Heinz mean

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Template:Short description In mathematics, the Heinz mean (named after E. Heinz[1]) of two non-negative real numbers A and B, was defined by Bhatia[2] as:

Hx(A,B)=AxB1x+A1xBx2,

with 0 ≤ x ≤ Template:Sfrac.

For different values of x, this Heinz mean interpolates between the arithmetic (x = 0) and geometric (x = 1/2) means such that for 0 < x < Template:Sfrac:

AB=H12(A,B)<Hx(A,B)<H0(A,B)=A+B2.

The Heinz means appear naturally when symmetrizing α-divergences.[3]

It may also be defined in the same way for positive semidefinite matrices, and satisfies a similar interpolation formula.[4][5]

See also

References

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Template:Mathapplied-stub

  1. E. Heinz (1951), "Beiträge zur Störungstheorie der Spektralzerlegung", Math. Ann., 123, pp. 415–438.
  2. Template:Citation.
  3. Template:Citation.
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  5. Template:Citation.