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Scaling-rotation distance and interpolation of symmetric positive-definite matrices. (English) Zbl 1321.15020

Summary: We introduce a new geometric framework for the set of symmetric positive-definite (SPD) matrices, aimed at characterizing deformations of SPD matrices by individual scaling of eigenvalues and rotation of eigenvectors of the SPD matrices. To characterize the deformation, the eigenvalue-eigenvector decomposition is used to find alternative representations of SPD matrices and to form a Riemannian manifold so that scaling and rotations of SPD matrices are captured by geodesics on this manifold. The problems of nonunique eigen-decompositions and eigenvalue multiplicities are addressed by finding minimal-length geodesics, which gives rise to a distance and an interpolation method for SPD matrices. Computational procedures for evaluating the minimal scaling-rotation deformations and distances are provided for the most useful cases of \(2 \times 2\) and \(3 \times 3\) SPD matrices. In the new geometric framework, minimal scaling-rotation curves interpolate eigenvalues at constant logarithmic rate, and eigenvectors at constant angular rate. In the context of diffusion tensor imaging, this results in better behavior of the trace, determinant, and fractional anisotropy of interpolated SPD matrices in typical cases.

MSC:

15A18 Eigenvalues, singular values, and eigenvectors
15B48 Positive matrices and their generalizations; cones of matrices
15A15 Determinants, permanents, traces, other special matrix functions
65F35 Numerical computation of matrix norms, conditioning, scaling
53C20 Global Riemannian geometry, including pinching
53C22 Geodesics in global differential geometry

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