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Closed-form Geodesics and Optimization for Riemannian Logarithms of Stiefel and Flag Manifolds

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Abstract

We provide two closed-form geodesic formulas for a family of metrics on Stiefel manifolds recently introduced by Hüper, Markina and Silva Leite, reparameterized by two positive numbers, having both the embedded and canonical metrics as special cases. The closed-form formulas allow us to compute geodesics by matrix exponential in reduced dimension for low-rank Stiefel manifolds. We follow the approach of minimizing the square Frobenius distance between a geodesic ending point to a given point on the manifold to compute the logarithm map and geodesic distance between two endpoints, using Fréchet derivatives to compute the gradient of this objective function. We focus on two optimization methods, gradient descent and L-BFGS. This leads to a new framework to compute the geodesic distance for manifolds with known geodesic formula but no closed-form logarithm map. We show the approach works well for Stiefel as well as flag manifolds. The logarithm map could be used to compute the Riemannian center of mass for these manifolds equipped with the above metrics. The method to translate directional derivatives using Fréchet derivatives to a gradient could potentially be applied to other matrix equations.

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Acknowledgements

We thank the editors and reviewers for helpful comments, inspiring the gradient-descent algorithm and improving the article significantly. We would like to thank Professor Overton for his interests and very kind advice, Professor Higham for answering our question on Lemma 4.1, our friend John Tillinghast and our family for their support in this project.

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Correspondence to Du Nguyen.

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Communicated by Alexandru Kristály.

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Nguyen, D. Closed-form Geodesics and Optimization for Riemannian Logarithms of Stiefel and Flag Manifolds. J Optim Theory Appl 194, 142–166 (2022). https://doi.org/10.1007/s10957-022-02012-3

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