Approximate joint diagonalization and geometric mean of symmetric positive definite matrices.

We explore the connection between two problems that have arisen independently in the signal processing and related fields: the estimation of the geometric mean of a set of symmetric positive definite (SPD) matrices and their approximate joint diagonalization (AJD). Today there is a considerable inte...

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Bibliographic Details
Main Authors: Marco Congedo, Bijan Afsari, Alexandre Barachant, Maher Moakher
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2014-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0121423