CUED Publications database

Geometric matrix midranges

MOSTAJERAN, C and GRUSSLER, C and SEPULCHRE, R (2020) Geometric matrix midranges. SIAM Journal on Matrix Analysis and Applications, 41. pp. 1347-1368. ISSN 0895-4798

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We define geometric matrix midranges for positive definite Hermitian matrices and study the midrange problem from a number of perspectives. Special attention is given to the midrange of two positive definite matrices before considering the extension of the problem to more than two matrices. We compare matrix midrange statistics with the scalar and vector midrange problem and note the special significance of the matrix problem from a computational standpoint. We also study various aspects of geometric matrix midrange statistics from the viewpoint of linear algebra, differential geometry, and convex optimization. A solution to the N-point problem is offered via convex optimization.

Item Type: Article
Uncontrolled Keywords: math.OC math.OC
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 25 Jul 2019 01:18
Last Modified: 10 Aug 2021 01:46
DOI: 10.1137/19M1273475