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The geometric mean of two matrices is considered and analyzed from a computational viewpoint. Some useful theoretical properties are derived and an analysis of the conditioning is performed. Several numerical algorithms based on different…

Numerical Analysis · Mathematics 2012-01-04 Bruno Iannazzo

Geodesic metric spaces support a variety of averaging constructions for given finite sets. Computing such averages has generated extensive interest in diverse disciplines. Here we consider the inverse problem of recognizing computationally…

Optimization and Control · Mathematics 2024-06-07 Ariel Goodwin , Adrian S. Lewis , Genaro Lopez-Acedo , Adriana Nicolae

In this paper the authors seek to trace in an accessible fashion the rapid recent development of the theory of the matrix geometric mean in the cone of positive definite matrices up through the closely related operator geometric mean in the…

Operator Algebras · Mathematics 2021-10-27 Jimmie D. Lawson , Yongdo Lim

We study the cone $\mathscr{P}_{\text{J}}$ of positive J-Hermitian matrices associated with an indefinite signature matrix J = $\text{Id}_{p,q}$. We show that the J-exponential map is bijective and use it to analyze the algebraic and…

Differential Geometry · Mathematics 2026-02-26 Jose Franco , Allan Merino

We propose a definition of the Riemannian median $M(\mathbb{A})$ of a tuple of positive-definite matrices $\mathbb{A}:=(A_{1}, \cdots, A_{n})$. We will define it as a positive-definite matrix using Landers and Rogge's work \cite{Lan81}…

Functional Analysis · Mathematics 2026-02-17 Yutaro Nakagawa

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 revisit the task of learning a Euclidean metric from data. We approach this problem from first principles and formulate it as a surprisingly simple optimization problem. Indeed, our formulation even admits a closed form solution. This…

Machine Learning · Statistics 2016-07-19 Pourya Habib Zadeh , Reshad Hosseini , Suvrit Sra

In this paper we presents new deterministic approximations to the least square mean, also called geometric mean or barycenter of a finite collection of positive definite matrices. Let A1, A2, ..., Am be any elements of Md(C)+, where the set…

Functional Analysis · Mathematics 2019-07-09 Eduardo Ghiglioni

We explore the connection between two problems that have arisen independently in the signal processing and related fields: the estimation of the geometric mean of a set of symmetric positive definite (SPD) matrices and their approximate…

Differential Geometry · Mathematics 2015-05-28 Marco Congedo , Bijan Afsari , Alexandre Barachant , Maher Moakher

Utilizing a weight matrix we study surfaces of prescribed weighted mean curvature which yield a natural generalisation to critical points of anisotropic surface energies. We first derive a differential equation for the normal of immersions…

Differential Geometry · Mathematics 2007-11-16 Matthias Bergner , Jens Dittrich

We study the convergence rate of the median estimator for affine matrix scrambled digital nets applied to integrands over the unit hypercube $[0, 1]^s$. By taking the median of $(2r-1)$ independent randomized quasi-Monte Carlo (RQMC)…

Numerical Analysis · Mathematics 2025-05-06 Yang Liu

Inequalities for norms of different versions of the geometric mean of two positive definite matrices are presented.

Functional Analysis · Mathematics 2015-02-17 Rajendra Bhatia , Priyanka Grover

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

Let (X,\sigma) be a symplectic space admitting a complex structure and let R(X,\sigma) be the corresponding resolvent algebra, i.e. the C*-algebra generated by the resolvents of selfadjoint operators satisfying canonical commutation…

Operator Algebras · Mathematics 2013-07-25 Detlev Buchholz

Generalized equations are problems emerging in contexts of modern variational analysis as an adequate formalism to treat such issues as constraint systems, optimality and equilibrium conditions, variational inequalities, differential…

Optimization and Control · Mathematics 2018-12-06 A Uderzo

This paper is concerned with the positive definite solutions to the matrix equation $X+A^{\mathrm{H}}\bar{X}^{-1}A=I$ where $X$ is the unknown and $A$ is a given complex matrix. By introducing and studying a matrix operator on complex…

Numerical Analysis · Mathematics 2016-07-11 Bin Zhou , Guang-Bin Cai , James Lam

This work explores the definiteness of the weighted graph Laplacian matrix with negative edge weights. The definiteness of the weighted Laplacian is studied in terms of certain matrices that are related via congruent and similarity…

Optimization and Control · Mathematics 2015-03-03 Daniel Zelazo , Mathias Bürger

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…

Optimization and Control · Mathematics 2020-05-29 Cyrus Mostajeran , Christian Grussler , Rodolphe Sepulchre

We study a class of boundary value problems with $\varphi$-Laplacian (e.g., the prescribed mean curvature equation, in which $\varphi(s)=\frac{s}{\sqrt{1+s^2}}$) \begin{center} $-\left(\varphi(u')\right)'=\lambda f(u)\; \text{ on }(-L,…

Classical Analysis and ODEs · Mathematics 2015-01-14 Hongjing Pan , Ruixiang Xing

In this work, we are presenting an efficient way to compute the geometric mean of two positive definite matrices times a vector. For this purpose, we are inspecting the application of methods based on Krylov spaces to compute the square…

Numerical Analysis · Mathematics 2024-12-20 Jacopo Castellini