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Maps on positive definite matrices preserving Bregman and Jensen divergences

Authors :
Molnár, Lajos
Pitrik, József
Virosztek, Dániel
Source :
Linear Algebra Appl. 495 (2016), 174-189
Publication Year :
2015

Abstract

In this paper we determine those bijective maps of the set of all positive definite $n\times n$ complex matrices which preserve a given Bregman divergence corresponding to a differentiable convex function that satisfies certain conditions. We cover the cases of the most important Bregman divergences and present the precise structure of the mentioned transformations. Similar results concerning Jensen divergences and their preservers are also given.

Details

Database :
arXiv
Journal :
Linear Algebra Appl. 495 (2016), 174-189
Publication Type :
Report
Accession number :
edsarx.1509.02316
Document Type :
Working Paper
Full Text :
https://doi.org/10.1016/j.laa.2016.01.010