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On the Bures–Wasserstein distance between positive definite matrices
, T. Jain, Y. Lim
Published in Elsevier GmbH
Volume: 37
Issue: 2
Pages: 165 - 191
The metric d(A,B)=trA+trB−2tr(A1∕2BA1∕2)1∕2 1∕2 on the manifold of n×n positive definite matrices arises in various optimisation problems, in quantum information and in the theory of optimal transport. It is also related to Riemannian geometry. In the first part of this paper we study this metric from the perspective of matrix analysis, simplifying and unifying various proofs. Then we develop a theory of a mean of two, and a barycentre of several, positive definite matrices with respect to this metric. We explain some recent work on a fixed point iteration for computing this Wasserstein barycentre. Our emphasis is on ideas natural to matrix analysis. © 2018 Elsevier GmbH
About the journal
JournalData powered by TypesetExpositiones Mathematicae
PublisherData powered by TypesetElsevier GmbH