feat(LinearAlgebra/Matrix): regularized inverse limit and trace continuity#39735
feat(LinearAlgebra/Matrix): regularized inverse limit and trace continuity#39735allenhaozhu wants to merge 1 commit into
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…nuity Add `Matrix.regularizedInv_mul_tendsto_one` and its trace corollaries `Matrix.trace_regularizedInv_mul_tendsto` and `Matrix.trace_regularizedInv_mul_tendsto_card` for a square matrix `M` with nonzero determinant over a normed field: the Tikhonov-regularized expression `(M + lam • 1)⁻¹ * M` tends to the identity as `lam → 0`, and its trace tends to `tr 1 = Fintype.card d`. The proofs compose existing infrastructure (`NormedRing.inverse_continuousAt`, `continuousAt_matrix_inv`, `Matrix.nonsing_inv_mul`, `Continuous.matrix_trace`) and add no new definitions.
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Matrix.regularizedInv_mul_tendsto_oneand the trace corollariesMatrix.trace_regularizedInv_mul_tendstoandMatrix.trace_regularizedInv_mul_tendsto_card: for a square matrixMover a normed field withdet M ≠ 0, the Tikhonov-regularized expression(M + lam • 1)⁻¹ * Mtends to the identity matrix as the scalarlamtends to zero, and consequently its trace tends totr 1 = (Fintype.card d : R). The proofs composeNormedRing.inverse_continuousAt,continuousAt_matrix_inv,Matrix.nonsing_inv_mul, andContinuous.matrix_trace; no new definitions are added. These lemmas are useful in matrix-regularization limit arguments arising in numerical linear algebra (Tikhonov-regularized least squares, ridge regression) and in statistics.AI-assistance disclosure
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