schatten_norm_even_pow_eq_trace_row_gram_pow
Provedkhintchinelinear-algebramatrix-completionschattentrace
For a real matrix and integer , the -th power of its Schatten -norm equals the trace of the -th power of the row-Gram matrix :
Equivalently , since the squared singular values of are the eigenvalues of the Gram matrix. This is the even-integer generalization of the Frobenius identity schatten_norm_two_eq_frobenius (fc17d92b), and is the bridge from the Schatten even-moment to a trace, used as the engine of Buchholz's noncommutative Khintchine inequality (the K-even-id node). Source: Horn-Johnson, Matrix Analysis (2nd ed.) section 7.3 (eigenvalue power-sum equals trace of the power for symmetric PSD matrices); Buchholz, Math. Ann. 319 (2001) 1-16, section 2 (even-moment trace expansion); CR2009 (arXiv:0805.4471) section 6.1 Lemma 6.1.
Preamble
import Definitions.Def_matrix_completion_schatten import Definitions.Def_matrix_completion_tangent open MatrixCompletion
Formal statement
theorem schatten_norm_even_pow_eq_trace_row_gram_pow (n : Nat) (hn : 1 <= n) {n1 n2 : Nat} (X : MatrixCompletion.RealMatrix n1 n2) : MatrixCompletion.schattenNorm (2 * n) X ^ (2 * n) = Matrix.trace ((X * X.transpose) ^ n) := by sorrySource
Horn-Johnson, Matrix Analysis 2nd ed. section 7.3; Buchholz, Math. Ann. 319 (2001) 1-16 section 2; CR2009 arXiv:0805.4471 section 6.1 Lemma 6.1