$\mathfrak{so}(3)$ Power Series
This post is about power series of the form:
$$ \alpha_0 I + \sum_{n=0}^\infty \alpha_n [v]_\times^n. $$
Assuming $v \neq 0$ we can rewrite any such power series as: $$ \beta_0 I + \sum_{n=1}^\infty \beta_n [u]_\times^n, \qquad u = \frac{v}{\|v\|}, \qquad \beta_n = \alpha_n \|v\|^n. $$
Based on the power relationships discussed in a previous post, this can be further simplified to: $$ \beta_0 I + \sum_{n=1}^\infty \beta_n [u]_\times^n = \beta_0 I + \left(\sum_{n=0}^\infty (-1)^n \beta_{2n+1}\right) [u]_\times + \left(\sum_{n=1}^\infty (-1)^{n+1}\beta_{2n}\right) [u]_\times^2 $$
This makes it clear that any power series in $[u]_x$ can always be rewritten as at most three terms:
$$ \begin{equation} \alpha I + \beta [u]_\times + \gamma [u]_\times^2, \qquad \|u\| = 1 \label{pow} \end{equation} $$
Applying $[u]_\times^2 = uu^T - I$, we can find one last simplification: $$ \begin{equation} a I + b [u]_\times + c uu^T, \qquad \|u\| = 1\label{proj} \end{equation} $$ with $a = \alpha - \gamma$, $b = \beta$ and $c = \gamma$.
The Rodrigues rotation formula for $\exp(\theta [u]_\times)$ is a special case of such a power series worth writing out explicitly:
$$
\begin{align}
\exp([\theta u]_\times) &= I + \sin(\theta) [u]_\times + (1-\cos(\theta)) [u]_\times^2 \\
&= \cos(\theta) I + \sin(\theta) [u]_\times + (1-\cos(\theta)) uu^T \\
\end{align}
$$
Eigen-vector Analysis
A previous post reviewed how the eigenvector-eigenvalue pairs for $[u]_\times$. When $u \neq 0$ there pairs were:
- $(u, 0)$
- $(v + jw, -\|u\|j)$
- $(v - jw, \|u\|j)$
where $v$ was any vector orthogonal to $u$ and $w := \frac{1}{\|u\|}[u]_\times v$.
Its easy to see that matrices of the form $\eqref{proj}$ have the same eigenvectors as $[u]_\times$ owing to $u^Tv = u^Tw = 0$, so that the eigen-vector / eigen-value pairs are:
- $(u, a + c)$
- $(v + jw, a-bj)$
- $(v - jw, a+bj)$
Inverse
There are several ways to show that the matrices of the form $\eqref{proj}$ have an inverse of the form: $$ (a I + b [u]_\times + c uu^T)^{-1} = d I + e [u]_\times + f uu^T, $$ with: $$ \begin{equation} \begin{bmatrix}d \\ e \\ f\end{bmatrix} = \frac{1}{a^2+b^2}\begin{bmatrix}a \\ -b \\ \frac{b^2-ca}{a+c}\end{bmatrix}. \label{eq:def} \end{equation} $$ if and only if $a + c \neq 0$ and $a^2 + b^2 > 0$. One approach is to apply the eigen-analysis of the previous section, but I prefer the following direct proof.
Proof: If $a + c= 0$: $$ (a I + b [u]_\times + c uu^T) u = (a + c) u = 0 $$ so the matrix is not invertible. Similarly, if $a^2 + b^2 = 0$ then: $$ (a I + b [u]_\times + c uu^T) = c uu^T $$ which is clearly not invertible.
Otherwise, we explicitly expand the product of these two matrices: $$ \begin{gather} (a I + b [u]_\times + cuu^T) (d I + e [u]_\times + f uu^T) \\
=\\
ad I + ae [u]_\times + af uu^T + bd [u]_\times + be uu^T - be I + c(d+f) uu^T\\
=\\
(ad-be) I + (bd+ae) [u]_\times + (cd + be + (a+c)f) uu^T. \end{gather} $$ For the second matrix to be the inverse of the first, requires that: $$ \begin{equation} \begin{bmatrix} a & -b & 0 \\
b & a& 0 \\
c & b & a+c \end{bmatrix} \begin{bmatrix} d \\ e \\ f \end{bmatrix} = \begin{bmatrix}1 \\ 0 \\ 0\end{bmatrix} \label{eq:inv_lin_sys} \end{equation} $$ and $\eqref{eq:def}$ solves this equation.
The inverse of the matrix in Equation $\eqref{eq:inv_lin_sys}$ is easy to find by applying the identity:
$$
\begin{bmatrix}
A & 0 \\
B & C
\end{bmatrix}^{-1} = \begin{bmatrix}
A^{-1} & 0 \\
-C^{-1}BA^{-1} & C^{-1}
\end{bmatrix}.
$$