High-Order Retractions on Matrix Manifolds Using Projected Polynomials

DOI10.1137/17M1130459MaRDI QIDQ4643331zbMATH OpenOpenAlexFDO

Authors Evan S. Gawlik, Melvin Leok

Publication date 24 May 2018

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.05554

zbMATH Keywords

geodesicgeometric meanGrassmannianKarcher meanmatrix exponentialmatrix manifoldpolar decompositionretractionRiemannian exponentialStiefel manifoldunitary group

Mathematics Subject Classification ID

Grassmannians, Schubert varieties, flag manifolds (14M15) Factorization of matrices (15A23) Local Riemannian geometry (53B20)

Abstract: We derive a family of high-order, structure-preserving approximations of the Riemannian exponential map on several matrix manifolds, including the group of unitary matrices, the Grassmannian manifold, and the Stiefel manifold. Our derivation is inspired by the observation that if $Omega$ is a skew-Hermitian matrix and $t$ is a sufficiently small scalar, then there exists a polynomial of degree $n$ in $tOmega$ (namely, a Bessel polynomial) whose polar decomposition delivers an approximation of $e^{tOmega}$ with error $O(t^{2n+1})$. We prove this fact and then leverage it to derive high-order approximations of the Riemannian exponential map on the Grassmannian and Stiefel manifolds. Along the way, we derive related results concerning the supercloseness of the geometric and arithmetic means of unitary matrices.

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Cited in

(7)

• A high order positivity-preserving polynomial projection remapping method
• Cayley-transform-based gradient and conjugate gradient algorithms on Grassmann manifolds
• On matrix exponentials and their approximations related to optimization on the Stiefel manifold
• Projection-like retractions on matrix manifolds
• Embedding-based interpolation on the special orthogonal group
• Zeroth-order Riemannian averaging stochastic approximation algorithms
• High-order accurate inference on manifolds

Describes a project that uses

Uses Software

• mftoolbox
• NCAlgebra

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