diff --git a/FormalMathEval/LinearAlgebra/EntrywiseExpPSD.lean b/FormalMathEval/LinearAlgebra/EntrywiseExpPSD.lean new file mode 100644 index 000000000..c0e93cdd2 --- /dev/null +++ b/FormalMathEval/LinearAlgebra/EntrywiseExpPSD.lean @@ -0,0 +1,32 @@ +import Mathlib.Analysis.Matrix.Order +import Mathlib.Analysis.SpecialFunctions.ExpDeriv +import EvalTools.Markers + +namespace FormalMathEval +namespace LinearAlgebra + +open scoped MatrixOrder Matrix + +/-! +The entrywise exponential of a positive semidefinite matrix is positive semidefinite. + +This is a consequence of the Schur product theorem (Schur 1911) and the Taylor expansion +of the exponential function. The key idea is that `exp_⊙(A)_{ij} = exp(a_{ij})` can be +written as the convergent series `∑ₖ (1/k!) A^{⊙k}`, where `A^{⊙k}` denotes the k-fold +Hadamard product. Each `A^{⊙k}` is positive semidefinite by iterated application of the +Schur product theorem, and a convergent nonnegative combination of PSD matrices is PSD. + +This result is part of the Schur–Pólya–Loewner theory of entrywise functions preserving +positive semidefiniteness, with applications in statistics (correlation matrices) and +quantum information theory (density matrices). +-/ + +@[eval_problem] +theorem posSemidef_map_exp + {n : Type*} [Fintype n] [DecidableEq n] + {A : Matrix n n ℝ} (hA : A.PosSemidef) : + (A.map Real.exp).PosSemidef := by + sorry + +end LinearAlgebra +end FormalMathEval diff --git a/manifests/problems.toml b/manifests/problems.toml index d82c12927..c70a46099 100644 --- a/manifests/problems.toml +++ b/manifests/problems.toml @@ -208,3 +208,14 @@ submitter = "Kim Morrison" notes = "Uses the Fuglede-Putnam-Rosenblum theorem to show all four of a, star a, b, star b pairwise commute, then verifies the normality condition by direct computation." source = "B. Fuglede, A commutativity theorem for normal operators, 1950." informal_solution = "From Commute a b and normality, apply Fuglede-Putnam twice to get Commute (star a) b and Commute (star a) (star b). Then star(ab)·(ab) = b*·a*·a·b = b*·a·a*·b (a normal) = a·b*·b·a* (all commute) = a·b·b*·a* (b normal) = (ab)·star(ab)." + +[[problem]] +id = "posSemidef_map_exp" +title = "Entrywise exponential of a PSD matrix is PSD" +test = false +module = "FormalMathEval.LinearAlgebra.EntrywiseExpPSD" +theorem = "posSemidef_map_exp" +submitter = "Kim Morrison" +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." +source = "I.J. Schoenberg, Positive definite functions on spheres, 1942." +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."