tangent_sampling_fluctuation_rank_one_frame_identity
ProvedRank-one frame representation of the un-normalised tangent sampling fluctuation. For a matrix in the tangent space (i.e. ), the operator equals the rank-one tensor sum , where is the sampling indicator, the sampling probability, and the projected coordinate frame. Proof: , and for the resolution of identity holds (apply to the standard coordinate decomposition); applying to the sampled matrix by linearity/homogeneity and subtracting gives the claimed sum. Combined with the Hilbert-Schmidt vectorization (each summand becomes ), this exhibits the fluctuation as the rank-one tensor sum whose operator norm is the Rudelson-selection deviation . This is the operator-sum representation that lets the general matrix non-commutative Khintchine engine plus the Loewner collapse be instantiated with .
import Definitions.Def_matrix_completion_tangent open MatrixCompletion open scoped BigOperators Matrix
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