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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2014-01-01
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Series: | PLoS ONE |
Online Access: | https://doi.org/10.1371/journal.pone.0121423 |