schatten_norm_le_exp_spectral_norm
Provedlinear-algebramatrix-analysisoperator-normschatten-norm
For with , the Schatten -norm of a real matrix is bounded by times its spectral (operator) norm: . This is the comparison used in Candes--Recht 2009, Section 6.1, p.24: all singular values are at most the top one , so ; the factor because (via ); and is the top singular value equals the operator norm.
Preamble
import Definitions.Def_matrix_completion_schatten import Definitions.Def_matrix_completion_tangent import Mathlib.Analysis.SpecialFunctions.Pow.Real import Mathlib.Analysis.SpecialFunctions.Log.Basic import Mathlib.Analysis.InnerProductSpace.SingularValues open MatrixCompletion
Formal statement
theorem schatten_norm_le_exp_spectral_norm :
∀ {n₁ n₂ : ℕ} (q : ℝ) (X : Matrix (Fin n₁) (Fin n₂) ℝ),
1 ≤ q → Real.log (n₂ : ℝ) ≤ q →
schattenNorm q X ≤ Real.exp 1 * spectralNorm X := by sorrySource
Candes & Recht, Exact matrix completion via convex optimization, arXiv:0805.4471 (2009), Section 6.1, p.24.