import OAI.Probability.InvariantIsing.Gaussian.GaussianGramResolvent namespace OAI /-! The positive rank-one inverse identity used by the Gaussian leave-one-column resolvent. -/ noncomputable section open Matrix namespace InvariantIsing lemma positive_rankOne_inverse {N : ℕ} (A : Matrix (Fin N) (Fin N) ℝ) (hA : A.PosDef) (x : Fin N → ℝ) : (A+vecMulVec x x)⁻¹ = A⁻¹-(1+x ⬝ᵥ (A⁻¹ *ᵥ x))⁻¹ • vecMulVec (A⁻¹ *ᵥ x) (A⁻¹ *ᵥ x) := by let R := A⁻¹ let u := R *ᵥ x let q := x ⬝ᵥ u have hq : 0 < 1+q := by have h := hA.inv.posSemidef.dotProduct_mulVec_nonneg x simp only [star_trivial] at h change 0 ≤ q at h linarith have hR : Rᵀ = R := by simpa only [R,Matrix.IsHermitian,Matrix.conjTranspose_eq_transpose_of_trivial] using hA.inv.isHermitian have hxR : x ᵥ* R = u := by calc _ = x ᵥ* Rᵀ := congrArg (fun M => x ᵥ* M) hR.symm _ = _ := Matrix.vecMul_transpose R x have hAR : A*R = 1 := Matrix.mul_nonsing_inv A (isUnit_iff_ne_zero.mpr hA.det_pos.ne') have hAx : A *ᵥ u = x := by change A *ᵥ (R *ᵥ x) = x rw [Matrix.mulVec_mulVec,hAR,Matrix.one_mulVec] have h₁ : (A+vecMulVec x x)*R = 1+vecMulVec x u := by rw [add_mul,hAR,Matrix.vecMulVec_mul,hxR] have h₂ : (A+vecMulVec x x)*vecMulVec u u = (1+q) • vecMulVec x u := by rw [add_mul,Matrix.mul_vecMulVec,hAx,Matrix.vecMulVec_mul_vecMulVec,Matrix.vecMulVec_smul] ext i j simp only [Matrix.add_apply,Matrix.smul_apply,Matrix.vecMulVec_apply,smul_eq_mul] dsimp only [q] ring apply Matrix.inv_eq_right_inv change (A+vecMulVec x x)*(R-(1+q)⁻¹ • vecMulVec u u) = 1 rw [mul_sub,mul_smul_comm,h₁,h₂,smul_smul,inv_mul_cancel₀ hq.ne',one_smul] exact add_sub_cancel_right 1 (vecMulVec x u) end InvariantIsing end end OAI