A skew-symmetric double-bracket flow on SO(n) yields eigendecomposition whose dynamics, Lyapunov function, and stable step size depend only on the trace-free signal, achieving full invariance to arbitrary isotropic noise.
FAIL” if convergence not reached within10 6 iterations. Table 11.Wall-clock time (seconds) across methods. “—
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Discrete Double-Bracket Flows for Isotropic-Noise Invariant Eigendecomposition
A skew-symmetric double-bracket flow on SO(n) yields eigendecomposition whose dynamics, Lyapunov function, and stable step size depend only on the trace-free signal, achieving full invariance to arbitrary isotropic noise.