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Geometric distance between positive definite matrices of different dimensions

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 ISSN 0018-9448 (Unpublished)

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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
Subjects: UNSPECIFIED
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 22 Mar 2019 20:05
Last Modified: 12 Nov 2019 03:57
DOI: