A Majorization-Minimization Algorithm for Computing the Karcher Mean of Positive Definite Matrices
Optimization and Control
2017-01-17 v5
Abstract
An algorithm for computing the Karcher mean of positive definite matrices is proposed, based on the majorization-minimization (MM) principle. The proposed MM algorithm is parameter-free, does not need to choose step sizes, and has a theoretical guarantee of asymptotic linear convergence.
Keywords
Cite
@article{arxiv.1312.4654,
title = {A Majorization-Minimization Algorithm for Computing the Karcher Mean of Positive Definite Matrices},
author = {Teng Zhang},
journal= {arXiv preprint arXiv:1312.4654},
year = {2017}
}