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2011

Positive definite matrices and the S-divergence

Sra, Suvrit

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Positive definite matrices abound in a dazzling variety of applications.

This ubiquity can be in part attributed to their rich geometric structure: positive definite matrices form a self-dual convex cone whose strict interior is a Riemannian manifold.
The manifold view is endowed with a "natural" distance function while the conic view is not.
Nevertheless, drawing motivation from the conic view, we introduce the S-Divergence as a "natural" distance-like function on the open cone of positive definite matrices.

Positive definite matrices and the S-divergence · Around

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