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.
The symmetric part is additive.
The skew part is additive.
The symmetric part of a scalar multiple.
A matrix with vanishing symmetric part is its own skew part.
The symmetric part is a symmetric matrix.
A matrix with vanishing symmetric part is antisymmetric.
The quadratic form of a matrix with vanishing symmetric part vanishes.
The bilinear pairing of a matrix with vanishing symmetric part is antisymmetric.
The Chapter 2 doubled matrix field is the pointwise doubled matrix of the coefficient representative.
Second component of bfA(A) X, in the canonical s⁻¹ (k X₁ - X₂) form.
First component of bfA(A) X, expressed through the second component.
The canonical form X·bfA(A)X = X₁·sX₁ + (kX₁ - X₂)·s⁻¹(kX₁ - X₂) of the
doubled quadratic form. No invertibility of s is used.
The second component of bfA X flips sign under simultaneous transpose of
the coefficient matrix and flux flip of the doubled vector.
The doubled quadratic form is invariant under simultaneous transpose of the coefficient matrix and flux flip of the doubled vector.
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.