Core-Conditioned Regularized Matrix Tri-Factorization for High-Dimensional Structured Systems

TL;DR

This paper introduces a regularized matrix tri-factorization framework with a core-conditioning approach, analyzing its mathematical properties, convergence, and practical performance in low-rank approximation tasks.

Contribution

It develops a novel regularized, core-conditioned tri-factorization method, providing theoretical analysis, convergence guarantees, and empirical validation for structured low-rank approximation.

Findings

Proves existence of minimizers under regularization.

Establishes convergence of alternating minimization to critical points.

Demonstrates competitive performance in noisy, ill-conditioned scenarios.

Abstract

This paper studies a regularized matrix tri-factorization \(A\approx PDQ\), where \(P\) and \(Q\) are side factors and \(D\) is a central core whose conditioning can be explicitly regularized or constrained. The formulation is a structured low-rank approximation framework, not a replacement for LU, QR, Cholesky, or the singular value decomposition. In the unregularized full-data Frobenius rank-\(r\) problem, truncated SVD remains the optimal benchmark. The contribution here concerns the regularized and core-conditioned setting, where reconstruction accuracy is treated together with factor scale, numerical conditioning, perturbation behavior, and weighted approximation. The analysis establishes the algebraic scope of the \(PDQ\) representation, proves existence of minimizers under coercive regularization, identifies the non-uniqueness induced by latent-space transformations, derives well-posed block updates for the quadratic full-data objective, and gives product-level perturbation bounds. For exact alternating minimization in the full-data quadratic case, it proves descent, boundedness of iterates, and convergence to a critical point under standard Kurdyka--\L{}ojasiewicz assumptions. A full multi-seed validation indicates competitive behavior in noisy and ill-conditioned low-rank approximation while reporting diagnostics not provided by purely spectral baselines, including the learned core condition number and block-system conditioning. The validation also clarifies the method's limits: randomized SVD remains faster for pure spectral compression, and the current weighted missing-entry variant is not uniformly competitive with matrix-completion baselines. The framework is therefore best viewed as a regularized and diagnostically transparent tri-factorization for settings where approximation quality and numerical conditioning must be controlled jointly.