The sharp SAT/UNSAT phase transition in random ellipsoid fitting
- URL: http://arxiv.org/abs/2608.10184v1
- Date: Mon, 10 Aug 2026 19:55:11 GMT
- Title: The sharp SAT/UNSAT phase transition in random ellipsoid fitting
- Abstract summary: An emphellipsoid fit is a matrix $S succeq 0$ such that $x_itop S x_i =d$ for every $i$.<n>We prove Saunderson, Parrilo and Willsky's conjecture that, as $n,d to infty$, this semidefinite feasibility problem undergoes a sharp transition at $n sim d2/4$.
- Score: 5.7652356955571085
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Let $x_1,\ldots,x_n$ be independent standard Gaussian vectors in $\mathbb{R}^d$. An \emph{ellipsoid fit} is a matrix $S \succeq 0$ such that $x_i^\top S x_i =d$ for every $i$, so that all the points lie on the boundary of the centered ellipsoid $\{ x : x^\top S x = d\}$. Saunderson, Parrilo and Willsky conjectured that, as $n,d \to \infty$, this semidefinite feasibility problem undergoes a sharp transition at $n \sim d^2/4$. We prove this conjecture. If $\lim \sup n/d^2 = α^* <1/4$, then, with probability tending to one, an ellipsoid fit exists; moreover, one can choose $S$ with all eigenvalues in a fixed interval $[λ_- , λ_+] \subset (0,\infty)$ depending only on $α^*$. Conversely, if $\lim \inf n/d^2 > 1/4$, then, with probability tending to one, no ellipsoid fit exists, without any spectral restriction. Our proof builds on the Gaussian-equivalence framework developed by Bandeira and Maillard (2025) and closes the two gaps left open in their work: establishing exact fitting and removing the operator-norm constraint. On the satisfiable side, the new ingredients are a head-tail decomposition of the dual vector, exact correction of the sparse head constraints, and a Gaussian comparison principle for the low-influence tail. On the unsatisfiable side, we split a candidate into a low-rank spectral head and a Schatten-3 diffuse bulk, Gaussianize the bulk conditionally on the head, and apply a projected Gordon escape argument. The threshold is governed by the statistical dimension $d(d+1)/4$ of the positive semidefinite cone.
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