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Matrix versions of the Hellinger distance
On the space of positive definite matrices, we consider distance functions of the form π(π΄,π΅)=[trπ(π΄,π΅)βtrπ’(π΄,π΅)]1/2, where π(π΄,π΅) is the arithmetic mean and π’(π΄,π΅) is one of the different versions of the geometric mean. When π’(π΄,π΅)=π΄1/2π΅1/2 this distance is βπ΄1/2βπ΅1/2β2, and when π’(π΄,π΅)=(π΄1/2π΅π΄1/2)1/2 it is the BuresβWasserstein metric. We study two other cases: π’(π΄,π΅)=π΄1/2(π΄β1/2π΅π΄β1/2)1/2π΄1/2, the PuszβWoronowicz geometric mean, and π’(π΄,π΅)=exp(logπ΄+logπ΅2), the log Euclidean mean. With these choices, d(A, B) is no longer a metric, but it turns out that π2(π΄,π΅) is a divergence. We establish some (strict) convexity properties of these divergences. We obtain characterisations of barycentres of m positive definite matrices with respect to these distance measures. One of these leads to a new interpretation of a power mean introduced by Lim and Palfia, as a barycentre. The other uncovers interesting relations between the log Euclidean mean and relative entropy.
Journal | Data powered by TypesetLetters in Mathematical Physics |
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Publisher | Data powered by TypesetSpringer |
Open Access | No |