Riemannian Metric and Geometric Mean for Positive Semidefinite Matrices of Fixed Rank
نویسندگان
چکیده
منابع مشابه
Riemannian Metric and Geometric Mean for Positive Semidefinite Matrices of Fixed Rank
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 cone and the associated natural metric. The resulting Riemannian space has strong geometrical properties: it is geodesically complete, and the metric is invar...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2010
ISSN: 0895-4798,1095-7162
DOI: 10.1137/080731347