格拉斯曼流形手册:基本几何和计算方面

IF 1.7 3区 数学 Q2 MATHEMATICS, APPLIED
Thomas Bendokat, Ralf Zimmermann, P.-A. Absil
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引用次数: 0

摘要

线性子空间的格拉斯曼流形对许多应用的数学建模非常重要,从机器学习、计算机视觉和图像处理问题到低秩矩阵优化问题、动态低秩分解和模型还原。通过这本以阐述为主的著作,我们旨在提供有关格拉斯曼流形几何的基本事实和公式集,以适合用基于矩阵的算法解决上述问题。此外,我们还从用正交投影器表示子空间的方法,以及将子空间视为正交群的商空间(其中子空间被识别为(正交)基的等价类)的角度,揭示了格拉斯曼几何。这为相关的研究轨道架起了桥梁,并使这两种方法之间的转换变得容易。原创性贡献包括计算格拉斯曼上黎曼对数映射的改进算法,该算法不仅在数值上具有优势,而且还能对切点和共轭点进行更基本、更完整的描述。我们还推导出了正交投影视角下沿大地线平行传输的公式、指数图导数公式以及雅可比场在一点消失的公式。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

A Grassmann manifold handbook: basic geometry and computational aspects

A Grassmann manifold handbook: basic geometry and computational aspects

The Grassmann manifold of linear subspaces is important for the mathematical modelling of a multitude of applications, ranging from problems in machine learning, computer vision and image processing to low-rank matrix optimization problems, dynamic low-rank decompositions and model reduction. With this mostly expository work, we aim to provide a collection of the essential facts and formulae on the geometry of the Grassmann manifold in a fashion that is fit for tackling the aforementioned problems with matrix-based algorithms. Moreover, we expose the Grassmann geometry both from the approach of representing subspaces with orthogonal projectors and when viewed as a quotient space of the orthogonal group, where subspaces are identified as equivalence classes of (orthogonal) bases. This bridges the associated research tracks and allows for an easy transition between these two approaches. Original contributions include a modified algorithm for computing the Riemannian logarithm map on the Grassmannian that is advantageous numerically but also allows for a more elementary, yet more complete description of the cut locus and the conjugate points. We also derive a formula for parallel transport along geodesics in the orthogonal projector perspective, formulae for the derivative of the exponential map, as well as a formula for Jacobi fields vanishing at one point.

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来源期刊
CiteScore
3.00
自引率
5.90%
发文量
68
审稿时长
3 months
期刊介绍: Advances in Computational Mathematics publishes high quality, accessible and original articles at the forefront of computational and applied mathematics, with a clear potential for impact across the sciences. The journal emphasizes three core areas: approximation theory and computational geometry; numerical analysis, modelling and simulation; imaging, signal processing and data analysis. This journal welcomes papers that are accessible to a broad audience in the mathematical sciences and that show either an advance in computational methodology or a novel scientific application area, or both. Methods papers should rely on rigorous analysis and/or convincing numerical studies.
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