Hermite interpolation and data processing errors on Riemannian matrix manifolds

DOI10.1137/19M1282878MaRDI QIDQ5131974zbMATH OpenWikidataFDO

Authors R. Zimmermann

Publication date 9 November 2020

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.05875

zbMATH Keywords

singular value decompositionHermite interpolationRiemannian exponentialQR-decompositionmatrix manifoldRiemannian logarithm

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Interpolation in approximation theory (41A05) Numerical computation of matrix exponential and similar matrix functions (65F60) Computational methods for problems pertaining to differential geometry (53-08)

Abstract: The main contribution of this paper is twofold: On the one hand, a general framework for performing Hermite interpolation on Riemannian manifolds is presented. The method is applicable, if algorithms for the associated Riemannian exponential and logarithm mappings are available. This includes many of the matrix manifolds that arise in practical Riemannian computing application such as data analysis and signal processing, computer vision and image processing, structured matrix optimization problems and model reduction. On the other hand, we expose a natural relation between data processing errors and the sectional curvature of the manifold in question. This provides general error bounds for manifold data processing methods that rely on Riemannian normal coordinates. Numerical experiments are conducted for the compact Stiefel manifold of rectangular column-orthogonal matrices. As use cases, we compute Hermite interpolation curves for orthogonal matrix factorizations such as the singular value decomposition and the QR-decomposition.

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Cited in

(15)

• Manifold interpolation
• Hermite subdivision schemes for manifold-valued Hermite data
• Computing the Riemannian logarithm on the Stiefel manifold: metrics, methods, and performance
• Multivariate Hermite interpolation of manifold-valued data
• A Grassmann manifold handbook: basic geometry and computational aspects
• Scalable symmetric Tucker tensor decomposition
• Canonically centered coordinates for Grassmann interpolation: Lagrange, Hermite, and errors
• A gentle introduction to interpolation on the Grassmann manifold
• Cubic Hermite splines on the Hilbert manifold of probability measures
• Hermite interpolation with retractions on manifolds
• Approximating maps into manifolds with lower curvature bounds
• A universal approach to interpolation on reductive homogeneous spaces
• Manifold-valued function approximation from multiple tangent spaces
• Gaussian Process Subspace Prediction for Model Reduction
• Stiefel manifold interpolation for non-intrusive model reduction of parameterized fluid flow problems

Describes a project that uses

Uses Software

• mftoolbox
• SciPy

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