Geometric Characteristics of Wasserstein Metric on SPD(n)

Abstract: Wasserstein distance, especially among symmetric positive-definite matrices, has broad and deep influences on development of AI and other branches of computer science. A natural idea is to describe the geometry of $SPD\left(n\right)$ as a Riemannian manifold endowed with the Wasserstein metric. In this paper, by involving the fiber bundle, we obtain explicit expressions for some locally geometric quantities, including geodesics, exponential maps, the Riemannian connection, Jacobi fields and curvatures. Furthermore, we discuss the behaviour of geodesics and prove that the manifold is globally geodesic convex with non-negative curvatures but no conjugate pair and cut locus. According to arithmetic estimates, we find curvatures can be controlled by the minimal eigenvalue.