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LeanPool.Superdiffusion.Algsuperdiff.Section24.Sensitivity.Provider.Path.PointwiseExpansion

PointwiseExpansion #

Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.

Pointwise second-difference expansion of the doubled coefficient matrix #

The proof of l.sensitivity.coarse.grained.general rests on the pointwise algebra e.bfA.LDLt + e.Gh.additive: perturbing the coefficient matrix A by a skew matrix g conjugates the doubled matrix bfA by the shear G_{-g}, because the symmetric part is unchanged and the skew part is translated. At the level of quadratic forms this conjugation is exactly quadratic in the perturbation:

X · bfA(A + g) X = X · bfA(A) X - 2 (g X₁) · (bfA(A) X)₂ + (g X₁) · s⁻¹ (g X₁)

with s := symmPart A. This identity is pure matrix algebra: it never inverts s, so it holds for the Mathlib junk-value inverse as well. It is the entire second-difference content of the upper and lower coarse-matrix expansions; everything downstream is integration and minimizer bookkeeping.

Exact pointwise second-difference expansion. For a skew perturbation g of the coefficient matrix A, the doubled quadratic form expands exactly: no remainder beyond the explicit quadratic term. This is the pointwise core of both the upper coarse-matrix expansion at the base field and (applied at the shifted base) the lower expansion.