Principal bundle structure of matrix manifolds

Abstract

In this paper, we introduce a new geometric description of the manifolds of matrices of fixed rank. The starting point is a geometric description of the Grassmann manifold $\mathbb{G}_r(\mathbb{R}^k)$ of linear subspaces of dimension $r<k$ in $\mathbb{R}^k$ which avoids the use of equivalence classes. The set $\mathbb{G}_r(\mathbb{R}^k)$ is equipped with an atlas which provides it with the structure of an analytic manifold modelled on $\mathbb{R}^{(k-r)\times r}$. Then we define an atlas for the set $\mathcal{M}_r(\mathbb{R}^{k \times r})$ of full rank matrices and prove that the resulting manifold is an analytic principal bundle with base $\mathbb{G}_r(\mathbb{R}^k)$ and typical fibre $\mathrm{GL}_r$, the general linear group of invertible matrices in $\mathbb{R}^{k\times k}$. Finally, we define an atlas for the set $\mathcal{M}_r(\mathbb{R}^{n \times m})$ of non-full rank matrices and prove that the resulting manifold is an analytic principal bundle with base $\mathbb{G}_r(\mathbb{R}^n) \times \mathbb{G}_r(\mathbb{R}^m)$ and typical fibre $\mathrm{GL}_r$. The atlas of $\mathcal{M}_r(\mathbb{R}^{n \times m})$ is indexed on the manifold itself, which allows a natural definition of a neighbourhood for a given matrix, this neighbourhood being proved to possess the structure of a Lie group. Moreover, the set $\mathcal{M}_r(\mathbb{R}^{n \times m})$ equipped with the topology induced by the atlas is proven to be an embedded submanifold of the matrix space $\mathbb{R}^{n \times m}$ equipped with the subspace topology. The proposed geometric description then results in a description of the matrix space $\mathbb{R}^{n \times m}$, seen as the union of manifolds $\mathcal{M}_r(\mathbb{R}^{n \times m})$, as an analytic manifold equipped with a topology for which the matrix rank is a continuous map.