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arXiv · 1312.4654

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

Teng Zhang
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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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Teng Zhang. 2013-12-17. A Majorization-Minimization Algorithm for Computing the Karcher Mean of Positive Definite Matrices. https://arxiv.org/abs/1312.4654

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