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Affine-Invariant Orders on the Set of Positive-Definite Matrices

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Geometric Science of Information (GSI 2017)

Part of the book series: Lecture Notes in Computer Science ((LNIP,volume 10589))

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Abstract

We introduce a family of orders on the set \(S^+_n\) of positive-definite matrices of dimension n derived from the homogeneous geometry of \(S^+_n\) induced by the natural transitive action of the general linear group GL(n). The orders are induced by affine-invariant cone fields, which arise naturally from a local analysis of the orders that are compatible with the homogeneous structure of \(S^+_n\). We then revisit the well-known Löwner-Heinz theorem and provide an extension of this classical result derived using differential positivity with respect to affine-invariant cone fields.

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Correspondence to Cyrus Mostajeran .

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Mostajeran, C., Sepulchre, R. (2017). Affine-Invariant Orders on the Set of Positive-Definite Matrices. In: Nielsen, F., Barbaresco, F. (eds) Geometric Science of Information. GSI 2017. Lecture Notes in Computer Science(), vol 10589. Springer, Cham. https://doi.org/10.1007/978-3-319-68445-1_71

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  • DOI: https://doi.org/10.1007/978-3-319-68445-1_71

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-68444-4

  • Online ISBN: 978-3-319-68445-1

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