Low phase-rank approximation

DOI10.1016/J.LAA.2022.01.003zbMATH Open1498.15025arXiv2011.14811OpenAlexW4205962305MaRDI QIDQ2074973FDOQ2074973

Authors: Di Zhao, Axel Ringh, Li Qiu, Sei Zhen Khong 

Publication date: 11 February 2022

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: In this paper, we propose and solve a low phase-rank approximation problem, which serves as a counterpart to the well-known low-rank approximation problem and the Schmidt-Mirsky theorem. More specifically, a nonzero complex number can be specified by its gain and phase, and while it is generally accepted that the gains of a matrix may be defined by its singular values, there is no widely accepted definition for its phases. In this work, we consider sectorial matrices, whose numerical ranges do not contain the origin, and adopt the canonical angles of such matrices as their phases. Similarly to the rank of a matrix defined to be the number of its nonzero singular values, we define the phase-rank of a sectorial matrix as the number of its nonzero phases. While a low-rank approximation problem is associated with matrix arithmetic means, as a natural parallel we formulate a low phase-rank approximation problem using matrix geometric means to measure the approximation error. A characterization of the solutions to the proposed problem is then obtained, when both the objective matrix and the approximant are restricted to be positive-imaginary. Moreover, the obtained solution has the same flavor as the Schmidt-Mirsky theorem on low-rank approximation problems. In addition, we provide an alternative formulation of the low phase-rank approximation problem using geodesic distances between sectorial matrices. The two formulations give rise to the exact same set of solutions when the involved matrices are additionally assumed to be unitary.

Full work available at URL: https://arxiv.org/abs/2011.14811

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zbMATH Keywords

majorizationarithmetic-geometric mean inequalitygeometric meangeodesic distancematrix phaselow phase-rank approximationphase-rank

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Miscellaneous inequalities involving matrices (15A45) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Linear operator approximation theory (47A58) Geodesics in global differential geometry (53C22) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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Cited In (5)

• Finsler geometries on strictly accretive matrices
• The phaseless rank of a matrix
• Phases of sectorial operators
• On the phases of a complex matrix
• Real-Valued, Low Rank, Circulant Approximation

Uses Software

• mftoolbox

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