import Mathlib import OAI.Probability.SKGap.Localization.DiagonalHessianJoined namespace OAI section noncomputable section namespace SKGap open Matrix Real open scoped BigOperators Matrix.Norms.Frobenius variable {ι : Type*} [Fintype ι] [DecidableEq ι] lemma real_opNorm_add (M N : Matrix ι ι ℝ) : opNorm (M+N) ≤ opNorm M+opNorm N := by unfold opNorm rw [map_add,map_add] exact norm_add_le _ _ lemma real_opNorm_smul (c : ℝ) (M : Matrix ι ι ℝ) : opNorm (c • M)=|c| * opNorm M := by unfold opNorm rw [map_smul,map_smul,norm_smul,Real.norm_eq_abs] lemma operator_vecMulVec_le (u v : EuclideanSpace ℝ ι) : opNorm (vecMulVec u.ofLp v.ofLp) ≤ ‖u‖*‖v‖ := by apply (operator_le_frobenius _).trans apply (sq_le_sq₀ (norm_nonneg _) (mul_nonneg (norm_nonneg _) (norm_nonneg _))).mp rw [Matrix.frobenius_norm_def] simp only [Real.rpow_two,← Real.sqrt_eq_rpow] rw [Real.sq_sqrt (Finset.sum_nonneg (fun i _=>Finset.sum_nonneg (fun k _=>sq_nonneg _))), mul_pow,EuclideanSpace.real_norm_sq_eq,EuclideanSpace.real_norm_sq_eq] simp only [vecMulVec_apply,Real.norm_eq_abs,abs_mul,mul_pow,sq_abs] rw [Finset.sum_mul] apply le_of_eq apply Finset.sum_congr rfl intro i _ rw [Finset.mul_sum] lemma operator_mulVec_norm_le (W : Matrix ι ι ℝ) (u : EuclideanSpace ℝ ι) : ‖WithLp.toLp 2 (W*ᵥu.ofLp)‖ ≤ opNorm W*‖u‖ := by exact W.toEuclideanLin.toContinuousLinearMap.le_opNorm u lemma goeBilinear_norm_bound (r : ℝ) (u : EuclideanSpace ℝ ι) (g : MatrixCoordinates ι → ℝ) : |goeBilinear r u.ofLp u.ofLp g| ≤ opNorm (goeMatrix r g)*‖u‖^2 := by have hh := matrix_quadratic_op_bound (goeMatrix r g) u.ofLp change |goeBilinear r u.ofLp u.ofLp g| ≤ opNorm (goeMatrix r g)*(u.ofLp⬝ᵥu.ofLp) at hh convert hh using 1 rw [EuclideanSpace.real_norm_sq_eq] simp only [dotProduct,← sq] lemma conditionalBlockMatrix_norm {r j q s S a B κ ell : ℝ} (u Z : EuclideanSpace ℝ ι) (g : MatrixCoordinates ι → ℝ) (hu : ‖u‖=1) : opNorm (conditionalBlockMatrix r j q s S a B κ ell u.ofLp Z.ofLp g) ≤ (1+2*|κ-1|+|ell-2*κ+1|)*opNorm (goeMatrix r g)+ 2*(|j*sqrt (q/s)| * ‖Z‖+|j*a/s|)+|2*j*(a+B*q)/S| := by let W := goeMatrix r g let Wu : EuclideanSpace ℝ ι := WithLp.toLp 2 (W*ᵥu.ofLp) let w : EuclideanSpace ℝ ι := (j*sqrt (q/s)) • Z-(j*a/s) • u have hW : 0 ≤ opNorm W := norm_nonneg _ have hwu : ‖Wu‖ ≤ opNorm W := by simpa only [hu,mul_one] using operator_mulVec_norm_le W u have huu : opNorm (vecMulVec u.ofLp u.ofLp) ≤ 1 := by simpa only [hu,mul_one] using operator_vecMulVec_le u u have h1 : opNorm (vecMulVec u.ofLp Wu.ofLp+vecMulVec Wu.ofLp u.ofLp) ≤ 2*opNorm W := by apply (real_opNorm_add _ _).trans have ha := operator_vecMulVec_le u Wu have hb := operator_vecMulVec_le Wu u rw [hu,one_mul] at ha rw [hu,mul_one] at hb linarith have hα : |goeBilinear r u.ofLp u.ofLp g| ≤ opNorm W := by simpa only [hu,one_pow,mul_one] using goeBilinear_norm_bound r u g have hw : ‖w‖ ≤ |j*sqrt (q/s)| * ‖Z‖+|j*a/s| := by apply (norm_sub_le _ _).trans simp only [norm_smul,Real.norm_eq_abs,hu,mul_one] rfl have h2 : opNorm (vecMulVec u.ofLp w.ofLp+vecMulVec w.ofLp u.ofLp) ≤ 2*(|j*sqrt (q/s)| * ‖Z‖+|j*a/s|) := by apply (real_opNorm_add _ _).trans have ha := operator_vecMulVec_le u w have hb := operator_vecMulVec_le w u rw [hu,one_mul] at ha rw [hu,mul_one] at hb linarith have he : conditionalBlockMatrix r j q s S a B κ ell u.ofLp Z.ofLp g= (W+(κ-1) • (vecMulVec u.ofLp Wu.ofLp+vecMulVec Wu.ofLp u.ofLp)+ ((ell-2*κ+1)*goeBilinear r u.ofLp u.ofLp g) • vecMulVec u.ofLp u.ofLp)+ (vecMulVec u.ofLp w.ofLp+vecMulVec w.ofLp u.ofLp)+ (2*j*(a+B*q)/S) • vecMulVec u.ofLp u.ofLp := by unfold conditionalBlockMatrix rw [goeBlockResidual_expand] dsimp [W,Wu,w] abel rw [he] have hn := real_opNorm_add ((W+(κ-1) • (vecMulVec u.ofLp Wu.ofLp+vecMulVec Wu.ofLp u.ofLp)+ ((ell-2*κ+1)*goeBilinear r u.ofLp u.ofLp g) • vecMulVec u.ofLp u.ofLp)+ (vecMulVec u.ofLp w.ofLp+vecMulVec w.ofLp u.ofLp)) ((2*j*(a+B*q)/S) • vecMulVec u.ofLp u.ofLp) apply hn.trans have hd := real_opNorm_add (W+(κ-1) • (vecMulVec u.ofLp Wu.ofLp+vecMulVec Wu.ofLp u.ofLp)+ ((ell-2*κ+1)*goeBilinear r u.ofLp u.ofLp g) • vecMulVec u.ofLp u.ofLp) (vecMulVec u.ofLp w.ofLp+vecMulVec w.ofLp u.ofLp) have hc := real_opNorm_add (W+(κ-1) • (vecMulVec u.ofLp Wu.ofLp+vecMulVec Wu.ofLp u.ofLp)) (((ell-2*κ+1)*goeBilinear r u.ofLp u.ofLp g) • vecMulVec u.ofLp u.ofLp) have hb := real_opNorm_add W ((κ-1) • (vecMulVec u.ofLp Wu.ofLp+vecMulVec Wu.ofLp u.ofLp)) rw [real_opNorm_smul] at hb rw [real_opNorm_smul,abs_mul] at hc rw [real_opNorm_smul] have hp1 := mul_le_mul_of_nonneg_left h1 (abs_nonneg (κ-1)) have hp2 : |ell-2*κ+1| * |goeBilinear r u.ofLp u.ofLp g| * opNorm (vecMulVec u.ofLp u.ofLp) ≤ |ell-2*κ+1| * opNorm W := by apply (mul_le_mul_of_nonneg_left huu (by positivity)).trans rw [mul_one] exact mul_le_mul_of_nonneg_left hα (abs_nonneg _) have hp3 := mul_le_mul_of_nonneg_left huu (abs_nonneg (2*j*(a+B*q)/S)) nlinarith only [hd,hc,hb,hp1,hp2,hp3,h2] end SKGap end end end OAI