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Geometry of Matrix Decompositions Seen Through Optimal Transport and Information Geometry

Klas Modin (Institutionen för matematiska vetenskaper, matematik)
(2015)
[Preprint]

We survey classical matrix decomposition and their connection to optimal mass transport (OMT) and information geometry, emphasizing the Riemannian point-of-view. The link is obtained by considering OMT and information geometry in the category of linear transformations and multivariate Gaussian distributions. In this way, OMT is directly related to the polar decomposition of matrices, whereas information geometry is directly related to the QR, Cholesky, spectral, and singular value decompositions.



Denna post skapades 2016-01-11.
CPL Pubid: 230391

 

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Institutioner (Chalmers)

Institutionen för matematiska vetenskaper, matematik (2005-2016)

Ämnesområden

Geometri
Beräkningsmatematik

Chalmers infrastruktur