Skip to main content
Log in

The Newton Iteration on Lie Groups

  • Published:
BIT Numerical Mathematics Aims and scope Submit manuscript

Abstract

We define the Newton iteration for solving the equation f(y) = 0, where f is a map from a Lie group to its corresponding Lie algebra. Two versions are presented, which are formulated independently of any metric on the Lie group. Both formulations reduce to the standard method in the Euclidean case, and are related to existing algorithms on certain Riemannian manifolds. In particular, we show that, under classical assumptions on f, the proposed method converges quadratically. We illustrate the techniques by solving a fixed-point problem arising from the numerical integration of a Lie-type initial value problem via implicit Euler.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. R. Abraham, J. E. Marsden and T. Ratiu, Manifolds, Tensor Analysis, and Applications, Springer-Verlag, New York, 1980.

    Google Scholar 

  2. V. I. Arnold, Mathematical Methods of Classical Mechanics, 2nd ed., GTM no. 60, Springer-Verlag, New York, 1989.

    Google Scholar 

  3. R. L. Bryant, An introduction to Lie groups and symplectic geometry, in Geometry and Quantum Field Theory, D. S. Freed and K. K. Uhlenbeck, eds., AMS, IAS/Park City Math. Series vol. 1, 1995.

  4. P. E. Crouch and R. Grossman, Numerical integration of ordinary differential equations on manifolds, J. Nonlinear Sci., 3 (1993) pp. 1–33.

    Google Scholar 

  5. A. Edelman, T. Arias and S. T. Smith, The geometry of algorithms with orthogonality constraints, SIAM J. Matrix Anal. Appl., 20 (1998), 303–353.

    Google Scholar 

  6. G. Golub and C. F. Van Loan, Matrix Computations, 3rd ed., Johns Hopkins University Press, Baltimore, MD, 1996.

    Google Scholar 

  7. O. Gonzalez and A. M. Stuart, Remarks on the qualitative properties of modified equations, Tech. Report SCCM–96–03, Department of Mechanical Engineering, Stanford University, Stanford, CA.

  8. S. Helgason, Differential Geometry, Lie Groups and Symmetric Spaces, Academic Press, New York, 1978.

    Google Scholar 

  9. D. Higham, private communication.

  10. A. Iserles, Solving linear ordinary differential equations by exponentials of iterated commutators, Numer. Math., 45 (1984), pp. 183–199.

    Google Scholar 

  11. S. Klarsfeld and J. A. Oteo, The Baker-Campbell-Hausdorff formula and the convergence of the Magnus expansion, J. Phys., A 22:21 (1989), pp. 4565–4572.

    Google Scholar 

  12. R. E. Mahony, The constrained Newton method on a Lie-group and the symmetric eigenvalue problem, Linear Algebra Appl., 248:1–3 (1996), pp. 67–89.

    Google Scholar 

  13. R. E. Mahony, Optimization Algorithms on Homogeneous Spaces: With Applications in Linear Systems Theory, PhD Thesis, Dept. of Systems Engineering, Australian National University, Canberra, 1994.

    Google Scholar 

  14. H. Munthe-Kaas, Runge-Kutta methods on Lie groups, Preprint, Department of Informatics, University of Bergen, 1996.

  15. H. Munthe-Kaas, Lie-Butcher theory for Runge-Kutta methods, BIT, 35 (1996), pp. 572–587.

    Google Scholar 

  16. H. Munthe-Kaas and A. Zanna, Numerical integration of differential equations on homogeneous manifolds, Preprint, Department of Informatics, University of Bergen, 1996.

  17. I. Najfeld and T. F. Havel, Derivatives of the matrix exponential and their computation, Adv. Appl. Math., 16:3 (1995), pp. 321–375.

    Google Scholar 

  18. B. Owren and A. Marthinsen, Runge-Kutta methods adapted to manifolds and based on rigid frames, BIT, 39 (1999), pp. 116–142.

    Google Scholar 

  19. B. Owren and B. Welfert, The Newton iteration on Lie groups, Technical Report 3/96, Department of Mathematical Sciences, NTNU, 1996.

  20. V. S. Varadarajan, Lie Groups, Lie Algebras and their Representations, GTM no. 102, Springer-Verlag, New York, 1984.

    Google Scholar 

  21. F. W. Warner, Foundations of Differentiable Manifolds and Lie Groups, GTM no. 94, Springer-Verlag, New York, 1983.

    Google Scholar 

  22. Y.-P. Lin and H.L.-P. Hwang, Efficient computation of the matrix exponential using Padéapproximation, Computers & Chemistry, 16:4 (1992), pp. 285–293.

    Google Scholar 

  23. A. Zanna, The method of iterated commutators for ordinary differential equations on Lie groups, Tech. Report, University of Cambridge, DAMTP 1996/NA12, 1996.

  24. A. Zanna, K. Engø, and H. Z. Munthe-Kaas, Adjoint and selfadjoint Lie-group methods, Tech. Report 1999/NA02, DAMTP, Cambridge University, 1999.

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Owren, B., Welfert, B. The Newton Iteration on Lie Groups. BIT Numerical Mathematics 40, 121–145 (2000). https://doi.org/10.1023/A:1022322503301

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1022322503301

Navigation