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Best Approximation in Riemannian Geodesic Submanifolds of Positive Definite Matrices
Published online by Cambridge University Press: 20 November 2018
Abstract
We explicitly describe the best approximation in geodesic submanifolds of positive definite matrices obtained from involutive congruence transformations on the Cartan-Hadamard manifold $\text{Sym(}n\text{,}\,\mathbb{R}{{\text{)}}^{++}}$ of positive definite matrices. An explicit calculation for the minimal distance function from the geodesic submanifold $\text{Sym(}p\text{,}\,\mathbb{R}{{\text{)}}^{++}}\,\times \,\text{Sym(}q\text{,}\,\mathbb{R}{{\text{)}}^{++}}$ block diagonally embedded in $\text{Sym(}n\text{,}\,\mathbb{R}{{\text{)}}^{++}}$ is given in terms of metric and spectral geometric means, Cayley transform, and Schur complements of positive definite matrices when $p\,\le \,2$ or $q\,\le \,2$.
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- Copyright © Canadian Mathematical Society 2004
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