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LeanPool.DavisKahan.ForTauCeti.Analysis.InnerProductSpace.UnitarilyInvariantSeminorm.Gauge

Symmetric gauges of square specializations #

Diagonal evaluation and operator absolute value use endomorphisms. They specialize the rectangular seminorm to identical domain and codomain; there is no square structure.

The symmetric gauge #

noncomputable def TauCeti.UnitarilyInvariantSeminorm.gauge {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) (x : Fin n โ†’ โ„) :

The symmetric gauge of a unitarily invariant norm relative to an orthonormal basis b: the norm of the diagonal operator with diagonal x. Defined on all real vectors, not only sorted nonnegative ones โ€” the T-transform descent exploits its subadditivity, homogeneity, permutation invariance, and single-coordinate sign invariance on arbitrary vectors.

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    theorem TauCeti.UnitarilyInvariantSeminorm.gauge_add_le {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) (x y : Fin n โ†’ โ„) :
    N.gauge b (x + y) โ‰ค N.gauge b x + N.gauge b y

    The induced vector gauge is subadditive, inherited from the norm through diagOp_add.

    theorem TauCeti.UnitarilyInvariantSeminorm.gauge_real_smul {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) (c : โ„) (x : Fin n โ†’ โ„) :
    N.gauge b (c โ€ข x) = |c| * N.gauge b x

    The induced vector gauge is absolutely homogeneous over โ„.

    theorem TauCeti.UnitarilyInvariantSeminorm.gauge_perm {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) (x : Fin n โ†’ โ„) (ฯ€ : Equiv.Perm (Fin n)) :
    N.gauge b (x โˆ˜ โ‡‘ฯ€) = N.gauge b x

    Permutation invariance of the gauge: conjugating the diagonal operator by the basis-permutation unitary permutes the diagonal.

    theorem TauCeti.UnitarilyInvariantSeminorm.gauge_neg_single {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) (x : Fin n โ†’ โ„) (j : Fin n) :
    N.gauge b (Function.update x j (-x j)) = N.gauge b x

    Single-coordinate sign flip invariance of the gauge: flipping the sign of the j-th diagonal entry composes the diagonal operator with the reflection through (๐•œ โˆ™ b j)แ—ฎ, a unitary.

    theorem TauCeti.UnitarilyInvariantSeminorm.apply_eq_gauge {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (hn : Module.finrank ๐•œ E = n) (b : OrthonormalBasis (Fin n) ๐•œ E) (A : E โ†’โ‚—[๐•œ] E) :
    N A = N.gauge b fun (i : Fin n) => A.singularValues โ†‘i

    The gauge representation: a unitarily invariant norm is the gauge of the singular values, via the operator SVD.

    Monotonicity of the gauge #

    noncomputable def TauCeti.UnitarilyInvariantSeminorm.finiteSymmetricGauge {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) :

    The gauge of a unitarily invariant norm, packaged as a FiniteSymmetricGauge. Its four fields are exactly gauge_add_le, gauge_real_smul, gauge_perm and gauge_neg_single, which is what makes the Hardy--Littlewood--Pรณlya transfer theory (ForTauCeti.Analysis.Convex.Majorization) apply verbatim: everything below is that theory read through this packaging, not a second proof of it.

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      @[simp]
      theorem TauCeti.UnitarilyInvariantSeminorm.finiteSymmetricGauge_apply {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) (x : Fin n โ†’ โ„) :

      The induced finite symmetric gauge, unfolded.

      theorem TauCeti.UnitarilyInvariantSeminorm.gauge_update_le {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) {y : Fin n โ†’ โ„} {j : Fin n} {t : โ„} (ht : |t| โ‰ค y j) :

      Shrinking one coordinate of y (in absolute value) does not increase the gauge: update y j t with |t| โ‰ค y j is a convex combination of y and its j-th sign flip.

      theorem TauCeti.UnitarilyInvariantSeminorm.gauge_mono {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) {x y : Fin n โ†’ โ„} (hx0 : โˆ€ (i : Fin n), 0 โ‰ค x i) (hxy : โˆ€ (i : Fin n), x i โ‰ค y i) :
      N.gauge b x โ‰ค N.gauge b y

      Coordinatewise monotonicity of the gauge on nonnegative vectors.

      The T-transform descent #

      theorem TauCeti.UnitarilyInvariantSeminorm.gauge_le_gauge_of_prefix_sums_le {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] {n : โ„•} (N : UnitarilyInvariantSeminorm ๐•œ E E) (b : OrthonormalBasis (Fin n) ๐•œ E) {z y : Fin n โ†’ โ„} (hz_anti : Antitone z) (hz0 : โˆ€ (i : Fin n), 0 โ‰ค z i) (hy0 : โˆ€ (i : Fin n), 0 โ‰ค y i) (hpre : โˆ€ (m : โ„•), โˆ‘ i : Fin n with โ†‘i < m, z i โ‰ค โˆ‘ i : Fin n with โ†‘i < m, y i) :
      N.gauge b z โ‰ค N.gauge b y

      The T-transform descent on the gauge โ€” the engine of Fan dominance. If z is antitone and nonnegative, y is nonnegative, and every prefix sum of z is dominated by the corresponding prefix sum of y, then ฮฆ_N(z) โ‰ค ฮฆ_N(y).

      No total-sum equality is assumed, no majorization completion and no separation theorem is used: this is TauCeti.FiniteSymmetricGauge.le_of_prefixSum_le, whose descent averages y with a transposition of itself, at a cost of one triangle inequality, one homogeneity, and one swap invariance of the gauge per step.

      The Fan dominance principle #

      theorem TauCeti.UnitarilyInvariantSeminorm.apply_adjoint {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] (N : UnitarilyInvariantSeminorm ๐•œ E E) (A : E โ†’โ‚—[๐•œ] E) :

      A square seminorm is unchanged by taking the adjoint.

      theorem TauCeti.UnitarilyInvariantSeminorm.apply_operatorAbs {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [NormedAddCommGroup E] [InnerProductSpace ๐•œ E] [FiniteDimensional ๐•œ E] (N : UnitarilyInvariantSeminorm ๐•œ E E) (A : E โ†’โ‚—[๐•œ] E) :
      N (operatorAbs A) = N A

      A square seminorm is unchanged by taking the operator absolute value.