schatten_even_pow_le_trace_dilation_even_pow
Provedcandes-rechtkhintchinelinear-algebramatrix-completionreferencerudelson
Schatten even-power moment ≤ dilation trace moment. For a real rectangular matrix and , the -th power of the Schatten- norm is bounded by the trace of the -th power of the Hermitian dilation : . Proof (reduction): (Schatten even-power = row-Gram trace), and (dilation trace identity), with since 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 sorrySource
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.