Affine-Invariant Orders on the Set of Positive-Definite Matrices

被引:1
|
作者
Mostajeran, Cyrus [1 ]
Sepulchre, Rodolphe [1 ]
机构
[1] Univ Cambridge, Dept Engn, Cambridge CB2 1PZ, England
来源
关键词
D O I
10.1007/978-3-319-68445-1_71
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
We introduce a family of orders on the set S-n(+) of positive-definite matrices of dimension n derived from the homogeneous geometry of S-n(+) induced by the natural transitive action of the general linear group GL(n). The orders are induced by affine-invariant cone fields, which arise naturally from a local analysis of the orders that are compatible with the homogeneous structure of S-n(+). We then revisit the well-known Lowner-Heinz theorem and provide an extension of this classical result derived using differential positivity with respect to affine-invariant cone fields.
引用
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页码:613 / 620
页数:8
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