  The generalization of the geometric mean of positive scalars to positive
definite matrices has attracted considerable attention since the seminal work
of Ando. The paper generalizes this framework of matrix means by proposing the
definition of a rank-preserving mean for two or an arbitrary number of positive
semi-definite matrices of fixed rank. The proposed mean is shown to be
geometric in that it satisfies all the expected properties of a rank-preserving
geometric mean. The work is motivated by operations on low-rank approximations
of positive definite matrices in high-dimensional spaces.
