full_gram_operator_norm_le_one
Provedmatrix-completionoperator-normrudelson-selection
Fact (1) of the eq(2.1) self-bound (Candes-Recht 2009, Section 9.1): the full vectorized tangent Gram operator equals the vectorized orthogonal tangent projector , hence its L2-operator norm is at most .
Preamble
import Definitions.Def_matrix_completion_tangent import Mathlib.Analysis.CStarAlgebra.Matrix import Mathlib.Analysis.InnerProductSpace.PiL2 import Mathlib.Analysis.SpecialFunctions.Pow.Real import Mathlib.Analysis.SpecialFunctions.Log.Basic open MatrixCompletion open scoped Classical BigOperators Matrix Matrix.Norms.L2Operator
Formal statement
theorem full_gram_operator_norm_le_one
{n1 n2 r : Nat} {M : RealMatrix n1 n2} (S : SVD M r)
(Omega : Finset (Fin n1 × Fin n2)) (p : Real) :
‖(LinearMap.toContinuousLinearMap (Matrix.toEuclideanLin
(∑ ab : Fin n1 × Fin n2,
(1 : Real) •
Matrix.vecMulVec
(fun e : Fin n1 × Fin n2 =>
tangentProjection S (coordinateMatrix ab.1 ab.2) e.1 e.2)
(fun e : Fin n1 × Fin n2 =>
tangentProjection S (coordinateMatrix ab.1 ab.2) e.1 e.2))))‖
≤ 1 := by sorrySource
Candes, Recht, Exact Matrix Completion via Convex Optimization (2009), Section 9.1