Computational and Applied Math Proseminar

Department of Mathematics, Arizona State University

Thursday, October 9, 1997, 3:05 p.m. in PSA Room 102

B. Welfert

Department of Mathematics

The Newton Iteration on Lie Groups

Abstract We define the Newton iteration for solving the equation f(y) = 0, where f is a map from a Lie group to its corresponding Lie algebra. Two versions Lie group. Both formulations reduce to the standard method in the Euclidean case, and are related to existing algorithms on certain Riemannian manifolds. In particular, we show that, under classical assumptions on f, the proposed method converges quadratically. We illustrate the techniques by solving a fixed-point problem arising from the numerical integration of a Lie-type initial value problem via implicit Euler. This is joined work with B. Owren.

For further information please contact: mittelmann@asu.edu