Discrete Double-Bracket Flows for Isotropic-Noise Invariant Eigendecomposition

ZhiMing Li, JiaHe Feng

We study eigendecomposition on $SO(n)$ under streaming observations $C_k=C_{\mathrm{sig}}+{\sigma }_k^{2}I+E_k$, where the isotropic background ${\sigma }_k^{2}I$ may be time-varying and arbit…