A fixed-point algorithm for estimating power means of positive definite matrices

The estimation of means of data points lying on the Riemannian manifold of symmetric positive-definite (SPD) matrices is of great utility in classification problems and is currently heavily studied. The power means of SPD matrices with exponent p in the interval [-1, 1] interpolate in between the Harmonic (p = -1) and the Arithmetic mean (p = 1), while the… CONTINUE READING