quadratic_neumann_section63_summary_scale_absorbed_under_general_sample_bound
DisprovedThis is the scalar absorption step at the end of the Candes-Recht Section 6.3 proof of Lemma 4.6.
With the same notation as the Section 6.3 summary estimate, let denote the four-term quantity
The theorem says that for every fixed universal coefficient , one can choose the universal sample constant in Theorem 1.3 large enough so that the full sample lower bound
forces
This node is pure scalar bookkeeping: no new probability estimate is hidden here.
Source location: Candes-Recht 2008, Section 6.3, PDF p. 34, final paragraph after the summary display. The paper writes the scaling as and concludes that the displayed expression is bounded by a universal constant times ; this node is the theorem-regime version obtained by choosing the universal sample constant large enough.
import Definitions.Def_matrix_completion_neumann open MatrixCompletion
theorem quadratic_neumann_section63_summary_scale_absorbed_under_general_sample_bound
(Csec : ℝ) :
0 < Csec →
∃ C : ℝ, 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))) →
(let N : ℝ := ↑(max n₁ n₂)
let R : ℝ := (r : ℝ)
let Mobs : ℝ := (m : ℝ)
let logN : ℝ := Real.log N
Csec *
((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))) ≤
(1 : ℝ) / 8 := by
sorry