1. The α-z-Bures Wasserstein divergence
- Author
-
Bich Khue Vo, Cong Trinh Le, Trung Hoa Dinh, and Trung Dung Vuong
- Subjects
Numerical Analysis ,Algebra and Number Theory ,Kullback–Leibler divergence ,Power mean ,010102 general mathematics ,010103 numerical & computational mathematics ,Positive-definite matrix ,01 natural sciences ,Least squares ,Combinatorics ,Matrix (mathematics) ,Matrix function ,Discrete Mathematics and Combinatorics ,Geometry and Topology ,0101 mathematics ,Quantum information ,Divergence (statistics) ,Mathematics - Abstract
In this paper, we introduce the α-z-Bures Wasserstein divergence for positive semidefinite matrices A and B as Φ ( A , B ) = T r ( ( 1 − α ) A + α B ) − T r ( Q α , z ( A , B ) ) , where Q α , z ( A , B ) = ( A 1 − α 2 z B α z A 1 − α 2 z ) z is the matrix function in the α-z-Renyi relative entropy. We show that for 0 ≤ α ≤ z ≤ 1 , the quantity Φ ( A , B ) is a quantum divergence and satisfies the Data Processing Inequality in quantum information. We also solve the least squares problem with respect to the new divergence. In addition, we show that the matrix power mean μ ( t , A , B ) = ( ( 1 − t ) A p + t B p ) 1 / p satisfies the in-betweenness property with respect to the α-z-Bures Wasserstein divergence.
- Published
- 2021