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TheoremStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedprecheck passjudge pass (gpt-6-luna)
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A converged exact sketch-and-solve run returns a sketch minimizer

Statement

Let C=SA and c=Sb be the sketch matrix and response in Rank-aware sketch-and-solve least squares. In exact arithmetic, if its zero- threshold SVD call converges and supplies an exact SVD record, the returned x^ is the unique minimum-Euclidean-norm minimizer of ∥SAx−Sb∥2, and the reported rank is rank⁡(SA). No conclusion is asserted on an inconclusive or finite-precision unverified branch.

Facts & Assumptions

Given: Finite matrices A,S, a vector b, and an exact-arithmetic converged execution of the SVD call in the algorithm.

[F1]

The algorithm forms C=SA, c=Sb and calls the SVD least-squares procedure at strict threshold τ=0; only exact convergence with an exact SVD record is the branch under consideration (Rank-aware sketch-and-solve least squares).

[F2]

On exact convergence, the SVD threshold solver returns the unique minimum-norm least-squares vector for its truncated model; when every discarded singular value is zero, that is also the solution for the original matrix (The SVD threshold solver gives the unique minimum-norm fit to its truncated model).

Proof

Given: The hypotheses in the Statement.

1.1F1construct

Set C=SA and c=Sb. By [F1], the converged call uses threshold zero and returns x^=C0+c, where C0 retains exactly the singular values of C that are strictly positive.

2.1step 1.1algebra

In an exact SVD C=UΣV∗, zero singular values contribute zero terms and every positive singular value is retained at threshold zero. Thus C0=UΣV∗=C, including the rank-zero case.

3.1F2step 2.1algebra∎

Apply [F2] to the truncated matrix C0. It says that C0+c is its unique minimum-norm least-squares solution. By step 2.1, C0=C, so x^ is the unique minimum-norm minimizer of ∥Cx−c∥2=∥SAx−Sb∥2; the zero-threshold rank count is precisely the number of positive singular values of C, hence rank⁡(C).

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