Article ID Journal Published Year Pages File Type
6415951 Linear Algebra and its Applications 2016 18 Pages PDF
Abstract

In this paper, using Laurent operators and Fourier coefficients of their symbol functions, we introduce a geometric mean for a large class of n×n positive semi-definite Toeplitz matrices which satisfies the monotonicity property. The cost of our approach in term of arithmetic operations for m matrices is of the order O(mn2). This definition preserves the structure, is simple to calculate, preserves monotonicity and satisfies some other Ando-Li-Mathias properties.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
Authors
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