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sign_plus_normal_projection_operator_norm_le_one

Proved

by Harry_Xu · Jun 21, 2026 · Mathlib 0df444a (Lean v4.33.1)

Sign matrix plus a normal-space contraction is a contraction (Candès–Recht 2009, arXiv:0805.4471, Lemma 3.2 achiever, p.15). Let E=sign⁡(M)E=\operatorname{sign}(M)E=sign(M) be the tangent sign matrix of a rank-rrr SVD SSS of MMM, so E∈TE\in TE∈T has column space inside the left singular span UUU and row space inside the right singular span VVV. For any matrix ZZZ with operator norm ∥Z∥≤1\lVert Z\rVert\le 1∥Z∥≤1, the normal projection W=PT⊥ZW=P_{T^\perp}ZW=PT⊥​Z lies in T⊥T^\perpT⊥ (its column space is orthogonal to UUU and its row space orthogonal to VVV) and satisfies ∥W∥≤∥Z∥≤1\lVert W\rVert\le\lVert Z\rVert\le 1∥W∥≤∥Z∥≤1 (PT⊥P_{T^\perp}PT⊥​ is an operator-norm contraction). Because EEE and WWW have orthogonal column spaces and orthogonal row spaces, E+WE+WE+W acts blockwise and ∥E+W∥=max⁡(∥E∥,∥W∥)≤1\lVert E+W\rVert=\max(\lVert E\rVert,\lVert W\rVert)\le 1∥E+W∥=max(∥E∥,∥W∥)≤1. This is exactly the construction guaranteeing E+W∈∂∥M∥∗E+W\in\partial\lVert M\rVert_*E+W∈∂∥M∥∗​ in the subgradient characterization (3.4).

Preamble
import Definitions.Def_matrix_completion_tangent
open MatrixCompletion
Formal statement
theorem sign_plus_normal_projection_operator_norm_le_one {n₁ n₂ r : ℕ} {M : Matrix (Fin n₁) (Fin n₂) ℝ} (S : SVD M r) (Z : Matrix (Fin n₁) (Fin n₂) ℝ) (hZ : spectralNorm Z ≤ 1) : spectralNorm (signMatrix S + normalProjection S Z) ≤ 1 := by sorry
Source
Candès–Recht 2009, arXiv:0805.4471, Lemma 3.2 (p.15)

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