K-Tensors: Clustering Positive Semi-Definite Matrices

This paper introduces $K$-Tensors, a novel self-consistent clustering algorithm designed to cluster positive semi-definite (PSD) matrices by their eigenstructures. Clustering PSD matrices is crucial across various fields, including computer and biomedical sciences. Traditional clustering methods, which often involve matrix vectorization, tend to overlook the inherent PSD characteristics, thereby discarding valuable shape and eigenstructural information. To preserve this essential shape and eigenstructral information, our approach incorporates a unique distance metric that respects the PSD nature of the data. We demonstrate that $K$-Tensors is not only self-consistent but also reliably converges to a local optimum. Through numerical studies, we further validate the algorithm's effectiveness and explore its properties in detail.