reindexed_rademacher_matrix_operator_norm_first_moment_log_window_from_2p
ProvedThis is a formal bridge for the Rudelson/Lust-Picquard noncommutative-Khintchine step in the Candes--Recht tangent-sampling route.
Source: Candes--Recht, Exact Matrix Completion via Convex Optimization, PDF p. 19, Section 4.2, Theorem 4.2, equation (4.9), together with Rudelson, Random vectors in the isotropic position, JFA 164 (1999), Theorem 1, proof Steps 1--2, and the Lust-Picquard/Pisier noncommutative Khintchine inequality.
Mathematical statement. Let be a finite Rademacher sign index set and let be an arbitrary finite matrix coordinate type. Write and choose the canonical equivalence . For Hermitian matrices , define by reindexing rows and columns along . If
with , , , and , then the already source-backed log-window inequality gives
This bridge records that the operator norm is invariant under the finite reindexing .
Variables and notation. In the downstream Exact Matrix Completion mission, , is the Bernoulli sampling rate, is the fixed Bernoulli sample realization, and . The matrices are later instantiated as , where . The incoherence parameters and are upstream inputs used to bound the tangent-coordinate radius; they are not hypotheses of this purely formal reindexing node. The probability model in this node is only the auxiliary uniform Rademacher sign average over .
Formalization note. This is a formal bridge, not a theorem appearing verbatim in Candes--Recht. It bridges the source-backed proved child rademacher_matrix_operator_norm_first_moment_log_window_from_2p (136263d8) and the proved formal reindexing import opnorm_submatrix_equiv (e66e5c47) to the live source-backed Rudelson child route for inner_sign_average_khintchine_variance_proxy_bound_of_two_le_max (f4806ebd). It adds no new concentration estimate; it only transports the finite-dimensional matrix index from Fin d to an arbitrary finite type.
import Definitions.Def_matrix_completion_tangent import Mathlib.Analysis.CStarAlgebra.Matrix import Mathlib.Analysis.InnerProductSpace.PiL2 import Mathlib.Analysis.SpecialFunctions.Log.Basic import Mathlib.Data.Fintype.EquivFin open Matrix MatrixCompletion open scoped Classical BigOperators Matrix Matrix.Norms.L2Operator
theorem reindexed_rademacher_matrix_operator_norm_first_moment_log_window_from_2p :
∃ Clog : ℝ, 0 < Clog ∧
∀ {ι α : Type*} [Fintype ι] [DecidableEq ι]
[Fintype α] [DecidableEq α] {N : ℕ},
0 < Fintype.card α → 2 ≤ N → Fintype.card α ≤ N * N →
∀ (H : ι → Matrix α α ℝ),
(∀ c, (H c).IsHermitian) →
∀ (normV : ℝ), 0 ≤ normV →
let e : Fin (Fintype.card α) ≃ α := (Fintype.equivFin α).symm
let Hfin : ι → Matrix (Fin (Fintype.card α)) (Fin (Fintype.card α)) ℝ :=
fun c => (H c).submatrix e e
(hVHerm : (∑ c : ι, Hfin c * Hfin c).IsHermitian) →
(∀ i, hVHerm.eigenvalues i ≤ normV) →
(∑ eps : Finset ι, ((1 : ℝ) / 2) ^ (Fintype.card ι) *
‖(LinearMap.toContinuousLinearMap (Matrix.toEuclideanLin
(∑ c : ι, (if c ∈ eps then (1 : ℝ) else -1) • H c)))‖)
≤ Clog * Real.sqrt (Real.log (N : ℝ)) * Real.sqrt normV := by
sorry