A multivariable mean equation arising from the spectral geometric mean

TL;DR

This paper introduces a multivariable spectral geometric mean for positive definite operators via a nonlinear equation, exploring its properties and relation to other operator means.

Contribution

It formulates a multivariable spectral geometric mean through a nonlinear equation and compares its solutions with other least squares means of positive definite matrices.

Findings

Unique solution in two-variable case matches the spectral geometric mean.

Multivariable case may have non-unique solutions.

Comparison with other alternative means like Wasserstein mean.

Abstract

In the 1980s, Kubo and Ando introduced operator means on $\mathbb{P}$, the open convex cone of positive definite operators. One significant example is the weighted geometric mean $$ A \sharp_{t} B = A^{1/2} (A^{-1/2} B A^{-1/2})^{t} A^{1/2}, \qquad A,B \in \mathbb{P}. $$ The Karcher mean serves as a natural multivariable extension of this mean by minimizing the sum of squared Riemannian trace distances of positive definite matrices. It coincides a unique positive definite solution to the Karcher equation, which allows us to define the Karcher mean on $\mathbb{P}$. The weighted spectral geometric mean is defined as another geometric mean of two positive definite operators as follows: $$ A \natural_t B = (A^{-1} \sharp B)^{t} A (A^{-1} \sharp B)^{t}, $$ where $A \sharp B = A \sharp_{1/2} B$. In this paper, we make an initial attempt to formulate a multivariable spectral geometric mean through a nonlinear equation. In the two-variable case, the unique positive definite solution of this equation is precisely the spectral geometric mean. However, in the multi-variable case, the equation need not have a unique solution. We study properties of its solutions and compare them with other least squares means of positive definite matrices. Recently, a new theory of alternative means for positive definite operators has been developed, which includes the spectral geometric mean and the Wasserstein mean. We also consider multivariable equation arising from the alternative means.