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Mathlib.Analysis.NormedSpace.MatrixExponential

Lemmas about the matrix exponential #

In this file, we provide results about exp on Matrixs over a topological or normed algebra. Note that generic results over all topological spaces such as NormedSpace.exp_zero can be used on matrices without issue, so are not repeated here. The topological results specific to matrices are:

Lemmas like NormedSpace.exp_add_of_commute require a canonical norm on the type; while there are multiple sensible choices for the norm of a Matrix (Matrix.normedAddCommGroup, Matrix.frobeniusNormedAddCommGroup, Matrix.linftyOpNormedAddCommGroup), none of them are canonical. In an application where a particular norm is chosen using attribute [local instance], then the usual lemmas about NormedSpace.exp are fine. When choosing a norm is undesirable, the results in this file can be used.

In this file, we copy across the lemmas about NormedSpace.exp, but hide the requirement for a norm inside the proof.

Additionally, we prove some results about matrix.has_inv and matrix.div_inv_monoid, as the results for general rings are instead stated about Ring.inverse:

TODO #

Show that Matrix.det (exp 𝕂 A) = exp 𝕂 (Matrix.trace A)

References #

https://en.wikipedia.org/wiki/Matrix_exponential

theorem Matrix.exp_diagonal (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [Fintype m] [DecidableEq m] [Field 𝕂] [Ring 𝔸] [TopologicalSpace 𝔸] [TopologicalRing 𝔸] [Algebra 𝕂 𝔸] [T2Space 𝔸] (v : m → 𝔸) :

NormedSpace.exp 𝕂 (Matrix.diagonal v) = Matrix.diagonal (NormedSpace.exp 𝕂 v)

theorem Matrix.exp_blockDiagonal (𝕂 : Type u_1) {m : Type u_2} {n : Type u_3} {𝔸 : Type u_6} [Fintype m] [DecidableEq m] [Fintype n] [DecidableEq n] [Field 𝕂] [Ring 𝔸] [TopologicalSpace 𝔸] [TopologicalRing 𝔸] [Algebra 𝕂 𝔸] [T2Space 𝔸] (v : m → Matrix n n 𝔸) :

NormedSpace.exp 𝕂 (Matrix.blockDiagonal v) = Matrix.blockDiagonal (NormedSpace.exp 𝕂 v)

theorem Matrix.exp_blockDiagonal' (𝕂 : Type u_1) {m : Type u_2} {n' : m → Type u_5} {𝔸 : Type u_6} [Fintype m] [DecidableEq m] [(i : m) → Fintype (n' i)] [(i : m) → DecidableEq (n' i)] [Field 𝕂] [Ring 𝔸] [TopologicalSpace 𝔸] [TopologicalRing 𝔸] [Algebra 𝕂 𝔸] [T2Space 𝔸] (v : (i : m) → Matrix (n' i) (n' i) 𝔸) :

NormedSpace.exp 𝕂 (Matrix.blockDiagonal' v) = Matrix.blockDiagonal' (NormedSpace.exp 𝕂 v)

theorem Matrix.exp_conjTranspose (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [Fintype m] [DecidableEq m] [Field 𝕂] [Ring 𝔸] [TopologicalSpace 𝔸] [TopologicalRing 𝔸] [Algebra 𝕂 𝔸] [T2Space 𝔸] [StarRing 𝔸] [ContinuousStar 𝔸] (A : Matrix m m 𝔸) :

NormedSpace.exp 𝕂 A.conjTranspose = (NormedSpace.exp 𝕂 A).conjTranspose

theorem Matrix.IsHermitian.exp (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [Fintype m] [DecidableEq m] [Field 𝕂] [Ring 𝔸] [TopologicalSpace 𝔸] [TopologicalRing 𝔸] [Algebra 𝕂 𝔸] [T2Space 𝔸] [StarRing 𝔸] [ContinuousStar 𝔸] {A : Matrix m m 𝔸} (h : A.IsHermitian) :

(NormedSpace.exp 𝕂 A).IsHermitian

theorem Matrix.exp_transpose (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [Fintype m] [DecidableEq m] [Field 𝕂] [CommRing 𝔸] [TopologicalSpace 𝔸] [TopologicalRing 𝔸] [Algebra 𝕂 𝔸] [T2Space 𝔸] (A : Matrix m m 𝔸) :

NormedSpace.exp 𝕂 A.transpose = (NormedSpace.exp 𝕂 A).transpose

theorem Matrix.IsSymm.exp (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [Fintype m] [DecidableEq m] [Field 𝕂] [CommRing 𝔸] [TopologicalSpace 𝔸] [TopologicalRing 𝔸] [Algebra 𝕂 𝔸] [T2Space 𝔸] {A : Matrix m m 𝔸} (h : A.IsSymm) :

(NormedSpace.exp 𝕂 A).IsSymm

theorem Matrix.exp_add_of_commute (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (A : Matrix m m 𝔸) (B : Matrix m m 𝔸) (h : Commute A B) :

NormedSpace.exp 𝕂 (A + B) = NormedSpace.exp 𝕂 A * NormedSpace.exp 𝕂 B

theorem Matrix.exp_sum_of_commute (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] {ι : Type u_7} (s : Finset ι) (f : ι → Matrix m m 𝔸) (h : (↑s).Pairwise fun (i j : ι) => Commute (f i) (f j)) :

NormedSpace.exp 𝕂 (∑ i ∈ s, f i) = s.noncommProd (fun (i : ι) => NormedSpace.exp 𝕂 (f i)) ⋯

theorem Matrix.exp_nsmul (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (n : ℕ) (A : Matrix m m 𝔸) :

NormedSpace.exp 𝕂 (n • A) = NormedSpace.exp 𝕂 A ^ n

theorem Matrix.isUnit_exp (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (A : Matrix m m 𝔸) :

IsUnit (NormedSpace.exp 𝕂 A)

theorem Matrix.exp_units_conj (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (U : (Matrix m m 𝔸)ˣ) (A : Matrix m m 𝔸) :

NormedSpace.exp 𝕂 (↑U * A * ↑U⁻¹) = ↑U * NormedSpace.exp 𝕂 A * ↑U⁻¹

theorem Matrix.exp_units_conj' (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (U : (Matrix m m 𝔸)ˣ) (A : Matrix m m 𝔸) :

NormedSpace.exp 𝕂 (↑U⁻¹ * A * ↑U) = ↑U⁻¹ * NormedSpace.exp 𝕂 A * ↑U

theorem Matrix.exp_neg (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedCommRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (A : Matrix m m 𝔸) :

NormedSpace.exp 𝕂 (-A) = (NormedSpace.exp 𝕂 A)⁻¹

theorem Matrix.exp_zsmul (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedCommRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (z : ℤ) (A : Matrix m m 𝔸) :

NormedSpace.exp 𝕂 (z • A) = NormedSpace.exp 𝕂 A ^ z

theorem Matrix.exp_conj (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedCommRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (U : Matrix m m 𝔸) (A : Matrix m m 𝔸) (hy : IsUnit U) :

NormedSpace.exp 𝕂 (U * A * U⁻¹) = U * NormedSpace.exp 𝕂 A * U⁻¹

theorem Matrix.exp_conj' (𝕂 : Type u_1) {m : Type u_2} {𝔸 : Type u_6} [RCLike 𝕂] [Fintype m] [DecidableEq m] [NormedCommRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (U : Matrix m m 𝔸) (A : Matrix m m 𝔸) (hy : IsUnit U) :

NormedSpace.exp 𝕂 (U⁻¹ * A * U) = U⁻¹ * NormedSpace.exp 𝕂 A * U