Geometric matrix midranges

CYRUS MOSTAJERAN, CHRISTIAN GRUSSLER, RODOLPHE SEPULCHRE

Research output: Contribution to journalArticlepeer-review

Abstract

We define geometric matrix midranges for positive definite Hermitian matrices and study the midrange problem from a number of perspectives. Special attention is given to the midrange of two positive definite matrices before considering the extension of the problem to more than two matrices. We compare matrix midrange statistics with the scalar and vector midrange problem and note the special significance of the matrix problem from a computational standpoint. We also study various aspects of geometric matrix midrange statistics from the viewpoint of linear algebra, differential geometry, and convex optimization. A solution to the N-point problem is offered via convex optimization.

Original languageEnglish
Pages (from-to)1347-1368
Number of pages22
JournalSIAM Journal on Matrix Analysis and Applications
Volume41
Issue number3
DOIs
StatePublished - 2020
Externally publishedYes

Keywords

  • Affine-invariance
  • Matrix means
  • Midranges
  • Minimal geodesic
  • Optimization
  • Positive definite matrices
  • Statistics
  • Thompson metric

All Science Journal Classification (ASJC) codes

  • Analysis

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