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tangent_coordinate_kernel_offdiagonal_bound_from_a0_min_dim

Proved

by LukeBernese · Jun 23, 2026 · Mathlib 0df444a (Lean v4.33.1)

candes-rechtmatrix-completionreferencetangent-space

Off-diagonal tangent-kernel magnitude bound (Candes–Recht 2009, §6 eq (6.1)+(6.2), p.32). For a rank-rrr SVD SSS of M∈Rn1×n2M\in\mathbb R^{n_1\times n_2}M∈Rn1​×n2​ satisfying the standard incoherence hypothesis A0 S μ₀ (the A0A_0A0​ coherence bound with parameter μ0≥1\mu_0\ge 1μ0​≥1), the tangent-space coordinate kernel K(i,j,a,b)=⟨PT(eiej⊤), eaeb⊤⟩K(i,j,a,b)=\langle P_T(e_ie_j^\top),\,e_ae_b^\top\rangleK(i,j,a,b)=⟨PT​(ei​ej⊤​),ea​eb⊤​⟩ is uniformly bounded — for all index pairs (i,j),(a,b)(i,j),(a,b)(i,j),(a,b), not only the diagonal (i,j)=(a,b)(i,j)=(a,b)(i,j)=(a,b) — by

∣K(i,j,a,b)∣ ≤ Cker μ0 rmin⁡(n1,n2).|K(i,j,a,b)|\ \le\ C_{\mathrm{ker}}\,\mu_0\,\frac{r}{\min(n_1,n_2)}.∣K(i,j,a,b)∣ ≤ Cker​μ0​min(n1​,n2​)r​.

This is the off-diagonal generalization of the diagonal estimate (4.8) ∥PT(eaeb⊤)∥F2≤2μ0r/min⁡(n1,n2)\|P_T(e_ae_b^\top)\|_F^2\le 2\mu_0 r/\min(n_1,n_2)∥PT​(ea​eb⊤​)∥F2​≤2μ0​r/min(n1​,n2​). It follows by Cauchy–Schwarz for the Frobenius inner product: K(i,j,a,b)=⟨PTeij,PTeab⟩K(i,j,a,b)=\langle P_T e_{ij},P_T e_{ab}\rangleK(i,j,a,b)=⟨PT​eij​,PT​eab​⟩ (self-adjointness and idempotence of PTP_TPT​), hence ∣K(i,j,a,b)∣≤∥PTeij∥F ∥PTeab∥F|K(i,j,a,b)|\le\|P_T e_{ij}\|_F\,\|P_T e_{ab}\|_F∣K(i,j,a,b)∣≤∥PT​eij​∥F​∥PT​eab​∥F​, and each factor equals K(⋅,⋅,⋅,⋅)diag≤Ckerμ0r/min⁡\sqrt{K(\cdot,\cdot,\cdot,\cdot)_{\text{diag}}}\le\sqrt{C_{\mathrm{ker}}\mu_0 r/\min}K(⋅,⋅,⋅,⋅)diag​​≤Cker​μ0​r/min​ by eq (4.7).

Preamble
import Definitions.Def_matrix_completion_neumann
open MatrixCompletion
Formal statement
theorem tangent_coordinate_kernel_offdiagonal_bound_from_a0_min_dim :
    ∃ Cker : ℝ, 0 < Cker ∧
      ∀ (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 →
        ∀ i j a b,
          |tangentCoordinateKernel S i j a b| ≤
            Cker * μ₀ * ((r : ℝ) / (↑(min n₁ n₂))) := by sorry
Source
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).

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