Geometric mean of partial positive definite matrices with missing entries

DOI10.1080/03081087.2019.1585741zbMath1456.15030arXiv1811.00547OpenAlexW2963269061WikidataQ114641272 ScholiaQ114641272MaRDI QIDQ5145076

Sejong Kim, Yuanming Shi, Hayoung Choi

Publication date: 19 January 2021

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.00547

zbMATH Keywords

entropycovariance matrixgeometric meanmaximum determinantpositive definite completions

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Operator means involving linear operators, shorted linear operators, etc. (47A64)

Uses Software

• Matlab

Cites Work

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