Expand on motivation

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Dimitri Lozeve 2020-11-12 19:40:07 +01:00
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@ -53,7 +53,34 @@ same thing over and over, we can basically do it /once/ and recall the
general result whenever it is needed, as one would define a function
and call it later in a piece of software.
* Important structure
In this case, Lie theory provides a general framework for manipulating
objects that we want to /combine/ and on which we'd like to compute
/derivatives/. Differentiability is an essentially linear property, in
the sense that it works best in vector spaces. Indeed, think of what
you do to with a derivative: you want to /add/ it to other stuff to
represent increase rates or uncertainties.
Once you can differentiate, a whole new world
opens[fn:differentiability]: optimization becomes easier (because you
can use gradient descent), you can have random variables, and so on.
[fn:differentiability] This is why a lot of programming languages now
try to make differentiability a [[https://en.wikipedia.org/wiki/Differentiable_programming][first-class concept]]. The ability to
differentiate arbitrary programs is a huge bonus for all kinds of
operations common in scientific computing. Pioneering advances were
made in deep learning libraries, such as TensorFlow and PyTorch; but
recent advances are even more exciting. [[https://github.com/google/jax][JAX]] is basically a
differentiable Numpy, and Julia has always made differentiable
programming a priority, via projects such as [[https://www.juliadiff.org/][JuliaDiff]] and [[https://fluxml.ai/Zygote.jl/][Zygote]].
In the case of quaternions, we can define explicitly a differentiation
operator, and prove that it has all the nice properties that we come
to expect from derivatives. Wouldn't it be nice if we could have all
of this automatically? Lie theory gives us the general framework in
which we can imbue non-"linear" objects with differentiability.
* The structure of a Lie group
Continuing on the example of rotations, what common properties can we
identify?
@ -85,4 +112,24 @@ higher dimension) on which we can compute derivatives at every
point. This means that there is a tangent hyperplane at each point,
which is a nice vector space where our derivatives will live.
And /that's all!/ What we have defined so far is a /Lie
group/[fn:lie], i.e. a group that is also a differentiable
manifold. To take the example of rotation matrices:
- We can combine them (i.e. by matrix multiplication): they form a
group.
- if we have a function $R : \mathbb{R} \rightarrow
\mathrm{GL}_3(\mathbb{R})$ defining a trajectory (e.g. the
successive attitudes of a object in space), we can find derivatives
of this trajectory! They would represent instantaneous orientation
change, or angular velocities.
[fn:lie] {-} Lie theory is named after [[https://en.wikipedia.org/wiki/Sophus_Lie][Sophus Lie]], a Norwegian
mathematician. As such, "Lie" is pronounced /lee/. Lie was inspired by
[[https://en.wikipedia.org/wiki/%C3%89variste_Galois][Galois']] work on algebraic equations, and wanted to establish a similar
general theory for differential equations.
* Interesting properties of Lie groups
* Applications
* References