Classical mathematical techniques such as discrete integration, gradient descent optimization, and state estimation (exemplified by the Runge-Kutta method, Gauss-Newton minimization, and extended Kalman filter or EKF, respectively), rely on linear algebra and hence are only applicable to state vectors belonging to Euclidean spaces when implemented as described in the literature. This document discusses how to modify these methods so they can be applied to non-Euclidean state vectors, such as those containing rotations and full motions of rigid bodies. To do so, this document provides an in-depth review of the concept of manifolds or Lie groups, together with their tangent spaces or Lie algebras, their exponential and logarithmic maps, the analysis of perturbations, the treatment of uncertainty and covariance, and in particular the definitions of the Jacobians required to employ the previously mentioned calculus methods. These concepts are particularized to the specific cases of the SO(3) and SE(3) Lie groups, known as the special orthogonal and special Euclidean groups of R3, which represent the rigid body rotations and motions, describing their various possible parameterizations as well as their advantages and disadvantages.