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 Differential Geometry and Lie Groups
A Computational Perspective

Jean Gallier and Jocelyn Quaintance

Department of Computer and Information Science
University of Pennsylvania
Philadelphia, PA 19104, USA
e-mail: [email protected]

c Jean Gallier
Please, do not reproduce without permission of the authors

August 7, 2019
2

To my daughter Mia, my wife Anne,

my son Philippe, and my daughter Sylvie.

To my parents Howard and Jane.

Preface

This book is written for a wide audience ranging from upper undergraduate to advanced
graduate students in mathematics, physics, and more broadly engineering students, especially
in computer science. It covers manifolds, Riemannian geometry, and Lie groups, some central
topics of mathematics. However, computer vision, robotics, and machine learning, to list
just a few “hot” applied areas, are increasingly consumers of differential geometry tools, so
this book is also written for professionals who wish to learn about the concepts and tools
from differential geometry used to solve some of their problems.
Although there are many books covering differential geometry and Lie groups, most of
them assume that the reader is already quite familar with manifold theory, which is a severe
obstacle for a reader who does not possess such a background. In this book, we only assume
some modest background in calculus and linear algebra from the reader, and basically develop
manifold theory from scratch. Additional review chapters covering some basics of analysis,
in particular the notion of derivative of a map between two normed vector spaces, and some
basics of topology, are provided for the reader who needs to firm up her/his background in
these areas. This book is split into two parts.

1. The basic theory of manifolds and Lie groups.

2. Some of the fundamental topics of Riemannian geometry.

The culmination of the concepts and results presented in this book is the theory of nat-
urally reductive homogeneous manifolds and symmetric spaces. It is remarkable that most
familiar spaces are naturally reductive manifolds. Remarkably, they all arise from some suit-
able action of the rotation group SO(n), a Lie group, which emerges as the master player.
The machinery of naturally reductive manifolds, and of symmetric spaces (which are even
nicer!), makes it possible to compute explicitly in terms of matrices all the notions from
differential geometry (Riemannian metrics, geodesics, etc.) that are needed to generalize
optimization methods to Riemannian manifolds. Such methods are presented in Absil, Ma-
hony and Sepulchre [2], and there is even a software package (MANOPT) that implements
some of these procedures.
The interplay between Lie groups, manifolds, and analysis, yields a particularly effective
tool. We tried to explain in some detail how these theories all come together to yield such
a beautiful and useful tool.

3
4

We have also included chapters that present material having significant practical appli-
cations. These include

1. Chapter 8, on constructing manifolds from gluing data, which has applications to

surface reconstruction from 3D meshes.

2. Chapter 21, on the “Log-Euclidean framework,” has applications in medical imaging.

3. Chapter 22, on homogeneous reductive spaces and symmetric spaces, has applications
to robotics, machine learning, and computer vision. For example, Stiefel and Grass-
mannian manifolds come up naturally. Furthermore, in these manifolds, it is possible
to compute explicitly geodesics, Riemannian distances, gradients and Hessians. This
makes it possible to actually extend optimization methods such as gradient descent
and Newton’s method to these manifolds. A very good source on these topics is Absil,
Mahony and Sepulchre [2].

Let us now give motivations for learning the concepts and tools discussed in this book.
The need to generalize concepts and tools used in “flat spaces” such as the real line, the
plane, or more generally Rn , to more general spaces (such as a sphere) arises naturally. Such
concepts and tools include

1. Defining functions.

2. Computing derivatives of functions.

3. Finding minima or maxima of functions.

4. More generally, solving optimization problems.

5. Computing the length of curves.

6. Finding shortest paths between two points.

7. Solving differential equations

8. Defining a notion of average or mean.

9. Computing areas and volumes.

10. Integrating functions.

A way to deal with a space M more complicated than Rn is to cover it with small pieces
Uα , such that each piece Uα “looks” like Rn , which means that there is a bijection ϕα from
Uα to a subset of Rn . Typically, M is a topological space, so the maps ϕα : Uα → Rn , called
charts, are homeomorphisms of Uα onto some open subset of Rn . From an intuitive point of
view, locally, M looks like a piece of Rn .
 5

The mathematical notion formalizing the above idea is the notion of manifold . Having a
“good” notion of what a space M is, the issue of defining real-valued functions f : M → R,
and more generally functions f : M → N between two manifolds M and N , arises. Then it
is natural to wonder what is a function with a certain degree of differentiability, and what
is the derivative of a function between manifolds.

To answer these questions, one needs to add some structure to the charts ϕα : Uα → Rn ,
namely, whenever two charts ϕα : Uα → Rn and ϕβ : Uβ → Rn overlap, which means that
Uα ∩Uβ 6= ∅, then the map ϕβ ◦ϕ−1
α should behave well; technically, this means that it should
k
be C (continuously differentiable up to order k), or smooth.

Another important idea coming from the notion of derivative of a function from Rn to
m
R , is the idea of linear approximation of a function f : M → N between two manifolds. To
accomplish this, we need to define the notion of tangent space Tp M to the manifold M at a
point p ∈ M . Similarly, we have a tangent space Tf (p) N to the manifold N at the point f (p)
(the image of p under f ), and the derivative of f at p is a linear map dfp : Tp M → Tf (p) N
from the tangent space Tp M (with p ∈ M ) to the tangent space Tf (p) N (with f (p) ∈ N ).

Setting up carefully and rigorously the machinery to define manifolds, maps between
them, tangent spaces, and the derivative of a function between manifolds, will occupy the
first third of this volume.

If the manifold M is already naturally a subset of RN for some N large enough, then
matters are simpler, and it is easier to define manifolds, tangent spaces, and derivatives of
functions between manifolds. For pedagogical reasons, we begin with this simpler case in
Chapters 1–3.

If the manifold M is not embedded in RN for some N , which typically occurs when
M is obtained as a quotient space, such as real projective space RPn (the space of lines
through the origin in Rn+1 ) or the Grassmannian G(k, n) (the space of k-dimensional linear
subspaces of Rn ), then matters are technically more complicated. One needs to introduce
charts and atlases, and the definitions of the tangent space and of the derivative of a map
between manifolds are more technical. One needs to define tangent vectors in terms of various
equivalence relations (on curves, on certain triples, on germs of locally defined functions). We
do this very carefully, even in the case of a C k manifold where 1 ≤ k < ∞ (that is, a manifold
which is not necessarily smooth). We give three equivalent definitions of the tangent space
Tp M to M at p, and prove their equivalence. The first definition involves equivalence classes
of curves through p. The third definition in terms of point derivations applies even to C k -
manifolds, at the price of introducing stationary germs. In the smooth case, this definition
is equivalent to the standard definition found in Tu [112] and Warner [114]. Following J.P.
Serre, the equivalence of the first and of the third definition is elegantly proved by setting
up a bilinear pairing and showing that this pairing is nondegenerate. Chapters 7 and 9 are
devoted to the definitions of tangent spaces, tangent bundles, vector fields, and the related
concepts such as Lie derivatives and Lie brackets, in the framework of general manifolds.
6

Chapter 8 presents a more constructive approach for constructing manifolds using what
we call gluing data. This chapter has applications to surface reconstruction from 3D meshes.
A very important class of manifolds is the class of groups that are also manifolds and
topological groups (which means that multiplication and the inverse operation are smooth).
Such groups are called Lie groups. The prime example is the group SO(3) of rotations in R3 ,
and more generally SO(n). Remarkably, a large subclass of Lie groups turns out to be the
family of closed subgroups of GL(n, R), the group of invertible n × n real matrices. This is a
famous result due to Von Neumann and Cartan, see Theorem 3.8. Such closed subgroups of
GL(n, R) are called linear Lie groups or matrix Lie groups. If G is a linear Lie group, then
its tangent space TI G at the identity, denoted g, has some additional structure besides being
a vector space. It has a noncommutative and nonassociative skew-symmetric multiplication
[X, Y ] (with X, Y ∈ g) called the Lie bracket, which satisfies a strange kind of associativity
axiom called the Jacobi identity. The vector space g with the Lie bracket as multiplication
operation has the algebraic structure of what is called a Lie algebra. In some sense, g is a
linearization of G near I, and the Lie bracket is a measure of the noncommutativity of the
group operation. Remarkably, there is a way of “recovering” G from its Lie algebra g by
making use of the (matrix) exponential exp : g → G. This map is not injective nor surjective
in general. In many cases of interest, such as SO(n) and SE(n), it is surjective. Also, “near”
I, the exponential is bijective. Since we can move from the tangent space TI G = g at I to
to the tangent space Tg G at any other element g ∈ G by left (or right) multiplication, we
obtain a way of parametrizing G using the exponential map.
As a warm-up for the discussion of linear Lie groups and Lie algebras in Chapter 3,
we present some properties of the exponential map of matrices in Chapters 1 and 2. In
particular, we give a formula for the derivative of exp. A discussion of general Lie groups
(not necessarily groups of matrices) is postponed until Chapter 18.
Another important theme of this book is the notion of group action. A manifold, such as
the sphere S n (in Rn+1 ), or projective space RPn , or the Grassmannian G(k, n), may not be
a group, but may have a lot of symmetries given by a group G. For example, the sphere S 2
in R3 has the group of rotations SO(3) as group of symmetries, in the sense that a rotation
in SO(3) moves any point on the sphere to another point on the sphere, so the sphere is
invariant under rotations.
The notion of symmetry of a space under the transformations of a group G is neatly
captured by the notion of action of a group on a set (or a manifold). A (left) action of a
group G on a set X is a binary operation · : G × X → X satisfying the axioms
g1 · (g2 · x) = (g1 g2 ) · x for all g1 , g2 ∈ G and all x ∈ X
1·x=x for all x ∈ X.
Here, g1 g2 denotes the product of the two elements g1 and g2 using the group multiplication
operation on G, and 1 denotes the identity element of G. Intuitively, we can think of g · x,
where g is an element of the group G and x is an element of the set X, as the result of
moving x using the “transformation” g.
 7

A group action is transitive if for any two elements x, y ∈ X, there is some group element
g ∈ G that moves x to y, that is, y = g · x. Many actions that arise in practice are
transitive. For example, the group SO(3) acts transitively on S 2 , and more generally SO(n)
acts transitively on S n−1 . The reason why transitivity is important is that if we consider
any fixed element x ∈ X, we can look at the stabilizer Gx of x, which is the set of elements
of X left fixed by the action of G, namely

Gx = {g ∈ G | g · x = x}.

It can be shown that Gx is a subgroup of G (not necessarily normal), and there is a bijection
between the set G/Gx of left cosets of G and X.
This bijection is very crucial, because it allows us to view X as the set of cosets G/Gx ,
and if the group G is well understood, then this yields a way of inferring information about
X using information about G and Gx . So far, X is a just a set, and G is just a group without
any additional structure, but if X is also a topological space, and G is a topological group,
then we can ask whether the quotient space G/Gx is homeomorphic to X. In general, this
is not the case, but if G is a Lie group and if X is a manifold, then G/Gx is a manifold
diffeomorphic to X.
The above result is very significant because it allows us to study certain manifolds M
that possess a transitive action of a Lie group G in terms of the groups G and Gx . Such
spaces are called homogenous spaces, and it turns out that many familiar manifolds such as
S n , RPn , the Grassmannians G(k, n), the space of symmetric positive definite matrices, the
Lorentz manifolds, etc., are homogenous manifolds.
We begin our study of group actions and homogenous spaces in Chapter 4. We provide
many examples of spaces having a transitive action, and compute explicitly stabilizers for
these actions. The study of homogenous spaces is continued in greater depth, also dealing
with considerations of Riemannian geometry, in Chapter 22,
As a kind of interlude, in Chapter 5, we spend some time investigating the Lorentz groups
O(n, 1), SO(n, 1) and SO0 (n, 1) (and also the groups O(1, n), SO(1, n) and SO0 (1, n)).
When n = 3, these groups arise in the special theory of relativity. It turns out that O(3, 1)
also comes up in computer vision in the study of catadioptric cameras (see Geyer [50],
Chapter 5), and this was one of our original motivations for getting interested in homogeneous
spaces. In Chapter 6, we also investigate the topological structure of the groups O(p, q),
SO(p, q), and SO0 (p, q).
One feature of our exposition worth pointing out is that we give a complete proof of
the surjectivity of the exponential map exp : so(1, 3) → SO0 (1, 3), for the Lorentz group
SO0 (1, 3) (see Section 5.2, Theorem 5.18). Although we searched the literature quite thor-
oughly, we did not find a proof of this specific fact (the physics books we looked at, even the
most reputable ones, seem to take this fact as obvious, and there are also wrong proofs; see
the remark following Theorem 5.5).
8

We are aware of two proofs of the surjectivity of exp : so(1, n) → SO0 (1, n) in the general
case where where n is arbitrary: One due to Nishikawa [90] (1983), and an earlier one
due to Marcel Riesz [97] (1957). In both cases, the proof is quite involved (40 pages or
so). In the case of SO0 (1, 3), a much simpler argument can be made using the fact that
ϕ : SL(2, C) → SO0 (1, 3) is surjective and that its kernel is {I, −I} (see Proposition 5.17).
Actually, a proof of this fact is not easy to find in the literature either (and, beware there are
wrong proofs, again see the Remark following Theorem 5.5). We have made sure to provide
all the steps of the proof of the surjectivity of exp : so(1, 3) → SO0 (1, 3). For more on this
subject, see the discussion in Section 5.2, after Corollary 5.14.
What we have discussed above comprises the basic theory of manifolds, Lie groups, and
homogenous spaces. Chapter 10 gathers some technical tools needed later such as partitions
of unity and covering spaces. For the sake of the reader who feels rusty on some basics
of analysis and topology, we have included two refresher chapters: Chapter 11 on power
series and derivative of functions between normed vector spaces, and Chapter 12 on basics
of topology. These should be consulted as nedeed, but we strongly advise the reader who
has not been exposed to the notion of derivative as a linear map to review Chapter 11.
One of the main gaps in the theory of manifolds that we just sketched is that there is
no way to discuss metric notions such as the notion of length of a curve segment, or the
notion of angle between two curves. We are in a situation similar to the theory of vector
spaces before inner products are introduced. The remedy is to add an inner product to our
manifold M , but since the tangent spaces Tp M (with p ∈ M ) are unrelated, we actually
need to add a family (h−, −ip )p∈M of inner products, one for each tangent space Tp M . We
also need to require that these inner products vary smoothly as p moves in M . A family
of inner products as above is called a Riemannian metric, and a pair (M, h−, −i) where M
is a smooth manifold and (h−, −ip )p∈M is a Riemannian metric is a Riemannian manifold ,
after B. Riemann who was the first to have this idea. If a manifold is too big, then it
may not have a Riemannian metric, but “well-behaved” manifolds, namely second-countable
manifolds, always have a Riemannian metric (this is shown using a partition of unity).
Riemannian metrics are defined in Chapter 13. Having a Riemannian metric allows us to
define the gradient, the Hessian, and the Laplacian, of a function. For functions f : Rn → R,
this is automatic since Rn is equipped with the Euclidean inner product, but for a manifold
M , given a function f : M → R, to convert the linear form dfp into a vector (grad f )p ∈ Tp M
such that dfp (u) = h(grad f )p , ui for all u ∈ Tp M , an inner product is needed on Tp M , and
so a Riemannian metric on M is needed.
The notion of Riemannian metric allows us to discuss metric properties of a manifold,
but there is still a serious gap which has to do with the fact that given a manifold M , in
general, for any two points p, q ∈ M , there is no “natural” isomorphism between the tangent
spaces Tp M and Tq M . Given a curve c : [0, 1] → M on M , as c(t) moves on M , how does
the tangent space Tc(t) M change as c(t) moves?
If M = Rn , then the spaces Tc(t) Rn are canonically isomorphic to Rn , and any vector
v ∈ Tc(0) Rn ∼
= Rn is simply moved along c by parallel transport; that is, at c(t), the tangent
 9

vector v also belongs to Tc(t) Rn . However, if M is curved, for example a sphere, then it is not
obvious how to “parallel transport” a tangent vector at c(0) along a curve c. This problem
is related to the fact that it is not obvious how to define the derivative ∇X Y of a vector field
X with respect to another vector field Y . If X and Y are vector fields on a surface S in R3 ,
then for any point p ∈ S, the derivative (DX Y )p given by

Y (p + tX(p)) − Y (p)
DX Y (p) = lim .
t→0 t
(if it exists), is a vector in R3 , but there is no reason why it should belong to the tangent
space Tp S to S at p.
Gauss solved this problem by introducing the notion of covariant derivative, which con-
sists in keeping the projection (∇Y X) of (DX Y )p onto the tangent space Tp S, and to discard
the normal component.
However, if M is a general manifold not embedded in RN , then it is not clear how to
perform such a projection. Instead, the notion of covariant derivative is defined in terms of a
connection, which is a bilinear map ∇ : X(M ) × X(M ) → X(M ) defined on vector fields and
satisfying some properties that make it a generalization of the notion of covariant derivative
on a surface. The notion of connection is defined and studied in Chapter 14. Having the
notion of connection, we can define the notion of parallel vector field along a curve, and of
parallel transport, which allows us to relate two tangent spaces Tp M and Tq M .
The notion of covariant derivative is also well-defined for vector fields along a curve. This
is shown in Section 14.2. Given a vector field X along a curve γ, this covariant derivative is
denoted by DX/dt. We then have the crucial notion of a vector field parallel along a curve
γ, which means that DX/dt(s) = 0 for all s (in the domain of γ).
The notion of a connection on a manifold does not assume that the manifold is equipped
with a Riemannian metric. In Section 14.3, we consider connections having additional prop-
erties, such as being compatible with a Riemannian metric or being torsion-free. Then we
have a phenomenon called by some people the “miracle” of Riemannian geometry, namely
that for every Riemannian manifold, there is a unique connection which is torsion-free and
compatible with the metric. Furthermore, this connection is determined by an implicit for-
mula known as the Koszul formula. Such a connection is called the Levi-Civita connection.
If γ is a curve on a smooth Riemannian manifold M , and if X = γ 0 is the vector field of
tangent vectors γ 0 to γ, we can consider the curves γ that satisfy the equation
Dγ 0
= 0. (∗)
dt
0
Intuitively, we can view Dγ
dt
as the tangent component of the acceleration vector γ 00 of the
curve γ, and such curves have an acceleration normal to the manifold. Curves satisfying
equation (∗) are called geodesics. Geodesics are the Riemannian equivalent of straight lines
in Rn . The notion of geodesic is one of the most crucial tools in Riemannian geometry. One
10

of the reasons is that geodesics are locally distance minimizing, and that they provide a way
to parametrize a neighborhood U of any point p on a manifold M by a neighborhood of
the origin in the tangent space Tp M , using the exponential map (not to be confused with
the Lie group exponential) expp : Tp M → M . If the exponential map is surjective, then the
manifold M is said to be complete. A beautiful theorem of Hopf and Rinow states that if a
manifold is complete, then any two points can be joined by a minimal geodesic (a geodesic
of minimal length). This is an important property because the shortest distance between
any two points is achieved by a geodesic. Compact Riemannian manifolds are complete, so
many of the familiar compact manifolds (S n , RPn , G(k, n)) are complete.
R1
Given a curve ω on a Riemannian manifold, the quantity E(ω) = 0 kω 0 (t)k2 dt is called
the energy function. Geodesics between two points p and q turn out to be critical points of
the energy function E on the path space Ω(p, q) of all piecewise smooth curves from p to q.
To define the notion of critical point of the energy function, because the space Ω(p, q) is not
a finite-dimensional manifold, it is necessary to introduce the notion of variation of a curve
and to prove the first variation formula. Here, we make a link with the calculus of variation.
Geodesics are studied throroughly in Chapter 15.
Riemannian metrics, connections, and geodesics, are three of the pilars of differential
geometry. The fourth pilar is curvature.
For surfaces, the notion of curvature can be defined in terms of the curvatures of curves
drawn on the surface. The notion of Gaussian curvature (of course, introduced by Gauss)
gives a satisfactory answer. However, for manifolds of dimension greater than 2, it is not ob-
vious what curvature means. Riemann proposed a definition involving the notion of sectional
curvature, but his seminal paper (1868) did not contain proofs and did not give a general
method to compute such a curvature. It is only fifty years later that the idea emerged that
the curvature of a Riemannian manifold should be viewed as a measure R(X, Y )Z of the
extent to which the operator (X, Y ) 7→ ∇X ∇Y Z is symmetric.
The Riemann curvature operator R turns out to be C ∞ -linear in all of its three arguments,
but it is a rather complicated object. Fortunately, there is a simpler object, the sectional
curvature K(u, v). When ∇ is the Levi-Civita connection, the curvature operator R can
be recovered from the sectional curvature K. There is also an important simpler notion of
curvature Ric(x, y), called the Ricci curvature, which arises as the trace of the linear map
v 7→ R(x, v)y. An even cruder notion of curvature is the scalar curvature. These notions of
curvature are discussed in Chapter 16.
R1
We pointed out earlier that the energy function E(ω) = 0 kω 0 (t)k2 dt determines the
geodesics (between two fixed points p and q) in the sense that its critical points are the
geodesics. A deeper understanding of the energy function is achieved by investigating the
second derivative of E at critical points. To do this we need the notion of 2-parameter
variation and the second variation formula. The curvature operator shows up in this formula.
Another important technical tool is the notion of Jacobi fields, which are induced by geodesic
variations. Jacobi fields can be used to compute the sectional curvature of various manifolds.
 11

Another important theme of differential geometry is the influence of curvature (sectional

or Ricci) on the topology of a Riemannian manifold. This is a vast subject and we only
discuss three results, one of which being the Hadamard and Cartan theorem about complete
manifolds of non-positive curvature.
The goal of Chapter 17 is to understand the behavior of isometries and local isometries,
in particular their action on geodesics. We also intoduce Riemannian covering maps and
Riemannian submersions. If π : M → B is a submersion between two Riemannian manifolds,
then for every b ∈ B and every p ∈ π −1 (b), the tangent space Tp M to M at p splits into two
orthogonal components, its vertical component Vp = Ker dπp , and its horizontal component
Hp (the orthogonal complement of Vp ). If the map dπp is an isometry between Hp and Tb B,
then most of the differential geometry of B can be studied by lifting B to M , and then
projecting down to B again. We also introduce Killing vector fields, which play a technical
role in the study of reductive homogeneous spaces.
In Chapter 18, we return to Lie groups. Not every Lie group is a matrix group, so
in order to study general Lie groups it is necessary to introduce left-invariant (and right-
invariant) vector fields on Lie groups. It turns out that the space of left-invariant vector
fields is isomorphic to the tangent space g = TI G to G at the identity, which is a Lie algebra.
By considering integral curves of left-invariant vector fields, we define the generalization
of the exponential map exp : g → G to an arbitrary Lie group. The notion of immersed
Lie subgroup is introduced, and the correspondence between Lie groups and Lie algebra is
explored. We also consider the special classes of semidirect products of Lie algebras and Lie
groups, the universal covering of a Lie group, and the Lie algebra of Killing vector fields on
a Riemannian manifold.
Chapter 19 deals with two topics:
1. A formula for the derivative of the exponential map for a general Lie group (not
necessarily a matrix group).
2. A formula for the Taylor expansion of µ(X, Y ) = log(exp(X) exp(Y )) near the origin.
The second problem is solved by a formula known as the Campbell-Baker-Hausdorff formula.
An explicit formula was derived by Dynkin (1947), and we present this formula.
Chapter 20 is devoted to the study of metrics, connections, geodesics, and curvature, on
Lie groups. Since a Lie group G is a smooth manifold, we can endow G with a Rieman-
nian metric. Among all the Riemannian metrics on a Lie groups, those for which the left
translations (or the right translations) are isometries are of particular interest because they
take the group structure of G into account. As a consequence, it is possible to find explicit
formulae for the Levi-Civita connection and the various curvatures, especially in the case of
metrics which are both left and right-invariant.
In Section 20.2 we give four characterizations of bi-invariant metrics. The first one refines
the criterion of the existence of a left-invariant metric and states that every bi-invariant
metric on a Lie group G arises from some Ad-invariant inner product on the Lie algebra g.
12

In Section 20.3 we show that if G is a Lie group equipped with a left-invariant metric,
then it is possible to express the Levi-Civita connection and the sectional curvature in terms
of quantities defined over the Lie algebra of G, at least for left-invariant vector fields. When
the metric is bi-invariant, much nicer formulae are be obtained. In particular the geodesics
coincide with the one-parameter groups induced by left-invariant vector fields.
Section 20.5 introduces simple and semisimple Lie algebras. They play a major role in
the structure theory of Lie groups
Section 20.6 is devoted to the Killing form. It is an important concept, and we establish
some of its main properties. Remarkably, the Killing form yields a simple criterion due to
Élie Cartan for testing whether a Lie algebra is semisimple.
We conclude this chapter with a section on Cartan connections (Section 20.7). Un-
fortunately, if a Lie group G does not admit a bi-invariant metric, under the Levi-Civita
connection, geodesics are generally not given by the exponential map exp : g → G. If we
are willing to consider connections not induced by a metric, then it turns out that there
is a fairly natural connection for which the geodesics coincide with integral curves of left-
invariant vector fields. These connections are called Cartan connections. This chapter makes
extensive use of results from a beautiful paper of Milnor [84].
In Chapter 21 we present an application of Lie groups and Riemannian geometry. We
describe an approach due to Arsigny, Fillard, Pennec and Ayache, to define a Lie group
structure and a class of metrics on symmetric, positive-definite matrices (SPD matrices)
which yield a new notion of mean on SPD matrices generalizing the standard notion of
geometric mean.
SPD matrices are used in diffusion tensor magnetic resonance imaging (for short, DTI),
and they are also a basic tool in numerical analysis, for example, in the generation of meshes
to solve partial differential equations more efficiently. As a consequence, there is a growing
need to interpolate or to perform statistics on SPD matrices, such as computing the mean
of a finite number of SPD matrices.
Chapter 22 provides the culmination of the theory presented in the book, the concept of
a homogeneous naturally reductive space.
The goal is to study the differential geometry of a manifold M presented as the quotient
G/H of a Lie group G by a closed subgroup H. We would like to endow G/H with a
metric that arises from an inner product on the Lie algebra g of G. To do this, we consider
G-invariant metrics, which are metrics on G/H such that the left multiplication operations
τg : G/H → G/H given by
τg (h2 H) = gg2 H
are isometries. The existence of G-invariant metrics on G/H depends on properties of a
certain representation of H called the isotropy representation (see Proposition 22.21). The
isotropy representation is equivalent to another representation AdG/H : H → GL(g/h) of H
involving the quotient algebra g/h.
 13

This representation is too complicated to deal with, so we consider the more tractable
situation where the Lie algebra g of G factors as a direct sum
g = h ⊕ m,
for some subspace m of g such that Adh (m) ⊆ m for all h ∈ H, where h is the Lie algebra
of H. Then g/h is isomorphic to m, and the representation AdG/H : H → GL(g/h) becomes
the representation Ad : H → GL(m), where Adh is the restriction of Adh to m for every
h ∈ H. In this situation there is an isomorphism between To (G/H) and m (where o denotes
the point in G/H corresponding to the coset H). It is also the case that if H is “nice” (for
example, compact), then M = G/H will carry G-invariant metrics, and that under such
metrics, the projection π : G → G/H is a Riemannian submersion.
It is remarkable that a simple condition on m, namely Ad(H) invariance, yields a one-to-
one correspondence between G-invariant metrics on G/H and Ad(H)-invariant inner prod-
ucts on m (see Proposition 22.22). This is a generalization of the situation of Proposition
20.3 characterizing the existence of bi-invariant metrics on Lie groups. All this is built into
the definition of a reductive homogeneous space given by Definition 22.8.
It is possible to express the Levi-Civita connection on a reductive homogeneous space in
terms of the Lie bracket on g, but in general this formula is not very useful. A simplification
of this formula is obtained if a certain condition holds. The corresponding spaces are said
to be naturally reductive; see Definition 22.9. A naturally reductive space has the “nice”
property that its geodesics at o are given by applying the coset exponential map to m;
see Proposition 22.27. As we will see from the explicit examples provided in Section 22.7,
naturally reductive spaces “behave” just as nicely as their Lie group counterpart G, and the
coset exponential of m will provide all the necessary geometric information.
A large supply of naturally reductive homogeneous spaces are the symmetric spaces. Such
spaces arise from a Lie group G equipped with an involutive automorphism σ : G → G (with
σ 6= id and σ 2 = id). Let Gσ be the set of fixed points of σ, the subgroup of G given by
Gσ = {g ∈ G | σ(g) = g},
and let Gσ0 be the identity component of Gσ (the connected component of Gσ containing 1).
Consider the +1 and −1 eigenspaces of the derivative dσ1 : g → g of σ, given by
k = {X ∈ g | dσ1 (X) = X}
m = {X ∈ g | dσ1 (X) = −X}.
Pick a closed subgroup K of G such that Gσ0 ⊆ K ⊆ Gσ . Then it can be shown that G/K is
a reductive homogenous space and that g factors as a direct sum k ⊕ m, which makes G/K
a reductive space. Furthermore, if G is connected and if both Gσ0 and K are compact, then
G/K is naturally reductive.
There is an extensive theory of symmetric spaces and our goal is simply to show that
the additional structure afforded by an involutive automorphism of G yields spaces that are
14

naturally reductive. The theory of symmetric spaces was entirely created by one person,
Élie Cartan, who accomplished the tour de force of giving a complete classification of these
spaces using the classification of semisimple Lie algebras that he had obtained earlier. In
Sections 22.8, 22.9, and 22.10, we provide an introduction to symmetric spaces.
In the past five years, we have also come to realize that Lie groups and homogeneous
manifolds, especially naturally reductive ones, are two of the most important topics for their
role in applications. It is remarkable that most familiar spaces, spheres, projective spaces,
Grassmannian and Stiefel manifolds, symmetric positive definite matrices, are naturally re-
ductive manifolds. Remarkably, they all arise from some suitable action of the rotation group
SO(n), a Lie group, who emerges as the master player. The machinery of naturally reductive
manifolds, and of symmetric spaces (which are even nicer!), makes it possible to compute
explicitly in terms of matrices all the notions from differential geometry (Riemannian met-
rics, geodesics, etc.) that are needed to generalize optimization methods to Riemannian
manifolds.
Since we discuss many topics ranging from manifolds to Lie groups, this book is already
quite big, so we resolved ourselves, not without regrets, to omit many proofs. The purist
may be chagrined, but we feel that it is more important to motivate, demystify, and explain,
the reasons for introducing various concepts and to clarify the relationship between these
notions rather than spelling out every proof in full detail. Whenever we omit a proof, we
provide precise pointers to the literature. In some cases (such as the theorem of Hopf and
Rinow), the proof is just too beautiful to be skipped, so we include it.
The motivations for writing these notes arose while the first author was coteaching a
seminar on Special Topics in Machine Perception with Kostas Daniilidis in the Spring of
2004. In the Spring of 2005, the first author gave a version of his course Advanced Geo-
metric Methods in Computer Science (CIS610), with the main goal of discussing statistics
on diffusion tensors and shape statistics in medical imaging. This is when he realized that
it was necessary to cover some material on Riemannian geometry but he ran out of time
after presenting Lie groups and never got around to doing it! Then, in the Fall of 2006 the
first author went on a wonderful and very productive sabbatical year in Nicholas Ayache’s
group (ACSEPIOS) at INRIA Sophia Antipolis, where he learned about the beautiful and
exciting work of Vincent Arsigny, Olivier Clatz, Hervé Delingette, Pierre Fillard, Grégoire
Malandin, Xavier Pennec, Maxime Sermesant, and, of course, Nicholas Ayache, on statistics
on manifolds and Lie groups applied to medical imaging. This inspired him to write chapters
on differential geometry, and after a few additions made during Fall 2007 and Spring 2008,
notably on left-invariant metrics on Lie groups, the little set of notes from 2004 had grown
into a preliminary version of this manuscript. The first author then joined forces with the
second author in 2015, and with her invaluable assistance, produced the present book, as
well, as a second volume dealing with more advanced topics.
We must acknowledge our debt to two of our main sources of inspiration: Berger’s
Panoramic View of Riemannian Geometry [14] and Milnor’s Morse Theory [81]. In our
opinion, Milnor’s book is still one of the best references on basic differential geometry. His
 15

exposition is remarkably clear and insightful, and his treatment of the variational approach
to geodesics is unsurpassed. We borrowed heavily from Milnor [81]. Since Milnor’s book
is typeset in “ancient” typewritten format (1973!), readers might enjoy reading parts of it
typeset in LATEX. We hope that the readers of these notes will be well prepared to read
standard differential geometry texts such as do Carmo [39], Gallot, Hulin, Lafontaine [49]
and O’Neill [91], but also more advanced sources such as Sakai [100], Petersen [93], Jost [64],
Knapp [68], and of course Milnor [81].
The chapters or sections marked with the symbol ~ contain material that is typically
more specialized or more advanced, and they can be omitted upon first (or second) reading.
Acknowledgement: We would like to thank Eugenio Calabi, Ching-Li Chai, Ted Chinburg,
Chris Croke, Ron Donagi, Harry Gingold, H.W. Gould, Herman Gluck, David Harbater, Julia
Hartmann, Jerry Kazdan, Alexander Kirillov, Florian Pop, Steve Shatz, Jim Stasheff, George
Sparling, Doran Zeilberger, and Wolfgand Ziller for their encouragement, advice, inspiration
and for what they taught me. We also thank Christine Allen-Blanchette, Arthur Azevedo
de Amorim, Kostas Daniilidis, Carlos Esteves, Spyridon Leonardos, Stephen Phillips, João
Sedoc, Marcelo Siqueira, and Roberto Tron for reporting typos and for helpful comments.
16
Contents

Contents 17

I Introduction to Differential Manifolds and Lie Groups 23

1 The Matrix Exponential; Some Matrix Lie Groups 25
1.1 The Exponential Map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
1.2 Some Classical Lie Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.3 Symmetric and Other Special Matrices . . . . . . . . . . . . . . . . . . . . . 41
1.4 Exponential of Some Complex Matrices . . . . . . . . . . . . . . . . . . . . 43
1.5 Hermitian and Other Special Matrices . . . . . . . . . . . . . . . . . . . . . 46
1.6 The Lie Group SE(n) and the Lie Algebra se(n) . . . . . . . . . . . . . . . 47
1.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

2 Adjoint Representations and the Derivative of exp 61

2.1 Adjoint Representations Ad and ad . . . . . . . . . . . . . . . . . . . . . . . 61
2.2 The Derivative of exp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
2.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68

3 Introduction to Manifolds and Lie Groups 71

3.1 Introduction to Embedded Manifolds . . . . . . . . . . . . . . . . . . . . . . 71
3.2 Linear Lie Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
3.3 Homomorphisms of Linear Lie groups and Lie Algebras . . . . . . . . . . . . 102
3.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112

4 Groups and Group Actions 121

4.1 Basic Concepts of Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
4.2 Group Actions: Part I, Definition and Examples . . . . . . . . . . . . . . . 127
4.3 Group Actions: Part II, Stabilizers and Homogeneous Spaces . . . . . . . . 139
4.4 The Grassmann and Stiefel Manifolds . . . . . . . . . . . . . . . . . . . . . 147
4.5 Topological Groups ~ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
4.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158

5 The Lorentz Groups ~ 163

17
18 CONTENTS

5.1 The Lorentz Groups O(n, 1), SO(n, 1) and SO0 (n, 1) . . . . . . . . . . . . . 163
5.2 The Lie Algebra of the Lorentz Group SO0 (n, 1) . . . . . . . . . . . . . . . 178
5.3 The Surjectivity of exp : so(1, 3) → SO0 (1, 3) . . . . . . . . . . . . . . . . . 184
5.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196

6 The Structure of O(p, q) and SO(p, q) 197

6.1 Polar Forms for Matrices in O(p, q) . . . . . . . . . . . . . . . . . . . . . . . 197
6.2 Pseudo-Algebraic Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
6.3 More on the Topology of O(p, q) and SO(p, q) . . . . . . . . . . . . . . . . . 206
6.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210

7 Manifolds, Tangent Spaces, Cotangent Spaces 211

7.1 Charts and Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212
7.2 Tangent Vectors, Tangent Spaces . . . . . . . . . . . . . . . . . . . . . . . . 229
7.3 Tangent Vectors as Derivations . . . . . . . . . . . . . . . . . . . . . . . . . 234
7.4 Tangent and Cotangent Spaces Revisited ~ . . . . . . . . . . . . . . . . . . 243
7.5 Tangent Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
7.6 Submanifolds, Immersions, Embeddings . . . . . . . . . . . . . . . . . . . . 254
7.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258

8 Construction of Manifolds From Gluing Data ~ 263

8.1 Sets of Gluing Data for Manifolds . . . . . . . . . . . . . . . . . . . . . . . 263
8.2 Parametric Pseudo-Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . 279

9 Vector Fields, Integral Curves, Flows 283

9.1 Tangent and Cotangent Bundles . . . . . . . . . . . . . . . . . . . . . . . . 283
9.2 Vector Fields, Lie Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . 288
9.3 Integral Curves, Flows, One-Parameter Groups . . . . . . . . . . . . . . . . 296
9.4 Log-Euclidean Polyaffine Transformations . . . . . . . . . . . . . . . . . . . 306
9.5 Fast Polyaffine Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . 308
9.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310

10 Partitions of Unity, Covering Maps ~ 313

10.1 Partitions of Unity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
10.2 Covering Maps and Universal Covering Manifolds . . . . . . . . . . . . . . . 322
10.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330

11 Basic Analysis: Review of Series and Derivatives 333

11.1 Series and Power Series of Matrices . . . . . . . . . . . . . . . . . . . . . . . 333
11.2 The Derivative of a Function Between Normed Spaces . . . . . . . . . . . . 343
11.3 Linear Vector Fields and the Exponential . . . . . . . . . . . . . . . . . . . 359
11.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
CONTENTS 19

12 A Review of Point Set Topology 365

12.1 Topological Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
12.2 Continuous Functions, Limits . . . . . . . . . . . . . . . . . . . . . . . . . . 372
12.3 Connected Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
12.4 Compact Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 385
12.5 Quotient Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
12.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396

II Riemannian Geometry, Lie Groups, Homogeneous Spaces 399

13 Riemannian Metrics, Riemannian Manifolds 401
13.1 Frames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
13.2 Riemannian Metrics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
13.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 410

14 Connections on Manifolds 413

14.1 Connections on Manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414
14.2 Parallel Transport . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
14.3 Connections Compatible with a Metric . . . . . . . . . . . . . . . . . . . . . 423
14.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430

15 Geodesics on Riemannian Manifolds 433

15.1 Geodesics, Local Existence and Uniqueness . . . . . . . . . . . . . . . . . . 434
15.2 The Exponential Map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438
15.3 Complete Riemannian Manifolds, Hopf-Rinow, Cut Locus . . . . . . . . . . 449
15.4 Convexity, Convexity Radius . . . . . . . . . . . . . . . . . . . . . . . . . . 456
15.5 Hessian of a Function on a Riemannian Manifold . . . . . . . . . . . . . . . 458
15.6 The Calculus of Variations Applied to Geodesics . . . . . . . . . . . . . . . 460
15.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467

16 Curvature in Riemannian Manifolds 471

16.1 The Curvature Tensor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 472
16.2 Sectional Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
16.3 Ricci Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 484
16.4 The Second Variation Formula and the Index Form . . . . . . . . . . . . . . 488
16.5 Jacobi Fields and Conjugate Points . . . . . . . . . . . . . . . . . . . . . . . 493
16.6 Jacobi Fields and Geodesic Variations . . . . . . . . . . . . . . . . . . . . . 500
16.7 Topology and Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 508
16.8 Cut Locus and Injectivity Radius: Some Properties . . . . . . . . . . . . . . 513
16.9 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 516

17 Isometries, Submersions, Killing Vector Fields 519

20 CONTENTS

17.1 Isometries and Local Isometries . . . . . . . . . . . . . . . . . . . . . . . . . 520

17.2 Riemannian Covering Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . 524
17.3 Riemannian Submersions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 527
17.4 Isometries and Killing Vector Fields . . . . . . . . . . . . . . . . . . . . . . 532
17.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 534

18 Lie Groups, Lie Algebra, Exponential Map 537

18.1 Lie Groups and Lie Algebras . . . . . . . . . . . . . . . . . . . . . . . . . . 539
18.2 Left and Right Invariant Vector Fields, Exponential Map . . . . . . . . . . . 545
18.3 Homomorphisms, Lie Subgroups . . . . . . . . . . . . . . . . . . . . . . . . 552
18.4 The Correspondence Lie Groups–Lie Algebras . . . . . . . . . . . . . . . . . 556
18.5 Semidirect Products of Lie Algebras and Lie Groups . . . . . . . . . . . . . 557
18.6 Universal Covering Groups ~ . . . . . . . . . . . . . . . . . . . . . . . . . . 567
18.7 The Lie Algebra of Killing Fields ~ . . . . . . . . . . . . . . . . . . . . . . 568
18.8 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 570

19 The Derivative of exp and Dynkin’s Formula ~ 585

19.1 The Derivative of the Exponential Map . . . . . . . . . . . . . . . . . . . . 585
19.2 The Product in Logarithmic Coordinates . . . . . . . . . . . . . . . . . . . 587
19.3 Dynkin’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 588
19.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 589

20 Metrics, Connections, and Curvature on Lie Groups 591

20.1 Left (resp. Right) Invariant Metrics . . . . . . . . . . . . . . . . . . . . . . 592
20.2 Bi-Invariant Metrics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 593
20.3 Connections and Curvature of Left-Invariant Metrics . . . . . . . . . . . . . 601
20.4 Connections and Curvature of Bi-Invariant Metrics . . . . . . . . . . . . . . 607
20.5 Simple and Semisimple Lie Algebras and Lie Groups . . . . . . . . . . . . . 612
20.6 The Killing Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 615
20.7 Left-Invariant Connections and Cartan Connections . . . . . . . . . . . . . 621
20.8 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 625

21 The Log-Euclidean Framework 635

21.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 635
21.2 A Lie Group Structure on SPD(n) . . . . . . . . . . . . . . . . . . . . . . . 636
21.3 Log-Euclidean Metrics on SPD(n) . . . . . . . . . . . . . . . . . . . . . . . 637
21.4 A Vector Space Structure on SPD(n) . . . . . . . . . . . . . . . . . . . . . 641
21.5 Log-Euclidean Means . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 641
21.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 643

22 Manifolds Arising from Group Actions 645

22.1 Proper Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 647
22.2 Proper and Free Actions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 649
CONTENTS 21

22.3 Riemannian Submersions and Coverings ~ . . . . . . . . . . . . . . . . . . . 652

22.4 Reductive Homogeneous Spaces . . . . . . . . . . . . . . . . . . . . . . . . . 658
22.5 Examples of Reductive Homogeneous Spaces . . . . . . . . . . . . . . . . . 668
22.6 Naturally Reductive Homogeneous Spaces . . . . . . . . . . . . . . . . . . . 672
22.7 Examples of Naturally Reductive Homogeneous Spaces . . . . . . . . . . . . 678
22.8 A Glimpse at Symmetric Spaces . . . . . . . . . . . . . . . . . . . . . . . . 685
22.9 Examples of Symmetric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . 693
22.10 Types of Symmetric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 707
22.11 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 712

Bibliography 717

Symbol Index 725

Index 733
22 CONTENTS
 Part I

Introduction to Differential Manifolds

and Lie Groups

23
Chapter 1

The Matrix Exponential; Some

Matrix Lie Groups

Le rôle prépondérant de la théorie des groupes en mathématiques a été longtemps

insoupçonné; il y a quatre-vingts ans, le nom même de groupe était ignoré. C’est Galois
qui, le premier, en a eu une notion claire, mais c’est seulement depuis les travaux de
Klein et surtout de Lie que l’on a commencé à voir qu’il n’y a presque aucune théorie
mathématique où cette notion ne tienne une place importante.
—Henri Poincaré

The purpose of this chapter and the next two chapters is to give a “gentle” and fairly
concrete introduction to manifolds, Lie groups and Lie algebras, our main objects of study.
Most texts on Lie groups and Lie algebras begin with prerequisites in differential geometry
that are often formidable to average computer scientists (or average scientists, whatever that
means!). We also struggled for a long time, trying to figure out what Lie groups and Lie
algebras are all about, but this can be done! A good way to sneak into the wonderful world
of Lie groups and Lie algebras is to play with explicit matrix groups such as the group
of rotations in R2 (or R3 ) and with the exponential map. After actually computing the
exponential A = eB of a 2 × 2 skew symmetric matrix B and observing that it is a rotation
matrix, and similarly for a 3 × 3 skew symmetric matrix B, one begins to suspect that there
is something deep going on. Similarly, after the discovery that every real invertible n × n
matrix A can be written as A = RP , where R is an orthogonal matrix and P is a positive
definite symmetric matrix, and that P can be written as P = eS for some symmetric matrix
S, one begins to appreciate the exponential map.
Our goal in this chapter is to give an elementary and concrete introduction to Lie groups
and Lie algebras by studying a number of the so-called classical groups, such as the general
linear group GL(n, R), the special linear group SL(n, R), the orthogonal group O(n), the
special orthogonal group SO(n), and the group of affine rigid motions SE(n), and their Lie
algebras gl(n, R) (all matrices), sl(n, R) (matrices with null trace), o(n), and so(n) (skew

25
26 CHAPTER 1. THE MATRIX EXPONENTIAL; SOME MATRIX LIE GROUPS

symmetric matrices). Lie groups are at the same time, groups, topological spaces, and
manifolds, so we will also have to introduce the crucial notion of a manifold .
The inventors of Lie groups and Lie algebras (starting with Lie!) regarded Lie groups as
groups of symmetries of various topological or geometric objects. Lie algebras were viewed
as the “infinitesimal transformations” associated with the symmetries in the Lie group. For
example, the group SO(n) of rotations is the group of orientation-preserving isometries of
the Euclidean space En . The Lie algebra so(n, R) consisting of real skew symmetric n × n
matrices is the corresponding set of infinitesimal rotations. The geometric link between a Lie
group and its Lie algebra is the fact that the Lie algebra can be viewed as the tangent space
to the Lie group at the identity. There is a map from the tangent space to the Lie group,
called the exponential map. The Lie algebra can be considered as a linearization of the Lie
group (near the identity element), and the exponential map provides the “delinearization,”
i.e., it takes us back to the Lie group. These concepts have a concrete realization in the
case of groups of matrices and, for this reason, we begin by studying the behavior of the
exponential maps on matrices.
We begin by defining the exponential map on matrices and proving some of its properties.
The exponential map allows us to “linearize” certain algebraic properties of matrices. It also
plays a crucial role in the theory of linear differential equations with constant coefficients.
But most of all, as we mentioned earlier, it is a stepping stone to Lie groups and Lie algebras.
On the way to Lie algebras, we derive the classical “Rodrigues-like” formulae for rotations
and for rigid motions in R2 and R3 . We give an elementary proof that the exponential map
is surjective for both SO(n) and SE(n), not using any topology, just certain normal forms
for matrices (see Gallier [48], Chapters 12 and 13).
In Chapter 2, in preparation for defining the Lie bracket on the Lie algebra of a Lie
group, we introduce the adjoint representations of the group GL(n, R) and of the Lie algebra
gl(n, R). The map Ad : GL(n, R) → GL(gl(n, R)) is defined such that AdA is the derivative
of the conjugation map AdA : GL(n, R) → GL(n, R) at the identity. The map ad is the
derivative of Ad at the identity, and it turns out that adA (B) = [A, B], the Lie bracket of A
and B, and in this case, [A, B] = AB − BA. We also find a formula for the derivative of the
matrix exponential exp.
Chapter 3 gives an introduction to manifolds, Lie groups and Lie algebras. Rather than
defining abstract manifolds in terms of charts, atlases, etc., we consider the special case of
embedded submanifolds of RN . This approach has the pedagogical advantage of being more
concrete since it uses parametrizations of subsets of RN , which should be familiar to the
reader in the case of curves and surfaces. The general definition of a manifold will be given
in Chapter 7.
Also, rather than defining Lie groups in full generality, we define linear Lie groups us-
ing the famous result of Cartan (apparently actually due to Von Neumann) that a closed
subgroup of GL(n, R) is a manifold, and thus a Lie group. This way, Lie algebras can be
“computed” using tangent vectors to curves of the form t 7→ A(t), where A(t) is a matrix.
1.1. THE EXPONENTIAL MAP 27

This chapter is inspired from Artin [10], Chevalley [31], Marsden and Ratiu [77], Curtis [34],
Howe [62], and Sattinger and Weaver [102].

1.1 The Exponential Map

Given an n × n (real or complex) matrix A = (ai j ), we would like to define the exponential
eA of A as the sum of the series
X Ap X Ap
eA = In + = ,
p≥1
p! p≥0
p!

letting A0 = In . The problem is, Why is it well-defined? The following proposition shows
that the above series is indeed absolutely convergent. For the definition of absolute conver-
gence see Chapter 2, Section 1.

Proposition 1.1. Let A = (ai j ) be a (real or complex) n × n matrix, and let

µ = max{|ai j | | 1 ≤ i, j ≤ n}.
(p)
If Ap = (ai j ), then
(p)
ai j ≤ (nµ)p
for all i, j, 1 ≤ i, j ≤ n. As a consequence, the n2 series

X a(p)
ij

p≥0
p!

converge absolutely, and the matrix

X Ap
eA =
p≥0
p!

is a well-defined matrix.

Proof. The proof is by induction on p. For p = 0, we have A0 = In , (nµ)0 = 1, and the

proposition is obvious. Assume that
(p)
|ai j | ≤ (nµ)p

for all i, j, 1 ≤ i, j ≤ n. Then we have

n n n
(p+1) (p) (p) (p)
X X X
ai j = ai k ak j ≤ ai k ak j ≤ µ ai k ≤ nµ(nµ)p = (nµ)p+1 ,
k=1 k=1 k=1
28 CHAPTER 1. THE MATRIX EXPONENTIAL; SOME MATRIX LIE GROUPS

for all i, j, 1 ≤ i, j ≤ n. For every pair (i, j) such that 1 ≤ i, j ≤ n, since

(p)
ai j ≤ (nµ)p ,

the series
X a(p)
ij

p≥0
p!

is bounded by the convergent series

X (nµ)p
enµ = ,
p≥0
p!

and thus it is absolutely convergent. This shows that

X Ak
eA =
k≥0
k!

is well defined.

It is instructive to compute explicitly the exponential of some simple matrices. As an

example, let us compute the exponential of the real skew symmetric matrix
 
0 −θ
A= .
θ 0

We need to find an inductive formula expressing the powers An . Let us observe that
     2  
0 −θ 0 −1 0 −θ 2 1 0
=θ and = −θ .
θ 0 1 0 θ 0 0 1

Then letting
 
0 −1
J= ,
1 0
we have

A4n = θ4n I2 ,
A4n+1 = θ4n+1 J,
A4n+2 = −θ4n+2 I2 ,
A4n+3 = −θ4n+3 J,

and so
θ θ2 θ3 θ4 θ5 θ6 θ7
eA = I2 + J − I2 − J + I2 + J − I2 − J + · · · .
1! 2! 3! 4! 5! 6! 7!
1.1. THE EXPONENTIAL MAP 29

Rearranging the order of the terms, we have

θ2 θ4 θ6 θ3 θ5 θ7
   
A θ
e = 1− + − + · · · I2 + − + − + · · · J.
2! 4! 6! 1! 3! 5! 7!

We recognize the power series for cos θ and sin θ, and thus

eA = cos θI2 + sin θJ,

that is  
A cos θ − sin θ
e = .
sin θ cos θ

Thus, eA is a rotation matrix! This is a general fact. If A is a skew symmetric matrix,

then eA is an orthogonal matrix of determinant +1, i.e., a rotation matrix. Furthermore,
every rotation matrix is of this form; i.e., the exponential map from the set of skew symmetric
matrices to the set of rotation matrices is surjective. In order to prove these facts, we need
to establish some properties of the exponential map.
But before that, let us work out another example showing that the exponential map is
not always surjective. Let us compute the exponential of a real 2 × 2 matrix with null trace
of the form  
a b
A= .
c −a
We need to find an inductive formula expressing the powers An . Observe that

A2 = (a2 + bc)I2 = − det(A)I2 .

If a2 + bc = 0, we have
eA = I2 + A.
If a2 + bc < 0, let ω > 0 be such that ω 2 = −(a2 + bc). Then, A2 = −ω 2 I2 . We get

A ω2 ω2 ω4 ω4 ω6 ω6
eA = I2 + − I2 − A + I2 + A − I2 − A + · · · .
1! 2! 3! 4! 5! 6! 7!
Rearranging the order of the terms, we have

ω2 ω4 ω6 ω3 ω5 ω7
   
A 1
e = 1− + − + · · · I2 + ω− + − + · · · A.
2! 4! 6! ω 3! 5! 7!

We recognize the power series for cos ω and sin ω, and thus

cos ω + sinω ω a sin ω

 
A sin ω b
e = cos ω I2 + A= sin ω
ω .
ω ω
c cos ω − sinω ω a
Another Random Scribd Document
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another sentence in the letter, asking if Miss Douglas was at
home for Christmas; but after he had written it, he thought
it had better not be inserted. He tore the letter up, and
wrote another.

On Christmas Day, an answer arrived. Mrs. Douglas

thanked him very warmly for the money he had sent; it was
far too much for him to have saved in so short a time. She
feared that he was denying himself comforts which he ought
to have, and had she not feared to grieve him by so doing,
she should have returned the cheque. Not liking to do this,
lest he should think her ungrateful, she could only urge him
most earnestly not to attempt to send her so large a sum
the following year. She was glad to tell him they were all at
home, and quite well, and they united in wishing him every
blessing and good wish for Christmas and the New Year.

Captain Fortescue was sitting in the old armchair by the

fire in his room, reading this letter for about the tenth time,
when Mrs. Hall came in to lay the table for dinner. She had
insisted on his having "something decent to eat" (as she
expressed it) on Christmas Day, and had cajoled him into
the extravagance of allowing her to buy a chicken for his
dinner. She had cooked it with great care, and now brought
it in triumphantly and put it on the table.

"There's a beauty, sir, if ever there was one, and I've

made some good bread sauce, and the greens are nice and
fresh; I got them in the market yesterday, and there's some
fine brown gravy."

"Thank you, Mrs. Hall; you take good care of me. I shall
get spoilt if I stop here much longer!"

"Bless you no, sir! You'll never be spoilt, not, while my

name's Mary Ann Hall—that you won't."
 "Perhaps you are thinking of changing your name, Mrs.
Hall?"

"Changing it! No, sir; catch me changing of it—not if I

knows it. I've had one husband, and that's enough for me!"

Whether this was a compliment to the late Mr. Hall,

Kenneth did not know. His landlady bustled out of the room,
glad to think that her lodger would enjoy himself for once in
his life. She had asked his permission to buy the chicken,
but the plum pudding, which followed it, she had ventured
to make without having received leave beforehand. He
would only have said, "No, Mrs. Hall; I couldn't really eat
anything more, even if you were to make it." Knowing that
he would say this, Mrs. Hall had made her pudding without
authority, and carried it in with great delight, a brown, well-
boiled Christmas pudding, bristling with numberless almond
spikes, like a porcupine covered with quills.

"There, sir!"

"Mrs. Hall! Mrs. Hall! What am I to do to you? You'll ruin

me one of these days."

"Nonsense, sir. You'll never be ruined by a bit of

Christmas pudding. Eat it while it's hot, sir. It's sickly-like
when it's cold."

Kenneth had just finished this Christmas dinner, when

there came a loud ring at the bell. Mrs. Hall went to the
door, and presently returned with a yellow envelope in her
hand.

"A telegram, sir! It went to the office, but the boy found
it closed, and the caretaker sent him on here."
 Kenneth took it from her, and opened it without any
feeling of surprise or curiosity. Telegrams often came to the
office, and he had left word that, in his absence, they were
to be sent on to his lodgings. But when he saw the words
on the pink paper inside, he started, and turned so pale
that Mrs. Hall, who was waiting at the door to see if he
wished to send an answer, could not help noticing it.

"Not bad news, I hope, sir?" she said.

"I hardly know, Mrs. Hall. Ask the boy for a form; I
must send an answer."

It was a very short reply, soon written and quickly

despatched—

"Coming immediately."

The telegram was addressed to, "Milroy, The Castle,

Eagleton."

When the boy had been dismissed, Kenneth looked at

the pink paper again. It simply contained these words—

"The Earl is ill—wishes to see you as soon as

possible."

He got out his Bradshaw, and found that, being

Christmas Day, there was only one train by which he could
go, as the trains were running as on Sunday. There was no
time to lose, for he must be in New Street in three quarters
of an hour.

He made his preparations forthwith, hastily packing his

hand-bag. He told Mrs. Hall that he had been summoned to
a relative who was ill, and he managed to arrive on Platform
5 a few minutes before the train was due.

During the journey his thoughts were very busy. What

would he find on his arrival? Had the Lord's leisure, for
which he had been trying to wait patiently, at last arrived?
He had trusted the matter to higher care than his own. Was
that trust now to be rewarded?

It was late at night when he reached North Eaton. There

was no 'bus to meet the train, and no cab could be
obtained. However, after he had walked a little way along
the dark road, he saw the lights of a carriage coming to
meet him. It stopped when it came up to him, and the
coachman, bending down to speak to him, said—

"Beg pardon, sir, but are you Mr. Fortescue?"

Kenneth having replied in the affirmative, he said:

"My lord gave orders that the carriage was to meet the
last train. I'm sorry I'm late, sir."

Kenneth stepped into the carriage, and felt as if he were

acting it all in a dream. He heard the gates opened by the
lodge-keeper, then it grew darker as they drove beneath the
overhanging branches of the oaks in the avenue. Now he
knew that they were coming out into the open park; he
could see the stars shining through the trees, and there was
the moon rising behind the plantation on the other side of
the lake. He knew that he was getting very near now, and
his heart beat quickly at the thought. What reception would
he have? What would he find when he entered the old
Castle?

The carriage stopped before the great door; there was

no need to ring. They were evidently expecting him,
listening for the first sound of the carriage wheels, for the
door was thrown open immediately. He was ushered into
the library, the same magnificent room in which he had
seen the Earl, the room in which the Earl's hand had rested
on the head of the white collie.

The dog was there, lying before the fire. He got up and
ran eagerly forward when the door was opened, but drew
back disappointed when he saw a stranger enter, and threw
himself despairingly on the tiger-skin rug.

In a few moments Mr. Milroy, the secretary, came in.

"I'm glad you've come, Mr. Fortescue; we have been

longing for you to arrive."

"Would you mind telling me why you have sent for me?
I have heard nothing as yet."

"The Earl is very ill, Mr. Fortescue, dangerously ill, I may

say. We have two doctors in the house now; one or other
has been here night and day the whole of the last week. To-
night both are here."

"What is the matter with him?"

"It is the heart. I suppose he has had heart disease for

a long time, so the doctors say, and every now and then he
has a most alarming attack. He had an awful one the day
after you were here last. We had to wire for Sir Lawrence
Taylor at once, and he thought his condition then most
critical. He fancied that the excitement caused by the fire
had brought on the attack. However, they consider that he
has been much worse this time."

"Does he want to see me?"

 "Yes, indeed he does. In fact, he will give himself no
rest at all until he has seen you."

"Do you know why?"

"I haven't the least idea. Perhaps you know, Mr.

Fortescue."

"How should I know?"

"Did you not send the Earl a letter when you were here
last? I remember writing an answer at his dictation. Now,
whatever that letter of yours contained, I should imagine
would be the reason of his wishing to see you now."

At this moment Sir Lawrence Taylor entered, and Mr.

Milroy introduced Mr. Fortescue to him.

"The earl wishes to see you at once, Mr. Fortescue. It

was quite against my judgment that he should see any one.
Perfect quiet is essential for him, but I find that we shall
have no hope of allaying the present alarming symptoms
until he has had the interview upon which he insists. Will
you, therefore, be so good as to follow me to his room?"

The doctor led the way, and Kenneth followed him.

They ascended the great staircase and went into a large

bedroom, the mullioned windows of which looked out
towards the front of the Castle. The bed was draped in
costly Oriental silk hangings, and beneath these, and
propped up by so many pillows that he was sitting more
than lying, Kenneth saw the Earl. Two nurses were in
attendance, and a doctor was sitting beside him with his
finger on his pulse.
 The Earl looked up eagerly as the door was opened, and
Kenneth went forward and stood by the bed.

"My lord, you sent for me," he said, gently.

Lord Derwentwater motioned to Sir Lawrence Taylor to

come near him. Then Kenneth heard him say in an agitated
whisper—

"I must be alone with him. Tell them all to go out."

"My lord, you must promise me not to exert yourself

more than is actually necessary."

"I will promise anything, only leave us alone."

At a word from Sir Lawrence Taylor, the nurses left the

room at once, the two doctors followed them, and closed
the door behind them.

As soon as they were gone, the Earl held out his arms
to Kenneth, who was standing motionless by his bed.

"My son—my dear boy, come to me! Will you forgive

me? Can you ever forgive me for the way in which I have
treated you?"

Kenneth came close to his father, and the Earl put his
arms round him and kissed him. He had refused to kiss him
when he was about to forsake him, a poor, helpless,
motherless babe; but now the kiss, so long withheld, was
given, and the father's tears fell fast, as Kenneth knelt
down by his bed and took hold of his hand.

"Will you forgive me? Can you ever forgive me?" the
Earl repeated feebly.
 "Freely—fully," said Kenneth, as he remembered the
words with which he had that morning concluded his prayer,
"'As we forgive them which trespass against us.'"

"I do not even know your name," said the Earl,

piteously.

"Kenneth, my lord."

"Don't call me that," he said, impatiently. "I loved your

mother, Kenneth."

"Tell me about her, father."

"Her name was Mirabel. She was the only one I ever
really loved; her father's name was De Sainte Croix. He was
of Huguenot descent, and was chaplain in Hyères when I
was there. We were married at Hyères. Kenneth, I have
written a statement, which will be quite sufficient, should I
die, to put you in your right place. My lawyer was here
yesterday. I made him read it through, and I signed it in his
presence. The marriage certificate is with it, so there can be
no difficulty about that."

"Thank you, father, for doing all this."

"Don't thank me," he said; "it's justice—common

justice. It's what ought to have been done long ago. I can
never make up to you for what is past. Who saw that letter,
Kenneth?"

"What letter?"

"The one old Tomkins left in the safe. Some one must
have got hold of that letter."

"How do you know that, father?"

 "I know it because I have had threatening letters,
anonymous ones at first, just vague hints of what might be
done. But, after several of these had come, I had a
mysterious visitor. He waylaid me one evening when I was
walking in the shrubbery. I could not see his face well, he
wore a long coat, and his collar was turned up, and feel
sure that he was wearing a sham beard and moustache. He
told me that he knew something in my past life, unknown to
the world at large; he said that he had met a man whom he
knew to be my son, born in South Africa, not far from
Kimberley; and then he informed me that, if I did not give
him a large sum of money, he would at once disclose my
desertion of that son, and cause my secret to be known to
the world.

"Kenneth, I never knew till then that you were alive.

You were such a small, sickly child, that I had no thought or
expectation of your living more than a few months at most.
Then I did know, but not till then. The man waited for my
answer, and I told him to come again to the same place at
midnight. I went in to consider what I should do. The
Countess was alive then, and I dare not let her know how I
had deceived her. She would never have married me, had
she known that I had a son; for her great desire had been
to have a child to inherit my title and both our estates. But
how could I, after all those years, let her know that I had
deceived her? She was a hot-tempered woman, and there
would have been an awful scene. So, like the coward that I
was, I wrote the cheque, and gave it to him under the deep
shadow of the great chestnut tree near the lake."

"Did you ever see him again, father?"

"Twice again, and each time he demanded a larger sum.

At last I told him that I declined to give him another
farthing, until he revealed the source of his information, and
brought some proof of the truth of his statements; and from
that day to this I have never seen or heard of him. Do you
know who he is, Kenneth, and how he got to know?"

Kenneth gave his father the history of Watson, and of

the disappearance of the letter from the safe, and then he
told him what Marjorie had heard from the old woman in
whose house at Daisy Bank the letter had been found.

"That explains it all, Kenneth. Now that brings us to the

time of the fire and your visit to the Castle. When you came
into the library that day, I saw the strong likeness to myself
at once. I knew you must be my son. At one moment I
thought I would send Montague Jones away, and would tell
you the truth; at the next my heart failed me. What would
the county families round think of my behaviour? What a
revelation of cowardice and injustice it would be to the
servants and tenants! How it would lower me in the
estimation of every one I knew! Then your letter came,
Kenneth, telling me facts which I knew to be true, leaving
no room for speculation or doubt.

"You will wonder that my heart was not touched by it; I

wonder at it myself. But I hardened my heart against you. I
dared not lose the good opinion of my friends. Above all, I
dared not tell Kenmore, my half-brother. He considers
himself my heir; he prides himself upon it. I have been told
that he has already planned how to alter and improve the
park and gardens when I am gone. He does not care for
me, nor I for him; but I felt that I could not bear the storm
which this revelation would raise. But since then—that was
in October, was it not?"

"Yes, father, the fourteenth of October."

 "Since then I have been miserable, utterly wretched. I
have felt sometimes as if Mirabel, my pretty little bride,
came in my dreams to reproach me with the way I had
treated her child. So I began to write the statement I have
told you of; it is here, Kenneth, in this large envelope under
my pillow. Take it, my boy; we will have no tampering with
this letter. Keep it under lock and key, and never let it go
out of your possession. I wrote it, Kenneth, and then I
thought I would leave it with my lawyer, to be opened after
my death. Cowardly again, wasn't it? But then this heart
attack came on, and, Kenneth, something tells me that the
next one will be my last. The doctors seem to be warding
off the fatal consequences of this one, but another may
seize me at any moment. And then, when I knew that, and
began to face death, and thought of standing before my
judge, my heart failed me. Of all the sins of my guilty life, I
feel that this desertion of my own child has been the worst.
And so I sent for you, and you say you forgive me."

"I do, father, indeed I do."

"Thank you, Kenneth; it's more than I deserve. I wish I

could know that I had Divine forgiveness too, but I'm afraid
that is out of the question now; it is too late for that."

"It is never too late, father; you forget how God longs
and yearns to forgive us. He wants to forgive far more than
we want to be forgiven. Why, He wants it so much that He
sent His own Son to die for us, that He might be able to
forgive us. You see He couldn't have forgiven us otherwise,
for it wouldn't have been just. He is obliged to punish sin."

"Go on, Kenneth; I know it all in a way, but I want to

see it clearly now."
 "Well, you see, He let His Son be punished instead of
us, so that when we come to Him He might be just, and yet
able to forgive us. 'If we confess our sins, He is faithful and
just to forgive us our sins, and to cleanse us from all un-
righteousness.'"

It was the same verse which Marjorie had repeated to

old Mrs. Hotchkiss, and the simple words, which comforted
the heart of the poor ignorant old woman in Daisy Bank who
could neither read nor write, now brought peace and a
sense of pardon to the highly-cultured and refined
nobleman. He grasped Kenneth's hand as he said—

"I will rest on those words, Kenneth, 'faithful and just.'

Now I am afraid you must call the nurses. Get some dinner,
and rest, and come to me again in the morning."

He grasped his hand warmly as he said goodnight, and

Kenneth opened the door and admitted the doctor. He was
leaving the room when his father called him back.

"Sir Lawrence Taylor, may I introduce my son to you—

the future Earl?"

Sir Lawrence looked in astonishment at Kenneth, who

was standing by the door; the nurses, who had followed the
doctor into the room, also looked round in the utmost
surprise.

"It is true, Sir Lawrence; this is my son. I have not seen

him for twenty-five years, but before you all—" (he looked
round at the nurses) "I own him as my lawful son and heir. I
have sinned against him in the past, but from this day he
shall take his proper and rightful place here. Good night,
Kenneth; I must rest now."
 Was the Earl wandering? Was the brain weakened as
well as the heart? No, he was quite collected and calm.
Moreover, they had only to glance at Kenneth standing by,
with the signs of deep emotion on his face, and then to look
from him to the Earl lying prostrate with exhaustion after
the effort he had made; they had only to compare the two
faces, to feel convinced that the words he had spoken were
not the expression of some fancy of the wandering brain of
delirium, but were, on the contrary, the sober words of
truth and of justice.

A footman had been standing at the door with a tray in

his hand, waiting to bring in beef-tea, which the nurses had
ordered. He heard what was said by the Earl, and, needless
to say, the news spread rapidly through the Castle. In the
housekeeper's room, in the servants' hall, the strange
tidings were eagerly discussed, and the stately butler, who
came to the library soon afterwards, was the first to
address Kenneth by the lawful title, of which he had been
deprived during twenty-five years of his life.

"Dinner is served in the dining-room, my lord."

CHAPTER XXVII
ANOTHER CHAPTER CLOSED

SEVERAL months had gone by since that Christmas

night on which Lord Derwentwater had acknowledged his
son and heir, and Kenneth was now sitting once more in the
little back parlour of Mrs. Hall's house, 156, Lime Street,
Birmingham.

Those months had been most eventful ones, and he

could hardly believe that the time he had been away had
not been longer. Now, he had come to Birmingham to pack
up his belongings, and to finally close his connection with
the insurance company. He had been unable to leave
Eagleton Castle before; his father had been loth to spare
him even for a day. All the love which had been denied him
for twenty-five years seemed to have accumulated, and was
poured out upon him during the short time which they
spent together. The Earl could hardly bear to lose sight of
him even for an hour, and Kenneth devoted himself to his
father, and was an unspeakable comfort and help to him in
countless different ways.

Kenneth had the joy of knowing that the Earl was

clinging with childlike faith to the Saviour of sinners, and
that he was resting all his hopes on the finished work of
Christ. He had passed away from earth, holding Kenneth's
hand, only three weeks ago, and his very last words had
been those which had first brought him comfort and peace:
"'Faithful and just to forgive us our sins.'"

But Kenneth's first fortnight in the home of his

ancestors had been an exceedingly stormy one. Lord
Kenmore, on receipt of a letter from the Earl informing him
of the existence of his son, had appeared on the scenes
extremely indignant, and determined to vigorously contest
Kenneth's claim. All his life he had believed himself to be
the heir to the Derwentwater title and estates. His elder
brother was married, certainly, but he had no family, and he
therefore saw no prospect whatever of anything occurring
to militate against his succession. He had told Lady
Earlswood what his prospects were, and, on the strength of
them, she had given her consent to her daughter's
engagement. The estate which he had inherited through his
mother was comparatively a small one, the rent-roll was a
mere bagatelle, when compared with that of Eagleton.

And now, just when Lady Violet was recovering from her
accident, when the date of their wedding was once more
fixed, when all their arrangements were made, and when
everything seemed going well, this letter from the Earl had
arrived, informing him that a son of his, ignored and
disowned for twenty-five years, had turned up, had been
received and welcomed, and was now to inherit his title and
estates.

The story appeared to Lord Kenmore to be simply

incredible; he could not bring himself to believe that it was
founded on fact; he would not, even for a moment, accept
such a ridiculous statement, even though he had it in the
Earl's own handwriting. His brother's repeated heart
attacks, which rendered his life so uncertain, had made
him, not unnaturally, calculate upon a speedy succession to
the glories of Eagleton Castle. Was it likely then that he
would meekly submit to being disinherited, or would allow
without a hard struggle that those glories would never be
his own?

Thus Lord Kenmore drove up to the Castle in a towering

passion, marched past the footman and butler, walked
imperiously upstairs, and demanded an interview with the
Earl immediately.

When the doctors told him that this was impossible until
the next day, as the Earl was extremely weak that evening
and must be kept perfectly quiet, he was more angry still;
and when he discovered, from the servants, that the
impostor, as he called him, was at that very time sitting in
the Earl's bedroom, to which he was admitted at all hours of
the day and night, his indignation knew no bounds. He
utterly declined to take the slightest notice of Kenneth or
even to see him. He ordered dinner to be served in his own
room, as he did not choose to sit down with the man who
had supplanted him, and he went to bed that night
determined to fight to the last for what he chose to call his
lawful rights.

But the following day, Lord Kenmore was admitted to

the Earl's presence, and going into the room he found the
family lawyer sitting by the bedside. On a table before him
lay the indisputable proofs of the marriage and of the child's
birth, and bit by bit the lawyer, who was the spokesman on
the occasion, showed Lord Kenmore that, if he attempted to
establish his claim in a court of law, he would simply incur
great and needless expense, for he would be perfectly
certain to lose his case.

"I'm sorry, very sorry, Kenmore, that you have been

kept in ignorance of this so long," said the Earl, "and I feel
very much for you in your disappointment; but I must do
justice to my own son."

Thus the interview ended, and Lord Kenmore, still only

half convinced, ordered the carriage, and drove away from
the Castle, without having even met the nephew who had
taken his place.

He wrote many angry letters after his return home, but

after taking further legal advice, he was at last compelled to
own, sorely against his will, that nothing could be done to
reverse the ill-luck which had fallen upon him.

There was great consternation at Grantley Castle when

the news arrived there. Lady Earlswood felt that Lady
Violet's prospects were now far below her expectations. Had
she known that Lord Kenmore was a comparatively poor
man, she would never have consented to the engagement.
However, now it was too late to draw back, and she must
hope to find a better settlement for her younger daughter.
Perhaps this son of Lord Derwentwater might be eligible; he
was a young man, and she gathered from Kenmore's letter
that he was unmarried. She had no idea who he was. Lord
Kenmore told her that he had been born in Africa, and that
he thought he had turned up from some place abroad.
Never for a moment did either she or her daughters connect
him with the son of the rich miner whom they had discarded
two years ago, and whom they now supposed to be earning
his living somehow or other in a very humble manner.
Captain Berington had not mentioned his meeting with
Kenneth, and they had heard nothing of him since the day
that he left Grantley Castle.

When, some time after, the news of the death of Earl

Derwentwater reached her, Lady Earlswood at once
determined to cultivate the new Earl's acquaintance. He
must most certainly be invited to the wedding. He was
Kenmore's nearest relative, and, although she knew that
her future son-in-law was angry with him at present, he
must be made to see the importance of a reconciliation with
his brother before the grand event took place. Lady Maude
was still an unappropriated blessing, and who could tell
whether she might not have a chance of gaining the title
which her sister had unfortunately lost?

During the latter part of the Earl's life, he and his son
had been left in peaceful enjoyment of each other's society.
He recovered from his severe illness to a great extent, and
was able to be moved daily on to a couch in his own room;
but on the fourteenth of March another heart attack had
occurred, more violent than any of those which had
preceded it, and in the space of a few hours he had passed
away.

Lord Kenmore would not even come to his brother's

funeral, and uncle and nephew had therefore never met.

Now Kenneth had at last been able to leave the Castle,

and had come to Birmingham to wind up his affairs there,
and was therefore sitting to write his letters in his old place
in Mrs. Hall's dismal little room. She was very sorry to lose
her lodger, and told him that she would never have another
like him. He had paid her in full for all the time he had been
away, and had delighted her heart by the present of a new
carpet and some pretty furniture to adorn her little room.

"Well, now, to be sure, if ever there was a gentleman,

he's one!" she would say to her friends.

Kenneth, as he sat at the table in the window, was

writing a letter to Mrs. Douglas. If we had looked over his
shoulder, we should have seen that it ran thus:

"156, Lime
Street, Birmingham,

"
April 3.

"DEAR MRS. DOUGLAS,

"I am hoping to have the pleasure of calling

upon you some time next week. I was so
charmed with the peep I had of Borrowdale two
years ago, that I am planning a little holiday in
your beautiful neighbourhood, and I think of
 making the comfortable inn at Rosthwaite my
headquarters during the time I am in
Cumberland.

"I am glad to be able to tell you that I am

receiving more money this year, and therefore
hope that my next remittance will be a
somewhat larger one.

"With kind regards,

"Yours sincerely,

"KENNETH
FORTESCUE."

He read this letter through several times after he had

written it. He had purposely addressed it from his old
lodging in Birmingham. He had carefully concealed his
present position. Had she not said, "I rather hope you are
not a lord; you would seem so much less our friend."

Why, then, should he tell her? He would go unattended,

as the poor man he had been when she saw him last; then
she would feel that no wide social gulf had come between
them. He had no fear of her discovering otherwise who he
was; even Kenmore would never connect him with the
Captain Fortescue of whom he might possibly have heard at
Grantley Castle. In the Earl's statement, his foster-father
had been called by his proper name, Tomkins; the name
Fortescue had not even been mentioned. So that Kenneth
felt sure that his secret was safe, and he hoped that
therefore he would not seem "so much less their friend."
 He had to spend two days in Birmingham winding up his
accounts, and at the end of them, he received Mrs.
Douglas's answer. She told him that she was glad to get his
letter, and that they would all be very pleased to see him
again in Borrowdale.

Kenneth hoped from this letter that he might find them

all at home. He had had a letter from Captain Berington at
Christmas, in which he told him that Violet was quite well
again, and that he was sorry to say that Miss Douglas was
leaving. He wondered whether Marjorie had by this time
undertaken any other work. He could not help hoping that
she was included in the all in her mother's letter.

When at last his packing was finished, Mrs. Hall took an

affectionate farewell of her lodger. He told her that he would
like to hear now and again how she got on, and he would
therefore give her his future address. He handed her his
card, and when she had glanced at it she turned quite pale.

"Who's this, sir?" she said. "This isn't your name!"

"It is, Mrs. Hall—my very own."

"But you're not an earl, surely!"

"Yes, I am, Mrs. Hall."

"Deary me! And I've waited on you and scolded you

when you wouldn't get better dinners. I'm fair scared, sir!"

Kenneth laughed at her dismay.

"Never mind, Mrs. Hall," he said, shaking hands with

her at parting. "You've been a good friend to me, and I shall
never forget your kindness."
 "To think of that!" Mrs. Hall would say to her friends.
"I've waited on a real live earl! I'm not half proud!"

CHAPTER XXVIII
WATENDLATH FORGET-ME-NOT

BORROWDALE is beautiful at every season of the year.

The summer sunshine lights up its purple, heather-covered
heights; the autumn tints make the wood in its hollows
ablaze with orange and red; and the winter snows give it a
grand and Alpine appearance.

But the hand of spring, after all, lavishes most

loveliness upon Borrowdale. It covers it with a carpet of
primroses, it draws through its woods a pale-blue lining of
wild hyacinths, it makes its fields into cloth of gold with
buttercups; whilst the fresh green of the silver birch, the
bursting buds of the chestnuts, the countless signs in every
flower, bush, and tree of awakening resurrection life,
combine to make the whole valley a perfect fairyland.

So Marjorie Douglas thought, as she set out that spring

morning, and began to climb the hill behind Fern Bank, in
order that she might pay her weekly visit to one of her
favourite old women. Her heart was as full of brightness as
the spring day, for was not this the week in which Captain
Fortescue had said he was coming to Rosthwaite? She had
not seen him for a year and a half, and had heard nothing
of him, save those two short notes which he had written to
her mother. Evidently he had never yet discovered the
missing word in the letter, for he was still living in
Birmingham, in that dismal little house in Lime Street.

She was glad that he was going to have a little holiday

from his hard work. She was pleased to think that
Borrowdale would look its very loveliest when he arrived,
and she knew that her mother would be glad to see him and
to have a talk with him again.

As for herself—well, perhaps, she would be glad too.

The path led her through a copse wood where the

primroses were a sight to see, and then, as she went higher
still, she came upon a rough mountain road. She followed
this for some way, and, after a stiff climb over the
moorland, she came to the little hamlet of Watendlath,
which nestles in a hollow amongst the hills. A more
picturesque place could scarcely be found; the few white
farmhouses and small thatched cottages stand by the side
of a quiet mountain tarn, and are reflected in its still
waters; the little village seems completely shut off from the
world by the mountains which surround it.

Old Sarah Grisedale lived in a cottage at a little distance

from the lake. She was a tall, thin old woman, active, in
spite of her great age, and still able to walk over the
mountain to church, and to climb the steep hill again
without even the help of a stick.

Marjorie had a long chat with her old friend, sitting in

her usual place on a three-legged wooden stool in front of
the peat fire, and then she emptied her basket of the good
things she had brought for her, and went on to an ancient
farmhouse standing just above the tarn, that she might buy
some eggs which her mother had asked her to get there.
Several dogs ran out barking when she drew near; but they
knew Marjorie well, and were quiet as soon as she spoke to
them.

The old farmhouse has stood in this secluded spot for

many hundreds of years, and its low ceilings, oak panelling,
heavy wooden beams, deep chimney corners, and carved
cupboards are all relics of the days of long ago.

When Marjorie left the farm, she crossed the little

bridge over the stream running into the mountain tarn, and
as she did so, she noticed that growing by the edge of the
water was a quantity of large blue forget-me-not. She
climbed down the bank to the water and gathered the blue
flowers, and then sat down on the grass to pull off the wet
roots which had come up as she plucked it, and to arrange
the flowers in her basket above the eggs.

As she did so, sitting by the side of the rushing brook

and hearing nothing but its noisy babbling, she was startled
by feeling something bounce against her arm. It was a large
white collie, which had come bounding down the steep
bank, and which now lay down beside her, putting its paws
on her knees.

"O you beauty, you lovely fellow!" said Marjorie, as she

stroked the dog's head. "Where have you come from, and
whose dog are you?"

She was not left long in doubt on this point, for the
dog's master was close at hand. She heard a voice behind
her, a voice she knew well.

"Miss Douglas, I've found you at last."

"Captain Fortescue! How did you know I was here?"

 "I called at Fernbank, and Mrs. Douglas told me you had
come up the hill, so Laddie and I came in search of you."

He climbed down the bank and took her hand in his.

A piece of forget-me-not fell at his feet as Marjorie got

up to speak to him. He picked it up and asked, "Is it for
me?"

"If you like," she said in a low voice.

"I expect you thought I had forgotten you," he said;

"but there is no need to give me the little blue flower, I
assure you, Miss Douglas. I have never forgotten you. I
never could forget what you did for me the last time I saw
you."

"And yet it was all of no use," she said sadly.

"Don't say that. Who can tell? That letter may yet prove
to be a most important link in the chain. What a lovely
place this is! Shall we sit here and talk a little? It is so quiet
and beautiful."

They sat down on the rocky bank, and the collie laid his
chin on Marjorie's arm and gazed up into her face.

"Tell me what you have been doing the last eighteen

months, Miss Douglas."

She told him of Mr. Holtby's death, and how they had all
left Daisy Bank.

"Yes," he said, "I went there one day to see you, and
found you gone."

"Did you? I wish I had known!"

 "Why? Oh, I see. You thought I had forgotten. Well,
where did you go next?"

"I went to some friends of yours, very great friends, I

believe. I was companion to Lady Violet Berington."

She glanced doubtfully at him as she said this, as

though she wondered whether the mention of the name
would give him pain, but she was reassured by his face.
There was no trace of anything in it but great interest in her
story.

"I wonder how you found out that I knew them."

"I saw your photograph in Lady Violet's book."

"Yes, in the Riviera. I remember I was taken with her a

great many times."

"And I thought—"

"What did you think?"

"You will laugh when I tell you! I thought you were Lord
Kenmore."

"Kenmore, of all people on earth! Why did you think

that?"

"I knew that Lady Violet was engaged to Lord Kenmore,

and I thought that perhaps Kenmore was the missing word
which we tried to read in the letter."

"I see. And you thought Lady Violet and I seemed very
much together in the photos? I understand now. Have you
seen Lord Kenmore?"
 "Yes, once; he came to see Lady Violet, and I went into
the room expecting to see you. I had followed him up the
avenue, and he looked exactly like you in the distance.
Have you ever met him, Captain Fortescue?"

"Never."

"His figure is really very like yours, and his hair and the
way he walks—really very much alike; but his face is quite
different."

"Were you glad or sorry when you found that I was not
Lord Kenmore?"

Marjorie did not answer, and he repeated the question;

but she was busily throwing the forget-me-not flowers on
the water, and watching them float under the bridge, and
still she did not speak.

"How long were you at Grantley Castle, Miss Douglas?"

"I left at Christmas. Lady Violet was quite well then."

"Were you sorry to leave?"

"Yes, in some ways; it's a lovely place, and they were

really very good to me, all of them. I think, I am sure Lady
Violet would have liked me to stay a few months longer, to
help her in the preparations for her wedding; but—"

"But what?"

"Well, I fancy Lady Earlswood was anxious that I should

not stop longer. Captain Fortescue, do you know Captain
Berington?"

"Yes, of course I do; we were at Sandhurst together."

 Marjorie stopped, as if she did not like to say more.

"Please go on, Miss Douglas. What about Captain

Berington?"

"Well," she said, "perhaps I ought not to say it,

especially as you know him, but I rather think it was on his
account that Lady Earlswood wanted me to leave."

"Why on his account?"

"Well, he was very kind to me, and when I went for my

afternoon walk in the park, he often happened to be going
in the same direction. I couldn't help it, could I? But I think
Lady Earlswood thought I could; and it was rather
uncomfortable, you see, so I was glad to get away."

"Really glad?"

"Yes, really glad. It was so very awkward. I did not want

him to come, but he always seemed to turn up wherever I
went, and I did not know what to do."

"So you came home at Christmas?"

"Yes, on Christmas Eve."

"Have you heard from any of them since?"

"Only once. I had a letter from Lady Violet a few weeks

after I left, saying there was some disturbance about Lord
Kenmore's property, or rather the property which he
expected to get at his brother's death, and she was afraid
he would be robbed of what rightfully belonged to him; but
she did not say what the trouble was, nor who wanted to
rob him. That was in January, and I have never heard
since."
 "Not from any of them?"

"Oh no. Now, will you tell me what you have been
doing?"

"Well, things have brightened a bit for me. As I told

Mrs. Douglas in my letter, I am better off than I was. I am
leaving Mrs. Hall."

"Poor Mrs. Hall!"

"Yes, she seems sorry to lose me, good old soul!"

"Where are you going to live? At the other end of

Birmingham?"

"No, quite out in the country."

"Not the Daisy Bank way?" she said, laughing.

"No, north of Birmingham."

"I'm so glad you will be in the country! I love the

country, and it will be so restful for you after your hard
work in the city."

"Yes, I hope it will; I feel sure it will."

"What is the name of the place?"

"North Eaton."

"Have you got nice lodgings there?"

"No, I am not going into lodgings again. I am going to

start housekeeping."

"Housekeeping! Have you got a house?"

 "Yes, I have got a house. I have had one for a few
weeks now."

"Is there a garden?"

"A very nice garden; and the house is—well, rather a

nice house, I think. It only wants one thing. Marjorie dear,
can you not guess what that one thing is?"

She was bending over Laddie, so that he could not see

her face.

"Can you guess, Marjorie?"

She shook her head.

"You can't guess?" he whispered, as he took hold of the

hand which was stroking Laddie's head. "Then I shall be
obliged to tell you; Marjorie darling, it wants you!"

CHAPTER XXIX
THE MISSING WORD FOUND

IT was a lovely morning in June, and the little village of

Rosthwaite was all astir, and filled with pleasurable
excitement. Some were standing at their doors; others were
looking out of their windows; from many a farm on the
hillside, from many a lonely cottage, people were coming in
little groups towards the church; the whole place, so quiet
at other times, was filled with life and movement. Work was
laid aside, every one was in holiday attire, for it was
Marjorie Douglas's wedding-day.

Every one loved her; she had grown-up amongst them

from childhood; she had gone in and out amongst them as
a friend, and they were loth to part with her. But on her
wedding-day, they must not think of that; she must see
none but bright faces. Old Mary had hobbled on her stick all
the way from Seatoller; Sarah Grisedale had come down
from the mountains, and had waited an hour in the
churchyard before the time of the wedding; and many
another whom Marjorie had cheered and comforted was to
be found in the little church, to pray for a blessing on the
fair young bride.

The wedding was by licence; and the Vicar, at the

bridegroom's dictation, had filled up the required
information in the register before the arrival of the bridal
party. Only two people knew what name was written there,
above the name of Marjorie Douglas. The clergyman knew,
of course, for he had written the words; and Mrs. Douglas
knew. Kenneth had told her the night before. Marjorie
herself had no idea, as yet, of the future that lay before her,
or of the name which would that day become hers.

It was a very pretty though quiet wedding; and as Mrs.

Douglas heard Kenneth's manly voice saying, in tones of
deepest feeling:

"I, Kenneth, take thee, Marjorie, to my wedded wife,"

she felt that she was giving her child to one whom she
could fully trust, one who was not only a kind and
honourable man, but who was, above all things, a true
servant of the Lord Jesus Christ.
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