Asymptotically Whitening Positive Operators
ProvedFunctionalInequalities.KLS.whitening_sequence_readableThis auxiliary lemma constructs an asymptotically identity whitening sequence.
Let be a finite-dimensional real inner-product space, and let be continuous linear maps. Assume each is positive and that in the operator topology. Then there exists a sequence of continuous linear equivalences such that:
- in the operator topology;
- for all sufficiently large , is self-adjoint and satisfies
The statement provides the whitening operators used in the approximation construction.
Original Lean declaration header
Within namespace FunctionalInequalities.KLS. Shown in its original module context. Proof omitted.
private lemma whitening_sequence (C : ℕ → E →L[ℝ] E)
(hpos : ∀ k, (C k).IsPositive) (hC : Tendsto C atTop (𝓝 1)) :
∃ L : ℕ → E ≃L[ℝ] E,
Tendsto (fun k => (L k).toContinuousLinearMap) atTop (𝓝 1) ∧
∀ᶠ k in atTop,
IsSelfAdjoint (L k).toContinuousLinearMap ∧
(L k).toContinuousLinearMap * C k * (L k).toContinuousLinearMap = 1
Module navigation
Module: KLS/LogConcave/BallConditioning.
Supporting theorems: inverseSqrt_mul_mul_inverseSqrt.
Previous: covariance_tendsto_one · Next: exists_whitening_tendsto_moments.
Source excerpt, lines 373–379 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_KLS_LogConcave_BallConditioning
open MeasureTheory Set Metric Filter
open scoped Topology RealInnerProductSpace MatrixOrder Matrix.Norms.L2Operator
variable {E : Type*}
variable [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E]
lemma FunctionalInequalities.KLS.whitening_sequence_readable (C : ℕ → E →L[ℝ] E)
(hpos : ∀ k, (C k).IsPositive) (hC : Tendsto C atTop (𝓝 1)) :
∃ L : ℕ → E ≃L[ℝ] E,
Tendsto (fun k => (L k).toContinuousLinearMap) atTop (𝓝 1) ∧
∀ᶠ k in atTop,
IsSelfAdjoint (L k).toContinuousLinearMap ∧
(L k).toContinuousLinearMap * C k * (L k).toContinuousLinearMap = 1 := by sorry