Riemannian Geometry of Grassmann Manifolds with a View on Algorithmic Computation

We give simple formulas for the canonical metric, gradient, Lie derivative, Riemannian connection, parallel translation, geodesics and distance on the Grassmann manifold of p-planes in Rn. In these formulas, p-planes are represented as the column space of n×p matrices. The Newton method on abstract Riemannian manifolds proposed by Smith is made explicit on the Grassmann manifold. Two applications – computing an invariant subspace of a matrix and the mean of subspaces – are worked out.

[1]  I. Holopainen Riemannian Geometry , 1927, Nature.

[2]  K. Nomizu Invariant Affine Connections on Homogeneous Spaces , 1954 .

[3]  K. Leichtweiss Zur Riemannschen Geometrie in Grassmannschen Mannigfaltigkeiten , 1961 .

[4]  K. Nomizu,et al.  Foundations of Differential Geometry , 1963 .

[5]  Y. Wong Differential geometry of grassmann manifolds. , 1967, Proceedings of the National Academy of Sciences of the United States of America.

[6]  D. Luenberger Optimization by Vector Space Methods , 1968 .

[7]  G. Stewart Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems , 1973 .

[8]  W. Boothby An introduction to differentiable manifolds and Riemannian geometry , 1975 .

[9]  H. Karcher Riemannian center of mass and mollifier smoothing , 1977 .

[10]  S. Helgason Differential Geometry, Lie Groups, and Symmetric Spaces , 1978 .

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

[12]  John E. Dennis,et al.  Numerical methods for unconstrained optimization and nonlinear equations , 1983, Prentice Hall series in computational mathematics.

[13]  F. Chatelin Simultaneous Newton’s Iteration for the Eigenproblem , 1984 .

[14]  B. F. Doolin,et al.  Introduction to Differential Geometry for Engineers , 1990 .

[15]  W. Kendall Probability, Convexity, and Harmonic Maps with Small Image I: Uniqueness and Fine Existence , 1990 .

[16]  G. Golub,et al.  Tracking a few extreme singular values and vectors in signal processing , 1990, Proc. IEEE.

[17]  J.l. Ramos Introduction to differential geometry for engineers , 1993 .

[18]  J. Ferrer,et al.  Differentiable families of subspaces , 1994 .

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

[20]  I. Chavel Riemannian Geometry: Subject Index , 2006 .

[21]  A. Bloch Hamiltonian and Gradient Flows, Algorithms and Control , 1995 .

[22]  Gene H. Golub,et al.  Matrix computations (3rd ed.) , 1996 .

[23]  Gene H. Golub,et al.  Matrix Computations, Third Edition , 1996 .

[24]  U. Helmke,et al.  Optimization and Dynamical Systems , 1994, Proceedings of the IEEE.

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

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

[27]  Eva Lundstr Adaptive Eigenvalue Computations Using Newton's Method on the Grassmann Manifold , 1999 .

[28]  Robert E. Mahony,et al.  The Geometry of the Newton Method on Non-Compact Lie Groups , 2002, J. Glob. Optim..

[29]  L. Eldén,et al.  Inexact Rayleigh Quotient-Type Methods for Eigenvalue Computations , 2002 .

[30]  L. Rodman,et al.  A class of robustness problems in matrix analysis , 2002 .

[31]  Robert E. Mahony,et al.  A Grassmann-Rayleigh Quotient Iteration for Computing Invariant Subspaces , 2002, SIAM Rev..

[32]  Roger P. Woods,et al.  Characterizing volume and surface deformations in an atlas framework: theory, applications, and implementation , 2003, NeuroImage.

[33]  Robert E. Mahony,et al.  Cubically Convergent Iterations for Invariant Subspace Computation , 2004, SIAM J. Matrix Anal. Appl..

[34]  James Demmel,et al.  Three methods for refining estimates of invariant subspaces , 1987, Computing.