An effective matrix geometric mean satisfying the Ando–Li–Mathias properties

An effective matrix geometric mean satisfying the Ando-Li-Mathias properties

We propose a new matrix geometric mean satisfying the ten properties given by Ando, Li and Mathias [Linear Alg. Appl. 2004]. This mean is the limit of a sequence which converges superlinearly with convergence of order 3 whereas the mean introduced by Ando, Li and Mathias is the limit of a sequence having order of convergence 1. This makes this new mean very easily computable. We provide a geome...

The matrix geometric mean

An attractive candidate for the geometric mean of m positive definite matrices A1, . . . , Am is their Riemannian barycentre G. One of its important properties, monotonicity in the m arguments, has been established recently by J. Lawson and Y. Lim. We give a much simpler proof of this result, and prove some other inequalities. One of these says that, for every unitarily invariant norm, |||G||| ...

The matrix arithmetic-geometric mean inequality revisited

Computing the Matrix Geometric Mean of Two HPD Matrices: A Stable Iterative Method

A new iteration scheme for computing the sign of a matrix which has no pure imaginary eigenvalues is presented. Then, by applying a well-known identity in matrix functions theory, an algorithm for computing the geometric mean of two Hermitian positive definite matrices is constructed. Moreover, another efficient algorithm for this purpose is derived free from the computation of principal matrix...

The geometric mean decomposition

Given a complex matrix H, we consider the decomposition H=QRP∗ where Q and P have orthonormal columns, and R is a real upper triangular matrix with diagonal elements equal to the geometric mean of the positive singular values of H. This decomposition, which we call the geometric mean decomposition, has application to signal processing and to the design of telecommunication networks. The unitary...