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rank_one_variance_proxy_eigenvalue_le_radius_sq_gram_opnorm

Proved

by Minghui · Jun 25, 2026 · Mathlib c5ea003 (Lean v4.30.0)

candes-rechtexact-matrix-completionformal-bridgekhintchinerudelsonvariance-proxy

This 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 yc∈Rdy_c \in \mathbb R^dyc​∈Rd be a finite family of vectors indexed by c∈sc \in sc∈s. Define the sampled Gram operator and the variance operator by

G=∑c∈syc⊗yc,V=∑c∈s(yc⊗yc)2.G=\sum_{c\in s} y_c\otimes y_c,\qquad V=\sum_{c\in s}(y_c\otimes y_c)^2.G=c∈s∑​yc​⊗yc​,V=c∈s∑​(yc​⊗yc​)2.

If 0≤R0\le R0≤R and ∥yc∥2≤R2\|y_c\|^2\le R^2∥yc​∥2≤R2 for every c∈sc\in sc∈s, then every eigenvalue of the Hermitian variance matrix VVV is bounded by

λi(V)≤R2 ∥G∥ℓ2→ℓ2.\lambda_i(V)\le R^2\,\|G\|_{\ell^2\to\ell^2}.λi​(V)≤R2∥G∥ℓ2→ℓ2​.

Variables and notation. In the downstream Exact Matrix Completion route, n=max⁡(n1,n2)n=\max(n_1,n_2)n=max(n1​,n2​), p=m/(n1n2)p=m/(n_1n_2)p=m/(n1​n2​) is the Bernoulli sampling rate, and Ω\OmegaΩ is a fixed Bernoulli sample realization. The family ycy_cyc​ will be yab=PT(eaeb⊤)y_{ab}=P_T(e_a e_b^\top)yab​=PT​(ea​eb⊤​) restricted to sampled coordinates ab∈Ωab\in\Omegaab∈Ω, with the coordinate radius bound supplied by ∥yab∥F≤R\|y_{ab}\|_F\le R∥yab​∥F​≤R. The incoherence parameters μ0\mu_0μ0​ and μ1\mu_1μ1​ 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 (y⊗y)2=∥y∥2(y⊗y)(y\otimes y)^2=\|y\|^2(y\otimes y)(y⊗y)2=∥y∥2(y⊗y), the proved one-sided Gram spectral bound, and the standard Hermitian fact that an eigenvalue is bounded by the ℓ2\ell^2ℓ2 operator norm.

Preamble
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
Formal statement
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
Source
Candes--Recht, Exact Matrix Completion via Convex Optimization, PDF p. 19, Section 4.2, Theorem 4.2, equation (4.9); Rudelson, Random vectors in the isotropic position, JFA 164 (1999), Theorem 1, proof Steps 1--2; Lust-Picquard/Pisier noncommutative Khintchine; existing source-backed platform imports `sum_rank_one_outer_product_square_collapse` (`f76d68af`) and `rudelson_selection_gram_spectral_bound` (`8958d37d`).

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