The Karcher Mean on Lie Groups of Upper Triangular Matrices

Abstract

We study the weighted Karcher mean on the Lie group ${\mathrm{UT}}_n$ of upper triangular matrices with positive diagonal entries. Using a divided-difference description of analytic functions on upper triangular matrices and the Parlett recurrence, we prove the existence, uniqueness, and analyticity of the weighted Karcher mean and derive recursive formulas for its computation. The theory yields explicit expressions in low dimensions and formulas for weighted geometric means on ${\mathrm{UT}}_n$. More generally, the results reveal a close relationship between divided differences, analytic matrix functions, and nonlinear matrix means on triangular Lie groups.

17 pages