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FirstOrderMethodsOptimization_Beck_2017.Chap05.Proposition_5_11

noncomputable def symmetric_matrix_min_eigenvalue {n : } (A : Matrix (Fin n) (Fin n) ) (hA : A.IsSymm) (hn : 0 < n) :

The smallest eigenvalue of a real symmetric n × n matrix, using the canonical descending Hermitian spectrum endpoint when n > 0.

Instances For
    theorem Matrix.PosDef.isSymm {n : } {A : Matrix (Fin n) (Fin n) } (hA : A.PosDef) :
    A.IsSymm

    Companion bridge: a positive-definite real matrix is symmetric, so the source-facing symmetric_matrix_min_eigenvalue applies without an extra symmetry hypothesis.

    theorem quadratic_affine_function_on_l2_strongConvexOn_iff_posSemidef_shift {n : } (A : Matrix (Fin n) (Fin n) ) (hA : A.IsSymm) (b : Fin n) (c σ : ) :
    StrongConvexOn Set.univ σ (quadratic_affine_function_on_lp 2 A b c) (A - σ 1).PosSemidef

    Proposition 5.11 (1): for the quadratic function x ↦ (1 / 2) xᵀ A x + bᵀ x + c on ℝ^n equipped with the ℓ₂ norm, strong convexity with parameter σ is equivalent to the shifted symmetric matrix A - σ I being positive semidefinite.

    theorem quadratic_affine_function_on_l2_strongConvexOn_iff_le_min_eigenvalue {n : } (A : Matrix (Fin n) (Fin n) ) (hA : A.IsSymm) (hn : 0 < n) (b : Fin n) (c σ : ) :
    StrongConvexOn Set.univ σ (quadratic_affine_function_on_lp 2 A b c) σ symmetric_matrix_min_eigenvalue A hA hn

    Proposition 5.11 (2): for a real symmetric quadratic form, the strong-convexity modulus σ is admissible exactly when it does not exceed the smallest eigenvalue of the Hessian matrix A.

    theorem quadratic_affine_function_on_l2_exists_pos_strongConvexOn_iff_posDef {n : } (A : Matrix (Fin n) (Fin n) ) (hA : A.IsSymm) (b : Fin n) (c : ) :
    (∃ (σ : ), 0 < σ StrongConvexOn Set.univ σ (quadratic_affine_function_on_lp 2 A b c)) A.PosDef

    Proposition 5.11 (3): the quadratic function x ↦ (1 / 2) xᵀ A x + bᵀ x + c on ℝ^n is strongly convex for some positive modulus if and only if its symmetric Hessian matrix A is positive definite.

    theorem symmetric_matrix_min_eigenvalue_isGreatest_strongConvexity_parameter {n : } (A : Matrix (Fin n) (Fin n) ) (hn : 0 < n) (hApos : A.PosDef) (b : Fin n) (c : ) :
    IsGreatest {σ : | 0 < σ StrongConvexOn Set.univ σ (quadratic_affine_function_on_lp 2 A b c)} (symmetric_matrix_min_eigenvalue A hn)

    Proposition 5.11 (4): if the quadratic Hessian matrix A is positive definite, then its smallest eigenvalue is the largest positive strong-convexity parameter of the associated quadratic function on ℝ^n with the ℓ₂ norm.