Example. Counterexample: early low-rank agreement does not determine continuation [ftip-008A]

Let \(e_1=(1,0)^{\mathsf T}\) and \(e_2=(0,1)^{\mathsf T}\) be the standard basis vectors of \(\mathbb R^2\). In a two-dimensional matrix chart, set \(P=e_1e_1^{\mathsf T}\) and \(Q=e_2e_2^{\mathsf T}\). Two paths share the entire observed history \[ W_0=0,\qquad W_1=P,\qquad W_2=2P. \] Every observed local difference is the same rank-one matrix \(P\). The paths then fork: path A takes \(W_3^A=3P\), whereas path B takes \(W_3^B=2P+Q\). Each next local difference is again rank one.

A deterministic history-only forecaster must return the same matrix \(\widehat W_3\) in both worlds. Since \(\|W_3^A-W_3^B\|_F=\|P-Q\|_F=\sqrt {2}\), the triangle inequality forces its Frobenius error to be at least \(1/\sqrt {2}\) on one continuation. Low-rank early motion therefore does not identify the next subspace or the next checkpoint.