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reindexed_rademacher_matrix_operator_norm_first_moment_log_window_from_2p

Proved

by Minghui · Jun 25, 2026 · Mathlib c5ea003 (Lean v4.30.0)

candes-rechtexact-matrix-completionformal-bridgekhintchinereindexingrudelson

This 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 ι\iotaι be a finite Rademacher sign index set and let α\alphaα be an arbitrary finite matrix coordinate type. Write d=∣α∣d=|\alpha|d=∣α∣ and choose the canonical equivalence e:Fin⁡(d)≃αe:\operatorname{Fin}(d)\simeq\alphae:Fin(d)≃α. For Hermitian matrices Hc∈Rα×αH_c\in\mathbb R^{\alpha\times\alpha}Hc​∈Rα×α, define Hc′=Hc[e,e]∈Rd×dH'_c=H_c[e,e]\in\mathbb R^{d\times d}Hc′​=Hc​[e,e]∈Rd×d by reindexing rows and columns along eee. If

V′=∑c∈ι(Hc′)2,λi(V′)≤νfor all i,V'=\sum_{c\in\iota}(H'_c)^2,\qquad \lambda_i(V')\le\nu\quad\text{for all }i,V′=c∈ι∑​(Hc′​)2,λi​(V′)≤νfor all i,

with ν≥0\nu\ge0ν≥0, 0<d0<d0<d, 2≤N2\le N2≤N, and d≤N2d\le N^2d≤N2, then the already source-backed log-window inequality gives

Eε∥∑c∈ιεcHc∥≤Clog⁡log⁡Nν.\mathbb E_\varepsilon\left\|\sum_{c\in\iota}\varepsilon_cH_c\right\| \le C_{\log}\sqrt{\log N}\sqrt{\nu}.Eε​​c∈ι∑​εc​Hc​​≤Clog​logN​ν​.

This bridge records that the operator norm is invariant under the finite reindexing eee.

Variables and notation. In the downstream Exact Matrix Completion mission, N=n=max⁡(n1,n2)N=n=\max(n_1,n_2)N=n=max(n1​,n2​), p=m/(n1n2)p=m/(n_1n_2)p=m/(n1​n2​) is the Bernoulli sampling rate, Ω\OmegaΩ is the fixed Bernoulli sample realization, and α=Fin⁡(n1)×Fin⁡(n2)\alpha=\operatorname{Fin}(n_1)\times\operatorname{Fin}(n_2)α=Fin(n1​)×Fin(n2​). The matrices HcH_cHc​ are later instantiated as 1c∈Ω(yc⊗yc)\mathbf 1_{c\in\Omega}(y_c\otimes y_c)1c∈Ω​(yc​⊗yc​), where yc=PT(eiej∗)y_c=P_T(e_ie_j^*)yc​=PT​(ei​ej∗​). The incoherence parameters μ0\mu_0μ0​ and μ1\mu_1μ1​ 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 εc∈{−1,1}\varepsilon_c\in\{-1,1\}εc​∈{−1,1}.

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.

Preamble
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
Formal statement
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
Source
Candes--Recht, Exact Matrix Completion via Convex Optimization, PDF p. 19, Section 4.2, Theorem 4.2, equation (4.9); Rudelson, Random vectors in the isotropic position, JFA 164 (1999), Theorem 1, proof Steps 1--2; Lust-Picquard/Pisier noncommutative Khintchine; source-backed platform imports `rademacher_matrix_operator_norm_first_moment_log_window_from_2p` (`136263d8`) and `opnorm_submatrix_equiv` (`e66e5c47`).

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