We present and analyze an iterative method for approximating the Karcher mean of a set of $n\times n$ positive definite matrices $A_i, i=1,\ldots,k$, defined as the unique positive definite solution of the matrix equation $\sum_i=1^k\log(A_i^{-1}X)=0$.

Computing the Karcher mean of symmetric positive definite matrices

IANNAZZO, Bruno
2013

Abstract

We present and analyze an iterative method for approximating the Karcher mean of a set of $n\times n$ positive definite matrices $A_i, i=1,\ldots,k$, defined as the unique positive definite solution of the matrix equation $\sum_i=1^k\log(A_i^{-1}X)=0$.
2013
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11391/290097
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