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https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Analysis/InnerProductSpace/GramSchmidtOrtho.lean
repr_gramSchmidt_diagonal
[18, 1]
[24, 67]
intros j hj
𝕜 : Type u_2 E : Type u_1 inst✝⁵ : RCLike 𝕜 inst✝⁴ : NormedAddCommGroup E inst✝³ : InnerProductSpace 𝕜 E ι : Type u_3 inst✝² : LinearOrder ι inst✝¹ : LocallyFiniteOrderBot ι inst✝ : IsWellOrder ι fun x x_1 => x < x_1 i : ι b : Basis ι 𝕜 E ⊢ ∀ x ∈ Finset.Iio i, (b.repr ↑((orthogonalProjection (Submodule.span 𝕜 {gramSchmidt 𝕜 (⇑b) x})) (b i))) i = 0
𝕜 : Type u_2 E : Type u_1 inst✝⁵ : RCLike 𝕜 inst✝⁴ : NormedAddCommGroup E inst✝³ : InnerProductSpace 𝕜 E ι : Type u_3 inst✝² : LinearOrder ι inst✝¹ : LocallyFiniteOrderBot ι inst✝ : IsWellOrder ι fun x x_1 => x < x_1 i : ι b : Basis ι 𝕜 E j : ι hj : j ∈ Finset.Iio i ⊢ (b.repr ↑((orthogonalProjection (Submodule.span 𝕜 {gramSchmidt 𝕜 (⇑b) j})) (b i))) i = 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Analysis/InnerProductSpace/GramSchmidtOrtho.lean
repr_gramSchmidt_diagonal
[18, 1]
[24, 67]
rw [Finset.mem_Iio] at hj
𝕜 : Type u_2 E : Type u_1 inst✝⁵ : RCLike 𝕜 inst✝⁴ : NormedAddCommGroup E inst✝³ : InnerProductSpace 𝕜 E ι : Type u_3 inst✝² : LinearOrder ι inst✝¹ : LocallyFiniteOrderBot ι inst✝ : IsWellOrder ι fun x x_1 => x < x_1 i : ι b : Basis ι 𝕜 E j : ι hj : j ∈ Finset.Iio i ⊢ (b.repr ↑((orthogonalProjection (Submodule.span 𝕜 {gramSchmidt 𝕜 (⇑b) j})) (b i))) i = 0
𝕜 : Type u_2 E : Type u_1 inst✝⁵ : RCLike 𝕜 inst✝⁴ : NormedAddCommGroup E inst✝³ : InnerProductSpace 𝕜 E ι : Type u_3 inst✝² : LinearOrder ι inst✝¹ : LocallyFiniteOrderBot ι inst✝ : IsWellOrder ι fun x x_1 => x < x_1 i : ι b : Basis ι 𝕜 E j : ι hj : j < i ⊢ (b.repr ↑((orthogonalProjection (Submodule.span 𝕜 {gramSchmidt 𝕜 (⇑b) j})) (b i))) i = 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Analysis/InnerProductSpace/GramSchmidtOrtho.lean
repr_gramSchmidt_diagonal
[18, 1]
[24, 67]
simp [orthogonalProjection_singleton, gramSchmidt_triangular hj]
𝕜 : Type u_2 E : Type u_1 inst✝⁵ : RCLike 𝕜 inst✝⁴ : NormedAddCommGroup E inst✝³ : InnerProductSpace 𝕜 E ι : Type u_3 inst✝² : LinearOrder ι inst✝¹ : LocallyFiniteOrderBot ι inst✝ : IsWellOrder ι fun x x_1 => x < x_1 i : ι b : Basis ι 𝕜 E j : ι hj : j < i ⊢ (b.repr ↑((orthogonalProjection (Submodule.span 𝕜 {gramSchmidt 𝕜 (⇑b) j})) (b i))) i = 0
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Data/Matrix.lean
Matrix.vecCons_zero_zero
[30, 1]
[31, 52]
ext i
m : ?m.1347 n✝ : ?m.1350 α : Type u_1 n : ℕ inst✝ : Zero α ⊢ vecCons 0 0 = 0
case h m : ?m.1347 n✝ : ?m.1350 α : Type u_1 n : ℕ inst✝ : Zero α i : Fin n.succ ⊢ vecCons 0 0 i = 0 i
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Data/Matrix.lean
Matrix.vecCons_zero_zero
[30, 1]
[31, 52]
refine' Fin.cases _ _ i <;> simp [vecCons]
case h m : ?m.1347 n✝ : ?m.1350 α : Type u_1 n : ℕ inst✝ : Zero α i : Fin n.succ ⊢ vecCons 0 0 i = 0 i
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Data/Matrix.lean
Matrix.smul_vecCons
[33, 1]
[35, 52]
ext i
m : ?m.2988 n✝ : ?m.2991 α : Type u_1 n : ℕ inst✝¹ : Zero α inst✝ : SMulZeroClass ℝ α x : ℝ y : α v : Fin n → α ⊢ x • vecCons y v = vecCons (x • y) (x • v)
case h m : ?m.2988 n✝ : ?m.2991 α : Type u_1 n : ℕ inst✝¹ : Zero α inst✝ : SMulZeroClass ℝ α x : ℝ y : α v : Fin n → α i : Fin n.succ ⊢ (x • vecCons y v) i = vecCons (x • y) (x • v) i
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Data/Matrix.lean
Matrix.smul_vecCons
[33, 1]
[35, 52]
refine' Fin.cases _ _ i <;> simp [vecCons]
case h m : ?m.2988 n✝ : ?m.2991 α : Type u_1 n : ℕ inst✝¹ : Zero α inst✝ : SMulZeroClass ℝ α x : ℝ y : α v : Fin n → α i : Fin n.succ ⊢ (x • vecCons y v) i = vecCons (x • y) (x • v) i
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Data/Matrix.lean
Matrix.add_vecCons
[37, 1]
[39, 52]
ext i
m : ?m.4819 n✝ : ?m.4822 α : Type u_1 n : ℕ inst✝² : Zero α inst✝¹ : SMulZeroClass ℝ α inst✝ : Add α x : α v : Fin n → α y : α w : Fin n → α ⊢ vecCons x v + vecCons y w = vecCons (x + y) (v + w)
case h m : ?m.4819 n✝ : ?m.4822 α : Type u_1 n : ℕ inst✝² : Zero α inst✝¹ : SMulZeroClass ℝ α inst✝ : Add α x : α v : Fin n → α y : α w : Fin n → α i : Fin n.succ ⊢ (vecCons x v + vecCons y w) i = vecCons (x + y) (v + w) i
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Data/Matrix.lean
Matrix.add_vecCons
[37, 1]
[39, 52]
refine' Fin.cases _ _ i <;> simp [vecCons]
case h m : ?m.4819 n✝ : ?m.4822 α : Type u_1 n : ℕ inst✝² : Zero α inst✝¹ : SMulZeroClass ℝ α inst✝ : Add α x : α v : Fin n → α y : α w : Fin n → α i : Fin n.succ ⊢ (vecCons x v + vecCons y w) i = vecCons (x + y) (v + w) i
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lowerInv_diagonal
[23, 1]
[29, 24]
simp only [lowerInv_eq_gramSchmidtBasis, gramSchmidtBasis]
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n ⊢ lowerInv hS i i = 1
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n ⊢ ((Pi.basisFun 𝕜 n).toMatrix ⇑(Basis.mk ⋯ ⋯)).transpose i i = 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lowerInv_diagonal
[23, 1]
[29, 24]
letI := NormedAddCommGroup.ofMatrix hS.transpose
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n ⊢ ((Pi.basisFun 𝕜 n).toMatrix ⇑(Basis.mk ⋯ ⋯)).transpose i i = 1
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n this : NormedAddCommGroup (n → 𝕜) := NormedAddCommGroup.ofMatrix ⋯ ⊢ ((Pi.basisFun 𝕜 n).toMatrix ⇑(Basis.mk ⋯ ⋯)).transpose i i = 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lowerInv_diagonal
[23, 1]
[29, 24]
letI := InnerProductSpace.ofMatrix hS.transpose
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n this : NormedAddCommGroup (n → 𝕜) := NormedAddCommGroup.ofMatrix ⋯ ⊢ ((Pi.basisFun 𝕜 n).toMatrix ⇑(Basis.mk ⋯ ⋯)).transpose i i = 1
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n this✝ : NormedAddCommGroup (n → 𝕜) := NormedAddCommGroup.ofMatrix ⋯ this : InnerProductSpace 𝕜 (n → 𝕜) := InnerProductSpace.ofMatrix ⋯ ⊢ ((Pi.basisFun 𝕜 n).toMatrix ⇑(Basis.mk ⋯ ⋯)).transpose i i = 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lowerInv_diagonal
[23, 1]
[29, 24]
rw [Basis.coe_mk, ← @repr_gramSchmidt_diagonal 𝕜 (n → 𝕜) _ _ _ n _ _ _ i (Pi.basisFun 𝕜 n)]
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n this✝ : NormedAddCommGroup (n → 𝕜) := NormedAddCommGroup.ofMatrix ⋯ this : InnerProductSpace 𝕜 (n → 𝕜) := InnerProductSpace.ofMatrix ⋯ ⊢ ((Pi.basisFun 𝕜 n).toMatrix ⇑(Basis.mk ⋯ ⋯)).transpose i i = 1
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n this✝ : NormedAddCommGroup (n → 𝕜) := NormedAddCommGroup.ofMatrix ⋯ this : InnerProductSpace 𝕜 (n → 𝕜) := InnerProductSpace.ofMatrix ⋯ ⊢ ((Pi.basisFun 𝕜 n).toMatrix (gramSchmidt 𝕜 ⇑(Pi.basisFun 𝕜 n))).transpose i i = ((Pi.basisFun 𝕜 n).repr (gramSchmidt 𝕜 (⇑(Pi.basisFun 𝕜 n)) i)) i
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lowerInv_diagonal
[23, 1]
[29, 24]
simp [Basis.toMatrix]
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n this✝ : NormedAddCommGroup (n → 𝕜) := NormedAddCommGroup.ofMatrix ⋯ this : InnerProductSpace 𝕜 (n → 𝕜) := InnerProductSpace.ofMatrix ⋯ ⊢ ((Pi.basisFun 𝕜 n).toMatrix (gramSchmidt 𝕜 ⇑(Pi.basisFun 𝕜 n))).transpose i i = ((Pi.basisFun 𝕜 n).repr (gramSchmidt 𝕜 (⇑(Pi.basisFun 𝕜 n)) i)) i
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lower_eq_to_matrix
[31, 1]
[39, 72]
simp only [lower, lowerInv_eq_gramSchmidtBasis]
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef ⊢ lower hS = ((gramSchmidtBasis (Pi.basisFun 𝕜 n)).toMatrix ⇑(Pi.basisFun 𝕜 n)).transpose
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef ⊢ ((Pi.basisFun 𝕜 n).toMatrix ⇑(gramSchmidtBasis (Pi.basisFun 𝕜 n))).transpose⁻¹ = ((gramSchmidtBasis (Pi.basisFun 𝕜 n)).toMatrix ⇑(Pi.basisFun 𝕜 n)).transpose
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lower_eq_to_matrix
[31, 1]
[39, 72]
apply Matrix.inv_eq_left_inv
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef ⊢ ((Pi.basisFun 𝕜 n).toMatrix ⇑(gramSchmidtBasis (Pi.basisFun 𝕜 n))).transpose⁻¹ = ((gramSchmidtBasis (Pi.basisFun 𝕜 n)).toMatrix ⇑(Pi.basisFun 𝕜 n)).transpose
case h 𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef ⊢ ((gramSchmidtBasis (Pi.basisFun 𝕜 n)).toMatrix ⇑(Pi.basisFun 𝕜 n)).transpose * ((Pi.basisFun 𝕜 n).toMatrix ⇑(gramSchmidtBasis (Pi.basisFun 𝕜 n))).transpose = 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lower_eq_to_matrix
[31, 1]
[39, 72]
rw [← transpose_mul, Basis.toMatrix_mul_toMatrix_flip, transpose_one]
case h 𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef ⊢ ((gramSchmidtBasis (Pi.basisFun 𝕜 n)).toMatrix ⇑(Pi.basisFun 𝕜 n)).transpose * ((Pi.basisFun 𝕜 n).toMatrix ⇑(gramSchmidtBasis (Pi.basisFun 𝕜 n))).transpose = 1
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lowerTriangular_lowerInv
[41, 1]
[42, 28]
apply lowerInv_triangular
𝕜 : Type u_2 inst✝⁴ : RCLike 𝕜 n : Type u_1 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef ⊢ (lowerInv hS).lowerTriangular
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.lower_diagonal
[54, 1]
[57, 77]
simpa using diag_inv_mul_diag_eq_one_of_lowerTriangular (lowerTriangular_lower hS) i
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef i : n ⊢ lower hS i i = 1
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.det_lowerInv
[59, 1]
[64, 25]
have h := det_of_lowerTriangular (lowerInv hS) (by apply lowerInv_triangular)
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef ⊢ (lowerInv hS).det = 1
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef h : (lowerInv hS).det = Finset.univ.prod fun i => lowerInv hS i i ⊢ (lowerInv hS).det = 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.det_lowerInv
[59, 1]
[64, 25]
rw [h, Finset.prod_eq_one]
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef h : (lowerInv hS).det = Finset.univ.prod fun i => lowerInv hS i i ⊢ (lowerInv hS).det = 1
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef h : (lowerInv hS).det = Finset.univ.prod fun i => lowerInv hS i i ⊢ ∀ x ∈ Finset.univ, lowerInv hS x x = 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.det_lowerInv
[59, 1]
[64, 25]
intros
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef h : (lowerInv hS).det = Finset.univ.prod fun i => lowerInv hS i i ⊢ ∀ x ∈ Finset.univ, lowerInv hS x x = 1
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef h : (lowerInv hS).det = Finset.univ.prod fun i => lowerInv hS i i x✝ : n a✝ : x✝ ∈ Finset.univ ⊢ lowerInv hS x✝ x✝ = 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.det_lowerInv
[59, 1]
[64, 25]
rw [lowerInv_diagonal]
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef h : (lowerInv hS).det = Finset.univ.prod fun i => lowerInv hS i i x✝ : n a✝ : x✝ ∈ Finset.univ ⊢ lowerInv hS x✝ x✝ = 1
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.det_lowerInv
[59, 1]
[64, 25]
apply lowerInv_triangular
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef ⊢ (lowerInv hS).BlockTriangular ⇑OrderDual.toDual
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/LDL.lean
LDL.det_lower
[66, 1]
[68, 15]
simp [lower]
𝕜 : Type u_1 inst✝⁴ : RCLike 𝕜 n : Type u_2 inst✝³ : LinearOrder n inst✝² : IsWellOrder n fun x x_1 => x < x_1 inst✝¹ : LocallyFiniteOrderBot n S : Matrix n n 𝕜 inst✝ : Fintype n hS : S.PosDef ⊢ (lower hS).det = 1
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
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.cond_elim
[129, 1]
[137, 28]
have h_Ddet_le_Adet : D.det ≤ A.det := LogDetAtom.optimality_Ddet_le_Adet 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 h_D_pd : D.PosDef h_A_psd : 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 h_A_psd : A.PosSemidef h_Ddet_le_Adet : D.det ≤ A.det ⊢ 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_Adet_pos : 0 < A.det := lt_of_lt_of_le h_D_pd.det_pos h_Ddet_le_Adet
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 h_Ddet_le_Adet : D.det ≤ A.det ⊢ 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 h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ A.PosDef
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.cond_elim
[129, 1]
[137, 28]
rw [h_A_psd.PosDef_iff_det_ne_zero]
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 h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ 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 h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ A.det ≠ 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.cond_elim
[129, 1]
[137, 28]
apply ne_of_gt h_Adet_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_D_pd : D.PosDef h_A_psd : A.PosSemidef h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ A.det ≠ 0
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.optimality
[139, 1]
[148, 12]
have h_A_pd : A.PosDef := LogDetAtom.cond_elim 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 ⊢ ∑ i : n, t i ≤ 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 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_A_pd : A.PosDef ⊢ ∑ i : n, t i ≤ A.det.log
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.optimality
[139, 1]
[148, 12]
have h_Ddet_le_Adet : D.det ≤ A.det := LogDetAtom.optimality_Ddet_le_Adet 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 h_A_pd : A.PosDef ⊢ ∑ i : n, t i ≤ 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 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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det ⊢ ∑ i : n, t i ≤ A.det.log
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.optimality
[139, 1]
[148, 12]
have h_Adet_pos: 0 < A.det := h_A_pd.det_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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det ⊢ ∑ i : n, t i ≤ 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 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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ ∑ i : n, t i ≤ A.det.log
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.optimality
[139, 1]
[148, 12]
rw [← Real.exp_le_exp, Real.exp_sum, Real.exp_log h_Adet_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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ ∑ i : n, t i ≤ 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 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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ ∏ x : n, (t x).exp ≤ A.det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.optimality
[139, 1]
[148, 12]
apply le_trans (Finset.prod_le_prod (fun i _ => le_of_lt ((t i).exp_pos)) (fun i _ => 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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ ∏ x : n, (t x).exp ≤ 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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ ∏ i : n, Y.diag i ≤ A.det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.optimality
[139, 1]
[148, 12]
convert h_Ddet_le_Adet
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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ ∏ i : n, Y.diag i ≤ A.det
case h.e'_3 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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ ∏ i : n, Y.diag i = D.det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LogDet.lean
Matrix.LogDetAtom.optimality
[139, 1]
[148, 12]
simp [hD]
case h.e'_3 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_A_pd : A.PosDef h_Ddet_le_Adet : D.det ≤ A.det h_Adet_pos : 0 < A.det ⊢ ∏ i : n, Y.diag i = D.det
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/Spectrum.lean
Matrix.IsHermitian.hasEigenvector_eigenvectorBasis
[30, 1]
[33, 62]
simp only [IsHermitian.eigenvectorBasis, OrthonormalBasis.coe_reindex]
𝕜 : Type u_2 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_1 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 hA : A.IsHermitian i : n ⊢ Module.End.HasEigenvector (toLin' A) (↑(hA.eigenvalues i)) (hA.eigenvectorBasis i)
𝕜 : Type u_2 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_1 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 hA : A.IsHermitian i : n ⊢ Module.End.HasEigenvector (toLin' A) (↑(hA.eigenvalues i)) ((⇑(⋯.eigenvectorBasis ⋯) ∘ ⇑(Fintype.equivOfCardEq ⋯).symm) i)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/Spectrum.lean
Matrix.IsHermitian.hasEigenvector_eigenvectorBasis
[30, 1]
[33, 62]
apply LinearMap.IsSymmetric.hasEigenvector_eigenvectorBasis
𝕜 : Type u_2 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_1 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 hA : A.IsHermitian i : n ⊢ Module.End.HasEigenvector (toLin' A) (↑(hA.eigenvalues i)) ((⇑(⋯.eigenvectorBasis ⋯) ∘ ⇑(Fintype.equivOfCardEq ⋯).symm) i)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/Spectrum.lean
Matrix.spectral_theorem
[37, 1]
[66, 18]
rw [basis_toMatrix_basisFun_mul]
𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) ⊢ xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n) * A = diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)
𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) ⊢ (of fun i j => (xs.toBasis.repr (A.transpose j)) i) = diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/Spectrum.lean
Matrix.spectral_theorem
[37, 1]
[66, 18]
ext i j
𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) ⊢ (of fun i j => (xs.toBasis.repr (A.transpose j)) i) = diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)
case a 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n ⊢ of (fun i j => (xs.toBasis.repr (A.transpose j)) i) i j = (diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)) i j
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/Spectrum.lean
Matrix.spectral_theorem
[37, 1]
[66, 18]
let xs' := xs.reindex (Fintype.equivOfCardEq (Fintype.card_fin _)).symm
case a 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n ⊢ of (fun i j => (xs.toBasis.repr (A.transpose j)) i) i j = (diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)) i j
case a 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n xs' : OrthonormalBasis (Fin (Fintype.card n)) 𝕜 (EuclideanSpace 𝕜 n) := xs.reindex (Fintype.equivOfCardEq ⋯).symm ⊢ of (fun i j => (xs.toBasis.repr (A.transpose j)) i) i j = (diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)) i j
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/Spectrum.lean
Matrix.spectral_theorem
[37, 1]
[66, 18]
let as' : Fin (Fintype.card n) → ℝ := fun i => as <| (Fintype.equivOfCardEq (Fintype.card_fin _)) i
case a 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n xs' : OrthonormalBasis (Fin (Fintype.card n)) 𝕜 (EuclideanSpace 𝕜 n) := xs.reindex (Fintype.equivOfCardEq ⋯).symm ⊢ of (fun i j => (xs.toBasis.repr (A.transpose j)) i) i j = (diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)) i j
case a 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n xs' : OrthonormalBasis (Fin (Fintype.card n)) 𝕜 (EuclideanSpace 𝕜 n) := xs.reindex (Fintype.equivOfCardEq ⋯).symm as' : Fin (Fintype.card n) → ℝ := fun i => as ((Fintype.equivOfCardEq ⋯) i) ⊢ of (fun i j => (xs.toBasis.repr (A.transpose j)) i) i j = (diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)) i j
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/Spectrum.lean
Matrix.spectral_theorem
[37, 1]
[66, 18]
have hxs' : ∀ j, Module.End.HasEigenvector (Matrix.toLin' A) (as' j) (xs' j) := by simp only [xs', OrthonormalBasis.coe_reindex, Equiv.symm_symm] intros j exact (hxs ((Fintype.equivOfCardEq (Fintype.card_fin _)) j))
case a 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n xs' : OrthonormalBasis (Fin (Fintype.card n)) 𝕜 (EuclideanSpace 𝕜 n) := xs.reindex (Fintype.equivOfCardEq ⋯).symm as' : Fin (Fintype.card n) → ℝ := fun i => as ((Fintype.equivOfCardEq ⋯) i) ⊢ of (fun i j => (xs.toBasis.repr (A.transpose j)) i) i j = (diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)) i j
case a 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n xs' : OrthonormalBasis (Fin (Fintype.card n)) 𝕜 (EuclideanSpace 𝕜 n) := xs.reindex (Fintype.equivOfCardEq ⋯).symm as' : Fin (Fintype.card n) → ℝ := fun i => as ((Fintype.equivOfCardEq ⋯) i) hxs' : ∀ (j : Fin (Fintype.card n)), Module.End.HasEigenvector (toLin' A) (↑(as' j)) (xs' j) ⊢ of (fun i j => (xs.toBasis.repr (A.transpose j)) i) i j = (diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)) i j
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/LinearAlgebra/Matrix/Spectrum.lean
Matrix.spectral_theorem
[37, 1]
[66, 18]
convert @LinearMap.spectral_theorem' 𝕜 _ (PiLp 2 (fun (_ : n) => 𝕜)) _ _ (Fintype.card n) (Matrix.toLin' A) (EuclideanSpace.single j 1) ((Fintype.equivOfCardEq (Fintype.card_fin _)).symm i) xs' as' hxs'
case a 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n xs' : OrthonormalBasis (Fin (Fintype.card n)) 𝕜 (EuclideanSpace 𝕜 n) := xs.reindex (Fintype.equivOfCardEq ⋯).symm as' : Fin (Fintype.card n) → ℝ := fun i => as ((Fintype.equivOfCardEq ⋯) i) hxs' : ∀ (j : Fin (Fintype.card n)), Module.End.HasEigenvector (toLin' A) (↑(as' j)) (xs' j) ⊢ of (fun i j => (xs.toBasis.repr (A.transpose j)) i) i j = (diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)) i j
case h.e'_2 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n xs' : OrthonormalBasis (Fin (Fintype.card n)) 𝕜 (EuclideanSpace 𝕜 n) := xs.reindex (Fintype.equivOfCardEq ⋯).symm as' : Fin (Fintype.card n) → ℝ := fun i => as ((Fintype.equivOfCardEq ⋯) i) hxs' : ∀ (j : Fin (Fintype.card n)), Module.End.HasEigenvector (toLin' A) (↑(as' j)) (xs' j) ⊢ of (fun i j => (xs.toBasis.repr (A.transpose j)) i) i j = xs'.repr ((toLin' A) (EuclideanSpace.single j 1)) ((Fintype.equivOfCardEq ⋯).symm i) case h.e'_3 𝕜 : Type u_1 inst✝³ : RCLike 𝕜 inst✝² : DecidableEq 𝕜 n : Type u_2 inst✝¹ : Fintype n inst✝ : DecidableEq n A : Matrix n n 𝕜 xs : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) as : n → ℝ hxs : ∀ (j : n), Module.End.HasEigenvector (toLin' A) (↑(as j)) (xs j) i j : n xs' : OrthonormalBasis (Fin (Fintype.card n)) 𝕜 (EuclideanSpace 𝕜 n) := xs.reindex (Fintype.equivOfCardEq ⋯).symm as' : Fin (Fintype.card n) → ℝ := fun i => as ((Fintype.equivOfCardEq ⋯) i) hxs' : ∀ (j : Fin (Fintype.card n)), Module.End.HasEigenvector (toLin' A) (↑(as' j)) (xs' j) ⊢ (diagonal (RCLike.ofReal ∘ as) * xs.toBasis.toMatrix ⇑(Pi.basisFun 𝕜 n)) i j = ↑(as' ((Fintype.equivOfCardEq ⋯).symm i)) * xs'.repr (EuclideanSpace.single j 1) ((Fintype.equivOfCardEq ⋯).symm i)