Stable Rank and Intrinsic Dimension of Real and Complex Matrices

TL;DR

This paper explores the properties of stable rank and intrinsic dimension in matrices, comparing them to classical rank, and introduces a unified framework using Schatten p-norms to analyze their behavior and stability.

Contribution

It generalizes stable rank to Schatten p-norms, compares properties of stable rank and intrinsic dimension, and provides inequalities and stability analysis for these concepts.

Findings

Stable rank does not satisfy fundamental rank properties.

Intrinsic dimension satisfies some rank properties.

The p-stable rank unifies stable rank and intrinsic dimension.

Abstract

The notion of `stable rank' of a matrix is central to the analysis of randomized matrix algorithms, covariance estimation, deep neural networks, and recommender systems. We compare the properties of the stable rank and intrinsic dimension of real and complex matrices to those of the classical rank. Basic proofs and examples illustrate that the stable rank does not satisfy any of the fundamental rank properties, while the intrinsic dimension satisfies a few. In particular, the stable rank and intrinsic dimension of a submatrix can exceed those of the original matrix; adding a Hermitian positive semi-definite matrix can lower the intrinsic dimension of the sum; and multiplication by a nonsingular matrix can drastically change the stable rank and the intrinsic dimension. We generalize the concept of stable rank to the p-stable in any Schatten p-norm, thereby unifying the concepts of stable rank and intrinsic dimension: The stable rank is the 2-stable rank, while the intrinsic dimension is the 1-stable rank of a Hermitian positive semi-definite matrix. We derive sum and product inequalities for the pth root of the p-stable rank, and show that it is well-conditioned in the norm-wise absolute sense. The conditioning improves if the matrix and the perturbation are Hermitian positive semi-definite.