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4 votes
4 answers
2k views

I want a smooth orthogonalization process

The following question is related to research I am doing on reinforcement learning on manifolds. I have a set of basis vectors $\boldsymbol{B} = \{\boldsymbol{b}_1,\dots,\boldsymbol{b}_k\}$ that span ...
3 votes
1 answer
331 views

Variant of Wahba's problem

Wahba's problem is the following: $$\min_R \sum_{k=1}^K \|v_k - Rw_k\|^2$$ where $v_k$ and $w_k$ are arbitrary $3\times 1$ vectors, and $R$ is a rotation matrix (i.e., orthogonal with $\det(R)=1$). A ...
3 votes
0 answers
46 views

Evaluate $\int_\phi e^{tr(RM)} dR$ where $\phi$ is a set of all real orthonormal matrices of a certain size

I am trying to evaluate $\int_\phi e^{tr(RM)} dR$ where $\phi$ is a set of all real orthogonal matrices of a certain size. $M$ is an arbitrary real matrix (of a certain size). This is equivalent to $$\...