Empirical means on pseudo-orthogonal groups

The present article studies the problemof computing empiricalmeans on pseudo-orthogonal groups. To design numerical algorithms to compute empirical means, the pseudo-orthogonal group is endowed with a pseudo-Riemannian metric that affords the computation of the exponential map in closed forms. The distance between two pseudo-orthogonal matrices, which is an essential ingredient, is computed by both the Frobenius norm and the geodesic distance. The empirical-mean computation problem is solved via a pseudo-Riemannian-gradient-stepping algorithm. Several numerical tests are conducted to illustrate the numerical behavior of the devised algorithm.