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Computing the Karcher mean of symmetric positive definite matrices
Authors:Dario A. Bini  Bruno Iannazzo
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
Abstract:We present and analyze an iterative method for approximating the Karcher mean of a set of n×n positive definite matrices Ai, i=1,,k, defined as the unique positive definite solution of the matrix equation i=1klog(Ai-1X)=0.
Keywords:
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