Geometric matrix midranges

Abstract

We define geometric matrix midranges for positive definite Hermitian matrices and study the midrange problem from a number of perspectives. Special attention is given to the midrange of two positive definite matrices before considering the extension of the problem to $N > 2$ matrices. We compare matrix midrange statistics with the scalar and vector midrange problem and note the special significance of the matrix problem from a computational standpoint. We also study various aspects of geometric matrix midrange statistics from the viewpoint of linear algebra, differential geometry and convex optimization.ECH2020 EUROPEAN RESEARCH COUNCIL (ERC) (670645