Chapter 7, Jacobi reduction lemma
ProvedBookSixth.jacobi_reductionproofs-from-the-booksixth-edition
If a real symmetric matrix has positive sum of squared off-diagonal entries, an orthogonal conjugation strictly decreases this sum.
Preamble
import Mathlib import Definitions.Def_BookSixth open scoped BigOperators open BookSixth
Formal statement
theorem BookSixth.jacobi_reduction {n : ℕ} (A : Matrix (Fin n) (Fin n) ℝ) (hA : A.IsHermitian) (h : 0 < offDiagonalMass A) :
∃ Q : Matrix.unitaryGroup (Fin n) ℝ,
offDiagonalMass (star (Q : Matrix (Fin n) (Fin n) ℝ) * A * (Q : Matrix (Fin n) (Fin n) ℝ)) < offDiagonalMass A := by sorrySource
Aigner and Ziegler, Proofs from THE BOOK, Sixth Edition (2018), Chapter 7, Jacobi reduction lemma, p. 40. https://doi.org/10.1007/978-3-662-57265-8_7