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Implementation of geometric mean of matrices #210

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tky823 opened this issue Jan 8, 2023 · 2 comments · Fixed by #211
Closed

Implementation of geometric mean of matrices #210

tky823 opened this issue Jan 8, 2023 · 2 comments · Fixed by #211
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@tky823
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tky823 commented Jan 8, 2023

Summary

The geometric mean of matrices can be written in several forms. Which is faster?

A#B
= A^{1/2}(A^{-1/2}BA^{-1/2})^{1/2}A^{1/2} ... (i)
= A(A^{-1}B)^{1/2} = B(B^{-1}A)^{1/2} ... (ii)
= (AB^{-1})^{1/2}B = (BA^{-1})^{1/2}A
@tky823 tky823 added the math Math related issue label Jan 8, 2023
@tky823 tky823 added this to the v0.2.0 milestone Jan 8, 2023
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tky823 commented Jan 8, 2023

This is related to IPSDTA and MNMF.

ref #33, #34

tky823 added a commit that referenced this issue Jan 8, 2023
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tky823 commented Jan 8, 2023

tky823 added a commit that referenced this issue Jan 8, 2023
tky823 added a commit that referenced this issue Jan 9, 2023
tky823 added a commit that referenced this issue Jan 9, 2023
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