off_diagonal_tangent_kernel_row_frobenius_bound_from_a0
Disprovedcandes-rechtexact-matrix-completionfrobenius-normincoherencelemma-6-6linear-neumannoff-diagonal
This theorem isolates the geometric tangent-kernel estimate used in the off-diagonal part of the first Neumann correction.
Let be an rank- matrix with SVD data , and put . Under the A0 incoherence hypothesis with parameter , there is a universal constant such that for every output coordinate ,
Here is the tangent-space projection at , and the left-hand side is the Frobenius norm of one off-diagonal row of the tangent-coordinate kernel.
Source: Candes-Recht, Section 6.2, Lemma 6.6, equations (6.15)--(6.17), using the tangent-coordinate bounds (6.2)--(6.3) on PDF pp. 24--27.
Preamble
import Definitions.Def_linear_neumann_offdiag_bernstein open MatrixCompletion
Formal statement
theorem off_diagonal_tangent_kernel_row_frobenius_bound_from_a0 :
∃ Cker : ℝ, 0 < Cker ∧
∀ (n₁ n₂ r : ℕ) (M : Matrix (Fin n₁) (Fin n₂) ℝ)
(μ₀ : ℝ) (S : SVD M r),
0 < n₁ → 0 < n₂ → 0 < r →
1 ≤ μ₀ → A0 S μ₀ →
∀ w : Fin n₁ × Fin n₂,
frobeniusNorm
(fun i j =>
if (i, j) = w then 0
else tangentCoordinateKernel S i j w.1 w.2) ≤
Cker * Real.sqrt
(μ₀ * ((r : ℝ) / (↑(max n₁ n₂)))) := by
sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.