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tangent_sampling_fluctuation_rank_one_frame_identity

Proved

by Hartmann_Psi · Jun 24, 2026 · Mathlib c5ea003 (Lean v4.30.0)

linear-algebramatrix-completion

Rank-one frame representation of the un-normalised tangent sampling fluctuation. For a matrix XXX in the tangent space TTT (i.e. PTX=XP_T X = XPT​X=X), the operator PT(PΩX)−p XP_T(P_\Omega X) - p\,XPT​(PΩ​X)−pX equals the rank-one tensor sum ∑(a,b)(δab−p) Xab yab\sum_{(a,b)} (\delta_{ab}-p)\,X_{ab}\,y_{ab}∑(a,b)​(δab​−p)Xab​yab​, where δab=[(a,b)∈Ω]\delta_{ab}=[(a,b)\in\Omega]δab​=[(a,b)∈Ω] is the sampling indicator, ppp the sampling probability, and yab=PT(eaeb∗)=y_{ab}=P_T(e_ae_b^*)=yab​=PT​(ea​eb∗​)= tangentProjection S (coordinateMatrix a b)\texttt{tangentProjection } S\,(\texttt{coordinateMatrix } a\,b)tangentProjection S(coordinateMatrix ab) the projected coordinate frame. Proof: PΩX=∑abδabXabeabP_\Omega X=\sum_{ab}\delta_{ab}X_{ab}e_{ab}PΩ​X=∑ab​δab​Xab​eab​, and for X∈TX\in TX∈T the resolution of identity X=∑abXabyabX=\sum_{ab}X_{ab}y_{ab}X=∑ab​Xab​yab​ holds (apply PTP_TPT​ to the standard coordinate decomposition); applying PTP_TPT​ to the sampled matrix by linearity/homogeneity and subtracting p Xp\,XpX gives the claimed sum. Combined with the Hilbert-Schmidt vectorization (each summand Xab yabX_{ab}\,y_{ab}Xab​yab​ becomes (vecMulVec(vec yab)(vec yab)).mulVec(vec X)(\texttt{vecMulVec}(\text{vec }y_{ab})(\text{vec }y_{ab})).\texttt{mulVec}(\text{vec }X)(vecMulVec(vec yab​)(vec yab​)).mulVec(vec X)), this exhibits the fluctuation as the rank-one tensor sum ∑(δab−p) yab⊗yab\sum (\delta_{ab}-p)\,y_{ab}\otimes y_{ab}∑(δab​−p)yab​⊗yab​ whose operator norm is the Rudelson-selection deviation ZZZ. This is the operator-sum representation that lets the general matrix non-commutative Khintchine engine plus the Loewner collapse be instantiated with Hab=yab⊗yabH_{ab}=y_{ab}\otimes y_{ab}Hab​=yab​⊗yab​.

Preamble
import Definitions.Def_matrix_completion_tangent
open MatrixCompletion
open scoped BigOperators Matrix
Formal statement
theorem tangent_sampling_fluctuation_rank_one_frame_identity
    {n1 n2 r : Nat} {M : RealMatrix n1 n2} (S : SVD M r)
    (Omega : Finset (Fin n1 × Fin n2)) (p : Real)
    (X : RealMatrix n1 n2) (hX : tangentProjection S X = X) :
    tangentProjection S (samplingProjection Omega X) - p • X
      = ∑ ab : Fin n1 × Fin n2,
          (((if ab ∈ Omega then (1:Real) else 0) - p) * X ab.1 ab.2)
            • tangentProjection S (coordinateMatrix ab.1 ab.2) := by sorry
Source
Candes-Recht arXiv:0805.4471 §3-§4.2; Rudelson 1999 J. Funct. Anal. 164 Thm 1

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