Geometric structures of a manifold of positive definite Hermite matrices are considered from the viewpoint of information geometry. A Riemannian metric is defined and dual α-connections are introduced. Then the fact that the manifold is ±1-flat is shown. Moreover, the divergence of two points on the manifold is given through dual potential functions. Furthermore, the optimal approximation of a point onto the submanifold is gotten. Finally, some simulations are given to illustrate our results.
- information geometry
- optimal approximation
- Positive definite Hermite matrices
ASJC Scopus subject areas
- Applied Mathematics