the manifold $\mathcal{M}(p,m\times n)$ of all $m\times n$ matrices of rank $p$. The geometries are induced on $\mathcal{M}(p,m\times n)$ by viewing it as the base manifold of the submersion…

Optimization and Control · Mathematics 2012-09-04 P. -A. Absil , Luca Amodei , Gilles Meyer

The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The…

Machine Learning · Computer Science 2011-02-01 Gilles Meyer , Silvere Bonnabel , Rodolphe Sepulchre

Given a positive integer $p$, we consider $W^{1,p}$-maps from a Euclidean domain of dimension $p+1$ into a closed Riemannian manifold $\mathcal{N}$. The target manifold is required to satisfy suitable topological conditions; in particular,…

Functional Analysis · Mathematics 2026-05-28 Giacomo Canevari , Giandomenico Orlandi

In this paper, we present new results on the Riemannian geometry of symmetric positive semi-definite (SPSD) matrices. First, based on an existing approximation of the geodesic path, we introduce approximations of the logarithmic and…

Machine Learning · Computer Science 2020-08-05 Or Yair , Almog Lahav , Ronen Talmon

This paper introduces two explicit schemes to sample matrices from Gibbs distributions on $\mathcal S^{n,p}_+$, the manifold of real positive semi-definite (PSD) matrices of size $n\times n$ and rank $p$. Given an energy function $\mathcal…

Numerical Analysis · Mathematics 2023-09-11 Tianmin Yu , Shixin Zheng , Jianfeng Lu , Govind Menon , Xiangxiong Zhang

Let $\{\phi_s\}_{s\in S}$ be a commutative semigroup of completely positive, contractive, and weak*-continuous linear maps acting on a von Neumann algebra $N$. Assume there exists a semigroup $\{\alpha_s\}_{s\in S}$ of weak*-continuous…

Operator Algebras · Mathematics 2011-07-14 Bebe Prunaru

The Riemannian metric on the manifold of positive definite matrices is defined by a kernel function $\phi$ in the form $K_D^\phi(H,K)=\sum_{i,j}\phi(\lambda_i,\lambda_j)^{-1} Tr P_iHP_jK$ when $\sum_i\lambda_iP_i$ is the spectral…

Mathematical Physics · Physics 2008-11-08 F. Hiai , D. Petz

We construct a family of non-parametric (infinite-dimensional) manifolds of finite measures on $R^d$. The manifolds are modelled on a variety of weighted Sobolev spaces, including Hilbert-Sobolev spaces and mixed-norm spaces. Each supports…

Probability · Mathematics 2023-05-26 Nigel J. Newton

Differential geometric approaches to the analysis and processing of data in the form of symmetric positive definite (SPD) matrices have had notable successful applications to numerous fields including computer vision, medical imaging, and…

Differential Geometry · Mathematics 2024-06-10 Cyrus Mostajeran , Nathaël Da Costa , Graham Van Goffrier , Rodolphe Sepulchre

We study the closure of the projection of the (nonconvex) cone of rank restricted positive semidefinite matrices onto subsets of the matrix entries. This defines the feasible sets for semidefinite completion problems with restrictions on…

Optimization and Control · Mathematics 2016-11-01 Ian Davidson , Henry Wolkowicz

Symmetric Positive Definite (SPD) matrices have become popular to encode image information. Accounting for the geometry of the Riemannian manifold of SPD matrices has proven key to the success of many algorithms. However, most existing…

Computer Vision and Pattern Recognition · Computer Science 2014-12-16 Sadeep Jayasumana , Richard Hartley , Mathieu Salzmann , Hongdong Li , Mehrtash Harandi

Matrix-valued optimization tasks, including those involving symmetric positive definite (SPD) matrices, arise in a wide range of applications in machine learning, data science and statistics. Classically, such problems are solved via…

Optimization and Control · Mathematics 2024-10-15 Andrew Cheng , Melanie Weber

In the present article the geometry of semi-Riemannian manifolds with nonholonomic constraints is studied. These manifolds can be considered as analogues to the sub-Riemannian manifolds, where the positively definite metric is substituted…

Differential Geometry · Mathematics 2009-01-13 Anna Korolko , Irina Markina

The geodesic orbit property is useful and interesting in itself, and it plays a key role in Riemannian geometry. It implies homogeneity and has important classes of Riemannian manifolds as special cases. Those classes include weakly…

Differential Geometry · Mathematics 2023-07-18 Zhiqi Chen , Yuri Nikolayevsky , Joseph A. Wolf , Shaoxiang Zhang

Special-generic-like maps or SGL maps are introduced by the author motivated by observing and investigating algebraic topological or differential topological properties of manifolds via nice smooth maps whose codimensions are negative. The…

Algebraic Topology · Mathematics 2023-03-20 Naoki Kitazawa

For an element $\Psi$ in the graded vector space $\Omega^*(M, TM)$ of tangent bundle valued forms on a smooth manifold $M$, a $\Psi$-submanifold is defined as a submanifold $N$ of $M$ such that $\Psi_{|N} \in \Omega^*(N, TN)$. The class of…

Differential Geometry · Mathematics 2020-09-08 Domenico Fiorenza , Hông Vân Lê , Lorenz Schwachhöfer , Luca Vitagliano
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