Sepulchre, R *Geometric distance between positive definite matrices of different dimensions.* IEEE Transactions on Information Theory. ISSN 0018-9448 (Unpublished)

## Abstract

We show how the Riemannian distance on n++, the cone of n×n real symmetric or complex Hermitian positive definite matrices, may be used to naturally define a distance between two such matrices of different dimensions. Given that n++ also parameterizes n-dimensional ellipsoids, and inner products on ℝn, n×n covariance matrices of nondegenerate probability distributions, this gives us a natural way to define a geometric distance between a pair of such objects of different dimensions.

Item Type: | Article |
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Subjects: | UNSPECIFIED |

Divisions: | Div F > Control |

Depositing User: | Cron Job |

Date Deposited: | 22 Mar 2019 20:05 |

Last Modified: | 25 Jun 2020 10:18 |

DOI: |