

Information Geometry and its Applications III
Abstract Fumio Hiai
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Fumio Hiai (Tohoku University, Japan)
Wednesday, August 04, 2010, room Hörsaal 1
Riemannian metrics on positive definite matrices related to means
This is a joint work with D. Petz and a continuation of the paper in LAA 430 (2009) with the same title. The Hermitian matrices form the
-dimensional Euclidean space with respect to Hilbert-Schmidt inner product. The set
of all
positive definite matrices, being an open subset of
, is naturally equipped with a
manifold structure. An smooth kernel function
induces a Riemannian metric
on
defined by
where is the spectral decomposition. Certain mportant quantities in quantum information geometry, such as statistical metric, quantum Fisher informations, and quantum variances, are Riemannian metrics arising from kernel functions
of the form
, a
(
)-power of a symmetric homogenous mean M(x,y) of x,y>0. We discuss the following topics concerning geodesic shortest curves and geodesic distance of Riemannian metrics on
of this type.
(1) Since the Riemannian manifold with
is complete if and only if
, the existence of geodesic shortest curves in the case
does not seem obvious. When A,B are commuting, we present an explicit formula of a geodesic shortest curve between A,B that is depending on
but independent of the choice of M. Moreover, we show the existence of a geodesic shortest curve joining
for the metric
with
if
is sufficiently near 2.
(2) We present a necessary and sufficient condition for Riemannian metrics and
induced by
and
to be isometric under the transformation
given by a smooth function
. The condition is explicitly given in terms of
, and
.
(3) From the above (2) we can construct a one-parameter isometric family of Riemannian metrics starting from any inside the set of Riemannian metrics we are treating. Those isometric families have different features between the cases
and
. We see that each of those families converges to the metric
induced by the square of the logarithmic mean
. Thus
may be regarded as a (unique) attractor in the set of all Riemannian metrics of our discussion. From the fact that the geodesic shortest curve for the metric
is
(
), this shows the Riemannian geometric interpretation for the limit formulas such as
where is the t-power mean (
).
Date and Location
August 02 - 06, 2010
University of Leipzig
Augustusplatz
04103 Leipzig
Germany
Scientific Organizers
Nihat AyMax Planck Institute for Mathematics in the Sciences
Information Theory of Cognitive Systems Group
Germany
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Paolo Gibilisco
Università degli Studi di Roma "Tor Vergata"
Facoltà di Economia
Italy
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František Matúš
Academy of Sciences of the Czech Republic
Institute of Information Theory and Automation
Czech Republic
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Scientific Committee
Shun-ichi Amari
RIKEN
Brain Science Institute, Mathematical Neuroscience Laboratory
Japan
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Imre Csiszár
Hungarian Academy of Sciences
Alfréd Rényi Institute of Mathematics
Hungary
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Dénes Petz
Budapest University of Technology and Economics
Department for Mathematical Analysis
Hungary
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Giovanni Pistone
Collegio Carlo Alberto, Moncalieri
Italy
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Administrative Contact
Antje Vandenberg
Max Planck Institute for Mathematics in the Sciences
Contact by Email
Phone: (++49)-(0)341-9959-552
Fax: (++49)-(0)341-9959-555