Why outer product isn't backward stable

1.7k Views Asked by At

Outter product isn't backward stable. This is because output matrix most likely has rank one and thus can't be represented in the form $(x + \delta x)(y + \delta y)^*.$ Also we know that if output dimension more then input one then a problem is rarely backward stable. In this case $m + n > m n,$ given $m, n > 1.$

Question is why we can't represent matrix in the way pointed above? I can't find detailed proof. Thanks.

EDIT. So, let's start from the def. Algo is backward stable if $$\tilde{f}(x) = f(\tilde{x}), \exists \tilde{x}, \|\tilde{x} - x\| = \|x\| \times O(\epsilon_{machine}) .$$ Consider single element of resultant matrix:

LHS is $\tilde{f}(x_i y_j) = \mbox{fl}(x_i)\otimes\mbox{fl}(y_j) = [x_i(1 + \epsilon_1) \times y_j(1 + \epsilon_1)](1 + \epsilon_2).$

RHS is $f(\tilde{x_i} \tilde{y_j}) = \mbox{fl}(x_i)\times\mbox{fl}(y_j) = x_i(1 + \epsilon_1) \times y_j(1 + \epsilon_1).$

So, what is the problem with rank one?

1

There are 1 best solutions below

2
On BEST ANSWER

Ok, i've figured it out.

The thing is that it is exteremely unlikely for $\tilde{A}$ be of rank one, because every $\otimes$ introduces small error, e.g. $\frac{ \mbox{fl}(x_i)\otimes \mbox{fl}(y_j) }{ \mbox{fl}(x_i)\otimes \mbox{fl}(y_{j+1}) } \ne \frac{y_j}{y_{j+1}} $, so $(j+1)$-column no more multiple of $j$-column.