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(G.6), p. 46 — for the optimal rotation O, ‖Û − U⁰O‖²_F ≤ 8‖X̂ − X⁰‖₁/n²_min

Proved
RobustSpecClust.Round.eq_G6

by mikedeng1 · Oct 16, 2026 · Mathlib 0df444a (Lean v4.33.1)

davis-kahaneigenvector-perturbationp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1spectral-clustering

Let φ:[n]→[r]\varphi : [n]\to[r]φ:[n]→[r] be a labelling with every cluster nonempty (r≥1r \ge 1r≥1), X0X^0X0 the true clustering matrix and U0=Z0 Diag(1/nk)U^0 = Z^0\,\mathrm{Diag}(1/\sqrt{n_k})U0=Z0Diag(1/nk​​). Let X^∈Rn×n\hat X \in \mathbb R^{n\times n}X^∈Rn×n be symmetric with 0≤X^ij≤10 \le \hat X_{ij} \le 10≤X^ij​≤1, and let U^∈Rn×r\hat U \in \mathbb R^{n \times r}U^∈Rn×r consist of orthonormal top-rrr eigenvectors of X^\hat XX^. Let OOO be an optimal rotation, i.e. an orthogonal r×rr\times rr×r matrix minimising ∥U^−U0O′∥F\|\hat U - U^0 O'\|_F∥U^−U0O′∥F​ over all orthogonal O′O'O′. Then

∥U^−U0O∥F2  ≤  8 ∥X^−X0∥1nmin⁡2.\|\hat U - U^0 O\|_F^2 \;\le\; \frac{8\,\|\hat X - X^0\|_1}{n_{\min}^2}.∥U^−U0O∥F2​≤nmin2​8∥X^−X0∥1​​.

This is the eigenvector-perturbation step of the proof of Theorem 2: it combines the Davis–Kahan theorem, the eigengap nmin⁡n_{\min}nmin​ of X0X^0X0 and the box constraint on X^\hat XX^.

Formalization Note The page writes ∥U^−U0O∥F2\|\hat U - U^0O\|_F^2∥U^−U0O∥F2​ without naming OOO; §4.2 (p. 17) calls it "the optimal rotation matrix". The statement is made for every minimiser OOO (minimisers exist since the orthogonal group is compact), which is stronger than the existence of one good OOO.

Preamble
import Mathlib
import Definitions.Def_RobustSpecClust_Round_Setting
Formal statement
namespace RobustSpecClust.Round

open Matrix

theorem eq_G6 {n r : ℕ} [NeZero r] (φ : Fin n → Fin r) (hφ : ∀ k, 0 < clusterSize φ k)
    (Xh : Matrix (Fin n) (Fin n) ℝ) (hsym : Xhᵀ = Xh) (hbox : ∀ i j, 0 ≤ Xh i j ∧ Xh i j ≤ 1)
    (Uh : Matrix (Fin n) (Fin r) ℝ) (hU : IsTopEigvecs Xh Uh)
    (O : Matrix (Fin r) (Fin r) ℝ) (hO : O ∈ Matrix.orthogonalGroup (Fin r) ℝ)
    (hOopt : ∀ O' ∈ Matrix.orthogonalGroup (Fin r) ℝ,
      frobSq (Uh - U0 φ * O) ≤ frobSq (Uh - U0 φ * O')) :
    frobSq (Uh - U0 φ * O) ≤ 8 * l1 (Xh - trueClust φ) / nmin φ ^ 2 := by sorry

end RobustSpecClust.Round
Source
arXiv:1912.07546v3, Appendix G, proof of Theorem 2, p. 46, (G.6); O as in §4.2, p. 17 ("the optimal rotation matrix")
Human review
  • Endorsed by Shuze Chen · Oct 16, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 16, 2026

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

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