Multi-variable weighted geometric means of positive definite matrices |
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Authors: | Hosoo Lee Yongdo Lim |
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Affiliation: | a Department of Mathematics Kyungpook National University Taegu 702-701, Republic of Korea b Department of Mathematics Kanagawa University Yokohama 221-8686, Japan |
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Abstract: | We define a family of weighted geometric means {G(t;ω;A)}t∈[0,1]n where ω and A vary over all positive probability vectors in Rn and n-tuples of positive definite matrices resp. Each of these weighted geometric means interpolates between the weighted ALM (t=0n) and BMP (t=1n) geometric means (ALM and BMP geometric means have been defined by Ando-Li-Mathias and Bini-Meini-Poloni, respectively.) We show that the weighted geometric means satisfy multidimensional versions of all properties that one would expect for a two-variable weighted geometric mean. |
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Keywords: | Primary 47A64 Secondary 47A63, 47L25 |
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