Characterization and Computation of Matrices of Maximal Trace over Rotations Javier Bernal1, Jim Lawrence1,2 1National Institute of Standards and Technology, Gaithersburg, MD 20899, USA 2George Mason University, 4400 University Dr, Fairfax, VA 22030, USA javier.bernal,james.lawrence @nist.gov
[email protected] { } Abstract The constrained orthogonal Procrustes problem is the least-squares problem that calls for a rotation matrix that optimally aligns two cor- responding sets of points in d dimensional Euclidean space. This − problem generalizes to the so-called Wahba’s problem which is the same problem with nonnegative weights. Given a d d matrix M, × solutions to these problems are intimately related to the problem of finding a d d rotation matrix U that maximizes the trace of UM, × i.e., that makes UM a matrix of maximal trace over rotation matrices, and it is well known this can be achieved with a method based on the computation of the singular value decomposition (SVD) of M. As the main goal of this paper, we characterize d d matrices of maximal trace × over rotation matrices in terms of their eigenvalues, and for d = 2, 3, we show how this characterization can be used to determine whether a matrix is of maximal trace over rotation matrices. Finally, although depending only slightly on the characterization, as a secondary goal of the paper, for d = 2, 3, we identify alternative ways, other than the SVD, of obtaining solutions to the aforementioned problems. MSC: 15A18, 15A42, 65H17, 65K99, 93B60 Keywords: Eigenvalues, orthogonal, Procrustes, rotation, singular value decomposition, trace, Wahba 1 Contents 1 Introduction 2 2 Reformulation of Problems as Maximizations of the Trace of Matrices Over Rotations 4 3 Characterization of Matrices of Maximal Trace Over Rota- tions 6 4 The Two-Dimensional Case: Computation without SVD 17 5 The Three-Dimensional Case: Computation without SVD 22 6 The Three-Dimensional Case Revisited 28 Summary 33 References 34 1 Introduction Suppose P = p1,...,pn and Q = q1,...,qn are each sets of n points in Rd.