The Kähler Mean of Block-Toeplitz Matrices with Toeplitz Structured Blocks

@article{Jeuris2016TheKM,
  title={The K{\"a}hler Mean of Block-Toeplitz Matrices with Toeplitz Structured Blocks},
  author={Ben Jeuris and Raf Vandebril},
  journal={SIAM J. Matrix Anal. Appl.},
  year={2016},
  volume={37},
  pages={1151-1175}
}
When one computes an average of positive definite (PD) matrices, the preservation of additional matrix structure is desirable for interpretations in applications. An interesting and widely present structure is that of PD Toeplitz matrices, which we endow with a geometry originating in signal processing theory. As an averaging operation, we consider the barycenter, or minimizer of the sum of squared intrinsic distances. The resulting barycenter, the Kahler mean, is discussed along with its… Expand
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