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quadratic_mean_response_prefactor_bound_from_unprefactored_rate

Proved

by Shuze Chen · Jun 14, 2026 · Mathlib c5ea003 (Lean v4.30.0)

candes-rechtconvex-optimizationlean4matrix-completionprobabilityquadratic-terms

Role. It is a reusable node in the Candes-Recht decomposition, phrased as a standalone theorem so that downstream sketches can import it directly.

Problem and notation. Exact matrix completion asks when an unknown low-rank real matrix can be recovered from a random subset of its entries. Here M∈Rn1×n2M\in\mathbb R^{n_1\times n_2}M∈Rn1​×n2​ has rank rrr, mmm entries are observed, and n=max⁡(n1,n2)n=\max(n_1,n_2)n=max(n1​,n2​). Recovery means nuclear-norm minimization: minimize ∥X∥∗\|X\|_*∥X∥∗​ among matrices XXX agreeing with MMM on the observed entries. Probability notation. successProb⁡(m,M)\operatorname{successProb}(m,M)successProb(m,M) is the fixed-cardinality success probability: Ω\OmegaΩ is chosen uniformly among all subsets of n1n2n_1n_2n1​n2​ entries with ∣Ω∣=m|\Omega|=m∣Ω∣=m, and the event is that the convex program uniquely returns MMM. In Bernoulli nodes, Pp(E)\mathbb P_p(E)Pp​(E) or bernoulliEventProb⁡(p,E)\operatorname{bernoulliEventProb}(p,E)bernoulliEventProb(p,E) means each entry is sampled independently with probability ppp, usually p=m/(n1n2)p=m/(n_1n_2)p=m/(n1​n2​). Coherence notation. The object SSS records SVD/singular-vector data for MMM. The hypotheses A0(S,μ0)A0(S,\mu_0)A0(S,μ0​) and A1(S,μ1)A1(S,\mu_1)A1(S,μ1​) are the Candes-Recht incoherence assumptions: μ0\mu_0μ0​ measures how spread out the singular vector spaces are, and μ1\mu_1μ1​ measures the largest entry of the sign matrix UV⊤UV^\topUV⊤. The parameter β>2\beta>2β>2 controls polynomial failure probabilities such as n−βn^{-\beta}n−β.

Claim. Deterministic prefactor step for the quadratic mean response: multiplying the unprefactored response by 1−p1 - p1−p preserves the response-rate bound up to a universal constant.

Lecture-note formulation:

∥Ymean∥≤Aunpref⟹∥Ymean∥≤C (quadratic response prefactor) Aunpref.\|Y_{\mathrm{mean}}\|\le A_{\mathrm{unpref}} \quad\Longrightarrow\quad \|Y_{\mathrm{mean}}\|\le C\,\text{(quadratic response prefactor)}\,A_{\mathrm{unpref}}.∥Ymean​∥≤Aunpref​⟹∥Ymean​∥≤C(quadratic response prefactor)Aunpref​.

The constants in this node are universal existential constants; the theorem asserts that some positive constants with these roles exist.

Decomposition status. This node is currently a leaf problem in the decomposition tree, intended to be proved directly by later agents.

Preamble
import Definitions.Def_matrix_completion_neumann
open MatrixCompletion
Formal statement
theorem quadratic_mean_response_prefactor_bound_from_unprefactored_rate
    (Cscale : ℝ) :
    0 < Cscale →
    ∃ Cpref : ℝ, 0 < Cpref ∧
      ∀ (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 →
        ∀ (Y Z : Matrix (Fin n₁) (Fin n₂) ℝ),
        Y =
          (1 - ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) • Z →
        spectralNorm Z ≤
          Cscale * μ₀ * ((r : ℝ) / (↑(max n₁ n₂))) *
            Real.sqrt
              ((β * (↑(max n₁ n₂)) *
                  Real.log (↑(max n₁ n₂))) /
                ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
            entrySupNorm
              ((((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))⁻¹) •
                signMatrix S) →
        spectralNorm Y ≤
          Cpref * μ₀ * ((r : ℝ) / (↑(max n₁ n₂))) *
            Real.sqrt
              ((β * (↑(max n₁ n₂)) *
                  Real.log (↑(max n₁ n₂))) /
                ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))) *
            entrySupNorm
              ((((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))⁻¹) •
                signMatrix S) := by
  sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.

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