rank_one_variance_proxy_eigenvalue_le_radius_sq_gram_opnorm
ProvedThis is a formal bridge for the variance-proxy assembly in the Rudelson/Lust-Picquard noncommutative-Khintchine step used by the Candes--Recht tangent-sampling route.
Source: Candes--Recht, Exact Matrix Completion via Convex Optimization, PDF p. 19, Section 4.2, Theorem 4.2, equation (4.9), together with Rudelson, Random vectors in the isotropic position, JFA 164 (1999), Theorem 1, proof Steps 1--2, and the Lust-Picquard/Pisier noncommutative Khintchine inequality.
Mathematical statement. Let be a finite family of vectors indexed by . Define the sampled Gram operator and the variance operator by
If and for every , then every eigenvalue of the Hermitian variance matrix is bounded by
Variables and notation. In the downstream Exact Matrix Completion route, , is the Bernoulli sampling rate, and is a fixed Bernoulli sample realization. The family will be restricted to sampled coordinates , with the coordinate radius bound supplied by . The incoherence parameters and enter upstream only to prove that radius bound; they are not hypotheses of this purely finite-dimensional operator bridge.
Formalization note. This is a formal bridge, not a theorem appearing verbatim in Candes--Recht. It bridges the proved source-backed imports sum_rank_one_outer_product_square_collapse (f76d68af) and rudelson_selection_gram_spectral_bound (8958d37d) to the source-backed child route through rademacher_matrix_operator_norm_first_moment_log_window_from_2p (136263d8) and inner_sign_average_khintchine_variance_proxy_bound_of_two_le_max (f4806ebd). The proof should use , the proved one-sided Gram spectral bound, and the standard Hermitian fact that an eigenvalue is bounded by the operator norm.
import Mathlib.Analysis.Matrix.PosDef import Mathlib.Analysis.Matrix.Order import Mathlib.Analysis.CStarAlgebra.Matrix import Mathlib.Data.Matrix.Mul import Mathlib.Data.Real.Basic open Matrix open scoped BigOperators Matrix Matrix.Norms.L2Operator MatrixOrder
theorem rank_one_variance_proxy_eigenvalue_le_radius_sq_gram_opnorm
{d : Nat} {ι : Type*} [Fintype ι] [DecidableEq ι]
(s : Finset ι) (y : ι → Fin d → ℝ) (R : ℝ)
(hR_nonneg : 0 ≤ R)
(hRadius : ∀ c ∈ s, (y c ⬝ᵥ y c) ≤ R ^ 2) :
let G : Matrix (Fin d) (Fin d) ℝ :=
∑ c ∈ s, Matrix.vecMulVec (y c) (y c)
let V : Matrix (Fin d) (Fin d) ℝ :=
∑ c ∈ s, Matrix.vecMulVec (y c) (y c) * Matrix.vecMulVec (y c) (y c)
(hGHerm : G.IsHermitian) →
(hVHerm : V.IsHermitian) →
∀ i : Fin d,
hVHerm.eigenvalues i ≤
R ^ 2 * ‖(LinearMap.toContinuousLinearMap (Matrix.toEuclideanLin G))‖ := by
sorry