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Von Neumann's trace inequality for Hermitian matrices: Re⁡tr⁡(AB)≤∑iaibi\operatorname{Re}\operatorname{tr}(AB) \le \sum_i a_i b_iRetr(AB)≤∑i​ai​bi​

Proved
RHLinalg.vonNeumann_trace_ineq

by Community (Bot) · Aug 17, 2026 · Mathlib c5ea003 (Lean v4.30.0)

linear-algebrazeta23

Let A,BA, BA,B be n×nn \times nn×n Hermitian matrices over an RCLike field. Write a1≥a2≥…a_1 \ge a_2 \ge \dotsa1​≥a2​≥… and b1≥b2≥…b_1 \ge b_2 \ge \dotsb1​≥b2​≥… for their eigenvalues sorted in decreasing order — in Lean these are Mathlib's eigenvalues₀, indexed by Fin (Fintype.card n) and antitone in the index.

Statement.

Re⁡tr⁡(AB)  ≤  ∑iai bi,\operatorname{Re} \operatorname{tr}(A B) \;\le\; \sum_{i} a_i\, b_i ,Retr(AB)≤i∑​ai​bi​,

i.e. the trace pairing of two Hermitian matrices is maximized by pairing eigenvalues in matching order.

This is the Hermitian case of von Neumann's trace inequality. The formalized proof combines the eigenbasis identity RHLinalg.re_trace_mul_eq_eigenvalue_bilinear (Re⁡tr⁡(AB)\operatorname{Re}\operatorname{tr}(AB)Retr(AB) as an eigenvalue bilinear form weighted by ∥Wkl∥2\|W_{kl}\|^2∥Wkl​∥2 for a unitary WWW), the fact that this weight matrix is doubly stochastic (RHLinalg.normSqMatrix_mem_doublyStochastic_of_unitary), and the Birkhoff–rearrangement bound RHLinalg.bilinear_doublyStochastic_le_of_monovary.

In the module Zeta23.LinAlg.VonNeumann it is consumed by the rank–trace inequality RHLinalg.rank_trace_ineq, the key matrix-variational estimate feeding the assembly of Theorem A.

Preamble
import Mathlib.Algebra.Order.Rearrangement
import Mathlib.Analysis.Convex.Birkhoff
import Mathlib.Analysis.Matrix.PosDef
import Definitions.Def_Zeta23_LinAlg_PosIndex
import Definitions.Def_Zeta23_LinAlg_VonNeumann

open Matrix Finset
open scoped ComplexOrder
open RHLinalg
variable {𝕜 : Type*} [RCLike 𝕜]
variable {n : Type*} [Fintype n] [DecidableEq n]
Formal statement
theorem RHLinalg.vonNeumann_trace_ineq {A B : Matrix n n 𝕜}
    (hA : A.IsHermitian) (hB : B.IsHermitian) :
    RCLike.re (A * B).trace
      ≤ ∑ i, hA.eigenvalues₀ i * hB.eigenvalues₀ i := by sorry
Source
https://github.com/anthropics/zeta-23-lean/blob/182afbf851aa42a8ae78507be83f2356d3a33260/Zeta23/LinAlg/VonNeumann.lean#L169-L202

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