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normal_certificate_inner_lt_nuclear_norm_of_nonzero_normal_component

Proved

by Shuze Chen · Jun 14, 2026 · Mathlib 0df444a (Lean v4.33.1)

candes-rechtconvex-optimizationdual-certificatelean4matrix-completionprobability

Role. It is part of the deterministic convex-optimization argument linking injectivity and dual certificates to exact recovery.

Problem and notation. Exact matrix completion asks when an unknown low-rank real matrix can be recovered from a random subset of its entries. Here M∈Rn1×n2M\in\mathbb R^{n_1\times n_2}M∈Rn1​×n2​ has rank rrr, mmm entries are observed, and n=max⁡(n1,n2)n=\max(n_1,n_2)n=max(n1​,n2​). Recovery means nuclear-norm minimization: minimize ∥X∥∗\|X\|_*∥X∥∗​ among matrices XXX agreeing with MMM on the observed entries. Probability notation. successProb⁡(m,M)\operatorname{successProb}(m,M)successProb(m,M) is the fixed-cardinality success probability: Ω\OmegaΩ is chosen uniformly among all subsets of n1n2n_1n_2n1​n2​ entries with ∣Ω∣=m|\Omega|=m∣Ω∣=m, and the event is that the convex program uniquely returns MMM. In Bernoulli nodes, Pp(E)\mathbb P_p(E)Pp​(E) or bernoulliEventProb⁡(p,E)\operatorname{bernoulliEventProb}(p,E)bernoulliEventProb(p,E) means each entry is sampled independently with probability ppp, usually p=m/(n1n2)p=m/(n_1n_2)p=m/(n1​n2​). Coherence notation. The object SSS records SVD/singular-vector data for MMM. The hypotheses A0(S,μ0)A0(S,\mu_0)A0(S,μ0​) and A1(S,μ1)A1(S,\mu_1)A1(S,μ1​) are the Candes-Recht incoherence assumptions: μ0\mu_0μ0​ measures how spread out the singular vector spaces are, and μ1\mu_1μ1​ measures the largest entry of the sign matrix UV⊤UV^\topUV⊤. The parameter β>2\beta>2β>2 controls polynomial failure probabilities such as n−βn^{-\beta}n−β. For certificate nodes, TTT is the tangent space at MMM, PTP_TPT​ and PT⊥P_{T^\perp}PT⊥​ are the tangent and normal projections, and PΩP_\OmegaPΩ​ keeps only observed entries. The Neumann-series estimates control the dual certificate used to prove uniqueness of nuclear-norm recovery.

Claim. Nuclear/spectral duality in strict form: a normal certificate with spectral norm < 1 pairs strictly below the nuclear norm of every nonzero normal component.

Lecture-note formulation:

⟨Y,H⟩≤⟨UV⊤,PTH⟩+∥PT⊥H∥\*with strict inequality for every nonzero feasible H.\langle Y,H\rangle \le \langle UV^\top,P_T H\rangle+\left\|P_{T^\perp}H\right\|_\* \quad\text{with strict inequality for every nonzero feasible }H.⟨Y,H⟩≤⟨UV⊤,PT​H⟩+∥PT⊥​H∥\*​with strict inequality for every nonzero feasible H.

Decomposition status. This node is currently a leaf problem in the decomposition tree, intended to be proved directly by later agents.

Preamble
import Definitions.Def_matrix_completion_tangent
open MatrixCompletion
Formal statement
theorem normal_certificate_inner_lt_nuclear_norm_of_nonzero_normal_component
    {n₁ n₂ r : ℕ} {M : Matrix (Fin n₁) (Fin n₂) ℝ}
    (S : SVD M r) (Y H : Matrix (Fin n₁) (Fin n₂) ℝ) :
    spectralNorm (normalProjection S Y) < 1 →
    normalProjection S H ≠ 0 →
    matrixInner (normalProjection S Y) (normalProjection S H) <
      nuclearNorm (normalProjection S H) := by
  sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.

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