cs.LG, cs.NA, math.NA, math.OC

Discrete Double-Bracket Flows for Isotropic-Noise Invariant Eigendecomposition

arXiv:2602.13759v2 Announce Type: replace
Abstract: We study eigendecomposition on $SO(n)$ under streaming observations $C_k = C_{\mathrm{sig}} + \sigma_k^2 I + E_k$, where the isotropic background $\sigma_k^2 I$ may be time-varying and arbitrarily la…