Discrete Double-Bracket Flows for Isotropic-Noise Invariant Eigendecomposition
Abstract
We study eigendecomposition on under streaming observations , where the isotropic background may be time-varying and arbitrarily large. Standard algorithms couple their stability to , forcing step sizes, contraction rates, and iteration counts to degrade with the noise floor. We observe that lies in the center of the matrix algebra and therefore *should never enter* the eigenspace dynamics. We construct a discrete double-bracket flow whose skew-symmetric generator operates in the tangent Lie algebra , where scalar multiples of the identity vanish by antisymmetry. The resulting trajectory, Lyapunov function, and maximal stable step size depend exclusively on the trace-free signal -- achieving pointwise, pathwise -invariance. We establish input-to-state stability with a noise ball governed solely by trace-free perturbations, prove global convergence via strict-saddle geometry and a discrete {\L}ojasiewicz argument, and extend the framework to top- eigentracking on the Stiefel manifold at cost matrix-vector products per step.
Cite
@article{arxiv.2602.13759,
title = {Discrete Double-Bracket Flows for Isotropic-Noise Invariant Eigendecomposition},
author = {ZhiMing Li and JiaHe Feng},
journal= {arXiv preprint arXiv:2602.13759},
year = {2026}
}
Comments
75 pages, 9 figures