Update Gram matrix parameterization
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@ -39,7 +39,12 @@ on $\operatorname{Hom}(\mathbb{R}^n, V)$. Finding a global minimum of the *loss
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#### The first derivative of the loss function
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Write the loss function as
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\[ \begin{align*} f & = \|\Delta\|^2 \\ & = \operatorname{tr}(\Delta^\top \Delta), \end{align*} \]
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```math
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\begin{align*}
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f & = \|\Delta\|^2 \\
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& = \operatorname{tr}(\Delta^\top \Delta),
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\end{align*}
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```
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where $\Delta = G - \mathcal{P}(A^\top Q A)$. Differentiate both sides and simplify the result using the transpose-invariance of the trace:
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\[ \begin{align*} df & = \operatorname{tr}(d\Delta^\top \Delta) + \operatorname{tr}(\Delta^\top d\Delta) \\ & = 2\operatorname{tr}(\Delta^\top d\Delta). \end{align*} \]
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To compute $d\Delta$, it will be helpful to write the projection operator $\mathcal{P}$ more explicitly. Let $\mathcal{C}$ be the set of indices where the Gram matrix is unconstrained. We can express $C$ as the span of the standard basis matrices $\{E_{ij}\}_{(i, j) \in \mathcal{C}}$. Observing that $E_{ij} X^\top E_{ij} = X_{ij} E_{ij}$ for any matrix $X$, we can do orthogonal projection onto $C$ using standard basis matrices:
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