Complex Interpolation of Matrices with an application to Multi-Manifold Learning

Adi Arbel, Stefan Steinerberger, Ronen Talmon

Given two symmetric positive-definite matrices $A,B\in {\mathbb{R}}^{n\times n}$, we study the spectral properties of the interpolation $A^{1-x}{B}^x$ for $0\le x\le 1$. The pr…