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https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add' | [121, 1] | [168, 57] | rw [← det_mul, ← det_conj this (A + B)] | n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosDef
hB : B.PosSemidef
sqrtA : Matrix n n ℝ := ⋯.sqrt
isUnit_det_sqrtA : IsUnit ⋯.sqrt.det
this : IsUnit sqrtA
IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian
PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef
μ : n → ℝ := ⋯.eigenvalues
⊢ A.det * (1 + sqrtA⁻¹ * B * sqrtA⁻¹).det = (A + B).det | n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosDef
hB : B.PosSemidef
sqrtA : Matrix n n ℝ := ⋯.sqrt
isUnit_det_sqrtA : IsUnit ⋯.sqrt.det
this : IsUnit sqrtA
IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian
PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef
μ : n → ℝ := ⋯.eigenvalues
⊢ (A * (1 + sqrtA⁻¹ * B * sqrtA⁻¹)).det = (sqrtA * (A + B) * sqrtA⁻¹).det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add' | [121, 1] | [168, 57] | apply congr_arg | n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosDef
hB : B.PosSemidef
sqrtA : Matrix n n ℝ := ⋯.sqrt
isUnit_det_sqrtA : IsUnit ⋯.sqrt.det
this : IsUnit sqrtA
IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian
PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef
μ : n → ℝ := ⋯.eigenvalues
⊢ (A * (1 + sqrtA⁻¹ * B * sqrtA⁻¹)).det = (sqrtA * (A + B) * sqrtA⁻¹).det | case h
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosDef
hB : B.PosSemidef
sqrtA : Matrix n n ℝ := ⋯.sqrt
isUnit_det_sqrtA : IsUnit ⋯.sqrt.det
this : IsUnit sqrtA
IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian
PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef
μ : n → ℝ := ⋯.eigenvalues
⊢ A * (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = sqrtA * (A + B) * sqrtA⁻¹ |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add' | [121, 1] | [168, 57] | rw [← hA.posSemidef.sqrt_mul_sqrt] | case h
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosDef
hB : B.PosSemidef
sqrtA : Matrix n n ℝ := ⋯.sqrt
isUnit_det_sqrtA : IsUnit ⋯.sqrt.det
this : IsUnit sqrtA
IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian
PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef
μ : n → ℝ := ⋯.eigenvalues
⊢ A * (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = sqrtA * (A + B) * sqrtA⁻¹ | case h
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosDef
hB : B.PosSemidef
sqrtA : Matrix n n ℝ := ⋯.sqrt
isUnit_det_sqrtA : IsUnit ⋯.sqrt.det
this : IsUnit sqrtA
IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian
PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef
μ : n → ℝ := ⋯.eigenvalues
⊢ ⋯.sqrt * ⋯.sqrt * (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = sqrtA * (⋯.sqrt * ⋯.sqrt + B) * sqrtA⁻¹ |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add' | [121, 1] | [168, 57] | change sqrtA * sqrtA * (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = sqrtA * (sqrtA * sqrtA + B) * sqrtA⁻¹ | case h
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosDef
hB : B.PosSemidef
sqrtA : Matrix n n ℝ := ⋯.sqrt
isUnit_det_sqrtA : IsUnit ⋯.sqrt.det
this : IsUnit sqrtA
IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian
PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef
μ : n → ℝ := ⋯.eigenvalues
⊢ ⋯.sqrt * ⋯.sqrt * (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = sqrtA * (⋯.sqrt * ⋯.sqrt + B) * sqrtA⁻¹ | case h
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosDef
hB : B.PosSemidef
sqrtA : Matrix n n ℝ := ⋯.sqrt
isUnit_det_sqrtA : IsUnit ⋯.sqrt.det
this : IsUnit sqrtA
IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian
PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef
μ : n → ℝ := ⋯.eigenvalues
⊢ sqrtA * sqrtA * (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = sqrtA * (sqrtA * sqrtA + B) * sqrtA⁻¹ |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add' | [121, 1] | [168, 57] | rw [Matrix.mul_add, Matrix.mul_one, Matrix.mul_add, Matrix.add_mul,
Matrix.mul_assoc, Matrix.mul_assoc, Matrix.mul_assoc, Matrix.mul_assoc,
← Matrix.mul_assoc _ _ (B * _),
Matrix.mul_nonsing_inv _ isUnit_det_sqrtA, Matrix.one_mul, Matrix.mul_one,
hA.posSemidef.sqrt_mul_sqrt, Matrix.mul_assoc] | case h
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosDef
hB : B.PosSemidef
sqrtA : Matrix n n ℝ := ⋯.sqrt
isUnit_det_sqrtA : IsUnit ⋯.sqrt.det
this : IsUnit sqrtA
IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian
PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef
μ : n → ℝ := ⋯.eigenvalues
⊢ sqrtA * sqrtA * (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = sqrtA * (sqrtA * sqrtA + B) * sqrtA⁻¹ | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | by_cases hA' : A.det = 0 | n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
⊢ A.det + B.det ≤ (A + B).det | case pos
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
⊢ A.det + B.det ≤ (A + B).det
case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : ¬A.det = 0
⊢ A.det + B.det ≤ (A + B).det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | { by_cases hB' : B.det = 0
{ simp [hA', hB']
apply (hA.add hB).det_nonneg }
{ rw [add_comm A B, add_comm A.det B.det]
apply det_add_det_le_det_add' _ _ (hB.PosDef_iff_det_ne_zero.2 hB') hA } } | case pos
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
⊢ A.det + B.det ≤ (A + B).det
case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : ¬A.det = 0
⊢ A.det + B.det ≤ (A + B).det | case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : ¬A.det = 0
⊢ A.det + B.det ≤ (A + B).det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | { apply det_add_det_le_det_add' _ _ (hA.PosDef_iff_det_ne_zero.2 hA') hB } | case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : ¬A.det = 0
⊢ A.det + B.det ≤ (A + B).det | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | by_cases hB' : B.det = 0 | case pos
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
⊢ A.det + B.det ≤ (A + B).det | case pos
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : B.det = 0
⊢ A.det + B.det ≤ (A + B).det
case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : ¬B.det = 0
⊢ A.det + B.det ≤ (A + B).det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | { simp [hA', hB']
apply (hA.add hB).det_nonneg } | case pos
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : B.det = 0
⊢ A.det + B.det ≤ (A + B).det
case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : ¬B.det = 0
⊢ A.det + B.det ≤ (A + B).det | case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : ¬B.det = 0
⊢ A.det + B.det ≤ (A + B).det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | { rw [add_comm A B, add_comm A.det B.det]
apply det_add_det_le_det_add' _ _ (hB.PosDef_iff_det_ne_zero.2 hB') hA } | case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : ¬B.det = 0
⊢ A.det + B.det ≤ (A + B).det | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | simp [hA', hB'] | case pos
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : B.det = 0
⊢ A.det + B.det ≤ (A + B).det | case pos
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : B.det = 0
⊢ 0 ≤ (A + B).det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | apply (hA.add hB).det_nonneg | case pos
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : B.det = 0
⊢ 0 ≤ (A + B).det | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | rw [add_comm A B, add_comm A.det B.det] | case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : ¬B.det = 0
⊢ A.det + B.det ≤ (A + B).det | case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : ¬B.det = 0
⊢ B.det + A.det ≤ (B + A).det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | apply det_add_det_le_det_add' _ _ (hB.PosDef_iff_det_ne_zero.2 hB') hA | case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : A.det = 0
hB' : ¬B.det = 0
⊢ B.det + A.det ≤ (B + A).det | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Subadditivity.lean | Matrix.det_add_det_le_det_add | [170, 1] | [179, 77] | apply det_add_det_le_det_add' _ _ (hA.PosDef_iff_det_ne_zero.2 hA') hB | case neg
n : Type u_1
inst✝⁴ : Fintype n
inst✝³ : DecidableEq n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
inst✝ : Nonempty n
A B : Matrix n n ℝ
hA : A.PosSemidef
hB : B.PosSemidef
hA' : ¬A.det = 0
⊢ A.det + B.det ≤ (A + B).det | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.abs_le_of_sqrt_sq_add_nonneg_le | [64, 1] | [69, 50] | rw [sqrt_le_iff] at h | a b c : ℝ
hb : 0 ≤ b
h : (a ^ 2 + b).sqrt ≤ c
⊢ |a| ≤ c | a b c : ℝ
hb : 0 ≤ b
h : 0 ≤ c ∧ a ^ 2 + b ≤ c ^ 2
⊢ |a| ≤ c |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.abs_le_of_sqrt_sq_add_nonneg_le | [64, 1] | [69, 50] | replace ⟨hc, h⟩ := h | a b c : ℝ
hb : 0 ≤ b
h : 0 ≤ c ∧ a ^ 2 + b ≤ c ^ 2
⊢ |a| ≤ c | a b c : ℝ
hb : 0 ≤ b
hc : 0 ≤ c
h : a ^ 2 + b ≤ c ^ 2
⊢ |a| ≤ c |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.abs_le_of_sqrt_sq_add_nonneg_le | [64, 1] | [69, 50] | replace h := le_trans (le_add_of_nonneg_right hb) h | a b c : ℝ
hb : 0 ≤ b
hc : 0 ≤ c
h : a ^ 2 + b ≤ c ^ 2
⊢ |a| ≤ c | a b c : ℝ
hb : 0 ≤ b
hc : 0 ≤ c
h : a ^ 2 ≤ c ^ 2
⊢ |a| ≤ c |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.abs_le_of_sqrt_sq_add_nonneg_le | [64, 1] | [69, 50] | rwa [rpow_two, sq_le_sq, abs_of_nonneg hc] at h | a b c : ℝ
hb : 0 ≤ b
hc : 0 ≤ c
h : a ^ 2 ≤ c ^ 2
⊢ |a| ≤ c | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.log_eq_log | [73, 1] | [83, 13] | rw [h] | x y : ℝ
hx : 0 < x
hy : 0 < y
h : x = y
⊢ x.log = y.log | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.log_eq_log | [73, 1] | [83, 13] | have hxmem := Set.mem_Ioi.2 hx | x y : ℝ
hx : 0 < x
hy : 0 < y
h : x.log = y.log
⊢ x = y | x y : ℝ
hx : 0 < x
hy : 0 < y
h : x.log = y.log
hxmem : x ∈ Set.Ioi 0
⊢ x = y |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.log_eq_log | [73, 1] | [83, 13] | have hymem := Set.mem_Ioi.2 hy | x y : ℝ
hx : 0 < x
hy : 0 < y
h : x.log = y.log
hxmem : x ∈ Set.Ioi 0
⊢ x = y | x y : ℝ
hx : 0 < x
hy : 0 < y
h : x.log = y.log
hxmem : x ∈ Set.Ioi 0
hymem : y ∈ Set.Ioi 0
⊢ x = y |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.log_eq_log | [73, 1] | [83, 13] | have heq : Set.restrict (Set.Ioi 0) log ⟨x, hxmem⟩ =
Set.restrict (Set.Ioi 0) log ⟨y, hymem⟩ := by
simp [h] | x y : ℝ
hx : 0 < x
hy : 0 < y
h : x.log = y.log
hxmem : x ∈ Set.Ioi 0
hymem : y ∈ Set.Ioi 0
⊢ x = y | x y : ℝ
hx : 0 < x
hy : 0 < y
h : x.log = y.log
hxmem : x ∈ Set.Ioi 0
hymem : y ∈ Set.Ioi 0
heq : (Set.Ioi 0).restrict log ⟨x, hxmem⟩ = (Set.Ioi 0).restrict log ⟨y, hymem⟩
⊢ x = y |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.log_eq_log | [73, 1] | [83, 13] | have h := log_injOn_pos.injective heq | x y : ℝ
hx : 0 < x
hy : 0 < y
h : x.log = y.log
hxmem : x ∈ Set.Ioi 0
hymem : y ∈ Set.Ioi 0
heq : (Set.Ioi 0).restrict log ⟨x, hxmem⟩ = (Set.Ioi 0).restrict log ⟨y, hymem⟩
⊢ x = y | x y : ℝ
hx : 0 < x
hy : 0 < y
h✝ : x.log = y.log
hxmem : x ∈ Set.Ioi 0
hymem : y ∈ Set.Ioi 0
heq : (Set.Ioi 0).restrict log ⟨x, hxmem⟩ = (Set.Ioi 0).restrict log ⟨y, hymem⟩
h : ⟨x, hxmem⟩ = ⟨y, hymem⟩
⊢ x = y |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.log_eq_log | [73, 1] | [83, 13] | simp [Subtype.eq] at h | x y : ℝ
hx : 0 < x
hy : 0 < y
h✝ : x.log = y.log
hxmem : x ∈ Set.Ioi 0
hymem : y ∈ Set.Ioi 0
heq : (Set.Ioi 0).restrict log ⟨x, hxmem⟩ = (Set.Ioi 0).restrict log ⟨y, hymem⟩
h : ⟨x, hxmem⟩ = ⟨y, hymem⟩
⊢ x = y | x y : ℝ
hx : 0 < x
hy : 0 < y
h✝ : x.log = y.log
hxmem : x ∈ Set.Ioi 0
hymem : y ∈ Set.Ioi 0
heq : (Set.Ioi 0).restrict log ⟨x, hxmem⟩ = (Set.Ioi 0).restrict log ⟨y, hymem⟩
h : x = y
⊢ x = y |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.log_eq_log | [73, 1] | [83, 13] | exact h | x y : ℝ
hx : 0 < x
hy : 0 < y
h✝ : x.log = y.log
hxmem : x ∈ Set.Ioi 0
hymem : y ∈ Set.Ioi 0
heq : (Set.Ioi 0).restrict log ⟨x, hxmem⟩ = (Set.Ioi 0).restrict log ⟨y, hymem⟩
h : x = y
⊢ x = y | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.log_eq_log | [73, 1] | [83, 13] | simp [h] | x y : ℝ
hx : 0 < x
hy : 0 < y
h : x.log = y.log
hxmem : x ∈ Set.Ioi 0
hymem : y ∈ Set.Ioi 0
⊢ (Set.Ioi 0).restrict log ⟨x, hxmem⟩ = (Set.Ioi 0).restrict log ⟨y, hymem⟩ | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.div_pow_eq_mul_pow_neg | [85, 1] | [87, 37] | rw [div_eq_mul_inv, ← rpow_neg hb] | a b c : ℝ
hb : 0 ≤ b
⊢ a / b ^ c = a * b ^ (-c) | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.one_div_eq_pow_neg_one | [89, 1] | [90, 65] | rw [rpow_neg (le_of_lt ha), rpow_one, div_eq_mul_inv, one_mul] | a : ℝ
ha : 0 < a
⊢ 1 / a = a ^ (-1) | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.inv_eq_pow_neg_one | [92, 1] | [93, 49] | rw [inv_eq_one_div, one_div_eq_pow_neg_one ha] | a : ℝ
ha : 0 < a
⊢ a⁻¹ = a ^ (-1) | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.pow_half_two | [95, 1] | [98, 11] | show rpow (rpow _ _) _ = _ | x : ℝ
hx : 0 ≤ x
⊢ (x ^ (1 / 2)) ^ 2 = x | x : ℝ
hx : 0 ≤ x
⊢ (x.rpow (1 / 2)).rpow 2 = x |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.pow_half_two | [95, 1] | [98, 11] | rw [rpow_eq_pow, rpow_eq_pow, ← rpow_mul hx] | x : ℝ
hx : 0 ≤ x
⊢ (x.rpow (1 / 2)).rpow 2 = x | x : ℝ
hx : 0 ≤ x
⊢ x ^ (1 / 2 * 2) = x |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.pow_half_two | [95, 1] | [98, 11] | norm_num | x : ℝ
hx : 0 ≤ x
⊢ x ^ (1 / 2 * 2) = x | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.pow_two_le_pow_two | [100, 1] | [102, 72] | rw [rpow_two, rpow_two, sq_le_sq, abs_of_nonneg hx, abs_of_nonneg hy] | x y : ℝ
hx : 0 ≤ x
hy : 0 ≤ y
⊢ x ^ 2 ≤ y ^ 2 ↔ x ≤ y | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.binomial_two | [104, 1] | [106, 29] | ring | x y : ℝ
⊢ (x + y) ^ 2 = x ^ 2 + (2 * (x * y) + y ^ 2) | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.rpow_eq_mul_rpow_pred | [108, 1] | [110, 76] | conv => left; rw [(by ring : y = (y - 1) + 1), rpow_add_one hx, mul_comm] | x y : ℝ
hx : x ≠ 0
⊢ x ^ y = x * x ^ (y - 1) | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.rpow_eq_mul_rpow_pred | [108, 1] | [110, 76] | ring | x y : ℝ
hx : x ≠ 0
⊢ y = y - 1 + 1 | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/Data/Real.lean | Real.exp_neg_eq_one_div | [112, 1] | [113, 31] | rw [exp_neg, inv_eq_one_div] | x : ℝ
⊢ (-x).exp = 1 / x.exp | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Relaxation.lean | Minimization.Relaxation.induces_original_problem_optimality | [57, 1] | [66, 41] | refine ⟨h_feas_y, ?_⟩ | D E F R : Type
inst✝ : Preorder R
p : Minimization D R
q : Minimization E R
r : Minimization F R
Rx : p.Relaxation q
phi_inv : E → D
phi_left_inv : Function.LeftInverse Rx.phi phi_inv
h_objFun : ∀ (x : D), p.feasible x → p.objFun x = q.objFun (Rx.phi x)
y : E
h_opt_y : q.optimal y
h_feas_y : p.feasible (phi_inv y)
⊢ p.optimal (phi_inv y) | D E F R : Type
inst✝ : Preorder R
p : Minimization D R
q : Minimization E R
r : Minimization F R
Rx : p.Relaxation q
phi_inv : E → D
phi_left_inv : Function.LeftInverse Rx.phi phi_inv
h_objFun : ∀ (x : D), p.feasible x → p.objFun x = q.objFun (Rx.phi x)
y : E
h_opt_y : q.optimal y
h_feas_y : p.feasible (phi_inv y)
⊢ ∀ (y_1 : D), p.feasible y_1 → p.objFun (phi_inv y) ≤ p.objFun y_1 |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Relaxation.lean | Minimization.Relaxation.induces_original_problem_optimality | [57, 1] | [66, 41] | intros x h_feas_x | D E F R : Type
inst✝ : Preorder R
p : Minimization D R
q : Minimization E R
r : Minimization F R
Rx : p.Relaxation q
phi_inv : E → D
phi_left_inv : Function.LeftInverse Rx.phi phi_inv
h_objFun : ∀ (x : D), p.feasible x → p.objFun x = q.objFun (Rx.phi x)
y : E
h_opt_y : q.optimal y
h_feas_y : p.feasible (phi_inv y)
⊢ ∀ (y_1 : D), p.feasible y_1 → p.objFun (phi_inv y) ≤ p.objFun y_1 | D E F R : Type
inst✝ : Preorder R
p : Minimization D R
q : Minimization E R
r : Minimization F R
Rx : p.Relaxation q
phi_inv : E → D
phi_left_inv : Function.LeftInverse Rx.phi phi_inv
h_objFun : ∀ (x : D), p.feasible x → p.objFun x = q.objFun (Rx.phi x)
y : E
h_opt_y : q.optimal y
h_feas_y : p.feasible (phi_inv y)
x : D
h_feas_x : p.feasible x
⊢ p.objFun (phi_inv y) ≤ p.objFun x |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Relaxation.lean | Minimization.Relaxation.induces_original_problem_optimality | [57, 1] | [66, 41] | rw [h_objFun _ h_feas_y, phi_left_inv] | D E F R : Type
inst✝ : Preorder R
p : Minimization D R
q : Minimization E R
r : Minimization F R
Rx : p.Relaxation q
phi_inv : E → D
phi_left_inv : Function.LeftInverse Rx.phi phi_inv
h_objFun : ∀ (x : D), p.feasible x → p.objFun x = q.objFun (Rx.phi x)
y : E
h_opt_y : q.optimal y
h_feas_y : p.feasible (phi_inv y)
x : D
h_feas_x : p.feasible x
⊢ p.objFun (phi_inv y) ≤ p.objFun x | D E F R : Type
inst✝ : Preorder R
p : Minimization D R
q : Minimization E R
r : Minimization F R
Rx : p.Relaxation q
phi_inv : E → D
phi_left_inv : Function.LeftInverse Rx.phi phi_inv
h_objFun : ∀ (x : D), p.feasible x → p.objFun x = q.objFun (Rx.phi x)
y : E
h_opt_y : q.optimal y
h_feas_y : p.feasible (phi_inv y)
x : D
h_feas_x : p.feasible x
⊢ q.objFun y ≤ p.objFun x |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Relaxation.lean | Minimization.Relaxation.induces_original_problem_optimality | [57, 1] | [66, 41] | have h_bound := h_opt_y.2 (Rx.phi x) (Rx.phi_feasibility x h_feas_x) | D E F R : Type
inst✝ : Preorder R
p : Minimization D R
q : Minimization E R
r : Minimization F R
Rx : p.Relaxation q
phi_inv : E → D
phi_left_inv : Function.LeftInverse Rx.phi phi_inv
h_objFun : ∀ (x : D), p.feasible x → p.objFun x = q.objFun (Rx.phi x)
y : E
h_opt_y : q.optimal y
h_feas_y : p.feasible (phi_inv y)
x : D
h_feas_x : p.feasible x
⊢ q.objFun y ≤ p.objFun x | D E F R : Type
inst✝ : Preorder R
p : Minimization D R
q : Minimization E R
r : Minimization F R
Rx : p.Relaxation q
phi_inv : E → D
phi_left_inv : Function.LeftInverse Rx.phi phi_inv
h_objFun : ∀ (x : D), p.feasible x → p.objFun x = q.objFun (Rx.phi x)
y : E
h_opt_y : q.optimal y
h_feas_y : p.feasible (phi_inv y)
x : D
h_feas_x : p.feasible x
h_bound : q.objFun y ≤ q.objFun (Rx.phi x)
⊢ q.objFun y ≤ p.objFun x |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Relaxation.lean | Minimization.Relaxation.induces_original_problem_optimality | [57, 1] | [66, 41] | rwa [← h_objFun _ h_feas_x] at h_bound | D E F R : Type
inst✝ : Preorder R
p : Minimization D R
q : Minimization E R
r : Minimization F R
Rx : p.Relaxation q
phi_inv : E → D
phi_left_inv : Function.LeftInverse Rx.phi phi_inv
h_objFun : ∀ (x : D), p.feasible x → p.objFun x = q.objFun (Rx.phi x)
y : E
h_opt_y : q.optimal y
h_feas_y : p.feasible (phi_inv y)
x : D
h_feas_x : p.feasible x
h_bound : q.objFun y ≤ q.objFun (Rx.phi x)
⊢ q.objFun y ≤ p.objFun x | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.PosSemidef_zero | [30, 1] | [32, 20] | simp [PosSemidef] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
⊢ PosSemidef 0 | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | have h_D_eq : D = Z * A⁻¹ * Zᴴ :=
calc D
= D * D⁻¹ * D := by
rw [hD, Matrix.mul_inv_of_invertible, Matrix.one_mul]
_ = D * (LDL.lowerInv hA * A * (LDL.lowerInv hA)ᵀ)⁻¹ * Dᵀ := by
erw [hD, LDL.diag, diagonal_transpose, ← LDL.diag, LDL.diag_eq_lowerInv_conj]
rfl
_ = D * (LDL.lower hA)ᵀ * A⁻¹ * (D * (LDL.lower hA)ᵀ)ᵀ := by
simp only [hD, LDL.lower, transpose_mul, transpose_transpose, transpose_nonsing_inv,
Matrix.mul_assoc, Matrix.mul_inv_rev]
_ = Z * A⁻¹ * Zᴴ := by
rw [hZ, hD]; rfl | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
h_D_eq : D = Z * A⁻¹ * Z.conjTranspose
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | haveI := hA.Invertible | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
h_D_eq : D = Z * A⁻¹ * Z.conjTranspose
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
h_D_eq : D = Z * A⁻¹ * Z.conjTranspose
this : Invertible A
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | erw [PosSemidef.fromBlocks₂₂ _ _ hA] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
h_D_eq : D = Z * A⁻¹ * Z.conjTranspose
this : Invertible A
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
h_D_eq : D = Z * A⁻¹ * Z.conjTranspose
this : Invertible A
⊢ (D - Z * A⁻¹ * Z.conjTranspose).PosSemidef |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | simp [h_D_eq] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
h_D_eq : D = Z * A⁻¹ * Z.conjTranspose
this : Invertible A
⊢ (D - Z * A⁻¹ * Z.conjTranspose).PosSemidef | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | rw [hD, Matrix.mul_inv_of_invertible, Matrix.one_mul] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
⊢ D = D * D⁻¹ * D | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | erw [hD, LDL.diag, diagonal_transpose, ← LDL.diag, LDL.diag_eq_lowerInv_conj] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
⊢ D * D⁻¹ * D = D * (LDL.lowerInv hA * A * (LDL.lowerInv hA).transpose)⁻¹ * D.transpose | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
⊢ LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose * (LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose)⁻¹ *
(LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose) =
LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose * (LDL.lowerInv hA * A * (LDL.lowerInv hA).transpose)⁻¹ *
(LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose) |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | rfl | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
⊢ LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose * (LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose)⁻¹ *
(LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose) =
LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose * (LDL.lowerInv hA * A * (LDL.lowerInv hA).transpose)⁻¹ *
(LDL.lowerInv hA * A * (LDL.lowerInv hA).conjTranspose) | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | simp only [hD, LDL.lower, transpose_mul, transpose_transpose, transpose_nonsing_inv,
Matrix.mul_assoc, Matrix.mul_inv_rev] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
⊢ D * (LDL.lowerInv hA * A * (LDL.lowerInv hA).transpose)⁻¹ * D.transpose =
D * (LDL.lower hA).transpose * A⁻¹ * (D * (LDL.lower hA).transpose).transpose | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | rw [hZ, hD] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
⊢ D * (LDL.lower hA).transpose * A⁻¹ * (D * (LDL.lower hA).transpose).transpose = Z * A⁻¹ * Z.conjTranspose | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
⊢ LDL.diag hA * (LDL.lower hA).transpose * A⁻¹ * (LDL.diag hA * (LDL.lower hA).transpose).transpose =
LDL.diag hA * (LDL.lower hA).transpose * A⁻¹ * (LDL.diag hA * (LDL.lower hA).transpose).conjTranspose |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef | [34, 1] | [50, 16] | rfl | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z : Matrix n n ℝ
hD : D = LDL.diag hA
hZ : Z = LDL.diag hA * (LDL.lower hA).transpose
⊢ LDL.diag hA * (LDL.lower hA).transpose * A⁻¹ * (LDL.diag hA * (LDL.lower hA).transpose).transpose =
LDL.diag hA * (LDL.lower hA).transpose * A⁻¹ * (LDL.diag hA * (LDL.lower hA).transpose).conjTranspose | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | have hY_tri : upperTriangular Y := by
{ rw [hY]
apply upperTriangular.mul
apply BlockTriangular_diagonal
apply lowerTriangular.transpose
apply LDL.lowerTriangular_lower } | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hY_tri : Y.upperTriangular
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | haveI := hA.Invertible | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hY_tri : Y.upperTriangular
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hY_tri : Y.upperTriangular
this : Invertible A
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | rw [hZ, hY_tri.toUpperTri_eq] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hY_tri : Y.upperTriangular
this : Invertible A
⊢ (D.fromBlocks Z Z.transpose A).PosSemidef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hY_tri : Y.upperTriangular
this : Invertible A
⊢ (D.fromBlocks Y Y.transpose A).PosSemidef |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | apply LogDetAtom.feasibility_PosDef _ _ hY | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hY_tri : Y.upperTriangular
this : Invertible A
⊢ (D.fromBlocks Y Y.transpose A).PosSemidef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hY_tri : Y.upperTriangular
this : Invertible A
⊢ D = LDL.diag hA |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | simp [hD, hY, LDL.diag] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hY_tri : Y.upperTriangular
this : Invertible A
⊢ D = LDL.diag hA | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | rw [hY] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ Y.upperTriangular | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.diag hA * (LDL.lower hA).transpose).upperTriangular |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | apply upperTriangular.mul | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.diag hA * (LDL.lower hA).transpose).upperTriangular | case hM
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.diag hA).upperTriangular
case hN
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.lower hA).transpose.upperTriangular |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | apply BlockTriangular_diagonal | case hM
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.diag hA).upperTriangular
case hN
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.lower hA).transpose.upperTriangular | case hN
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.lower hA).transpose.upperTriangular |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | apply lowerTriangular.transpose | case hN
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.lower hA).transpose.upperTriangular | case hN.hM
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.lower hA).lowerTriangular |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_PosDef' | [52, 1] | [63, 26] | apply LDL.lowerTriangular_lower | case hN.hM
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
D Z Y : Matrix n n ℝ
hY : Y = LDL.diag hA * (LDL.lower hA).transpose
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
⊢ (LDL.lower hA).lowerTriangular | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LDL.diagEntries_pos | [65, 1] | [70, 38] | have : (LDL.lowerInv hA).det ≠ 0 := by simp [LDL.det_lowerInv hA] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
i : n
⊢ 0 < LDL.diagEntries hA i | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
i : n
this : (LDL.lowerInv hA).det ≠ 0
⊢ 0 < LDL.diagEntries hA i |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LDL.diagEntries_pos | [65, 1] | [70, 38] | have : LDL.lowerInv hA i ≠ 0 := fun h =>
this (Matrix.det_eq_zero_of_row_eq_zero i (λ j => congr_fun h j)) | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
i : n
this : (LDL.lowerInv hA).det ≠ 0
⊢ 0 < LDL.diagEntries hA i | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
i : n
this✝ : (LDL.lowerInv hA).det ≠ 0
this : LDL.lowerInv hA i ≠ 0
⊢ 0 < LDL.diagEntries hA i |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LDL.diagEntries_pos | [65, 1] | [70, 38] | exact hA.2 (LDL.lowerInv hA i) this | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
i : n
this✝ : (LDL.lowerInv hA).det ≠ 0
this : LDL.lowerInv hA i ≠ 0
⊢ 0 < LDL.diagEntries hA i | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LDL.diagEntries_pos | [65, 1] | [70, 38] | simp [LDL.det_lowerInv hA] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
i : n
⊢ (LDL.lowerInv hA).det ≠ 0 | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.solution_eq_atom | [72, 1] | [77, 31] | conv => rhs; rw [(LDL.lower_conj_diag hA).symm] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
⊢ ∑ i : n, (LDL.diagEntries hA i).log = A.det.log | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
⊢ ∑ i : n, (LDL.diagEntries hA i).log = (LDL.lower hA * LDL.diag hA * (LDL.lower hA).conjTranspose).det.log |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.solution_eq_atom | [72, 1] | [77, 31] | have heqsum := Real.log_prod Finset.univ (LDL.diagEntries hA)
(fun i _ => ne_of_gt (LDL.diagEntries_pos hA i)) | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
⊢ ∑ i : n, (LDL.diagEntries hA i).log = (LDL.lower hA * LDL.diag hA * (LDL.lower hA).conjTranspose).det.log | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
heqsum : (∏ i : n, LDL.diagEntries hA i).log = ∑ i : n, (LDL.diagEntries hA i).log
⊢ ∑ i : n, (LDL.diagEntries hA i).log = (LDL.lower hA * LDL.diag hA * (LDL.lower hA).conjTranspose).det.log |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.solution_eq_atom | [72, 1] | [77, 31] | simp [LDL.diag, heqsum.symm] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
heqsum : (∏ i : n, LDL.diagEntries hA i).log = ∑ i : n, (LDL.diagEntries hA i).log
⊢ ∑ i : n, (LDL.diagEntries hA i).log = (LDL.lower hA * LDL.diag hA * (LDL.lower hA).conjTranspose).det.log | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.feasibility_exp | [79, 1] | [81, 18] | simp [LDL.diag] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA✝ : A✝.PosDef
A : Matrix n n ℝ
hA : A.PosDef
i : n
⊢ LDL.diagEntries hA i ≤ (LDL.diag hA * (LDL.lower hA).transpose).diag i | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.IsHermitian₁₁_of_IsHermitian_toBlock | [83, 1] | [85, 71] | ext i j | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA : A✝.PosDef
A B C D : Matrix n n ℝ
h : (A.fromBlocks B C D).IsHermitian
⊢ A.IsHermitian | case a
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA : A✝.PosDef
A B C D : Matrix n n ℝ
h : (A.fromBlocks B C D).IsHermitian
i j : n
⊢ A.conjTranspose i j = A i j |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.IsHermitian₁₁_of_IsHermitian_toBlock | [83, 1] | [85, 71] | simpa using congr_fun (congr_fun h (Sum.inl i)) (Sum.inl j) | case a
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA : A✝.PosDef
A B C D : Matrix n n ℝ
h : (A.fromBlocks B C D).IsHermitian
i j : n
⊢ A.conjTranspose i j = A i j | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.IsHermitian₂₂_of_IsHermitian_toBlock | [87, 1] | [89, 71] | ext i j | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA : A✝.PosDef
A B C D : Matrix n n ℝ
h : (A.fromBlocks B C D).IsHermitian
⊢ D.IsHermitian | case a
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA : A✝.PosDef
A B C D : Matrix n n ℝ
h : (A.fromBlocks B C D).IsHermitian
i j : n
⊢ D.conjTranspose i j = D i j |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.IsHermitian₂₂_of_IsHermitian_toBlock | [87, 1] | [89, 71] | simpa using congr_fun (congr_fun h (Sum.inr i)) (Sum.inr j) | case a
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA : A✝.PosDef
A B C D : Matrix n n ℝ
h : (A.fromBlocks B C D).IsHermitian
i j : n
⊢ D.conjTranspose i j = D i j | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.PosSemidef₁₁_of_PosSemidef_toBlock | [91, 1] | [94, 80] | simpa [Matrix.fromBlocks_mulVec, star] using h.2 (Sum.elim x 0) | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA : A✝.PosDef
A B C D : Matrix n n ℝ
h : (A.fromBlocks B C D).PosSemidef
x : n → ℝ
⊢ 0 ≤ star x ⬝ᵥ A.mulVec x | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.PosSemidef₂₂_of_PosSemidef_toBlock | [96, 1] | [100, 80] | simpa [Matrix.fromBlocks_mulVec, star] using h.2 (Sum.elim 0 x) | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A✝ : Matrix n n ℝ
hA : A✝.PosDef
A B C D : Matrix n n ℝ
h : (A.fromBlocks B C D).PosSemidef
x : n → ℝ
⊢ 0 ≤ star x ⬝ᵥ D.mulVec x | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_D_posdef | [102, 1] | [108, 70] | have h_D_psd : D.PosSemidef := PosSemidef₁₁_of_PosSemidef_toBlock hPSD | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
_hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
⊢ D.PosDef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
_hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_D_psd : D.PosSemidef
⊢ D.PosDef |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_D_posdef | [102, 1] | [108, 70] | { rw [h_D_psd.PosDef_iff_det_ne_zero, hD, det_diagonal, Finset.prod_ne_zero_iff]
exact λ i _ => ne_of_gt (lt_of_lt_of_le ((t i).exp_pos) (ht i)) } | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
_hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_D_psd : D.PosSemidef
⊢ D.PosDef | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_D_posdef | [102, 1] | [108, 70] | rw [h_D_psd.PosDef_iff_det_ne_zero, hD, det_diagonal, Finset.prod_ne_zero_iff] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
_hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_D_psd : D.PosSemidef
⊢ D.PosDef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
_hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_D_psd : D.PosSemidef
⊢ ∀ a ∈ Finset.univ, Y.diag a ≠ 0 |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_D_posdef | [102, 1] | [108, 70] | exact λ i _ => ne_of_gt (lt_of_lt_of_le ((t i).exp_pos) (ht i)) | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
_hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_D_psd : D.PosSemidef
⊢ ∀ a ∈ Finset.univ, Y.diag a ≠ 0 | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | by_cases h_nonempty : Nonempty n | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
⊢ D.det ≤ A.det | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
⊢ D.det ≤ A.det
case neg
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : ¬Nonempty n
⊢ D.det ≤ A.det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | { have h_D_pd : D.PosDef := LogDetAtom.optimality_D_posdef ht hD hZ hPSD
haveI h_D_invertible : Invertible D := h_D_pd.Invertible
have h_Zdet : Z.det = D.det := by
{ rw [hZ, det_of_upperTriangular (upperTriangular_toUpperTri Y), hD, det_diagonal]
simp [toUpperTri] }
have h_ZDZ_semidef : (Zᴴ * D⁻¹ * Z).PosSemidef :=
PosSemidef.conjTranspose_mul_mul D⁻¹ Z h_D_pd.nonsingular_inv.posSemidef
have h_AZDZ_semidef : (A - Zᴴ * D⁻¹ * Z).PosSemidef :=
(PosSemidef.fromBlocks₁₁ Z A h_D_pd).1 hPSD
show D.det ≤ A.det
{ apply le_of_add_le_of_nonneg_left _ h_AZDZ_semidef.det_nonneg
simpa [h_Zdet] using det_add_det_le_det_add _ _ h_ZDZ_semidef h_AZDZ_semidef } } | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
⊢ D.det ≤ A.det
case neg
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : ¬Nonempty n
⊢ D.det ≤ A.det | case neg
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : ¬Nonempty n
⊢ D.det ≤ A.det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | { haveI h_empty := not_nonempty_iff.1 h_nonempty
simp [Matrix.det_isEmpty] } | case neg
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : ¬Nonempty n
⊢ D.det ≤ A.det | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | have h_D_pd : D.PosDef := LogDetAtom.optimality_D_posdef ht hD hZ hPSD | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
⊢ D.det ≤ A.det | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
⊢ D.det ≤ A.det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | haveI h_D_invertible : Invertible D := h_D_pd.Invertible | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
⊢ D.det ≤ A.det | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
⊢ D.det ≤ A.det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | have h_Zdet : Z.det = D.det := by
{ rw [hZ, det_of_upperTriangular (upperTriangular_toUpperTri Y), hD, det_diagonal]
simp [toUpperTri] } | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
⊢ D.det ≤ A.det | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
h_Zdet : Z.det = D.det
⊢ D.det ≤ A.det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | have h_ZDZ_semidef : (Zᴴ * D⁻¹ * Z).PosSemidef :=
PosSemidef.conjTranspose_mul_mul D⁻¹ Z h_D_pd.nonsingular_inv.posSemidef | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
h_Zdet : Z.det = D.det
⊢ D.det ≤ A.det | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
h_Zdet : Z.det = D.det
h_ZDZ_semidef : (Z.conjTranspose * D⁻¹ * Z).PosSemidef
⊢ D.det ≤ A.det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | have h_AZDZ_semidef : (A - Zᴴ * D⁻¹ * Z).PosSemidef :=
(PosSemidef.fromBlocks₁₁ Z A h_D_pd).1 hPSD | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
h_Zdet : Z.det = D.det
h_ZDZ_semidef : (Z.conjTranspose * D⁻¹ * Z).PosSemidef
⊢ D.det ≤ A.det | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
h_Zdet : Z.det = D.det
h_ZDZ_semidef : (Z.conjTranspose * D⁻¹ * Z).PosSemidef
h_AZDZ_semidef : (A - Z.conjTranspose * D⁻¹ * Z).PosSemidef
⊢ D.det ≤ A.det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | { apply le_of_add_le_of_nonneg_left _ h_AZDZ_semidef.det_nonneg
simpa [h_Zdet] using det_add_det_le_det_add _ _ h_ZDZ_semidef h_AZDZ_semidef } | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
h_Zdet : Z.det = D.det
h_ZDZ_semidef : (Z.conjTranspose * D⁻¹ * Z).PosSemidef
h_AZDZ_semidef : (A - Z.conjTranspose * D⁻¹ * Z).PosSemidef
⊢ D.det ≤ A.det | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | rw [hZ, det_of_upperTriangular (upperTriangular_toUpperTri Y), hD, det_diagonal] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
⊢ Z.det = D.det | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
⊢ ∏ i : n, Y.toUpperTri i i = ∏ i : n, Y.diag i |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | simp [toUpperTri] | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
⊢ ∏ i : n, Y.toUpperTri i i = ∏ i : n, Y.diag i | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | apply le_of_add_le_of_nonneg_left _ h_AZDZ_semidef.det_nonneg | case pos
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
h_Zdet : Z.det = D.det
h_ZDZ_semidef : (Z.conjTranspose * D⁻¹ * Z).PosSemidef
h_AZDZ_semidef : (A - Z.conjTranspose * D⁻¹ * Z).PosSemidef
⊢ D.det ≤ A.det | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
h_Zdet : Z.det = D.det
h_ZDZ_semidef : (Z.conjTranspose * D⁻¹ * Z).PosSemidef
h_AZDZ_semidef : (A - Z.conjTranspose * D⁻¹ * Z).PosSemidef
⊢ D.det + (A - Z.conjTranspose * D⁻¹ * Z).det ≤ A.det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | simpa [h_Zdet] using det_add_det_le_det_add _ _ h_ZDZ_semidef h_AZDZ_semidef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : Nonempty n
h_D_pd : D.PosDef
h_D_invertible : Invertible D
h_Zdet : Z.det = D.det
h_ZDZ_semidef : (Z.conjTranspose * D⁻¹ * Z).PosSemidef
h_AZDZ_semidef : (A - Z.conjTranspose * D⁻¹ * Z).PosSemidef
⊢ D.det + (A - Z.conjTranspose * D⁻¹ * Z).det ≤ A.det | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | haveI h_empty := not_nonempty_iff.1 h_nonempty | case neg
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : ¬Nonempty n
⊢ D.det ≤ A.det | case neg
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : ¬Nonempty n
h_empty : IsEmpty n
⊢ D.det ≤ A.det |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.optimality_Ddet_le_Adet | [110, 1] | [127, 32] | simp [Matrix.det_isEmpty] | case neg
n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_nonempty : ¬Nonempty n
h_empty : IsEmpty n
⊢ D.det ≤ A.det | no goals |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.cond_elim | [129, 1] | [137, 28] | have h_D_pd : D.PosDef := LogDetAtom.optimality_D_posdef ht hD hZ hPSD | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
⊢ A.PosDef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_D_pd : D.PosDef
⊢ A.PosDef |
https://github.com/verified-optimization/CvxLean.git | c62c2f292c6420f31a12e738ebebdfed50f6f840 | CvxLean/Lib/Math/LogDet.lean | Matrix.LogDetAtom.cond_elim | [129, 1] | [137, 28] | have h_A_psd : A.PosSemidef := PosSemidef₂₂_of_PosSemidef_toBlock hPSD | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_D_pd : D.PosDef
⊢ A.PosDef | n : Type
inst✝³ : Fintype n
inst✝² : LinearOrder n
inst✝¹ : LocallyFiniteOrderBot n
𝕜 : Type
inst✝ : RCLike 𝕜
A : Matrix n n ℝ
hA : A.PosDef
t : n → ℝ
Y Z D : Matrix n n ℝ
ht : ∀ (i : n), (t i).exp ≤ Y.diag i
hD : D = diagonal Y.diag
hZ : Z = Y.toUpperTri
hPSD : (D.fromBlocks Z Z.transpose A).PosSemidef
h_D_pd : D.PosDef
h_A_psd : A.PosSemidef
⊢ A.PosDef |
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