期刊
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
卷 41, 期 1, 页码 171-198出版社
SIAM PUBLICATIONS
DOI: 10.1137/18M1231389
关键词
positive-semidefinite matrices; Riemannian quotient manifold; geodesics; low-rank; data fitting; Riemannian logarithm
This paper explores the well-known identification of the manifold of rank p positive-semidefinite matrices of size n with the quotient of the set of full-rank n-by-p matrices by the orthogonal group in dimension p. The induced metric corresponds to the Wasserstein metric between centered degenerate Gaussian distributions and is a generalization of the Bures-Wasserstein metric on the manifold of positive-definite matrices. We compute the Riemannian logarithm and show that the local injectivity radius at any matrix C is the square root of the pth largest eigenvalue of C. As a result, the global injectivity radius on this manifold is zero. Finally, this paper also contains a detailed description of this geometry, recovering previously known expressions by applying the standard machinery of Riemannian submersions.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据