An algorithm for computing the Karcher mean of $n$ positive definite matricesis proposed, based on the majorization-minimization (MM) principle. Theproposed MM algorithm is parameter-free, does not need to choose step sizes,and has a theoretical guarantee of asymptotic linear convergence.
展开▼
机译：提出了一种基于主次最小化（MM）原理的正定矩阵$ n $ Karcher平均计算算法。所提出的MM算法是无参数的，不需要选择步长，并且具有渐近线性收敛的理论保证。
展开▼
