import OAI.Analysis.HyperbolicCones.SpectralContinuity import OAI.Analysis.HyperbolicCones.InverseOrder namespace OAI /-! The inverse-square-root kernel limit for every finite positive semidefinite matrix. -/ noncomputable section open scoped Matrix.Norms.L2Operator MatrixOrder open Matrix Filter Topology namespace Paper256 theorem inverseSquareRoot_affine_eq_cfc {n : ℕ} (H : Sym n) (t : ℝ) : inverseSquareRoot (1 + (t - 1) • H) = cfc (fun x : ℝ => (Real.sqrt (1 + (t - 1) * x))⁻¹) (H : Mat n ℝ) := by have haff : cfc (fun x : ℝ => 1 + (t - 1) * x) (H : Mat n ℝ) = ((1 + (t - 1) • H : Sym n) : Mat n ℝ) := by simpa using matrix_cfc_affine H 1 (t - 1) have hcomp := cfc_comp (fun x : ℝ => (Real.sqrt x)⁻¹) (fun x : ℝ => 1 + (t - 1) * x) (H : Mat n ℝ) H.property ((H.val.finite_real_spectrum.image _).continuousOn _) (H.val.finite_real_spectrum.continuousOn _) rw [haff] at hcomp exact (inverseSquareRoot_eq_cfc _).trans hcomp.symm theorem inverseSquareRoot_affine_tendsto {n : ℕ} (H : Sym n) (hH : (H : Mat n ℝ).PosSemidef) : Tendsto (fun t : ℝ => inverseSquareRoot (1 + (t - 1) • H)) atTop (𝓝 (kernelProjection (H : Mat n ℝ))) := by have hc := matrix_cfc_tendsto (H : Mat n ℝ) H.property (fun t x : ℝ => (Real.sqrt (1 + (t - 1) * x))⁻¹) (fun x : ℝ => if x = 0 then 1 else 0) (fun i => inverse_sqrt_affine_scalar_tendsto _ (hH.eigenvalues_nonneg i)) simpa only [← inverseSquareRoot_affine_eq_cfc, ← kernelProjection_eq_cfc] using hc theorem inverseSquareRoot_kernel_limit (n : ℕ) (H : Sym n) (hH : (H : Mat n ℝ).PosSemidef) : Tendsto (fun t : ℝ => operatorNorm (inverseSquareRoot (1 + (t - 1) • H) - kernelProjection (H : Mat n ℝ))) atTop (𝓝 0) := by have h := ((inverseSquareRoot_affine_tendsto H hH).sub_const (kernelProjection (H : Mat n ℝ))).norm have hop (A : Mat n ℝ) : operatorNorm A = ‖A‖ := (Matrix.l2_opNorm_def A).symm simpa only [hop, sub_self, norm_zero] using h end Paper256 end end OAI