Counting Real Critical Points of the Distance to Orthogonally Invariant Matrix Sets

Minimizing the Euclidean distance to a set arises frequently in applications. When the set is algebraic, a measure of complexity of this optimization problem is its number of critical points. In this paper we provide a general framework to compute and count the real smooth critical points of a data matrix on an orthogonally invariant set of matrices. The technique relies on “transfer principles” that allow calculations to be done in the space of singular values of the matrices in the orthogonally invariant set. The calculations often simplify greatly and yield transparent formulas. We illustrate the method on several examples, and compare our results to the recently introduced notion of Euclidean distance degree of an algebraic variety.