Abstract
Various optimization algorithms have been proposed to compute the Karcher mean (namely the Riemannian center of mass in the sense of the affine-invariant metric) of a collection of symmetric positive-definite matrices. Here we propose to handle this computational task with a recently developed limited-memory Riemannian BFGS method using an implementation tailored to the symmetric positive-definite Karcher mean problem. We also demonstrate empirically that the method is best suited for large-scale problems in terms of computation time and robustness when comparing to the existing state-of-the-art algorithms.
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