Optimality of truncated SVD
SVD truncation attains the optimal rank-k error in spectral and Frobenius norms.
Source label: thm:best-rank-k-approximationExplore accepted mathematical statements, their assumptions and their Lean representations.
All 157 accepted formalizations from four mathematical sources, including three with source warnings explained on their pages.
SVD truncation attains the optimal rank-k error in spectral and Frobenius norms.
Source label: thm:best-rank-k-approximationThe distribution function assigns the probability of a threshold event to each real threshold.
Source label: def:cumulative-distribution-functionUniform sampling with rescaling preserves the squared Frobenius norm in expectation.
Source label: lem:FNormExpThe Frobenius norm is the square root of the sum of squared matrix entries.
Source label: def:frobenius-normA full SVD expresses a rectangular matrix through orthogonal bases and ordered singular values.
Source label: def:full-svdA two-sided exponential bound controls the deviation of a sum from its expectation.
Source label: lem:hoefRandom sign mixing followed by a Hadamard transform spreads the row energy of an orthonormal basis.
Source label: lem:HUThe leading k-dimensional subspace has uniformly bounded row energy after randomized Hadamard mixing.
Source label: lem:HUnewProjection onto a sampled column space controls the loss of the leading rank-k component.
Source label: lem:mainlemma_generalOrthogonal matrix components have additive squared Frobenius norms.
Source label: l_pythThe source states unbiasedness and an entrywise variance bound for sampled matrix multiplication.
Source label: lem:multexpvarA matrix norm is characterized by definiteness, the triangle inequality and absolute homogeneity.
Source label: def:normAn empirical second-moment matrix concentrates around its expectation in spectral norm.
Source label: lem:oliveiraMultiplication by a matrix with orthonormal columns preserves the Euclidean norm.
Source label: thm:orthonormal-isometryThe mass at a real value is the probability that a random variable equals that value.
Source label: def:probability-mass-functionThe approximation error splits into a sampled-subspace loss and the optimal rank-k tail.
Source label: l_aux2Orthogonality is equivalent to additivity of squared Euclidean norms.
Source label: thm:pythagorasTruncating the compressed matrix gives the best rank-k approximation within the selected column space.
Source label: lem:restateUniform row sampling preserves the singular values of a mixed orthonormal basis with probability at least 0.95.
Source label: lem:sample_lem20pfThe interaction between the sketched basis and the orthogonal residual is small with conditional probability at least 0.9.
Source label: lem:sample_lem40pfOn the row-energy event, a sampled subspace's pseudoinverse is close to its transpose.
Source label: lem:sample_lem40pfn1The pseudoinverse correction contributes a controlled Frobenius error in the discarded singular subspace.
Source label: lem:sample_lem40pfn2A sampled cross term between retained and discarded singular directions is small with probability at least 0.95.
Source label: lem:sample_lem40pfn3A sufficient sample count gives a relative Frobenius-error guarantee with probability at least 0.85.
Source label: lem:sample_lem40pfn4Two geometric sketch conditions control both residual error and solution error.
Source label: lem:suff_condA lower bound on the projected right-hand side turns the sketch's error estimate into a relative solution bound.
Source label: lem:suff_cond2Sampling an orthonormal matrix with suitable row probabilities approximately preserves its Gram matrix.
Source label: thm:theorem7correctA thin SVD retains precisely the singular directions associated with nonzero singular values.
Source label: def:thin-svdA small collection of Gaussian probes gives a probabilistic upper bound on a fixed matrix norm.
Source label: thm:aposterioriGaussian rangefinding controls expected Frobenius error by the optimal singular-value tail.
Source label: thm:avg-frob-error-gaussThe expected residual combines the next singular value with a Frobenius-tail contribution.
Source label: thm:avg-spec-error-gaussA rectangular Gaussian matrix admits an orthogonally equivalent bidiagonal representation.
Source label: prop:bidiagThe source bounds the Lq moment of a chi-square variable by its degrees of freedom plus q.
Source label: lem:chisq-momentGamma-function identities give positive and negative moments of a chi-square variable.
Source label: prop:chisq-moment-exactOrthogonal projection transforms naturally under a unitary change of coordinates.
Source label: prop:conj-projMultiplying on both sides by a matrix and its adjoint preserves positive semidefiniteness and order.
Source label: prop:conjugationThe source bounds the spectral error of an SVD assembled through an interpolative decomposition.
Source label: lem:convert_IDThe root mean square Frobenius norm of SGT factors into the Frobenius norms of S and T.
Source label: prop:gauss-frob-expectOversampling controls both the Frobenius second moment and the expected spectral norm of a Gaussian pseudoinverse.
Source label: prop:gauss-inv-expectPolynomial tail estimates control large Frobenius and spectral norms of a Gaussian pseudoinverse.
Source label: prop:gauss-inv-tailsThe expected spectral norm of SGT is controlled by mixed spectral and Frobenius norms.
Source label: prop:gauss-spec-expectA restricted range of moments controls the reciprocal of a chi-square variable.
Source label: lem:inv-chisq-momentThe expected squared Frobenius norm has a closed form determined by the rectangular dimensions.
Source label: prop:inv-gauss-frob-expectA rectangular dimension gap controls the tail of the squared Frobenius norm.
Source label: thm:inv-gauss-frob-tailA positive rectangular dimension gap bounds the expected spectral norm of the pseudoinverse.
Source label: prop:inv-gauss-spec-expectThe pseudoinverse spectral norm has a polynomial upper-tail bound governed by the dimension gap.
Source label: prop:inv-gauss-spec-tailRandomized SVD with power iteration approximates A with an expected error proportional to its next singular value.
Source label: thm:mainA full-row-rank leading sample block yields a deterministic projection-error estimate.
Source label: thm:main-error-bdA positive semidefinite perturbation bounds the change from the identity to its shifted inverse.
Source label: prop:perturb-invPower iteration sharpens the expected spectral error of a Gaussian rangefinder.
Source label: cor:power-method-spec-gaussA projected matrix norm is controlled by a powered matrix expression.
Source label: prop:proj-powerA larger projection space increases the captured norm and decreases the residual norm.
Source label: prop:proj-rangeFixed left and right factors give complementary Frobenius and spectral estimates for SGT.
Source label: prop:scaled-gaussThe diagonal block norms bound the norm of a positive semidefinite block matrix.
Source label: prop:spec-norm-sumA subsampled randomized Fourier transform yields simultaneous spectral and Frobenius residual bounds.
Source label: thm:SRFTAn SRFT preserves an orthonormal subspace's extreme singular values with high probability.
Source label: thm:SRFT-spec-bdTwo deviation parameters control the Frobenius residual of a Gaussian rangefinder.
Source label: thm:tail-frob-error-gaussTwo choices of tail parameters give explicit spectral-error bounds with exponentially small failure probabilities.
Source label: cor:tail-spec-error-gaussA spectral residual bound separates the next singular value, the tail energy and a deviation term.
Source label: thm:tail-spec-error-gaussA best rank-k truncation of a projected matrix adds at most the next singular value to the projection error.
Source label: thm:truncationA sparse approximate Cholesky factor gives an iteration and arithmetic-cost bound for consistent Laplacian systems.
Source label: cor:laplacian-solverAverages of bounded independent matrix samples approximate their mean in spectral norm.
Source label: thm:mtx-samplingPowering a Gram matrix controls the original projection residual.
Source label: lem:poweringA Gaussian start gives gap-free and gap-dependent bounds for the leading eigenvalue estimate.
Source label: thm:rand-krylovThe source relates Nyström approximation error to the eigenvalue tail of a positive semidefinite matrix.
Source label: Theorem rand-nysA Gaussian start gives two expected relative-error estimates for the largest eigenvalue.
Source label: thm:rand-powerAn HBS-compressible matrix admits a randomized construction with separate application, entry-access and arithmetic costs.
Source label: thm:randHBSThe next singular value and a trailing-subspace interaction bound the rangefinder residual.
Source label: thm:rrf-deterministicA Gaussian test matrix controls spectral residual error through the next singular value and the singular-value tail.
Source label: thm:rrf-gaussOrdering the input Gram matrices orders the squared residual matrices for a fixed test matrix.
Source label: cor:rrf-monotoneA power rangefinder controls expected spectral error through a higher error moment.
Source label: cor:rrf-power-gaussThe Gram matrix of a projection residual equals a generalized Schur complement.
Source label: prop:rrf-schurA randomized trigonometric embedding gives a residual bound with failure probability O(1/k).
Source label: thm:rrf-srttGaussian width controls the distortion of a fixed subset of the unit sphere.
Source label: thm:rsv-gaussIndependent Gaussian sketches support a single-view approximation with an expected squared Frobenius-error bound.
Source label: thm:singleviewIntrinsic dimension controls upper and lower deviations of a Gaussian trace estimator.
Source label: Theorem trace-est-expThe sign of the elliptic operator controls the extrema of a function on the interval through its endpoint values.
Theorem 2.1 · printed p. 16An elliptic solution is controlled by its endpoint data and the size of its residual.
Theorem 2.2 · printed p. 17Two homogeneous boundary solutions determine a Green kernel for the inhomogeneous Dirichlet problem.
Theorem 2.3 · printed p. 18The weak Dirichlet problem has a unique solution and an energy bound in terms of the forcing.
Theorem 2.4 · printed p. 22The weak solution minimizes the quadratic energy, and any other minimizer agrees with it almost everywhere.
Theorem 2.5 · printed p. 22Elliptic inequalities bound interior extrema by boundary extrema, with a zero truncation when the reaction coefficient is nonnegative.
Theorem 3.1 · printed p. 26Boundary values and the elliptic residual bound the supremum norm throughout the domain.
Theorem 3.2 · printed p. 27The Poisson-kernel integral represents the harmonic extension of smooth periodic boundary data in the disc setting.
Theorem 3.3 · printed p. 28The source formulates a solution construction by convolving a fundamental solution with compactly supported forcing.
Theorem 3.4 · printed p. 30The logarithmic kernel in two dimensions and inverse-distance kernel in three dimensions are fundamental solutions of the negative Laplacian.
Theorem 3.5 · printed p. 31Coercivity gives a unique weak Dirichlet solution with an energy estimate.
Theorem 3.6 · printed p. 33The weak solution minimizes the elliptic energy over the zero-boundary Sobolev space.
Theorem 3.7 · printed p. 34The weak Neumann problem has a unique solution in the full first-order Sobolev space.
Theorem 3.8 · printed p. 36A sign condition on a finite-difference operator controls grid extrema by endpoint values.
Lemma 4.1 · printed p. 44The one-dimensional finite-difference solution approximates a smooth elliptic solution with second-order accuracy in the grid maximum norm.
Theorem 4.1 · printed p. 45A grid function is bounded by its endpoint values and discrete residual.
Lemma 4.2 · printed p. 45The five-point approximation on the unit square has a second-order maximum-norm error bound.
Theorem 4.2 · printed p. 47For the five-point Laplacian on a square grid, the sign of the discrete Laplacian forces a maximum or minimum to occur on the boundary.
Lemma 4.3 · printed p. 46The boundary-adapted difference scheme retains second-order maximum-norm accuracy on a smooth convex planar domain.
Theorem 4.3 · printed p. 49The maximum size of a square-grid function is controlled by its boundary values and discrete Laplacian.
Lemma 4.4 · printed p. 47Boundary data, near-boundary residuals, and interior Laplacian residuals together control a grid function on a convex domain.
Lemma 4.5 · printed p. 48The two specified quadrature rules preserve coercivity and admit second-order bounds for bilinear-form and load errors.
Lemma 5.1 · printed p. 69The Galerkin solution is a best approximation in the energy norm and has a first-order derivative error bound.
Theorem 5.1 · printed p. 54The piecewise-linear Galerkin solution has second-order error in the square-integrable norm.
Theorem 5.2 · printed p. 55Piecewise-linear Galerkin approximation is optimal in energy and converges at first order in the gradient seminorm.
Theorem 5.3 · printed p. 63Linear finite elements yield a second-order square-integrable error bound for the elliptic problem.
Theorem 5.4 · printed p. 64The Ritz projection has approximation estimates at first- and second-order Sobolev regularity.
Theorem 5.5 · printed p. 65Element residuals and jumps in normal flux give an a posteriori bound for the finite-element error.
Theorem 5.6 · printed p. 66The gradient error separates the usual interpolation term from additional quadrature terms.
Theorem 5.7 · printed p. 70The finite Fourier expansion minimizes the distance to the span of an orthonormal family.
Lemma 6.1 · printed p. 82Dirichlet Laplacian eigenvalues are real and positive, and eigenfunctions for distinct eigenvalues are orthogonal.
Theorem 6.1 · printed p. 79A bounded set in the first-order Sobolev space is relatively compact in the square-integrable space.
Lemma 6.2 · printed p. 85The infimum of the Dirichlet Rayleigh quotient is attained by a normalized first eigenfunction.
Theorem 6.2 · printed p. 79The ordered Dirichlet eigenvalues tend to infinity.
Theorem 6.3 · printed p. 81Dirichlet eigenfunctions form a complete orthonormal basis, and their weighted coefficients characterize first-order zero-boundary regularity.
Theorem 6.4 · printed p. 83The nth Dirichlet eigenvalue is characterized by the smallest worst-case Rayleigh quotient over n-dimensional trial spaces.
Theorem 6.5 · printed p. 84The smallest eigenvalue of the one-dimensional difference operator approximates its continuous counterpart to second order.
Theorem 6.6 · printed p. 89For a fixed eigenvalue index, the conforming finite-element eigenvalue lies above the exact value and converges at second order.
Theorem 6.7 · printed p. 91The principal finite-element eigenfunction converges at second order in L2 and first order in the gradient norm.
Theorem 6.8 · printed p. 92Convolution with the heat kernel solves the heat equation at positive times and approaches the initial value at each point.
Theorem 8.1 · printed p. 110Heat evolution does not increase the supremum norm or the distance between two bounded continuous initial conditions.
Theorem 8.2 · printed p. 112The Dirichlet eigenfunction series gives a classical heat solution at positive times, approaches L2 initial data, and satisfies smoothing bounds.
Theorem 8.3 · printed p. 117Dirichlet heat evolution does not increase the first-order Sobolev seminorm.
Theorem 8.4 · printed p. 117The forced Dirichlet heat equation admits bounds for both solution energy and the time derivative.
Theorem 8.5 · printed p. 120A smooth heat subsolution attains its maximum on the initial or lateral boundary of the space–time cylinder.
Theorem 8.6 · printed p. 122Initial data, boundary data, and forcing control the solution throughout the space–time cylinder.
Theorem 8.7 · printed p. 123Two heat solutions with the same initial data agree on a bounded time strip if both are bounded there.
Theorem 8.8 · printed p. 123The explicit whole-line heat scheme has second-order spatial accuracy when the time step satisfies the stability restriction.
Theorem 9.1 · printed p. 132Maximum-norm stability of a finite-stencil scheme requires its Fourier symbol to have modulus at most one.
Theorem 9.2 · printed p. 132For a scalar finite-stencil scheme, the Fourier-symbol condition is equivalent to stability in the discrete square-integrable norm.
Theorem 9.3 · printed p. 134An L2-stable heat scheme with order-r consistency has an order-r spatial error estimate.
Theorem 9.4 · printed p. 135Forward Euler with centered spatial differences gives a second-order maximum-norm error bound under a CFL condition.
Theorem 9.5 · printed p. 139Backward Euler with centered spatial differences has second-order spatial and first-order temporal error.
Theorem 9.6 · printed p. 141The spatially discrete heat solution has an L2 error controlled by its initial error and a second-order approximation term.
Theorem 10.1 · printed p. 152The gradient error of the semidiscrete heat approximation is first order in the spatial mesh width.
Theorem 10.2 · printed p. 154Parabolic smoothing yields a second-order spatial error estimate for square-integrable initial data at positive times.
Theorem 10.3 · printed p. 155A Ritz-projection approximation property transfers to a higher-order spatial error estimate for the heat equation.
Theorem 10.4 · printed p. 155Fully discrete heat error separates second-order spatial approximation from first-order time stepping.
Theorem 10.5 · printed p. 156Crank–Nicolson with linear finite elements has second-order contributions in both space and time.
Theorem 10.6 · printed p. 159The wave eigenfunction series converges and solves the Dirichlet initial-boundary problem.
Theorem 11.1 · printed p. 167The total kinetic and gradient energy of a smooth unforced Dirichlet wave solution is constant.
Theorem 11.2 · printed p. 167Energy in shrinking spatial balls along a backward characteristic cone cannot exceed its initial value.
Theorem 11.3 · printed p. 167The L2 norm of a symmetric hyperbolic solution is bounded by the initial data and a time-integrated forcing norm.
Theorem 11.5 · printed p. 178A finite matrix-valued stencil has a contractive Fourier symbol when its weights are positive semidefinite and sum to the identity.
Lemma 12.1 · printed p. 194The upwind approximation to constant-speed transport has a first-order spatial error bound.
Theorem 12.1 · printed p. 186Order-r consistency and L2 stability imply an order-r error bound for a transport difference scheme.
Theorem 12.2 · printed p. 188Spatial Galerkin discretization preserves the unforced wave energy exactly in continuous time.
Lemma 13.1 · printed p. 202Wave finite-element errors depend on the initial mismatch from Ritz projections and on spatial approximation of the exact solution.
Theorem 13.1 · printed p. 202The unforced fully discrete wave scheme preserves a discrete energy built from forward differences and half-step averages.
Lemma 13.2 · printed p. 204The fully discrete wave scheme has second-order midpoint L2 accuracy in displacement and velocity, with first-order spatial gradient accuracy.
Theorem 13.2 · printed p. 205A suitable discrete initial value gives a first-order L2 error estimate for the interval transport problem.
Theorem 13.3 · printed p. 206The fully discrete transport estimate separates first-order spatial and temporal errors.
Theorem 13.4 · printed p. 207The Galerkin solution of a stationary transport-reaction problem has a first-order L2 error bound.
Theorem 13.5 · printed p. 209Streamline diffusion controls outflow error, bulk error, and the derivative of the error along the flow.
Theorem 13.6 · printed p. 211The first-order Sobolev norm bounds every point value of a continuously differentiable function on the unit interval.
Lemma A.1 · printed p. 236Every bounded linear functional on a Hilbert space has a unique representing vector of the same norm.
Theorem A.1 · printed p. 228A symmetric positive-definite variational problem is equivalent to minimizing its quadratic energy.
Theorem A.2 · printed p. 229A bounded coercive bilinear form gives a unique variational solution and a norm bound.
Theorem A.3 · printed p. 230Restriction to the boundary extends to a linear trace on the first-order Sobolev space with a norm bound.
Theorem A.4 · printed p. 236Sufficient Sobolev regularity supplies a continuous representative on the closed domain with a uniform pointwise bound.
Theorem A.5 · printed p. 237The gradient norm controls the L2 norm of a zero-boundary Sobolev function.
Theorem A.6 · printed p. 238Try another term or clear the filters.
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