import OAI.Probability.InvariantIsing.Gaussian.GaussianGramResolvent namespace OAI /-! Exact column decomposition and the positive leave-one-column Gram matrix. -/ noncomputable section open Matrix open scoped BigOperators namespace InvariantIsing def gaussianGramRawColumn {N m : ℕ} (z : EuclideanSpace ℝ (Fin N × Fin m)) (j : Fin m) : Fin N → ℝ := fun i => z (i,j) def gaussianGramLeaveOneOut {N m : ℕ} (z : EuclideanSpace ℝ (Fin N × Fin m)) (j : Fin m) : Matrix (Fin N) (Fin N) ℝ := (1/(N : ℝ)) • ∑ l ∈ Finset.univ.erase j, vecMulVec (gaussianGramRawColumn z l) (gaussianGramRawColumn z l) lemma gaussianPatternCoupling_column_sum {N m : ℕ} (z : EuclideanSpace ℝ (Fin N × Fin m)) : gaussianPatternCoupling 1 z = (1/(N : ℝ)) • ∑ j : Fin m, vecMulVec (gaussianGramRawColumn z j) (gaussianGramRawColumn z j) := by ext i k simp only [gaussianPatternCoupling,Matrix.smul_apply,smul_eq_mul,Matrix.mul_apply, Matrix.transpose_apply,gaussianPatternArray,Matrix.sum_apply,Matrix.vecMulVec_apply, gaussianGramRawColumn] lemma gaussianGramLeaveOneOut_posSemidef {N m : ℕ} (z : EuclideanSpace ℝ (Fin N × Fin m)) (j : Fin m) : (gaussianGramLeaveOneOut z j).PosSemidef := by apply Matrix.PosSemidef.smul _ (by positivity : (0 : ℝ) ≤ 1/N) apply Matrix.posSemidef_sum intro l _ simpa only [star_trivial] using Matrix.posSemidef_vecMulVec_self_star (gaussianGramRawColumn z l) lemma gaussianGramLeaveOneOut_decomposition {N m : ℕ} (z : EuclideanSpace ℝ (Fin N × Fin m)) (j : Fin m) : gaussianPatternCoupling 1 z = gaussianGramLeaveOneOut z j+ (1/(N : ℝ)) • vecMulVec (gaussianGramRawColumn z j) (gaussianGramRawColumn z j) := by rw [gaussianPatternCoupling_column_sum,gaussianGramLeaveOneOut,← smul_add] congr 1 exact (Finset.sum_erase_add Finset.univ (fun l => vecMulVec (gaussianGramRawColumn z l) (gaussianGramRawColumn z l)) (Finset.mem_univ j)).symm end InvariantIsing end end OAI