Riemannian Metric and Geometric Mean for Positive Semidefinite Matrices of Fixed Rank.

Silvere Bonnabel Rodolphe Sepulchre

Published 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