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Procrustes problems in Riemannian manifolds of positive definite matrices
Rajendra Bhatia
,
M. Congedo
Published in Elsevier Inc.
2019
DOI:
10.1016/j.laa.2018.11.009
Volume: 563
Pages: 440 - 445
Abstract
We consider the manifold of positive definite matrices endowed with the Fisher Riemannian metric and some other distances commonly used in information theory. We show that for each of them the best approximant to A from the unitary orbit of another matrix B commutes with A. © 2018 Elsevier Inc.
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© This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc... ...
© This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/
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Linear Algebra and Its Applications
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Elsevier Inc.
ISSN
00243795
Authors (1)
Rajendra Bhatia
Department of Mathematics
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