Unverified 2026

Lyapunov Canonical-Angle Regularizer

Implementation & benchmark of arXiv:2608.24405 — A kernel proof of the De Cock-De Moor Lyapunov identity

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Source paper: A kernel proof of the De Cock-De Moor Lyapunov identity arXiv:2608.24405 ⓘ · analyzed Aug 29, 2026

AI-generated research hypothesis, automatically tested. Not peer-reviewed.

Idea description

Add a spectral regularizer to a linear state-space or recurrent layer that controls the overlap between its controllable and observable state directions. The regularizer uses the paper's identity to monitor eigenvalues of (I+PQ)^{-1}, equivalently the squared canonical correlations between reachable and observable subspaces, and penalizes degenerate or overly concentrated spectra.

Formulas

$$P=\mathcal{C}_{\infty}\mathcal{C}_{\infty}^{\top},\qquad Q=\mathcal{O}_{\infty}\mathcal{O}_{\infty}^{\top},\qquad R=\mathcal{C}_{\infty}\mathcal{O}_{\infty}^{\top}.$$
$$P^{-1}RQ^{-1}R^{\top}\quad\text{and}\quad (I+PQ)^{-1}\quad\text{have the same characteristic polynomial}.$$
$$\lambda_i\!\left((I+PQ)^{-1}\right)=\cos^2\theta_i,\qquad \lambda_i(PQ)=\tan^2\theta_i.$$
$$\mathcal{L}_{\mathrm{angle}}=\frac{1}{n}\sum_{i=1}^{n}\left[\log(\lambda_i+\delta)-\log(\lambda_{\mathrm{target}}+\delta)\right]^2.$$

Mathematical statement

For a stable linear recurrent system x_{t+1}=Ax_t+Bu_t and y_t=Cx_t, define the infinite controllability matrix C_inf=[B,AB,A^2B,...] and observability matrix O_inf=[C^T,A^T C^T,(A^T)^2 C^T,...]. The Gramians are P=C_inf C_inf^T and Q=O_inf O_inf^T, while R=C_inf O_inf^T. The paper proves that P^{-1} R Q^{-1} R^T and (I+PQ)^{-1} have the same characteristic polynomial for the coupled Lyapunov/Sylvester construction associated with the rank-one update A_2=A+vw^T. In the Schur-stable realization, the eigenvalues of the first matrix are squared canonical correlations cos^2(theta_i) between range(C_inf^T) and range(O_inf^T), and equivalently the eigenvalues of PQ are tan^2(theta_i). For implementation, approximate the infinite matrices with a finite horizon T, add ridge epsilon I to P and Q, and regularize the eigenvalues lambda_i=(1+s_i)^{-1}, where s_i are eigenvalues of the symmetric matrix Q^{1/2} P Q^{1/2}.

Implementation notes

Integrate this into the recurrent or state-space block, rather than into the output head. Let the hidden dimension be n, with transition A, input projection B, and readout C. First stabilize A, for example with A=rho A_raw/(max(1,||A_raw||_2)+1e-4), where rho is a learned or fixed scalar constrained below one. Every K optimizer steps, construct finite-horizon Gramians using T unrolled powers: initialize P=0, Q=0, Xc=B, Xo=C^T; for k=0,...,T-1, update P=P+Xc Xc^T, Q=Q+Xo Xo^T, then Xc=A Xc and Xo=A^T Xo. Replace P and Q by P+epsilon I and Q+epsilon I, with epsilon=1e-4 trace(P)/n. Compute Q^{1/2} by eigendecomposition, form S=Q^{1/2} P Q^{1/2}, and compute its eigenvalues s_i. Set lambda_i=1/(1+s_i), then add alpha times L_angle to the task loss. Use lambda_target=0.5 initially, or instead penalize spectral variance. Detach the eigensystem every K steps if memory is limiting. The theorem supplies the canonical-angle interpretation and the PQ to (I+PQ)^{-1} conversion; finite horizon, ridge, and target spectrum are empirical choices. First test a 256-unit Elman RNN and a small diagonal-plus-low-rank SSM on sequential MNIST, comparing against weight decay alone. Track validation accuracy, gradient norms over sequence time, Gramian condition numbers, and failures from exploding gradients. A positive result is equal or higher accuracy with fewer unstable runs and improved extrapolation from sequence length 100 to 500.

Verification

This idea has not been verified yet.

Verification happens in two stages: Stage 1 — a mechanism check on a toy system confirms the claimed mathematical phenomenon reproduces; Stage 2 — a benchmark implements the idea on a real (small) neural network task and compares it against a tuned baseline over 8 paired seeds with a permutation test.

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