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Jean Gallier Geometric Methods and Applications for Computer Science and Engineering, Second Edition March 28, 2011 Springer
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Page 1: Geometric Methods and Applications for Computer Science ...jean/tabcont-v2.pdf · a more complete treatment of the Frenet frame for nD curves in Section 19.10. • Similarly, the

Jean Gallier

Geometric Methods andApplicationsfor Computer Science andEngineering, Second Edition

March 28, 2011

Springer

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To my wife, Anne, my children, Mia, Philippe,and Sylvie, and my grandchildren, Bahariand Demetrius

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Preface

This book is an introduction to fundamental geometric concepts and tools neededfor solving problems of a geometric nature with a computer. Our main goal is topresent a collection of tools that can be used to solve problems in computer vision,robotics, machine learning, computer graphics, and geometric modeling.

During the ten years following the publication of the first edition of this book,optimization techniques have made a huge comeback, especially in the fields ofcomputer vision and machine learning. In particular, convex optimization and itsspecial incarnation, semidefinite programming (SDP), are now widely used tech-niques in computer vision and machine learning, as one may verify by looking atthe proceedings of any conference in these fields. Therefore, we felt that it wouldbe useful to include some material (especially on convex geometry) to prepare thereader for more comprehensive expositions of convex optimization, such as Boydand Vandenberghe [2], a masterly and encyclopedic account of the subject. In par-ticular, we added Chapter 7, which covers separating and supporting hyperplanes.

We also realized that the importance of the SVD (singular value decomposition)and of the pseudo-inverse had not been sufficiently stressed in the first edition of thisbook, and we rectified this situation in the second edition. In particular, we addedsections on PCA (principal component analysis) and on best affine approximationsand showed how they are efficienlty computed using SVD. We also added a sec-tion on quadratic optimization and a section on the Schur complement, showing theusefulness of the pseudo-inverse.

In this second edition, many typos and small mistakes have been corrected, someproofs have been shortened, some problems have been added, and some referenceshave been added. Here is a list containing brief descriptions of the chapters that havebeen modified or added.

• Chapter 3, on the basic properties of convex sets, has been expanded. In par-ticular, we state a version of Caratheodory’s theorem for convex cones (Theo-rem 3.2), a version of Radon’s theorem for pointed cones (Theorem 3.6), andTverberg’s theorem (Theorem 3.7), and we define centerpoints and prove theirexistence (Theorem 3.9).

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viii Preface

• Chapter 7 is new. This chapter deals with separating hyperplanes, versions ofFarkas’s lemma, and supporting hyperplanes. Following Berger [1], various ver-sions of the separation of open or closed convex subsets by hyperplanes areproved as consequences of a geometric version of the Hahn–Banach theorem(Theorem 7.1). We also show how various versions of Farkas’s lemma (Lemmas7.3, 7.4, and 7.5) can be easily deduced from separation results (Corollary 7.4and Proposition 7.3). Farkas’s lemma plays an important result in linear program-ming. Indeed, it can be used to give a quick proof of so-called strong duality inlinear programming. We also prove the existence of supporting hyperplanes forboundary points of closed convex sets (Minkowski’s lemma, Proposition 7.4).Unfortunately, lack of space prevents us from discussing polytopes and polyhe-dra. The reader will find a masterly exposition of these topics in Ziegler [3].

• Chapter 14 is a major revision of Chapter 13 (Applications of Euclidean Geome-try to Various Optimization Problems) from the first edition of this book and hasbeen renamed “Applications of SVD and Pseudo-Inverses.” Section 14.1, aboutleast squares problems, and the pseudo-inverse has not changed much, but wehave added the fact that AA+ is the orthogonal projection onto the range of A andthat A+A is the orthogonal projection onto Ker(A)!, the orthogonal complementof Ker(A). We have also added Proposition 14.1, which shows how the pseudo-inverse of a normal matrix A can be obtained from a block diagonalization of A(see Theorem 12.7). Sections 14.2, 14.3, and 14.4 are new.In Section 14.2, we define various matrix norms, including operator norms, andwe prove Proposition 14.4, showing how a matrix can be best approximated by arank-k matrix (in the ""2 norm).Section 14.3 is devoted to principal component analysis (PCA). PCA is a veryimportant statistical tool, yet in our experience, most presentations of this con-cept lack a crisp definition. Most presentations identify the notion of principalcomponents with the result of applying SVD and do not prove why SVD does infact yield the principal components and directions. To rectify this situation, wegive a precise definition of PCAs (Definition 14.3), and we prove rigorously howSVD yields PCA (Theorem 14.3), using the Rayleigh–Ritz ratio (Lemma 14.2).In Section 14.4, it is shown how to best approximate a set of data with an affinesubspace in the least squares sense. Again, SVD can used to find solutions.

• Chapter 15 is new, except for Section 15.1, which reproduces Section 13.2 fromthe first edition of this book. We added the definition of the positive semidefinitecone ordering, #, on symmetric matrices, since it is extensively used in convexoptimization.In Section 15.2, we find a necessary and sufficient condition (Proposition 15.2)for the quadratic function f (x) = 1

2 x$Ax+ x$b to have a minimum in terms ofthe pseudo-inverse of A (where A is a symmetric matrix). We also show how toaccommodate linear constraints of the form C$x = 0 or affine constraints of theform C$x = t (where t %= 0).In Section 15.3, we consider the problem of maximizing f (x) = x$Ax on theunit sphere x$x = 1 or, more generally, on the ellipsoid x$Bx = 1, where A isa symmetric matrix and B is symmetric, positive definite. We show that these

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Preface ix

problems are completely solved by diagonalizing A with respect to an orthogonalmatrix. We also briefly consider the effect of adding linear constraints of the formC$x = 0 or affine constraints of the form C$x = t (where t %= 0).

• Chapter 16 is new. In this chapter, we define the notion of Schur complement, andwe use it to characterize when a symmetric 2&2 block matrix is either positivesemidefinite or positive definite (Proposition 16.1, Proposition 16.2, and Theo-rem 16.1).

• Chapter 17 is also brand new. In this chapter, we show how a computer visionproblem, contour grouping, can be formulated as a quadratic optimization prob-lem involving a Hermitian matrix. Because of the extra dependency on an an-gle, this optimization problem leads to finding the derivative of eigenvalues andeigenvectors of a normal matrix X . We derive explicit formulas for these deriva-tives (in the case of eigenvectors, the formula involves the pseudo-inverse of X)and we prove their correctness. It appears to be difficult to find these formulas to-gether with a clean and correct proof in the literature. Our optimization problemleads naturally to the consideration of the field of values (or numerical range)F(A) of a complex matrix A. A remarkable property of the field of values is thatit is a convex subset of the plane, a theorem due to Toeplitz and Hausdorff, forwhich we give a short proof using a deformation argument (Theorem 17.1). Prop-erties of the fields of values can be exploited to solve our optimization problem.This chapter describes current and exciting research in computer vision.

• Chapter 18 (which used to be Chapter 14 in the first edition) has been slightly ex-panded and improved. Our experience in teaching the material of this chapter, anintroduction to manifolds and Lie groups, is that it is helpful to review carefullythe notion of the derivative of a function f : E ' F where E and F are normedvector spaces. Thus we added Section 18.7, which provides such a review. Wealso state the inverse function theorem and define immersions and submersions.Section 18.8 has also been slightly expanded. We added Proposition 18.6 andTheorem 18.7, which are often useful in proving that various spaces are mani-folds; we defined critical and regular values and defined Morse functions; andwe made a few cosmetic improvements in the paragraphs following Definition18.20. A number of new problems on manifolds have been added.

• The only change to Chapter 19 (Chapter 15 in the first edition) is the inclusion ofa more complete treatment of the Frenet frame for nD curves in Section 19.10.

• Similarly, the only change to Chapter 20 (Chapter 16 in the first edition) is theaddition of Section 20.12, on covariant derivatives and the parallel transport.

Besides adding problems to all the chapters listed above we added one moreproblem to Chapter 2.

As in the first edition, there is some additional material on the web site http://www.cis.upenn.edu/˜jean/gbooks/geom2.html

This material has not changed, and the chapter and section numbers are those ofthe first edition. A graph showing the dependencies of chapters is shown in Figure0.1.

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x Preface1

21

2

3 6 4

7 8 10 19 5

119 12 20

13

14

15

16 17

18

Fig. 0.1 Dependency of chapters.

Acknowledgments

Since the publication of the first edition of this book I have received valuable com-ments from Kostas Daniilidis, Marcelo Siqueira, Jianbo Shi, Ben Taskar, CJ Taylor,Mickey Brautbar, Katerina Fragiadaki, Ryan Kennedy, Oleg Naroditsky, and WeiyuZhang. I also want to extend special thanks to David Kramer, who copyedited thefirst edition of this book over ten years ago, and did a superb job on this secondedition.

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Preface xi

References

1. Marcel Berger. Geometrie 2. Nathan, 1990. English edition: Geometry 2, Universitext,Springer-Verlag.

2. Stephen Boyd and Lieven Vandenberghe. Convex Optimization. Cambridge University Press,first edition, 2004.

3. Gunter Ziegler. Lectures on Polytopes. GTM No. 152. Springer Verlag, first edition, 1997.

Philadelphia, March 2011 Jean Gallier

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Preface to the First Edition

Many problems arising in engineering, and notably in computer science and me-chanical engineering, require geometric tools and concepts. This is especially trueof problems arising in computer graphics, geometric modeling, computer vision,and motion planning, just to mention some key areas. This book is an introductionto fundamental geometric concepts and tools needed for solving problems of a ge-ometric nature with a computer. In a previous text, Gallier [24], we focused mostlyon affine geometry and on its applications to the design and representation of poly-nomial curves and surfaces (and B-splines). The main goal of this book is to providean introduction to more sophisticated geometric concepts needed in tackling engi-neering problems of a geometric nature. Many problems in the above areas requiresome nontrivial geometric knowledge, but in our opinion, books dealing with therelevant geometric material are either too theoretical, or else rather specialized. Forexample, there are beautiful texts entirely devoted to projective geometry, Euclideangeometry, and differential geometry, but reading each one represents a considerableeffort (certainly from a nonmathematician!). Furthermore, these topics are usuallytreated for their own sake (and glory), with little attention paid to applications.

This book is an attempt to fill this gap. We present a coherent view of geometricmethods applicable to many engineering problems at a level that can be understoodby a senior undergraduate with a good math background. Thus, this book shouldbe of interest to a wide audience including computer scientists (both students andprofessionals), mathematicians, and engineers interested in geometric methods (forexample, mechanical engineers). In particular, we provide an introduction to affinegeometry, projective geometry, Euclidean geometry, basics of differential geometryand Lie groups, and a glimpse of computational geometry (convex sets, Voronoidiagrams, and Delaunay triangulations). This material provides the foundations forthe algorithmic treatment of curves and surfaces, some basic tools of geometricmodeling. The right dose of projective geometry also leads to a rigorous and yetsmooth presentation of rational curves and surfaces. However, to keep the size ofthis book reasonable, a number of topics could not be included. Nevertheless, theycan be found in the additional material on the web site: see http://www.cis.

xiii

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xiv Preface to the First Edition

upenn.edu/˜jean/gbooks/geom2.html. This is the case of the materialon rational curves and surfaces.

This book consists of sixteen chapters and an appendix. The additional materialon the web site consists of eight chapters and an appendix: see http://www.cis.upenn.edu/˜jean/gbooks/geom2.html.

• The book starts with a brief introduction (Chapter 1).• Chapter 2 provides an introduction to affine geometry. This ensures that readers

are on firm ground to proceed with the rest of the book, in particular, projectivegeometry. This is also useful to establish the notation and terminology. Readersproficient in geometry may omit this section, or use it as needed. On the otherhand, readers totally unfamiliar with this material will probably have a hard timewith the rest of the book. These readers are advised do some extra reading inorder to assimilate some basic knowledge of geometry. For example, we highlyrecommend Pedoe [42], Coxeter [9], Snapper and Troyer [52], Berger [2, 3],Fresnel [22], Samuel [51], Hilbert and Cohn–Vossen [31], Boehm and Prautzsch[5], and Tisseron [54].

• Basic properties of convex sets and convex hulls are discussed in Chapter 3.Three major theorems are proved: Cartheodory’s theorem, Radon’s theorem, andHelly’s theorem.

• Chapter 4 presents a construction (the “hat construction”) for embedding anaffine space into a vector space. An important application of this constructionis the projective completion of an affine space, presented in the next chap-ter. Other applications are treated in Chapter 20 on the web site, see http://www.cis.upenn.edu/˜jean/gbooks/geom2.html.

• Chapter 5 provides an introduction to projective geometry. Since we are notwriting a treatise on projective geometry, we cover only the most fundamentalconcepts, including projective spaces and subspaces, frames, projective maps,multiprojective maps, the projective completion of an affine space, cross-ratios,duality, and the complexification of a real projective space. This material alsoprovides the foundations for our algorithmic treatment of rational curves andsurfaces, to be found on the web site (Chapters 18, 19, 21, 22, 23, 24); seehttp://www.cis.upenn.edu/˜jean/gbooks/geom2.html.

• Chapters 6, 8, and 9, provide an introduction to Euclidean geometry, to the groupsof isometries O(n) and SO(n), the groups of affine rigid motions Is(n) andSE(n), and to the quaternions. Several versions of the Cartan–Dieudonne the-orem are proved in Chapter 8. The QR-decomposition of matrices is explainedgeometrically, both in terms of the Gram–Schmidt procedure and in terms ofHouseholder transformations. These chapters are crucial to a firm understandingof the differential geometry of curves and surfaces, and computational geometry.

• Chapter 10 gives a short introduction to some fundamental topics in computa-tional geometry: Voronoi diagrams and Delaunay triangulations.

• Chapter 11 provides an introduction to Hermitian geometry, to the groups ofisometries U(n) and SU(n), and the groups of affine rigid motions Is(n,C)and SE(n,C). The generalization of the Cartan–Dieudonne theorem to Her-mitian spaces can be found on the web site, Chapter 25; see http://www.

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Preface to the First Edition xv

cis.upenn.edu/˜jean/gbooks/geom2.html. A short introduction toHilbert spaces, including the projection theorem, and the isomorphism of everyHilbert space with some space l2(K), can also be found on the web site in Chapter26, see http://www.cis.upenn.edu/˜jean/gbooks/geom2.html.

• Chapter 12 provides a presentation of the spectral theorems in Euclidean andHermitian spaces, including normal, self-adjoint, skew self-adjoint, and orthog-onal linear maps. Normal form (in terms of block diagonal matrices) for varioustypes of linear maps are presented.

• The singular value decomposition (SVD) and the polar form of linear maps arediscussed quite extensively in Chapter 13. The pseudo-inverse of a matrix and itscharacterization using the Penrose properties are presented.

• Chapter 14 presents some applications of Euclidean geometry to various opti-mization problems. The method of least squares is presented, as well as the ap-plications of the SVD and QR-decomposition to solve least squares problems.We also describe a method for minimizing positive definite quadratic forms, us-ing Lagrange multipliers.

• Chapter 18 provides an introduction to the linear Lie groups, via a presentationof some of the classical groups and their Lie algebras, using the exponential map.The surjectivity of the exponential map is proved for SO(n) and SE(n).

• An introduction to the local differential geometry of curves is given in Chapter19 (curvature, torsion, the Frenet frame, etc).

• An introduction to the local differential geometry of surfaces based on somelectures by Eugenio Calabi is given in Chapter 20. This chapter is rather unique,as it reflects decades of experience from a very distinguished geometer.

• Chapter 21 is an appendix consisting of short sections consisting of basics oflinear algebra and analysis. This chapter has been included to make the materialself-contained. Our advice is to use it as needed!

A very elegant presentation of rational curves and surfaces can be given us-ing some notions of affine and projective geometry. We push this approach quitefar in the material on the web; see http://www.cis.upenn.edu/˜jean/gbooks/geom2.html. However, we provide only a cursory coverage of CAGDmethods. Luckily, there are excellent texts on CAGD, including Bartels, Beatty, andBarsky [1], Farin [17, 18], Fiorot and Jeannin [20, 21], Riesler [50], Hoschek andLasser [33], and Piegl and Tiller [43]. Although we cover affine, projective, and Eu-clidean geometry in some detail, we are far from giving a comprehensive treatmentof these topics. For such a treatment, we highly recommend Berger [2, 3], Samuel[51], Pedoe [42], Coxeter [11, 10, 8, 9], Snapper and Troyer [52], Fresnel [22], Tis-seron [54], Sidler [45], Dieudonne [13], and Veblen and Young [57, 58], a greatclassic.

Similarly, although we present some basics of differential geometry and Liegroups, we only scratch the surface. For instance, we refrain from discussing mani-folds in full generality. We hope that our presentation is a good preparation for moreadvanced texts, such as Gray [27], do Carmo [14], Berger and Gostiaux [4], andLafontaine [36]. The above are still fairly elementary. More advanced texts on dif-ferential geometry include do Carmo [15, 16], Guillemin and Pollack [29], Warner

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xvi Preface to the First Edition

[59], Lang [37], Boothby [6], Lehmann and Sacre [38], Stoker [53], Gallot, Hulin,and Lafontaine [25], Milnor [41], Sharpe [44], Malliavin [39], and Godbillon [26].

It is often possible to reduce interpolation problems involving polynomial curvesor surfaces to solving systems of linear equations. Thus, it is very helpful to beaware of efficient methods for numerical matrix analysis. For instance, we presentthe QR-decomposition of matrices, both in terms of the (modified) Gram–Schmidtmethod and in terms of Householder transformations, in a novel geometric fashion.For further information on these topics, readers are referred to the excellent texts byStrang [48], Golub and Van Loan [28], Trefethen and Bau [55], Ciarlet [7], and Kin-caid and Cheney [34]. Strang’s beautiful book on applied mathematics is also highlyrecommended as a general reference [46]. There are other interesting applicationsof geometry to computer vision, computer graphics, and solid modeling. Some goodreferences are Trucco and Verri [56], Koenderink [35], and Faugeras [19] for com-puter vision; Hoffman [32] for solid modeling; and Metaxas [40] for physics-baseddeformable models.

Novelties

As far as we know, there is no fully developed modern exposition integrating thebasic concepts of affine geometry, projective geometry, Euclidean geometry, Her-mitian geometry, basics of Hilbert spaces with a touch of Fourier series, basics ofLie groups and Lie algebras, as well as a presentation of curves and surfaces bothfrom the standard differential point of view and from the algorithmic point of viewin terms of control points (in the polynomial and rational case).

New Treatment, New ResultsThis books provides an introduction to affine geometry, projective geometry, Eu-clidean geometry, Hermitian geometry, Hilbert spaces, a glimpse at Lie groups andLie algebras, and the basics of local differential geometry of curves and surfaces.We also cover some classics of convex geometry, such as Caratheodory’s theo-rem, Radon’s theorem, and Helly’s theorem. However, in order to help the readerassimilate all these concepts with the least amount of pain, we begin with somebasic notions of affine geometry in Chapter 2. Basic notions of Euclidean geom-etry come later only in Chapters 6, 8, 9. Generally, noncore material is relegatedto appendices or to the web site: see http://www.cis.upenn.edu/˜jean/gbooks/geom2.html.

We cover the standard local differential properties of curves and surfaces at anelementary level, but also provide an in-depth presentation of polynomial and ra-tional curves and surfaces from an algorithmic point of view. The approach (some-times called blossoming) consists in multilinearizing everything in sight (gettingpolar forms), which leads very naturally to a presentation of polynomial and ratio-nal curves and surfaces in terms of control points (Bezier curves and surfaces). Wepresent many algorithms for subdividing and drawing curves and surfaces, all im-plemented in Mathematica. A clean and elegant presentation of control points withweights (and control vectors) is obtained by using a construction for embedding

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Preface to the First Edition xvii

an affine space into a vector space (the so-called “hat construction,” originating inBerger [2]). We also give several new methods for drawing efficiently closed ratio-nal curves and surfaces, and a method for resolving base points of triangular rationalsurfaces. We give a quick introduction to the concepts of Voronoi diagrams and De-launay triangulations, two of the most fundamental concepts in computational ge-ometry. As a general rule, we try to be rigorous, but we always keep the algorithmicnature of the mathematical objects under consideration in the forefront.

Many problems and programming projects are proposed (over 230). Some areroutine, some are (very) difficult.

ApplicationsAlthough it is core mathematics, geometry has many practical applications. When-ever possible, we point out some of these applications, For example, we mentionsome (perhaps unexpected) applications of projective geometry to computer vision(camera calibration), efficient communication, error correcting codes, and cryptog-raphy (see Section 5.13). As applications of Euclidean geometry, we mention mo-tion interpolation, various normal forms of matrices including QR-decompositionin terms of Householder transformations and SVD, least squares problems (see Sec-tion 14.1), and the minimization of quadratic functions using Lagrange multipliers(see Section 15.1). Lie groups and Lie algebras have applications in robot kine-matics, motion interpolation, and optimal control. They also have applications inphysics. As applications of the differential geometry of curves and surfaces, wemention geometric continuity for splines, and variational curve and surface design(see Section 19.11 and Section 20.13). Finally, as applications of Voronoi diagramsand Delaunay triangulations, we mention the nearest neighbors problem, the largestempty circle problem, the minimum spanning tree problem, and motion planning(see Section 10.5). Of course, rational curves and surfaces have many applicationsto computer-aided geometric design (CAGD), manufacturing, computer graphics,and robotics.

Many Algorithms and Their ImplementationAlthough one of our main concerns is to be mathematically rigorous, which impliesthat we give precise definitions and prove almost all of the results in this book, weare primarily interested in the representation and the implementation of conceptsand tools used to solve geometric problems. Thus, we devote a great deal of effortsto the development and implemention of algorithms to manipulate curves, surfaces,triangulations, etc. As a matter of fact, we provide Mathematica code for most ofthe geometric algorithms presented in this book. We also urge the reader to write hisown algorithms, and we propose many challenging programming projects.

Open ProblemsNot only do we present standard material (although sometimes from a fresh point ofview), but whenever possible, we state some open problems, thus taking the readerto the cutting edge of the field. For example, we describe very clearly the problemof resolving base points of rectangular rational surfaces (this material is on the website, see http://www.cis.upenn.edu/˜jean/gbooks/geom2.html).

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xviii Preface to the First Edition

What’s Not Covered in This BookSince this book is already quite long, we have omitted solid modeling techniques,methods for rendering implicit curves and surfaces, the finite elements method, andwavelets. The first two topics are nicely covered in Hoffman [32], and the finite el-ement method is the subject of so many books that we will not attempt to mentionany references besides Strang and Fix [47]. As to wavelets, we highly recommendthe classics by Daubechies [12], and Strang and Truong [49], among the many textson this subject. It would also have been nice to include chapters on the algebraic ge-ometry of curves and surfaces. However, this is a very difficult subject that requiresa lot of algebraic machinery. Interested readers may consult Fulton [23] or Harris[30].

How to Use This Book for a CourseThis books covers three complementary but fairly disjoint topics:

(1) Projective geometry and its applications to rational curves and surfaces (Chapter5, and on the web page, Chapters 18, 19, 21, 22, 23, 24);

(2) Euclidean geometry, Voronoi diagrams, and Delaunay triangulations, Hermitiangeometry, basics of Hilbert spaces, spectral theorems for special kinds of linearmaps, SVD, polar form, and basics of Lie groups and Lie algebras (Chapters 6,8, 9, 10, 11, 12, 13, 14, 18);

(3) Basics of the differential geometry of curves and surfaces (Chapters 19 and 20).

Chapter 21 is an appendix consisting of background material and should be usedonly as needed.

Our experience is that there is too much material to cover in a one–semestercourse. The ideal situation is to teach the material in the entire book in twosemesters. Otherwise, a more algebraically inclined teacher should teach the firstor second topic, whereas a more differential-geometrically inclined teacher shouldteach the third topic. In either case, Chapter 2 on affine geometry should be covered.Chapter 4 is required for the first topic, but not for the second.

Problems are found at the end of each chapter. They range from routine to verydifficult. Some programming assignments have been included. They are often quiteopen-ended, and may require a considerable amount of work. The end of a proof isindicated by a square box ( ). The word iff is an abbreviation for if and only if . Ref-erences to the web page http://www.cis.upenn.edu/˜jean/gbooks/geom2.html will be abbreviated as web page.

Hermann Weyl made the following comment in the preface (1938) of his beauti-ful book [60]:

The gods have imposed upon my writing the yoke of a foreign tongue that was not sung atmy cradle . . . . Nobody is more aware than myself of the attendant loss in vigor, ease andlucidity of expression.

Being in a similar position, I hope that I was at least successful in conveying myenthusiasm and passion for geometry, and that I have inspired my readers to studysome of the books that I respect and admire.

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Preface to the First Edition xix

AcknowledgmentsThis book grew out of lectures notes that I have written as I have been teachingCIS610, Advanced Geometric Methods in Computer Science, for the past two years.Many thanks to the copyeditor, David Kramer, who did a superb job. I also wishto thank some students and colleagues for their comments, including Koji Ashida,Doug DeCarlo, Jaydev Desai, Will Dickinson, Charles Erignac, Steve Frye, EdithHaber, Andy Hicks, Paul Hughett, David Jelinek, Marcus Khuri, Hartmut Liefke,Shih-Schon Lin, Ying Liu, Nilesh Mankame, Dimitris Metaxas, Viorel Mihalef,Albert Montillo, Youg-jin Park, Harold Sun, Deepak Tolani, Dianna Xu, and HuiZhang. Also thanks to Norm Badler for triggering my interest in geometric model-ing, and to Marcel Berger, Chris Croke, Ron Donagi, Herman Gluck, David Har-bater, Alexandre Kirillov, and Steve Shatz for sharing some of their geometric se-crets with me. Finally, many thanks to Eugenio Calabi for teaching me what I knowabout differential geometry (and much more!). I am very grateful to Professor Cal-abi for allowing me to write up his lectures on the differential geometry of curvesand surfaces given in an undergraduate course in Fall 1994 (as Chapter 20).

References

1. Richard H. Bartels, John C. Beatty, and Brian A. Barsky. An Introduction to Splines for Usein Computer Graphics and Geometric Modelling. Morgan Kaufmann, first edition, 1987.

2. Marcel Berger. Geometrie 1. Nathan, 1990. English edition: Geometry 1, Universitext,Springer-Verlag.

3. Marcel Berger. Geometrie 2. Nathan, 1990. English edition: Geometry 2, Universitext,Springer-Verlag.

4. Marcel Berger and Bernard Gostiaux. Geometrie differentielle: varietes, courbes et surfaces.Collection Mathematiques. Puf, second edition, 1992. English edition: Differential geometry,manifolds, curves, and surfaces, GTM No. 115, Springer-Verlag.

5. W. Boehm and H. Prautzsch. Geometric Concepts for Geometric Design. AK Peters, firstedition, 1994.

6. William M. Boothby. An Introduction to Differentiable Manifolds and Riemannian Geometry.Academic Press, second edition, 1986.

7. P.G. Ciarlet. Introduction to Numerical Matrix Analysis and Optimization. Cambridge Uni-versity Press, first edition, 1989. French edition: Masson, 1994.

8. H.S.M. Coxeter. Non-Euclidean Geometry. The University of Toronto Press, first edition,1942.

9. H.S.M. Coxeter. Introduction to Geometry. Wiley, second edition, 1989.10. H.S.M. Coxeter. The Real Projective Plane. Springer-Verlag, third edition, 1993.11. H.S.M. Coxeter. Projective Geometry. Springer-Verlag, second edition, 1994.12. Ingrid Daubechies. Ten Lectures on Wavelets. SIAM Publications, first edition, 1992.13. Jean Dieudonne. Algebre Lineaire et Geometrie Elementaire. Hermann, second edition, 1965.14. Manfredo P. do Carmo. Differential Geometry of Curves and Surfaces. Prentice-Hall, 1976.15. Manfredo P. do Carmo. Riemannian Geometry. Birkhauser, second edition, 1992.16. Manfredo P. do Carmo. Differential Forms and Applications. Universitext. Springer-Verlag,

first edition, 1994.17. Gerald Farin. Curves and Surfaces for CAGD. Academic Press, fourth edition, 1998.18. Gerald Farin. NURB Curves and Surfaces, from Projective Geometry to Practical Use. AK

Peters, first edition, 1995.

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19. Olivier Faugeras. Three-Dimensional Computer Vision, A Geometric Viewpoint. MIT Press,first edition, 1996.

20. J.-C. Fiorot and P. Jeannin. Courbes et Surfaces Rationelles. RMA 12. Masson, first edition,1989.

21. J.-C. Fiorot and P. Jeannin. Courbes Splines Rationelles. RMA 24. Masson, first edition,1992.

22. Jean Fresnel. Methodes Modernes en Geometrie. Hermann, first edition, 1998.23. William Fulton. Algebraic Curves. Advanced Book Classics. Addison-Wesley, first edition,

1989.24. Jean H. Gallier. Curves and Surfaces in Geometric Modeling: Theory and Algorithms. Mor-

gan Kaufmann, first edition, 1999.25. S. Gallot, D. Hulin, and J. Lafontaine. Riemannian Geometry. Universitext. Springer-Verlag,

second edition, 1993.26. Claude Godbillon. Geometrie Differentielle et Mecanique Analytique. Collection Methodes.

Hermann, first edition, 1969.27. A. Gray. Modern Differential Geometry of Curves and Surfaces. CRC Press, second edition,

1997.28. Gene H. Golub and Charles F. Van Loan. Matrix Computations. The Johns Hopkins Univer-

sity Press, third edition, 1996.29. Victor Guillemin and Alan Pollack. Differential Topology. Prentice-Hall, first edition, 1974.30. Joe Harris. Algebraic Geometry, A First Course. GTM No. 133. Springer-Verlag, first edition,

1992.31. D. Hilbert and S. Cohn-Vossen. Geometry and the Imagination. Chelsea Publishing Co.,

1952.32. Christoph M. Hoffman. Geometric and Solid Modeling. Morgan Kaufmann, first edition,

1989.33. J. Hoschek and D. Lasser. Computer-Aided Geometric Design. AK Peters, first edition, 1993.34. D. Kincaid and W. Cheney. Numerical Analysis. Brooks/Cole Publishing, second edition,

1996.35. Jan J. Koenderink. Solid Shape. MIT Press, first edition, 1990.36. Jacques Lafontaine. Introduction aux Varietes Differentielles. PUG, first edition, 1996.37. Serge Lang. Differential and Riemannian Manifolds. GTM No. 160. Springer-Verlag, third

edition, 1995.38. Daniel Lehmann and Carlos Sacre. Geometrie et Topologie des Surfaces. Puf, first edition,

1982.39. Paul Malliavin. Geometrie Differentielle Intrinseque. Enseignement des Sciences, No. 14.

Hermann, first edition, 1972.40. Dimitris N. Metaxas. Physics-Based Deformable Models. Kluwer Academic Publishers, first

edition, 1997.41. John W. Milnor. Topology from the Differentiable Viewpoint. The University Press of Virginia,

second edition, 1969.42. Dan Pedoe. Geometry, A Comprehensive Course. Dover, first edition, 1988.43. Les Piegl and Wayne Tiller. The NURBS Book. Monograph in Visual Communications.

Springer-Verlag, first edition, 1995.44. Richard W. Sharpe. Differential Geometry. Cartan’s Generalization of Klein’s Erlangen Pro-

gram. GTM No. 166. Springer-Verlag, first edition, 1997.45. J.-C. Sidler. Geometrie Projective. InterEditions, first edition, 1993.46. Gilbert Strang. Introduction to Applied Mathematics. Wellesley–Cambridge Press, first edi-

tion, 1986.47. Gilbert Strang and Fix George. An Analysis of the Finite Element Method. Wellesley–

Cambridge Press, first edition, 1973.48. Gilbert Strang. Linear Algebra and Its Applications. Saunders HBJ, third edition, 1988.49. Gilbert Strang and Nguyen Truong. Wavelets and Filter Banks. Wellesley–Cambridge Press,

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50. J.-J. Risler. Mathematical Methods for CAD. Masson, first edition, 1992.51. Pierre Samuel. Projective Geometry. Undergraduate Texts in Mathematics. Springer-Verlag,

first edition, 1988.52. Ernst Snapper and Troyer Robert J. Metric Affine Geometry. Dover, first edition, 1989.53. J.J. Stoker. Differential Geometry. Wiley Classics. Wiley-Interscience, first edition, 1989.54. Claude Tisseron. Geometries Affines, Projectives, et Euclidiennes. Hermann, first edition,

1994.55. L.N. Trefethen and D. Bau III. Numerical Linear Algebra. SIAM Publications, first edition,

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Prentice-Hall, first edition, 1998.57. O. Veblen and J. W. Young. Projective Geometry, Vol. 1. Ginn, second edition, 1938.58. O. Veblen and J. W. Young. Projective Geometry, Vol. 2. Ginn, first edition, 1946.59. Frank Warner. Foundations of Differentiable Manifolds and Lie Groups. GTM No. 94.

Springer-Verlag, first edition, 1983.60. Hermann Weyl. The Classical Groups. Their Invariants and Representations. Princeton

Mathematical Series, No. 1. Princeton University Press, second edition, 1946.

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Contents

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1 Geometries: Their Origin, Their Uses . . . . . . . . . . . . . . . . . . . . . . . . . 11.2 Prerequisites and Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Basics of Affine Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72.1 Affine Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72.2 Examples of Affine Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152.3 Chasles’s Identity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162.4 Affine Combinations, Barycenters . . . . . . . . . . . . . . . . . . . . . . . . . . . 172.5 Affine Subspaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212.6 Affine Independence and Affine Frames . . . . . . . . . . . . . . . . . . . . . . 262.7 Affine Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 322.8 Affine Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382.9 Affine Geometry: A Glimpse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 412.10 Affine Hyperplanes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452.11 Intersection of Affine Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 462.12 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

3 Basic Properties of Convex Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653.1 Convex Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653.2 Caratheodory’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 673.3 Vertices, Extremal Points, and Krein and Milman’s Theorem . . . . . 703.4 Radon’s, Helly’s, Tverberg’s Theorems and Centerpoints . . . . . . . . 763.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

4 Embedding an Affine Space in a Vector Space . . . . . . . . . . . . . . . . . . . . . 854.1 The “Hat Construction,” or Homogenizing . . . . . . . . . . . . . . . . . . . . 854.2 Affine Frames of E and Bases of E . . . . . . . . . . . . . . . . . . . . . . . . . . . 92

xxiii

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4.3 Another Construction of E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 954.4 Extending Affine Maps to Linear Maps . . . . . . . . . . . . . . . . . . . . . . . 974.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

5 Basics of Projective Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1035.1 Why Projective Spaces? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1035.2 Projective Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1075.3 Projective Subspaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1115.4 Projective Frames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1135.5 Projective Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1215.6 Projective Completion of an Affine Space, Affine Patches . . . . . . . . 1265.7 Making Good Use of Hyperplanes at Infinity . . . . . . . . . . . . . . . . . . 1335.8 The Cross-Ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1355.9 Duality in Projective Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1415.10 Cross-Ratios of Hyperplanes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1435.11 Complexification of a Real Projective Space . . . . . . . . . . . . . . . . . . . 1445.12 Similarity Structures on a Projective Space . . . . . . . . . . . . . . . . . . . . 1465.13 Some Applications of Projective Geometry . . . . . . . . . . . . . . . . . . . . 1515.14 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175

6 Basics of Euclidean Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1776.1 Inner Products, Euclidean Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1776.2 Orthogonality, Duality, Adjoint of a Linear Map . . . . . . . . . . . . . . . . 1836.3 Linear Isometries (Orthogonal Transformations) . . . . . . . . . . . . . . . 1956.4 The Orthogonal Group, Orthogonal Matrices . . . . . . . . . . . . . . . . . . 1986.5 QR-Decomposition for Invertible Matrices . . . . . . . . . . . . . . . . . . . . 2006.6 Some Applications of Euclidean Geometry . . . . . . . . . . . . . . . . . . . . 2026.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211

7 Separating and Supporting Hyperplanes . . . . . . . . . . . . . . . . . . . . . . . . . . 2137.1 Separation Theorems and Farkas’s Lemma . . . . . . . . . . . . . . . . . . . . 2137.2 Supporting Hyperplanes and Minkowski’s Proposition . . . . . . . . . . 2277.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228

8 The Cartan–Dieudonne Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2318.1 Orthogonal Reflections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2318.2 The Cartan–Dieudonne Theorem for Linear Isometries . . . . . . . . . . 2358.3 QR-Decomposition Using Householder Matrices . . . . . . . . . . . . . . . 2468.4 Affine Isometries (Rigid Motions) . . . . . . . . . . . . . . . . . . . . . . . . . . . 2508.5 Fixed Points of Affine Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2528.6 Affine Isometries and Fixed Points . . . . . . . . . . . . . . . . . . . . . . . . . . . 2548.7 The Cartan–Dieudonne Theorem for Affine Isometries . . . . . . . . . . 260

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8.8 Orientations of a Euclidean Space, Angles . . . . . . . . . . . . . . . . . . . . . 2648.9 Volume Forms, Cross Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2688.10 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280

9 The Quaternions and the Spaces S3, SU(2), SO(3), and RP3 . . . . . . . . . 2819.1 The Algebra H of Quaternions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2819.2 Quaternions and Rotations in SO(3) . . . . . . . . . . . . . . . . . . . . . . . . . . 2859.3 Quaternions and Rotations in SO(4) . . . . . . . . . . . . . . . . . . . . . . . . . . 2929.4 Applications to Motion Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . 2969.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299

10 Dirichlet–Voronoi Diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30110.1 Dirichlet–Voronoi Diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30110.2 Simplicial Complexes and Triangulations . . . . . . . . . . . . . . . . . . . . . 30810.3 Delaunay Triangulations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31310.4 Delaunay Triangulations and Convex Hulls . . . . . . . . . . . . . . . . . . . . 31410.5 Applications of Voronoi Diagrams and Delaunay Triangulations . . 31710.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319

11 Basics of Hermitian Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32111.1 Hermitian Spaces, Pre-Hilbert Spaces . . . . . . . . . . . . . . . . . . . . . . . . 32111.2 Orthogonality, Duality, Adjoint of a Linear Map . . . . . . . . . . . . . . . . 32811.3 Linear Isometries (Also Called Unitary Transformations) . . . . . . . . 33111.4 The Unitary Group, Unitary Matrices . . . . . . . . . . . . . . . . . . . . . . . . . 33311.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 336References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342

12 Spectral Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34312.1 Introduction: What’s with Lie Groups and Lie Algebras? . . . . . . . . 34312.2 Normal Linear Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34412.3 Self-Adjoint and Other Special Linear Maps . . . . . . . . . . . . . . . . . . . 35112.4 Normal and Other Special Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . 35612.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365

13 Singular Value Decomposition (SVD) and Polar Form . . . . . . . . . . . . . . 36713.1 Polar Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36713.2 Singular Value Decomposition (SVD) . . . . . . . . . . . . . . . . . . . . . . . . 37413.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 385

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14 Applications of SVD and Pseudo-inverses . . . . . . . . . . . . . . . . . . . . . . . . . 38714.1 Least Squares Problems and the Pseudo-inverse . . . . . . . . . . . . . . . . 38714.2 Data Compression and SVD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39514.3 Principal Components Analysis (PCA) . . . . . . . . . . . . . . . . . . . . . . . 39814.4 Best Affine Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40514.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 408References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 410

15 Quadratic Optimization Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41115.1 Quadratic Optimization: The Positive Definite Case . . . . . . . . . . . . . 41115.2 Quadratic Optimization: The General Case . . . . . . . . . . . . . . . . . . . . 41915.3 Maximizing a Quadratic Function on the Unit Sphere . . . . . . . . . . . 42315.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 428References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430

16 Schur Complements and Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43116.1 Schur Complements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43116.2 SPD Matrices and Schur Complements . . . . . . . . . . . . . . . . . . . . . . . 43416.3 Symmetric Positive Semidefinite Matrices and Schur Complements43516.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437

17 Quadratic Optimization and Contour Grouping . . . . . . . . . . . . . . . . . . . 43917.1 Formulation of the Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43917.2 Derivatives of Eigenvalues and Eigenvectors for Normal Matrices . 44317.3 Relationship between the Eigenvectors of P and H(! ) . . . . . . . . . . . 44617.4 Study of the Continuous Relaxation of the Problem . . . . . . . . . . . . . 44917.5 The Field of Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45217.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457

18 Basics of Manifolds and Classical Lie Groups . . . . . . . . . . . . . . . . . . . . . 45918.1 The Exponential Map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45918.2 Some Classical Lie Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46718.3 Symmetric and Other Special Matrices . . . . . . . . . . . . . . . . . . . . . . . 47218.4 Exponential of Some Complex Matrices . . . . . . . . . . . . . . . . . . . . . . 47518.5 Hermitian and Other Special Matrices . . . . . . . . . . . . . . . . . . . . . . . . 47818.6 The Lie Group SE(n) and the Lie Algebra se(n) . . . . . . . . . . . . . . . . 47918.7 The Derivative of a Function Between Normed Spaces . . . . . . . . . . 48318.8 Finale: Manifolds, Lie Groups, and Lie Algebras . . . . . . . . . . . . . . . 49118.9 Applications of Lie Groups and Lie Algebras . . . . . . . . . . . . . . . . . . 51118.10 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 511References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 527

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Contents xxvii

19 Basics of the Differential Geometry of Curves . . . . . . . . . . . . . . . . . . . . . 52919.1 Introduction: Parametrized Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . 52919.2 Tangent Lines and Osculating Planes . . . . . . . . . . . . . . . . . . . . . . . . . 53419.3 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53819.4 Curvature and Osculating Circles (Plane Curves) . . . . . . . . . . . . . . . 54019.5 Normal Planes and Curvature (3D Curves) . . . . . . . . . . . . . . . . . . . . 55319.6 The Frenet Frame (3D Curves) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55419.7 Torsion (3D Curves) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55619.8 The Frenet Equations (3D Curves) . . . . . . . . . . . . . . . . . . . . . . . . . . . 55919.9 Osculating Spheres (3D Curves) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56319.10 The Frenet Frame for nD Curves (n ( 4) . . . . . . . . . . . . . . . . . . . . . . 56419.11 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57119.12 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 573References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 582

20 Basics of the Differential Geometry of Surfaces . . . . . . . . . . . . . . . . . . . . 58520.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58520.2 Parametrized Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58720.3 The First Fundamental Form (Riemannian Metric) . . . . . . . . . . . . . . 59220.4 Normal Curvature and the Second Fundamental Form . . . . . . . . . . . 59720.5 Geodesic Curvature and the Christoffel Symbols . . . . . . . . . . . . . . . 60220.6 Principal Curvatures, Gaussian Curvature, Mean Curvature . . . . . . 60620.7 The Gauss Map and Its Derivative dN . . . . . . . . . . . . . . . . . . . . . . . . 61320.8 The Dupin Indicatrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62020.9 The Theorema Egregium of Gauss . . . . . . . . . . . . . . . . . . . . . . . . . . . 62320.10 Lines of Curvature, Geodesic Torsion, Asymptotic Lines . . . . . . . . 62620.11 Geodesic Lines, Local Gauss–Bonnet Theorem . . . . . . . . . . . . . . . . 63120.12 Covariant Derivative, Parallel Transport . . . . . . . . . . . . . . . . . . . . . . . 63720.13 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64120.14 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 643References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 652

21 Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65521.1 Hyperplanes and Linear Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65521.2 Metric Spaces and Normed Vector Spaces . . . . . . . . . . . . . . . . . . . . . 656References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 658

Symbol Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 659

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 665