English

Discrete Double-Bracket Flows for Isotropic-Noise Invariant Eigendecomposition

Machine Learning 2026-05-12 v2 Numerical Analysis Numerical Analysis Optimization and Control

Abstract

We study eigendecomposition on SO(n)SO(n) under streaming observations Ck=Csig+σk2I+EkC_k = C_{\mathrm{sig}} + \sigma_k^2 I + E_k, where the isotropic background σk2I\sigma_k^2 I may be time-varying and arbitrarily large. Standard algorithms couple their stability to Ck2σ2\lVert C_k \rVert_2 \approx \sigma^2, forcing step sizes, contraction rates, and iteration counts to degrade with the noise floor. We observe that σ2I\sigma^2 I 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 Ω=[A,diag(A)]\Omega = [A, \operatorname{diag}(A)] operates in the tangent Lie algebra so(n)\mathfrak{so}(n), where scalar multiples of the identity vanish by antisymmetry. The resulting trajectory, Lyapunov function, and maximal stable step size ηmax=1/LC\eta_{\max} = 1/L_C depend exclusively on the trace-free signal CeC_e -- achieving pointwise, pathwise σ2\sigma^2-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-kk eigentracking on the Stiefel manifold St(k,n)\operatorname{St}(k,n) at cost kk 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

R2 v1 2026-07-01T10:36:50.693Z