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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

These notes concern linear transformations on R^n and C^n, exponentials of linear transformations, and some related geometric questions.

Classical Analysis and ODEs · Mathematics 2007-05-23 Stephen William Semmes

We study various convex functions on $R^n$ associated with positive definite matrices. This yiels some exotic Holder matrix inequalities.

Functional Analysis · Mathematics 2019-09-27 Jean-Christophe Bourin , Jingjing Shao

Recently, Riemannian Gaussian distributions were defined on spaces of positive-definite real and complex matrices. The present paper extends this definition to the space of positive-definite quaternion matrices. In order to do so, it…

Statistics Theory · Mathematics 2017-03-30 Salem Said , Nicolas Le Bihan , Jonathan H. Manton

We find an upper bound for geodesic distances associated to monotone Riemannian metrics on positive definite matrices and density matrices.

Mathematical Physics · Physics 2015-06-26 Anna Jencova

The question whether a Riemannian manifold is geodesically connected can be studied from geometrical as well as variational methods, and accurate results can be obtained by using the associated distance and related properties of the…

Differential Geometry · Mathematics 2023-04-21 Miguel Sanchez

We prove some properties of positive polynomial mappings between Riesz spaces, using finite difference calculus. We establish the polynomial analogue of the classical result that positive, additive mappings are linear. And we prove a…

Functional Analysis · Mathematics 2016-07-22 James Cruickshank , John Loane , Raymond A. Ryan

Correlation matrices are used in many domains of neurosciences such as fMRI, EEG, MEG. However, statistical analyses often rely on embeddings into a Euclidean space or into Symmetric Positive Definite matrices which do not provide intrinsic…

Differential Geometry · Mathematics 2021-03-09 Yann Thanwerdas , Xavier Pennec

Base on some simple facts of Hadamard product, characterizations of positive definite preserving linear transformations on real symmetric matrix spaces with an additional assumption "$\ra T(E_{ii})=1, i=1,2,..., n$" or "$T(A)>0\to A> 0$",…

Rings and Algebras · Mathematics 2010-08-10 Huynh Dinh Tuan , Tran Thi Nha Trang , Doan The Hieu

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

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

We study a Riemannian metric on the cone of symmetric positive-definite matrices obtained from the Hessian of the power potential function $(1-\det(X)^\beta)/\beta$. We give explicit expressions for the geodesics and distance function,…

Differential Geometry · Mathematics 2021-12-14 Nadia Chouaieb , Bruno Iannazzo , Maher Moakher

We investigate the connections between the differential-geometric properties of the exponential map from the space of real skew symmetric matrices onto the group of real special orthogonal matrices and the manifold of real orthogonal…

Differential Geometry · Mathematics 2016-11-03 Alberto Dolcetti , Donato Pertici

A densely-defined symmetric linear map from/to a real Hilbert space extends to a self-adjoint map. Extension is expressed via Riesz representation. For a case including Friedrichs extension of a strongly monotone map, self-adjoint extension…

Functional Analysis · Mathematics 2011-02-10 H. N. Friedel

Positive definite matrices abound in a dazzling variety of applications. This ubiquity can be in part attributed to their rich geometric structure: positive definite matrices form a self-dual convex cone whose strict interior is a…

Functional Analysis · Mathematics 2013-12-31 Suvrit Sra

We introduce the manifold of {\it restricted} $n\times n$ positive semidefinite matrices of fixed rank $p$, denoted $S(n,p)^{*}$. The manifold itself is an open and dense submanifold of $S(n,p)$, the manifold of $n\times n$ positive…

Differential Geometry · Mathematics 2023-04-04 A. Martina Neuman , Yuying Xie , Qiang Sun

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

The paper is devoted to metric connections with parallel skew-symmetric torsion in Lorentzian signature. This is motivated by recent progress in the Riemannian signature and by possible applications to supergravity theories. We provide a…

Differential Geometry · Mathematics 2023-01-25 Igor Ernst , Anton S. Galaev

Several examples and models based on noncommutative differential calculi on commutative algebras indicate that a metric should be regarded as an element of the left-linear tensor product of the space of 1-forms with itself. We show how the…

General Relativity and Quantum Cosmology · Physics 2011-04-15 Aristophanes Dimakis , Folkert Muller-Hoissen

We introduce the class of functions positively associated with a linear operator. We describe these classes for several integral operators including the $q$-cosine transform and the spherical Radon transform. We show that positively…

Functional Analysis · Mathematics 2025-06-30 Alexander Koldobsky
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