diff --git a/Gram-matrix-parameterization.md b/Gram-matrix-parameterization.md index aaf9dff..c4358d3 100644 --- a/Gram-matrix-parameterization.md +++ b/Gram-matrix-parameterization.md @@ -33,12 +33,65 @@ For any dimensions $n$ and $m$, the inner products on $\mathbb{R}^n$ and $\mathb #### The loss function Consider the matrices $\mathbb{R}^n \to \mathbb{R}^n$ whose entries vanish at the indices where the Gram matrix is unconstrained. They form a subspace $C$ of the matrix space $\operatorname{End}(\mathbb{R}^n)$. Let $\mathcal{P} \colon \operatorname{End}(\mathbb{R}^n) \to C$ be the orthogonal projection with respect to the Frobenius product. The constrained entries of the Gram matrix can be expressed uniquely as a matrix $G \in C$, and the linear maps $A \colon \mathbb{R}^n \to V$ that satisfy the constraints form the zero set of the non-negative function -\[ f(A) = \|G - \mathcal{P}(A^\top Q A)\|^2\] +\[ f = \|G - \mathcal{P}(A^\top Q A)\|^2\] on $\operatorname{Hom}(\mathbb{R}^n, V)$. Finding a global minimum of the *loss function* $f$ is thus equivalent to finding a construction that satisfies the constraints. #### The first derivative of the loss function -*Writeup in progress. Implemented in `app-proto/src/engine.rs` and `engine-proto/gram-test/Engine.jl`.* +Write the loss function as +\[ +\begin{align*} +f & = \|\Delta\|^2 \\ +& = \operatorname{tr}(\Delta^\top \Delta), +\end{align*} +\] +where $\Delta = G - \mathcal{P}(A^\top Q A)$. Differentiate both sides and simplify the result using the transpose-invariance of the trace: +\[ +\begin{align*} +df & = \operatorname{tr}(d\Delta^\top \Delta) + \operatorname{tr}(\Delta^\top d\Delta) \\ +& = 2\operatorname{tr}(\Delta^\top d\Delta). +\end{align*} +\] +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 elementary 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 elementary matrices: +\[ \mathcal{P}(X) = \sum_{(i, j) \in \mathcal{C}} E_{ij} X^\top E_{ij}. \] +It follows that +\[ +\begin{align*} +d\mathcal{P}(X) & = \sum_{(i, j) \in \mathcal{C}} E_{ij}\,dX^\top E_{ij} \\ +& = \mathcal{P}(dX). +\end{align*} +\] +Since the subspace $C$ is transpose-invariant, we also have +\[ \mathcal{P}(X^\top) = \mathcal{P}(X)^\top. \] +We can now see that +\[ +\begin{align*} +d\Delta & = -\mathcal{P}(dA^\top Q A + A^\top Q\,dA) \\ +& = -\big[\mathcal{P}(A^\top Q\,dA)^\top + \mathcal{P}(A^\top Q\,dA)\big]. +\end{align*} +\] +Plugging this into our formula for $df$, and recalling that $\Delta$ is symmetric, we get +\[ +\begin{align*} +df & = 2\operatorname{tr}(-\Delta^\top \big[\mathcal{P}(A^\top Q\,dA)^\top + \mathcal{P}(A^\top Q\,dA)\big]) \\ +& = -2\operatorname{tr}\left(\Delta\,\mathcal{P}(A^\top Q\,dA)^\top + \Delta^\top \mathcal{P}(A^\top Q\,dA)\big]\right) \\ +& = -2\left[\operatorname{tr}\big(\Delta\,\mathcal{P}(A^\top Q\,dA)^\top\big) + \operatorname{tr}\big(\Delta^\top \mathcal{P}(A^\top Q\,dA)\big)\right] \\ +& = -4 \operatorname{tr}\big(\Delta^\top \mathcal{P}(A^\top Q\,dA)\big), +\end{align*} +\] +using the transpose-invariance and cyclic property of the trace in the final step. Writing the projection in terms of elementary matrices, we learn that +\[ +\begin{align*} +df & = -4 \operatorname{tr}\left(\Delta^\top \left[ \sum_{(i, j) \in \mathcal{C}} E_{ij} (A^\top Q\,dA)^\top E_{ij} \right] \right) \\ +& = -4 \operatorname{tr}\left(\sum_{(i, j) \in \mathcal{C}} \Delta^\top E_{ij}\,dA^\top Q A E_{ij}\right) \\ +& = -4 \operatorname{tr}\left(dA^\top Q A \left[ \sum_{(i, j) \in \mathcal{C}} E_{ij} \Delta^\top E_{ij} \right]\right) \\ +& = -4 \operatorname{tr}\big(dA^\top Q A\,\mathcal{P}(\Delta)\big) \\ +& = \langle\!\langle dA,\,-4 Q A\,\mathcal{P}(\Delta) \rangle\!\rangle. +\end{align*} +\] +From here, we get a nice matrix expression for the negative gradient of the loss function: +\[ -\operatorname{grad}(f) = 4 Q A\,\mathcal{P}(\Delta). \] +This matrix is stored as `neg_grad` in the Rust and Julia implementations of the realization routine. #### The second derivative of the loss function