The Taub Faculty of Computer Science Events and Talks

Symmetric positive definite matrices are widely used. Diffusion kernels, Curvature, Optimization and many more. However, Symmetric positive definite matrices are not a group and form an open unbounded manifold. Thus, not clear how to efficiently interpolate such data. In this lecture we give such a subdivision interpolation scheme based on the geodes in the Rieman metric of the Symmetric positive definite matrices. We prove convergences and smoothness and in addition spectral properties as well.

This is a joint work with Nir Sharon and Nira Dyn.