Pome

Lemma 12.6.981EECB4E9700

Lemma 12.6.9.81EECB4E9700 On the cone of all positive definite Hermitian $n\times n$ matrices, the Riemannian distance of the metric (12.6.7) is

C6F155F53713 12.6.10
\begin{equation} d_{\mathrm{full}}(A,B)=\frac1{\sqrt n} \| \log (A^{-1/2}BA^{-1/2})\| _{\mathrm F}. \end{equation}

For endpoints with equal determinant, this is also the intrinsic distance in the hypersurface of all positive definite matrices with that determinant.

Proof. By the trace formula, the congruence $M\mapsto P^*MP$ by a fixed invertible matrix $P$ is an isometry. Taking $P=A^{-1/2}$, we may assume that the endpoints are $I$ and $C=A^{-1/2}BA^{-1/2}>0$. The curve $\exp (t\log C)$, $0\leq t\leq 1$, has constant speed $\| \log C\| _{\mathrm F}/\sqrt n$, which gives the upper bound for the distance.

For the reverse inequality, diagonalization gives the convergent resolvent formula for the matrix logarithm and its derivative

\begin{align*} \log M& =\int _0^\infty \bigl ((1+s)^{-1}I-(M+sI)^{-1}\bigr )\, \mathrm ds,\\ D\log _ M[U]& =\int _0^\infty (M+sI)^{-1}U(M+sI)^{-1}\, \mathrm ds. \end{align*}

On a neighborhood of $M$ where the spectrum is bounded below by a positive constant, differentiation under the integral sign is justified by an integrable bound. In a unitary basis diagonalizing $M$, with eigenvalues $d_ i>0$, the derivative has entries $c_{ij}U_{ij}$, where

\[ c_{ij}=\frac{\log d_ i-\log d_ j}{d_ i-d_ j}\quad (d_ i\ne d_ j), \qquad c_{ij}=\frac1{d_ i}\quad (d_ i=d_ j). \]

Writing $d_ i/d_ j=\mathrm e^{2s}$ gives $\sqrt{d_ id_ j}|c_{ij}|=|s/\sinh s|\leq 1$, including the limiting value at $s=0$. Hence

\[ \| D\log _ M[U]\| _{\mathrm F} \leq \| M^{-1/2}UM^{-1/2}\| _{\mathrm F}. \]

Applying this along a piecewise $C^1$ path of positive matrices from $I$ to $C$ and integrating, we bound its length below by $\| \log C\| _{\mathrm F}/\sqrt n$. This proves the distance formula. In terms of the original endpoints, the length-minimizing curve is

3C044D127EF7 12.6.11
\begin{equation} M(t)=A^{1/2}(A^{-1/2}BA^{-1/2})^ tA^{1/2}. \end{equation}

Its determinant is $(\det A)^{1-t}(\det B)^ t$, so for endpoints with equal determinant it stays in the fixed-determinant hypersurface. $\square$

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