From 2fd2fffa968823755090ab38c1fbab96011469f5 Mon Sep 17 00:00:00 2001 From: Kim Morrison Date: Thu, 21 May 2026 23:46:25 +0000 Subject: [PATCH] feat: add Lidskii's inequality eval problem MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit This PR adds Lidskii's inequality (§99 of Knill's "Some Fundamental Theorems in Mathematics", an additional statement of the section; the boxed main theorem `lidskii_last` is the p = 1 case combined with an entrywise bound) as a new eval problem: for self-adjoint complex matrices A, B with eigenvalues sorted in the same order and p ≥ 1, ∑_j |α_j - β_j|^p ≤ ∑_j |γ_j|^p where γ_j are the eigenvalues of B - A. Mathlib has no Lidskii, Ky Fan, or Hoffman-Wielandt perturbation bounds. Co-Authored-By: Claude Opus 4.7 (1M context) --- LeanEval/LinearAlgebra/LidskiiInequality.lean | 42 +++++++++++++++++++ manifests/problems.toml | 11 +++++ 2 files changed, 53 insertions(+) create mode 100644 LeanEval/LinearAlgebra/LidskiiInequality.lean diff --git a/LeanEval/LinearAlgebra/LidskiiInequality.lean b/LeanEval/LinearAlgebra/LidskiiInequality.lean new file mode 100644 index 0000000..585fe77 --- /dev/null +++ b/LeanEval/LinearAlgebra/LidskiiInequality.lean @@ -0,0 +1,42 @@ +import Mathlib +import EvalTools.Markers + +namespace LeanEval +namespace LinearAlgebra + +/-! +# Lidskii's inequality + +§99 of Oliver Knill's *Some Fundamental Theorems in Mathematics* (an +additional statement of the section on spectral perturbation; the boxed +main theorem `lidskii_last` follows as the `p = 1` case combined with an +entrywise bound). + +For two self-adjoint complex `n × n` matrices `A, B` with eigenvalues +sorted in the same order, the `ℓ^p` displacement of the eigenvalues is +bounded by the `ℓ^p` norm of the eigenvalues of `C := B − A`, for every +real `p ≥ 1`: + + `∑ⱼ |αⱼ − βⱼ|^p ≤ ∑ⱼ |γⱼ|^p`. + +mathlib has `Matrix.IsHermitian.eigenvalues₀` (the spectral-theorem +eigenvalues) but none of the classical eigenvalue-perturbation bounds +(Lidskii, Ky Fan, Hoffman–Wielandt). No formalization of Lidskii's +inequality was found in any other proof assistant. +-/ + +open Matrix + +/-- **Lidskii's inequality.** For two self-adjoint complex `n × n` matrices +`A, B`, with eigenvalues sorted in the same order and `p ≥ 1`, +`∑ⱼ |αⱼ − βⱼ|^p ≤ ∑ⱼ |γⱼ|^p` where `γⱼ` are the eigenvalues of `B − A`. -/ +@[eval_problem] +theorem lidskii_inequality {n : Type*} [Fintype n] [DecidableEq n] + {A B : Matrix n n ℂ} (hA : A.IsHermitian) (hB : B.IsHermitian) + {p : ℝ} (_hp : 1 ≤ p) : + ∑ j, |hA.eigenvalues₀ j - hB.eigenvalues₀ j| ^ p ≤ + ∑ j, |(hB.sub hA).eigenvalues₀ j| ^ p := by + sorry + +end LinearAlgebra +end LeanEval diff --git a/manifests/problems.toml b/manifests/problems.toml index b9e42d1..c2e2a35 100644 --- a/manifests/problems.toml +++ b/manifests/problems.toml @@ -673,3 +673,14 @@ module = "LeanEval.Geometry.Uniformization" holes = ["uniformization"] submitter = "Junyan Xu" source = "John Hamal Hubbard, *Teichmüller theory and applications to geometry, topology, and dynamics. Vol. 1*, Chapter 1." + +[[problem]] +id = "lidskii_inequality" +title = "Lidskii's inequality" +test = false +module = "LeanEval.LinearAlgebra.LidskiiInequality" +holes = ["lidskii_inequality"] +submitter = "Kim Morrison" +notes = "§99 of Oliver Knill's 'Some Fundamental Theorems in Mathematics' (additional statement of the section on spectral perturbation; the boxed main theorem lidskii_last is the p = 1 case combined with an entrywise bound). For self-adjoint complex matrices A, B with eigenvalues sorted in the same order and p ≥ 1, ∑_j |α_j - β_j|^p ≤ ∑_j |γ_j|^p where γ_j are the eigenvalues of B - A. Uses Matrix.IsHermitian.eigenvalues₀; mathlib has no Lidskii, Ky Fan, or Hoffman-Wielandt perturbation bounds, and no formalization of Lidskii's inequality was found in any other proof assistant. Companion problem: lidskii_last (#274) is the p = 1 entrywise-distance corollary." +source = "V. B. Lidskii, On the proper values of a sum and product of symmetric matrices, Dokl. Akad. Nauk SSSR 75 (1950), 769-772. Listed as an additional statement of §99 in O. Knill, Some Fundamental Theorems in Mathematics (https://people.math.harvard.edu/~knill/graphgeometry/papers/fundamental.pdf)." +informal_solution = "The eigenvalues of B = A + C interlace those of A according to Weyl's inequalities, giving componentwise α_j + γ_n ≤ β_j ≤ α_j + γ_1 for sorted eigenvalues; tightening this via the Ky Fan extremal characterization of partial sums of eigenvalues (∑_{j=1}^k α_j = max{tr(P A) : P projection of rank k}) yields the majorization ∑_{j=1}^k (β_j - α_j)_↓ ≤ ∑_{j=1}^k γ_j for sorted differences. Schur's theorem on Hermitian matrices then upgrades the partial-sum majorization to ∑_j |α_j - β_j|^p ≤ ∑_j |γ_j|^p for any convex function applied componentwise, in particular x ↦ |x|^p for p ≥ 1 (Hardy-Littlewood-Pólya / Hardy-Littlewood majorization principle)."