Kantorovich’s theorem for Newton’s method on Lie groups

The convergence criterion of Newton’s method to find the zeros of a map f from a Lie group to its corresponding Lie algebra is established under the assumption that f satisfies the classical Lipschitz condition, and that the radius of convergence ball is also obtained. Furthermore, the radii of the uniqueness balls of the zeros of f are estimated. Owren and Welfert (2000) stated that if the initial point is close sufficiently to a zero of f, then Newton’s method on Lie group converges to the zero; while this paper provides a Kantorovich’s criterion for the convergence of Newton’s method, not requiring the existence of a zero as a priori

[1]  Alan Edelman,et al.  The Geometry of Algorithms with Orthogonality Constraints , 1998, SIAM J. Matrix Anal. Appl..

[2]  S. Yau Mathematics and its applications , 2002 .

[3]  S. Smale Newton’s Method Estimates from Data at One Point , 1986 .

[4]  R. Mahony The constrained newton method on a Lie group and the symmetric eigenvalue problem , 1996 .

[5]  Xinghua Wang,et al.  Convergence of Newton's method and inverse function theorem in Banach space , 1999, Math. Comput..

[6]  P. Priouret,et al.  Newton's method on Riemannian manifolds: covariant alpha theory , 2002, math/0209096.

[7]  D. Gabay Minimizing a differentiable function over a differential manifold , 1982 .

[8]  Rush D. Robinett,et al.  Convergence of Newton's Method via Lyapunov Analysis , 2005 .

[9]  Richard E. Ewing,et al.  "The Merging of Disciplines: New Directions in Pure, Applied, and Computational Mathematics" , 1986 .

[10]  C. Udriste,et al.  Convex Functions and Optimization Methods on Riemannian Manifolds , 1994 .

[11]  Xinghua Wang Convergence on the iteration of Halley family in weak conditions , 1997 .

[12]  Orizon Pereira Ferreira,et al.  Kantorovich's Theorem on Newton's Method in Riemannian Manifolds , 2002, J. Complex..

[13]  Li Chong Wang Jinhua,et al.  Convergence of the Newton method and uniqueness of zeros of vector fields on Riemannian manifolds , 2005 .

[14]  F. W. Warner Foundations of Differentiable Manifolds and Lie Groups , 1971 .

[15]  R. Adler,et al.  Newton's method on Riemannian manifolds and a geometric model for the human spine , 2002 .

[16]  V. Varadarajan Lie groups, Lie algebras, and their representations , 1974 .

[17]  Jinhua Wang,et al.  Uniqueness of the singular points of vector fields on Riemannian manifolds under the gamma-condition , 2006, J. Complex..

[18]  B. Owren,et al.  The Newton Iteration on Lie Groups , 2000 .

[19]  Chong Li,et al.  Newton's method on Riemannian manifolds: Smale's point estimate theory under the γ-condition , 2006 .

[20]  Wang Xinghua,et al.  Convergence of Newton's method and inverse function theorem in Banach space , 1999 .