quadratic_neumann_all_distinct_middle_coefficient_entry_sup_pair_event_honest_min_dim
Provedcandes-rechtmatrix-completionquadratic-neumannsection-63
Honest-scale middle coefficient PAIR EVENT (node 2′) — four-term H.
Carries the honest inner two-term G_tt (with its √(density) factor) through
the Proved middle base bounds and a Bernstein step over Ω₂. SUPERSEDES the
too-tight stub ..._middle_coefficient_entry_sup_pair_event_tight_min_dim
(which dropped the √(density) factor, unsound by ~200–350×).
Source: Candès–Recht 2008, §6.3, PDF pp. 32--33, equation (6.23), Lemma 6.8 equations (6.22)--(6.23).
Preamble
import Definitions.Def_matrix_completion_neumann open MatrixCompletion open scoped Classical BigOperators
Formal statement
theorem quadratic_neumann_all_distinct_middle_coefficient_entry_sup_pair_event_honest_min_dim :
∃ Ccoef ccoef : ℝ, 0 < Ccoef ∧ 0 < ccoef ∧
∀ (β : ℝ), 2 < β →
∀ (n₁ n₂ r m : ℕ) (M : Matrix (Fin n₁) (Fin n₂) ℝ)
(μ₀ μ₁ : ℝ) (S : SVD M r),
0 < n₁ → 0 < n₂ → 0 < r → m ≤ n₁ * n₂ →
1 ≤ μ₀ → 1 ≤ μ₁ →
A0 S μ₀ → A1 S μ₁ →
bernoulliPairEventProb ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))
(fun Omega2 Omega3 =>
QuadraticAllDistinctMiddleCoefficientBound Omega2 Omega3 S
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))
(Ccoef *
(Real.sqrt
(((β + 2) * Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
(Real.sqrt (μ₀ * (r : ℝ) / (↑(min n₁ n₂))) *
(Real.sqrt
(((β + 4) * Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
(μ₁ * Real.sqrt ((r : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
Real.sqrt (μ₀ * (r : ℝ) / (↑(min n₁ n₂)))) +
(((β + 4) * Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
(μ₁ * Real.sqrt ((r : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
(μ₀ * (r : ℝ) / (↑(min n₁ n₂)))))) +
(((β + 2) * Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
((μ₀ * (r : ℝ) / (↑(min n₁ n₂))) *
(Real.sqrt
(((β + 4) * Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
(μ₁ * Real.sqrt ((r : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
Real.sqrt (μ₀ * (r : ℝ) / (↑(min n₁ n₂)))) +
(((β + 4) * Real.log (↑(max n₁ n₂))) /
((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
(μ₁ * Real.sqrt ((r : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
(μ₀ * (r : ℝ) / (↑(min n₁ n₂))))))))) ≥
1 - ccoef * Real.rpow (↑(max n₁ n₂)) (-β) := by sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.