Numerical Linear Algebra
where the algebra stops being the arithmetic
Concept

Border rank — where it appears

The least number of rank-one terms a tensor is a limit of, which can be smaller than the number it is a sum of. The gap between the two exists only for three or more indices, and it is what a truncation approaches rather than attains.

Named by 4 essays across 2 fields — each of them below, with the objects they name alongside it.

110¹10²10³10⁻³10⁻²10⁻¹110¹10²10³n‖A_n − A‖ and the largest term's norm‖A_n − A‖the larger of its two termsan infimum that is not attainedn1024‖A_n − A‖0.0017largest term1024their product1.7√31.7the distance goes to zeroand nothing reaches it

A nearest point that is not there

Eckart and Young guarantee that a matrix has a best rank-k approximation and that the truncated SVD is it. For three indices the guarantee is false in the strongest available way — there are tensors whose distance to the rank-two set is zero and which no rank-two tensor equals.

tensor · tensor rank 10¹10²10³10⁴00.050.10.150.20.250.30.350.40.450.50.550.60.650.70.750.80.850.90.951drawsshare with real rank twoπ/4 = 0.78539815,705 of 19,953 have rank twoa probability with a closed formdraws2·10⁴rank two1.6·10⁴share0.79π/40.79standard errors out0.59two typical ranksand the split is π/4

A rank that is not a property of the tensor

The same eight real numbers have rank three over the reals and rank two over the complexes, and a random 2 × 2 × 2 tensor has rank two with probability exactly π/4. Neither sentence has an analogue for matrices, where the rank is one number and a random matrix has the largest one.

tensor · tensor rank 110¹10²10³10⁴10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²10¹sweeprelative error, and the largest term's sizerising: the swamp's largest rank-one termfalling, slowly: its errorfalling, once: a fit with an answera plateau with a rising floorswamp error0.0014swamp term10term growth2.2benign error9.7·10⁻¹⁵benign term growth1the error alone cannot tellthe size of the terms can

An iteration that walks out of the set

Every sweep of alternating least squares is the exact minimiser of its own subproblem, so the objective can only fall. What it cannot do is converge, when the target's nearest rank-r point is not in the rank-r set — and a plateau at a small residual looks identical to slow convergence unless the size of the terms is plotted beside it.

tensor · alternating least squares 110¹10²10⁻¹²10⁻⁸10⁻⁴110⁴ncondition number, and residual reachedmarks above: κ of the step · dashes: its closed formmiddle: a fit from a random startbelow: the same fit started at the answera decomposition that is ill-conditionedκ at n = 1283.3·10⁴its closed form3.3·10⁴cosine of the terms1from a random start0.012from the answer1.4·10⁻¹⁰the answer existsand cannot be found

A tensor that cannot be decomposed

Every member of a certain sequence is exactly a sum of two rank-one terms, and both terms are written down in closed form. A three-hundred-sweep fit from a random start does not find them, and gets further away as the sequence goes on — because the decomposition has a condition number of its own, and it is 2n².

error · conditioning

Named alongside it

The objects these essays reach for when they reach for this one.

Tensor rankIll posed problemLow-rank approximationAlternating least squaresCondition squaringCP decompositionEckart–YoungExact ground truthHyperdeterminantNumerical rankUnfoldingBackward error

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