Bures–Wasserstein Minimizing Geodesics between Covariance Matrices of Different Ranks

DOI10.1137/22m149168xzbMath1528.15027arXiv2204.09928MaRDI QIDQ6053420

Xavier Pennec, Yann Thanwerdas

Publication date: 18 October 2023

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.09928

zbMATH Keywords

geodesicsorbit spacecovariance matricesinjectivity domainBures-WassersteinPSD matrices

Mathematics Subject Classification ID

Complete metric spaces (54E50) Positive matrices and their generalizations; cones of matrices (15B48) Geodesics in global differential geometry (53C22) Quadratic and bilinear forms, inner products (15A63) Local Riemannian geometry (53B20) Stratified sets (58A35) Manifolds of metrics (especially Riemannian) (58D17)

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