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Operator means of probability measures and generalized Karcher equations

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arxiv 1601.06777 v1 pith:2LXTKIAV submitted 2016-01-25 math.FA math.OA

classification math.FAmath.OA
keywords karchermeansoperatorpositiveequationsframeworkgeneralizedmean
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In this article we consider means of positive bounded linear operators on a Hilbert space. We present a complete theory that provides a framework which extends the theory of the Karcher mean, its approximating matrix power means, and a large part of Kubo-Ando theory to arbitrary many variables, in fact, to the case of probability measures with bounded support on the cone of positive definite operators. This framework characterizes each operator mean extrinsically as unique solutions of generalized Karcher equations which are obtained by exchanging the matrix logarithm function in the Karcher equation to arbitrary operator monotone functions over the positive real half-line. If the underlying Hilbert space is finite dimensional, then these generalized Karcher equations are Riemannian gradients of convex combinations of strictly geodesically convex log-determinant divergence functions, hence these new means are the global minimizers of them, in analogue to the case of the Karcher mean as pointed out. Our framework is based on fundamental contraction results with respect to the Thompson metric, which provides us nonlinear contraction semigroups in the cone of positive definite operators that form a decreasing net approximating these operator means in the strong topology from above.

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    cs.HC 2025-04 conditional novelty 6.0 of 10

    The Means Field classifier, using distances to several matrix power means in a linear discriminant, outperforms the Riemannian MDM and approaches tangent-space logistic regression on 20 EEG BCI datasets.

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