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∥(AA⊤)−1∥=1/σmin⁡(A⊤)2\|(AA^\top)^{-1}\|=1/\sigma_{\min}(A^\top)^2∥(AA⊤)−1∥=1/σmin​(A⊤)2 (with Mathlib's conventions 0−1=00^{-1}=00−1=0)

Proved
GaussianMatrix.specNorm_inv_gram_eq

by tc · Oct 9, 2026 · Mathlib 0df444a (Lean v4.33.1)

deterministicgram-matrixlinear-algebrasmallest-singular-valuespectral-norm

Let AAA be a real r×kr\times kr×k matrix, let σmin⁡(A⊤)=inf⁡x∈Rr, ∥x∥2=1∥A⊤x∥2\sigma_{\min}(A^\top)=\inf_{x\in\mathbb R^r,\ \|x\|_2=1}\|A^\top x\|_2σmin​(A⊤)=infx∈Rr, ∥x∥2​=1​∥A⊤x∥2​ be the smallest singular value of A⊤A^\topA⊤, and let ∥⋅∥\|\cdot\|∥⋅∥ be the spectral (ℓ2→ℓ2\ell_2\to\ell_2ℓ2​→ℓ2​ operator) norm. Then

∥(AA⊤)−1∥=1σmin⁡(A⊤)2,\big\|(AA^\top)^{-1}\big\|=\frac{1}{\sigma_{\min}(A^\top)^2},​(AA⊤)−1​=σmin​(A⊤)21​,

with the conventions that the inverse of a singular matrix is 000 and 1/0=01/0=01/0=0.

When AA⊤AA^\topAA⊤ is invertible this is the statement ∥M−1∥=1/λmin⁡(M)\|M^{-1}\|=1/\lambda_{\min}(M)∥M−1∥=1/λmin​(M) for the positive definite matrix M=AA⊤M=AA^\topM=AA⊤, using λmin⁡(AA⊤)=min⁡∥x∥=1∥A⊤x∥2\lambda_{\min}(AA^\top)=\min_{\|x\|=1}\|A^\top x\|^2λmin​(AA⊤)=min∥x∥=1​∥A⊤x∥2. When AA⊤AA^\topAA⊤ is singular, some unit vector xxx satisfies A⊤x=0A^\top x=0A⊤x=0, so both sides are 000. It lets you restate any bound on λmin⁡(GG⊤)\lambda_{\min}(GG^\top)λmin​(GG⊤) as a bound on ∥(GG⊤)−1∥\|(GG^\top)^{-1}\|∥(GG⊤)−1∥.

Formalization Note. specNorm is Mathlib's ℓ2\ell_2ℓ2​ operator norm on matrices and ⁻¹ is Mathlib's total matrix inverse, which is 000 on singular input. sMin is the infimum over the unit sphere, which is 000 when r=0r=0r=0 (empty sphere). Because Lean has 1/0=01/0=01/0=0, the identity holds for every AAA with no hypothesis, including r=0r=0r=0.

Preamble
import Definitions.Def_GaussianMatrix_basic

open MeasureTheory ProbabilityTheory
open scoped Matrix
Formal statement
namespace GaussianMatrix

theorem specNorm_inv_gram_eq {r k : ℕ} (A : Matrix (Fin r) (Fin k) ℝ) :
    specNorm (A * Aᵀ)⁻¹ = 1 / sMin Aᵀ ^ 2 := by sorry

end GaussianMatrix
Source
standard fact: for a symmetric positive definite matrix M, ‖M⁻¹‖₂ = 1/λ_min(M), and λ_min(AAᵀ) = min_{‖x‖=1} ‖Aᵀx‖² = σ_min(Aᵀ)² (Courant–Fischer; e.g. R. A. Horn and C. R. Johnson, Matrix Analysis, 2nd ed., Thm. 4.2.6 and §5.6).

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