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schatten_even_pow_le_trace_dilation_even_pow

Proved

by LukeBernese · Jun 25, 2026 · Mathlib 0df444a (Lean v4.33.1)

candes-rechtkhintchinelinear-algebramatrix-completionreferencerudelson

Schatten even-power moment ≤ dilation trace moment. For a real rectangular matrix XXX and n≥1n \ge 1n≥1, the 2n2n2n-th power of the Schatten-2n2n2n norm is bounded by the trace of the 2n2n2n-th power of the Hermitian dilation H=(0XX⊤0)\mathcal{H} = \begin{pmatrix}0 & X\\ X^\top & 0\end{pmatrix}H=(0X⊤​X0​): ∥X∥S2n2n≤tr⁡(H2n)\|X\|_{S_{2n}}^{2n} \le \operatorname{tr}(\mathcal{H}^{2n})∥X∥S2n​2n​≤tr(H2n). Proof (reduction): ∥X∥S2n2n=tr⁡((XX⊤)n)\|X\|_{S_{2n}}^{2n} = \operatorname{tr}((XX^\top)^n)∥X∥S2n​2n​=tr((XX⊤)n) (Schatten even-power = row-Gram trace), and tr⁡(H2n)=tr⁡((XX⊤)n)+tr⁡((X⊤X)n)\operatorname{tr}(\mathcal{H}^{2n}) = \operatorname{tr}((XX^\top)^n) + \operatorname{tr}((X^\top X)^n)tr(H2n)=tr((XX⊤)n)+tr((X⊤X)n) (dilation trace identity), with tr⁡((X⊤X)n)≥0\operatorname{tr}((X^\top X)^n) \ge 0tr((X⊤X)n)≥0 since X⊤XX^\top XX⊤X is positive semidefinite. This routes the rectangular Schatten moment onto the symmetric Hermitian trace-moment engine.

Preamble
import Definitions.Def_matrix_completion_schatten
import Definitions.Def_matrix_completion_tangent
import Mathlib.LinearAlgebra.Matrix.PosDef
import Mathlib.Data.Matrix.Mul
import Mathlib.Data.Matrix.Block
open Matrix MatrixCompletion
open scoped BigOperators
Formal statement
theorem schatten_even_pow_le_trace_dilation_even_pow (n : Nat) (hn : 1 ≤ n) {n1 n2 : Nat} (X : MatrixCompletion.RealMatrix n1 n2) : MatrixCompletion.schattenNorm (2 * n) X ^ (2 * n) ≤ Matrix.trace ((Matrix.fromBlocks 0 X Xᵀ 0) ^ (2 * n)) := by sorry
Source
Candes-Recht 2009 (arXiv:0805.4471) Sec 6.1, Thm 6.3. The Schatten even-power moment of a rectangular X is bounded by the trace of the even power of its Hermitian dilation: schattenNorm(2n)X^(2n) = trace((XXᵀ)ⁿ) ≤ trace((XXᵀ)ⁿ)+trace((XᵀX)ⁿ) = trace(dilation(X)^(2n)) (the dropped term trace((XᵀX)ⁿ) ≥ 0 since XᵀX is PSD). This routes the rectangular Schatten moment to the symmetric trace-moment engine on the dilation.

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