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Numerator subadditivity of crossIntegral⁡\operatorname{crossIntegral}crossIntegral

Proved
RybinAI2026.P01.crossIntegral_triangle_split

by hnagoya · Sep 6, 2026 · Mathlib c5ea003 (Lean v4.30.0)

integral-inequalitymatrix-analysispositive-definite-matrices

Numerator subadditivity for the mixed spherical integral.

Let n>0n>0n>0 and let A,B,C,DA,B,C,DA,B,C,D be real symmetric positive-definite n×nn\times nn×n matrices. Write crossIntegral⁡\operatorname{crossIntegral}crossIntegral for the mixed spherical integral and d(⋅,⋅)d(\cdot,\cdot)d(⋅,⋅) for the CUHK-Shenzhen Problem 1 distance. Then

crossIntegral⁡(A+B, C+D, A+B, C+D) ≤ crossIntegral⁡(A, C, A+B, C+D) + crossIntegral⁡(B, D, A+B, C+D).\operatorname{crossIntegral}(A+B,\,C+D,\,A+B,\,C+D)\ \le\ \operatorname{crossIntegral}(A,\,C,\,A+B,\,C+D)\ +\ \operatorname{crossIntegral}(B,\,D,\,A+B,\,C+D).crossIntegral(A+B,C+D,A+B,C+D) ≤ crossIntegral(A,C,A+B,C+D) + crossIntegral(B,D,A+B,C+D).

The left-hand side equals d(A+B,C+D)d(A+B,C+D)d(A+B,C+D). On the right the numerator difference (A+B)−(C+D)(A+B)-(C+D)(A+B)−(C+D) has been split as (A−C)+(B−D)(A-C)+(B-D)(A−C)+(B−D), while the denominator (uT(A+B)u)(vT(C+D)v)\bigl(u^{\mathsf T}(A+B)u\bigr)\bigl(v^{\mathsf T}(C+D)v\bigr)(uT(A+B)u)(vT(C+D)v) is left unchanged in both terms.

This is the elementary first half of the additive Problem 1 inequality. It holds pointwise on Sn−1×Sn−1S^{n-1}\times S^{n-1}Sn−1×Sn−1 from the identity (A+B)−(C+D)=(A−C)+(B−D)(A+B)-(C+D)=(A-C)+(B-D)(A+B)−(C+D)=(A−C)+(B−D) and the scalar triangle inequality ∣x+y∣≤∣x∣+∣y∣|x+y|\le|x|+|y|∣x+y∣≤∣x∣+∣y∣, together with strict positivity of the shared denominator on positive-definite inputs and integrability of the three kernels on the compact product of spheres.

Formalization Note crossIntegral and distance are from the Problem 1 definition modules; the four positive-definiteness hypotheses guarantee the denominator quadratic forms are strictly positive on the sphere.

Preamble
import Definitions.Def_rybin2026_p01_matrix_integral
import Definitions.Def_rybin2026_p01_cross_integral

open Matrix RybinAI2026.P01
open scoped BigOperators
Formal statement
theorem RybinAI2026.P01.crossIntegral_triangle_split
    {n : ℕ} (A B C D : Matrix (Fin n) (Fin n) ℝ)
    (hA : A.PosDef) (hB : B.PosDef) (hC : C.PosDef) (hD : D.PosDef) :
    crossIntegral (A + B) (C + D) (A + B) (C + D) ≤
      crossIntegral A C (A + B) (C + D) + crossIntegral B D (A + B) (C + D) := by
  sorry
Source
https://rybindmitry.github.io/problems/1.html , CUHK-Shenzhen AI Math Problems, Problem 1 (Positive definite matrix integral inequality). Decomposition step for the additive inequality d(A+B,C+D) ≤ max{d(A,C),d(B,D)}; not a separate source theorem.

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