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