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Bottom-up factor-sum recompression has the reported rank and Frobenius error bound
Statement
Use Bottom-up low-rank recompression of block contributions on a finite factor-sum tree for one admissible block over , with exact arithmetic, rank cap , node tolerances , and . Let be the subtree rooted at , and let be the sum of its exact leaf contributions. Whenever all calls in succeed, the returned factors represent a matrix of rank at most , and the reported bound satisfies In particular, if the routine succeeds at the root, Here is the exact discarded-tail norm returned at node . A tolerance-not-met status at a node only means this chosen tree and these assigned local budgets did not produce the requested certificate; it does not assert that no rank- approximation of the exact full sum meets .
Facts & Assumptions
Given: A finite factor-sum tree for one admissible block, a cap , nonnegative local tolerances, and exact arithmetic.
Core-SVD recompression with rank and error tolerances: on success, recompresses the supplied factor product and returns the exact discarded singular-value tail with .
Core-SVD recompression is best at the declared Frobenius tolerance: the returned core-SVD factors represent the truncated singular expansion, and their Frobenius residual is exactly the reported tail .
Finite tensor arrays and the Frobenius inner product: the Frobenius norm is the Euclidean norm of the finite list of matrix entries, with inner product .
Cauchy–Schwarz: , with equality exactly for dependent pairs: in a real or complex inner-product space; together with [F3] this gives the Frobenius triangle inequality.
Proof
Every successful node call uses and returns a truncated singular expansion of rank at most , by [F1] and [F2]. Clipping the cap changes no feasible matrix rank: every matrix of the block dimensions already has rank at most . The following two steps give the unchanged error induction.
At a leaf , the routine compresses its exact contribution ; by [F1] and [F2], .
Suppose is internal with children . Their exact targets add to , and their returned approximations add to the matrix supplied to the core-SVD call. The Frobenius triangle inequality from [F3,F4] gives . By [F1,F2], , hence . Step 1.1 is the leaf base case; induction over the finite tree proves the root error bound. The recurrence for gives .
Depends on
- Bottom-up low-rank recompression of block contributions
- Core-SVD recompression with rank and error tolerances
- Core-SVD recompression is best at the declared Frobenius tolerance
- Finite tensor arrays and the Frobenius inner product
- Cauchy–Schwarz: $|\langle x,y\rangle|\le\|x\|\,\|y\|$, with equality exactly for dependent pairs
Used by
Cited to discharge well-definedness by Bottom-up low-rank recompression of block contributions.
Dependency tree · two levels
16 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Steffen Börm, Lars Grasedyck, and Wolfgang Hackbusch, Hierarchical Matrices, MiS Lecture Note 21 (2003; revised June 2006), §§6.2, 7.1–7.2 (standard reference, not scraped)
- Ralf Hiptmair, AdvNumCSE Lecture Document, Chapter 2, “Local Low-Rank Compression of Non-Local Operators” (ETH Zürich, AT’23), §§2.4.2–2.4.3 (standard reference, not scraped)