arXiv:2605.02279math.DGcs.LG2026-05

详解流形优化的微分几何推导,让抽象理论可直接用于算法实现。

Foundations of Riemannian Geometry for Riemannian Optimization: A Monograph with Detailed Derivations

论文配图:Foundations of Riemannian Geometry for Riemannian Optimization: A Monograph with Detailed Derivations
图 1 · 摘自论文原文
  • 从坐标和矩阵形式逐步推导流形几何核心结构
  • 给出梯度、海森矩阵、指数映射等计算公式
  • 聚焦矩阵流形,适合做优化算法的研究者

黎曼几何为机器学习、信号处理与机器人中的非线性空间优化提供了基础框架。尽管理论经典,现有文献常以高度抽象形式呈现,省略实现所需的坐标级推导。本文系统构建黎曼几何基础,重点在于显式推导,涵盖切空间、余切空间、张量微积分、度量张量、Levi-Civita联络、曲率与测地线等关键结构,强调坐标与矩阵形式下的步骤推导。在此基础上,推导适用于数值计算的黎曼梯度、海森矩阵、指数映射与回缩映射。进一步针对Stiefel、Grassmann及对称正定(SPD)等重要矩阵流形,提供广泛应用于优化与几何机器学习的显式公式。本专著统一且面向实现地梳理了流形优化的黎曼几何,其核心贡献在于将经典几何构造以可直接用于算法设计的形式系统组织并详尽推导。通过连接坐标微分几何与矩阵流形公式,弥合了抽象理论与实际计算的鸿沟,为相关领域的研究者与实践者提供参考。

原文摘要 · Abstract (English)

Riemannian geometry provides the fundamental framework for optimization on nonlinear spaces such as matrix manifolds, which arise in machine learning, signal processing, and robotics. While the underlying theory is classical, existing literature often presents results at a high level of abstraction, omitting the detailed coordinate-level derivations required for implementation and algorithm development. This work provides a self-contained and rigorous treatment of the foundations of Riemannian geometry, with a focus on explicit derivations tailored to Riemannian optimization. We systematically develop the key geometric structures -- including tangent and cotangent spaces, tensor calculus, metric tensors, Levi-Civita connections, curvature, and geodesics -- emphasizing step-by-step derivations in coordinates and matrix form. Building on these foundations, we derive the Riemannian gradient, Hessian, exponential map, and retraction in a form suitable for numerical computation. We further specialize these constructions to important matrix manifolds, including the Stiefel, Grassmann, and SPD (Symmetric Positive Definite) manifolds, providing explicit formulas widely used in optimization and geometric machine learning. This monograph develops a unified and implementation-oriented treatment of Riemannian geometry for optimization on manifolds. Its main contribution is the systematic organization and detailed derivation of classical geometric constructions in forms directly usable for algorithm design and numerical implementation. By connecting coordinate-level differential geometry with matrix-manifold formulas, the monograph bridges the gap between abstract theory and practical computation, and provides a reference for researchers and practitioners working in Riemannian optimization and related fields.

流形优化黎曼几何矩阵推导算法实现

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