Application of gradient descent algorithms based on geodesic distances

Abstract

In this paper, the Riemannian gradient algorithm and the natural gradient algorithm are applied to solve descent direction problems on the manifold of positive definite Hermitian matrices, where the geodesic distance is considered as the cost function. The first proposed problem is control for positive definite Hermitian matrix systems whose outputs only depend on their inputs. The geodesic distance is adopted as the difference of the output matrix and the target matrix. The controller to adjust the input is obtained such that the output matrix is as close as possible to the target matrix. We show the trajectory of the control input on the manifold using the Riemannian gradient algorithm. The second application is to compute the Karcher mean of a finite set of given Toeplitz positive definite Hermitian matrices, which is defined as the minimizer of the sum of geodesic distances. To obtain more efficient iterative algorithm compared with traditional ones, a natural gradient algorithm is proposed to compute the Karcher mean. Illustrative simulations are provided to show the computational behavior of the proposed algorithms.