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arXiv 2301.07934math.FA
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几何均值与Wasserstein均值之间的弱对数优超关系

Weak log-majorization between the geometric and Wasserstein means

Luyining Gan, Sejong Kim

AI总结:

该文研究正定埃尔米特矩阵的多种均值间的对数优超关系,证明了正定矩阵乘积与其几何均值的奇异值对数优超,建立双变量Wasserstein均值与谱几何均值的弱对数优超,并验证特定条件下前者递减收敛于对数欧氏均值。

摘要:

正定埃尔米特矩阵锥上存在多种不同的几何均值,例如度量几何均值、谱几何均值、对数欧氏均值和Wasserstein均值。本文证明了两个给定正定矩阵的乘积与其(度量和谱)几何均值的奇异值之间的对数优超关系。我们还建立了双变量Wasserstein均值与谱几何均值的谱之间的弱对数优超关系。特别地,我们验证了在变量满足一定条件时,双变量Wasserstein均值关于弱对数优超递减收敛于对数欧氏均值。

英文摘要:

There exist lots of distinct geometric means on the cone of positive definite Hermitian matrices such as the metric geometric mean, spectral geometric mean, log-Euclidean mean and Wasserstein mean. In this paper, we prove the log-majorization relation on the singular values of the product of given two positive definite matrices and their (metric and spectral) geometric means. We also establish the weak log-majorization between the spectra of two-variable Wasserstein mean and spectral geometric mean. In particular, we verify with certain condition on variables that two-variable Wasserstein mean converges decreasingly to the log-Euclidean mean with respect to the weak log-majorization.

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