Abstract
Motivated by developments in numerical Lie group integrators, we introduce a family of local coordinates on Lie groups denoted generalized polar coordinates. Fast algorithms are derived for the computation of the coordinate maps, their tangent maps and the inverse tangent maps. In particular we discuss algorithms for all the classical matrix Lie groups and optimal complexity integrators for n-spheres.
Similar content being viewed by others
References
Bridges T.J., Reich S.: Computing Lyapunov exponents on a Stiefel manifold. Physica D 156, 219–238 (2001)
Calvo M.P., Iserles A., Zanna A.: Numerical Solution of Isospectral Flows. Math. Comput. 66, 1461–1486 (1997)
Casas F., Owren B.: Cost efficient Lie group integrators in the RKMK class. BIT Numer. Math. 43(4), 723–742 (2003)
Celledoni E., Fiori S.: Neural learning by geometric integration of reduced ‘rigid-body’equations. J. Comput. Appl. Math. 172(2), 247–269 (2004)
Celledoni E., Owren B.: A class of intrinsic schemes for orthogonal integration. SIAM J. Numer. Anal. 40(6), 2069–2084 (2002)
Celledoni E., Owren B.: On the implementation of Lie group methods on the Stiefel manifold. Numer. Algorithms 32(2–4), 163–183 (2003)
Chefd’Hotel C., Tschumperle D., Deriche R., Faugeras O.: Regularizing flows for constrained matrix-valued images. J. Math. Imaging Vis. 20(1), 147–162 (2004)
Chu, M.T.: Inverse eigenvalue problems: theory and applications. A series of lectures presented at IRMA, CRN, Bari, Italy, June 2001
Chu M.T., Golub G.H.: Structured inverse eigenvalue problems. Acta Numer. 1–71 (2003)
Crouch P.E., Grossman R.: Numerical integration of ordinary differential equations on manifolds. J. Nonlinear Sci. 3, 1–33 (1993)
Dieci L., Russel R.D., Van Vleck E.S.: On the computation of Lyapunov exponents for continuous dynamical systems. SIAM J. Numer. Anal. 34, 402–423 (1997)
Dieci L., Van Vleck E.S.: Computation of a few Lyapunov exponents for continuous and discrete dynamical systems. Appl. Numer. Math. 17, 275–291 (1995)
Dressler U.: Symmetry properties of the Lyapunov spectra of a class of dissipative dynamical systems with viscous damping. Phys. Rev. A 39(4), 2103–2109 (1988)
Engø K.: On the construction of geometric integrators in the RKMK class. BIT 40(1), 41–61 (2000)
Feng K., Shang Z.-j.: Volume-preserving algorithms for source-free dynamical systems. Numer. Math. 71(4), 451–463 (1995)
Fulton C., Pearson D., Pruess S.: Computing the spectral function for singular Sturm–Liouville problems. J. Comput. Appl. Math. 176(1), 131–162 (2005)
Helgason S.: Differential Geometry, Lie Groups and Symmetric Spaces. Academic Press, New York (1978)
Helmke U., Hüper K., Moore J.B., Schulte-Herbrüggen T.: Gradient flows computing the C-numerical range with applications in NMR spectroscopy. J. Glob. Optim. 23(3), 283–308 (2002)
Horn R.A., Johnson C.R.: Matrix Analysis. Cambridge University Press, Cambridge (1985)
Iserles A., Munthe-Kaas H.Z., Nørsett S.P., Zanna A.: Lie-group methods. Acta Numer. 9, 215–365 (2000)
Iserles A., Nørsett S.P.: On the solution of linear differential equations in Lie groups. Phil. Trans. R. Soc. A 357, 983–1019 (1999)
Krogstad S.: A low complexity Lie group method on the Stiefel manifold. BIT 43(1), 107–122 (2003)
Lee S., Choi M., Kim H., Park F.C.: Geometric direct search algorithms for image registration. IEEE Trans. Image Process. 16(9), 2215 (2007)
Lee, T., McClamroch, N.H., Leok, M.: A Lie group variational integrator for the attitude dynamics of a rigid body with applications to the 3D pendulum. In: Control Applications, 2005. CCA 2005. Proceedings of 2005 IEEE Conference, pp. 962–967 (2005)
Lewis D., Nigam N.: Geometric integration on spheres and some interesting applications. J. Comput. Appl. Math. 151(1), 141–170 (2003)
Lewis D., Simo J.C.: Conserving algorithms for the dynamics of Hamiltonian systems of Lie groups. J. Nonlinear. Sci. 4, 253–299 (1994)
Malham S., Niesen J.: Evaluating the Evans function: order reduction in numerical methods. Math. Comput. 77(261), 159 (2008)
Malham S.J.A., Wiese A.: Stochastic Lie group integrators. SIAM J. Sci. Comput. 30(2), 597–617 (2008)
Munthe-Kaas H.: Runge–Kutta methods on Lie groups. BIT 38(1), 92–111 (1998)
Munthe-Kaas H.: High order Runge–Kutta methods on manifolds. Appl. Numer. Math. 29, 115–127 (1999)
Munthe-Kaas H., Quispel G.R.W., Zanna A.: Generalized polar decompositions on Lie groups with involutive automorphisms. Found. Comput. Math. 1(3), 297–324 (2001)
Owren B.: Order conditions for commutator-free Lie group methods. J. Phys. A 39(19), 5585–5599 (2006)
Owren B., Marthinsen A.: Runge–Kutta methods adapted to manifolds and based on rigid frames. BIT 39(1), 116–142 (1999)
Owren B., Marthinsen A.: Integration methods based on canonical coordinates of the second kind. Numer. Math. 87(4), 763–790 (2001)
Plumbley M.D.: Geometrical methods for non-negative ICA: manifolds, Lie groups and toral subalgebras. Neurocomputing 67, 161–197 (2005)
Smith, S.T.: Optimization techniques on Riemaniann manifolds. In: Bloch, A. (ed.) Hamiltonian and Gradient Flows, Algorithms and Control, volume 3 of Fields Institute Communications, pp. 113–136. AMS (1994)
Zanna A., Munthe-Kaas H.Z.: Generalized polar decompositions for the approximation of the matrix exponential. SIAM J. Matrix Anal. Appl. 23(3), 840–862 (2002)
Zhang S.Y., Deng Z.C.: Group preserving schemes for nonlinear dynamic system based on RKMK methods. Appl. Math. Comput. 175(1), 497–507 (2006)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Krogstad, S., Munthe-Kaas, H.Z. & Zanna, A. Generalized polar coordinates on Lie groups and numerical integrators. Numer. Math. 114, 161–187 (2009). https://doi.org/10.1007/s00211-009-0255-1
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00211-009-0255-1