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Prove PSD Loewner variance-proxy norm monotonicity#26

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Prove PSD Loewner variance-proxy norm monotonicity#26
freezed-corpse-143 wants to merge 1 commit into
rm-vp-centered-square-chain-providerfrom
rm-vp-psd-loewner-operator-norm-monotonicity

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@freezed-corpse-143

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Summary

  • Proves deterministicMatrixVarianceProxyNorm_mono_of_matrixLE, discharging the deterministic PSD Loewner-to-operator-norm monotonicity provider contract.
  • Adds reusable HighDimProb-to-Mathlib matrix order bridges: posSemidef_of_isPSDMatrix, matrix_nonneg_of_isPSDMatrix, and matrix_le_of_matrixLE.
  • Adds API/judge #check coverage and updates RandomMatrix docs to mark this deterministic provider as proved while keeping Tropp/Lieb, trace-MGF, centered-square comparisons, and integrability assumptions explicit.

Scope

This is a deterministic order/norm bridge only. It does not prove Tropp/Lieb, Golden-Thompson, trace-MGF iteration, full Matrix Bernstein, or unconditional sample-covariance concentration.

Stacked PR:

  • Base: rm-vp-centered-square-chain-provider
  • Head: rm-vp-psd-loewner-operator-norm-monotonicity

Testing

  • python .github/scripts/check_text_quality.py
  • python scripts/judge_policy_check.py
  • git diff --check
  • lake build HighDimProbJudge
  • lake test
  • lake build

Notes

Local generated .codebase-memory/* files were not staged or committed.

Constraint: The bridge is only deterministic PSD Loewner-to-operator-norm monotonicity, not a Tropp/Lieb or centered-square-chain proof.
Rejected: Proving a broader Matrix Bernstein wrapper here | would hide unrelated analytic and trace-MGF blockers.
Confidence: high
Scope-risk: narrow
Directive: Reuse deterministicMatrixVarianceProxyNorm_mono_of_matrixLE as the contract witness; keep remaining centered-square and Tropp assumptions explicit.
Tested: python .github/scripts/check_text_quality.py; python scripts/judge_policy_check.py; git diff --check; lake build HighDimProbJudge; lake test; lake build
Not-tested: GitHub CI not run locally.
@dududuguo

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Integrated into main via a6aa38d with docs cleanup.

@dududuguo dududuguo closed this Jun 21, 2026
@dududuguo dududuguo deleted the rm-vp-psd-loewner-operator-norm-monotonicity branch June 21, 2026 04:04
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