Concatenated Matrix SVD: Compression Bounds, Incremental Approximation, and Error-Constrained Clustering
This work addresses the issue of uncontrolled reconstruction errors in SVD-based compression of large collections of matrices when heuristic grouping is employed prior to concatenation. To overcome this limitation, the authors propose a theory-driven compressive clustering framework grounded in spectral analysis of horizontally concatenated matrices. They establish, for the first time, a globally provable upper bound on SVD reconstruction error and derive two novel spectral bounds based on a lower bound for singular value growth. Building upon these theoretical guarantees, they design three clustering algorithms with explicit error control, integrated with incremental approximate SVD to efficiently estimate compression error without explicitly forming the full concatenated matrix. The resulting approach achieves a favorable balance among speed, accuracy, and scalability, significantly enhancing the reliability and practicality of SVD compression in applications such as multi-view learning, signal processing, and neural network compression.