Exact low-dimensional reformulations for regularized spectral approximation

Abstract: We study exact low-dimensional reformulations for a regularized spectral approximation problem and its weighted variant. In the unweighted setting, weak-majorization monotonicity of the fidelity term enables an exact reformulation over singular values. In the weighted setting, we establish such a reformulation under compatibility and simultaneous diagonalization conditions. We further show, via a counterexample, that this exact reformulation can fail in the absence of simultaneous diagonalization.