The partial order on matrices #
This file constructs the partial order and star ordered instances on matrices on π.
This allows us to use more general results from Cβ-algebras, like CFC.sqrt.
Main results #
Matrix.instPartialOrder: the partial order on matrices given byx β€ y := (y - x).PosSemidef.Matrix.PosSemidef.dotProduct_mulVec_zero_iff: for a positive semi-definite matrixA, we havexβ A x = 0iffA x = 0.Matrix.toMatrixInnerProductSpace: the inner product on matrices induced by a positive semi-definite matrixM:βͺx, yβ« = (y * M * xα΄΄).trace.
Implementation notes #
Note that the partial order instance is scoped to MatrixOrder.
Please open scoped MatrixOrder to use this.
The preorder on matrices given by A β€ B := (B - A).PosSemidef.
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Alias of the forward direction of Matrix.nonneg_iff_posSemidef.
Alias of the reverse direction of Matrix.nonneg_iff_posSemidef.
The partial order on matrices given by A β€ B := (B - A).PosSemidef.
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The positive semidefinite square root of a positive semidefinite matrix
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Alias of the forward direction of CFC.sq_eq_sq_iff.
For A positive semidefinite, we have xβ A x = 0 iff A x = 0.
For A positive semidefinite, we have xβ A x = 0 iff A x = 0 (linear maps version).
A matrix is positive semidefinite if and only if it has the form Bα΄΄ * B for some B.
A positive semi-definite matrix is positive definite if and only if it is invertible.
Alias of the reverse direction of Matrix.isStrictlyPositive_iff_posDef.
Alias of the forward direction of Matrix.isStrictlyPositive_iff_posDef.
The kronecker product of two positive semi-definite matrices is positive semi-definite.
The kronecker of two positive definite matrices is positive definite.
A matrix is positive definite if and only if it has the form Bα΄΄ * B for some invertible B.
A positive definite matrix M induces a norm on Matrix n n π
βxβ = sqrt (x * M * xα΄΄).trace.
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A positive definite matrix M induces a norm on Matrix n n π:
βxβ = sqrt (x * M * xα΄΄).trace.
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A positive semi-definite matrix M induces an inner product on Matrix n n π:
βͺx, yβ« = (y * M * xα΄΄).trace.
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Alias of Matrix.toMatrixNormedAddCommGroup.
A positive definite matrix M induces a norm on Matrix n n π:
βxβ = sqrt (x * M * xα΄΄).trace.
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Alias of Matrix.toMatrixInnerProductSpace.
A positive semi-definite matrix M induces an inner product on Matrix n n π:
βͺx, yβ« = (y * M * xα΄΄).trace.