tangent_projection_self_adjoint
Provedlinear-algebramatrix-completion
The tangent-space projection (built from the singular subspaces of an SVD of ) is self-adjoint for the Frobenius inner product: for all real matrices , . Each constituent projection has a symmetric kernel ( on the left, on the right), and the two-sided projection equals the composition , so it is self-adjoint as a composition of self-adjoint maps. This is the basic orthogonal-projection property underlying the Cand`es--Recht tangent-space analysis (arXiv:0805.4471 §3--§4.2): it gives the resolution of identity for and the rank-one frame representation of the sampling fluctuation used in the Rudelson selection lemma (Rudelson 1999, J. Funct. Anal. 164, Thm 1).
Preamble
import Definitions.Def_matrix_completion_tangent open MatrixCompletion open scoped BigOperators Matrix
Formal statement
theorem tangent_projection_self_adjoint
{n1 n2 r : Nat} {M : RealMatrix n1 n2} (S : SVD M r)
(A B : RealMatrix n1 n2) :
matrixInner (tangentProjection S A) B
= matrixInner A (tangentProjection S B) := by sorrySource
Candès–Recht arXiv:0805.4471 §3–§4.2; Rudelson 1999 J. Funct. Anal. 164