Riemannian Metric and Geometric Mean for Positive Semidefinite Matrices of Fixed Rank.
Silvere BonnabelRodolphe SepulchrePublished in: SIAM J. Matrix Anal. Appl. (2009)
Keyphrases
- positive semidefinite matrices
- riemannian metric
- complementarity problems
- positive semidefinite
- convex sets
- infinite dimensional
- vector space
- shape representation
- shape space
- semidefinite programming
- embedding space
- parameter space
- covariance matrices
- finite dimensional
- semidefinite
- model selection
- feature extraction
- riemannian manifolds
- convex optimization
- metric space
- linear combination