A step closer to this. http://i.imgur.com/f7hccDn.gif
Considering how wrong they were on other important matters the battery explanation could easily be wrong and the CPU correct.
I'm paraphrasing, but Neo says "that's impossible (in reference to the Matrix) since it violates the laws of thermodynamics"
To which Morpheus replies "and where did you learn about the laws of thermodynamics?"
If you're in the Matrix, your knowledge of the Matrix would come from the Matrix itself which would have a bias towards falsifying information to preserve itself.