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 $\sum_i=1^k\log(A_i^{-1}X)=0$.File in questo prodotto:
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