Fischer's determinant inequality
TheoremDeterminant at least one when W minus identity is positive semidefinite#✓fully proved
Matrix.one_le_det_of_posSemidef_sub_one
If W - 1 is positive semidefinite, then 1 ≤ det W, since every
eigenvalue of W is at least 1.
theorem one_le_det_of_posSemidef_sub_one {n : Type*} [Fintype n] [DecidableEq n]
{W : Matrix n n ℝ} (hW : W.IsHermitian) (h : (W - 1).PosSemidef) :
1 ≤ W.det
TheoremMonotonicity of the determinant on the positive semidefinite cone#✓fully proved
Matrix.det_le_det_of_posSemidef_le
Monotonicity of the determinant on the positive semidefinite
cone: if S and D - S are positive semidefinite, then
det S ≤ det D.
theorem det_le_det_of_posSemidef_le {n : Type*} [Fintype n] [DecidableEq n]
{S D : Matrix n n ℝ} (hS : S.PosSemidef) (hSD : (D - S).PosSemidef) :
S.det ≤ D.det
Uses 1 · Used by 1
TheoremFischer's determinant inequality#✓fully proved
Matrix.fischer_det_fromBlocks_le
For a positive semidefinite
block matrix [[A, B], [Bᴴ, D]] with real entries,
det [[A, B], [Bᴴ, D]] ≤ det A * det D.
theorem fischer_det_fromBlocks_le {m n : Type*} [Fintype m] [Fintype n]
[DecidableEq m] [DecidableEq n] {A : Matrix m m ℝ} {B : Matrix m n ℝ}
{D : Matrix n n ℝ} (hM : (Matrix.fromBlocks A B Bᴴ D).PosSemidef) :
(Matrix.fromBlocks A B Bᴴ D).det ≤ A.det * D.det
Uses 1
TheoremEquality case of Fischer's inequality#✓fully proved
Matrix.fischer_det_fromBlocks_eq_iff
For A and D
positive definite and [[A, B], [Bᴴ, D]] positive semidefinite,
det [[A, B], [Bᴴ, D]] = det A * det D iff B = 0.
theorem fischer_det_fromBlocks_eq_iff {m n : Type*} [Fintype m] [Fintype n]
[DecidableEq m] [DecidableEq n] {A : Matrix m m ℝ} {B : Matrix m n ℝ}
{D : Matrix n n ℝ} (hA : A.PosDef) (hD : D.PosDef)
(hM : (Matrix.fromBlocks A B Bᴴ D).PosSemidef) :
(Matrix.fromBlocks A B Bᴴ D).det = A.det * D.det ↔ B = 0
4 fully proved
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