A Method to Compute Averages over the Compact Stiefel Manifold

The aim of the present contribution is to extend the algorithm introduced in the paper S. Fiori and T. Tanaka, “An algorithm to compute averages on matrix Lie groups,” IEEE Transactions on Signal Processing, Vol. 57, No. 12, pp. 4734 - 4743, December 2009, to compute averages over the Stiefel manifold. The idea underlying the developed algorithms is that points on the Stiefel manifold are mapped onto a tangent space, where the average is taken, and then the average point on the tangent space is projected back to the Stiefel manifold. Based on this idea, a fixed-point algorithm is developed, and numerical examples are shown to support the analysis.