Structured Variational $D$-Decomposition for Accurate and Stable Low-Rank Approximation

Katende, Ronald

arXiv.org Artificial Intelligence 

We introduce the $D$-decomposition, a non-orthogonal matrix factorization of the form $A \approx P D Q$, where $P \in \mathbb{R}^{n \times k}$, $D \in \mathbb{R}^{k \times k}$, and $Q \in \mathbb{R}^{k \times n}$. The decomposition is defined variationally by minimizing a regularized Frobenius loss, allowing control over rank, sparsity, and conditioning. Unlike algebraic factorizations such as LU or SVD, it is computed by alternating minimization. We establish existence and perturbation stability of the solution and show that each update has complexity $\mathcal{O}(n^2k)$. Benchmarks against truncated SVD, CUR, and nonnegative matrix factorization show improved reconstruction accuracy on MovieLens, MNIST, Olivetti Faces, and gene expression matrices, particularly under sparsity and noise.