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Measurability of the reorthogonalized power range finder
Statement
Assume Countable Choice. For fixed , sketch width , and integer , the basis returned by Reorthogonalized randomized power subspace iteration is Borel measurable on each output-rank stratum. Its projector and spectral error on are Borel functions of , including rank-deficient and zero samples.
Facts & Assumptions
Given: Countable Choice, fixed , and finite integers , .
The power procedure applies the finite scan to and then successively to and , for . Reorthogonalized randomized power subspace iteration
The finite scan terminates, returns a basis of its input range, and is Borel on its finitely many output-rank strata; its projector and spectral error are Borel. Borel measurability and range correctness of the finite scan
A composition of measurable maps is measurable (Composition with a Borel measurable outer map preserves measurability).
Proof
By [F2], the initial scan on is Borel, since multiplication by fixed is continuous. On each rank stratum, multiplication by fixed and then the scan are Borel by [F3], as are multiplication by and the next scan. There are finitely many possible ranks, so the resulting maps on their disjoint union are Borel. Finite induction over the iterations proves measurability of the final basis. The empty-basis branches remain empty under multiplication and scanning, and is the initial scan.
On every rank stratum is continuous, and the matrix norm is continuous by the norm inequality in [F2]'s proof. Hence the final projector and error are Borel on their finite union, including zero samples.
Depends on
Used by
- Expected real and normalized complex Gaussian power-rangefinder error Theorem
- Expected real Gaussian power-rangefinder error Theorem
Cited to discharge well-definedness by Reorthogonalized randomized power subspace iteration.
Dependency tree · two levels
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