import OAI.Probability.InvariantIsing.Spectral.PositiveRankOneInverse namespace OAI /-! The exact quadratic and trace increments of a positive rank-one resolvent update. -/ noncomputable section open Matrix namespace InvariantIsing lemma positive_rankOne_quadratic {N : ℕ} (A : Matrix (Fin N) (Fin N) ℝ) (hA : A.PosDef) (x : Fin N → ℝ) : x ⬝ᵥ ((A+vecMulVec x x)⁻¹ *ᵥ x) = (x ⬝ᵥ (A⁻¹ *ᵥ x))/(1+x ⬝ᵥ (A⁻¹ *ᵥ x)) := by let u := A⁻¹ *ᵥ x let q := x ⬝ᵥ u have hq : 0 < 1+q := by have hh := hA.inv.posSemidef.dotProduct_mulVec_nonneg x simp only [star_trivial] at hh change 0 ≤ q at hh linarith have hh : vecMulVec u u *ᵥ x = q • u := by ext i simp only [Matrix.mulVec,Matrix.vecMulVec_apply,dotProduct,Pi.smul_apply,smul_eq_mul] dsimp only [q] simp only [dotProduct] rw [Finset.sum_mul] apply Finset.sum_congr rfl intro j _ ring rw [positive_rankOne_inverse A hA x,Matrix.sub_mulVec,Matrix.smul_mulVec] change x ⬝ᵥ (u-(1+q)⁻¹ • (vecMulVec u u *ᵥ x)) = q/(1+q) rw [hh,dotProduct_sub,dotProduct_smul,dotProduct_smul] change q-(1+q)⁻¹*(q*q) = q/(1+q) field_simp [hq.ne'] ring lemma positive_rankOne_trace_difference {N : ℕ} (A : Matrix (Fin N) (Fin N) ℝ) (hA : A.PosDef) (x : Fin N → ℝ) : A⁻¹.trace-(A+vecMulVec x x)⁻¹.trace = ((A⁻¹ *ᵥ x) ⬝ᵥ (A⁻¹ *ᵥ x))/(1+x ⬝ᵥ (A⁻¹ *ᵥ x)) := by rw [positive_rankOne_inverse A hA x,Matrix.trace_sub,Matrix.trace_smul,Matrix.trace_vecMulVec] simp only [smul_eq_mul] ring end InvariantIsing end end OAI