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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 F∈{R,C}, with exact arithmetic, rank cap k≥1, node tolerances θv≥0, and ∑vθv≤δb. Let Tv be the subtree rooted at v, and let Mv be the sum of its exact leaf contributions. Whenever all calls in Tv succeed, the returned factors represent a matrix M^v of rank at most k, and the reported bound satisfies ∥Mv−M^v∥F≤ev=∑w∈Tvρw≤∑w∈Tvθw. In particular, if the routine succeeds at the root, rank⁡(M^root)≤k,∥Mroot−M^root∥F≤eroot=∑wρw≤∑wθw≤δb. Here ρw is the exact discarded-tail norm returned at node w. 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-k approximation of the exact full sum meets δb.

Facts & Assumptions

Given: A finite factor-sum tree for one admissible block, a cap k, nonnegative local tolerances, and exact arithmetic.

[F1]

Core-SVD recompression with rank and error tolerances: on success, recompresses the supplied factor product and returns the exact discarded singular-value tail ρv with ρv≤θv.

[F2]

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 ρv.

[F3]

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 ⟨X,Y⟩F=∑i,jXij‾Yij.

[F4]

Cauchy–Schwarz: ∣⟨x,y⟩∣≤∥x∥ ∥y∥, with equality exactly for dependent pairs: ∣⟨x,y⟩∣≤∥x∥∥y∥ in a real or complex inner-product space; together with [F3] this gives the Frobenius triangle inequality.

Proof

Every successful node call uses kb=min⁡(k,∣τ∣,∣σ∣) and returns a truncated singular expansion of rank at most kb≤k, by [F1] and [F2]. Clipping the cap changes no feasible matrix rank: every matrix of the block dimensions already has rank at most min⁡(∣τ∣,∣σ∣). The following two steps give the unchanged error induction.

1.1givenF1F2

At a leaf v, the routine compresses its exact contribution Mv; by [F1] and [F2], ∥Mv−M^v∥F=ρv=ev≤θv.

2.1givenF1F2F3F4step 1.1inductionalgebra∎

Suppose v is internal with children v1,v2. Their exact targets add to Mv, and their returned approximations add to the matrix Zv supplied to the core-SVD call. The Frobenius triangle inequality from [F3,F4] gives ∥Mv−Zv∥F≤ev1+ev2. By [F1,F2], ∥Zv−M^v∥F=ρv, hence ∥Mv−M^v∥F≤ev1+ev2+ρv=ev. Step 1.1 is the leaf base case; induction over the finite tree proves the root error bound. The recurrence for ev gives eroot=∑v∈Tρv≤∑v∈Tθv≤δb.

Depends on

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.

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