Title :
Algorithm comparison for Karcher mean computation of rotation matrices and diffusion tensors
Author :
Rentmeesters, Quentin ; Absil, P.-A.
Author_Institution :
Dept. of Math. Eng., Univ. catholique de Louvain, Louvain-la-Neuve, Belgium
fDate :
Aug. 29 2011-Sept. 2 2011
Abstract :
This paper concerns the computation, by means of gradient and Newton methods, of the Karcher mean of a finite collection of points, both on the manifold of 3×3 rotation matrices endowed with its usual bi-invariant metric and on the manifold of 3×3 symmetric positive definite matrices endowed with its usual affine invariant metric. An explicit expression for the Hessian of the Riemannian squared distance function of these manifolds is given. From this, a condition on the step size of a constant step gradient method that depends on the data distribution is derived. These explicit expressions make a more efficient implementation of the Newton method possible and it is shown that the Newton method outperforms the gradient method in some cases.
Keywords :
Newton method; gradient methods; matrix algebra; tensors; 3×3 rotation matrices; 3×3 symmetric positive definite matrices; Hessian of the Riemannian squared distance function; Karcher mean computation; Newton method; affine invariant metric; bi-invariant metric; constant step gradient method; diffusion tensors; rotation matrices; Convergence; Gradient methods; Manifolds; Measurement; Newton method; Symmetric matrices; Vectors;
Conference_Titel :
Signal Processing Conference, 2011 19th European
Conference_Location :
Barcelona