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Rank-preserving geometric means of positive semi-definite matrices
Abstract
peer reviewedThe generalization of the geometric mean of positive scalars to positive definite matrices has attracted considerable attention since the seminal work of Ando. The paper generalizes this framework of matrix means by proposing the definition of a rank-preserving mean for two or an arbitrary number of positive semi-definite matrices of fixed rank. The proposed mean is shown to be geometric in that it satisfies all the expected properties of a rank-preserving geometric mean. The work is motivated by operations on low-rank approximations of positive definite matrices in high-dimensional spaces- journal article
- http://purl.org/coar/resource_type/c_6501
- info:eu-repo/semantics/article
- peer reviewed
- matrix means
- geometric mean
- positive semi-definite matrices
- Riemannian geometry
- symmetries
- singular value decomposition
- principal angles
- Physical, chemical, mathematical & earth Sciences
- Mathematics
- Physique, chimie, mathématiques & sciences de la terre
- Mathématiques