A few years ago I saw a movie called Proof. It's about an elderly Maths professor and his daughter. He spends his whole life trying to prove a single theorem, and eventually gets Alzheimers or something like that. His daughter sacrifices her academic career to care for him... Anyway, I won't give the plot away, but the idea of the film centres around the great value of proof.
Now my idea of a mathematical proof tends to be a hand-wavy argument followed by the conclusion: "so it seems clear that..." But through the years I've changed my mind. The great beauty of a true proof (as recognised by Socrates, Aristotle, Bertrand Russell, and various others at different points in the history of thought) is that a proof is irrefutable. Every step follows inexorably on from the previous steps in logical and unarguable progression.
Stripped down to its bare bones, a proof is a statement of pure logic. It takes you from what you know (or what you assume, axiomatically or otherwise) to you guess but do not yet know. In this sense proof is another (more or less accessible, depending on your point of view) form of lucid imagination.
It's imagination that has a shape.