Expectation asymptotic for the analysis-to-synthesis operator-norm ratio

From papers

Let AA be a random matrix in Rm×k\mathbb R^{m\times k} with independently and identically normally distributed entries, and let LL be the synthesis operator appearing in the formulation above. Under these conditions, consider the ratio AL22/A22\|AL\|_2^2/\|A\|_2^2. Expectation for the ratio AL22A22.\frac{\|AL\|_2^2}{\|A\|_2^2}. The expectation satisfies

E[AL22A22]=(2k+1)216π2+o(1).\mathbb E\left[\frac{\|AL\|_2^2}{\|A\|_2^2}\right] = \frac{(2k+1)^2}{16\pi^2} + o(1).

This is proposed as a tighter asymptotic bound than the preceding lower bound, and numerical experiments suggest that the bound is tight. The source does not establish the conjecture analytically, so its status remains open.

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Primary source

Hamza Cherkaoui, Jeremias Sulam and Thomas Moreau, “Learning to solve TV regularized problems with unrolled algorithms”, arXiv:2010.09545 (2020).

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