A Finite-Dimensional Nonanalytic Spectral Transition and Exact High-Fidelity Rate–Distortion for Rank-r Born Prediction on Complex Grassmannians

Let P be Haar on the complex Grassmannian Gr(r,d) and set rho_P=P/r. We solve two coupled finite-dimensional problems. First, on the sphere of traceless Hermitian external fields with fixed Frobenius norm, we determine incompatible weak- and strong-field optimizers of the matrix-Bingham free energy log E exp{s tr(AP)}. For 1<r<d/2, an exact cubic Haar moment and a uniform C2 perturbation theorem make the positive one-spike spectrum uniquely optimal at weak field. A parameter-uniform differentiated Grassmann Laplace expansion upgrades the strong-field Ky Fan limit to exact eventual uniqueness of the rank-r two-block spectrum. The globally optimized free energy must therefore fail to be real analytic at a finite field; at its first exit from the one-spike branch there is either nonconjugate coexistence or transverse-Hessian degeneracy. The balanced case r=d/2 is selected by a negative quartic coefficient instead. Second, we determine the unrestricted classical Shannon rate–distortion function for squared-Frobenius reconstruction of rho_P on a nonempty open interval adjacent to zero distortion. Arbitrary standard-Borel classical memories and arbitrary reports reduce by conditional least squares to the full posterior-density body, not merely to the source Grassmannian. Exact eventual two-block optimality and radial localization reduce the complete Shannon dual to one variable. The frontier is attained by a covariant matrix-Bingham channel whose posterior mean is a depolarized rank-r projector. A Jacobi–Selberg calculation gives the exact high-rate constant, and complementation transfers the result to every nontrivial rank. The complete intermediate-phase classification and the full all-distortion rank-r curve remain open.