Handout Part IV Lie Groups

Part IV: Lie Groups
2012 Third International Summer School on Geometric Methods

in Robotics, Mechanism Design and Manufacturing Research
Harald Löwe
TU Braunschweig, Institute Computational Mathematics
July 2012, Shanghai Jiao Tong University, China
Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 1 / 85

Part IVa: Lie Groups Matrix Groups
Matrix Groups
Rn×n : vector space of all (n × n)–matrices with entries in R.

GL(n) := {g ∈ Rn×n | det(g ) 6= 0}.
The General Linear Group

GL(n) (endowed with the matrix multiplication) is a group, i.e.
1 GL(n) is closed under multiplication. (If g1 , g2 ∈ GL(n), then
g1 · g2 ∈ GL(n).)
2 (g1 · g2 ) · g3 = g1 · (g2 · g3 ).
3 There exists 1 ∈ GL(n) (namely the (n × n)–identity matrix) with
1 · g = g · 1 = g.
4 For g there exists g −1 (the inverse matrix) with g −1 · g = 1.

Question
Are there other “matrix groups”? And why should we study them?
Matrix Groups
Let G ⊂ GL(n) meet the following conditions:
1 1∈G
2 g , h ∈ G ⇒ g · h−1 ∈ G .
Then G is a group.

Examples of Matrix Groups
SL(n) = {g ∈ GL(n) | det g = 1} special linear group.

SO(n) = {g ∈ GL(n) | gg T = 1 and det g = 1} special orthogonal
group.
The group of invertible diagonal matrices.
The group of invertible upper right triangular matrices.
SU(n) = {g ∈ GL(n, C) | g ḡ T = 1 and det g = 1} special unitary
group.
The latter group is, in fact, a real matrix group: Identify

a −b
a + bi ↔ .
b a

Part IVa: Lie Groups Lie Groups
Lie Groups
Consider SL(n) as an interesting example:

det g − 1 = 0 is an equation in n2 variables.
The Jacobian has full rank everywhere.
Thus, SL(n) is a submanifold of Rn×n .
Moreover, multiplication and inversion are differentiable.
Definition
A group G with multiplication · is called a Lie group, if G is a differentiable
manifold, and if the maps
G × G → G ; (g , h) 7→ g · h
G → G ; g 7→ g −1
are differentiable.

Examples of Lie Groups
GL(n), SL(n), SO(n), SU(n) are Lie groups.

(Rn , +) is a Lie group.
Theorem
Let G ⊆ GL(n) be a closed subgroup.
Then G is a Lie group.

The Lie Group of Euclidian Motions
SE(n) := {γR,v : Rn → Rn ; x 7→ R · x + v | R ∈ SO(n) and v ∈ Rn } is

a Lie group (proper Euclidian motions of Rn ).
Compare the equation
(γR,v ◦ γS,w )(x) = γR,v (Sx + w ) = RSx + Rw + v = γRS,Rw +v (x)
and the matrix equation

R v S w RS Rw + v
· = .
0 1 0 1 0 1
Thus, SE(n) can be considered as a Lie group of

((n + 1) × (n + 1))–matrices.

The Lie Group of Euclidean Motions (cont.)
More systematically:  
  p1
p1  p2 
Points  p2  ∈ R3 will be written as 
 p3  ∈ R
 3
p3
1
 
  v1
v1  v2 
Vectors  v2  ∈ R3 will be written as 
 v3  ∈ R
 3
v3
0
Observe: point + vector = point, vector + vector = vector, point - point =
vector,
point
+ point but “affine combinations”
is forbidden,
p q t · p + (1 − t) · q
t· + (1 − t) · = are allowed.
1 1 1

The Lie Group of Euclidean Motions (cont.)
Now, for γg ,v ∈ SE(3), the equations γR,v (p) = Rp + v for points p and
γR,v (w ) = Rw for (directional) vectors w read as follows:

R v p Rp + v
· =
0 1 1 1

R v w Rw
· =
0 1 0 0
Correct!

Part IVa: Lie Groups Applications To Robotics
Motions of Rigid Bodies
motion of a rigid body: move a coordinate frame by a rotation R(t)

and a translation v (t).
rotation R(t) ∈ SO(3); translation v (t) ∈ R3 .
7 R(t) · p + v (t) of R3 , i.e.
motion → map γR(t),v (t) : p →

R(t) v (t) pb R(t)pb + v (t)
ps (t) = · = ,
0 1 1 1
where pb and ps (t) denote the coordinates of p w.r.t. the body system
and the spatial system, respectively.
Motions
A motion is a differentiable map γ : I → SE(3), where I is some interval.

Part IVa: Lie Groups Applications To Robotics
Platform Manipulators
Six legs of variable length, hence motor coordinates q ∈ R6 .

Platform coordinates g ∈ SE(3).
Relationship: F (q, g ) = 0.
Here: qi = |g (pi ) − bi |, i = 1, . . . , 6, where
qi : i th motor coordinate.
pi : joint between the i th leg and the platform in home position.
bi : joint between the i th leg and the base.

Part IVa: Lie Groups Tangent Space of SO(n) (recapitulated)
T1 SO(n)
γ : (−ε, ε) → SO(n) differentiable curve with γ(0) = 1.

γ(t)γ(t)T = 1 for every t.
γ̇(t)γ(t)T + γ(t)γ̇(t)T = 0 for every t.
t = 0 ⇒ γ̇(0) · 1 + 1 · γ̇(0)T = 0.
X = γ̇(0) ⇒ X T = −X is skewsymmetric.
Thus: T1 SO(n) ⊂ so(n) := {X ∈ Rn×n | X T = −X }.
Equality???
YES – dimension argument!

The Exponential Map
Let X ∈ Rn×n .
Exponential Map
The exponential of X is the sum
∞
X 1
exp(X ) := · Xk.
k!
k=0
exp(X ) converges for all X .

g exp(X )g −1 = exp(gXg −1 ) for all g ∈ GL(n).

Example 1

0 −t
X = .
t 0
−t 2

2 0
X = = −t 2 · 1.
0 −t 2
!
t2 t4 3
1− − + . . . −( 1!t − t3! + − . . .)
2! + 4!
exp(X ) = t t32 4
+ − . . . 1 − t2! + t4! − + . . .
1! − 3!

cos(t) − sin(t)
exp(X ) = .
sin(t) cos(t)

Example 2
!
−3 t 3t
X = .
−10 t 8 t
Eigenvalues of X are 3 t and 2 t, hence X diagonalizable!.
! !
2 3 −1
3t 0
g := ⇒ g Xg = .
4 5 0 2t
3t
−1 −1 e 0
g exp(X )g = exp(g Xg ) = .
0 e2 t
3t
e 0
exp X = g g −1 =
0 e2 t
−5 e 3 t + 6 e 2 t 3 e3 t − 3 e2 t
!
.
−10 e 3 t + 10 e 2 t 6 e 3 t − 5 e 2 t

More Properties of exp
d
exp(tX ) = X .
dt t=0
det exp X = e tr X .
Hence exp : Rn×n → GL(n).
exp is a local diffeomorphism at 0, i.e. there is a differentiable inverse
function log : GL(n) → Rn×n defined locally at 1.
If XY − YX = 0, then exp(X + Y ) = exp(X ) · exp(Y ).
In particular: exp(−X ) = (exp(X ))−1 .
The Lie Bracket

For X , Y ∈ Rn×n put [X , Y ] := XY − YX .
[·, ·] is called Lie bracket.

Part IVa: Lie Groups From Lie Groups To Lie Algebras
The Lie Algebra of a Lie Group
Let G ⊂ GL(n) be a Lie group.
Lie Algebra of G
g := T1 G is called the Lie algebra of G .
X , Y ∈ g ⇒ [X , Y ] ∈ g, i.e. g is a “linear Lie algebra”.

X ∈ g ⇔ exp(t · X ) ∈ G for all t ∈ R.
exp : g → G is a local diffeomorphism at 0.
If g ∈ G and X ∈ g, then Ad(g )(X ) := gXg −1 is an element of g.
Thus, Ad(g ) : g → g is a linear transformation for all g ∈ G .

Example
Already proved: T1 SO(n) ⊆ so(n).

X ∈ so(n) ⇔ X T = −X .
(tX )T = −tX ⇒ (exp(tX ))−1 = exp(−tX ) = exp((tX )T ) =
(exp(tX ))T .
(tX )T = −tX ⇒ tr(tX ) = 0 ⇒ det exp(tX ) = 1.
Thus, exp(tX ) ∈ SO(n) for all t ∈ R.
Follows: X ∈ T1 SO(n).

The Lie Algebra of SO(n)
Theorem
The Lie algebra of SO(n) is
so(n) = {X ∈ Rn×n | X T = −X }.

Curves
G ⊂ GL(n) Lie group, g its Lie algebra.

Consider a curve c : R → G with c(0) = 1, whence X := ċ(0) ∈ g.
P 1 k
Observe that exp(tX ) · x = k! X x.
d d
Conclude that (t 7→ exp(tX ) · x) = X · x = (t 7→ c(t) · x).
dt 0 dt 0
Thus, c(t) · x and exp(tX ) · x have the same velocity vector at t = 0.
Note that exp(tX ) · exp(sX ) = exp((t + s)X ), i.e.
R → G ; t 7→ exp(tX ) is a “homomorphism” of groups.

Part IVa: Lie Groups From Lie Algebras To Lie Groups
Linear Lie Algebras
A linear Lie algebra is a vector subspace g of Rn×n such that

[X , Y ] = XY − YX ∈ g holds for all X , Y ∈ g.
Examples:
The Lie algebra T1 G of a Lie group G ⊂ GL(n).
The set of strictly upper triangular matrices.
The set so(p, q) of matrices

X Z
with X ∈ so(n), Y ∈ so(m), Z ∈ Rn×m .
ZT Y

Part IVa: Lie Groups From Lie Algebras To Lie Groups
Linear Lie Algebras (cont.)
Let g ⊂ Rn×n be a linear Lie algebra.

Put M := {exp(X ) | X ∈ g}. This is a subset of GL(n).
Let exp g be the group generated by M.
That is: Take all finite products of elements of M.
Then there is a unique differentiable structure on G = exp g such that
G is a Lie group.
G is connected, i.e. for all g ∈ G there is a continuous curve in G
connecting 1 and g .
Moreover, T1 G = g.

Part IVa: Lie Groups Rotations
The Rotation Group SO(3)
For a ∈ R3 we put
 
0 −a3 a2
â :=  a3 0 −a1  ∈ so(3) = T1 SO(3).
−a2 a1 0
A short computation leads to

3
h â · xi = a × x for all x ∈ R .
â, b̂ = âb̂ − b̂â = ĉ with c = a × b.

âx = a × x. Thus, a is an eigenvector with respect to 0.

The other eigenvalues are ±kak · i.
a⊥ is invariant under â.
There exists g ∈ SO(3) such that
 
0 −kak 0
g −1 âg =  kak 0 0  = kak · eˆ3 .
0 0 0
Observe that exp(t eˆ3 ) = 1 + sin(t) · eˆ3 + (1 − cos(t)) · eˆ3 2 .

Moreover, exp(â) = exp(kak · g eˆ3 g −1 ) = g exp(kak · eˆ3 )g −1 .

exp(â) = g exp(kak · eˆ3 )g −1

= g (1 + sin(kak) · eˆ3 + (1 − cos(kak)) · eˆ3 2 )g −1
= 1 + sin(kak) · g eˆ3 g −1 + (1 − cos(kak)) · (g eˆ3 g −1 )2
sin(kak) 1 − cos(kak) 2
= 1+ · â + · â
kak kak

Rodrigue’s Rotation Formula

If a ∈ R3 \ {0}, then
sin(kak) 1 − cos(kak) 2
exp(â) = 1 + · â + · â
kak kak2
is a rotation around R · a with angle kak.

Alternatively: If ω ∈ R3 , |ω| = 1, and if t ∈ R, then
exp(t ω̂) = 1 + sin(t) · ω̂ + (1 − cos(t)) · ω̂ 2

The Logarithm of SO(3)
We state some properties of exp : so(3) → SO(3):

For every R ∈ SO(3) there exists ω ∈ R s.th. exp(ω̂) = R.
Put Uπ = {ω̂ | |ω| < π} and Vπ = {R ∈ SO(3) | R 2 6= 1} ∪ {1}. Then
Uπ is open in so(3); Vπ is open in SO(3), and exp : Uπ → Vπ is a
diffeomorphism.
The inverse map of exp is log : Vπ → Uπ defined by
(
0 R=1
log(R) = ϕ(R) T 2
2 sin ϕ(R) · (R − R ) R, R 6= 1,
where ϕ(R) = arccos( 21 (tr (R) − 1))

Part IVa: Lie Groups The Euclidian Motion Group
The Lie Algebra Of SE(n)
Recall
g b n
SE(n) = g ∈ SO(n), b ∈ R .
0 1
This implies that

X v n
se(n) = X ∈ so(n), v ∈ R .
0 0

Motions Of The Plane: SE(2)
Take a typical element X of se(2):

 
0 −α a
X = α 0 b 
0 0 0

a
If α = 0, then exp X = 1 + X is the translation by .
b
If α 6= 0, then put
 
1 0 −b/α
g :=  0 1 a/α  ∈ SE(3)
0 0 1

Motions Of The Plane: SE(2) (cont.)
 
0 −α 0
g −1 exp(X )g = exp(g −1 Xg ) = exp  α 0 0 
0 0 0
 
cos(α) − sin(α) 0
=  sin(α) cos(α) 0 
0 0 1
exp(X )(x) = g exp(X )g −1 (x)

b b
cos(α) − sin(α) −α −α
= · x− a + a
sin(α) cos(α) α α

Motions Of The Plane: SE(2) (cont.)
Résumé
Every motion of R2 is a translation or a rotation.

Motions Of The Space: SE(3)
Take
a typical element X of se(3):
A b
X = where A = â ∈ so(3), b ∈ R3 .
0 0
kakeˆ3 b0

Bring X to the form X = .
0 0
If a 6= 0, then “kill” the first two components of b0 by choosing an
appropriate origin.

Motions Of The Space: SE(3) (cont.)
Résumé
Every element of se(3) has the form
 
0 −α 0 0
 α 0 0 0 
X =  0

0 0 p 
0 0 0 0
with respect to an appropriate coordinate frame.

The Exponential Function of SE(3)
Elements of SE(3)
Up to choosing an appropriate coordinate frame, every motion of R3 has
the form
     
x1 cos(α) − sin(α) 0 0 x1
 x2   sin(α) cos(α) 0 0   x2 
 x3  7→ 
g :   · 
0 0 1 t   x3 
1 0 0 0 1 1
g is
the identity if t = α = 0.
a translation into z–direction if α = 0
a rotation around the z–axis if t = 0
a screw motion (or helical motion) around the z–axis if t, α 6= 0.
The Exponential Function of SE(3) (cont.)
Some more considerations lead to an explicit formula:
The exponential map of se(3)

Let a ∈ R3 \ {0}, t ∈ R, b ∈ R3 , x ∈ R3 . Then

â b
exp t · .x
0 0

a×b a×b ha|bi a
= exp(t · â) · x − 2
+ 2
+t · ·
kak kak kak kak
| {z } | {z }
a×b pitch
rotation with axis 2
+R·a
kak

Alternatively, we have

Let ω ∈ R3 with |ω| = 1, t ∈ R, w ∈ R3 , x ∈ R3 . Then

ω̂ w
exp t · .x
0 0
= exp(t · ŵ ) · (x − ω × w ) + ω × w +t · hω|w i ·ω
| {z } | {z }
rotation with axis ω × w + R · ω pitch

Alternatively, we have

Let ω ∈ R3 with |ω| = 1, t ∈ R, w ∈ R3 , x ∈ R3 . Then

ω̂ w exp(t · ω̂) t · B(ω) · v
exp t · = ,
0 0 0 1
where
(
1, ω=0
B(ω) = 1−cos(t)

sin(t)

1+ t · ω̂ + 1 − t · ω̂ 2 , ω 6= 0.

The Logarithm of SE(3)
We shall identify SE(3) = SO(3) × R3 , se(3) = so(3) × R3 .

exp : Uπ × R3 → Vπ × R3 is a diffeomorphism; its inverse is
log(R) B −1 log(R)ˇ · v

R v
log = ,
0 1 0 0
where, for µ ∈ R3 , |µ| < π,

(
−1
1, µ=0
B (µ) =
|µ|

|µ|

µ̂2
1 − 12 µ̂ + 1 − 2 cot 2 · |µ|2
, µ 6= 0; |µ| < π.

Part IVa: Lie Groups Homomorphisms
Homomorphisms Of Lie Groups
Let G ⊂ GL(k) and H ⊂ GL(n) Lie groups.

A differentiable map ϕ : G → H is called “homomorphism” if
ϕ(g1 g2 ) = ϕ(g1 )ϕ(g2 ).
isomorphism = bijective homomorphism.
automorphism = isomorphism G → G .
Example: G → G ; h 7→ ghg −1 is an automorphism for every g ∈ G .
These automorphisms are called “inner”.
We may take every g ∈ GL(n) with gGg −1 ⊂ G .

Homomorphisms of Lie Algebras
A linear map f : g → g is called a homomorphism if

f [X , Y ] = [f (X ), f (Y )] holds for all X , Y ∈ g.
isomorphism = bijective homomorphism.
automorphism = isomorphism g → g.
If ϕ : G → H is a homomorphism, then T1 ϕ : g → h is a
homomorphism.
We have ϕ(exp(X )) = exp(T1 ϕ(X )).
Isomorphic groups have isomorphic Lie algebras.
The converse is not true!
If g ∈ G , then Ad(g ) : g → g; X 7→ gXg −1 is an automorphism.

1–Parameter–Subgroups
Basic homomorphisms: ϕ : R → G , called 1–parameter–subgroups.

Example: t 7→ exp(tX ).
If the 1–Par. ϕ : R → G satisfies ϕ̇(0) = X , then ϕ(t) = exp(tX )
holds for all t.

The Automorphism Group of a Lie Algebra
Let g be the Lie algebra of some Lie group G .

Recall that g is a vector space.
Thus, we have the vector space gl(g) of all linear maps g → g and the
Lie group GL(g).
In fact, the set Aut(g) of all automorphisms of g is a (closed) Lie
subgroup of GL(g).
Its Lie algebra equals the set Der(g) of “derivations” of g, i.e.
d : g → g is linear and satisfies d [X , Y ] = [d (X ), Y ] + [X , d (Y )] for
all X , Y ∈ g.

The Adjoint Representation
Define Ad : G → GL(g) by Ad(g )(X ) := gXg −1 (adjoint

representation)
Ad is a homomorphism of Lie groups.
Its derivative ad = T1 Ad : g → T1 GL(g) = gl(g) is defined by
ad(X ) : g → g; Y 7→ XY − YX = [X , Y ].

We prove that ad = T1 Ad:

T1 GL(g) is the vector space of all linear maps of g. This space is
denoted by gl(g).
For X ∈ g, the map (T1 Ad)(X ) : g → g is linear.
We shall prove that (T1 Ad)(X )(Y ) = [X , Y ].
d
Recall that dt t=0 exp(tX ) = X.
Thus
d
[X , Y ] = XY − YX = (exp(tX )Y exp(−tX )−1 )
dt t=0
d
= (Ad exp(tX ))(Y )
dt t=0

d
= T1 Ad exp(tX ) (Y ) = (T1 Ad)(X )(Y ).
dt t=0

SU(2) and SO(3)

a −b̄
SU(2) = aā + bb̄ = 1 .
b ā
SU(2) ≈ S3 is 3–dimensional.
Ad : SU(2) → GL(su(2)) = GL(3).
κ(X , Y ) := tr(ad(X ) ◦ ad(Y )) is the “Killing form” on su(2).
σ := −κ is a scalar product on su(2).
Thus, up to coordinates,
{T ∈ SL(su(2)) | σ(T (X ), T (Y )) = σ(X , Y )} = SO(3).
Ad(g ) leaves σ invariant, whence Ad : SU(2) → SO(3).
The derivative ad : su(2) → so(3) is an isomorphism.
Thus, Ad : SU(2) → SO(3) is a local diffeomorphism (identifying only
A and −A).

SU(2) and rotations

xi −y + zi
Identify su(2) = x, y , z ∈ R and R3 .
y + zi −xi
Then X → gXg −1 , g ∈ SU(2), is a rotation of R3 .
One obtains every rotation in this way.
Direkt link to representation of rotations by quaternions H: Identify

r + xi −y + zi
↔ r + xi + yj + zk ∈ H.
y + zi r − xi
W.r.t. this identification, we have that

SU(2) ↔ S3 ⊂ H.
su(2) ↔ PuH (pure quaternions)

Part IVa: Lie Groups Subgroups
Subgroups of Lie Groups
Let G ⊂ GL(n) be a Lie group with Lie algebra g.

Let H be a subgroup of G , i.e. 1 ∈ H and h1 h2−1 ∈ H if h1 , h2 ∈ H.
If H is a Lie group itself (and if H → G is differentiable w.r.t. the
differentiable structure on H), then H is called a Lie subgroup of G .
Example: SO(3) is a Lie subgroup of SE(3).
If H is a Lie subgroup, then T1 H is a subalgebra of g, i.e.
[X , Y ] ∈ T1 H holds for all X , Y ∈ T1 H.
Conversely, if h is a subalgebra of g, then exp h is a Lie subgroup of G
(but always a connected one!)
Thus, connected Lie subgroups of G and subalgebras of g are in 1–1
correspondence.

Sugroups of SO(3)
Classify connected subgroups of SO(3) up to conjugation (i.e. H and

gHg −1 are considered as the “same” subgroup).
Connected subgroups of SO(3) are in 1–1 correspondence with
subalgebras h of so(3).
Identify (so(3), [·, ·]) and (R3 , · × ·) by the map â 7→ a.
If dim h ≥ 2, take linearly independent elements a, b ∈ h. Then
a, b, a × b is a basis of R3 , whence h = so(3).

Connected Subgroups of SO(3)

Up to the choice of a coordinate system, the following list of connected
subgroups of SO(3) is complete:
  
 cos(t) − sin(t) 0 
{1}; SO(3);  sin(t) cos(t) 0  t∈R .
0 0 1
 

Subgroups of SE(3)
Classify subalgebras h of se(3):

Identify se(3) and R3 × R3 by (â, b) 7→ (a, b).
Compute the commutators: [(a, b), (a0 , b0 )] = (a × a0 , a × b0 − a0 × b).
Observe that π : R3 × R3 → R3 ; (a, b) 7→ a is a homomorphism.
Conclude that π(h) is a subalgebra of R3 = so(3).
Deduce that π(h) = {0}, Re3 , or so(3).
If π(h) = {0}, then h = 0 × V , where V ≤ R3 .
Thus, H = exp h is a subgroup of the translation group.

We proceed with π(h) = Re3 .

Up to choosing a coordinate frame, we may assume that
(e3 , pe3 ), (0, b1 ), . . . , (0, bn ) is a basis of h.
Notice that [(e3 , pe3 ), (0, bi )] = (0, e3 × bi ).
Thus, h ∩ (0 × R3 ) is eˆ3 –invariant.
This implies that h ∩ (0 × R3 ) = {0}, Re3 , Re1 + Re2 or 0 × R3 .
This leads to the following subgroups:
1–parameter subgroup of screws or rotations round the z–axis.
SO(2) × R: all rotations and screws round the z–axis and translations
into direction of the z-axis.
SE(2): Motions of R2 .
Zp , p 6= 0: Screws with pitch p and axis parallel to the z–axis.
SO(2) · R3 .

Finally, let π(h) = so(3).

Choose a basis (e1 , a1 ), (e2 , a2 ), (e3 , a3 ), (0, b1 ), . . . , (0, bn ) of h.
Since [(ei , ai ), (0, bj )] = (0, ei × bj ), either h ∩ (0 × R3 ) = {0} or
h = se(3).
Thus, h = {(a, ϕ(a)) | a ∈ R3 }, where ϕ : R3 → R3 is linear.
Choose a ∈ R3 , kak = 1, such that aT ϕ(a) is minimal. Choose the
x–axis: (a, ϕ(a)) = (e1 , pe1 ).
Choose a0 ⊥a, ka0 k = 1, such that (a0 )T ϕ(a0 ) is minimal. Choose the
y –axis such that (a0 , ϕ(a)) = (e2 , (r , q, 0)).
Consider (u, v ) = cos(t)(e1 , pe1 ) + sin(t)(e2 , (r , q, 0)), compute
p ≤ u T v = p cos2 (t) + r sin(t) cos(t) + q sin2 (t), i.e.
0 ≤ (q − p) sin2 (t) + r sin(t) cos(t) ≈ (q − p)t 2 + r t for t ≈ 0.
This implies that r = 0.

(e1 , pe1 ), (e2 , qe2 ) ∈ h.

Thus, [(e1 , pe1 ), (e2 , qe2 )] = (e3 , (p + q)e3 ) ∈ h.
Consequently, [[(e2 , qe2 ), (e3 , (p + q)e3 )] = (e1 , (p + 2q)e1 ) ∈ h,
whence q = 0.
Now, [[(e1 , pe1 ), (e3 , pe3 )] = (−e2 , −2p e3 ) ∈ h implies p = 0.
Thus, g = so(3) is the only possibility.

Part IVb: Homogeneous Spaces Introduction
Introduction
Let G ⊂ GL(n) be a closed Lie group, e.g. G = SO(n).
Observation
The map G × Rn → Rn ; (g , x) 7→ g · x is differentiable.
This means that the result g · x depends differentiable on both the entries
of g and the components of x.
The preceeding assertion is also true for

SO(n) × Sn−1 → Sn−1 ; (g , x) → g · x.

Grassmannians
Definition
Let V be a vector space of dimension n and let p < n.
The Grassmannian Grass(p, V ) is the set of all p–dimensional vector
subspaces of V .
If G ⊂ GL(V ) is a Lie group, then G “acts” on Grass(p.V ) by
G × Grass(p, V ) → Grass(p, V ); U 7→ g (U).

Problem
Is there a differentiable structure on Grass(p, V ) such that the map
GL(V ) × Grass(p, V ) → Grass(p, V ); U 7→ g (U).
becomes differentiable?
Then the “action” would be differentiable for all Lie subgroups G of GL(V ).
In particular, we have a differentiable “action” of G on the subspaces of its
Lie algebra g = T1 G :
G × Grass(p, g) → Grass(p, g); (g , U) → gUg −1 .
More precisely, one uses the composition of maps
G × Grass(p, g) → GL(g) × Grass(p, g) → Grass(p, g)

(g , U) 7→ (Ad(g ), U) 7→ Ad(g )(U) = gUg −1 .

Lines
Let Ln be the set of all lines in Rn .

Consider the “affine linear group”
AGL(n) = {x 7→ gx + v | g ∈ GL(n), v ∈ Rn }.
Then we have an “action” of AGL(n) on Ln , given by
AGL(n) × Ln → Ln ; (γ, L) 7→ γ(L).
Problem: Is there a differentiable structure on Ln such that this map

becomes differentiable?

Part IVb: Homogeneous Spaces Group Actions
Group Actions
Let M be a set.
We denote the set of bijective maps M → M by S(M).
Of course, S(M) is a group w.r.t ◦.
Example: Take M = {1, 2, 3, 4}. Then S(M) consists of “permutations”:

1 2 3 4
σ=
σ(1) σ(2) σ(3) σ(4)
Now, view the elements of M as vertices of a quadrangle. Let R be the

subgroup of “rotations”


More geometrically, one would take

1 0 0 −1 −1 0 0 1
G= , , ,
0 1 1 0 0 −1 −1 0
and identify

1 0 0 −1
id = ϕ , σ=ϕ
0 1 1 0

2 −1 0 3 0 1
σ =ϕ , σ =ϕ .
0 −1 −1 0
Then ϕ is a homomorphism of groups, i.e. ϕ(A · B) = ϕ(A) ◦ ϕ(B).

In fact, ϕ is bijective, Thus, the groups R and G cannot be distuingished
as groups.

Definition
An action of a group G on a set M is a group homomorphism
ϕ : G → S(M).
Therefore, if g , h are elements of G , then we require that
ϕ(gh) = ϕ(g ) ◦ ϕ(h).
Thus, an action of G on M
is a rule ϕ
which assigns to each g ∈ G a bijective map ϕ(g ) : M → M
such that the composition of ϕ(g ) and ϕ(h) corresponds to the group
multiplication gh.

Mostly, G is a “nice” group which we understand.

The image R := ϕ(G ) is a subgroup of S(M) consisting of
“interesting” bijective maps M → M.
We study the group R of “interesting” maps in terms of the “nice”
group G .
The translation between R and G is done by the homomorphism ϕ.

Remark
The group homomorphism ϕ : G → S(M) may not be injective.

Example: SO(4) acts on so(4) by
ϕ(g )(X ) := gXg −1 for g ∈ SO(4) and X ∈ so4.
Notice that ϕ(−g ) = ϕ(g ), whence ϕ is not injective.

Notice that ϕ(g ) = ϕ(h) is equivalent to ϕ(gh−1 ) = ϕ(g ) ◦ ϕ(h)−1 = id.
The latter equation is easier to handle.

Example

A v n
G = AGL(n) := A ∈ GL(n), v ∈ R
0 1
This is a subgroup of GL(n + 1).
Let M = Rn and put

A v
ϕ : Rn → Rn ; x 7→ A · x + v .
0 1
Then ϕ : AGL(n) → S(Rn ) is a group homomorphism (check it!).

Thus, ϕ is an action of AGL(n) on Rn .

Problem
Classify all 2–dimensional subspaces of se(3) “up to conjugation”, i.e. give a
couple of subspace U1 , . . . , Un such that every 2–dimensional subspace U is
conjugate to one of these.
(There exists g ∈ SE(3) such that g −1 Ug = Uj for some j.)
Mathematical framework:
Consider the action of SE(3) on the set of 2–dimensional subspaces of
se(3) defined by
ϕ(g )(U) := gUg −1 for g ∈ G and U ∈ Grass(2, se(3)).
A conjugacy class (all conjugates gUg −1 for some U) is the set of

images ϕ(g )(U), g ∈ SE(3).
Such a set is called an “orbit” of the action.
Same problem as before: Compute all orbits!

Orbits
Let ϕ : G → S(M) be an action of G on M and let p ∈ M.
Definition
The orbit of p is defined as the set of all images of p under a map ϕ(g ),
g ∈ G.
p G := {ϕ(g )(p) | g ∈ G }.
We say that G acts transitively on M, if there is only one orbit, i.e.: for
every x, y ∈ M there exists g ∈ G such that ϕ(g )(x) = y .
Example: SO(3) acts transitively on S2 , while SO(2) (rotations around the

z–axis) do not. The orbits of the latter action are the circles of lattitude.

Example
Consider the action of SE(3) on Grass(1, se(3)) defined by
ϕ(g ) : Grass(1, se(3)) → Grass(1, se(3)); U 7→ gUg −1 .
Then we have the following orbits:

  SE(3)   SE(3)
0 0 0
0 0 −1 0 0
  0 0 0
0     1 0 0 0 
R ·  ,R ·  0 0 0 0
  
  0 0 0
1  
0 0 0
0 0 0 0 0
  SE(3)
0 −1 0 0
  1 0 0 0  
R ·   where p ∈ R \ {0}.
  0 0 0 p 
0 0 0 0

Example
Consider the special linear group

a b
SL(2) = a, b, c, d ∈ R; ad − bc = 1 .
c d
Let SL(2) act on R2×2 via conjugation. Then we have the following
representatives of orbits:

a 0
1 (fixed points of the action)
0 a

a 0
2 with a < b
0 b
(orbit consists of all matrices with eigenvalues a, b).

3
a 1
0 a
(orbit consists of all non–diagonalizable matrices with eigenvalue a).
Problem
Let ϕ : G → S(M) be a transitive action of G on M.

Problem: How can we describe M in terms of G ?
First attempt: choose a base point o ∈ M. Then, for every x ∈ M,
choose an element gx ∈ G with ϕ(gx )(o) = x.
Identify gx and x.
But: the action of G on M is not visible, since h · gx 6= gh(x) in general.
Therefore, identify x ∈ M and the set
x 0 := {g ∈ G | ϕ(g )(o) = x} ⊆ G .
Collect these sets: M 0 := {x 0 | x ∈ M}. Notice that M 0 is a partition of
G.
M → M 0 ; x 7→ x 0 = {g ∈ G | ϕ(g )(o) = x} is bijective.

x 0 = {g ∈ G | ϕ(g )(o) = x}.

The action of G on M is visible:define ϕ0 (h) : M 0 → M 0 by
ϕ0 (h)(x 0 ) := h · x 0 = {hg ∈ G | ϕ(g )(o) = x}

= {ḡ ∈ G | ϕ(ḡ )(o) = ϕ(h)(x)}
= (ϕ(h)(x))0 .
The set o 0 = {g ∈ G | ϕ(g )(o) = o} consists of those g ∈ G with

fixed point o.
o 0 =: Go is called stabilizer of o.
Prove that Go is a subgroup of G .
Observe that g , h ∈ x 0 ⇔ ϕ(g )(o) = x = ϕ(h)(o) ⇔ ϕ(g −1 h)(o) =
ϕ(g )−1 (ϕ(h)(o)) = o ⇔ g −1 h ∈ Go ⇔ h ∈ g · Go .
Thus, (ϕ(g )(o))0 = g · Go , a coset of Go .
Traditionally, the set of cosets is denoted by G /Go = {g · Go | g ∈ G }.
This is nothing else than the set M 0 !

Stabilizers
Definition
Let G act on M and let x ∈ M. The stabilizer of x in G is the subgroup
Gx := {g ∈ G | ϕ(g )(x) = x},
consisting of those g ∈ G with fixed point x.
Check that gGx g −1 = Gϕ(g )(x) .

Thus, stabilizers of points lying on the same orbit are conjugate.
Example: Consider the action of SO(3) on S2 . The stabilizer SO(3)n of the
north pole n ∈ S2 equals
  
 cos(t) − sin(t) 0 
SO(3)n =  sin(t) cos(t) 0  t∈R .
0 0 1
 

Homogeneous Spaces
Let G be a group and let H be a subgroup.

Theorem
There exists precisely one transitive action of G on some set such that H is
a stabilizer.
More precisely:
Put G /H = {gH | g ∈ G } (the set of cosets).
For f ∈ G define ϕ(f ) : G /H → G /H; gH 7→ (fg )H
Check: ϕ is an action of G on G /H; the stabilizer of eH equals H.
Let ψ be a transitive action of G on some set M.
Suppose that H = Go is the stabilizer of some point o ∈ M.
Define B : G /H → M; gH 7→ ψ(g )(o). Check that B is bijective and
that B(ϕ(f )(gH)) = ψ(f )(B(gH)).

Example
SO(n) acts transitively on Grass(p, n) := Grass(p, Rn )

(every orthogonal frame of a p–dimensional subspace of Rn can be
extended to an orthonormal basis, and SO(n) acts transitively on these
bases).
The stabilizer of E = span{e1 , . . . , ep } is the group

A 0 A ∈ O(p), B ∈ O(n − p)
S(O(p) × O(n − p)) = ,
0 B (det(A)) · (det(B)) = 1
where O(p) = {A ∈ GL(p) | AT A = 1}.

Thus, we have that
SO(n)
Grass(p, n) = .
S(O(p) × O(n − p))

Part IVb: Homogeneous Spaces Differentiable Actions of Lie Groups
Actions of Lie Groups on Manifolds
Let G be a Lie group and let M be a manifold.

An action of G on M is a homomorphism ϕ : G → S(M).
In general, none of the ϕ(g )s need to be differentiable!
Thus, let Diff(M) be the group of all diffeomorphisms f : M → M.
(I.e. f is bijective and both f and f −1 are differentiable.)
Require that ϕ : G → Diff(M).
We want: the map
Φ : G × M → M; (g , x) 7→ ϕ(g )(x)
is differentiable.
Warning: Diff(M) doesn’t carry a differentiable structure!
Thus, the term “ϕ is differentiable” is senseless.

Definition
A smooth action of G on M is an action ϕ : G → Diff(m) such that the
map
Φ : G × M → M; (g , x) 7→ ϕ(g )(x)
be a differentiable map.
Remark: Let Φ : G × M → M; (g , x) 7→ ϕ(g )(x) is a differentiable map

satisfying
1 Φ(1, x) = x.
2 Φ(g , Φ(h, x)) = Φ(gh, x).
Then ϕ(g )(x) := Φ(g , x) defines a smooth action of G on M.

Examples
Instead of ϕ(g )(x) we shall write ϕg (x) or simply g .x.

1 G acts on itself by left translations: λg : M = G → M = G ; x 7→ gx.
2 G acts on itself by conjugation: κg : G → G ; x 7→ gxg −1 .
3 If ϕ : G → H is a homomorphism of Lie groups, then
g .h := ϕ(g ) · h · ϕ(g )−1 is an action of G on H.
4 If G ⊂ GL(n) is a Lie subgroup, then g .x := g · x is an action of G on
Rn .
5 SE(n) acts on Rn by (g , v ).x := g · x + v , where g ∈ SO(n), v ∈ Rn .
6 SO(3) acts on S2 by g .x := g · x.

Stabilizers
Let G act on M and let x ∈ M.
Theorem
The stabilizer
Gx := {g ∈ G | g .x = x}
is a closed subgroup of G and, thus, is a Lie group.
Notice that limk→∞ gk = g implies limk→∞ (gk .x) = g .x.

Part IVb: Homogeneous Spaces Homogeneous Manifolds
The Problem
Let G be a Lie group acting on a set M.

Say, let SE(2) act on the set L2 of lines of R2 .
Is there a differentiable structure on M such that the action becomes
differentiable?
Perhaps even if the action is transitive, i.e. there is only one orbit
(G .x = M)?
In addition, we have to require that one (hence all!) stabilizers H = Gx
is a closed subgroup of G !
Thus, for a Lie group G and a closed subgroup H, we have to endow
G /H with a differentiable structure.

The Solution
Theorem
Let H be a closed Lie subgroup of G . Put
G /H := {gH | g ∈ G }
µg : G /H → G /H; g 0 H 7→ gg 0 H.
Then there is a differentiable structure on G /H such that µ becomes a

differentiable action of G on G /H.

The Construction
Choose coordinates in T1 G = Rn such that T1 H = 0 × Rk .

Put S := Rn−k × 0.

The Construction
Choose open neighbourhoods U and V of 0 in S and T1 H such that
exp : U × V → W ⊂ G is a diffeomorphism.
Conclude that r : U → G /H; u 7→ exp(u) · H is injective (maybe you

have to shrink U).
Choose this map and the maps rg : U → G /H; u 7→ g · exp(u) · H as
charts.
Grassmannian Manifolds
Grass(p, n) is a compact connected manifold:
SO(n)
Grass(p, n) = .
S(O(p) × O(n − p))

Example
Consider the action of SE(2) on L2 .
L := x–axis has stabilizer
  
 ±1 0 a 
SE(2)L =  0 ±1 0  a ∈ R .
0 0 1
 
Note that   
 0 0 a 
T1 SE(2)L =  0 0 0  a ∈ R .
0 0 0
 
Appropriate S:
  
 0 −α 0 
S =  α 0 b  α, b ∈ R .
0 0 0
 

Local Coordinates at the x–axis
   cos(α)−1

0 −α 0 cos(α) − sin(α) α ·b
exp α 0 b =  sin(α) cos(α) sin(α)
.
 
  − α ·b
0 0 0 0 0 1
Thus, a parametrization of L2 near the x–axis can be derived as follows:
!
cos(α)−1
cos(α) α · b
R· + ; α ≈ 2π, b ≈ 0
sin(α) − sin(α)
α ·b
or, better

cos(α) (cos(α) − 1) · b
R· + ; α, b ≈ 0
sin(α) − sin(α) · b

Part IVb: Homogeneous Spaces Tangent Spaces
Tangent Spaces of Homogeneous Manifolds

Let G act transitively on the manifold M. Choose o ∈ M and put H := Go .
The map α : G /H → M; gH 7→ g .o is a diffeomorphism.
Thus, its tangent map T1H α : T1H G /H → To M is a linear
transformation.
The map π : G → G /H; g 7→ gH is differentiable and π(H) = {1H}.
It follows that T1 π : T1 G → T1H (G /H) is onto and that ker π = T1 H.
Therefore, T1 G /T1 H is isomorphic to T1H (G /H) which in turn is
isomorphic to To M.
Summing up, we have that To M is isomorphic to T1 G /T1 H.
The automorphism is given by the map
T1 G /T1 H → To M; X + T1 H 7→ T1 Π(X ),
where Π : G → M; g 7→ g .o

Handout Part IV Lie Groups

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Part IV: Lie Groups

2012 Third International Summer School on Geometric Methods

TU Braunschweig, Institute Computational Mathematics

July 2012, Shanghai Jiao Tong University, China

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 1 / 85

Rn×n : vector space of all (n × n)–matrices with entries in R.

The General Linear Group

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 2 / 85

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 3 / 85

Examples of Matrix Groups

SL(n) = {g ∈ GL(n) | det g = 1} special linear group.

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 4 / 85

Consider SL(n) as an interesting example:

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 5 / 85

Examples of Lie Groups

GL(n), SL(n), SO(n), SU(n) are Lie groups.

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 6 / 85

The Lie Group of Euclidian Motions

SE(n) := {γR,v : Rn → Rn ; x 7→ R · x + v | R ∈ SO(n) and v ∈ Rn } is

Compare the equation

(γR,v ◦ γS,w )(x) = γR,v (Sx + w ) = RSx + Rw + v = γRS,Rw +v (x)

and the matrix equation

Thus, SE(n) can be considered as a Lie group of

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 7 / 85

The Lie Group of Euclidean Motions (cont.)

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 8 / 85

The Lie Group of Euclidean Motions (cont.)

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 9 / 85

Motions of Rigid Bodies

motion of a rigid body: move a coordinate frame by a rotation R(t)

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 10 / 85

Six legs of variable length, hence motor coordinates q ∈ R6 .

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 11 / 85

γ : (−ε, ε) → SO(n) differentiable curve with γ(0) = 1.

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 12 / 85

The Exponential Map

exp(X ) converges for all X .

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 13 / 85

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 14 / 85

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 15 / 85

More Properties of exp

The Lie Bracket

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 16 / 85

The Lie Algebra of a Lie Group

Let G ⊂ GL(n) be a Lie group.

X , Y ∈ g ⇒ [X , Y ] ∈ g, i.e. g is a “linear Lie algebra”.

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 17 / 85

Already proved: T1 SO(n) ⊆ so(n).

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 18 / 85

The Lie Algebra of SO(n)

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 19 / 85

G ⊂ GL(n) Lie group, g its Lie algebra.

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 20 / 85

Linear Lie Algebras

A linear Lie algebra is a vector subspace g of Rn×n such that

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 21 / 85

Linear Lie Algebras (cont.)

Let g ⊂ Rn×n be a linear Lie algebra.

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 22 / 85

The Rotation Group SO(3)

A short computation leads to

Löwe (TU Braunschweig) Part IV: Lie Groups July 2012 23 / 85