On the stability of gradient flow dynamics for a rank-one matrix approximation problem
Hesameddin Mohammadi, Meisam Razaviyayn, Mihailo R. Jovanović · 2018
In this paper, we examine the global stability of gradient flow dynamics associated with the problem of finding the best rank-one approximation of a given matrix. We partition the state-space into an infinite family of invariant manifolds over which the dynamics reduce to the special case of approximating a symmetric matrix. This allows us to employ a Lyapunov-based argument to explicitly characterize the region of attraction for the stable equilibrium points. This characterization proves an almost everywhere convergence for the gradient flow dynamics to the minimizers of the corresponding rank-one approximation problem.