linear_neumann_offdiag_base_frobenius_from_a1_and_kernel_row
Provedcandes-rechtexact-matrix-completionfrobenius-normincoherencelemma-6-6linear-neumannoff-diagonal
This is the formal sign-weighted Frobenius transfer for the fixed base matrices in the scalar Bernstein proof of the first off-diagonal Neumann coefficient bound.
Assume the kernel-row estimate
for every coordinate , and assume A1, namely
for the sign matrix . Then the sign-weighted base matrix
satisfies
The content is mainly formal: multiply the kernel Frobenius row by the uniform A1 sign-entry bound.
Source: Candes-Recht, Section 6.2, Lemma 6.6, equations (6.15)--(6.17).
Preamble
import Definitions.Def_linear_neumann_offdiag_bernstein open MatrixCompletion
Formal statement
theorem linear_neumann_offdiag_base_frobenius_from_a1_and_kernel_row
(Cker : ℝ) :
0 < Cker →
∃ Cfro : ℝ, 0 < Cfro ∧
∀ (n₁ n₂ r : ℕ) (M : Matrix (Fin n₁) (Fin n₂) ℝ)
(μ₀ μ₁ : ℝ) (S : SVD M r),
0 < n₁ → 0 < n₂ → 0 < r →
1 ≤ μ₀ → 1 ≤ μ₁ →
A0 S μ₀ → A1 S μ₁ →
(∀ w : Fin n₁ × Fin n₂,
frobeniusNorm
(fun i j =>
if (i, j) = w then 0
else tangentCoordinateKernel S i j w.1 w.2) ≤
Cker * Real.sqrt
(μ₀ * ((r : ℝ) / (↑(max n₁ n₂))))) →
∀ w : Fin n₁ × Fin n₂,
frobeniusNorm
(linearNeumannOffDiagonalCoefficientBaseMatrix S w) ≤
Cfro * μ₁ *
Real.sqrt ((r : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
Real.sqrt
(μ₀ * (r : ℝ) / (↑(max n₁ n₂))) := by
sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.