Norm Factorization of a Positive Symmetric Quadratic Form
ProvedFunctionalInequalities.exists_norm_sq_eq_inner_of_isSymmetric_readablefunctional-inequalitieskls-conjecturekls-modularkls-readablelog-concave
This constructs a norm factor for a positive symmetric operator.
Let be a finite-dimensional real inner-product space and let be a continuous linear map. Assume:
- is symmetric;
- its quadratic form is nonnegative:
Then there exists a continuous linear map such that
Only existence of is asserted; it need not be stated symmetric, unique, or positive.
The result provides the abstract square-root-type factorization used to represent covariance energies by weighted gradients.
Original Lean declaration header
Within namespace FunctionalInequalities. Shown in its original module context. Proof omitted.
theorem exists_norm_sq_eq_inner_of_isSymmetric (T : V →L[ℝ] V)
(hT : T.toLinearMap.IsSymmetric) (hpos : ∀ v, 0 ≤ inner ℝ (T v) v) :
∃ B : V →L[ℝ] V, ∀ v, inner ℝ (T v) v = ‖B v‖ ^ 2
Module navigation
Module: Probability/Covariance/Factorization.
Source excerpt, lines 32–34 · Frozen source 408915f.
Preamble
import Definitions.Def_KLSModular_FunctionalInequalities_Probability_Covariance_Factorization
variable {V : Type*} [NormedAddCommGroup V] [InnerProductSpace ℝ V] [FiniteDimensional ℝ V]
Formal statement
theorem FunctionalInequalities.exists_norm_sq_eq_inner_of_isSymmetric_readable (T : V →L[ℝ] V)
(hT : T.toLinearMap.IsSymmetric) (hpos : ∀ v, 0 ≤ inner ℝ (T v) v) :
∃ B : V →L[ℝ] V, ∀ v, inner ℝ (T v) v = ‖B v‖ ^ 2 := by sorry
Source
Lean source: https://github.com/human-ai-mathematics/kls-lean/blob/408915f/formalization/FunctionalInequalities/Probability/Covariance/Factorization.lean#L31-L65 (repository human-ai-mathematics/kls-lean, commit 408915f, module `FunctionalInequalities.Probability.Covariance.Factorization`, declaration `FunctionalInequalities.exists_norm_sq_eq_inner_of_isSymmetric`; the repository is private at upload time).