Abstract

We study the Hilbert geometry induced by the Siegel disk domain, an open-bounded convex set of complex square matrices of operator norm strictly less than one. This Hilbert geometry yields a generalization of the Klein disk model of hyperbolic geometry, henceforth called the Siegel–Klein disk model to differentiate it from the classical Siegel upper plane and disk domains. In the Siegel–Klein disk, geodesics are by construction always unique and Euclidean straight, allowing one to design efficient geometric algorithms and data structures from computational geometry. For example, we show how to approximate the smallest enclosing ball of a set of complex square matrices in the Siegel disk domains: We compare two generalizations of the iterative core-set algorithm of Badoiu and Clarkson (BC) in the Siegel–Poincaré disk and in the Siegel–Klein disk: We demonstrate that geometric computing in the Siegel–Klein disk allows one (i) to bypass the time-costly recentering operations to the disk origin required at each iteration of the BC algorithm in the Siegel–Poincaré disk model, and (ii) to approximate fast and numerically the Siegel–Klein distance with guaranteed lower and upper bounds derived from nested Hilbert geometries.

Highlights

  • German mathematician Carl Ludwig Siegel [1] (1896–1981) and Chinese mathematician Loo-KengHua [2] (1910–1985) have introduced independently the symplectic geometry in the 1940s

  • Siegel disk domains: We compare two generalizations of the iterative core-set algorithm of Badoiu and Clarkson (BC) in the Siegel–Poincaré disk and in the Siegel–Klein disk: We demonstrate that geometric computing in the Siegel–Klein disk allows one (i) to bypass the time-costly recentering operations to the disk origin required at each iteration of the BC algorithm in the Siegel–Poincaré disk model, and (ii) to approximate fast and numerically the Siegel–Klein distance with guaranteed lower and upper bounds derived from nested Hilbert geometries

  • We have generalized the Klein model of hyperbolic geometry to the Siegel disk domain of complex matrices by considering the Hilbert geometry induced by the Siegel disk, an open-bounded convex complex matrix domain

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Summary

Introduction

German mathematician Carl Ludwig Siegel [1] (1896–1981) and Chinese mathematician Loo-Keng. To demonstrate the advantage of the Siegel–Klein disk model (Hilbert distance) over the Siegel–Poincaré disk model (Kobayashi distance), we consider approximating the Smallest Enclosing Ball (SEB) of the a set of square complex matrices in the Siegel disk domain. This problem finds potential applications in image morphology [28,38] or anomaly detection of covariance matrices [39,40]. Since the approximation factor does not depend on the dimension, this SEB approximation algorithm found many applications in machine learning [48] (e.g., in Reproducing Kernel Hilbert Spaces [49], RKHS)

Paper Outline and Contributions
Matrix Spaces and Matrix Norms
Hyperbolic Geometry in the Complex Plane
Poincaré Complex Upper Plane
Poincaré Disk
Klein Disk
Poincaré and Klein Distances to the Disk Origin and Conversions
Hyperbolic Fisher–Rao Geometry of Location-Scale Families
The Siegel Upper Space and the Siegel Distance
The Siegel Disk Domain and the Kobayashi Distance
The Siegel–Klein Geometry
Background on Hilbert Geometry
Hilbert Geometry of the Siegel Disk Domain
Calculating and Approximating the Siegel–Klein Distance
Siegel–Klein Distance to the Origin
Siegel–Klein Distance between Diagonal Matrices
A Fast Guaranteed Approximation of the Siegel–Klein Distance
The Smallest Enclosing Ball in the SPD Manifold and in the Siegel Spaces
Approximating the Smallest Enclosing Ball in Riemannian Spaces
Result
Implementation in the Siegel–Poincaré Disk
W2 of W1 and W2 can be found as follows
Fast Implementation in the Siegel–Klein Disk
Conclusions and Perspectives
Full Text
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