diff --git a/HighDimProb/RandomMatrix/Assumptions.lean b/HighDimProb/RandomMatrix/Assumptions.lean index ef9e815..00c35ef 100644 --- a/HighDimProb/RandomMatrix/Assumptions.lean +++ b/HighDimProb/RandomMatrix/Assumptions.lean @@ -92,12 +92,49 @@ def BoundedOperatorNorm {Omega : Type*} [MeasurableSpace Omega] {m n : Nat} (A : RandomMatrix Omega m n) (R : Real) : Prop := forall omega, operatorNorm A omega <= R +/-- +A pointwise squared-vector-norm bound gives an operator-norm bound for the +rank-one random matrix `omega |-> X(omega) X(omega)^T`. + +Formula reference: the deterministic ingredient is +`||v v^T||op <= ||v||_2^2` for a rank-one outer product; see +https://en.wikipedia.org/wiki/Outer_product and +https://en.wikipedia.org/wiki/Operator_norm +-/ +theorem BoundedOperatorNorm_rankOne_of_sqNorm_bound {Omega : Type*} + [MeasurableSpace Omega] {n : Nat} + (X : Omega -> Fin n -> Real) (R : Real) + (_hR : 0 <= R) + (hX : forall omega, vectorSqNorm (X omega) <= R) : + BoundedOperatorNorm (fun omega i j => X omega i * X omega j) R := by + intro omega + exact (rankOneOperatorNorm_le_vectorSqNorm (X omega)).trans (hX omega) + /-- Pointwise uniform operator-norm bound for a matrix family. -/ def PointwiseOperatorNormBound {Omega : Type*} [MeasurableSpace Omega] {I : Type*} {m n : Nat} (A : I -> RandomMatrix Omega m n) (R : Real) : Prop := forall i, BoundedOperatorNorm (A i) R +/-- +Family version of the rank-one operator-norm bridge: if every vector sample has +`vectorSqNorm <= R`, then the associated rank-one matrix family is pointwise +operator-norm bounded by `R`. + +Formula reference: this packages the outer-product bound +`||v v^T||op <= ||v||_2^2`; see +https://en.wikipedia.org/wiki/Outer_product and +https://en.wikipedia.org/wiki/Operator_norm +-/ +theorem PointwiseOperatorNormBound_rankOne_of_sqNorm_bound {Omega : Type*} + [MeasurableSpace Omega] {I : Type*} {n : Nat} + (X : I -> Omega -> Fin n -> Real) (R : Real) + (hR : 0 <= R) + (hX : forall i omega, vectorSqNorm (X i omega) <= R) : + PointwiseOperatorNormBound (fun i omega a b => X i omega a * X i omega b) R := by + intro i + exact BoundedOperatorNorm_rankOne_of_sqNorm_bound (X i) R hR (hX i) + /-- Alias emphasizing that the uniform bound is pointwise, not a.e. -/ abbrev UniformOperatorNormBound {Omega : Type*} [MeasurableSpace Omega] {I : Type*} {m n : Nat} (A : I -> RandomMatrix Omega m n) diff --git a/HighDimProb/RandomMatrix/OperatorNorm.lean b/HighDimProb/RandomMatrix/OperatorNorm.lean index 9f92619..b2ac24a 100644 --- a/HighDimProb/RandomMatrix/OperatorNorm.lean +++ b/HighDimProb/RandomMatrix/OperatorNorm.lean @@ -82,6 +82,48 @@ theorem deterministicOperatorNorm_apply {m n : Nat} deterministicOperatorNorm A = norm A := rfl +/-- +Rank-one self-outer products have operator norm bounded by the squared +Euclidean norm of the vector. + +Formula reference: for the outer product `v vα΅€`, multiplication sends +`x` to ` v`; Cauchy--Schwarz gives +`|| v||β‚‚ <= ||v||β‚‚^2 ||x||β‚‚`, hence the induced operator-norm bound. +See https://en.wikipedia.org/wiki/Outer_product and +https://en.wikipedia.org/wiki/Operator_norm +-/ +theorem rankOneOperatorNorm_le_vectorSqNorm {n : Nat} + (v : Fin n -> Real) : + deterministicOperatorNorm (fun i j : Fin n => v i * v j) <= vectorSqNorm v := by + rw [deterministicOperatorNorm, Matrix.l2_opNorm_def] + refine ContinuousLinearMap.opNorm_le_bound _ (vectorSqNorm_nonneg v) ?_ + intro y + have happly : + (((Matrix.toEuclideanLin (π•œ := Real) (m := Fin n) (n := Fin n)).trans + LinearMap.toContinuousLinearMap) + (fun i j : Fin n => v i * v j) y) = + (inner Real (WithLp.toLp 2 v : EuclideanSpace Real (Fin n)) y) β€’ + (WithLp.toLp 2 v : EuclideanSpace Real (Fin n)) := by + ext i + simp [Matrix.toLpLin_apply, Matrix.mulVec, dotProduct, inner] + rw [Finset.sum_mul] + apply Finset.sum_congr rfl + intro j _ + ring + rw [happly] + calc + β€–(inner Real (WithLp.toLp 2 v : EuclideanSpace Real (Fin n)) y) β€’ + (WithLp.toLp 2 v : EuclideanSpace Real (Fin n))β€– + = |inner Real (WithLp.toLp 2 v : EuclideanSpace Real (Fin n)) y| * + β€–(WithLp.toLp 2 v : EuclideanSpace Real (Fin n))β€– := by + rw [norm_smul, Real.norm_eq_abs] + _ <= β€–(WithLp.toLp 2 v : EuclideanSpace Real (Fin n))β€– * β€–yβ€– * + β€–(WithLp.toLp 2 v : EuclideanSpace Real (Fin n))β€– := by + exact mul_le_mul_of_nonneg_right (abs_real_inner_le_norm _ _) (norm_nonneg _) + _ = vectorSqNorm v * β€–yβ€– := by + rw [vectorSqNorm_eq_norm_sq_toLp] + ring + /-- Squared Euclidean norm of the deterministic matrix-vector product. diff --git a/HighDimProbJudge/RandomMatrix/OperatorNormUse.lean b/HighDimProbJudge/RandomMatrix/OperatorNormUse.lean index 5f64b42..15cae12 100644 --- a/HighDimProbJudge/RandomMatrix/OperatorNormUse.lean +++ b/HighDimProbJudge/RandomMatrix/OperatorNormUse.lean @@ -1,6 +1,9 @@ import HighDimProb.RandomMatrix #check HighDimProb.isRealRandomVariable_operatorNorm +#check HighDimProb.rankOneOperatorNorm_le_vectorSqNorm +#check HighDimProb.BoundedOperatorNorm_rankOne_of_sqNorm_bound +#check HighDimProb.PointwiseOperatorNormBound_rankOne_of_sqNorm_bound #check (HighDimProb.isRealRandomVariable_operatorNorm : @@ -16,3 +19,16 @@ example {Omega : Type*} [MeasurableSpace Omega] (hA : HighDimProb.IsRandomMatrix P A) : HighDimProb.IsRealRandomVariable P (HighDimProb.operatorNorm A) := by exact HighDimProb.isRealRandomVariable_operatorNorm hA + +example {n : Nat} (v : Fin n -> Real) : + HighDimProb.deterministicOperatorNorm + (fun i j : Fin n => v i * v j) <= HighDimProb.vectorSqNorm v := by + exact HighDimProb.rankOneOperatorNorm_le_vectorSqNorm v + +example {Omega : Type*} [MeasurableSpace Omega] {I : Type*} {n : Nat} + (X : I -> Omega -> Fin n -> Real) (R : Real) + (hR : 0 <= R) + (hX : forall i omega, HighDimProb.vectorSqNorm (X i omega) <= R) : + HighDimProb.PointwiseOperatorNormBound + (fun i omega a b => X i omega a * X i omega b) R := by + exact HighDimProb.PointwiseOperatorNormBound_rankOne_of_sqNorm_bound X R hR hX diff --git a/HighDimProbTest/ExamplesAPI.lean b/HighDimProbTest/ExamplesAPI.lean index 07bb022..e16238b 100644 --- a/HighDimProbTest/ExamplesAPI.lean +++ b/HighDimProbTest/ExamplesAPI.lean @@ -13,3 +13,12 @@ import HighDimProb.Examples.RandomMatrix.NTKGramDecompositionUsage import HighDimProb.Examples.RandomMatrix.NTKGramUsage import HighDimProb.Examples.RandomMatrix.RandomFeatureKernelUsage import HighDimProb.Examples.RandomMatrix.RankOnePSDUsage + +open HighDimProb +open HighDimProb.Examples.RandomMatrix.RankOnePSDUsage + +variable {rankOneN : Nat} +variable (rankOneV : RankOneVector rankOneN) + +#check (rankOneOperatorNorm_le_vectorSqNorm rankOneV : + deterministicOperatorNorm (rankOneOuter rankOneV) <= vectorSqNorm rankOneV) diff --git a/HighDimProbTest/RandomMatrixAssumptionsAPI.lean b/HighDimProbTest/RandomMatrixAssumptionsAPI.lean index 9bc77ae..d7f3646 100644 --- a/HighDimProbTest/RandomMatrixAssumptionsAPI.lean +++ b/HighDimProbTest/RandomMatrixAssumptionsAPI.lean @@ -5,9 +5,11 @@ open HighDimProb variable {Omega : Type*} [MeasurableSpace Omega] variable {P : Measure Omega} [IsProbabilityMeasure P] +variable {I : Type*} variable {m n : Nat} variable (A : RandomMatrix Omega m n) -variable (K : Real) +variable (X : I -> Omega -> Fin n -> Real) +variable (K R : Real) #check SubGaussianEntriesOrlicz #check SubGaussianEntriesTail @@ -15,6 +17,8 @@ variable (K : Real) #check IsotropicRowsSecondMoment #check IsotropicRowsCovariance #check CenteredEntries +#check BoundedOperatorNorm_rankOne_of_sqNorm_bound +#check PointwiseOperatorNormBound_rankOne_of_sqNorm_bound #check (SubGaussianEntriesOrlicz P A K : Prop) #check (SubGaussianEntriesTail P A K : Prop) @@ -22,3 +26,9 @@ variable (K : Real) #check (IsotropicRowsSecondMoment P A : Prop) #check (IsotropicRowsCovariance P A : Prop) #check (CenteredEntries P A : Prop) +#check (PointwiseOperatorNormBound_rankOne_of_sqNorm_bound + (X := X) (R := R) : + 0 <= R -> + (forall i omega, vectorSqNorm (X i omega) <= R) -> + PointwiseOperatorNormBound + (fun i omega a b => X i omega a * X i omega b) R) diff --git a/HighDimProbTest/RandomMatrixOperatorNormAPI.lean b/HighDimProbTest/RandomMatrixOperatorNormAPI.lean index a159924..781f569 100644 --- a/HighDimProbTest/RandomMatrixOperatorNormAPI.lean +++ b/HighDimProbTest/RandomMatrixOperatorNormAPI.lean @@ -5,12 +5,15 @@ open HighDimProb variable {Omega : Type*} [MeasurableSpace Omega] variable {P : Measure Omega} [IsProbabilityMeasure P] +variable {I : Type*} variable {m n : Nat} variable (A : RandomMatrix Omega m n) variable (B C : RandomMatrix Omega n n) variable (M : Matrix (Fin m) (Fin n) Real) variable (S T : Matrix (Fin n) (Fin n) Real) variable (x : Fin n -> Real) +variable (v : Fin n -> Real) +variable (X : I -> Omega -> Fin n -> Real) variable (L t bound : Real) variable (hA : IsRandomMatrix P A) @@ -31,6 +34,7 @@ variable (hA : IsRandomMatrix P A) #check instOpensMeasurableSpaceMatrixL2Operator #check deterministicOperatorNorm #check deterministicOperatorNorm_apply +#check rankOneOperatorNorm_le_vectorSqNorm #check matVecSqNorm #check matVecSqNorm_apply #check matVecSqNorm_nonneg @@ -61,6 +65,8 @@ variable (hA : IsRandomMatrix P A) #check (IsUnitVector x : Prop) #check (unitSphere n : Set (Fin n -> Real)) #check (deterministicOperatorNorm M : Real) +#check (rankOneOperatorNorm_le_vectorSqNorm v : + deterministicOperatorNorm (fun i j : Fin n => v i * v j) <= vectorSqNorm v) #check (matVecSqNorm M x : Real) #check (randomMatVecSqNorm A x : RealRandomVariable Omega) #check (sqNorm_matVec_eq_matVecSqNorm A x : forall omega, sqNorm (matVec A x) omega = matVecSqNorm (A omega) x) @@ -77,6 +83,12 @@ variable (hA : IsRandomMatrix P A) #check (operatorNorm_le_of_operatorNormBoundSqStatement M L : Prop) #check (operatorNormBoundSq_of_operatorNorm_leStatement M L : Prop) #check (operatorNormMeasurabilityStatement P A : Prop) +#check (PointwiseOperatorNormBound_rankOne_of_sqNorm_bound + (X := X) (R := L) : + 0 <= L -> + (forall i omega, vectorSqNorm (X i omega) <= L) -> + PointwiseOperatorNormBound + (fun i omega a b => X i omega a * X i omega b) L) #check (matrixQuadraticForm_sub T S x : matrixQuadraticForm (T - S) x = matrixQuadraticForm T x - matrixQuadraticForm S x) #check (quadraticForm_le_of_matrixLE (A := S) (B := T) : MatrixLE S T -> forall x, matrixQuadraticForm S x <= matrixQuadraticForm T x) diff --git a/docs/AbstractionLog.md b/docs/AbstractionLog.md index 008cd87..a61c968 100644 --- a/docs/AbstractionLog.md +++ b/docs/AbstractionLog.md @@ -1199,3 +1199,20 @@ - Remaining upgrade path: prove matrix Laplace / trace-mgf inequalities and spectral/operator-norm tail reductions using this trace-exp positivity bridge as infrastructure. + +## RM rank-one operator-norm boundedness bridge + +- Concrete version chosen: prove the rank-one self-outer-product bound directly + against `deterministicOperatorNorm` instead of introducing a new rank-one + matrix object or changing the matrix norm convention. +- Proof-pattern decision: view `v vα΅€` as the linear map `x ↦ v` and use + Cauchy--Schwarz plus `ContinuousLinearMap.opNorm_le_bound` under Mathlib's + scoped L2 operator norm. +- Assumption decision: the random wrappers consume an explicit pointwise + `vectorSqNorm <= R` hypothesis and keep the nonnegative-radius argument + visible, rather than inferring expectation or centered bounds. +- Comment/source decision: Lean comments include public operator-norm and outer + product URLs so readers can verify the mathematical formula. +- Future upgrade path: next add the centered operator-norm triangle wrapper; + then handle vector-to-rank-one measurability/integrability and PSD nullspace + converse as separate concept clusters. diff --git a/docs/BookProgress.md b/docs/BookProgress.md index 108c10d..3db8740 100644 --- a/docs/BookProgress.md +++ b/docs/BookProgress.md @@ -973,3 +973,24 @@ finite-family Tropp typed primitive into the high-level bounded trace-MGF statement. The finite-family Tropp primitive, Bernstein CFC primitive, Lieb, Golden-Thompson, and Matrix Bernstein tail theorem remain unproved. Next safe task: MB-S9-trace-mgf-to-laplace-tail-contract. + +## RM rank-one operator-norm prerequisite progress + +The first rank-one prerequisite slice for covariance-style RandomMatrix examples +is proved: + +```lean +rankOneOperatorNorm_le_vectorSqNorm +BoundedOperatorNorm_rankOne_of_sqNorm_bound +PointwiseOperatorNormBound_rankOne_of_sqNorm_bound +``` + +The deterministic lemma proves the finite-dimensional bound +`||v vα΅€||op <= ||v||β‚‚Β²` using the existing `deterministicOperatorNorm` / +Mathlib L2 operator-norm convention. The wrappers turn pointwise vector +squared-norm bounds into `BoundedOperatorNorm` and +`PointwiseOperatorNormBound` for rank-one random matrices. + +This is not a centered summand bound, not a vector-to-matrix +measurability/integrability bridge, not a PSD nullspace converse, and not a +Matrix Bernstein tail theorem. Next safe task: RM-centered-operator-norm-bound. diff --git a/docs/MatrixBernsteinProofPlan.md b/docs/MatrixBernsteinProofPlan.md index 73b2c39..9514860 100644 --- a/docs/MatrixBernsteinProofPlan.md +++ b/docs/MatrixBernsteinProofPlan.md @@ -41,7 +41,7 @@ Tropp/Lieb, Golden-Thompson, the Bernstein CFC primitive, the `t = 0` endpoint for the optimized wrapper, lambda-max/operator-norm Matrix Bernstein tails, or the full Matrix Bernstein tail theorem. -Next safe task: `MB-S9-lambda-max-operator-norm-bridge-contract`. +Next safe task: `RM-centered-operator-norm-bound`. ## Target Theorem For a finite family of independent centered self-adjoint random matrices diff --git a/docs/MatrixConcentrationPlan.md b/docs/MatrixConcentrationPlan.md index 4bded30..d571a2e 100644 --- a/docs/MatrixConcentrationPlan.md +++ b/docs/MatrixConcentrationPlan.md @@ -22,7 +22,7 @@ compatibility APIs around the bounded-Bernstein lintegral Laplace route: `matrixBernsteinTraceMGFToLaplaceContract_statement` and `matrixBernsteinTraceMGFToLaplaceContract_under_primitives_statement`. -Next safe task: `MB-S9-lambda-max-operator-norm-bridge-contract`. +Next safe task: `RM-centered-operator-norm-bound`. Stage MC1 starts the matrix concentration branch after the scalar concentration closeout. It adds the assumption vocabulary, explicit matrix order vocabulary, matrix expectation wrappers, and typed theorem-statement layer needed before diff --git a/docs/RandomMatrixAPI.md b/docs/RandomMatrixAPI.md index 01fe17e..5719546 100644 --- a/docs/RandomMatrixAPI.md +++ b/docs/RandomMatrixAPI.md @@ -39,7 +39,11 @@ mainline. It is documentation only; theorem status is not upgraded here. - Its RHS is: `ENNReal.ofReal ((n + 1 : Real) * Real.exp (-(t ^ 2 / (2 * sigmaSq + (2 / 3) * R * t))))`. - Lambda-max/operator-norm Matrix Bernstein tail theorem remains unproved. -- Next safe task: `MB-S9-lambda-max-operator-norm-bridge-contract`. +- Proved rank-one operator-norm prerequisite bridge: + `rankOneOperatorNorm_le_vectorSqNorm`, + `BoundedOperatorNorm_rankOne_of_sqNorm_bound`, and + `PointwiseOperatorNormBound_rankOne_of_sqNorm_bound`. +- Next safe task: `RM-centered-operator-norm-bound`. ## `HighDimProb/RandomMatrix/SelfAdjoint.lean` @@ -91,6 +95,32 @@ mainline. It is documentation only; theorem status is not upgraded here. - `lambdaMax_le_iff_quadraticForm_le_statement`: typed statement. - `operatorNorm_eq_max_abs_lambda_statement`: typed statement. +## `HighDimProb/RandomMatrix/OperatorNorm.lean` + +- `operatorNorm`: def, random-matrix operator norm as a real random variable. +- `deterministicOperatorNorm`: def, deterministic matrix operator norm using the + same scoped L2 convention. +- `deterministicOperatorNorm_apply`: theorem, definitional bridge. +- `rankOneOperatorNorm_le_vectorSqNorm`: theorem, `||v vα΅€||op <= ||v||β‚‚Β²`. +- `matVecSqNorm`: def. +- `randomMatVecSqNorm`: def. +- `OperatorNormBoundSq`: def. +- `operatorNorm_le_of_operatorNormBoundSq`: theorem. +- `operatorNormBoundSq_of_operatorNorm_le`: theorem. +- `isRealRandomVariable_operatorNorm`: theorem. + +## `HighDimProb/RandomMatrix/Assumptions.lean` + +- `BoundedOperatorNorm`: def, pointwise operator-norm bound for one random + matrix. +- `BoundedOperatorNorm_rankOne_of_sqNorm_bound`: theorem, rank-one pointwise + wrapper from vector squared-norm bounds. +- `PointwiseOperatorNormBound`: def, indexed pointwise operator-norm bound. +- `PointwiseOperatorNormBound_rankOne_of_sqNorm_bound`: theorem, indexed + rank-one wrapper from vector squared-norm bounds. +- `UniformOperatorNormBound`: abbrev. +- `AeOperatorNormBound`: def. + ## `HighDimProb/RandomMatrix/MatrixOrder.lean` - `matrixQuadraticForm`: def. @@ -356,7 +386,7 @@ mainline. It is documentation only; theorem status is not upgraded here. ## Next Safe Task -MB-S9-lambda-max-operator-norm-bridge-contract: plan the bridge from the proved +RM-centered-operator-norm-bound: plan the bridge from the proved one-sided optimized quadratic-form under-primitives tail to lambda-max and then operator-norm Matrix Bernstein tails. Do not prove Tropp/Lieb, Bernstein CFC, Golden-Thompson, or the full Matrix Bernstein theorem in that contract stage. @@ -383,4 +413,4 @@ Golden-Thompson, or the full Matrix Bernstein theorem in that contract stage. proved in `ConcentrationStatements.lean`, with exponential-add RHS. - The theta-optimized scalar-RHS quadratic-form wrapper under primitives is now proved in `ConcentrationStatements.lean`, with Bernstein denominator RHS. -- Next safe task: MB-S9-lambda-max-operator-norm-bridge-contract. +- Next safe task: RM-centered-operator-norm-bound. diff --git a/docs/Status.md b/docs/Status.md index af54b8c..1a036eb 100644 --- a/docs/Status.md +++ b/docs/Status.md @@ -8,27 +8,27 @@ RandomMatrix / Matrix Bernstein mainline: MB-S9 now includes the bounded trace-MGF theorem under explicit primitives, the bounded real-to-lintegral trace-MGF bridge, the explicit-theta quadratic-form upper-tail wrappers, the dimension/norm scalar RHS reduction, and the theta-optimized scalar Bernstein -denominator wrapper. The newest layer chooses -`theta = t / (sigmaSq + R * t / 3)` via `bernsteinThetaChoice` and proves the -conservative exponent form -`-(t ^ 2 / (2 * sigmaSq + (2 / 3) * R * t))`. +denominator wrapper. The current prerequisite cleanup also adds the first +rank-one operator-norm bridge for covariance-style examples. The latest proved public theorem is: -- `matrixBernsteinQuadraticFormUpperTailOptimizedScalarRHSWithBernsteinCoeff_under_primitives` +- `PointwiseOperatorNormBound_rankOne_of_sqNorm_bound` -The wrapper proves a one-sided nonempty-dimensional quadratic-form upper-tail -bound under explicit primitive assumptions, with RHS: -`ENNReal.ofReal ((n + 1 : Real) * Real.exp (-(t ^ 2 / (2 * sigmaSq + (2 / 3) * R * t))))`. -Supporting scalar API includes `bernsteinThetaChoice`, -`bernsteinThetaChoice_range`, and `bernsteinThetaChoice_exponent_eq`. It still -does not prove lambda-max/operator-norm Matrix Bernstein tails, Tropp/Lieb, the -Bernstein CFC primitive, Golden-Thompson, the `t = 0` endpoint for the -optimized wrapper, or the final full Matrix Bernstein tail theorem. +Supporting proved API also includes `rankOneOperatorNorm_le_vectorSqNorm` and +`BoundedOperatorNorm_rankOne_of_sqNorm_bound`. These are deterministic / +pointwise boundedness bridges only: they do not prove centered summand +boundedness, vector-to-rank-one matrix measurability or integrability, the PSD +nullspace converse, lambda-max/operator-norm Matrix Bernstein tails, +Tropp/Lieb, the Bernstein CFC primitive, Golden-Thompson, the `t = 0` endpoint +for the optimized wrapper, or the final full Matrix Bernstein tail theorem. +The previous optimized quadratic-form theorem remains +`matrixBernsteinQuadraticFormUpperTailOptimizedScalarRHSWithBernsteinCoeff_under_primitives` +under explicit primitive assumptions. ## Next Safe Task -- `MB-S9-lambda-max-operator-norm-bridge-contract` +- `RM-centered-operator-norm-bound` ## Public Milestone Summary @@ -140,6 +140,7 @@ Last known test status: - Stage V1 Lean path visualization infrastructure - Stage J1 HighDimProb compile-time OJ / judge suite - Stage J2 expanded HighDimProb judge coverage +- Stage RM-rank-one operator-norm bound for covariance-style rank-one matrices Stage 1A implemented: - probability-space convention diff --git a/docs/TODO.md b/docs/TODO.md index 3bbb79c..d86a76f 100644 --- a/docs/TODO.md +++ b/docs/TODO.md @@ -12,14 +12,19 @@ - Done: MB-S9 theta optimization contract proved `bernsteinThetaChoice`, `bernsteinThetaChoice_range`, `bernsteinThetaChoice_exponent_eq`, and `matrixBernsteinQuadraticFormUpperTailOptimizedScalarRHSWithBernsteinCoeff_under_primitives`. +- Done: rank-one operator-norm prerequisite slice added + `rankOneOperatorNorm_le_vectorSqNorm`, + `BoundedOperatorNorm_rankOne_of_sqNorm_bound`, and + `PointwiseOperatorNormBound_rankOne_of_sqNorm_bound`. - The optimized theorem remains one-sided, quadratic-form, and under explicit `troppMasterTraceMGFFiniteFamily_statement` plus pointwise `bernsteinMatrixExp_le_quadratic_statement` assumptions. -- Not proved: lambda-max/operator-norm tail bridge, optimized `t = 0` endpoint, - functional-calculus proof / Bernstein CFC primitive, full CFC-free - single-summand MGF theorem, Lieb concavity, Golden-Thompson, and the full - Matrix Bernstein tail theorem. -- Next: MB-S9-lambda-max-operator-norm-bridge-contract. +- Not proved: centered summand operator-norm bound, vector-to-rank-one matrix + measurability/integrability, PSD nullspace converse, lambda-max/operator-norm + tail bridge, optimized `t = 0` endpoint, functional-calculus proof / + Bernstein CFC primitive, full CFC-free single-summand MGF theorem, Lieb + concavity, Golden-Thompson, and the full Matrix Bernstein tail theorem. +- Next: RM-centered-operator-norm-bound. ## Stage M3 Scalar Closeout TODO Audit The forward scalar subGaussian proof spine is closed as an experimental @@ -194,8 +199,8 @@ Stage H0 Rademacher/Hoeffding branch update: | Concrete trace-exp dominance assembly | Use the `lambdaMaxOrdered` spectral and trace-exp providers to prove `TraceExpDominatesQuadraticFormUpperTail` for random self-adjoint matrices. | `lambdaMaxOrdered_rayleighUpperBound`, `lambdaMaxOrdered_traceExpDominatesUpperBound`, `traceExpDominatesQuadraticFormUpperTail_of_rayleighUpperBound_of_traceExpDominatesUpperBound`, `RandomSelfAdjointMatrix` | done | Implemented in MB-S7C-assemble-dominance as `traceExpDominatesQuadraticFormUpperTail_of_randomSelfAdjoint`. This did not prove full matrix Laplace, trace-mgf, Golden-Thompson, Lieb, or Matrix Bernstein. | | Conditional matrix Laplace assembly | Use concrete random self-adjoint dominance with the existing conditional Laplace wrappers to prove the matrix Laplace upper-tail theorem. | `traceExpDominatesQuadraticFormUpperTail_of_randomSelfAdjoint`, `matrixLaplaceTransformLIntegral_of_traceExpDominatesQuadraticFormUpperTail`, explicit measurability/integrability hypotheses | done | Implemented in MB-S8-laplace-assembly as `matrixLaplaceTransformLIntegralDiv_of_randomSelfAdjoint` and `matrixLaplaceTransformLIntegral_of_randomSelfAdjoint`. This did not prove the real RHS bridge, trace-mgf, Golden-Thompson, Lieb, or Matrix Bernstein. | | Matrix Laplace real RHS bridge | Connect the lintegral matrix Laplace theorem to the existing real trace-exp moment/RHS vocabulary. | `matrixLaplaceTransformLIntegral_of_randomSelfAdjoint`, `traceExpMomentLIntegral_eq_ofReal_traceExpMoment`, explicit integrability and nonnegativity hypotheses | hard | Future task after the current trace-mgf provider contract decision; do not prove trace-mgf, Golden-Thompson, Lieb, or Matrix Bernstein in that bridge stage. | -| Matrix trace-mgf foundation/provider contract | Audit the route for proving the semantic bounded Matrix Bernstein trace-mgf target. | `TraceMGFBound`, `TraceMGFBernsteinVarianceProxyBound`, `matrixBernsteinTraceMGFWithBernsteinCoeff_statement`, matrix-valued independence, variance proxy, Golden-Thompson/Lieb or equivalent matrix-mgf machinery | hard | MB-S9-foundation added only semantic predicates and typed targets; MB-S9 follow-up stages isolated and resolved expectation, MatrixLE algebra, coefficient, lower-bound, provider-under-CFC, and RHS-normalization blockers while leaving Tropp/Lieb and Bernstein CFC primitives typed only. `matrixBernsteinTraceMGF_statement` remains a `theta ^ 2 / 2` compatibility target, not the bounded Bernstein denominator target. Current next safe task: MB-S9-lambda-max-operator-norm-bridge-contract. | -| Matrix exponential lower bound for Bernstein coefficient | Audit/prove the deterministic bridge `MatrixLE (1 + c smul V) (matrixExp (c smul V))` after `bernsteinCoefficient_nonneg`. | `bernsteinCoefficient_nonneg`, `MatrixLE`, `matrixExp`, PSD/self-adjoint variance proxy hypotheses, CFC or spectral exponential lower APIs | done | MB-S9-exp-lower-bound-proof implements this deterministic lower-bound family as `matrixLE_one_add_self_le_matrixExp_of_selfAdjoint` and `matrixLE_one_add_smul_le_matrixExp_smul_of_selfAdjoint`. MB-S9-single-summand-provider-under-cfc then uses it in `singleSummandMatrixMGFVarianceProxy_of_bernsteinMatrixExp_le_quadratic`. MB-S9-rhs-normalization-proof names the denominator coefficient as `bernsteinMGFCoeff` and adds bounded trace-mgf targets. The Bernstein CFC proof, trace-mgf provider, Golden-Thompson, Lieb, and Matrix Bernstein remain unproved. Next safe task: MB-S9-lambda-max-operator-norm-bridge-contract. | +| Matrix trace-mgf foundation/provider contract | Audit the route for proving the semantic bounded Matrix Bernstein trace-mgf target. | `TraceMGFBound`, `TraceMGFBernsteinVarianceProxyBound`, `matrixBernsteinTraceMGFWithBernsteinCoeff_statement`, matrix-valued independence, variance proxy, Golden-Thompson/Lieb or equivalent matrix-mgf machinery | hard | MB-S9-foundation added only semantic predicates and typed targets; MB-S9 follow-up stages isolated and resolved expectation, MatrixLE algebra, coefficient, lower-bound, provider-under-CFC, and RHS-normalization blockers while leaving Tropp/Lieb and Bernstein CFC primitives typed only. `matrixBernsteinTraceMGF_statement` remains a `theta ^ 2 / 2` compatibility target, not the bounded Bernstein denominator target. Current next safe task: RM-centered-operator-norm-bound. | +| Matrix exponential lower bound for Bernstein coefficient | Audit/prove the deterministic bridge `MatrixLE (1 + c smul V) (matrixExp (c smul V))` after `bernsteinCoefficient_nonneg`. | `bernsteinCoefficient_nonneg`, `MatrixLE`, `matrixExp`, PSD/self-adjoint variance proxy hypotheses, CFC or spectral exponential lower APIs | done | MB-S9-exp-lower-bound-proof implements this deterministic lower-bound family as `matrixLE_one_add_self_le_matrixExp_of_selfAdjoint` and `matrixLE_one_add_smul_le_matrixExp_smul_of_selfAdjoint`. MB-S9-single-summand-provider-under-cfc then uses it in `singleSummandMatrixMGFVarianceProxy_of_bernsteinMatrixExp_le_quadratic`. MB-S9-rhs-normalization-proof names the denominator coefficient as `bernsteinMGFCoeff` and adds bounded trace-mgf targets. The Bernstein CFC proof, trace-mgf provider, Golden-Thompson, Lieb, and Matrix Bernstein remain unproved. Next safe task: RM-centered-operator-norm-bound. | ## MB-S9 Tropp Shape Refactor Follow-Up The trace-exp layer now exposes `troppMasterTraceMGFFiniteFamily_statement`, @@ -210,7 +215,7 @@ safe task: MB-S9-trace-mgf-to-laplace-tail-contract. - Still unproved: the finite-family Tropp/Lieb primitive itself. - Still unproved: the Bernstein CFC primitive. - Still unproved: Lieb, Golden-Thompson, and the Matrix Bernstein tail theorem. -- Next safe task: MB-S9-lambda-max-operator-norm-bridge-contract. +- Next safe task: RM-centered-operator-norm-bound. ## MB-S9 Matrix Bernstein Trace-MGF Under Primitives Follow-Up @@ -219,4 +224,4 @@ safe task: MB-S9-trace-mgf-to-laplace-tail-contract. and pointwise `bernsteinMatrixExp_le_quadratic_statement`. - Still unproved: finite-family Tropp/Lieb primitive, Bernstein CFC primitive, Lieb, Golden-Thompson, and Matrix Bernstein tail theorem. -- Next safe task: MB-S9-lambda-max-operator-norm-bridge-contract. +- Next safe task: RM-centered-operator-norm-bound. diff --git a/docs/TermMap.md b/docs/TermMap.md index fa970b4..d418ab5 100644 --- a/docs/TermMap.md +++ b/docs/TermMap.md @@ -130,6 +130,8 @@ Note: some declarations exist as scaffolds, but the corresponding concept is not | Matrix-vector squared norm | Operator-norm bridge prerequisites | Squared Euclidean norm of `A x` using explicit matrix-vector finite sums. | `Finset.univ.sum`, `matVec` normal form, `Matrix.mulVec`, `EuclideanSpace` L2 norm | `matVecSqNorm`, `randomMatVecSqNorm`, `sqNorm_matVec_eq_matVecSqNorm`, `isRealRandomVariable_randomMatVecSqNorm`, `matVecSqNorm_eq_norm_sq_toLp_mulVec`, `norm_sq_toLp_mulVec_eq_matVecSqNorm` | `HighDimProb/RandomMatrix/OperatorNorm.lean` | implemented/proven experimental API | Provides a theorem-friendly finite-sum normal form and an exact bridge to the Mathlib L2 norm of `A x`. | | Squared operator-norm bound predicate | Matrix concentration prerequisites | Pointwise squared matrix-vector bound over all explicit unit vectors. | `IsUnitVector`, `matVecSqNorm`, `Matrix.Norms.L2Operator` | `OperatorNormBoundSq`, `RandomOperatorNormBoundSq`, `matVecSqNorm_le_of_operatorNormBoundSq`, `operatorNorm_le_of_operatorNormBoundSq`, `operatorNormBoundSq_of_operatorNorm_le` | `HighDimProb/RandomMatrix/OperatorNorm.lean` | implemented/proven experimental API | The explicit predicate is retained for theorem statements and is now bridged in both directions with `deterministicOperatorNorm` under the visible nonnegative-scale hypotheses. | | Exact operator-norm bridge targets | Matrix concentration prerequisites | Typed targets and proved bridges connecting explicit squared unit-vector bounds to Mathlib's scoped L2 matrix norm and measurability. | `Matrix.Norms.L2Operator`, product measurable spaces, `measurable_norm` | `operatorNorm_le_of_operatorNormBoundSqStatement`, `operatorNormBoundSq_of_operatorNorm_leStatement`, `operatorNormMeasurabilityStatement`, `operatorNorm_le_of_operatorNormBoundSq`, `operatorNormBoundSq_of_operatorNorm_le`, `instOpensMeasurableSpaceMatrixL2Operator`, `isRealRandomVariable_operatorNorm` | `HighDimProb/RandomMatrix/OperatorNorm.lean` | proven bridge plus typed-prop compatibility targets | Stage MC2-fix proves the exact comparison directions and operator-norm measurability; the statement-only targets remain as API signposts. | +| Rank-one operator-norm bound | Rank-one covariance and matrix-concentration prerequisites | The self-outer product `v vα΅€` has induced L2 operator norm bounded by `||v||β‚‚Β²`. | `Matrix.Norms.L2Operator`, `ContinuousLinearMap.opNorm_le_bound`, Cauchy-Schwarz | `rankOneOperatorNorm_le_vectorSqNorm` | `HighDimProb/RandomMatrix/OperatorNorm.lean` | proven experimental API | The proof uses the existing `deterministicOperatorNorm` convention and does not introduce new rank-one vocabulary. | +| Rank-one pointwise operator-norm bound | Matrix Bernstein boundedness prerequisites | A pointwise squared-vector-norm bound implies a pointwise operator-norm bound for `omega |-> X omega X omegaα΅€` and indexed families. | `operatorNorm`, `vectorSqNorm`, `PointwiseOperatorNormBound` | `BoundedOperatorNorm_rankOne_of_sqNorm_bound`, `PointwiseOperatorNormBound_rankOne_of_sqNorm_bound` | `HighDimProb/RandomMatrix/Assumptions.lean` | proven experimental API | This is a boundedness bridge only; centered expectation bounds, measurability/integrability bridges, and PSD nullspace converse remain separate tasks. | | Matrix symmetry/self-adjointness | Matrix Bernstein prerequisites | Pointwise real symmetric/self-adjoint matrix predicates and random-matrix wrappers. | `Matrix.IsSymm`, `Matrix.IsHermitian` | `IsSymmetricMatrix`, `IsSelfAdjointMatrix`, `RandomSymmetricMatrix`, `RandomSelfAdjointMatrix` | `HighDimProb/RandomMatrix/SelfAdjoint.lean` | implemented experimental API | Stage MC1 keeps the vocabulary explicit and does not prove spectral theorems. | | PSD and Loewner-style order | Matrix Bernstein and covariance prerequisites | PSD means symmetric plus nonnegative quadratic forms; `MatrixLE A B` means `B - A` is PSD. | finite sums, explicit quadratic forms | `matrixQuadraticForm`, `IsPSDMatrix`, `RandomPSDMatrix`, `MatrixLE`, `quadraticForm_le_of_matrixLE` | `HighDimProb/RandomMatrix/MatrixOrder.lean` | implemented/proven experimental API | No global matrix order instance is installed. Stage MC2 proves the quadratic-form monotonicity bridge for the explicit Loewner-style order. | | MatrixLE / PSD algebra | Matrix Bernstein single-summand MGF route | Small algebra for explicit PSD and Loewner-style order: addition, nonnegative scalar multiplication, reflexivity, equality, transitivity, and add/smul monotonicity. | explicit quadratic forms, matrix add/sub/smul | `matrixQuadraticForm_add`, `matrixQuadraticForm_smul`, `isPSDMatrix_zero`, `isPSDMatrix_add`, `isPSDMatrix_smul_of_nonneg`, `matrixLE_refl`, `matrixLE_of_eq`, `matrixLE_trans`, `matrixLE_add`, `matrixLE_add_left`, `matrixLE_add_right`, `matrixLE_smul_of_nonneg` | `HighDimProb/RandomMatrix/MatrixOrder.lean` | proven experimental API | MB-S9-matrixle-algebra-proof closes the MatrixLE algebra/RHS-normalization blocker; the Bernstein CFC proof, single-summand MGF provider, trace-mgf provider, and Matrix Bernstein remain unproved. | diff --git a/docs/TheoremAtlas.md b/docs/TheoremAtlas.md index ee1f826..ffdcb8d 100644 --- a/docs/TheoremAtlas.md +++ b/docs/TheoremAtlas.md @@ -30,7 +30,7 @@ statement APIs connecting bounded Bernstein lintegral trace-MGF bounds to the existing Laplace/tail layer without claiming the missing real-to-lintegral, Tropp/Lieb, CFC, or Matrix Bernstein proofs. -Next safe task: `MB-S9-lambda-max-operator-norm-bridge-contract`. +Next safe task: `RM-centered-operator-norm-bound`. ## Milestone 3 scalar implication closeout This audit separates proved theorem families from typed statements and blocked @@ -1247,7 +1247,7 @@ future directions. `HighDimProbTest/RandomMatrixLaplaceAPI.lean`, and `HighDimProbTest/RandomMatrixConcentrationAPI.lean`. - Priority: Stage MB-S2 through MB-S9-foundation complete; next task is - MB-S9-lambda-max-operator-norm-bridge-contract. + RM-centered-operator-norm-bound. ## Trace-Exponential Positivity Bridge (MB-S3/MB-S4) @@ -1645,7 +1645,7 @@ future directions. `HighDimProbJudge/RandomMatrix/VarianceProxyUse.lean`, `HighDimProbJudge/RandomMatrix/MatrixBernsteinUse.lean`, and `HighDimProbJudge/RandomMatrix/StatementUse.lean`. -- Priority: next safe task is MB-S9-lambda-max-operator-norm-bridge-contract. +- Priority: next safe task is RM-centered-operator-norm-bound. ## PSD of Matrix Square / Second Moment / Variance Proxy (MB-S1) @@ -1821,7 +1821,7 @@ future directions. - Target module: `HighDimProb/RandomMatrix/TraceExp.lean` - Test module: `HighDimProbTest/RandomMatrixTraceExpAPI.lean` - Judge module: `HighDimProbJudge/RandomMatrix/TraceExpUse.lean` -- Priority: next safe task is MB-S9-lambda-max-operator-norm-bridge-contract. +- Priority: next safe task is RM-centered-operator-norm-bound. ## Matrix Exponential Lower Bound (MB-S9-exp-lower-bound-proof) @@ -1948,7 +1948,7 @@ future directions. - Blocker: the finite-family Tropp primitive itself remains typed only; the Bernstein CFC primitive remains typed only; Lieb, Golden-Thompson, and the Matrix Bernstein tail theorem remain unproved. -- Priority: next safe task is MB-S9-lambda-max-operator-norm-bridge-contract. +- Priority: next safe task is RM-centered-operator-norm-bound. @@ -1966,7 +1966,7 @@ future directions. - Blocker: the result is still one-sided and quadratic-form under explicit Tropp/Lieb and Bernstein CFC primitives; lambda-max/operator-norm tail bridges and the full Matrix Bernstein theorem remain unproved. -- Priority: next safe task is MB-S9-lambda-max-operator-norm-bridge-contract. +- Priority: next safe task is RM-centered-operator-norm-bound. ## Matrix Bernstein Trace-MGF to Laplace/Tail Contract (MB-S9) @@ -1986,4 +1986,4 @@ future directions. - Blocker: prove or sharpen the real trace-MGF to lintegral bridge; keep the event-subset, Tropp/Lieb, Bernstein CFC, Golden-Thompson, and Matrix Bernstein tail theorem gaps explicit. -- Priority: next safe task is MB-S9-lambda-max-operator-norm-bridge-contract. +- Priority: next safe task is RM-centered-operator-norm-bound.