Riemannian metric and geometric mean for positive semidefinite matrices of fixed rank

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive cone and the associated natural metric. The resulting Riemannian space has strong geometrical properties: it is geodesically complete, and the metric is invariant with respect to all transformations that preserve angles (orthogonal transformations, scalings, and pseudoinversion). A meaningful approximation of the associated Riemannian distance is proposed, that can be efficiently numerically computed via a simple algorithm based on SVD. The induced mean preserves the rank, possesses the most desirable characteristics of a geometric mean, and is easy to compute. © 2009 Society for Industrial and Applied Mathematics.

Refining sparse principal components

In this paper, we discuss methods to refine locally optimal solutions of sparse PCA. Starting from a local solution obtained by existing algorithms, these methods take advantage of convex relaxations of the sparse PCA problem to propose a refined solution that is still locally optimal but with a higher objective value. © 2010 Springer -Verlag Berlin Heidelberg.

Sparse recovery of complex phase-encoded velocity images using iterative thresholding

In this paper we propose a new algorithm for reconstructing phase-encoded velocity images of catalytic reactors from undersampled NMR acquisitions. Previous work on this application has employed total variation and nonlinear conjugate gradients which, although promising, yields unsatisfactory, unphysical visual results. Our approach leverages prior knowledge about the piecewise-smoothness of the phase map and physical constraints imposed by the system under study. We show how iteratively regularizing the real and imaginary parts of the acquired complex image separately in a shift-invariant wavelet domain works to produce a piecewise-smooth velocity map, in general. Using appropriately defined metrics we demonstrate higher fidelity to the ground truth and physical system constraints than previous methods for this specific application. © 2013 IEEE.