nuclear_norm_dual_achiever_contraction
ProvedNuclear-norm dual achiever (Candès–Recht 2009, arXiv:0805.4471, Lemma 3.2, p.15). For every real matrix there is a contraction in the operator (spectral) norm, , that realizes the nuclear norm of as a Frobenius inner product: . Concretely, if is an SVD of , then is a partial isometry with (or when ) and . This is the dual-norm duality , achieved at the sign matrix; it is the achiever half of trace duality (the equality case complementing the von Neumann inequality ).
Preamble
import Definitions.Def_matrix_completion_tangent open MatrixCompletion
Formal statement
theorem nuclear_norm_dual_achiever_contraction {n₁ n₂ : ℕ} (N : Matrix (Fin n₁) (Fin n₂) ℝ) : ∃ Z : Matrix (Fin n₁) (Fin n₂) ℝ, spectralNorm Z ≤ 1 ∧ matrixInner Z N = nuclearNorm N := by sorrySource
Candès–Recht 2009, arXiv:0805.4471, Lemma 3.2 (p.15)