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I want to solve an underdetermined system of linear equations $A x = b$ with $A \in \mathbb{R}^{n \times r^2}, x \in \mathbb{R}^{r^2}, b \in \mathbb{R}^n$. The matrix $A$ has the following additional structure: each row of $A$ takes the form $v_i \otimes v_i$ for some $v_i \in \mathbb{R}^r$ (here $1 \le i \le n$). (I.e., each row is the tensor product of some vector with itself.) Furthermore, think of $r^2$ as being about the same magnitude as $n$, i.e., $n = \Theta(r^2)$.

There isn't any further structure. In particular, $A$ is likely dense. I will say that in my specific application, I am taking $b$ to be $\mathbf{0}$, and I want to find a nonzero vector in the kernel of $A$. Furthermore, this nonzero vector can't look (when converted to an $r \times r$ matrix) like a skew-symmetric matrix; it must have some symmetric component. This is because I am then projecting the solution onto the $r (r + 1)/2$-dimensional space of symmetric matrices (in $\mathbb{R}^{r^2}$), and I need it to still be nonzero. (But I thought it would be best to state the problem more generally above.)

I've spent a ton of time trying to figure out how to solve this faster than the naive $O(n^3)$. I've tried performing some version of Gaussian elimination on the rows, $QR$ decomposition, etc. I am currently looking back at iterative methods to see if I missed something that may be of use, but I'm not experienced in this area. Even pointing me towards things to possibly try would be extremely helpful! Thanks!

Edit: Per @Federico Poloni's comment, this could be better formulated as: find a symmetric matrix $X$ such that $v_i^T X v_i = 0$ for $1 \le i \le n, v_i \in \mathbb{R}^r, X \in \mathbb{R}^{r^2}$, where $r (r + 1) / 2 > n$ so that we know that there is a nonzero solution.

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    $\begingroup$ I have edited the title to bring in the reformulation suggested in the solution, which seems to be also OP's original one, given the edit with remarks on symmetry. $\endgroup$ Commented Dec 3, 2020 at 9:17
  • $\begingroup$ @FedericoPoloni Thanks! I also added a bit to the question at the end to go along with the change in the title. $\endgroup$
    – nkyraf33
    Commented Dec 3, 2020 at 15:49
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    $\begingroup$ related $\endgroup$ Commented Dec 12, 2020 at 8:21
  • $\begingroup$ How large is N for the problems you're interested in? $\endgroup$
    – Richard
    Commented Dec 14, 2020 at 6:50
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    $\begingroup$ @Richard Very large I guess, as I am looking at it from a theoretical standpoint. (Not actually trying to implement it.) So cutting down the time by a factor of 2 would be interesting, but I'm really looking for better asymptotic guarantees. $\endgroup$
    – nkyraf33
    Commented Dec 15, 2020 at 0:33

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If each row is a tensor product $v_i \otimes v_i$, then any vector $x$ that is a column-stacked version of a skew-symmetric matrix is in the kernel of $A$. For any $x$, you have $$(v_i \otimes v_i)x = v_i X v_i^T,$$ where $x = \mathrm{vec}(X)$ (see: https://en.wikipedia.org/wiki/Kronecker_product). If $X = -X^T$ then $$v_i X v_i^T = -v_i X^T v_i^T = -v_i X v_i^T = 0.$$

Note that this Kronecker-product structure is not equivalent to each row being a flattened version of a symmetric matrix. A symmetric matrix of size $n$ is determined by $\frac{1}{2}n(n+1)$ numbers whereas a matrix whose flattened version is the Kronecker-product of a vector of size $n$ with itself is determined by $n$ numbers.

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    $\begingroup$ Thank you for the correction regarding symmetric matrices vs. symmetric tensor products. I removed the reference in my question to the rows being symmetric matrices in general. As for the first part, I made the mistake of not specifying in my question that I need this vector in the kernel to not be skew-symmetric; it must have some symmetric component because I want it to remain nonzero after projection onto the space of symmetric matrices. Sorry for not specifying this in the first place; I still appreciate the answer. $\endgroup$
    – nkyraf33
    Commented Dec 2, 2020 at 13:32

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