Geometries on the cone of positive-definite matrices derived from the power potential and their relation to the power means

Abstract

We study a Riemannian metric on the cone of symmetric positive-definite matrices obtained from the Hessian of the power potential function $(1-\det(X)^\beta)/\beta$. We give explicit expressions for the geodesics and distance function, under suitable conditions. In the scalar case, the geodesic between two positive numbers coincides with a weighted power mean, while for matrices of size at least two it yields a notion of weighted power mean different from the ones given in the literature. As $\beta$ tends to zero, the power potential converges to the logarithmic potential, that yields a well-known metric associated with the matrix geometric mean; we show that the geodesic and the distance associated with the power potential converge to the weighted matrix geometric mean and the distance associated with the logarithmic potential, respectively.