Nonuniqueness of spectral-norm low-rank approximation

ID: nonuniqueness-of-spectral-norm-low-rank-approximation

Even distinct singular values do not make a best low-rank approximation unique in the spectral norm. If has and , its truncated singular value decomposition can be changed to for any . Its matrix rank stays since , while the spectral norm error is , the optimum from the Eckart-Young-Mirsky theorem.

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