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Exact Principal Geodesic Analysis for data on SO(3)

PGA, or Principal Geodesic Analysis, is an extension of the classical PCA (Principal Component Analysis) to the case of data taking values on a Riemannian manifold. In this paper a new and original algorithm, for the exact computation of the PGA of data on the rotation group SO(3), is presented. Some properties of this algorithm are illustrated, with tests on simulated and real data, and its possible applications are finally discussed.