the implemen- tation of Lie group methods on the Stiefel manifold

There are several applications in which one needs to integrate a system of ODEs whose solution is an n p matrix with orthonormal columns. In recent papers algorithms of arithmetic complexity order np 2 have been proposed. The class of Lie group integrators may seem like a worth while alternative for this class of problems, but it has not been clear how to implement such methods with O(np 2 ) complexity. In this paper we show how Lie group methods can be implemented in a computationally...