rudelson_selection_gram_spectral_bound
ProvedRudelson selection one-sided Gram spectral bound (rank-one form). For a finite family of vectors with for all (and ), the spectral norm of the energy-weighted Gram operator is dominated by times the spectral norm of the plain Gram operator:
Here Matrix.vecMulVec (y c) (y c) is the rank-one outer product and the norm is the operator norm ‖Matrix.toEuclideanCLM (𝕜 := ℝ) X‖. This is the spectral consequence of the rank-one squaring identity combined with Loewner monotonicity, exactly the bound the noncommutative-Khintchine (Lust-Picquard) step of Rudelson's selection lemma applies to the one-sided Gram operator with self-adjoint. Proof (reduction): in the Loewner order (each summand is a nonnegative-scalar multiple of a PSD rank-one), then apply spectral-norm Loewner monotonicity and pull the scalar out of the operator norm.
import Mathlib.Analysis.CStarAlgebra.Matrix import Mathlib.LinearAlgebra.Matrix.PosDef import Mathlib.Analysis.Matrix.Order open scoped Matrix BigOperators
theorem rudelson_selection_gram_spectral_bound {d : ℕ} {ι : Type*} (s : Finset ι) (y : ι → Fin d → ℝ) (M : ℝ) (hM0 : 0 ≤ M) (hM : ∀ c ∈ s, (y c ⬝ᵥ y c) ≤ M) : ‖Matrix.toEuclideanCLM (𝕜 := ℝ) (∑ c ∈ s, (y c ⬝ᵥ y c) • Matrix.vecMulVec (y c) (y c))‖ ≤ M * ‖Matrix.toEuclideanCLM (𝕜 := ℝ) (∑ c ∈ s, Matrix.vecMulVec (y c) (y c))‖ := by sorry