OAI/Probability/InvariantIsing/Cavity/CavityGaussianFactorAlgebra.lean

GitHub source file

5 declarations, 0 contain sorry, 0 declared as axioms

The finite matrix identities connecting standard-Gaussian square completion with the original, possibly singular, covariance B Bᵀ.

  1. def OAI.InvariantIsing.cavityFactorPrecision line 13
  2. theorem OAI.InvariantIsing.cavity_factor_det line 16
  3. theorem OAI.InvariantIsing.cavity_inverse_factor line 23

    Source documentation

    The ordered inverse identity required by the square-completion coefficient. No inverse of the covariance factor is needed.

    theorem cavity_inverse_factor {d : ℕ} (A B : Matrix (Fin d) (Fin d) ℝ)
        (h : IsUnit (1 - B * A).det) :
        (1 - A * B)⁻¹ = 1 + A * (1 - B * A)⁻¹ * B := by
    …
  4. theorem OAI.InvariantIsing.cavity_covariance_inverse line 32
  5. theorem OAI.InvariantIsing.cavity_factor_quadratic_coefficient line 39