(2.10) — and
ProvedKLTNuclear.Oracle.eq_2_10nuclear-normp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1singular-value-decomposition
Let be a singular value decomposition of a real matrix, with support and , the orthogonal projectors onto , . Then
- if (that is, ), (operator norm);
- for every matrix ,
In the proof of Theorem 1 these are applied with to bound the term of (2.8).
Formalization Note The paper states the first fact without restriction; for the sum is empty and its norm is , so the condition is added (it is the case the proof uses: for the term vanishes). The paper writes ; the second fact holds for every and is stated so.
Preamble
import Mathlib import Definitions.Def_KLTNuclear_Oracle_Model open MeasureTheory MatrixCompletion
Formal statement
namespace KLTNuclear.Oracle
/-- (2.10) (p. 8): for an SVD A = Σⱼ σⱼ uⱼ vⱼᵀ of a nonzero A (r > 0),
‖Σⱼ uⱼ vⱼᵀ‖∞ = 1 and ⟨Σⱼ uⱼ vⱼᵀ, B⟩ = ⟨Σⱼ uⱼ vⱼᵀ, P_{S₁} B P_{S₂}⟩ for every matrix B
(in the paper B = Â^λ − A). -/
theorem eq_2_10 {m₁ m₂ r : ℕ} {A : RealMatrix m₁ m₂} (S : SVD A r) :
(0 < r → spectralNorm (signMatrix S) = 1) ∧
∀ B : RealMatrix m₁ m₂,
matrixInner (signMatrix S) B = matrixInner (signMatrix S) (twoSidedSingularProjection S B) := by sorry
end KLTNuclear.Oracle
Source
Koltchinskii, Lounici, Tsybakov, Nuclear-Norm Penalization and Optimal Rates for Noisy Low-Rank Matrix Completion, arXiv:1011.6256v4, p. 8, (2.10)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.