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arXiv · 2403.11730

An efficient algorithm for the Riemannian logarithm on the Stiefel manifold for a family of Riemannian metrics

Simon Mataigne·Ralf Zimmermann·Nina Miolane
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Abstract

Since the popularization of the Stiefel manifold for numerical applications in 1998 in a seminal paper from Edelman et al., it has been exhibited to be a key to solve many problems from optimization, statistics and machine learning. In 2021, H\"uper et al. proposed a one-parameter family of Riemannian metrics on the Stiefel manifold, subsuming the well-known Euclidean and canonical metrics. Since then, several methods have been proposed to obtain a candidate for the Riemannian logarithm given any metric from the family. Most of these methods are based on the shooting method or rely on optimization approaches. For the canonical metric, Zimmermann proposed in 2017 a particularly efficient method based on a pure matrix-algebraic approach. In this paper, we derive a generalization of this algorithm that works for the one-parameter family of Riemannian metrics. The algorithm is proposed in two versions, termed backward and forward, for which we prove that it conserves the local linear convergence previously exhibited in Zimmermann's algorithm for the canonical metric.

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Simon Mataigne, Ralf Zimmermann, Nina Miolane. 2024-03-18. An efficient algorithm for the Riemannian logarithm on the Stiefel manifold for a family of Riemannian metrics. https://arxiv.org/abs/2403.11730

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