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EXTENSION OF BLOCK MATRIX REPRESENTATION OF THE GEOMETRIC MEAN

  • Choi, Hana (Department of Mathematics Sungkyunkwan University) ;
  • Choi, Hayoung (School of Information Science and Technology ShanghaiTech University) ;
  • Kim, Sejong (Department of Mathematics Chungbuk National University) ;
  • Lee, Hosoo (Department of Mathematics Education Teachers College Jeju National University)
  • Received : 2019.04.09
  • Accepted : 2019.07.25
  • Published : 2020.05.01

Abstract

To extend the well-known extremal characterization of the geometric mean of two n × n positive definite matrices A and B, we solve the following problem: $${\max}\{X:X=X^*,\;\(\array{A&V&X\\V&B&W\\X&W&C}\){\geq}0\}$$. We find an explicit expression of the maximum value with respect to the matrix geometric mean of Schur complements.

Keywords

References

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