OAI/Combinatorics/PerfectMatching/Covariance.lean
15 declarations, 0 contain sorry, 0 declared as axioms
Positive semidefinite covariance matrices, rank, trace, and a spectral inequality.
- def
OAI.MatchingEntropy.weightedColumnsline 20 - def
OAI.MatchingEntropy.covarianceline 23 - theorem
OAI.MatchingEntropy.covariance_posSemidefline 27 - theorem
OAI.MatchingEntropy.covariance_entryline 33 - theorem
OAI.MatchingEntropy.covariance_mulVecline 45 - theorem
OAI.MatchingEntropy.covariance_quadraticline 58 - def
OAI.MatchingEntropy.weightedDirectionSpaceline 74 - theorem
OAI.MatchingEntropy.weightedColumns_spanline 78 - theorem
OAI.MatchingEntropy.covariance_rankline 106 - def
OAI.MatchingEntropy.normalizedCenteredline 110 - theorem
OAI.MatchingEntropy.normalizedCentered_meanline 114 - theorem
OAI.MatchingEntropy.normalizedCentered_varianceline 121 - theorem
OAI.MatchingEntropy.normalized_covariance_traceline 141 - theorem
OAI.MatchingEntropy.covariance_rank_boundline 156Source documentation
Spectral form of the second-variation step, using the full (possibly singular) covariance rather than introducing an inverse on its image.
theorem covariance_rank_bound {ι : Type*} [Fintype ι] [DecidableEq ι] {C : Matrix ι ι ℝ} (hC : C.PosSemidef) {a : ℝ} (hsecond : ∀ u : ι → ℝ, (a - 1) * ((C *ᵥ u) ⬝ᵥ (C *ᵥ u)) + u ⬝ᵥ (C *ᵥ u) ≤ 0) : (C.rank : ℝ) ≤ (1-a) * C.trace := by … - theorem
OAI.MatchingEntropy.covariance_contradictionline 196Source documentation
The numerical contradiction following covariance rank and trace.
theorem covariance_contradiction {ι : Type*} [Fintype ι] [DecidableEq ι] {C : Matrix ι ι ℝ} (hC : C.PosSemidef) {a m s : ℝ} (hm : 0 < m) (hs : 8*m < s) (hrank : s-4*m ≤ C.rank) (htrace : C.trace = s-m) (ha : 8*m/s ≤ a) (hsecond : ∀ u : ι → ℝ, (a-1) * ((C *ᵥ u) ⬝ᵥ (C *ᵥ u)) + u ⬝ᵥ (C *ᵥ u) ≤ 0) : False := by …