A Majorization-Minimization Algorithm for Computing the Karcher Mean of Positive Definite Matrices

Published 17 Dec 2013 in math.OC | (1312.4654v5)

Abstract: An algorithm for computing the Karcher mean of $n$ positive definite matrices is proposed, based on the majorization-minimization (MM) principle. The proposed MM algorithm is parameter-free, does not need to choose step sizes, and has a theoretical guarantee of asymptotic linear convergence.

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Authors (1)

Teng Zhang

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