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feat: add entrywise exponential PSD eval problem
Uses the newly formalized Schur product theorem (PosSemidef.hadamard) to state that the entrywise exponential of a PSD matrix is PSD (Schoenberg 1942, Schur-Polya-Loewner theory). Bumps mathlib to include the Schur product theorem PR. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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import Mathlib.Analysis.Matrix.Order
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import Mathlib.Analysis.SpecialFunctions.ExpDeriv
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import EvalTools.Markers
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namespace FormalMathEval
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namespace LinearAlgebra
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open scoped MatrixOrder Matrix
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/-!
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The entrywise exponential of a positive semidefinite matrix is positive semidefinite.
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This is a consequence of the Schur product theorem (Schur 1911) and the Taylor expansion
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of the exponential function. The key idea is that `exp_⊙(A)_{ij} = exp(a_{ij})` can be
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written as the convergent series `∑ₖ (1/k!) A^{⊙k}`, where `A^{⊙k}` denotes the k-fold
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Hadamard product. Each `A^{⊙k}` is positive semidefinite by iterated application of the
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Schur product theorem, and a convergent nonnegative combination of PSD matrices is PSD.
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This result is part of the Schur–Pólya–Loewner theory of entrywise functions preserving
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positive semidefiniteness, with applications in statistics (correlation matrices) and
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quantum information theory (density matrices).
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-/
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@[eval_problem]
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theorem posSemidef_map_exp
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{n : Type*} [Fintype n] [DecidableEq n]
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{A : Matrix n n ℝ} (hA : A.PosSemidef) :
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(A.map Real.exp).PosSemidef := by
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sorry
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end LinearAlgebra
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end FormalMathEval

manifests/problems.toml

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@@ -186,3 +186,14 @@ submitter = "Kim Morrison"
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notes = "A concrete stable-family homotopy-group computation."
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source = "Classical theorem in unstable homotopy theory."
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informal_solution = "Use suspension and the stable range to show the first stable stem is Z/2."
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[[problem]]
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id = "posSemidef_map_exp"
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title = "Entrywise exponential of a PSD matrix is PSD"
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test = false
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module = "FormalMathEval.LinearAlgebra.EntrywiseExpPSD"
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theorem = "posSemidef_map_exp"
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submitter = "Kim Morrison"
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notes = "Part of the Schur-Polya-Loewner theory of entrywise functions preserving PSD. The proof uses the Schur product theorem iteratively: exp_⊙(A) = ∑ A^{⊙k}/k!, each Hadamard power is PSD, and the convergent series of PSD matrices is PSD."
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source = "I.J. Schoenberg, Positive definite functions on spheres, 1942."
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informal_solution = "Write exp(a_{ij}) as the convergent series ∑ (a_{ij})^k / k!. The matrix with entries (a_{ij})^k is the k-fold Hadamard product A^{⊙k}, which is PSD by iterated Schur product. The partial sums are nonneg combinations of PSD matrices, hence PSD. PSD is a closed condition, so the limit is PSD."

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