Asymptotic analysis of generalized orthogonal flows (Q6995502)

The initial-value problem \N\[\N\dot Y=BY+Y\left(-\frac{1}{2}Y^T(B^T+B)Y+K\right),\quad Y(0)=Y_0 \N\]\Nis studied, where \(Y=Y(t)\in \mathbb{R}^{n\times k}\), \(n\ge k\), \(Y_0\) is an orthonormal matrix, and \(K\equiv K(t,Y)\in \mathbb{R}^{k\times k}\) is skew-symmetric. For a general matrix function \(K\) it is proved that the solution \(Y(t)\) stays in the Stiefel manifold. The existence of solution and its uniqueness is proved as well. Moreover \(Y(t)=\hat Y(t)Q(t)\), where \({\hat Y}\) satisfies \N\[\N\dot {\hat Y}=B\hat Y+\hat Y\left(-\frac{1}{2}\hat Y^T(B^T+B)\hat Y+K_{\hat Y}\right),\quad \hat Y(0)=Y_0, \N\]\Nand \N\[\N(K_{\hat Y})_{ij}= {1}/{2}(\hat Y^T(B^T+B)\hat Y)_{ij} \N\] \Nif \(i>j\), \( (K_{\hat Y})_{ij}=0 \) if \(i=j\), \N\[\N(K_{\hat Y})_{ij}=- {1}/{2}(\hat Y^T(B^T+B)\hat Y)_{ij} \N\]\Nif \(i<j\), and \(Q\) is a unique solution of the problem \N\[\N\dot Q(t)=-K_{\hat Y}Q+QK(t,\hat YQ),\quad Q(0)=I, \N\]\Nsuch that \(Q^T(t)Q(t)=I\). A generalized orthogonal flow with minimal variation, identical to an Oja-like flow is constructed and analysis of asymptotic behavior and the rate of convergence of this flow is performed.