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Best Approximation in Riemannian Geodesic Submanifolds of Positive Definite Matrices

Published online by Cambridge University Press:  20 November 2018

Yongdo Lim
Yongdo Lim*
Affiliation:
Department of Mathematics, Kyungpook National University, Taegu 702-701, Korea e-mail: ylim@knu.ac.kr
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Abstract

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We explicitly describe the best approximation in geodesic submanifolds of positive definite matrices obtained from involutive congruence transformations on the Cartan-Hadamard manifold $\text{Sym(}n\text{,}\,\mathbb{R}{{\text{)}}^{++}}$ of positive definite matrices. An explicit calculation for the minimal distance function from the geodesic submanifold $\text{Sym(}p\text{,}\,\mathbb{R}{{\text{)}}^{++}}\,\times \,\text{Sym(}q\text{,}\,\mathbb{R}{{\text{)}}^{++}}$ block diagonally embedded in $\text{Sym(}n\text{,}\,\mathbb{R}{{\text{)}}^{++}}$ is given in terms of metric and spectral geometric means, Cayley transform, and Schur complements of positive definite matrices when $p\,\le \,2$ or $q\,\le \,2$.

Keywords

15A4849R5015A1853C3Matrix approximationpositive definite matrixgeodesic submanifoldCartan-Hadamard manifoldbest approximationminimal distance functionglobal tubular neighborhood theoremSchur complementmetric and spectral geometric meanCayley transform
Type
Research Article
Information
Canadian Journal of Mathematics , Volume 56 , Issue 4 , 01 August 2004 , pp. 776 - 793
Copyright
Copyright © Canadian Mathematical Society 2004

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