Scaling-rotation distance and interpolation of symmetric positive-definite matrices

Abstract

We introduce a new geometric framework for the set of symmetric positive-definite (SPD) matrices, aimed to characterize deformations of SPD matrices by individual scaling of eigenvalues and rotation of eigenvectors of the SPD matrices. To characterize the deformation, the eigenvalue-eigenvector decomposition is used to find alternative representations of SPD matrices, and to form a Riemannian manifold so that scaling and rotations of SPD matrices are captured by geodesics on this manifold. The problems of non-unique eigen-decompositions and eigenvalue multiplicities are addressed by finding minimal-length geodesics, which gives rise to a distance and an interpolation method for SPD matrices. Computational procedures to evaluate the minimal scaling--rotation deformations and distances are provided for the most useful cases of $2\times 2$ and $3\times 3$ SPD matrices. In the new geometric framework, minimal scaling--rotation curves interpolate eigenvalues at constant logarithmic rate, and eigenvectors at constant angular rate. In the context of diffusion tensor imaging, this results in better behavior of the trace, determinant and fractional anisotropy of interpolated SPD matrices in typical cases.

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Cited by in corpus (2)

• Omnibus CLTs for Fréchet means and nonparametric inference on non-Euclidean spaces
• Geometric foundations for scaling-rotation statistics on symmetric positive definite matrices: minimal smooth scaling-rotation curves in low dimensions