fixed_matrix_log_moment_scale_absorbs_markov_failure_factor
ProvedRole. It is a reusable node in the Candes-Recht decomposition, phrased as a standalone theorem so that downstream sketches can import it directly.
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 has rank , entries are observed, and . Recovery means nuclear-norm minimization: minimize among matrices agreeing with on the observed entries. Probability notation. is the fixed-cardinality success probability: is chosen uniformly among all subsets of entries with , and the event is that the convex program uniquely returns . In Bernoulli nodes, or means each entry is sampled independently with probability , usually . Coherence notation. The object records SVD/singular-vector data for . The hypotheses and are the Candes-Recht incoherence assumptions: measures how spread out the singular vector spaces are, and measures the largest entry of the sign matrix . The parameter controls polynomial failure probabilities such as .
Claim. Scalar absorption for Theorem 6.3: enlarging the log-moment threshold by a constant absorbs the factor required by Markov's inequality.
Lecture-note formulation:
The constants in this node are universal existential constants; the theorem asserts that some positive constants with these roles exist.
Decomposition status. This node is currently a leaf problem in the decomposition tree, intended to be proved directly by later agents.
import Definitions.Def_matrix_completion_neumann open MatrixCompletion
theorem fixed_matrix_log_moment_scale_absorbs_markov_failure_factor
(Cmoment : ℝ) :
0 < Cmoment →
∃ Ctail : ℝ, 0 < Ctail ∧
∀ (β : ℝ), 2 < β →
∀ (n₁ n₂ m q : ℕ) (X : Matrix (Fin n₁) (Fin n₂) ℝ),
0 < n₁ → 0 < n₂ → m ≤ n₁ * n₂ → 1 ≤ q →
(q : ℝ) ≥ β * Real.log (↑(max n₁ n₂)) →
(m : ℝ) ≥ β * (↑(max n₁ n₂)) *
Real.log (↑(max n₁ n₂)) →
(Cmoment * Real.sqrt
((β * (↑(max n₁ n₂)) *
Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
entrySupNorm X) ^ q ≤
(Ctail * Real.sqrt
((β * (↑(max n₁ n₂)) *
Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
entrySupNorm X) ^ q *
Real.rpow (↑(max n₁ n₂)) (-β) := by
sorry