Title: A Majorization-Minimization Algorithm for Computing the Karcher Mean of Positive Definite Matrices
Abstract:An algorithm for computing the Karcher mean of $n$ positive definite matrices is proposed, based on the majorization-minimization (MM) principle. The proposed MM algorithm is parameter-free, does not ...An algorithm for computing the Karcher mean of $n$ positive definite matrices is proposed, based on the majorization-minimization (MM) principle. The proposed MM algorithm is parameter-free, does not need to choose step sizes, and has a theoretical guarantee of asymptotic linear convergence.Read More
Title: $A Majorization-Minimization Algorithm for Computing the Karcher Mean of Positive Definite Matrices
Abstract: An algorithm for computing the Karcher mean of $n$ positive definite matrices is proposed, based on the majorization-minimization (MM) principle. The proposed MM algorithm is parameter-free, does not need to choose step sizes, and has a theoretical guarantee of asymptotic linear convergence.