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HighDimProb.RandomMatrix.TraceResolventPerspectiveProvider

Trace-resolvent weighted trace monotonicity provider #

This module adds the smallest honest weighted trace leaf needed around the resolvent perspective blocker: PSD numerators preserve Loewner monotonicity after applying trace on the right.

It does not prove mixed-numerator joint convexity, fixed-numerator shifted inverse convexity, relative-entropy joint convexity, Epstein, or Lieb.

theorem HighDimProb.trace_mul_mono_right_of_matrixLE_of_isPSDMatrix {n : } {T A B : Matrix (Fin n) (Fin n) } (hT : IsPSDMatrix T) (hAB : MatrixLE A B) :
(T * A).trace (T * B).trace

PSD numerators preserve Loewner monotonicity after applying trace on the right.