pith:GIDDWI6G
Fast and Stable Gradient Approximation for Bilinear Forms of Hermitian Matrix Functions
A forward-only gradient approximation reuses the Lanczos pass to stably differentiate bilinear forms u^T f(A(θ))v for Hermitian A with error proportional to the residual norm.
arxiv:2605.12801 v1 · 2026-05-12 · math.NA · cs.NA
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Claims
We propose a forward-only gradient approximation that reuses the Lanczos pass and adds very minimal overhead in most cases. We prove that its error is proportional to the Lanczos residual norm, the same quantity controlling the forward approximation. Whereas a traditional adjoint-based calculation would be unstable without reorthogonalization, the new method appears unconditionally stable in our tests.
The approach assumes A(θ) remains Hermitian so that Lanczos produces real eigenvalues and orthogonal vectors, and that the residual norm from the forward Lanczos pass is a reliable error indicator for both the value and the gradient; stability is reported from tests but the abstract does not specify the range of matrices or functions f where this holds without additional conditions.
A forward-only Lanczos gradient approximation for Hermitian matrix function bilinear forms whose error scales with the same residual norm as the forward approximation and appears stable without reorthogonalization.
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| First computed | 2026-05-18T03:09:12.715358Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
32063b23c67df260b9fcbb4ba8e78af17deaeb8535a326a7f0cc3118cdb1073e
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/GIDDWI6GPXZGBOP4XNF2RZ4K6F \
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Canonical record JSON
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