Information Limits of Low-Rank Approximation Certification

Low-rank approximation can require additional matrix–vector products to verify that its error meets a prescribed tolerance. We characterize this certification cost for both relative matrix error and mean-square output error. For a single approximation matrix candidate, we determine the exact dimension-uniform minimax query constant as the allowed failure probability vanishes. Our main result concerns reusing validation responses as the approximation space expands. For a candidate family constructed independently of validation, one batch supports an entire nested path without increasing the query budget with the number of checks. Across \(W\) paths, a concentration bound exploiting shared residual energy yields a \(\log(W+1)\) dependence. A matching lower bound establishes its optimality for fixed interior error targets and sufficiently small separation gaps. Finally, we compare two uniformly valid certificates on the same dispersed-spectrum family. Optimizing the validation budget within each rule family yields costs of orders \(N^1/3\) and \(N^2/3\) for validation and construction beyond the true target.