Title | ||
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A Logarithmic Minimization Property of the Unitary Polar Factor in the Spectral and Frobenius Norms. |
Abstract | ||
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The unitary polar factor Q = U-p in the polar decomposition of Z = U-p H is the minimizer over unitary matrices Q for both \\Log(Q*Z)\\(2) and its Hermitian part \\sym(*)(Log(Q*Z))\\(2) over both R and C for any given invertible matrix Z is an element of C-nxn and any matrix logarithm Log, not necessarily the principal logarithm log. We prove this for the spectral matrix norm for any n and for the Frobenius matrix norm for n <= 3. The result shows that the unitary polar factor is the nearest orthogonal matrix to Z not only in the normwise sense but also in a geodesic distance. The derivation is based on Bhatia's generalization of Bernstein's trace inequality for the matrix exponential and a new sum of squared logarithms inequality. Our result generalizes the fact for scalars that for any complex logarithm and for all z is an element of C\{0}min(v is an element of(-pi,pi]) vertical bar Log(C)(e(-i upsilon)z)|(2) = vertical bar log vertical bar z vertical bar vertical bar(2), min(upsilon is an element of(-pi,pi]) vertical bar Re Log(C)(e(-iv)z)|(2) = vertical bar log vertical bar z vertical bar vertical bar(2). |
Year | DOI | Venue |
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2014 | 10.1137/130909949 | SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS |
Keywords | Field | DocType |
unitary polar factor,matrix logarithm,matrix exponential,Hermitian part,minimization,unitarily invariant norm,polar decomposition,sum of squared logarithms inequality,optimality,matrix Lie-group,geodesic distance | Discrete mathematics,Orthogonal matrix,Frobenius matrix,Mathematical analysis,Unitary matrix,Matrix norm,Polar decomposition,Invertible matrix,Logarithm of a matrix,Hermitian matrix,Mathematics | Journal |
Volume | Issue | ISSN |
35 | 3 | 0895-4798 |
Citations | PageRank | References |
1 | 0.37 | 0 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
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Patrizio Neff | 1 | 2 | 2.79 |
Yuji Nakatsukasa | 2 | 97 | 17.74 |
Andreas Fischle | 3 | 1 | 0.70 |