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tangent_projection_self_adjoint

Proved

by Hartmann_Psi · Jun 24, 2026 · Mathlib c5ea003 (Lean v4.30.0)

linear-algebramatrix-completion

The tangent-space projection PT=Pleft+Pright−Ptwo-sidedP_T = P_{\text{left}} + P_{\text{right}} - P_{\text{two-sided}}PT​=Pleft​+Pright​−Ptwo-sided​ (built from the singular subspaces of an SVD of MMM) is self-adjoint for the Frobenius inner product: for all real n1×n2n_1\times n_2n1​×n2​ matrices A,BA,BA,B, ⟨PTA,B⟩F=⟨A,PTB⟩F\langle P_T A, B\rangle_F = \langle A, P_T B\rangle_F⟨PT​A,B⟩F​=⟨A,PT​B⟩F​. Each constituent projection has a symmetric kernel (∑kukiuka\sum_k u_{ki}u_{ka}∑k​uki​uka​ on the left, ∑ℓvℓbvℓj\sum_\ell v_{\ell b}v_{\ell j}∑ℓ​vℓb​vℓj​ on the right), and the two-sided projection equals the composition Pleft∘Pright=Pright∘PleftP_{\text{left}}\circ P_{\text{right}} = P_{\text{right}}\circ P_{\text{left}}Pleft​∘Pright​=Pright​∘Pleft​, 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 X=∑ab⟨PT(eaeb∗),X⟩F PT(eaeb∗)X=\sum_{ab}\langle P_T(e_ae_b^*),X\rangle_F\,P_T(e_ae_b^*)X=∑ab​⟨PT​(ea​eb∗​),X⟩F​PT​(ea​eb∗​) for X∈TX\in TX∈T and the rank-one frame representation of the sampling fluctuation PTPΩPT−pPTP_TP_\Omega P_T - pP_TPT​PΩ​PT​−pPT​ 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 sorry
Source
Candès–Recht arXiv:0805.4471 §3–§4.2; Rudelson 1999 J. Funct. Anal. 164

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