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Best Approximation in Riemannian Geodesic Submanifolds of Positive Definite Matrices

  • Yongdo Lim (a1)
Abstract

We explicitly describe the best approximation in geodesic submanifolds of positive definite matrices obtained from involutive congruence transformations on the Cartan-Hadamard manifold Sym(n, ℝ)++ of positive definite matrices. An explicit calculation for the minimal distance function from the geodesic submanifold Sym(p, ℝ)++ × Sym(q, ℝ)++ block diagonally embedded in Sym(n, ℝ)++ is given in terms of metric and spectral geometric means, Cayley transform, and Schur complements of positive definite matrices when p ≤ 2 or q ≤ 2.

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References
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Canadian Journal of Mathematics
  • ISSN: 0008-414X
  • EISSN: 1496-4279
  • URL: /core/journals/canadian-journal-of-mathematics
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