FullBlockNormBounds #
Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.
Four-block domination of the full Euclidean block operator norm #
The variance carriers of Section 3.5 are stated with the Euclidean operator
norm of a 2d × 2d matrix over BlockCoord d = Fin d ⊕ Fin d
(‖Matrix.toEuclidean (toFullBlockMat ...)‖), while the block moment inputs
available for them are stated with the d × d norm Ch02.matrixOperatorNorm
of one of the four blocks. This module supplies that direction of the
dictionary.
What is proved #
norm_toEuclideanCLM_le_sum_matrixOperatorNorm_blocks: for everyX: FullBlockMat d,‖toEuclidean X‖ ≤ ‖UL‖ + ‖UR‖ + ‖LL‖ + ‖LR‖, the summands being theCh02.matrixOperatorNormof the fourd × dblocksofFullBlockMat X. No symmetry, definiteness or nondegeneracy hypothesis is used, and the constant is absolute.norm_toEuclideanCLM_sq_le_four_mul_sum_sq_matrixOperatorNorm_blocks: the squared corollary with the absolute constant4, `‖toEuclidean X‖² ≤ 4 (‖UL‖² + ‖UR‖² + ‖LL‖²- ‖LR‖²)`.
- The two
BlockMat-carrier restatements (..._toFullBlockMat_...), the shape in which the block carriers of this directory present their matrices. norm_toEuclideanCLM_diagonal_mul_mul_diagonal_le: conjugating by the two-scalar block gaugediag(s 𝟙, t 𝟙)weights the four block norms bys²,|st|,|st|,t².
The squared form is the one an integrability consumer wants: integrability of
the full squared operator norm follows from a second moment for each of the
four block norms separately. Applied to starredFluctuationMatrix B a it
dominates starredFluctuationOperatorNormSq B a with no rewriting at all, that
carrier being literally ‖toEuclidean (starredFluctuationMatrix ...)‖².
What is not proved here #
The instance of item 4 at the manuscript's own gauge is not taken: it needs
the identification of CFC.sqrt (Ch02.constantFullBlockMatrix (Observable.isotropicComparatorMatrix σ)) with Matrix.diagonal (Ch05.Section56.scalarFullBlockSqrtDiag σ σ) -- available as the private
cfcSqrt_isotropicComparator_eq_diagonal (VarianceCarrierSeam.lean, second
copy at VarianceClosure.lean;
a four-line consequence of the public
Ch05.Section57.constantFullBlockMatrixSqrt_scalarMatrix_eq_scalarFullBlockSqrt)
-- plus the block readings of the reflected difference, and taking it here
would import the whole VarianceBridge closure into a pure matrix module. A
consumer holding that closure reaches the manuscript weights σ, 1, 1,
σ⁻¹ from item 4 at s = √σ, t = (√σ)⁻¹ after Real.sq_sqrt and
mul_inv_cancel₀ at σ > 0; the squared gauged form the M7 consumer wants is
a six-line re-derivation from item 5 plus pow_le_pow_left₀ (the four-square
split as in the squared corollary).
Method #
X acts on EuclideanSpace ℝ (BlockCoord d); splitting the argument into its
two halves u = x ∘ Sum.inl, v = x ∘ Sum.inr and using
(X *ᵥ x) = Sum.elim (UL *ᵥ u + UR *ᵥ v) (LL *ᵥ u + LR *ᵥ v) gives the bound
from ContinuousLinearMap.opNorm_le_bound, because the Euclidean norm of a
Sum.elim is below the sum of the two halves' norms and each half of x has
norm at most ‖x‖. The gauge statement then needs only the four entrywise
readings of diag · X · diag and absolute homogeneity of the d × d norm.
Two Euclidean facts about BlockCoord-indexed vectors #
The four-block bound #
The full block operator norm is below the sum of its four block operator
norms. For every 2d × 2d real matrix X over BlockCoord d, with no
symmetry or positivity hypothesis and with an absolute constant.
The two-scalar block gauge #
Conjugation by the two-scalar block gauge diag(s 𝟙, t 𝟙) weights the four
block norms by s², |st|, |st|, t². This is the gauge weighting of
the manuscript's 𝐁^{1/2} · 𝐁^{1/2} conjugation at an isotropic comparator 𝐁 = 𝐁(σ), whose CFC.sqrt is exactly the diagonal matrix with √σ on the first
block coordinates and (√σ)⁻¹ on the second: taking s = √σ and t = (√σ)⁻¹ turns the four weights into σ, 1, 1, σ⁻¹, the asymmetry
printed in the manuscript's variance display.