Local Convergence of Newton’s Method on Lie Groups and Uniqueness Balls
Abstract
An estimation of uniqueness ball of a zero point of a mapping on Lie group is established. Furthermore, we obtain a unified estimation of radius of convergence ball of Newton’s method on Lie groups under a generalized L-average Lipschitz condition. As applications, we get estimations of radius of convergence ball under the Kantorovich condition and the γ-condition, respectively. In particular, under the γ-condition, our results improve the corresponding results in (Li et al. 2009, Corollary 4.1) as showed in Remark 17. Finally, applications to analytical mappings are also given.
1. Introduction
As is well known, one of the most important results on Newton’s method is Kantorovich’s theorem (cf. [1]), which provides a simple and clear criterion ensuring quadratic convergence of Newton’s method under the mild condition that the second Fréchet derivative of f is bounded (or more generally, the first derivative is Lipschitz continuous) and the boundedness of ∥f′(x) −1∥ on a proper open metric ball of the initial point x0. Another important result on Newton’s method is Smale’s point estimate theory (i.e., α-theory and γ-theory) in [2], where the notions of approximate zeros were introduced and the rules to judge an initial point x0 to be an approximate zero were established, depending on the information of the analytic nonlinear operator at this initial point and at a solution x*, respectively. There are a lot of works on the weakness and/or the extension of the Lipschitz continuity made on the mappings; see, for example, [3–7] and references therein. In particular, Wang introduced in [6] the notion of Lipschitz conditions with L-average to unify both Kantorovich’s and Smale’s criteria.
In a Riemannian manifold framework, an analogue of the well-known Kantorovich theorem was given in [8] for Newton’s method for vector fields on Riemannian manifolds while the extensions of the famous Smale α-theory and γ-theory in [2] to analytic vector fields and analytic mappings on Riemannian manifolds were done in [9]. In the recent paper [10], the convergence criteria in [9] were improved by using the notion of the γ-condition for the vector fields and mappings on Riemannian manifolds. The radii of uniqueness balls of singular points of vector fields satisfying the γ-conditions were estimated in [11], while the local behavior of Newton’s method on Riemannian manifolds was studied in [12, 13]. Furthermore, in [14], Li and Wang extended the generalized L-average Lipschitz condition (introduced in [6]) to Riemannian manifolds and established a unified convergence criterion of Newton’s method on Riemannian manifolds. Similarly, inspired by the previous work of Zabrejko and Nguen in [7] on Kantorovich’s majorant method, Alvarez et al. introduced in [15] a Lipschitz-type radial function for the covariant derivative of vector fields and mappings on Riemannian manifolds and gave a unified convergence criterion of Newton’s method on Riemannian manifolds.
Note also that Mahony used one-parameter subgroups of a Lie group to develop a version of Newton’s method on an arbitrary Lie group in [16], where the algorithm presented is independent of affine connections on the Lie group. This means that Newton’s method on Lie groups is different from the one defined on Riemannian manifolds. On the other hand, motivated by looking for approaches to solv ordinary differential equations on Lie groups, Owren and Welfert also studied in [17] Newton’s method, independent of affine connections on the Lie group, and showed the local quadratical convergence. Recently, Wang and Li [18] established Kantorovich’s theorem (independent of the connection) for Newton’s method on Lie group. More precisely, under the assumption that the differential of f satisfies the Lipschitz condition around the initial point (which is in terms of one-parameter semigroups and independent of the metric), the convergence criterion of Newton’s method is presented. Extensions of Smale’s point estimate theory for Newton’s method on Lie groups were given in [19].
The remainder of the paper is organized as follows. Some preliminary results and notions are given in Section 2, while the estimation of uniqueness ball is presented in Section 3. In Section 4, the main results about estimations of convergence ball are explored. Theorems under the Kantorovich condition and the γ-condition are provided in Section 5. In the final section, we get the estimations of uniqueness ball and convergence ball under the assumption that f is analytic.
2. Notions and Preliminaries
Most of the notions and notations which are used in the present paper are standard; see, for example, [20, 21]. A Lie group (G, ·) is a Hausdorff topological group with countable bases which also has the structure of an analytic manifold such that the group product and the inversion are analytic operations in the differentiable structure given on the manifold. The dimension of a Lie group is that of the underlying manifold, and we will always assume that it is m-dimensional. The symbol e designates the identity element of G. Let 𝔤 be the Lie algebra of the Lie group G which is the tangent space TeG of G at e, equipped with Lie bracket [·, ·] : 𝔤 × 𝔤 → 𝔤.
Definition 1. Let r > 0, x0 ∈ G and let T be a mapping from G to ℒ(𝔤). Then T is said to satisfy the L-average Lipschitz condition on Cr(x0) if
3. Uniqueness Ball of Zero Points of Mappings
Theorem 2. Let . Suppose that f(x*) = 0 and satisfies the L-average Lipschitz condition in N(x*, r). Then x* is the unique zero point of f in N(x*, r).
Proof. Let y* ∈ N(x*, r) be another zero point of f in N(x*, r). Then, there exists v ∈ 𝔤 such that y* = x*exp v and ∥v∥ < r. As L(·) is a positive function, it follows from [6] that the function ψ defined by
4. Convergence Ball of Newton’s Method
Remark 3. (i) Since L(·) is a positive function, we always have b ≤ r0. Indeed,
(ii) Consider . Indeed, recall from [6] that the function ψ defined by
The following proposition plays a key role in this section, which is taken from [24].
Proposition 4. Suppose that x0 ∈ G is such that exists and satisfies the L-average Lipschitz condition on and that
The remainder of this section is devoted to an estimate of the convergence domain of Newton’s method on G around a zero x* of f. Below we will always assume that x* ∈ G is such that exists.
Lemma 5. Let 0 < r ≤ r0 and let x0 ∈ Cr(x*) be such that there exist j ≥ 1 and w1, …, wj ∈ 𝔤 satisfying
Proof. It follows from [24, Lemma 2.1] that exists and (34) holds. Write y0 = x*, yi = yi−1 · exp wi and for each i = 1, …, j. Thus, by (33), we have yj = x0 and so ρj = ρ(x*, x0). Fix i, one has from (17) that
Theorem 6. Suppose that satisfies the L-average Lipschitz condition on . Suppose that ϱ(x*, x0)<(b/2). Then the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to a zero point y* of f and ϱ(y*, x*) < r0.
Proof. Since ϱ(x*, x0)<(b/2), there exist j ≥ 1 and w1, …, wj ∈ 𝔤 satisfying
Then in order to ensure that Proposition 4 is applicable, we have to show the following assertion: satisfies the -average Lipschitz condition in . To do this, let be such that there exist v, v1, …, vl ∈ 𝔤 satisfying and . Since satisfies the L-average Lipschitz condition in and
Theorem 6 gives an estimate of the convergence domain for Newton’s method. However, we do not know whether the limit y* of the sequence generated by Newton’s method with initial point x0 from this domain is equal to the zero x*. The following corollary provides the convergence domain from which the sequence generated by Newton’s method with initial point x0 converges to the zero x*. Recall that e designates the identity element of G.
Corollary 7. Suppose that satisfies the L-average Lipschitz condition on . Suppose that and ϱ(x*, x0)<(b/2). Then, the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to x*.
Proof. Since ϱ(x*, x0)<(b/2), we apply Theorem 6 to conclude that the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to a zero point y* of f and ϱ(y*, x*) < r0; that is, ϱ((x*) −1y*, e) < r0. Since , there exists u ∈ 𝔤 such that ∥u∥ ≤ r0 and (x*) −1y* = exp u; that is, y* = x*exp u. Hence, y* ∈ N(x*, r0): = x*exp (B(0, r0)). As r0 ≤ ru by Remark 3(ii), Theorem 2 is applicable, and so y* = x*.
Recall that in the special case when G is a compact connected Lie group, G has a bi-invariant Riemannian metric (cf. [22, page 46]). Below, we assume that G is a compact connected Lie group and endowed with a bi-invariant Riemannian metric. Therefore, an estimate of the convergence domain with the same property as in Corollary 7 is described in the following corollary.
Corollary 8. Let G be a compact connected Lie group and endowed with a bi-invariant Riemannian metric. Suppose that satisfies the L-average Lipschitz condition on . Suppose that ϱ(x*, x0)<(b/2). Then, the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to x*.
Proof. By Theorem 6, the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges to a zero, say y*, of f with ϱ(x*, y*) < r0. Clearly, there is a minimizing geodesic c connecting and e. Since G is a compact connected Lie group and endowed with a bi-invariant Riemannian metric, it follows from [20, page 224] that c is also a one-parameter subgroup of G. Consequently, there exists u ∈ 𝔤 such that y* = x* · exp u and ∥u∥ = ϱ(x*, y*) < r0. Hence, y* ∈ N(x*, r0): = x*exp (B(0, r0)). As by Remark 3(ii), Theorem 2 is applicable, and so y* = x*.
5. Theorems under the Kantorovich Condition and the γ-Condition
This section is devoted to the study of some applications of the results obtained in the preceding sections. At first, if L(·) is a constant, then the L-average Lipschitz condition is reduced to the classical Lipschitz condition.
Theorem 9. Let 0 < r ≤ (2/L), Suppose that satisfies the L Lipschitz condition in N(x*, r). Then x* is the unique zero point of f in N(x*, r).
Theorem 10. Suppose that satisfies the L Lipschitz condition on C1/L(x*). Suppose that ϱ(x*, x0)<(1/4L). Then the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to a zero y* of f and ϱ(y*, x*)<(1/L).
Furthermore, by Corollaries 7 and 8, one has the following results.
Corollary 11. Suppose that satisfies the L Lipschitz condition on C1/L(x*). Suppose that C1/L(e)⊆exp (B(0, (1/L))) and ϱ(x*, x0)<(1/4L). Then, the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to x*.
Corollary 12. Let G be a compact connected Lie group and endowed with a bi-invariant Riemannian metric. Suppose that satisfies the L Lipschitz condition on C1/L(x*). Suppose that ϱ(x*, x0)<(1/4L). Then, the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to x*.
The γ-condition for nonlinear operators in Banach spaces was first introduced by Wang and Han [25], and explored further by Wang [26] to study Smale’s point estimate theory, which has been extended in [19] for a map f from a Lie group to its Lie algebra in view of the map d2f as given in Definition 13 below. Let r > 0 and γ > 0 be such that γr ≤ 1.
Definition 13. Let x0 ∈ G be such that exists. f is said to satisfy the γ-condition at x0 on Cr(x0) if, for any x ∈ Cr(x0) with x = x0 exp u0 exp u1 ⋯ exp uk such that ,
As shown in Proposition 20, if f is analytic at x0, then f satisfies the γ-condition at x0.
Proposition 14. Suppose that f satisfies the γ-condition at x0 on Cr(x0). Then satisfies the L-average Lipschitz condition on Cr(x0) with L being defined by (70).
Theorem 15. Let 0 < r ≤ (1/2γ). Suppose that f satisfies the γ-condition in N(x*, r): = x*exp (B(0, r)). Then x* is the unique zero point of f in N(x*, r).
Theorem 16. Suppose that f satisfies the γ-condition on . Suppose that . Then the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to a zero point y* of f and .
Remark 17. Theorem 16 improves the corresponding results in [19, Corollary 4.1], where it was proved under the following assumption: there exists v ∈ 𝔤 such that x0 = x*exp v and ∥v∥ ≤ (a0/γ) with a0 = 0.081256… being the smallest positive root of the equation . Clearly, . Note also that in general, there dose not exist v ∈ 𝔤 satisfying x0 = x*exp v because the exponential map is not surjective global, even if . In view of this, our results somewhat improves the corresponding results in [19, Corollary 4.1].
Moreover, we get the following two corollaries from Corollaries 7 and 8.
Corollary 18. Suppose that f satisfies the γ-condition on . Suppose that and . Then, the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to x*.
Corollary 19. Let G be a compact connected Lie group and endowed with a bi-invariant Riemannian metric. Suppose that f satisfies the γ-condition on . Suppose that . Then, the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to x*.
6. Applications to Analytic Maps
The following proposition is taken from [19].
Proposition 20. Let and let . Then f satisfies the -condition at x* on Cr(x*).
Thus, by Theorems 15 and 16 and Proposition 20, we have the following results.
Theorem 21. Let . Then x* is the unique zero point of f in N(x*, r).
Theorem 22. Suppose that . Then the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to a zero point y* of f and .
Moreover, we get the following two corollaries from Corollaries 7 and 8 and Proposition 20.
Corollary 23. Suppose that and . Then, the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to x*.
Corollary 24. Let G be a compact connected Lie group and endowed with a bi-invariant Riemannian metric. Suppose that . Then, the sequence {xn} generated by Newton’s method (28) with initial point x0 is well defined and converges quadratically to x*.
Conflict of Interests
The authors declare that there is no conflict of interests regarding the publication of this paper.
Acknowledgments
The research of the second author was partially supported by the National Natural Science Foundation of China (Grant nos. 11001241 and 11371325) and by Zhejiang Provincial Natural Science Foundation of China (Grant no. LY13A010011). The research of the third author was partially supported by a Grant from NSC of Taiwan (NSC 102-2221-E-037-004-MY3).