Caltech Lie Theory Notes

Review of Manifolds, Lie Groups,
and Lie Algebras

Joel W. Burdick and Patricio Vela
California Institute of Technology

Mechanical Engineering, BioEngineering
Pasadena, CA 91125, USA
Verona Short Course, August 25-29, 2002 – p.1/28

Manifolds
Systems evolve on a manifold, Q.
Definition 1 Let X, Y be subsets of
two Euclidean spaces and let f : X → q
Q
Y be bijective. If f and f −1 are contin-

uous, then f is a homeomorphism. If f
and f −1 are smooth, then f is a diffeo-
morphism.
Definition 2 A k -dimensional mani- f

S
fold, M , is locally diffeomorphic to Rk .

I.e., for each x ∈ M , there exists a nbhd f -1
of x, V ⊂ M , which is diffeomorphic to v
an open set U ⊂ Rk . u

Manifolds, continued
Definition 3 A coordinatizable surface,
S , is the image of a map f : U → R3
where
S
U is an open connected subset of f
R2 . f -1
The vectors ∂f
∂u and ∂f
∂v are linearly u
v
independent for all (u, v) ∈ U .

f is a homeomorphism.
(f, U ) is a coordinate system for S with coordinates u, v .

f −1 is termed a local parametrization.

Example (Unit Sphere)
One coordinate system for the sphere is:
π π
U = {(u, v) | − < u < ; −π < v < π}
2 2
 
cos(u) cos(v)
f (u, v) = − cos(u) sin(v)
 
sin(u)
Note that ∂f ∂f
∂u ∂v = 0, implying that (f, U ) is an orthogonal
·
coordinate system.

Tangent Spaces, Vectors
Definition 4 The tangent space to M at x ∈ M , denoted
by Tx M , is the image of df |f −1 (x)
Remarks:
1. Tp S , is the closest linear approximation to M at p.
2. Generally, if p1 6= p2 , then Tp1 S 6= Tp2 S .
3. The dimension of a manifold, M , is defined as the
dimension of its tangent space: dim(M ) = dim(Tp M ).
4. The definition of the tangent space is intrinsic.
A tangent vector at p ∈ M is a vector in Tp M .

The union of all tangent spaces is the tangent bundle.

Example (sphere continued)
Let p = f (0, 0) = [1 0 0]T (where the x-axis intersects the
sphere’s surface). Then
 
h i 0 0
df(0,0) = ∂f ∂f
= 0 −1
 
∂u ∂v (0,0)  
1 0
Therefore, Tp M is the plane passing through p and parallel

to the y -z plane.

Bundles
Definition 5 The manifold B is a fiber bundle if the
following exist:
1. a manifold M called the base space,
2. a projection π : B → M , and
3. a space Y called the fiber .
The set Yx , defined by

Y
−1
Yx = π (x)
M
is called the fiber over the point x of M .

Each Yx is homeomorphic to Y .
B
B is a vector bundle if Y is a vector space.

Vector Fields
A vector field is a section defined
on the tangent bundle T Q, denoted
X : Q → TQ q
Q
For each element q ∈ Q, X(q) ∈ Tq Q.
If the vector field is time dependent,

then it is written X(q, t) with shorthand notiation,
Xt (·) ≡ X(·, t)

The Jacobi-Lie Bracket
The Jacobi-Lie bracket is defined as,
1 X ∗
[X, Y ] = LX Y ≡ lim Φt Y (q) − Y (q)
t→0 t
where, ΦX
t is the flow of the vector field X .
The Jacobi-Lie bracket is used to characterize:
1. Involutivity (closure of bracket). Q

2. Flows (noncommutativity).
ΦX
−t
ΦY−t
ΦYt
ΦX
t

1 X ∗
[X, Y ] = LX Y ≡ lim Φt Y (q) − Y (q)
t→0 t
where, ΦX

ΦX
−t
ΦY−t
ΦYt
[X, Y ] ∈ ∆, ∀ X, Y ∈ ∆ ΦX
t

1 X ∗
[X, Y ] = LX Y ≡ lim Φt Y (q) − Y (q)
t→0 t
where, ΦX

ΦX
−t
ΦY−t
ΦYt
[X, Y ] 6= 0 ΦX
t

1 X ∗
[X, Y ] = LX Y ≡ lim Φt Y (q) − Y (q)
t→0 t
where, ΦX

ΦX
−t
ΦY−t
∂Y ∂X ΦYt
[X(z), Y (z)] = X− Y ΦX
t
∂z ∂z
Lie Groups

Definition of a Lie Group
Definition 5 A group is a nonempty set G with a product
operation, ∗, such that the following hold:
1. Associativity Law: a ∗ (b ∗ c) = (a ∗ b) ∗ c.
2. Closed Operation: a ∗ b ∈ G if a, b ∈ G
3. Identity: e ∗ x = x ∗ e = x.
4. Inverse: ∀ x ∈ G, ∃ y : x ∗ y = y ∗ x = e.
Definition 5 A Lie group is a manifold G whose group

structure isconsistent with its manifold structure. I.e., group
multiplication,
µ : G × G → G, (g, h) 7→ gh,
is C ∞ , as is inversion.
The Classical Matrix Groups
Definition 5 The set of n × n invertible matrices under
matrix multiplication forms group, denoted by GL(n).
Definition 5 A subset, H ⊂ G, is a subgroup of G, if H is

itself a group under the operation of G.
Some of the classical subgroups of GL(n):

1. SL(n): n × n matrices with det = +1
2. O(n): n × n orthogonal matrices (AT A = I)
3. SO(n): n × n in both SL(n) and O(n)
4. U(n): n × n complex orthogonal matrices
5. SU(n): matrices in U (n) with det = +1.

Actions of Lie Groups
The product structure can be used to define a left
translation ,
Lg : G → G, Lg (h) = gh,
and similarly a right translation,
Rg : G → G, Rg (h) = hg.
Note that,
L g1 ◦ L g2 = L g1 g2 and Rg1 ◦ Rg2 = Rg2 g1 .
An inner automorphism may be defined,
Ig : G → G, Ig (h) = Lg Rg−1 (h) = Rg−1 Lg (h) = ghg −1

Lie Group: SO(3)
SO(3) is the group of rotations in Euclidean space, R3 .
As a matrix Lie group, g ∈ SO(3) satisfies:
z
y
gg T = I . y
x
det(g) = 1. x
g z
h gh

Lie Group: SO(3)
SO(3) is the group of rotations in Euclidean space, R3 .
As a matrix Lie group, g ∈ SO(3) satisfies:
z
y
gg T = I . y
x
det(g) = 1. x
g z
h gh

Lie Group: SE(2)
SE(2) describes rigid body motions in the Euclidean plane.
As a matrix Lie group, g ∈ SE(2) takes the form:
y
 
cos θ − sin θ x gh
g
g =  sin θ cos θ y 
 
0 0 1 h
x

Lie Group: SE(2)
SE(2) describes rigid body motions in the Euclidean plane.
As a matrix Lie group, g ∈ SE(2) takes the form:
y
 
cos θ − sin θ x gh
g
g =  sin θ cos θ y 
 
0 0 1 h
x

Lie Group: Dif fvol (M )
Dif fvol (M ) is the Lie group of volume preserving
diffeomorphisms of a manifold M .
An element g ∈ Dif fvol (M )

g g(A)
is a mapping
g:M →M A

Lie Group: Dif fvol (M )
Dif fvol (M ) is the Lie group of volume preserving
diffeomorphisms of a manifold M .
An element g ∈ Dif fvol (M )

g g(A)
is a mapping
g:M →M A

Invariant Vector Fields
A vector field X on G is left-invariant if
(Th Lg )X(h) = X(gh)
ThLg
h X(gh)
X(h) gh
The set of left-invariant vector-fields, XL (G), form a Lie

sub-algebra since,
∗
∗ ∗

Lg [X, Y ] = Lg X, Lg Y = [X, Y ]
The Lie Algebra
Elements in XL (G) can be identified with Te G.
X(g) = Xξ (g) = Te Lg ξ
The Jacobi-Lie bracket defined at the point e ∈ G,

[ξ, η] = Xξ , Xη (e)
gives the tangent space Te G a bracket structure.
This bracket is called the Lie bracket, and makes Te G,

denoted by g into a Lie algebra.

Notes on Lie Algebras
Lie Algebra: A real vector space, V , with a
multiplication operation [ , ] which satisfies for A, B ∈ V :
1. [A, B] = −[B, A];

2. [A, B + C] = [A, B] + [A, C]; [A + B, C] = [A, C] + [B, C];
3. for r ∈ R, r[A, B] = [rA, B] = [A, rB]
4. [A, [B, C]] + [B, [A, C]] + [C, [A, B]] = 0
The set of smooth vectors fields on a manifold M forms a

Lie Algebra under Jacobi-Lie bracket operation.

Examples
Lie Algebra of GL(n, R): Set of all n × n real

matrices
Lie Algebra of SO(3): Set of 3 × 3 skew-symmetric

matrices, denoted by so(3):
 
0 −ω3 ω2
ω̂ =  ω3 0 −ω1 
 
−ω2 ω1 0
The Lie Bracket is the matrix commutator:
ω̂1 , ω̂2 = ω̂1 ω̂2 − ω̂2 ω̂1

Examples Continued
Lie Algebra of SE(3): Matrices in se(3) take the

form:
" #
ŵ ~v
ξˆ = ; ω̂ ∈ so(3); ~v ∈ R3
~0T 1
The Lie Bracket is given by:

" #
ˆ ˆ ˆ ˆ ˆ ˆ [ω̂1 , ω̂2 ] ω̂1~v2 − ω̂2~v1
[ξ 1 , ξ 2 ] = ξ 1 ξ 2 − ξ 2 ξ 1 =
~0T 0

The Adjoints
Differentiation of the inner automorphism leads to the
adjoint operator:
Adg : g → g, Adg η ≡ Te Ig · η
Differentiation of the adjoint operator (with respect to g)

leads to the Lie bracket, sometimes denoted by ad,
adξ η ≡ Te (Adη) · ξ = [ξ, η]
Transformation of observer.
Used for body/spatial transformations.

The Exponential Map
A flow is obtained by solving for the differential equations
defined by a left-invariant vector field,
ġ = Xξ (g) = Te Lg ξ= gξ
This flow defines the exponential map,
exp : g → G, ξ 7→ eξ
Keeping the time parametrization gives, exp(ξt).
eξ G
exp(ξt)
The Exponential Map
A flow is obtained by solving for the differential equations
defined by a left-invariant vector field,
ġ = Xξ (g) = Te Lg ξ = gξ
This flow defines the exponential map,
exp : g → G, ξ 7→ eξ
Keeping the time parametrization gives, exp(ξt).
eξ G
exp(ξt)
Actions of Lie Groups 2
Definition 5 Let Q be a manifold and let G be a Lie group.
A left action of a Lie group G on M is a smooth mapping
Φ : G × Q → Q such that:
1. Φ(e, x) = x, ∀ x ∈ Q, and
2. Φ(g, Φ(h, x)) = Φ(gh, x), ∀ g, h ∈ G.
The action of g ∈ G on q ∈ Q will typically be written as g · q
of simply gq .
1. free: for all x ∈ Q, Φg (x) = x implies that g = e.

2. proper: W ⊂ Q compact implies Φ−1 (W ) ⊂ G × Q
compact.

Infinitesimal Generators
The action of G on Q induces a vector field on Q.
The Lie algebra exponential exp defines a curve on Q,
Φξt (q) ≡ exp(ξt) · q

which after time differentiation,

d
ξQ (q) ≡ exp(ξt) · q= ξ · q
dt t=0
gives the infinitesimal generator.

Infinitesimal Generators
The action of G on Q induces a vector field on Q.
The Lie algebra exponential exp defines a curve on Q,
Φξt (q) ≡ exp(ξt) · q

which after time differentiation,

d
ξQ (q) ≡ exp(ξt) · q = ξ · q
dt t=0
gives the infinitesimal generator.

Group Orbits
Definition 5 Given an action of G on Q and q ∈ Q, the orbit
of q is defined by
Orb (q) ≡ { Φg (q) | g ∈ G } ⊂ Q
The tangent space at q to the group orbit through q0 is given

by,

Tq Orb (q0 ) = ξQ (q) | ξ ∈ g
Orb(q)
TqOrb(q)
q
0

Principal Bundles
Definition 5 A principal bundle is a fiber bundle such that
the model fiber is a Lie group, G.
For mechanical systems the base space, M , is sometimes
called the shape space.
Many control systems decompose Q

this way. Gr
TqOrb(q)
Shape → Directly controlled. q M
Group → What we want to control

(locomote within). r
π
Inherits all structures discussed.

Examples
Snakeboard Planar Fish
front wheels φf ϕ
1
ψ
back wheels l ϕ2
θ
φb (x,y) l
p b
T3 × SE(2) T2 × SE(2)
Hilare Robot Planar Amoeba
T2 × SE(2) R3 × SE(2)

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Review of Manifolds, Lie Groups,

and Lie Algebras

California Institute of Technology

Verona Short Course, August 25-29, 2002 – p.1/28

Y be bijective. If f and f −1 are contin-

Definition 2 A k -dimensional mani- f

fold, M , is locally diffeomorphic to Rk .

Verona Short Course, August 25-29, 2002 – p.2/28

independent for all (u, v) ∈ U .

(f, U ) is a coordinate system for S with coordinates u, v .

Verona Short Course, August 25-29, 2002 – p.3/28

Verona Short Course, August 25-29, 2002 – p.4/28

A tangent vector at p ∈ M is a vector in Tp M .

Verona Short Course, August 25-29, 2002 – p.5/28

Therefore, Tp M is the plane passing through p and parallel

Verona Short Course, August 25-29, 2002 – p.6/28

The set Yx , defined by

is called the fiber over the point x of M .

B is a vector bundle if Y is a vector space.

For each element q ∈ Q, X(q) ∈ Tq Q.

If the vector field is time dependent,

Verona Short Course, August 25-29, 2002 – p.8/28

The Jacobi-Lie bracket is used to characterize:

1. Involutivity (closure of bracket). Q

Verona Short Course, August 25-29, 2002 – p.9/28

The Jacobi-Lie bracket is used to characterize:

1. Involutivity (closure of bracket). Q

Verona Short Course, August 25-29, 2002 – p.9/28

The Jacobi-Lie bracket is used to characterize:

1. Involutivity (closure of bracket). Q

Verona Short Course, August 25-29, 2002 – p.9/28

The Jacobi-Lie bracket is used to characterize:

1. Involutivity (closure of bracket). Q

Verona Short Course, August 25-29, 2002 – p.10/28

Definition 5 A Lie group is a manifold G whose group

Definition 5 A subset, H ⊂ G, is a subgroup of G, if H is

Some of the classical subgroups of GL(n):

Verona Short Course, August 25-29, 2002 – p.12/28

L g1 ◦ L g2 = L g1 g2 and Rg1 ◦ Rg2 = Rg2 g1 .

An inner automorphism may be defined,

Ig : G → G, Ig (h) = Lg Rg−1 (h) = Rg−1 Lg (h) = ghg −1

Verona Short Course, August 25-29, 2002 – p.13/28

Verona Short Course, August 25-29, 2002 – p.14/28

Verona Short Course, August 25-29, 2002 – p.14/28

Verona Short Course, August 25-29, 2002 – p.15/28

Verona Short Course, August 25-29, 2002 – p.15/28

An element g ∈ Dif fvol (M )

Verona Short Course, August 25-29, 2002 – p.16/28

An element g ∈ Dif fvol (M )

Verona Short Course, August 25-29, 2002 – p.16/28

(Th Lg )X(h) = X(gh)

The set of left-invariant vector-fields, XL (G), form a Lie

The Jacobi-Lie bracket defined at the point e ∈ G,

gives the tangent space Te G a bracket structure.

This bracket is called the Lie bracket, and makes Te G,

Verona Short Course, August 25-29, 2002 – p.18/28

1. [A, B] = −[B, A];

The set of smooth vectors fields on a manifold M forms a

Verona Short Course, August 25-29, 2002 – p.19/28

Lie Algebra of GL(n, R): Set of all n × n real