A Framework for Generalising the Newton Method and Other Iterative Methods from Euclidean Space to Manifolds

Abstract: The Newton iteration is a popular method for minimising a cost function on Euclidean space. Various generalisations to cost functions defined on manifolds appear in the literature. In each case, the convergence rate of the generalised Newton iteration needed establishing from first principles. The present paper presents a framework for generalising iterative methods from Euclidean space to manifolds that ensures local convergence rates are preserved. It applies to any (memoryless) iterative method computing a coordinate independent property of a function (such as a zero or a local minimum). All possible Newton methods on manifolds are believed to come under this framework. Changes of coordinates, and not any Riemannian structure, are shown to play a natural role in lifting the Newton method to a manifold. The framework also gives new insight into the design of Newton methods in general.