import Mathlib.LinearAlgebra.Eigenspace.Triangularizable import Mathlib.LinearAlgebra.Matrix.Spectrum open scoped InnerProductSpace namespace Fin variable {i : Fin (m + n)} def toSigmaBool_neg (h : ¬ i < m) : Fin n := ⟨i - m, Nat.sub_lt_left_of_lt_add (Nat.ge_of_not_lt h) i.isLt⟩ def toSigmaBool (i : Fin (m + n)) : Σ b, cond b (Fin m) (Fin n) := if h : i < m then ⟨true, i, h⟩ else ⟨false, toSigmaBool_neg h⟩ theorem toSigmaBool_fst (h : i < m) : i.toSigmaBool = ⟨true, i, h⟩ := dif_pos h theorem toSigmaBool_snd (h : ¬ i < m) : i.toSigmaBool = ⟨false, toSigmaBool_neg h⟩ := dif_neg h def ofSigmaBool : (Σ b, cond b (Fin m) (Fin n)) → Fin (m + n) | ⟨true, i⟩ => Fin.castAdd n i | ⟨false, i⟩ => Fin.natAdd m i end Fin def Equiv.finAddEquivSigmaBool : Fin (m + n) ≃ Σ b, cond b (Fin m) (Fin n) where toFun := Fin.toSigmaBool invFun := Fin.ofSigmaBool left_inv i := if h : i < m then congrArg Fin.ofSigmaBool (dif_pos h) else calc Fin.ofSigmaBool i.toSigmaBool _ = ⟨m + (i - m), _⟩ := congrArg Fin.ofSigmaBool (dif_neg h) _ = i := Fin.ext <| Nat.add_sub_of_le (Nat.le_of_not_gt h) right_inv | ⟨true, i⟩ => dif_pos i.isLt | ⟨false, (i : Fin n)⟩ => calc (Fin.natAdd m i).toSigmaBool _ = ⟨false, m + i - m, _⟩ := dif_neg <| Nat.not_lt_of_le (Nat.le_add_right ..) _ = ⟨false, i⟩ := Sigma.eq rfl <| Fin.ext (Nat.add_sub_cancel_left ..) instance [M : Fintype m] [N : Fintype n] (b : Bool) : Fintype (cond b m n) := b.rec N M instance [DecidableEq m] [DecidableEq n] : DecidableEq (Σ b, cond b m n) | ⟨true, _⟩, ⟨false, _⟩ | ⟨false, _⟩, ⟨true, _⟩ => isFalse nofun | ⟨false, i⟩, ⟨false, j⟩ | ⟨true, i⟩, ⟨true, j⟩ => if h : i = j then isTrue (Sigma.eq rfl h) else isFalse fun | rfl => h rfl namespace Matrix abbrev IsUpperTriangular [LT n] [CommRing R] (A : Matrix n n R) := A.BlockTriangular id abbrev UpperTriangular (n R) [LT n] [CommRing R] := { A : Matrix n n R // A.IsUpperTriangular } end Matrix namespace LinearMap variable [RCLike 𝕜] section variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E] section variable [FiniteDimensional 𝕜 E] [Fintype n] [DecidableEq n] theorem toMatrixOrthonormal_apply_apply (b : OrthonormalBasis n 𝕜 E) (f : Module.End 𝕜 E) (i j : n) : toMatrixOrthonormal b f i j = ⟪b i, f (b j)⟫_𝕜 := calc _ = b.repr (f (b j)) i := f.toMatrix_apply .. _ = ⟪b i, f (b j)⟫_𝕜 := b.repr_apply_apply .. theorem toMatrixOrthonormal_reindex [Fintype m] [DecidableEq m] (b : OrthonormalBasis m 𝕜 E) (e : m ≃ n) (f : Module.End 𝕜 E) : toMatrixOrthonormal (b.reindex e) f = Matrix.reindex e e (toMatrixOrthonormal b f) := Matrix.ext fun i j => let c := b.toBasis show toMatrix (b.reindex e).toBasis (b.reindex e).toBasis f i j = toMatrix c c f (e.symm i) (e.symm j) by rw [b.reindex_toBasis, f.toMatrix_apply, c.repr_reindex_apply, c.reindex_apply, f.toMatrix_apply] end structure SchurTriangulationAux (f : Module.End 𝕜 E) where dim : ℕ hdim : Module.finrank 𝕜 E = dim basis : OrthonormalBasis (Fin dim) 𝕜 E upperTriangular : (toMatrix basis.toBasis basis.toBasis f).IsUpperTriangular end variable [IsAlgClosed 𝕜] protected noncomputable def SchurTriangulationAux.of [NormedAddCommGroup E] [InnerProductSpace 𝕜 E] [FiniteDimensional 𝕜 E] (f : Module.End 𝕜 E) : SchurTriangulationAux f := haveI : Decidable (Nontrivial E) := Classical.propDecidable _ if hE : Nontrivial E then let μ : f.Eigenvalues := default let V : Submodule 𝕜 E := f.eigenspace μ let W : Submodule 𝕜 E := Vᗮ let m := Module.finrank 𝕜 V have hdim : m + Module.finrank 𝕜 W = Module.finrank 𝕜 E := V.finrank_add_finrank_orthogonal let g : Module.End 𝕜 W := orthogonalProjection W ∘ₗ f.domRestrict W let ⟨n, hn, bW, hg⟩ := SchurTriangulationAux.of g have bV : OrthonormalBasis (Fin m) 𝕜 V := stdOrthonormalBasis 𝕜 V have hV := V.orthogonalFamily_self have int : DirectSum.IsInternal (cond · V W) := suffices ⨆ b, cond b V W = ⊤ from (hV.decomposition this).isInternal _ (sup_eq_iSup V W).symm.trans Submodule.sup_orthogonal_of_completeSpace let B (b : Bool) : OrthonormalBasis (cond b (Fin m) (Fin n)) 𝕜 ↥(cond b V W) := b.rec bW bV let bE : OrthonormalBasis (Σ b, cond b (Fin m) (Fin n)) 𝕜 E := int.collectedOrthonormalBasis hV B let e := Equiv.finAddEquivSigmaBool.symm let basis := bE.reindex e { basis dim := m + n hdim := hn ▸ hdim.symm upperTriangular := fun i j (hji : j < i) => show toMatrixOrthonormal basis f i j = 0 from have hB : ∀ s, bE s = B s.1 s.2 | ⟨true, i⟩ => show bE ⟨true, i⟩ = bV i from show (int.collectedBasis fun b => (B b).toBasis).toOrthonormalBasis _ ⟨true, i⟩ = bV i by simp | ⟨false, j⟩ => show bE ⟨false, j⟩ = bW j from show (int.collectedBasis fun b => (B b).toBasis).toOrthonormalBasis _ ⟨false, j⟩ = bW j by simp have hf {bi i' bj j'} (hi : i.toSigmaBool = ⟨bi, i'⟩) (hj : j.toSigmaBool = ⟨bj, j'⟩) := calc toMatrixOrthonormal basis f i j _ = toMatrixOrthonormal bE f i.toSigmaBool j.toSigmaBool := by rw [f.toMatrixOrthonormal_reindex] ; rfl _ = ⟪bE i.toSigmaBool, f (bE j.toSigmaBool)⟫_𝕜 := f.toMatrixOrthonormal_apply_apply .. _ = ⟪(B bi i' : E), f (B bj j')⟫_𝕜 := by rw [hB, hB, hi, hj] if hj : j < m then let j' : Fin m := ⟨j, hj⟩ have hf' {bi i'} (hi : i.toSigmaBool = ⟨bi, i'⟩) (h0 : ⟪(B bi i' : E), bV j'⟫_𝕜 = 0) := calc toMatrixOrthonormal basis f i j _ = ⟪(B bi i' : E), f _⟫_𝕜 := hf hi (Fin.toSigmaBool_fst hj) _ = ⟪_, f (bV j')⟫_𝕜 := rfl _ = 0 := suffices f (bV j') = μ.val • bV j' by rw [this, inner_smul_right, h0, mul_zero] suffices f.HasEigenvector μ (bV j') from this.apply_eq_smul ⟨(bV j').property, fun h => bV.toBasis.ne_zero j' (Subtype.ext h)⟩ if hi : i < m then let i' : Fin m := ⟨i, hi⟩ suffices ⟪(bV i' : E), bV j'⟫_𝕜 = 0 from hf' (Fin.toSigmaBool_fst hi) this bV.orthonormal.right (Fin.ne_of_gt hji) else let i' : Fin n := Fin.toSigmaBool_neg hi suffices ⟪(bW i' : E), bV j'⟫_𝕜 = 0 from hf' (Fin.toSigmaBool_snd hi) this V.inner_left_of_mem_orthogonal (bV j').property (bW i').property else have hi (h : i < m) : False := hj (Nat.lt_trans hji h) let i' : Fin n := Fin.toSigmaBool_neg hi let j' : Fin n := Fin.toSigmaBool_neg hj calc toMatrixOrthonormal basis f i j _ = ⟪(bW i' : E), f (bW j')⟫_𝕜 := hf (Fin.toSigmaBool_snd hi) (Fin.toSigmaBool_snd hj) _ = ⟪bW i', g (bW j')⟫_𝕜 := by simp [g] _ = toMatrixOrthonormal bW g i' j' := (g.toMatrixOrthonormal_apply_apply ..).symm _ = 0 := hg (Nat.sub_lt_sub_right (Nat.le_of_not_lt hj) hji) } else haveI : Subsingleton E := not_nontrivial_iff_subsingleton.mp hE { dim := 0 hdim := Module.finrank_zero_of_subsingleton basis := (Basis.empty E).toOrthonormalBasis ⟨nofun, nofun⟩ upperTriangular := nofun } termination_by Module.finrank 𝕜 E decreasing_by exact calc Module.finrank 𝕜 W _ < m + Module.finrank 𝕜 W := Nat.lt_add_of_pos_left (Submodule.one_le_finrank_iff.mpr μ.property) _ = Module.finrank 𝕜 E := hdim end LinearMap namespace Matrix /- IMPORTANT: existing `DecidableEq n` should take precedence over `LinearOrder.decidableEq`, a.k.a., `instDecidableEq_mathlib`. -/ variable [RCLike 𝕜] [IsAlgClosed 𝕜] [Fintype n] [DecidableEq n] [LinearOrder n] (A : Matrix n n 𝕜) noncomputable def schurTriangulationAux : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) × UpperTriangular n 𝕜 := let f := toEuclideanLin A let ⟨d, hd, b, hut⟩ := LinearMap.SchurTriangulationAux.of f let e : Fin d ≃o n := Fintype.orderIsoFinOfCardEq n (finrank_euclideanSpace.symm.trans hd) let b' := b.reindex e let B := LinearMap.toMatrixOrthonormal b' f suffices B.IsUpperTriangular from ⟨b', B, this⟩ fun i j (hji : j < i) => calc LinearMap.toMatrixOrthonormal b' f i j _ = LinearMap.toMatrixOrthonormal b f (e.symm i) (e.symm j) := by rw [f.toMatrixOrthonormal_reindex] ; rfl _ = 0 := hut (e.symm.lt_iff_lt.mpr hji) noncomputable def schurTriangulationBasis : OrthonormalBasis n 𝕜 (EuclideanSpace 𝕜 n) := A.schurTriangulationAux.1 noncomputable def schurTriangulationUnitary : unitaryGroup n 𝕜 where val := (EuclideanSpace.basisFun n 𝕜).toBasis.toMatrix A.schurTriangulationBasis property := OrthonormalBasis.toMatrix_orthonormalBasis_mem_unitary .. noncomputable def schurTriangulation : UpperTriangular n 𝕜 := A.schurTriangulationAux.2 /-- **Schur triangulation**, **Schur decomposition** for matrices over an algebraically closed field. In particular, a complex matrix can be converted to upper-triangular form by a change of basis. In other words, any complex matrix is unitarily similar to an upper triangular matrix. -/ theorem schur_triangulation : A = A.schurTriangulationUnitary * A.schurTriangulation * star A.schurTriangulationUnitary := let U := A.schurTriangulationUnitary have h : U * A.schurTriangulation.val = A * U := let b := A.schurTriangulationBasis.toBasis let c := (EuclideanSpace.basisFun n 𝕜).toBasis calc c.toMatrix b * LinearMap.toMatrix b b (toEuclideanLin A) _ = LinearMap.toMatrix c c (toEuclideanLin A) * c.toMatrix b := by simp _ = LinearMap.toMatrix c c (toLin c c A) * U := rfl _ = A * U := by simp calc A _ = A * U * star U := by simp [mul_assoc] _ = U * A.schurTriangulation * star U := by rw [←h] end Matrix