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Real Stiefel and Grassmann optimization conventions

Definition

For integers 1≤r≤n, the real Stiefel manifold is St⁡(n,r):={X∈Rn×r:XTX=Ir}. The real Grassmannian Gr⁡(r,n) is the set of r-dimensional linear subspaces of Rn, identified with the quotient of St⁡(n,r) by the right action X↦XQ of O⁡(r). A frame X represents the subspace [X]=range⁡(X).

On matrix spaces use the Frobenius inner product ⟨U,V⟩F=tr⁡(UTV). Give Stiefel its induced metric. On the Grassmann quotient use the quotient metric: identify a tangent vector at [X] with its unique horizontal representative Z satisfying XTZ=0, and pair horizontal representatives by the Frobenius inner product. A Grassmann formula written with a frame representative must be unchanged under (X,Z)↦(XQ,ZQ) for Q∈O⁡(r).

For a square real matrix M, set sym⁡(M)=(M+MT)/2.

Facts & Assumptions

Given: Integers 1≤r≤n and the real matrix spaces with their Euclidean topology.

[F1]

The right action of O⁡(r) on orthonormal frames changes frame but not the represented subspace, and its quotient is the Grassmannian (Stiefel spaces, Grassmannians, and tautological bundles).

[F2]

A Riemannian metric is a smooth symmetric positive-definite bilinear form on each tangent space (Riemannian metric and riemannian manifold).

[F3]

The Euclidean inner product on a finite real coordinate space is the sum of coordinatewise products (The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn).

[F4]

A Grassmannian point is an r-dimensional subspace of the ambient vector space (The Grassmannian of r-dimensional subspaces of a finite-dimensional vector space).

Proof

technique · direct verification of the metric convention
1.1givenF2F3algebra

For any real matrix U, ⟨U,U⟩F=∑i,jUij2, so this pairing is symmetric bilinear and positive for every nonzero U by [F3]. Its restriction to each tangent or horizontal subspace is therefore a positive-definite inner product, as required by [F2].

1.2F1givenalgebra

In a local Grassmann graph chart, choose a smooth orthonormal frame section X(u) from the local frame-bundle trivialization in [F1], and set P(u)=X(u)X(u)T. For a chart tangent v, differentiating X(u)TX(u)=I gives A=X(u)TDXu[v] skew-symmetric. The first term X(u)A is vertical: for every skew-symmetric A, the Cayley curve Q(t)=(Ir−t2A)−1(Ir+t2A) satisfies Q(t)TQ(t)=Ir near zero and Q(t)=Ir+tA+O(t2). Thus Z=(I−X(u)X(u)T)DXu[v] is the unique horizontal representative of v. Then DPu[v]=ZX(u)T+X(u)ZT. For horizontal Z,W, direct expansion gives 12⟨ZXT+XZT,WXT+XWT⟩F=⟨Z,W⟩F. Thus the quotient pairing has smooth coefficients in every graph chart. In a local product chart of the frame bundle, matrix entries vary smoothly, so the ambient Frobenius pairing has smooth coefficients on Stiefel as well.

2.1F1F4givenalgebra∎

By [F4], each frame represents an r-dimensional subspace, and [F1] identifies frames representing the same subspace by the right orthogonal action. For QTQ=Ir, cyclicity of trace gives ⟨UQ,VQ⟩F=tr⁡(QTUTVQ)=tr⁡(UTV). Thus the action is isometric and the horizontal pairing is independent of the chosen orthonormal frame.

Depends on

Used by

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