Paper Info
Title
Geometric means in a novel vector space structure on symmetric positive-definite matrices
Abstract
In this work we present a new generalization of the geometric mean of positive numbers on symmetric positive-definite matrices, called Log-Euclidean. The approach is based on two novel algebraic structures on symmetric positive-definite matrices: first, a lie group structure which is compatible with the usual algebraic properties of this matrix space; second, a new scalar multiplication that smoothly extends the Lie group structure into a vector space structure. From bi-invariant metrics on the Lie group structure, we define the Log-Euclidean mean from a Riemannian point of view. This notion coincides with the usual Euclidean mean associated with the novel vector space structure. Furthermore, this means corresponds to an arithmetic mean in the domain of matrix logarithms. We detail the invariance properties of this novel geometric mean and compare it to the recently introduced affine-invariant mean. The two means have the same determinant and are equal in a number of cases, yet they are not identical in general. Indeed, the Log-Euclidean mean has a larger trace whenever they are not equal. Last but not least, the Log-Euclidean mean is much easier to compute.
Year
DOI
Venue
2006
10.1137/050637996
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Keywords
Field
DocType
geometric mean,symmetric positive-definite matrices,Lie groups,bi-invariant metrics,geodesics
Lie group,Vector space,Scalar multiplication,Algebra,Mathematical analysis,Matrix (mathematics),Pure mathematics,Symmetric matrix,Adjoint representation,Symmetric space,Geometric mean,Mathematics
Journal
Volume
Issue
ISSN
29
1
0895-4798
Citations 
PageRank 
References 
134
6.16
4
Authors
4
Search Limit
100134
Name
Order
Citations
PageRank
Vincent Arsigny173350.69
P. Fillard21758.73
X. Pennec351143.47
Nicholas Ayache4108041654.36