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(2.10) — ∥∑jujvj⊤∥∞=1\|\sum_j u_jv_j^\top\|_\infty=1∥∑j​uj​vj⊤​∥∞​=1 and ⟨∑jujvj⊤,B⟩=⟨∑jujvj⊤,PS1BPS2⟩\langle\sum_j u_jv_j^\top,B\rangle=\langle\sum_j u_jv_j^\top,P_{S_1}BP_{S_2}\rangle⟨∑j​uj​vj⊤​,B⟩=⟨∑j​uj​vj⊤​,PS1​​BPS2​​⟩

Proved
KLTNuclear.Oracle.eq_2_10

by mikedeng1 · Oct 7, 2026 · Mathlib 0df444a (Lean v4.33.1)

nuclear-normp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1singular-value-decomposition

Let A=∑j=1rσjujvj⊤A=\sum_{j=1}^r\sigma_ju_jv_j^\topA=∑j=1r​σj​uj​vj⊤​ be a singular value decomposition of a real m1×m2m_1\times m_2m1​×m2​ matrix, with support (S1,S2)(S_1,S_2)(S1​,S2​) and PS1P_{S_1}PS1​​, PS2P_{S_2}PS2​​ the orthogonal projectors onto S1S_1S1​, S2S_2S2​. Then

  1. if A≠0A\ne0A=0 (that is, r≥1r\ge1r≥1), ∥∑j=1rujvj⊤∥∞=1\big\|\sum_{j=1}^ru_jv_j^\top\big\|_\infty=1​∑j=1r​uj​vj⊤​​∞​=1 (operator norm);
  2. for every m1×m2m_1\times m_2m1​×m2​ matrix BBB,
⟨∑j=1rujvj⊤,B⟩=⟨∑j=1rujvj⊤,PS1BPS2⟩.\Big\langle\sum_{j=1}^ru_jv_j^\top,B\Big\rangle=\Big\langle\sum_{j=1}^ru_jv_j^\top,P_{S_1}BP_{S_2}\Big\rangle .⟨j=1∑r​uj​vj⊤​,B⟩=⟨j=1∑r​uj​vj⊤​,PS1​​BPS2​​⟩.

In the proof of Theorem 1 these are applied with B=A^λ−AB=\hat A^\lambda-AB=A^λ−A to bound the term −λ⟨∑jujvj⊤,A^λ−A⟩-\lambda\langle\sum_ju_jv_j^\top,\hat A^\lambda-A\rangle−λ⟨∑j​uj​vj⊤​,A^λ−A⟩ of (2.8).

Formalization Note The paper states the first fact without restriction; for A=0A=0A=0 the sum is empty and its norm is 000, so the condition r>0r>0r>0 is added (it is the case the proof uses: for A=0A=0A=0 the term vanishes). The paper writes B=A^λ−AB=\hat A^\lambda-AB=A^λ−A; the second fact holds for every BBB 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
  • Endorsed by Shuze Chen · Oct 7, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 7, 2026

    Confirmed by the mission captain (proposal self-audit).

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