diff --git a/HighDimProb/RandomMatrix/Assumptions.lean b/HighDimProb/RandomMatrix/Assumptions.lean index 00c35ef..3a4298c 100644 --- a/HighDimProb/RandomMatrix/Assumptions.lean +++ b/HighDimProb/RandomMatrix/Assumptions.lean @@ -110,6 +110,41 @@ theorem BoundedOperatorNorm_rankOne_of_sqNorm_bound {Omega : Type*} intro omega exact (rankOneOperatorNorm_le_vectorSqNorm (X omega)).trans (hX omega) +/-- +If a random matrix and its deterministic entrywise expectation have explicit +operator-norm bounds, then the centered random matrix is bounded by the sum of +those two bounds. + +This is only an algebraic triangle-inequality wrapper around the existing +`matrixExpect` / `centeredRandomMatrix` vocabulary. It does not prove +entrywise integrability, measurability, or any contraction theorem bounding +`||E X||op` from the pointwise bound on `X`; the expectation norm bound is an +explicit hypothesis. + +Formula reference: centering uses `X(omega) - E X`, and the proof is the +operator-norm triangle inequality `||X(omega) - E X|| <= ||X(omega)|| + +||E X||`; see https://en.wikipedia.org/wiki/Operator_norm and the sample +covariance/expectation background at +https://en.wikipedia.org/wiki/Sample_mean_and_covariance +-/ +theorem BoundedOperatorNorm_centered_of_bound_expect_bound {Omega : Type*} + [MeasurableSpace Omega] {m n : Nat} + (P : Measure Omega) (X : RandomMatrix Omega m n) (R Rexp : Real) + (hX : BoundedOperatorNorm X R) + (hExp : deterministicOperatorNorm (matrixExpect P X) <= Rexp) : + BoundedOperatorNorm (centeredRandomMatrix P X) (R + Rexp) := by + intro omega + have hTri : + deterministicOperatorNorm (X omega - matrixExpect P X) <= + deterministicOperatorNorm (X omega) + + deterministicOperatorNorm (matrixExpect P X) := + deterministicOperatorNorm_sub_le_add (X omega) (matrixExpect P X) + have hBound : + deterministicOperatorNorm (X omega) + + deterministicOperatorNorm (matrixExpect P X) <= R + Rexp := + add_le_add (hX omega) hExp + exact hTri.trans hBound + /-- 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) @@ -135,6 +170,47 @@ theorem PointwiseOperatorNormBound_rankOne_of_sqNorm_bound {Omega : Type*} intro i exact BoundedOperatorNorm_rankOne_of_sqNorm_bound (X i) R hR (hX i) +/-- +Family version of the centered operator-norm bridge under an explicit bound on +each deterministic expectation. + +This is the family form of the algebraic wrapper above. It intentionally keeps +the expectation operator-norm bound as a hypothesis and does not establish +integrability or expectation contraction. + +Formula reference: this packages the triangle-bound route +`||X_i(omega) - E X_i|| <= ||X_i(omega)|| + ||E X_i||`; see +https://en.wikipedia.org/wiki/Operator_norm and +https://en.wikipedia.org/wiki/Sample_mean_and_covariance +-/ +theorem PointwiseOperatorNormBound_centered_of_bound_expect_bound {Omega : Type*} + [MeasurableSpace Omega] {I : Type*} {m n : Nat} + (P : Measure Omega) (X : I -> RandomMatrix Omega m n) (R Rexp : Real) + (hX : PointwiseOperatorNormBound X R) + (hExp : forall i, deterministicOperatorNorm (matrixExpect P (X i)) <= Rexp) : + PointwiseOperatorNormBound (fun i => centeredRandomMatrix P (X i)) (R + Rexp) := by + intro i + exact BoundedOperatorNorm_centered_of_bound_expect_bound P (X i) R Rexp + (hX i) (hExp i) + +/-- +Same-radius centered operator-norm wrapper: if both `X_i(omega)` and +`E X_i` are bounded by `R`, then the centered family is bounded by `R + R`. + +This remains an explicit-bound wrapper; the hypothesis on `E X_i` is not +derived from the pointwise bound on `X_i`. + +Formula reference: this is the special case `R_exp = R` of the operator-norm +triangle inequality; see https://en.wikipedia.org/wiki/Operator_norm +-/ +theorem PointwiseOperatorNormBound_centered_of_bound_expect_bound_same {Omega : Type*} + [MeasurableSpace Omega] {I : Type*} {m n : Nat} + (P : Measure Omega) (X : I -> RandomMatrix Omega m n) (R : Real) + (hX : PointwiseOperatorNormBound X R) + (hExp : forall i, deterministicOperatorNorm (matrixExpect P (X i)) <= R) : + PointwiseOperatorNormBound (fun i => centeredRandomMatrix P (X i)) (R + R) := by + exact PointwiseOperatorNormBound_centered_of_bound_expect_bound P X R R hX hExp + /-- 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 b2ac24a..4f70edc 100644 --- a/HighDimProb/RandomMatrix/OperatorNorm.lean +++ b/HighDimProb/RandomMatrix/OperatorNorm.lean @@ -82,6 +82,21 @@ theorem deterministicOperatorNorm_apply {m n : Nat} deterministicOperatorNorm A = norm A := rfl +/-- +The deterministic operator norm satisfies the triangle inequality for +subtraction. + +Formula reference: this is the norm triangle inequality +`||A - B|| <= ||A|| + ||B||` for the matrix norm induced by the Euclidean +operator norm; see https://en.wikipedia.org/wiki/Operator_norm and +https://en.wikipedia.org/wiki/Matrix_norm +-/ +theorem deterministicOperatorNorm_sub_le_add {m n : Nat} + (A B : Matrix (Fin m) (Fin n) Real) : + deterministicOperatorNorm (A - B) <= + deterministicOperatorNorm A + deterministicOperatorNorm B := by + simpa [deterministicOperatorNorm] using norm_sub_le A B + /-- Rank-one self-outer products have operator norm bounded by the squared Euclidean norm of the vector. diff --git a/HighDimProbJudge/RandomMatrix/OperatorNormUse.lean b/HighDimProbJudge/RandomMatrix/OperatorNormUse.lean index 15cae12..1dbb5a9 100644 --- a/HighDimProbJudge/RandomMatrix/OperatorNormUse.lean +++ b/HighDimProbJudge/RandomMatrix/OperatorNormUse.lean @@ -1,9 +1,13 @@ import HighDimProb.RandomMatrix #check HighDimProb.isRealRandomVariable_operatorNorm +#check HighDimProb.deterministicOperatorNorm_sub_le_add #check HighDimProb.rankOneOperatorNorm_le_vectorSqNorm #check HighDimProb.BoundedOperatorNorm_rankOne_of_sqNorm_bound #check HighDimProb.PointwiseOperatorNormBound_rankOne_of_sqNorm_bound +#check HighDimProb.BoundedOperatorNorm_centered_of_bound_expect_bound +#check HighDimProb.PointwiseOperatorNormBound_centered_of_bound_expect_bound +#check HighDimProb.PointwiseOperatorNormBound_centered_of_bound_expect_bound_same #check (HighDimProb.isRealRandomVariable_operatorNorm : @@ -25,6 +29,11 @@ example {n : Nat} (v : Fin n -> Real) : (fun i j : Fin n => v i * v j) <= HighDimProb.vectorSqNorm v := by exact HighDimProb.rankOneOperatorNorm_le_vectorSqNorm v +example {m n : Nat} (A B : Matrix (Fin m) (Fin n) Real) : + HighDimProb.deterministicOperatorNorm (A - B) <= + HighDimProb.deterministicOperatorNorm A + HighDimProb.deterministicOperatorNorm B := by + exact HighDimProb.deterministicOperatorNorm_sub_le_add A B + example {Omega : Type*} [MeasurableSpace Omega] {I : Type*} {n : Nat} (X : I -> Omega -> Fin n -> Real) (R : Real) (hR : 0 <= R) @@ -32,3 +41,14 @@ example {Omega : Type*} [MeasurableSpace Omega] {I : Type*} {n : Nat} 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 + +example {Omega : Type*} [MeasurableSpace Omega] {I : Type*} {m n : Nat} + (P : MeasureTheory.Measure Omega) (X : I -> HighDimProb.RandomMatrix Omega m n) + (R Rexp : Real) + (hX : HighDimProb.PointwiseOperatorNormBound X R) + (hExp : forall i, + HighDimProb.deterministicOperatorNorm (HighDimProb.matrixExpect P (X i)) <= Rexp) : + HighDimProb.PointwiseOperatorNormBound + (fun i => HighDimProb.centeredRandomMatrix P (X i)) (R + Rexp) := by + exact HighDimProb.PointwiseOperatorNormBound_centered_of_bound_expect_bound + P X R Rexp hX hExp diff --git a/HighDimProbTest/RandomMatrixAssumptionsAPI.lean b/HighDimProbTest/RandomMatrixAssumptionsAPI.lean index d7f3646..7da526e 100644 --- a/HighDimProbTest/RandomMatrixAssumptionsAPI.lean +++ b/HighDimProbTest/RandomMatrixAssumptionsAPI.lean @@ -8,6 +8,7 @@ variable {P : Measure Omega} [IsProbabilityMeasure P] variable {I : Type*} variable {m n : Nat} variable (A : RandomMatrix Omega m n) +variable (B : I -> RandomMatrix Omega m n) variable (X : I -> Omega -> Fin n -> Real) variable (K R : Real) @@ -19,6 +20,9 @@ variable (K R : Real) #check CenteredEntries #check BoundedOperatorNorm_rankOne_of_sqNorm_bound #check PointwiseOperatorNormBound_rankOne_of_sqNorm_bound +#check BoundedOperatorNorm_centered_of_bound_expect_bound +#check PointwiseOperatorNormBound_centered_of_bound_expect_bound +#check PointwiseOperatorNormBound_centered_of_bound_expect_bound_same #check (SubGaussianEntriesOrlicz P A K : Prop) #check (SubGaussianEntriesTail P A K : Prop) @@ -32,3 +36,18 @@ variable (K R : Real) (forall i omega, vectorSqNorm (X i omega) <= R) -> PointwiseOperatorNormBound (fun i omega a b => X i omega a * X i omega b) R) +#check (BoundedOperatorNorm_centered_of_bound_expect_bound + (P := P) (X := A) (R := R) (Rexp := K) : + BoundedOperatorNorm A R -> + deterministicOperatorNorm (matrixExpect P A) <= K -> + BoundedOperatorNorm (centeredRandomMatrix P A) (R + K)) +#check (PointwiseOperatorNormBound_centered_of_bound_expect_bound + (P := P) (X := B) (R := R) (Rexp := K) : + PointwiseOperatorNormBound B R -> + (forall i, deterministicOperatorNorm (matrixExpect P (B i)) <= K) -> + PointwiseOperatorNormBound (fun i => centeredRandomMatrix P (B i)) (R + K)) +#check (PointwiseOperatorNormBound_centered_of_bound_expect_bound_same + (P := P) (X := B) (R := R) : + PointwiseOperatorNormBound B R -> + (forall i, deterministicOperatorNorm (matrixExpect P (B i)) <= R) -> + PointwiseOperatorNormBound (fun i => centeredRandomMatrix P (B i)) (R + R)) diff --git a/HighDimProbTest/RandomMatrixConcentrationAPI.lean b/HighDimProbTest/RandomMatrixConcentrationAPI.lean index d9ddb84..2a58a31 100644 --- a/HighDimProbTest/RandomMatrixConcentrationAPI.lean +++ b/HighDimProbTest/RandomMatrixConcentrationAPI.lean @@ -126,6 +126,16 @@ variable (R sigma2 c c1 c2 t bound K : Real) #check (PointwiseOperatorNormBound B R : Prop) #check (UniformOperatorNormBound B R : Prop) #check (AeOperatorNormBound P B R : Prop) +#check (BoundedOperatorNorm_centered_of_bound_expect_bound + (P := P) (X := A) (R := R) (Rexp := c) : + BoundedOperatorNorm A R -> + deterministicOperatorNorm (matrixExpect P A) <= c -> + BoundedOperatorNorm (centeredRandomMatrix P A) (R + c)) +#check (PointwiseOperatorNormBound_centered_of_bound_expect_bound + (P := P) (X := B) (R := R) (Rexp := c) : + PointwiseOperatorNormBound B R -> + (forall i, deterministicOperatorNorm (matrixExpect P (B i)) <= c) -> + PointwiseOperatorNormBound (fun i => centeredRandomMatrix P (B i)) (R + c)) #check (randomMatrixSum B : RandomMatrix Omega n n) #check (MatrixVarianceProxy P B : Matrix (Fin n) (Fin n) Real) #check (matrixVarianceProxy P B : Matrix (Fin n) (Fin n) Real) diff --git a/HighDimProbTest/RandomMatrixOperatorNormAPI.lean b/HighDimProbTest/RandomMatrixOperatorNormAPI.lean index 781f569..8df975d 100644 --- a/HighDimProbTest/RandomMatrixOperatorNormAPI.lean +++ b/HighDimProbTest/RandomMatrixOperatorNormAPI.lean @@ -34,6 +34,7 @@ variable (hA : IsRandomMatrix P A) #check instOpensMeasurableSpaceMatrixL2Operator #check deterministicOperatorNorm #check deterministicOperatorNorm_apply +#check deterministicOperatorNorm_sub_le_add #check rankOneOperatorNorm_le_vectorSqNorm #check matVecSqNorm #check matVecSqNorm_apply @@ -65,6 +66,8 @@ variable (hA : IsRandomMatrix P A) #check (IsUnitVector x : Prop) #check (unitSphere n : Set (Fin n -> Real)) #check (deterministicOperatorNorm M : Real) +#check (deterministicOperatorNorm_sub_le_add M M : + deterministicOperatorNorm (M - M) <= deterministicOperatorNorm M + deterministicOperatorNorm M) #check (rankOneOperatorNorm_le_vectorSqNorm v : deterministicOperatorNorm (fun i j : Fin n => v i * v j) <= vectorSqNorm v) #check (matVecSqNorm M x : Real) diff --git a/docs/AbstractionLog.md b/docs/AbstractionLog.md index a61c968..f13a098 100644 --- a/docs/AbstractionLog.md +++ b/docs/AbstractionLog.md @@ -1216,3 +1216,20 @@ - 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. + +## RM centered operator-norm boundedness bridge + +- Concrete version chosen: prove the deterministic triangle inequality for the + existing `deterministicOperatorNorm`, then package it for `centeredRandomMatrix` + using an explicit bound on `matrixExpect P X`. +- Assumption decision: the wrappers require both the pointwise bound on `X` and + the deterministic operator-norm bound on `E X`; they do not infer expectation + contraction from boundedness. +- Layering decision: this remains an algebraic boundedness bridge over the + current entrywise expectation vocabulary. It deliberately does not prove + entrywise integrability or vector-to-rank-one measurability. +- Review decision: independent code review approved the change; architectural + review flagged the risk that centered APIs can look analytically stronger than + they are, so Lean comments and docs now state the explicit-bound-only boundary. +- Future upgrade path: next handle vector-to-rank-one matrix measurability / + integrability as a separate concept cluster, then PSD nullspace converse. diff --git a/docs/BookProgress.md b/docs/BookProgress.md index 3db8740..595ff75 100644 --- a/docs/BookProgress.md +++ b/docs/BookProgress.md @@ -993,4 +993,25 @@ squared-norm bounds into `BoundedOperatorNorm` and 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. +Matrix Bernstein tail theorem. Next safe task: RM-vector-to-matrix-measurability-integrability. + +## RM centered operator-norm prerequisite progress + +The centered boundedness slice for covariance-style RandomMatrix examples is +proved: + +```lean +deterministicOperatorNorm_sub_le_add +BoundedOperatorNorm_centered_of_bound_expect_bound +PointwiseOperatorNormBound_centered_of_bound_expect_bound +PointwiseOperatorNormBound_centered_of_bound_expect_bound_same +``` + +The deterministic lemma packages the matrix operator-norm triangle inequality +`||A - B||op <= ||A||op + ||B||op`. The random-matrix wrappers apply this to +`centeredRandomMatrix P X` under an explicit bound on +`deterministicOperatorNorm (matrixExpect P X)`. This is not an expectation +contraction theorem and does not prove entrywise integrability or +vector-to-rank-one measurability. + +Next safe task: RM-vector-to-matrix-measurability-integrability. diff --git a/docs/MatrixBernsteinProofPlan.md b/docs/MatrixBernsteinProofPlan.md index 9514860..2c7c3d4 100644 --- a/docs/MatrixBernsteinProofPlan.md +++ b/docs/MatrixBernsteinProofPlan.md @@ -41,7 +41,13 @@ 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: `RM-centered-operator-norm-bound`. +Next safe task: `RM-vector-to-matrix-measurability-integrability`. + +RM prerequisite update: the centered operator-norm bridge is now proved via +`deterministicOperatorNorm_sub_le_add` and the explicit-expectation-bound +wrappers in `Assumptions.lean`. It does not prove vector-to-matrix +measurability/integrability, PSD nullspace converse, or expectation contraction. + ## Target Theorem For a finite family of independent centered self-adjoint random matrices diff --git a/docs/MatrixConcentrationPlan.md b/docs/MatrixConcentrationPlan.md index d571a2e..9a9a2a8 100644 --- a/docs/MatrixConcentrationPlan.md +++ b/docs/MatrixConcentrationPlan.md @@ -22,7 +22,13 @@ compatibility APIs around the bounded-Bernstein lintegral Laplace route: `matrixBernsteinTraceMGFToLaplaceContract_statement` and `matrixBernsteinTraceMGFToLaplaceContract_under_primitives_statement`. -Next safe task: `RM-centered-operator-norm-bound`. +Next safe task: `RM-vector-to-matrix-measurability-integrability`. + +RM prerequisite update: the centered operator-norm bridge is now proved via +`deterministicOperatorNorm_sub_le_add` and the explicit-expectation-bound +wrappers in `Assumptions.lean`. It does not prove vector-to-matrix +measurability/integrability, PSD nullspace converse, or expectation contraction. + 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 5719546..d8f0c20 100644 --- a/docs/RandomMatrixAPI.md +++ b/docs/RandomMatrixAPI.md @@ -43,7 +43,13 @@ mainline. It is documentation only; theorem status is not upgraded here. `rankOneOperatorNorm_le_vectorSqNorm`, `BoundedOperatorNorm_rankOne_of_sqNorm_bound`, and `PointwiseOperatorNormBound_rankOne_of_sqNorm_bound`. -- Next safe task: `RM-centered-operator-norm-bound`. +- Proved centered operator-norm prerequisite bridge under an explicit expectation + operator-norm bound: + `deterministicOperatorNorm_sub_le_add`, + `BoundedOperatorNorm_centered_of_bound_expect_bound`, + `PointwiseOperatorNormBound_centered_of_bound_expect_bound`, and + `PointwiseOperatorNormBound_centered_of_bound_expect_bound_same`. +- Next safe task: `RM-vector-to-matrix-measurability-integrability`. ## `HighDimProb/RandomMatrix/SelfAdjoint.lean` @@ -101,6 +107,7 @@ mainline. It is documentation only; theorem status is not upgraded here. - `deterministicOperatorNorm`: def, deterministic matrix operator norm using the same scoped L2 convention. - `deterministicOperatorNorm_apply`: theorem, definitional bridge. +- `deterministicOperatorNorm_sub_le_add`: theorem, deterministic triangle bound. - `rankOneOperatorNorm_le_vectorSqNorm`: theorem, `||v vᵀ||op <= ||v||₂²`. - `matVecSqNorm`: def. - `randomMatVecSqNorm`: def. @@ -115,9 +122,16 @@ mainline. It is documentation only; theorem status is not upgraded here. matrix. - `BoundedOperatorNorm_rankOne_of_sqNorm_bound`: theorem, rank-one pointwise wrapper from vector squared-norm bounds. +- `BoundedOperatorNorm_centered_of_bound_expect_bound`: theorem, centered + wrapper from a pointwise bound plus an explicit expectation operator-norm + bound. - `PointwiseOperatorNormBound`: def, indexed pointwise operator-norm bound. - `PointwiseOperatorNormBound_rankOne_of_sqNorm_bound`: theorem, indexed rank-one wrapper from vector squared-norm bounds. +- `PointwiseOperatorNormBound_centered_of_bound_expect_bound`: theorem, indexed + centered wrapper with explicit expectation bound. +- `PointwiseOperatorNormBound_centered_of_bound_expect_bound_same`: theorem, + same-radius centered wrapper. - `UniformOperatorNormBound`: abbrev. - `AeOperatorNormBound`: def. @@ -386,10 +400,7 @@ mainline. It is documentation only; theorem status is not upgraded here. ## Next Safe Task -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. +RM-vector-to-matrix-measurability-integrability: next prove or isolate the entrywise measurability / integrability bridge from vector random variables to rank-one random matrices. Do not prove PSD nullspace converse, lambda-max/operator-norm Matrix Bernstein tails, Tropp/Lieb, Bernstein CFC, Golden-Thompson, or the full Matrix Bernstein theorem in that stage. ## MB-S9 Matrix Bernstein Trace-MGF Under Primitives API @@ -413,4 +424,4 @@ 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: RM-centered-operator-norm-bound. +- Next safe task: RM-vector-to-matrix-measurability-integrability. diff --git a/docs/Status.md b/docs/Status.md index 1a036eb..d313951 100644 --- a/docs/Status.md +++ b/docs/Status.md @@ -8,17 +8,22 @@ 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 current prerequisite cleanup also adds the first -rank-one operator-norm bridge for covariance-style examples. +denominator wrapper. The current prerequisite cleanup also adds rank-one and +centered operator-norm bridges for covariance-style examples. The latest proved public theorem is: -- `PointwiseOperatorNormBound_rankOne_of_sqNorm_bound` - -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 +- `PointwiseOperatorNormBound_centered_of_bound_expect_bound_same` + +Supporting proved API also includes `deterministicOperatorNorm_sub_le_add`, +`BoundedOperatorNorm_centered_of_bound_expect_bound`, +`PointwiseOperatorNormBound_centered_of_bound_expect_bound`, the earlier +rank-one bridge `rankOneOperatorNorm_le_vectorSqNorm`, +`BoundedOperatorNorm_rankOne_of_sqNorm_bound`, and +`PointwiseOperatorNormBound_rankOne_of_sqNorm_bound`. These are deterministic / +pointwise boundedness bridges only: the centered bridge requires an explicit +operator-norm bound on `matrixExpect P X` and does not prove expectation +contraction, 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. @@ -28,7 +33,7 @@ under explicit primitive assumptions. ## Next Safe Task -- `RM-centered-operator-norm-bound` +- `RM-vector-to-matrix-measurability-integrability` ## Public Milestone Summary diff --git a/docs/TODO.md b/docs/TODO.md index d86a76f..2d94895 100644 --- a/docs/TODO.md +++ b/docs/TODO.md @@ -16,15 +16,20 @@ `rankOneOperatorNorm_le_vectorSqNorm`, `BoundedOperatorNorm_rankOne_of_sqNorm_bound`, and `PointwiseOperatorNormBound_rankOne_of_sqNorm_bound`. +- Done: centered operator-norm prerequisite slice added + `deterministicOperatorNorm_sub_le_add`, + `BoundedOperatorNorm_centered_of_bound_expect_bound`, + `PointwiseOperatorNormBound_centered_of_bound_expect_bound`, and + `PointwiseOperatorNormBound_centered_of_bound_expect_bound_same`. - The optimized theorem remains one-sided, quadratic-form, and under explicit `troppMasterTraceMGFFiniteFamily_statement` plus pointwise `bernsteinMatrixExp_le_quadratic_statement` assumptions. -- Not proved: centered summand operator-norm bound, vector-to-rank-one matrix - measurability/integrability, PSD nullspace converse, lambda-max/operator-norm +- Not proved: 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. +- Next: RM-vector-to-matrix-measurability-integrability. ## Stage M3 Scalar Closeout TODO Audit The forward scalar subGaussian proof spine is closed as an experimental @@ -199,8 +204,8 @@ 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: 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. | +| 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-vector-to-matrix-measurability-integrability. | +| 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-vector-to-matrix-measurability-integrability. | ## MB-S9 Tropp Shape Refactor Follow-Up The trace-exp layer now exposes `troppMasterTraceMGFFiniteFamily_statement`, @@ -215,7 +220,7 @@ 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: RM-centered-operator-norm-bound. +- Next safe task: RM-vector-to-matrix-measurability-integrability. ## MB-S9 Matrix Bernstein Trace-MGF Under Primitives Follow-Up @@ -224,4 +229,4 @@ 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: RM-centered-operator-norm-bound. +- Next safe task: RM-vector-to-matrix-measurability-integrability. diff --git a/docs/TermMap.md b/docs/TermMap.md index d418ab5..bd0d93e 100644 --- a/docs/TermMap.md +++ b/docs/TermMap.md @@ -132,6 +132,7 @@ Note: some declarations exist as scaffolds, but the corresponding concept is not | 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 vᵀ` has induced L2 operator norm bounded by `||v||₂²`. | `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 omegaᵀ` 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. | +| Centered operator-norm bound | Matrix Bernstein boundedness prerequisites | Centering satisfies `||X(ω) - E X||op <= ||X(ω)||op + ||E X||op`; a pointwise bound plus explicit expectation bound yields a bound on `centeredRandomMatrix`. | `norm_sub_le`, `matrixExpect`, `centeredRandomMatrix`, `PointwiseOperatorNormBound` | `deterministicOperatorNorm_sub_le_add`, `BoundedOperatorNorm_centered_of_bound_expect_bound`, `PointwiseOperatorNormBound_centered_of_bound_expect_bound`, `PointwiseOperatorNormBound_centered_of_bound_expect_bound_same` | `HighDimProb/RandomMatrix/OperatorNorm.lean`, `HighDimProb/RandomMatrix/Assumptions.lean` | proven experimental API | Algebraic explicit-bound wrapper only; it does not prove entrywise integrability, vector-to-rank-one measurability, or expectation operator-norm contraction. | | 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 ffdcb8d..d24521f 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: `RM-centered-operator-norm-bound`. +Next safe task: `RM-vector-to-matrix-measurability-integrability`. ## 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 - RM-centered-operator-norm-bound. + RM-vector-to-matrix-measurability-integrability. ## 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 RM-centered-operator-norm-bound. +- Priority: next safe task is RM-vector-to-matrix-measurability-integrability. ## 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 RM-centered-operator-norm-bound. +- Priority: next safe task is RM-vector-to-matrix-measurability-integrability. ## 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 RM-centered-operator-norm-bound. +- Priority: next safe task is RM-vector-to-matrix-measurability-integrability. @@ -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 RM-centered-operator-norm-bound. +- Priority: next safe task is RM-vector-to-matrix-measurability-integrability. ## Matrix Bernstein Trace-MGF to Laplace/Tail Contract (MB-S9) @@ -1986,4 +1986,21 @@ 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 RM-centered-operator-norm-bound. +- Priority: next safe task is RM-vector-to-matrix-measurability-integrability. + +## RM Centered Operator-Norm Bound + +- Informal statement: if a random matrix family has pointwise operator-norm + bound `R` and each entrywise expectation matrix has deterministic + operator-norm bound `Rexp`, then the centered family is pointwise bounded by + `R + Rexp`. +- Target Lean declarations: + `deterministicOperatorNorm_sub_le_add`, + `BoundedOperatorNorm_centered_of_bound_expect_bound`, + `PointwiseOperatorNormBound_centered_of_bound_expect_bound`, and + `PointwiseOperatorNormBound_centered_of_bound_expect_bound_same`. +- Status: proven, API-tested, and judge-tested. +- Blocker: this is only an algebraic explicit-bound wrapper. It does not prove + vector-to-rank-one matrix measurability/integrability, expectation + contraction, PSD nullspace converse, or Matrix Bernstein tails. +- Priority: next safe task is RM-vector-to-matrix-measurability-integrability.