openAI-math-dataset / lean /OAI /Probability /BinarySweep /MatrixBounds /TraceDensityComparison.lean
roseking's picture
Add lean source and binary files (part 119)
9b6e014 verified
Raw History Blame Contribute Delete
2.08 kB
import Mathlib
import OAI.Probability.BinarySweep.MatrixBounds.Whitening
namespace OAI
noncomputable section
open scoped BigOperators Classical ComplexOrder MatrixOrder
open Matrix
namespace BinaryCoordinateSweeps.Density
variable {I W : Type*} [Fintype I] [DecidableEq I] [Fintype W]
omit [DecidableEq I] in
lemma trace_re_real_smul (a : ℝ) (X : Matrix I I ℂ) :
((a : ℂ) • X).trace.re = a * X.trace.re := by
simp [Matrix.trace_smul,Complex.mul_re]
omit [DecidableEq I] in
lemma trace_re_nat_smul (a : ℕ) (X : Matrix I I ℂ) :
((a : ℂ) • X).trace.re = a * X.trace.re := by
simpa only [Complex.ofReal_natCast] using trace_re_real_smul (a:ℝ) X
lemma trace_density_whitening (R Q P C : Matrix I I ℂ) (d a : ℝ)
(V : W → Matrix I I ℂ) (hR : R.PosSemidef) (hC : C.IsHermitian)
(hcap : (C*Q*C-(d:ℂ)•(Q*P)).PosSemidef)
(hdom : ((a:ℂ)•∑w, V w-Q).PosSemidef) :
d*(R*Q*P).trace.re ≤ a*∑w, (C*R*C*V w).trace.re := by
have h1 := trace_product_re_mono hR hcap
rw [Matrix.mul_smul,trace_re_real_smul,← mul_assoc R Q P] at h1
have h2 := hdom.mul_mul_conjTranspose_same C
rw [hC.eq,Matrix.mul_sub,Matrix.sub_mul,Matrix.mul_smul,Matrix.smul_mul,
Matrix.mul_sum,Matrix.sum_mul] at h2
have h3 := trace_product_re_mono hR h2
rw [Matrix.mul_smul,trace_re_real_smul,Matrix.mul_sum,Matrix.trace_sum,
Complex.re_sum] at h3
have he (w : W) : (R*(C*V w*C)).trace = (C*R*C*V w).trace := by
rw [← mul_assoc R (C*V w) C,Matrix.trace_mul_cycle]
congr 1
noncomm_ring
simp only [he] at h3
exact h1.trans h3
lemma trace_right_density_domination (R S : Matrix I I ℂ) (a : ℝ)
(U : W → Matrix I I ℂ) (hS : S.PosSemidef)
(hdom : ((a:ℂ)•∑w, U w-R).PosSemidef) :
(R*S).trace.re ≤ a * ∑w, (U w*S).trace.re := by
have ht := trace_product_re_mono hS hdom
rw [Matrix.mul_smul,trace_re_real_smul,Matrix.mul_sum,Matrix.trace_sum,Complex.re_sum,
Matrix.trace_mul_comm S R] at ht
simpa only [Matrix.trace_mul_comm S] using ht
end BinaryCoordinateSweeps.Density
end
end OAI