Computing the Karcher mean of symmetric positive definite matrices |
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Authors: | Dario A. Bini Bruno Iannazzo |
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Affiliation: | 1. Dipartimento di Matematica, Università di Pisa, Largo Bruno Pontecorvo 5, 56100 Pisa, Italy;2. Dipartimento di Matematica e Informatica, Università di Perugia, Via Vanvitelli 1, 06123 Perugia, Italy |
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Abstract: | We present and analyze an iterative method for approximating the Karcher mean of a set of positive definite matrices , , defined as the unique positive definite solution of the matrix equation . |
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