quadratic_neumann_middle_index_distinct_kernel_square_base_frobenius_norm_bound_min_dim
Provedcandes-rechtmatrix-completionreferencetangent-space
Frobenius bound for the off-diagonal kernel-square base matrix (Candes–Recht 2009, §6 eq (6.2) with the Bessel identity (4.7), p.32). For the same base matrix with entries , the Frobenius norm is bounded by
Proof: , using the off-diagonal bound on the factor and the diagonal identity (4.7) on the sum of . Taking square roots gives . This corrects the disproved supplier.
Preamble
import Definitions.Def_matrix_completion_neumann open MatrixCompletion
Formal statement
theorem quadratic_neumann_middle_index_distinct_kernel_square_base_frobenius_norm_bound_min_dim :
∃ Cfro : ℝ, 0 < Cfro ∧
∀ (n₁ n₂ r : ℕ) (M : Matrix (Fin n₁) (Fin n₂) ℝ)
(μ₀ : ℝ) (S : SVD M r),
0 < n₁ → 0 < n₂ → 0 < r → 1 ≤ μ₀ → A0 S μ₀ →
∀ w1 : Fin n₁ × Fin n₂,
frobeniusNorm (quadraticMiddleIndexDistinctKernelSquareBaseMatrix S w1) ≤
Cfro * Real.rpow μ₀ ((3 : ℝ) / 2) *
Real.rpow ((r : ℝ) / (↑(min n₁ n₂))) ((3 : ℝ) / 2) := by sorrySource
Candes & Recht, Exact Matrix Completion via Convex Optimization (2009), arXiv:0805.4471, §6 "Proofs of the Critical Lemmas", p.32, eq (6.1)+(6.2).