quadratic_neumann_section63_first_index_distinct_centered_case_bound_min_dim
Provedcandes-rechtmatrix-completionquadratic-neumannsection-63
Source: Candès–Recht 2008, Section 6.3, PDF pp. 31--32, the centered part S₁
of the ω₁ ≠ ω₂ = ω₃ case (Lemma 6.7), stated at the corrected rectangular
five-term §6.3 summary scale Φ + t₅ (the sound min(n₁,n₂)-aware scale used for
the first-index-distinct case; see
quadratic_neumann_section63_first_index_distinct_mean_case_bound_min_dim).
The centered piece already obeys the four-term N-only scale Φ; since the fifth
term t₅ = √(βlogN)·μ₀²·((N R)/M)^{3/2}·√((N R)/min) ≥ 0 only widens the bound,
this is the same Lemma-6.7 estimate transported to the corrected scale by
monotonicity.
Preamble
import Definitions.Def_matrix_completion_neumann open MatrixCompletion
Formal statement
theorem quadratic_neumann_section63_first_index_distinct_centered_case_bound_min_dim :
∃ C c : ℝ, 0 < C ∧ 0 < c ∧
∀ C' : ℝ, C ≤ C' →
∀ (β : ℝ), 2 < β →
∀ (n₁ n₂ r m : ℕ) (M : Matrix (Fin n₁) (Fin n₂) ℝ)
(μ₀ μ₁ : ℝ) (S : SVD M r),
0 < n₁ → 0 < n₂ → 0 < r → m ≤ n₁ * n₂ →
1 ≤ μ₀ → 1 ≤ μ₁ →
A0 S μ₀ → A1 S μ₁ →
(m : ℝ) ≥
C' * max (max (μ₁ ^ 2) (Real.sqrt μ₀ * μ₁))
(μ₀ * Real.rpow (↑(max n₁ n₂)) ((1 : ℝ) / 4))
* (↑(max n₁ n₂)) * (r : ℝ) * (β * Real.log (↑(max n₁ n₂))) →
bernoulliEventProb ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))
(fun Omega =>
spectralNorm
(quadraticNeumannFirstIndexDistinctCenteredContribution Omega S
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) ≤
(let N : ℝ := ↑(max n₁ n₂)
let R : ℝ := (r : ℝ)
let Mobs : ℝ := (m : ℝ)
let logN : ℝ := Real.log N
C *
((μ₀ ^ 2 * μ₁) *
Real.sqrt ((N * R * (β * logN)) / Mobs) *
((N * R) / Mobs) ^ 2 +
μ₀ ^ 2 * ((N * R) / Mobs) ^ 2 +
Real.sqrt (β * logN) *
Real.rpow ((N * R) / Mobs) ((3 : ℝ) / 2) *
(μ₀ ^ 2 * R) +
Real.rpow
((μ₀ * μ₁ * N * R * (β * logN)) / Mobs)
((3 : ℝ) / 2) +
Real.sqrt (β * logN) * μ₀ ^ 2 *
Real.rpow ((N * R) / Mobs) ((3 : ℝ) / 2) *
Real.sqrt ((N * R) / (↑(min n₁ n₂)))))) ≥
1 - c * Real.rpow (↑(max n₁ n₂)) (-β) := by sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.