|
Recurrence relations and convergence theory of the generalized polar decomposition on Lie groups
Author(s):
Antonella
Zanna.
Journal:
Math. Comp.
73
(2004),
761-776.
MSC (2000):
Primary 51A50;
Secondary 65L99, 58A99
Posted:
November 5, 2003
Retrieve article in:
PDF DVI PostScript
Abstract |
References |
Similar articles |
Additional information
Abstract:
The subject matter of this paper is the analysis of some issues related to generalized polar decompositions on Lie groups. This decomposition, depending on an involutive automorphism , is equivalent to a factorization of , being a Lie group, as with and , and was recently discussed by Munthe-Kaas, Quispel and Zanna together with its many applications to numerical analysis. It turns out that, contrary to , an analysis of is a very complicated task. In this paper we derive the series expansion for , obtaining an explicit recurrence relation that completely defines the function in terms of projections on a Lie triple system and a subalgebra of the Lie algebra , and obtain bounds on its region of analyticity. The results presented in this paper have direct application, among others, to linear algebra, integration of differential equations and approximation of the exponential.
References:
-
- 1.
- M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions, Dover, New York, 1965. MR 34:8606
- 2.
- S. Blanes, F. Casas, J. A. Oteo, and J. Ros, Magnus and Fer expansion for matrix differential equations: The convergence problem, J. Phys. A 31 (1998), 259-268. MR 98m:34019
- 3.
- R. V. Chacon and A. T. Fomenko, Recursion formulas for the Lie integral, Adv. Math. 98 (1991), no. 2, 200-257. MR 93e:22013
- 4.
- S. Helgason, Differential Geometry, Lie Groups and Symmetric Spaces, Academic Press, 1978. MR 80k:53081
- 5.
- R. A. Horn and C. R. Johnson, Topics in matrix analysis, Cambridge University Press, 1991. MR 92e:15003
- 6.
- A. Iserles, On the discretization of double-bracket flows, Found. Comp. Math. 2 (2002), 305-329. MR 2003g:37157
- 7.
- A. Iserles, R. McLachlan, and A. Zanna, Approximately preserving symmetries in numerical integration, Euro. J. Appl. Math. 10 (1999), 419-445. MR 2000j:65070
- 8.
- A. Iserles, H. Munthe-Kaas, S. P. Nørsett, and A. Zanna, Lie-group methods, Acta Numerica 9 (2000), 215-365. MR 2003a:37123
- 9.
- A. Iserles and S. P. Nørsett, On the solution of differential equations in Lie groups, Phil. Trans. R. Soc. Lond. A 357 (1999), 983-1019. MR 2000d:34022
- 10.
- A. Iserles and A. Zanna, Efficient computation of the matrix exponential by generalized polar decompositions, D.A.M.T.P. Technical Report NA2003/02, University of Cambridge, U.K. To appear in SIAM J. Numer. Anal.
- 11.
- O. Loos, Symmetric Spaces I: General Theory, W. A. Benjamin, Inc., 1969. MR 39:365a
- 12.
- W. Magnus, On the Exponential Solution of Differential Equations for a Linear Operator, Comm. Pure and Appl. Math. VII (1954), 649-673. MR 16:790a
- 13.
- R. I. McLachlan, G. R. W. Quispel, and G. S. Turner, Numerical integrators that preserve symmetries and reversing symmetries, SIAM J. Numer. Anal. 35 (1998), no. 2, 586-599. MR 99b:65083
- 14.
- H. Munthe-Kaas, G. R. Quispel, and A. Zanna, Application of symmetric spaces and Lie triple systems in Numerical Analysis, Tech. Report 217, Department of Informatics, University of Bergen, Norway, 2001.
- 15.
- H. Munthe-Kaas, R. G. W. Quispel, and A. Zanna, Generalized polar decompositions on Lie groups with involutive automorphisms, Found. Comp. Math. 1 (2001), no. 3, 297-324. MR 2002g:22014
- 16.
- H. Munthe-Kaas and A. Zanna, Generalized polar decompositions for the approximation of the matrix exponential, SIAM J. Matrix Anal. Applic. 23 (2002), no. 3, 840-862. MR 2003e:65066
- 17.
- S. Reich, Dynamical systems, numerical integration, and exponentially small estimates, Habilitationsschrift, 1998.
- 18.
- V. S. Varadarajan, Lie Groups, Lie Algebras, and Their Representation, GTM 102, Springer-Verlag, 1984. MR 85e:22001
Similar Articles:
Retrieve articles in Mathematics of Computation
with MSC
(2000):
51A50,
65L99, 58A99
Retrieve articles in all Journals with MSC
(2000):
51A50,
65L99, 58A99
Additional Information:
Antonella
Zanna
Affiliation:
Institutt for informatikk, University of Bergen, Høyteknologisenteret, Thormøhlensgate 55, N-5020 Bergen, Norway
Email:
anto@ii.uib.no
DOI:
10.1090/S0025-5718-03-01602-8
PII:
S 0025-5718(03)01602-8
Keywords:
Lie group,
Lie algebra,
generalized polar decomposition,
generalized Cartan decomposition
Received by editor(s):
September 5, 2001
Received by editor(s) in revised form:
October 1, 2002
Posted:
November 5, 2003
Copyright of article:
Copyright
2003,
American Mathematical Society
|