Riemannian metric and geometric mean for positive semidefinite matrices of fixed rank

SIAM Journal on Matrix Analysis and Applications

Volumn 31, Issue 3, 2009, Pages 1055-1070

  Bonnabel, Silv́ere ^a   Sepulchre, Rodolphe ^a  

^a UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

Covariance matrices; Geometric mean; Invariant metric; Lie group action; Matrix decomposition; Positive semidefinite matrices; Riemannian quotient manifold; Singular value decomposition; Symmetries

Indexed keywords

COVARIANCE MATRICES; GEOMETRIC MEAN; LIE GROUP ACTIONS; MATRIX DECOMPOSITION; POSITIVE SEMIDEFINITE MATRICES;

APPROXIMATION ALGORITHMS; COMPUTATIONAL FLUID DYNAMICS; COVARIANCE MATRIX; FLUORINE CONTAINING POLYMERS;

SINGULAR VALUE DECOMPOSITION;

EID: 72449176330     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/080731347     Document Type: Article

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