Information Geometry of Gradient Flows

Abstract

Taking classical information geometry as its point of departure, this paper investigates, through gradient flows, how dually flat geometry extends beyond regular convexity, non-degeneracy, and smoothness. The regular theory is developed from the log-determinant potential on positive definite Gram matrices, establishing its Legendre dual, Fisher--Rao metric, Bregman divergence, and generalized Pythagorean theorem. We connect this framework to Craig--Sakamoto deformation, Wolfe duality, and, via Yoshizawa's embedding, Brockett--Bloch--Ratiu double-bracket flows, linking isospectral dynamics, Stiefel optimization, and component learning. The Bures--Wasserstein geometry provides a complementary gradient-flow structure. The singular theory emerges from boundary behavior: difference-of-convex deformations produce indefinite or degenerate Hessians while retaining pseudo-Hessian, dually flat, Legendre-self-dual structures. Newton flows exhibit finite-time collapse or {\L}ojasiewicz-controlled convergence near non-Morse critical sets. Fisher-metric degeneracies on the Birkhoff polytope and elliptic-curve moduli are resolved by explicit blow-ups, yielding a birationally invariant exponential decay law. We further derive a closed-form Kirillov Jacobian and introduce cross curvature as a spectral diagnostic of local escape rates, including a new Box--Cox interpolation. Reproducible numerical experiments support the closed-form results. Rather than claiming a completed theory, the paper provides foundations for singular information geometry centered on degenerate pencils, indefinite dual flatness, blow-up geometry, and {\L}ojasiewicz-type convergence.