English

Complex best $r$-term approximations almost always exist in finite dimensions

Numerical Analysis 2018-09-07 v2 Algebraic Geometry

Abstract

We show that in finite-dimensional nonlinear approximations, the best rr-term approximant of a function ff almost always exists over C\mathbb{C} but that the same is not true over R\mathbb{R}, i.e., the infimum inff1,,frYff1fr\inf_{f_1,\dots,f_r \in Y} \lVert f - f_1 - \dots - f_r \rVert is almost always attainable by complex-valued functions f1,,frf_1,\dots, f_r in YY, a set of functions that have some desired structures. Our result extends to functions that possess special properties like symmetry or skew-symmetry under permutations of arguments. For the case where YY is the set of separable functions, the problem becomes that of best rank-rr tensor approximations. We show that over C\mathbb{C}, any tensor almost always has a unique best rank-rr approximation. This extends to other notions of tensor ranks such as symmetric rank and alternating rank, to best rr-block-terms approximations, and to best approximations by tensor networks. When applied to sparse-plus-low-rank approximations, we obtain that for any given rr and kk, a general tensor has a unique best approximation by a sum of a rank-rr tensor and a kk-sparse tensor with a fixed sparsity pattern; this arises in, for example, estimation of covariance matrices of a Gaussian hidden variable model with kk observed variables conditionally independent given rr hidden variables. The existential (but not the uniqueness) part of our result also applies to best approximations by a sum of a rank-rr tensor and a kk-sparse tensor with no fixed sparsity pattern, as well as to tensor completion problems.

Keywords

Cite

@article{arxiv.1711.11269,
  title  = {Complex best $r$-term approximations almost always exist in finite dimensions},
  author = {Yang Qi and Mateusz Michałek and Lek-Heng Lim},
  journal= {arXiv preprint arXiv:1711.11269},
  year   = {2018}
}

Comments

25 pages, 4 figures

R2 v1 2026-06-22T23:02:00.325Z