quadratic_neumann_all_distinct_inner_coefficient_uniform_two_term_event_honest_min_dim
Provedcandes-rechtmatrix-completionquadratic-neumannsection-63
Honest-scale uniform inner two-term event (node 1′) for the all-distinct
inner coefficient G_{ω₃}(w1,w2). Carries the √(density) factor
√((β+4)logN/p) explicitly (two-coordinate (w1,w2) union → β+4 shift).
Source: Candès–Recht 2008, §6.3, PDF pp. 32--33, equation (6.23), Lemma 6.6 equations (6.15)--(6.17).
Preamble
import Definitions.Def_matrix_completion_neumann open MatrixCompletion
Formal statement
theorem quadratic_neumann_all_distinct_inner_coefficient_uniform_two_term_event_honest_min_dim
(Centry Cfro : ℝ) :
0 < Centry → 0 < Cfro →
∃ Cinner cinner : ℝ, 0 < Cinner ∧ 0 < cinner ∧
∀ (β : ℝ), 2 < β →
∀ (n₁ n₂ r m : ℕ) (M : Matrix (Fin n₁) (Fin n₂) ℝ)
(μ₀ μ₁ : ℝ) (S : SVD M r),
0 < n₁ → 0 < n₂ → 0 < r → m ≤ n₁ * n₂ →
1 ≤ μ₀ → 1 ≤ μ₁ →
A0 S μ₀ → A1 S μ₁ →
(∀ (Omega3 : Finset (Fin n₁ × Fin n₂))
(w1 w2 : Fin n₁ × Fin n₂),
quadraticAllDistinctInnerCoefficient Omega3 S
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) w1 w2 =
matrixEntrySum
(centeredSamplingFluctuation Omega3
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))
(quadraticAllDistinctInnerBaseMatrix S w1 w2))) →
(∀ w1 w2 : Fin n₁ × Fin n₂,
entrySupNorm (quadraticAllDistinctInnerBaseMatrix S w1 w2) ≤
Centry * μ₁ *
Real.sqrt ((r : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
(μ₀ * (r : ℝ) / (↑(min n₁ n₂)))) →
(∀ w1 w2 : Fin n₁ × Fin n₂,
frobeniusNorm (quadraticAllDistinctInnerBaseMatrix S w1 w2) ≤
Cfro * μ₁ *
Real.sqrt ((r : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
Real.sqrt (μ₀ * (r : ℝ) / (↑(min n₁ n₂)))) →
bernoulliEventProb ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))
(fun Omega3 =>
QuadraticAllDistinctInnerCoefficientBound Omega3 S
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))
(Cinner *
(Real.sqrt
(((β + 4) * Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
(μ₁ * Real.sqrt ((r : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
Real.sqrt (μ₀ * (r : ℝ) / (↑(min n₁ n₂)))) +
(((β + 4) * Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
(μ₁ * Real.sqrt ((r : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
(μ₀ * (r : ℝ) / (↑(min n₁ n₂))))))) ≥
1 - cinner * Real.rpow (↑(max n₁ n₂)) (-β) := by sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.