A majorization-minimization algorithm for computing the Karcher mean of positive definite matrices

T Zhang - SIAM Journal on Matrix Analysis and Applications, 2017 - SIAM
An algorithm for computing the Karcher mean of n positive definite matrices is proposed,
based on the majorization-minimization (MM) principle. The proposed MM algorithm is …

[PDF][PDF] A majorization-minimization algorithm for the Karcher mean of positive definite matrices

T Zhang - arXiv preprint arXiv:1312.4654, 2013 - Citeseer
A majorization-minimization (MM) algorithm for the Karcher mean of np× p positive definite
matrices is proposed and it is gauranteed to converge linearly. Simulations show that the …

Computing the Karcher mean of symmetric positive definite matrices

DA Bini, B Iannazzo - Linear Algebra and its Applications, 2013 - Elsevier
Computing the Karcher mean of symmetric positive definite matrices Page 1 Linear Algebra and
its Applications 438 (2013) 1700–1710 Contents lists available at SciVerse ScienceDirect …

An algorithm for computing geometric mean of two Hermitian positive definite matrices via matrix sign

F Soleymani, M Sharifi, S Shateyi… - Abstract and Applied …, 2014 - Wiley Online Library
Using the relation between a principal matrix square root and its inverse with the geometric
mean, we present a fast algorithm for computing the geometric mean of two Hermitian …

Rank-preserving geometric means of positive semi-definite matrices

S Bonnabel, A Collard, R Sepulchre - Linear Algebra and its Applications, 2013 - Elsevier
The 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 …

Means of positive numbers and matrices

D Petz, R Temesi - SIAM journal on Matrix Analysis and Applications, 2005 - SIAM
It is shown that any two-variable-mean of positive matrices (studied by Kubo and Ando) can
be extended to more variables. The n-variable-mean M_n(A_1,A_2,...,A_n) is defined by a …

Weighted matrix means and symmetrization procedures

M Pálfia - Linear Algebra and its Applications, 2013 - Elsevier
Here we prove the convergence of the Ando–Li–Mathias and Bini–Meini–Poloni procedures
for matrix means. Actually it is proved here that for a two-variable function which maps pairs …

Karcher means and Karcher equations of positive definite operators

J Lawson, Y Lim - Transactions of the American Mathematical Society …, 2014 - ams.org
The Karcher or least-squares mean has recently become an important tool for the averaging
and studying of positive definite matrices. In this paper we show that this mean extends, in its …

Weighted means and Karcher equations of positive operators

J Lawson, Y Lim - Proceedings of the National Academy of …, 2013 - National Acad Sciences
The Karcher or least-squares mean has recently become an important tool for the averaging
and study of positive definite matrices. In this paper, we show that this mean extends, in its …

Scaling matrices to prescribed row and column maxima

UG Rothblum, H Schneider, MH Schneider - SIAM Journal on Matrix Analysis …, 1994 - SIAM
A nonnegative symmetric matrix B has row maxima prescribed by a given vector r, if for each
index i, the maximum entry in the i th row of B equals r_i. This paper presents necessary and …