math.FA — Functional Analysis

The $p$-Bures–Wasserstein distance via $3\times3$ block matrices (with application to $p$-Bures–Wasserstein barycenters)

Contributed by Suvrit Sra

We study the $p$-Bures–Wasserstein distance $D_p(A,B)=(\mathrm{tr}\,A^p+\mathrm{tr}\,B^p-2\|A^{1/2}B^{1/2}\|_p^p)^{1/2}$ on positive semidefinite matrices; it equals the Bures–Wasserstein distance for $p=1$, and the Hilbert–Schmidt distance for $p=2$. We prove that $D_p$ is a metric for every $1\le p\le2$, by proving a stronger 2014 conjecture of Lin and van den Driessche on $3\times3$ block matrices. Our main tool is a partition inequality for Schatten norms, proved by complex interpolation. We also characterize Fréchet means for $D_p$ by a fixed-point equation and prove geometric convergence of the associated iteration.