A Majorization-Minimization Algorithm For Computing The Karcher Mean Of Positive Definite Matrices

Keywords

Karcher mean; Matrix geometric mean; Positive definite matrices

Abstract

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 parameter-free, does not need to choose step sizes, and has a theoretical guarantee of asymptotic linear convergence.

Publication Date

1-1-2017

Publication Title

SIAM Journal on Matrix Analysis and Applications

Volume

38

Issue

2

Number of Pages

387-400

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1137/15M1024482

Socpus ID

85021723079 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/85021723079

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