The separated Sylvester bound to The Yu–Wang–Samworth overlap…
TheoremThe separated Sylvester bound#
If the real part of the quadratic form of A is at least
c + g and that of B is at most c, then g ‖X‖ ≤ ‖A X - X B‖ for every bounded operator X.
For g > 0, every solution of A X - X B = Y therefore satisfies ‖X‖ ≤ ‖Y‖ / g.
ContinuousLinearMap.mul_norm_le_norm_sylvester_apply_of_le_re_inner_of_re_inner_le.{u_1, u_2, u_3}
{𝕜 : Type u_1} {E : Type u_2} {F : Type u_3} [RCLike 𝕜] [SeminormedAddCommGroup E]
[InnerProductSpace 𝕜 E] [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] {A : E →L[𝕜] E}
{B : F →L[𝕜] F} {c g : ℝ} (hA : ∀ (x : E), (c + g) * ‖x‖ ^ 2 ≤ RCLike.re (inner 𝕜 (A x) x))
(hB : ∀ (y : F), RCLike.re (inner 𝕜 (B y) y) ≤ c * ‖y‖ ^ 2) (X : F →L[𝕜] E) :
g * ‖X‖ ≤ ‖(A.sylvester B) X‖
Lean
Formalized in Tau Ceti as ContinuousLinearMap.mul_norm_le_norm_sylvester_apply_of_le_re_inner_of_re_inner_le.
Sources
Uses 1
TheoremThe singular-value Hoffman–Wielandt inequality#
The singular-value Hoffman–Wielandt inequality when the domain dimension does not exceed the codomain dimension. The squared distance between the ordered singular values is at most the squared Frobenius seminorm of the difference.
LinearMap.sum_sq_singularValues_sub_le_sq_frobenius_apply_sub_of_finrank_le.{u_1, u_2, u_3}
{𝕜 : Type u_1} {E : Type u_2} {F : Type u_3} [RCLike 𝕜] [NormedAddCommGroup E]
[InnerProductSpace 𝕜 E] [FiniteDimensional 𝕜 E] [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
[FiniteDimensional 𝕜 F] (A B : E →ₗ[𝕜] F) (hEF : Module.finrank 𝕜 E ≤ Module.finrank 𝕜 F) :
∑ i, (A.singularValues ↑i - B.singularValues ↑i) ^ 2 ≤
(TauCeti.UnitarilyInvariantSeminorm.frobenius 𝕜 E F) (A - B) ^ 2
Lean
Formalized in Tau Ceti as LinearMap.sum_sq_singularValues_sub_le_sq_frobenius_apply_sub_of_finrank_le.
Other forms
The singular-value Hoffman–Wielandt inequality for arbitrary finite-dimensional maps. Formalized in Tau Ceti as LinearMap.sum_sq_singularValues_sub_le_sq_frobenius_apply_sub_min.
LinearMap.sum_sq_singularValues_sub_le_sq_frobenius_apply_sub_min.{u_1, u_2, u_3} {𝕜 : Type u_1}
{E : Type u_2} {F : Type u_3} [RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
[FiniteDimensional 𝕜 E] [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [FiniteDimensional 𝕜 F]
(A B : E →ₗ[𝕜] F) :
∑ i, (A.singularValues ↑i - B.singularValues ↑i) ^ 2 ≤
(TauCeti.UnitarilyInvariantSeminorm.frobenius 𝕜 E F) (A - B) ^ 2
Sources
TheoremThe spectral theorem for compact normal operators#
the eigenspaces of a compact normal operator on a complex Hilbert space have trivial mutual orthogonal complement.
IsStarNormal.orthogonalComplement_iSup_eigenspaces_eq_bot.{u_1} {E : Type u_1}
[NormedAddCommGroup E] [InnerProductSpace ℂ E] [CompleteSpace E] {T : E →L[ℂ] E}
(hT : IsStarNormal T) (hc : IsCompactOperator ⇑T) : (⨆ μ, Module.End.eigenspace (↑T) μ)ᗮ = ⊥
Lean
Formalized in Tau Ceti as IsStarNormal.orthogonalComplement_iSup_eigenspaces_eq_bot.
Sources
TheoremSpectral theorem for normal operators#
The Borel calculus of the coordinate function on
the spectrum is a itself, that is, a = ∫ z dP(z).
ContinuousLinearMap.borelCalculus_restrict_id.{u_1} {H : Type u_1} [NormedAddCommGroup H]
[InnerProductSpace ℂ H] [CompleteSpace H] (a : H →L[ℂ] H) [IsStarNormal a] :
a.borelCalculus
(TauCeti.BoundedBorelFunction.ofContinuousMap
(ContinuousMap.restrict (spectrum ℂ a) (ContinuousMap.id ℂ))) =
a
Lean
Formalized in Tau Ceti as ContinuousLinearMap.borelCalculus_restrict_id.
Other forms
The spectral theorem for normal operators. Formalized in Tau Ceti as LinearMap.exists_orthonormalBasis_apply_eq_smul_of_isStarNormal.
LinearMap.exists_orthonormalBasis_apply_eq_smul_of_isStarNormal.{u_3, u_4} {E : Type u_3}
[NormedAddCommGroup E] [InnerProductSpace ℂ E] [FiniteDimensional ℂ E] (T : E →ₗ[ℂ] E)
[IsStarNormal T] {ι : Type u_4} [Fintype ι] (hι : Fintype.card ι = Module.finrank ℂ E) :
∃ b μ, ∀ (i : ι), T (b i) = μ i • b i
Sources
Uses 2
TheoremThe spectral theorem for the solution operator#
its eigenspaces have trivial orthogonal
complement in H, even when H is incomplete.
IsCoercive.orthogonalComplement_iSup_eigenspaces_formSolutionOperator_eq_bot.{u_9, u_10}
{V : Type u_9} {H : Type u_10} [NormedAddCommGroup V] [InnerProductSpace ℝ V] [CompleteSpace V]
[NormedAddCommGroup H] [InnerProductSpace ℝ H] {B : V →L[ℝ] V →L[ℝ] ℝ} (hB : IsCoercive B)
{J : V →L[ℝ] H} (hJ : IsCompactOperator ⇑J) (hsymm : ∀ (u v : V), (B u) v = (B v) u) :
(⨆ mu, Module.End.eigenspace (↑(hB.formSolutionOperator J)) mu)ᗮ = ⊥
Lean
Formalized in Tau Ceti as IsCoercive.orthogonalComplement_iSup_eigenspaces_formSolutionOperator_eq_bot.
Sources
Used by 1
TheoremSylvester bound from a disc and the exterior of a larger disc#
If ‖A x - c x‖ ≤ r ‖x‖
for every x and (r + δ) ‖y‖ ≤ ‖B y - c y‖ for every y, then δ N(X) ≤ N(A X - X B) for
every unitarily invariant seminorm N.
TauCeti.UnitarilyInvariantSeminorm.mul_map_le_map_sylvester_apply_of_norm_sub_smul_le_of_le_norm_sub_smul.{u_1,
u_2, u_3}
{𝕜 : Type u_1} {E : Type u_2} {F : Type u_3} [RCLike 𝕜] [NormedAddCommGroup E]
[InnerProductSpace 𝕜 E] [FiniteDimensional 𝕜 E] [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
[FiniteDimensional 𝕜 F] {A : E →L[𝕜] E} {B : F →L[𝕜] F} {c : 𝕜} {r δ : ℝ}
(N : TauCeti.UnitarilyInvariantSeminorm 𝕜 F E) (hA : ∀ (x : E), ‖A x - c • x‖ ≤ r * ‖x‖)
(hB : ∀ (y : F), (r + δ) * ‖y‖ ≤ ‖B y - c • y‖) (X : F →L[𝕜] E) :
δ * N ↑X ≤ N ↑((A.sylvester B) X)
Lean
Formalized in Tau Ceti as TauCeti.UnitarilyInvariantSeminorm.mul_map_le_map_sylvester_apply_of_norm_sub_smul_le_of_le_norm_sub_smul.
Other forms
Sylvester bound from the exterior of a disc and a smaller disc. Formalized in Tau Ceti as TauCeti.UnitarilyInvariantSeminorm.mul_map_le_map_sylvester_apply_of_le_norm_sub_smul_of_norm_sub_smul_le.
TauCeti.UnitarilyInvariantSeminorm.mul_map_le_map_sylvester_apply_of_le_norm_sub_smul_of_norm_sub_smul_le.{u_1,
u_2, u_3}
{𝕜 : Type u_1} {E : Type u_2} {F : Type u_3} [RCLike 𝕜] [NormedAddCommGroup E]
[InnerProductSpace 𝕜 E] [FiniteDimensional 𝕜 E] [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
[FiniteDimensional 𝕜 F] {A : E →L[𝕜] E} {B : F →L[𝕜] F} {c : 𝕜} {r δ : ℝ}
(N : TauCeti.UnitarilyInvariantSeminorm 𝕜 F E) (hA : ∀ (x : E), (r + δ) * ‖x‖ ≤ ‖A x - c • x‖)
(hB : ∀ (y : F), ‖B y - c • y‖ ≤ r * ‖y‖) (X : F →L[𝕜] E) : δ * N ↑X ≤ N ↑((A.sylvester B) X)
Sources
- Tau Ceti documentation:
TauCeti.UnitarilyInvariantSeminorm.mul_map_le_map_sylvester_apply_of_norm_sub_smul_le_of_le_norm_sub_smul - Source of
TauCeti.UnitarilyInvariantSeminorm.mul_map_le_map_sylvester_apply_of_norm_sub_smul_le_of_le_norm_sub_smulin TauCeti/Analysis/InnerProductSpace/UnitarilyInvariantSeminorm/Sylvester/Basic.lean
Uses 2
TheoremThe variational Fredholm alternative#
For a compact continuous linear map J, either the
homogeneous perturbation of B by κ ⟪J ·, J ·⟫ has a nonzero solution, or every represented
forcing has a unique solution.
IsCoercive.fredholmAlternative_formPerturbation.{u_1, u_2} {V : Type u_1} {H : Type u_2}
[NormedAddCommGroup V] [InnerProductSpace ℝ V] [CompleteSpace V] [SeminormedAddCommGroup H]
[InnerProductSpace ℝ H] {B : V →L[ℝ] V →L[ℝ] ℝ} (hB : IsCoercive B) {J : V →L[ℝ] H}
(hJ : IsCompactOperator ⇑J) (kappa : ℝ) :
(∃ u, u ≠ 0 ∧ ∀ (v : V), (B u) v - kappa * inner ℝ (J u) (J v) = 0) ∨
∀ (ell : StrongDual ℝ V), ∃! u, ∀ (v : V), (B u) v - kappa * inner ℝ (J u) (J v) = ell v
Lean
Formalized in Tau Ceti as IsCoercive.fredholmAlternative_formPerturbation.
Sources
Used by 1
TheoremThe von Neumann trace inequality#
For symmetric T and S with eigenvalues listed in
decreasing order, Re tr (T S) ≤ ∑ᵢ λᵢ(T) λᵢ(S).
LinearMap.IsSymmetric.re_trace_comp_le_sum_eigenvalues_mul_eigenvalues.{u_1, u_2} {𝕜 : Type u_1}
{E : Type u_2} [RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E] [FiniteDimensional 𝕜 E]
{T S : E →ₗ[𝕜] E} {n : ℕ} (hT : T.IsSymmetric) (hS : S.IsSymmetric)
(hn : Module.finrank 𝕜 E = n) :
RCLike.re ((LinearMap.trace 𝕜 E) (T ∘ₗ S)) ≤ ∑ i, hT.eigenvalues hn i * hS.eigenvalues hn i
Lean
Formalized in Tau Ceti as LinearMap.IsSymmetric.re_trace_comp_le_sum_eigenvalues_mul_eigenvalues.
Sources
TheoremVon Neumann's criterion#
A symmetric partial linear map is self-adjoint if its
shifts by +i and -i are surjective. Density follows from the first shift, so no
independent density hypothesis is needed.
LinearPMap.isSelfAdjoint_of_surjective_addSub.{u_3} {H : Type u_3} [NormedAddCommGroup H]
[InnerProductSpace ℂ H] [CompleteSpace H] (A : H →ₗ.[ℂ] H) (hsym : A.IsFormalAdjoint A)
(hplus : ∀ (φ : H), ∃ ψ, ↑A ψ + Complex.I • ↑ψ = φ)
(hminus : ∀ (φ : H), ∃ ψ, ↑A ψ - Complex.I • ↑ψ = φ) : IsSelfAdjoint A
Theoremvon Neumann's theorem#
The adjoint of a closed densely defined partial linear map between complete inner product spaces has dense domain.
LinearPMap.dense_adjoint_domain.{u_1, u_2, u_3} {𝕜 : Type u_1} {E : Type u_2} {F : Type u_3}
[RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E] [CompleteSpace E] [NormedAddCommGroup F]
[InnerProductSpace 𝕜 F] [CompleteSpace F] {T : E →ₗ.[𝕜] F} (hT : Dense ↑T.domain)
(hTc : T.IsClosed) : Dense ↑T.adjoint.domain
TheoremWeyl's additive inequality, upper form#
for symmetric operators T and S and indices
with i + j ≤ k, the decreasingly sorted eigenvalues satisfy λₖ(T + S) ≤ λᵢ(T) + λⱼ(S).
Indices start at 0, so for k = i + j this is the classical
λ_{i+j-1}(T + S) ≤ λᵢ(T) + λⱼ(S) in one-based indexing.
Horn & Johnson, Matrix Analysis 2nd ed., Theorem 4.3.1; Bhatia, Matrix Analysis, Theorem III.2.1.
LinearMap.IsSymmetric.eigenvalues_add_le.{u_1, u_2} {𝕜 : Type u_1} {E : Type u_2} [RCLike 𝕜]
[NormedAddCommGroup E] [InnerProductSpace 𝕜 E] {n : ℕ} [FiniteDimensional 𝕜 E] {T S : E →ₗ[𝕜] E}
(hT : T.IsSymmetric) (hS : S.IsSymmetric) (hn : Module.finrank 𝕜 E = n) {i j k : Fin n}
(hk : ↑i + ↑j ≤ ↑k) : ⋯.eigenvalues hn k ≤ hT.eigenvalues hn i + hS.eigenvalues hn j
Lean
Formalized in Tau Ceti as LinearMap.IsSymmetric.eigenvalues_add_le.
Other forms
Weyl's additive inequality, lower form. Formalized in Tau Ceti as LinearMap.IsSymmetric.le_eigenvalues_add.
LinearMap.IsSymmetric.le_eigenvalues_add.{u_1, u_2} {𝕜 : Type u_1} {E : Type u_2} [RCLike 𝕜]
[NormedAddCommGroup E] [InnerProductSpace 𝕜 E] {n : ℕ} [FiniteDimensional 𝕜 E] {T S : E →ₗ[𝕜] E}
(hT : T.IsSymmetric) (hS : S.IsSymmetric) (hn : Module.finrank 𝕜 E = n) {i j k : Fin n}
(hk : ↑k + n ≤ ↑i + ↑j + 1) : hT.eigenvalues hn i + hS.eigenvalues hn j ≤ ⋯.eigenvalues hn k
Sources
Used by 1
TheoremWeyl's inequality#
Weyl's inequality for symmetric operators on a finite-dimensional inner
product space over 𝕜 = ℝ, ℂ: the k-th (decreasingly sorted) eigenvalues of
T and S differ by at most the operator norm of T − S.
At LinearMap level there is no operator norm, so the bound is supplied as the
pointwise hypothesis ∀ x, ‖(T − S) x‖ ≤ ε * ‖x‖; see
LinearMap.IsSymmetric.abs_eigenvalue_sub_eigenvalue_le_norm for the continuous-linear-map
operator-norm form.
Horn & Johnson, Matrix Analysis 2nd ed., Theorem 4.3.1; Bhatia, Matrix Analysis, Corollary III.2.6.
LinearMap.IsSymmetric.abs_eigenvalue_sub_eigenvalue_le.{u_1, u_2} {𝕜 : Type u_1} {E : Type u_2}
[RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E] {n : ℕ} [FiniteDimensional 𝕜 E]
{T S : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (hS : S.IsSymmetric) (hn : Module.finrank 𝕜 E = n) {ε : ℝ}
(hε : ∀ (x : E), ‖(T - S) x‖ ≤ ε * ‖x‖) (k : Fin n) :
|hT.eigenvalues hn k - hS.eigenvalues hn k| ≤ ε
Lean
Formalized in Tau Ceti as LinearMap.IsSymmetric.abs_eigenvalue_sub_eigenvalue_le.
Other forms
Weyl's inequality. Formalized in Tau Ceti as LinearMap.IsSymmetric.abs_eigenvalue_sub_eigenvalue_le_norm.
LinearMap.IsSymmetric.abs_eigenvalue_sub_eigenvalue_le_norm.{u_1, u_2} {𝕜 : Type u_1} {E : Type u_2}
[RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E] {n : ℕ} [FiniteDimensional 𝕜 E]
{T S : E →L[𝕜] E} (hT : (↑T).IsSymmetric) (hS : (↑S).IsSymmetric) (hn : Module.finrank 𝕜 E = n)
(k : Fin n) : |hT.eigenvalues hn k - hS.eigenvalues hn k| ≤ ‖T - S‖
Sources
TheoremWeyl's lemma for continuous functions#
A function continuous on the open set Ω is
harmonic on Ω if and only if it is weakly harmonic there: ∫ Δφ • u ∂μ = 0 for every test
function φ ∈ 𝓓(Ω).
TauCeti.harmonicOnNhd_iff_weaklyHarmonicOn.{u_1, u_2} {E : Type u_1} [NormedAddCommGroup E]
[InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] {μ : MeasureTheory.Measure E}
{Ω : TopologicalSpace.Opens E} {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ℝ F] {w : E → F}
[BorelSpace E] [μ.IsAddHaarMeasure] [FiniteDimensional ℝ F] (hu : ContinuousOn w ↑Ω) :
InnerProductSpace.HarmonicOnNhd w ↑Ω ↔ TauCeti.WeaklyHarmonicOn μ Ω w
Lean
Formalized in Tau Ceti as TauCeti.harmonicOnNhd_iff_weaklyHarmonicOn.
Other forms
Weyl's lemma with finite-dimensional coefficients. Formalized in Tau Ceti as TauCeti.WeaklyHarmonicOn.exists_harmonicOnNhd_ae_eq.
TauCeti.WeaklyHarmonicOn.exists_harmonicOnNhd_ae_eq.{u_1, u_2} {E : Type u_1} [NormedAddCommGroup E]
[InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] {μ : MeasureTheory.Measure E}
{Ω : TopologicalSpace.Opens E} {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ℝ F] {w : E → F}
[BorelSpace E] [μ.IsAddHaarMeasure] [FiniteDimensional ℝ F]
(hw : TauCeti.WeaklyHarmonicOn μ Ω w) :
∃ v, InnerProductSpace.HarmonicOnNhd v ↑Ω ∧ w =ᵐ[μ.restrict ↑Ω] v
Sources
Uses 2 · Used by 3
TheoremYoung's inequality for real inner products#
for every weight ε > 0,
2 ⟪x, y⟫ ≤ ε ‖x‖² + ε⁻¹ ‖y‖².
TauCeti.two_mul_real_inner_le_add_mul_norm_sq.{u_1} {F : Type u_1} [SeminormedAddCommGroup F]
[InnerProductSpace ℝ F] (x y : F) {ε : ℝ} (hε : 0 < ε) :
2 * inner ℝ x y ≤ ε * ‖x‖ ^ 2 + ε⁻¹ * ‖y‖ ^ 2
Used by 1
TheoremYu–Wang–Samworth bound for left singular vectors#
A population gap in the
eigenvalues of the target Gram operator gives the same cross-block
bound as for right singular vectors. The eigenbases of A A† and  † include
complete bases of the kernels, so no positive-rank assumption is needed.
Adapted by target-Gram duality from the left-singular population bound in
YuWangSamworth2015/YuWangSamworth2015/Rectangular/Theorem4.lean in the Kitware
DKPS formalization (Jon Crall and GPT 5.6 High; Apache-2.0).
LinearMap.sq_mul_sum_sum_norm_inner_self_comp_adjoint_eigenvectorBasis_sq_le_four_mul_card_mul_sq.{u_1,
u_2, u_3}
{𝕜 : Type u_1} {E : Type u_2} {F : Type u_3} [RCLike 𝕜] [NormedAddCommGroup E]
[InnerProductSpace 𝕜 E] [FiniteDimensional 𝕜 E] [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
[FiniteDimensional 𝕜 F] (A Â : E →ₗ[𝕜] F) {Γ a â ε : ℝ} (hΓ : 0 ≤ Γ)
(hA : ∀ (x : E), ‖A x‖ ≤ a * ‖x‖) (h : ∀ (x : E), ‖ x‖ ≤ â * ‖x‖)
(hE : ∀ (x : E), ‖(Â - A) x‖ ≤ ε * ‖x‖) (s : Finset (Fin (Module.finrank 𝕜 F)))
(hgap : ∀ j ∈ s, ∀ k ∉ s, Γ ≤ |⋯.eigenvalues ⋯ j - ⋯.eigenvalues ⋯ k|) :
Γ ^ 2 * ∑ j ∈ s, ∑ k ∈ sᶜ, ‖inner 𝕜 ((⋯.eigenvectorBasis ⋯) k) ((⋯.eigenvectorBasis ⋯) j)‖ ^ 2 ≤
4 * ↑s.card * ((a + â) * ε) ^ 2
Lean
Formalized in Tau Ceti as LinearMap.sq_mul_sum_sum_norm_inner_self_comp_adjoint_eigenvectorBasis_sq_le_four_mul_card_mul_sq.
Other forms
Yu–Wang–Samworth bound for right singular vectors. Formalized in Tau Ceti as LinearMap.sq_mul_sum_sum_norm_inner_rightSingularBasis_sq_le_four_mul_card_mul_sq.
LinearMap.sq_mul_sum_sum_norm_inner_rightSingularBasis_sq_le_four_mul_card_mul_sq.{u_1, u_2, u_3}
{𝕜 : Type u_1} {E : Type u_2} {F : Type u_3} [RCLike 𝕜] [NormedAddCommGroup E]
[InnerProductSpace 𝕜 E] [FiniteDimensional 𝕜 E] [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
[FiniteDimensional 𝕜 F] (A Â : E →ₗ[𝕜] F) {Γ a â ε : ℝ} (hΓ : 0 ≤ Γ)
(hA : ∀ (x : E), ‖A x‖ ≤ a * ‖x‖) (h : ∀ (x : E), ‖ x‖ ≤ â * ‖x‖)
(hE : ∀ (x : E), ‖(Â - A) x‖ ≤ ε * ‖x‖) (s : Finset (Fin (Module.finrank 𝕜 E)))
(hgap : ∀ j ∈ s, ∀ k ∉ s, Γ ≤ |A.singularValues ↑j ^ 2 - A.singularValues ↑k ^ 2|) :
Γ ^ 2 * ∑ j ∈ s, ∑ k ∈ sᶜ, ‖inner 𝕜 (A.rightSingularBasis k) (Â.rightSingularBasis j)‖ ^ 2 ≤
4 * ↑s.card * ((a + â) * ε) ^ 2
Sources
- Tau Ceti documentation:
LinearMap.sq_mul_sum_sum_norm_inner_self_comp_adjoint_eigenvectorBasis_sq_le_four_mul_card_mul_sq - Source of
LinearMap.sq_mul_sum_sum_norm_inner_self_comp_adjoint_eigenvectorBasis_sq_le_four_mul_card_mul_sqin TauCeti/Analysis/InnerProductSpace/YuWangSamworth/SingularVectors.lean
Uses 1
TheoremThe Yu–Wang–Samworth overlap bound, Frobenius form#
If Δ ≥ 0 separates the eigenvalues of
the population operator T indexed by s from the remaining ones, then the eigenvectors uⱼ of
the perturbation S satisfy Δ² ∑_{j ∈ s} ∑_{k ∉ s} |⟪vₖ, uⱼ⟫|² ≤ 4 ‖S - T‖_F². No gap is
assumed in the spectrum of S.
LinearMap.IsSymmetric.sq_mul_sum_sum_norm_inner_sq_le_four_mul_frobenius_sq.{u_1, u_2}
{𝕜 : Type u_1} {E : Type u_2} [RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
[FiniteDimensional 𝕜 E] {T S : E →ₗ[𝕜] E} {n : ℕ} (hT : T.IsSymmetric) (hS : S.IsSymmetric)
(hn : Module.finrank 𝕜 E = n) {Δ : ℝ} (hΔ : 0 ≤ Δ) {s : Finset (Fin n)}
(hgap : ∀ j ∈ s, ∀ k ∉ s, Δ ≤ |hT.eigenvalues hn j - hT.eigenvalues hn k|) :
Δ ^ 2 *
∑ j ∈ s, ∑ k ∈ sᶜ, ‖inner 𝕜 ((hT.eigenvectorBasis hn) k) ((hS.eigenvectorBasis hn) j)‖ ^ 2 ≤
4 * (TauCeti.UnitarilyInvariantSeminorm.frobenius 𝕜 E E) (S - T) ^ 2
Lean
Formalized in Tau Ceti as LinearMap.IsSymmetric.sq_mul_sum_sum_norm_inner_sq_le_four_mul_frobenius_sq.
Other forms
The Yu–Wang–Samworth overlap bound, operator-norm form. Formalized in Tau Ceti as LinearMap.IsSymmetric.sq_mul_sum_sum_norm_inner_sq_le_four_mul_card_mul_sq.
LinearMap.IsSymmetric.sq_mul_sum_sum_norm_inner_sq_le_four_mul_card_mul_sq.{u_1, u_2} {𝕜 : Type u_1}
{E : Type u_2} [RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E] [FiniteDimensional 𝕜 E]
{T S : E →ₗ[𝕜] E} {n : ℕ} (hT : T.IsSymmetric) (hS : S.IsSymmetric) (hn : Module.finrank 𝕜 E = n)
{Δ : ℝ} (hΔ : 0 ≤ Δ) {s : Finset (Fin n)}
(hgap : ∀ j ∈ s, ∀ k ∉ s, Δ ≤ |hT.eigenvalues hn j - hT.eigenvalues hn k|) {ε : ℝ}
(hε : ∀ (x : E), ‖(S - T) x‖ ≤ ε * ‖x‖) :
Δ ^ 2 *
∑ j ∈ s, ∑ k ∈ sᶜ, ‖inner 𝕜 ((hT.eigenvectorBasis hn) k) ((hS.eigenvectorBasis hn) j)‖ ^ 2 ≤
4 * ↑s.card * ε ^ 2
Sources
Uses 2 · Used by 1
Loading dependency explorer…
The dependency explorer needs JavaScript and its graph data.