Geometric mean block matrices

We consider an m×m block matrix G with entries Ai#Aj where A1,…,Am are positive definite matrices of fixed size and A#B is the geometric mean of positive definite matrix A and B. We show that G is positive semidefinite if and only if the family of A1,…,Am is Γ-commuting; it can be transformed to a c...

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Veröffentlicht in:Linear algebra and its applications 2019-08, Vol.575, p.299-313
Hauptverfasser: Kim, Sejong, Lee, Hosoo, Lim, Yongdo
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider an m×m block matrix G with entries Ai#Aj where A1,…,Am are positive definite matrices of fixed size and A#B is the geometric mean of positive definite matrix A and B. We show that G is positive semidefinite if and only if the family of A1,…,Am is Γ-commuting; it can be transformed to a commuting family of positive definite matrices by a congruence transformation. This result via Γ-commuting families provides not only a kind of positive semidefinite block matrices but also a new extremal characterization of two variable geometric mean in terms of multivariate block matrices.
ISSN:0024-3795
1873-1856
DOI:10.1016/j.laa.2019.04.008