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Weighted Carlson Mean of Positive Definite Matrices

  • Lee, Hosoo (Department of Mathematics, Louisiana State University)
  • Received : 2013.06.27
  • Accepted : 2013.08.01
  • Published : 2013.09.23

Abstract

Taking the weighted geometric mean [11] on the cone of positive definite matrix, we propose an iterative mean algorithm involving weighted arithmetic and geometric means of $n$-positive definite matrices which is a weighted version of Carlson mean presented by Lee and Lim [13]. We show that each sequence of the weigthed Carlson iterative mean algorithm has a common limit and the common limit of satisfies weighted multidimensional versions of all properties like permutation symmetry, concavity, monotonicity, homogeneity, congruence invariancy, duality, mean inequalities.

Keywords

References

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