A diffusion-map-based algorithm for gradient computation on manifolds and applications

We recover the gradient of a given function defined on interior points of a submanifold with boundary of the Euclidean space based on a (normally distributed) random sample of function evaluations at points in the manifold. This approach is based on the estimates of the Laplace-Beltrami operator proposed in the theory of Diffusion-Maps. Analytical convergence results of the resulting expansion are proved, and an efficient algorithm is proposed to deal with non-convex optimization problems defined on Euclidean submanifolds. We test and validate our methodology as a post-processing tool in Cryogenic electron microscopy (Cryo-EM). We also apply the method to the classical sphere packing problem.