Documentation

BrownianMotion.Gaussian.GramMatrix

Gram Matrices #

This file defines Gram matrices and proves their positive semi-definiteness. Results require RCLike 𝕜.

Main definition #

Main results #

def Matrix.gram {E : Type u_1} {n : Type u_2} (𝕜 : Type u_5) [RCLike 𝕜] [SeminormedAddCommGroup E] [InnerProductSpace 𝕜 E] (v : n → E) :
Matrix n n 𝕜

The entries of a Gram matrix are inner products of vectors in an inner product space.

Equations
Instances For
    theorem Matrix.gram_apply {E : Type u_1} {n : Type u_2} {𝕜 : Type u_4} [RCLike 𝕜] [SeminormedAddCommGroup E] [InnerProductSpace 𝕜 E] {v : n → E} (i j : n) :
    gram 𝕜 v i j = inner 𝕜 (v i) (v j)

    For the matrix gram 𝕜 v, the entry at i j : n equals ⟩v i, v jâŸŦ.

    theorem Matrix.gram_isHermitian {E : Type u_1} {n : Type u_2} {𝕜 : Type u_4} [RCLike 𝕜] [SeminormedAddCommGroup E] [InnerProductSpace 𝕜 E] {v : n → E} :
    (gram 𝕜 v).IsHermitian

    A Gram matrix is Hermitian.

    theorem Matrix.gram_posSemidef {E : Type u_1} {n : Type u_2} {𝕜 : Type u_4} [RCLike 𝕜] [SeminormedAddCommGroup E] [InnerProductSpace 𝕜 E] [Fintype n] {v : n → E} :
    (gram 𝕜 v).PosSemidef

    A Gram matrix is positive semidefinite.