schatten_norm_le_rank_rpow_smul_spectral_norm
Provedlinear-algebramatrix-completionschatten-normspectral-norm
For a real matrix and any exponent , the Schatten- norm is controlled by the rank and the spectral norm: , where (Module.finrank ℝ (LinearMap.range (Matrix.toEuclideanLin X))), is schattenNorm q X, and is spectralNorm X. The bound holds because every singular value satisfies and only the first singular values are nonzero, so and hence . With the prefactor collapses to (the window-collapse handled separately by Node-B / gram_schatten_le_exp_half_variance_scale). Source: Candès–Recht 2009 (arXiv:0805.4471), §6.1, the operator/Schatten comparison right after Lemma 6.1; Horn–Johnson §5.6, §7.3.
Preamble
import Definitions.Def_matrix_completion_schatten import Mathlib.Analysis.InnerProductSpace.SingularValues open MatrixCompletion
Formal statement
theorem schatten_norm_le_rank_rpow_smul_spectral_norm :
∀ {n1 n2 : ℕ} (q : ℝ) (X : Matrix (Fin n1) (Fin n2) ℝ),
1 ≤ q →
schattenNorm q X ≤
Real.rpow
((Module.finrank ℝ (LinearMap.range (Matrix.toEuclideanLin X)) : ℝ)) q⁻¹
* spectralNorm X := by sorrySource
Candès–Recht, 'Exact Matrix Completion via Convex Optimization', arXiv:0805.4471, §6.1 (operator/Schatten comparison after Lemma 6.1); Horn–Johnson, Matrix Analysis, §5.6/§7.3.