Proof of the hiding conjecture for Gaussian boson sampling with an arbitrary number of squeezed input modes
Abstract.
Gaussian boson sampling (GBS) is a sampling task proposed to demonstrate quantum advantage. We consider Gaussian boson sampling on optical modes, with equally squeezed input modes and observed photon counts. We complete the proof of the hiding conjecture for Gaussian boson sampling with an arbitrary number of squeezers , which is a part of the argument for classical hardness of GBS. In particular, we show that for any and , the symmetric product , for the top left submatrix of an Haar random unitary , is close in total variation distance to both an symmetric complex Gaussian matrix with independent entries, and the symmetric product for an matrix of iid standard complex Gaussians. We show however that the density-based instance generating method of [AA13, Lemma 5.8] used to efficiently implement a hiding procedure fails for Gaussian boson sampling with if . Instead we use approximate instance generating to implement the hiding for the usual classical hardness reduction.
1. Introduction
Gaussian boson sampling [HKS+17] is a sampling task which is expected to be hard for classical computers, but currently realizable in existing quantum experiments. In this task, one prepares an initial Gaussian state consisting of single-mode squeezed vacuum states with squeezing parameters . For simplicity we take the first modes to have the same squeezing parameters , and the remaining modes to have the vacuum state. The initial state is then inserted into an -mode passive linear optical network described by an linear optical unitary (Figure 1). After interfering in the linear optical network, the resulting output state is measured in the photon-number basis, producing a photon count outcome , with total photon number . Let be the diagonal matrix whose first diagonal entries are 1s, while the rest are 0s. Consider the submatrix of the matrix formed by taking the rows and columns corresponding to s in . For collision-free outcomes , the probability of observing is [HKS+17, KHS+19]
| (1.1) |
where denotes the hafnian of a symmetric matrix ; letting , the hafnian is , where is the set of all pairings (i.e. perfect matchings) of elements. Conditioned on observing total photon number , the collision-free condition for Haar random occurs with high probability if [AA13, DMV+22]. Since the average number of photons is , one takes the squeezing parameter to be small to ensure .
The argument that it is classically hard to generate samples according to the distribution (1.1) is based on classical hardness of exactly computing permanents and hafnians of complex matrices [Val79]. However, since a realistic Gaussian boson sampler will always have some amount of noise and errors, one has to consider the task of approximate sampling from the distribution described by (1.1). The hardness of approximate average-case sampling then relies on two properties:
- (1)
A complexity theoretic conjecture that approximating the hafnian of a random complex Gaussian-type matrix to a certain additive error is #P-hard in the average-case.
- (2)
A hiding conjecture, which essentially states that one can “hide” a random complex Gaussian matrix as a submatrix of in total variation distance (Conjecture 1). This would allow one to use a GBS oracle running to approximate in .
We focus on the hiding conjecture (2). Previously, only special cases of were proved to satisfy the hiding property, namely in the sparse squeezer regime [AA13, DMV+22, SMG26], and the case [SMG26]. Here we prove the hiding conjecture for all other , which proves the full range for the hiding conjecture for Gaussian boson sampling.
1.1. Preliminaries
To state the precise hiding conjecture and results, we first recall some definitions. The total variation distance (TVD) between two probability measures and on a measure space is
| (1.2) |
It also has the characterization
| (1.3) |
If and have densities and with respect to a measure on , then also
| (1.4) |
For random variables and , we write to mean the total variation distance between their distributions and .
For any coupling of , i.e. random variables such that and , there is the TVD coupling bound .
We will use the following probability distributions.
- •
Let denote the complex Gaussian distribution whose real and imaginary parts are independent Gaussians with mean and variance .
- •
Let denote the ensemble of symmetric random matrices with diagonal entries and off-diagonal entries, with all entries independent modulo the symmetry requirement. We will use bold font only for .
- •
Let be the ensemble of matrices where is an matrix of iid standard complex Gaussian entries. The normalization is chosen so that has a nondegenerate limiting distribution as . Note that since is complex, is not Wishart.
- •
Let denote the Haar measure on the unitary group .
Conjecture 1 (hiding in Gaussian boson sampling).
Let be the top left submatrix of an Haar random unitary matrix, and let be a matrix with distribution given by either or . Then for , there exist polynomials such that for any and , at least one of the choices of satisfies
| (1.5) |
where denotes the total variation distance as defined in (1.2).
The sparse squeezer case was observed [HKS+17, DMV+22] to follow from hiding in Fock boson sampling [AA13] with . However, the non-sparse regime where is large is of most interest experimentally [ZWD+20, ZDQ+21, MLA+22, DGL+23, LSD+26]. Additionally, a large number of squeezers is favorable for the anticoncentration results of [EID+25b, EID+25a], which provide evidence for sampling hardness. In the large regime, only the case was proved, with , using that in this case the matrix is a submatrix of a COE (Circular Orthogonal Ensemble) random matrix [SMG26].
1.2. Main results
In this paper, we prove the hiding conjecture for Gaussian boson sampling for any number of input squeezed modes , where . This fully resolves Conjecture 1. Additionally, we prove TVD closeness of the distributions and in the regime , so that Conjecture 1 holds with either distribution in this regime.
Recall in the context of Gaussian boson sampling, is the number of modes, is the number of squeezed modes, and is the number of detected photons. While is even for Gaussian boson sampling, we do not require to be even in Theorems 1.1 and 1.2 below.
Theorem 1.1 (hiding in Gaussian boson sampling).
Let , let be the top left submatrix of an Haar random unitary matrix , and let . Then as ,
| (1.6) |
which is if .
Remark 1.1.
- (1)
Theorem 1.1 combined with the sparse case result [SMG26, Theorem 1.5] for gives the full range of Conjecture 1 by choosing polynomials appropriately. For example:
- •
For , one can take , , and for sufficiently small , by Theorem 1.1.
- •
For , one can take , , and by the sparse result, rewritten as (3.1).
- •
For any , one can take , , and , again by Theorem 1.1.
In fact, using Theorem 1.2 below, we also obtain Conjecture 1 with a fixed distribution and fixed polynomials , over any : For , , and any ,
(1.7) - •
- (2)
- (3)
The proof of Theorem 1.1 relies on relating the case to the case. One could alternatively write down the density formula for in terms of a matrix integral and use quantitative Laplace approximation to bound the TVD. However, due to error bounds for high-dimensional Laplace’s method, we do not expect this approach, at least with standard estimates, to obtain any sharper results.
Let be an matrix of iid standard complex Gaussians. Combining Theorem 1.1 with TVD closeness of to in a “sparse squeezer” regime with and [SMG26], we will obtain
Theorem 1.2 ( vs ).
Let be an matrix of iid standard complex Gaussians, and let . Then as ,
| (1.8) |
which is if .
This implies that when , it does not matter whether we use or as the target Gaussian-type distribution in the hiding statement. We note that the matrices are much nicer to work with due to their independent entries. Moreover, they are much closer to the random Gaussian matrices used in the hardness reduction for Fock boson sampling, which suggests techniques and results for hardness of Fock boson sampling will carry over more easily to than to .
Remark 1.2.
The TVD hiding property Theorem 1.1 demonstrates it is possible to “hide” a Gaussian matrix as a random instance of for a Haar random unitary matrix and a random size subset of , up to small TVD error. However, for the usual classical hardness argument, given , we need to generate an instance of such a random and efficiently. The instance-generating procedure for Fock boson sampling uses a rejection sampling method based on the density bound , where is the unitary submatrix density and the Gaussian density [AA13, Lemma 5.7]. However, we show that such a pointwise density bound cannot hold for Gaussian boson sampling with , .
Proposition 1.3 (no density ratio bound).
Let , , and . Denote by the top left submatrix of an Haar random unitary matrix , and let . Let be the density function of (if it exists) and be the density function of over the space of complex symmetric matrices11 1 We view this as the space spanned by the upper triangular matrix elements. Then for , , and any , either the density function doesn’t exist, or
| (1.9) |
for a constant and where indicates the implicit constant may also depend on .
In particular, consider a sequence of with bounded in for some , and let denote the density functions as above if they exist. Then
| (1.10) |
Remark 1.3.
This result is perhaps counterintuitive, since intuitively, smaller should not make the submatrix look less Gaussian than the case, which sees the full orthonormality requirements of . In the case, the bound holds [SMG26] for . However, the pointwise density bound (1.9) captures rare tail behavior, which is not necessarily captured by TVD, and which plausibly can differ for smaller where may have different tail behavior.
Proposition 1.3 means we cannot use the density-based rejection sampling method of [AA13, Lemmas 5.7, 5.8], which requires , to generate instances of unitaries with hidden as an instance of when . One could perhaps try to prove the required density bound for (we know it at least holds for and ), or try to truncate the distribution to remove tail behavior, but both of these approaches are model-specific and also likely involve working with complicated density functions. Instead, we adapt the argument of [AA13, §5.2] to generate approximately Haar instances of unitaries and approximately uniform locations to hide , using postselection with an NP oracle. This will be enough to complete the hardness reduction, under a finite-precision implementation assumption, giving Theorem 1.4 below. To state the theorem, first define
Problem 1 ().
Let . Given as input a matrix , together with error bounds , estimate to within additive error with probability at least over and the algorithm’s randomness in time.
For , one can use independence of entries above the diagonal to quickly calculate that
| (1.11) |
As is usual [AA13, §2], it will be understood that all entries of are rounded to polynomially many bits of precision; here we allow bits of precision, for a sufficiently large fixed polynomial. To formalize this in our case, we will make an assumption on finite-precision implementation, stated later precisely as Assumption 1 in Section 4. The assumption essentially says that we can approximate Haar random by finite-precision descriptions , and also by an efficiently computable finite-precision matrix , using high enough numerical precision. We expect this assumption is true and that it can be proved by careful finite-precision accounting and Gram-Schmidt or QR factorization.
Under this finite-precision implementation assumption, we prove the analogue of the main boson sampling result of [AA13, Theorem 1.3], for Gaussian boson sampling with essentially arbitrary number of squeezed input modes . We refer to [com] for definitions of the standard complexity classes NP, BPP (bounded-error probabilistic polynomial-time), and FBPP (the function/search analogue of BPP, which searches for a witness to a relation in probabilistic polynomial time). The notation means FBPP with access to an NP oracle.
Theorem 1.4 (main hardness result).
Let the probability distribution be the output of a Gaussian boson sampling experiment , for a finite-precision description of a linear optical unitary , and input squeezing parameters. Suppose there exists a classical algorithm which is able to approximately sample from limited instances of , say for each , only those with equally squeezed input modes for some given22 2 We assume the sequence is efficiently computable. sequence with , and all small squeezing parameters . More precisely, the algorithm takes as input a description of such as well as an error bound , and samples from a probability distribution such that in time, where denotes the length of the description33 3 As in [AA13], and as discussed more in Section 4, it will be understood that all entries in are rounded to bits of precision. of . Then under the finite-precision implementation Assumption 1, the problem is solvable in . In other words, if we treat as a black box, then .
Conjecture 2.
is #P-hard, in the sense that if is any oracle that solves , then .
Conjecture 2 is analogous to the conjecture for additive approximation of squared permanents of complex matrices, , being #P-hard [AA13]. Note that in the formulation of here as well as in , the additive error size is times the average value of the quantity to estimate ( here, for ). This makes Problem 1 the natural hafnian analogue of from [AA13] (previous hafnian hardness problems in the context of GBS used the more complicated matrix for an matrix of iid complex Gaussians, and also did not express the error bound in terms of the hafnian moments). If Conjecture 2 holds, then the existence of such a classical algorithm in Theorem 1.4 implies collapse of the polynomial hierarchy by Toda’s theorem [Tod91].
1.3. Outline
The rest of the paper is organized as follows. Additionally, we note that generic constants may change from line to line throughout the paper.
- •
- •
- •
- •
- •
2. Proof of TVD hiding
In this section we prove a weaker version of Theorem 1.1; namely,
Proposition 2.1 (hiding for ).
Let , let be the top left submatrix of an Haar random unitary matrix , and let . Then as ,
| (2.1) |
which is if .
This is strictly weaker than the bound and allowed in Theorem 1.1, but the proof of Proposition 2.1 will be simpler, and this statement is enough to go through the usual hardness reduction with some minor parameter adjustments. (Recall, the original boson sampling hardness reduction of [AA13] had ; proving TVD closeness with any inverse polynomial power is sufficient.) The key idea of the proof of Proposition 2.1 or Theorem 1.1 is Lemma 2.2, which is presented in this section. The proof of the stronger bound in Theorem 1.1 differs only in a later technical estimate, which we give in Appendix A.
It suffices to prove (2.1) for ; otherwise the bound is trivial. Let be the span of the last columns of . The main idea is the following: The first columns of form an orthonormal basis for , and conditioned on they form a Haar random basis for [Mec19, §1.2]. Since has dimension , this can be used to relate the distribution of to the distribution of a matrix transformation of , where is a Haar random unitary [Eq. (2.2)]. The matrix can be thought of as acting as the source of randomness for the random basis of . The distribution of is the setting considered in [SMG26], and so it will be possible to obtain Theorem 1.1 for by reducing to the hiding case with proved there.
We start with the first part, on relating the distribution of to one involving for a Haar random unitary.
Lemma 2.2.
Let be an Haar random matrix, and let be its top left submatrix with . Denote by the matrix consisting of the last columns of , and define the matrix , for . Then
| (2.2) |
for an independent Haar random unitary and its top submatrix.
Proof.
Let be the span of the last columns of . Let be an matrix whose columns form an orthonormal basis for , and let be an independent Haar random unitary. Conditioned on , we have
| (2.3) |
for . Since the distribution of is invariant under unitary rotations, we would like to pass the through to (so that we can consider ), but is rectangle-shaped so we have to do some manipulation.
Note that the projection onto , and so . We can do polar decomposition (or SVD) to obtain , for an semiunitary matrix;44 4 In general, need not be unique. However, in this case one can show is invertible almost surely (a.s.) since , so is unique a.s. To see this, let be the matrix consisting of the first columns of , so . For an matrix of iid standard complex Gaussians, we have [Mec19, §1.2]. Note that has rank a.s. (the probability of the next column being in the span of the previous columns is 0), so and is invertible a.s. The matrix is an matrix of iid standard complex Gaussians, so has rank a.s. Thus a.s., so is invertible a.s. i.e. and the rows of are orthonormal. Then we can extend the rows of to a full orthonormal basis of , which will be given by the rows of a unitary (independent of ), with . Since is invariant under unitary multiplication, and is independent of , conditioned on we get
| (2.4) |
where is the top submatrix of the unitary . Thus we obtain (2.2). ∎
Proof of Proposition 2.1.
By Lemma 2.2, the distribution of is the same as the distribution of , where is defined as in the lemma and is an independent Haar random unitary matrix. By [SMG26], since is the submatrix for a Haar unitary matrix, then for and ,
| (2.5) |
Letting , which is independent of and , we can then write
| (2.6) |
So to prove the theorem it suffices to bound . To do this, we will show that is typically close to the identity, which will make the TVD small.
For fixed (e.g. conditioned on ), both of the involved distributions and have explicit Gaussian densities, so we can directly estimate the TVD. For fixed invertible , the density of over the space of symmetric complex matrices is calculated by change of variables55 5 The map is linear, and can be expressed as , where is the vectorization of formed by stacking columns of . To calculate the Jacobian of the map , if is diagonalizable with eigenpairs , take the eigenbasis for of the transformation , which gives (complex) Jacobian and (real) Jacobian . from to be
| (2.7) |
where is the normalization constant for the density of .
Total variation distance can be bounded using the Kullback–Leibler (KL) divergence, or relative entropy, via Pinsker’s inequality,
| (2.8) |
where the KL divergence is for and the respective density functions for and .
For fixed invertible , letting , the KL divergence for and is
| (2.9) |
using e.g. by direct expansion of the trace. Write . (We will later show that, for random , is small with high probability, so is typically a small perturbation of the identity.) Expand
| (2.10) |
using for .
Now we return to random and . Let be the top right submatrix of . We will show that is typically a small perturbation of the identity. Letting for notational convenience, then
Then , and so , and . Taking the expectation over the Haar random unitary , we see that since . Also, using Weingarten calculus, see e.g. [CS06, Col03],
| (2.11) |
and
| (2.12) |
Then
| (2.13) | ||||
| (2.14) |
This also implies
| (2.15) |
Returning to random , in order to invoke (2.10), we need to ensure , which occurs with probability at least by (2.15). For handling the event , we want to go back to TVD since it is bounded, while KL-divergence need not be. Let . Define a random variable via
then . Since and , then
| (2.16) |
We then estimate
| (2.17) |
For any which is independent of , the density of can be directly seen to be . Thus using Jensen’s inequality with convex, and that is bounded for example via (2.10),
| (2.18) |
Using that is invertible and by construction, (2.10) and (2.16) then imply
| (2.19) |
Applying this and (2.15) in (2.17) gives
| (2.20) |
3. Proof of Theorem 1.2
In this section, we prove Theorem 1.2 on closeness of (properly scaled) and . It suffices to prove this for . The sparse result in [SMG26, Theorem 1.5] shows that for and , that
| (3.1) |
where is an matrix of iid complex standard Gaussians. We use this result with Theorem 1.1 (with the full result) to prove Theorem 1.2. Choose e.g. (any will do). Then for ,
as desired. ∎
4. Hardness argument
In this section, we prove Theorem 1.4. There are two main differences from the boson sampling argument of [AA13]:
- (1)
We have a choice of squeezing parameter and a variable photon number .
- (2)
We lack a general instance generating/rejection sampling lemma to hide exactly as a submatrix of .
For (1), because the output probabilities (1.1) involve the squeezing parameter , the additive error threshold obtained will depend on the choice of . We will choose to minimize this additive error, which will allow us to state the problem in terms of additive error . Difference (2) will be resolved by using an approximate instead of exact instance generating method in FPostBPP. Since [AA13, §2], this will not change the end complexity class. Proposition 1.3 shows why one cannot obtain an exact instance generating lemma via rejection sampling as in [AA13, Lemma 5.7] for Gaussian boson sampling with , . We note that previous GBS hardness arguments avoided the issue in (2) by either working in the sparse squeezer regime [HKS+17, KHS+19], where instance generating follows from instance generating for Fock boson sampling [AA13], or by considering [SMG26] in which case the bound to use the rejection sampling of [AA13] is easily found to hold, or by considering the variant bipartite Gaussian boson sampling [GBA+22, BBD+26], which uses a different set-up with two-mode squeezed states with parameters tuned to implement a specific matrix. For the setting here with arbitrary including , , we will implement an approximate instance generating procedure.
For difference (1), note that for an initial state consisting of single-mode squeezed states with equal squeezing parameters , and any photon count [KHS+19],
| (4.1) |
where the binomial coefficient is a generalized binomial coefficient allowing for non-integer . The average number of photons for such an input state is . We will have , and will choose squeezing (to bits) so that, up to exponentially small error,
| (4.2) |
using that . This choice of can be seen to minimize the ratio (e.g. by taking logarithmic derivative), which will appear in the additive error threshold (4.25). Also, note that for , as ,
| (4.3) |
Since this is no worse than inverse polynomial, we could postselect on observing exactly photons, at the cost of repeating the GBS experiment polynomial-many more times. However, this postselection will actually be unnecessary in the hardness argument, since we will be using Stockmeyer’s algorithm [Sto85] to estimate output probabilities. The main point of choosing as in (4.2) is to minimize the additive error threshold in (4.25). We do not use postselection on or high collision-free probability anywhere in the hardness reduction.
In order to give a hardness reduction, we need to consider finite-precision inputs and outputs to a Turing machine. In particular, the Gaussian and unitary matrices involve real and complex numbers, which must be rounded to finite-precision. As in [AA13, Footnote 19], we encode each entry of a unitary matrix in binary to bits. In general, the resulting binary description is not actually unitary, but we can associate each description to a unitary obtained by Gram–Schmidt orthonormalization of the columns with typically very small error [Aar03, Lemma 7.2]. We let denote the set of such finite binary descriptions , and let denote its associated unitary . Based on the above, we make the following finite-precision implementation assumption, which we expect can be proved via careful accounting with Gram–Schmidt or QR factorization. We note that Assumption 1(a) is one possible route, though not the only one, to rigorously implement the finite-precision vs Haar sampling also used in [AA13].
Assumption 1.
Let be a finite precision and a failure probability. There is a bit precision , a number of random bits , and a polynomial-time algorithm which maps for a finite binary description with associated unitary as described above, such that the following hold:
- (1)
There is a coupling , with Haar random, such that for uniform,
- (2)
From , where is any subset , one can compute a finite-precision binary matrix in deterministic polynomial time such that
As a result, combining (a) and (b), for this coupling and for an independent uniform random size subset,
| (4.4) |
We let denote the law of for uniform .
The main property we need from Assumption 1 is (4.4), which says we can produce a binary finite-precision matrix which is generally a good entry-wise approximation to . We need the finite-precision matrix so we can apply an NP-oracle in the proof of Lemma 4.1 below. The failure probability in (4.4) accounts for ill-conditioned starting Gaussian matrices which may have poor finite-precision approximation during the coupling procedure.
Compared to [AA13], which generally referred directly to the continuum unitary and Gaussian distributions after the preliminary finite-precision discussions, we will need to be more precise, and will keep track of the finite-precision rounding. We will need to use the complexity class PostBPP (also called ), which is BPP with postselection, defined precisely in e.g. [AA13, §2]. The main property we need for this class is [HHT97, BGP00]. We will also use the function/search analogue FPostBPP. To resolve the difference (2) from above, we prove (under Assumption 1)
Lemma 4.1 (approximate instance generation).
Consider , and let be error parameters. Let , , , and . Choose a scale for some . Then there is an algorithm (running in time) which, on a sufficiently fine -bit precision implementation, takes as input a matrix , and outputs either (failure) or a pair . It succeeds with probability over and . Conditioned on succeeding, the output satisfies
- (1)
, where denotes the maximum entrywise norm, and the unitary associated with the finite-precision description .
- (2)
Let be the law of averaged over in successful trials, and let denote the product measure of on , and the uniform distribution on size subsets of . Then
(4.5)
Proof of Lemma 4.1.
Consider the true distributions and , and let for a uniformly random size subset . Let denote rounding the real and imaginary part of every entry of a matrix to the interval , , containing it. The overall idea, ignoring finite-precision implementation for now, is: Given , we want to generate random and postselect on the event , i.e. up to error, appears as the submatrix . Intuitively, this is a postselection problem so can be done in . However, we need to consider the finite-precision implementation details to properly apply the NP oracle in [BGP00]. We do this as follows.
- (1)
Truncation. First note we can restrict to with maximum entry size for large enough , as this occurs with high probability by Gaussian suprema and concentration bounds.66 6 If is -subgaussian for every , then ; see e.g. [vH16, §5]. In this case, . Then let conditioned on . The cutoff prevents arbitrarily large entries, and allows for the required finite-precision implementation. Note that , using Theorem 1.1, invariance of Haar measure under row permutations, and the TVD coupling inequality. (If , then by a coupling argument, .)
- (2)
Finite-precision cells and bounds. Choose finite precision with say , which requires only bits of precision. Taking in (4.4) of Assumption 1, with probability we can produce a finite-precision matrix such that . There is also a finite-precision matrix such that . We want to show that just like for the continuum distributions, that
(4.6) This bound will ensure the language to sample from later in (4.10) is non-empty with high probability, and that the resulting distribution of satisfies part (ii) of the lemma.
We start by applying the triangle inequality, giving
(4.7) To bound the first and third distances on the right side, we need to bound the probability that or may have moved -cells during the finite-precision implementation/rounding process. Intuitively, because we can take much finer precision than , this probability is very small. More formally, let denote the set of matrices with some real or imaginary coordinate within of the grid . Note that for a matrix outside of , moving by cannot move across the coarser -cell boundaries. The boundary estimate Lemma 4.2 below then gives , and
If the coupling in Assumption 1 is succesful, then . Thus the rounded cells and can differ only if the coupling in Assumption 1 failed, or if . Thus by the TVD coupling bound and Assumption 1,
(4.8) Also by TVD coupling lemma,
(4.9) The remaining term in the middle of the right side of (4.7) is bounded using the hiding property Theorem 1.1 and TVD conditioning property, as . This gives (4.6).
- (3)
Uniform NP witness generation with an NP oracle. The precise finite-precision problem is now: Given the cell , post-select on the event . Recall we view as generated via a random-string model . Note, in order to sample uniformly from the choices of , which need not divide , we actually consider uniform random for , and accept if , then map each of those to a subset . For the above finite-precision problem, we want to sample a uniform from the language
(4.10) and then output . Due to the TVD bound (4.6), and considering the set of -cells , we see is nonempty with probability over . When is nonempty, sampling a uniform pair can be done in probabilistic polynomial time with an NP oracle via [BGP00]: the language is in NP (and P), so if is nonempty, then [BGP00] generates a uniform random witness with success probability at least . Additionally, we can obtain success probability using standard amplification with trials in the FPostBPP to implementation. In total, conditioned on successful output (including nonempty, which can be checked by seeing failure or verifying if the output is in ), we obtain a uniform random sample from the distribution conditioned on the event , which is generated in in time and with success probability .
Since and , we obtain
(4.11) Since we can include in the failure probability, (4.11) gives part (i) of the lemma.
- (4)
It remains to prove (ii) of the lemma. Given a cell attainable by , successful outputs are distributed as conditioned on ; call this conditional measure , for attainable by . The total distribution of is then . We can also decompose as for .
∎
The following lemma was used in the proof of Lemma 4.1.
Lemma 4.2 (boundary estimate).
Let , and let denote the set of matrices with some real or imaginary coordinate within of the grid . Then for with ,
| (4.12) |
If we consider conditioned on a probability event, then the above bound holds with an additional term.
Proof.
We do a union bound over the independent entries of . For a single real Gaussian with density function , which is decreasing for ,
| (4.13) |
Since entries of have standard deviation , a union bound gives (4.12). The conditioning statement holds since for a random variable and event , letting , then , by using the coupling bound. (Set on , and on .) ∎
Because we round to bits, we want to check the resulting hafnian is not changed too much. Suppose . Then for ,
| (4.14) |
The rounding process changes a matrix by at most . Since for the sampled in Lemma 4.1, is easily chosen so that (4.14) is for such matrices.
Proof of Theorem 1.4.
Suppose we had an oracle for limited instances of approximate Gaussian boson sampling as described in the hypotheses. takes as input a string , a finite binary description representing an unitary matrix , a squeezing parameter for the first input modes, and an error bound . We may write the Gaussian boson sampler description as . Over uniform random (representing randomness in the Gaussian boson sampling output), outputs a distribution which is -close to , the exact Gaussian boson sampling output distribution for linear optical unitary .
Let be an input matrix and let be the given error parameters. Note that it suffices to solve with probability at least , since we can simply rescale to get the probability to . So we want to approximate to within additive error with success probability at least over .
Choose with , and squeezing parameter , so that
| (4.15) |
for a constant chosen so that the TVD error bound in (4.5) is e.g. . Rescaling , we then want to approximate to within additive error .
By Lemma 4.1, for a sufficiently fine numerical precision, with probability , we can efficiently generate a random finite binary description of an unitary , and a size subset of , such that
| (4.16) |
Recall is the measure on the finite binary descriptions defined in Assumption 1.
Conditioned on success of the above instance generating procedure, take and send to the GBS oracle . We will also allow an adversary to know , since it will not affect the argument, and since they could possibly already guess a narrow range of we are interested in based on the squeezing parameters provided. Let be an error bound which is polynomial in and . Then more formally, denoting with zeros, we send the input , for a random string, to the oracle . As is varied, returns a sample from with .
For collision-free with photon counts, let
The probability will be approximated in by Stockmeyer’s algorithm [Sto85] as usual. The probability is
| (4.17) |
Given or a good approximation to , this with (4.14) and Lemma 4.1(i) will then let us estimate .
We want to show that and are close with high probability over and . We can average over the possible -photon collision-free outputs as in [AA13, §5.2] to obtain
| (4.18) |
using that . Then taking , Markov’s inequality gives
| (4.19) |
We will use Lemma 4.1(ii) to obtain a bound on . First, if , then since is uniform, the above implies
| (4.20) |
Applying Lemma 4.1(ii), we have
| (4.21) |
Next, as in [AA13, §5.2], we use Stockmeyer’s algorithm to approximate . For any , Stockmeyer’s algorithm [Sto85] applied with , and standard output probability amplification, gives an estimate in time such that
| (4.22) |
Also, by Markov’s inequality with , and using the TVD bound in Lemma 4.1(ii) like in (4.21), we have for any ,
| (4.23) |
Thus taking and , and also using (4.21), we get
| (4.24) |
Since , we get . We combine this with the failure probability from Lemma 4.1. In total, using the approximation , with probability at least we can approximate , and thus also , to additive error
| (4.25) |
recalling we chose in (4.2) up to exponentially small error, and have a small rounding error from (4.14). Comparing to
we see (4.25) differs by a factor of . But can absorb factors (just run the procedure with which adds only a factor), so we obtain the theorem. ∎
5. Proof of Proposition 1.3
In this section, we prove Proposition 1.3, showing that the density ratio for and can be exponentially large when , . We first consider , and prove
Lemma 5.1.
Let and . The probability density function for over is
| (5.1) |
where denotes the beta function.
Proof.
The scalar quantity is distributed as for a random complex unit vector . For a vector , we will use notation to indicate the vector . Let for a standard complex Gaussian vector, so that
where for , and . Moreover, and are independent, since is independent of , and also of . The density functions for on , and for on the unit disk, are
| (5.2) |
where is the beta function. The density function was derived in [PM83, Eq. (3.12)]; alternatively, it can be derived by writing , for with independent real Gaussian vectors, and then writing in terms of the eigenvalues of the real Wishart matrix for , since the density function for Wishart eigenvalues is well-known.
Since and are independent, the density function for on the unit disk is, e.g. by doing change of variables for for arbitrary ,
| (5.3) |
With scaling factors, the density function of is then given by (5.1). ∎
We can then give
Proof of Proposition 1.3.
We start with the case . The density function of is , and the density of is given by (5.1) of Lemma 5.1.
For Laplace estimation, we consider , with
| (5.4) |
Solving and taking the positive root gives critical point
| (5.5) |
If is bounded away from the limits of integration as , then one can check that Laplace’s method77 7 Since we only need a lower bound, we can actually skip Laplace’s method (to avoid having to check precise conditions for error bounds), and just integrate over an neighborhood of , in which by Taylor’s theorem. gives
| (5.6) |
with an implicit constant which may depend on .
We can choose any with to try to make a large density ratio, so let’s solve for critical points of over . Writing , the multivariate chain rule gives . Since , we solve
which has nonzero solutions
| (5.7) |
Let , so . Plugging (5.7) into the equation implies
so , and . We will take the larger root and recall , which gives
| (5.8) | ||||
| (5.9) |
We also see that , so for there is a constant gap separating from the lower limit of integration in (5.6) as . For this and ,
| (5.10) |
For the second derivative term in (5.6), evaluating the (negative of the) second derivative of at using (5.8) and (5.9) gives
| (5.11) |
The remaining term to expand in (5.6) is the beta function . Using Stirling’s formula , with , we see
| (5.12) |
In total, plugging (5.10), (5.11), and (5.12) into (5.6), we obtain
| (5.13) |
Thus
| (5.14) |
For , we can check that
| (5.15) |
for example by setting and noting the above is equivalent to for , i.e. , and that this holds by checking the derivative is for . Then (5.14) gives
| (5.16) |
with the implicit constant and depending on . Moreover, for , the constants can be taken uniform depending only on .
The case implies the higher dimensional cases since and are marginal densities of the higher dimensional densities and . If , then letting denote integration over all variables except the top left entry , we see
| (5.17) |
Thus . ∎
Appendix A Proof of Theorem 1.1 with
In Section 2, we proved Proposition 2.1, which is a weaker version of Theorem 1.1. In this section, we prove the full Theorem 1.1. The general proof idea is still the same as for Proposition 2.1, in particular using the key Lemma 2.2. The difference is only in the later part of the proof, where we will do a more technical estimate to bound .
Proposition 2.1 works for any , and the final bound (2.20) shows the proof also works for if . In this section, we improve the allowed size to for any . Since we already have the desired result when , and since , we will always consider in this section. It suffices to prove the required bound in Theorem 1.1 for with chosen sufficiently small. For convenience, we will also take .
The proof starts in the same way as in Section 2, but the difference is we will bound the quantity more sharply. Specifically, in this section we prove the stronger bound (compare to (2.20))
| (A.1) |
using an exact -divergence expression, and a standard Bakry–Émery concentration result [BE85, KM16]. Avoiding the inefficiency from Jensen’s inequality with the KL-divergence in (2.18) will allow us to obtain the error bound (A.1), at the cost of a more involved proof. Putting this new bound into (2.6) will then imply Theorem 1.1.
It will be useful to view symmetric Gaussian matrices and directly as multivariate Gaussians in variables. To this end, let , with the inner product . The usual orthonormal basis for consists of for , and for . For an invertible covariance operator , the circular-symmetric complex Gaussian with covariance has density on , with respect to the above orthonormal basis88 8 Note, due to the choice of inner product and resulting basis vector normalization, this differs by a constant factor from (2.7), which gives the density with respect to the upper triangular coordinates of the matrix., given by
| (A.2) |
We see, due to the orthonormal basis, that corresponds to the distribution of , whose entries have variance 2 on the diagonal and 1 off of the diagonal.
We can define a family of covariance operators on via , for hermitian matrices . From a computation like (2.7), we see that for , has covariance operator . Also, when , then as well, since if are eigenpairs of , then are eigenpairs of .
As in Section 2, let , where and is the matrix consisting of the last columns of the Haar random . Set and . For fixed , viewed as a Gaussian on then has covariance , for . Write as in Section 2, and let with . As before, it will be useful to ensure is bounded away from 1. For random and , define the event
by the same argument as (2.15). We will bound the distance between and . Since , this will also give us an adequate bound on the total variation distance between and .
It will be useful to use -divergence. The -divergence between probability measures and is , and so . The point is that for Gaussian mixture and standard Gaussian on , we can evaluate an exact formula for the -divergence.
The density of is given as follows. Let be the density as in (A.2) for the complex Gaussian on with covariance matrix . Letting be distributed as the random variable conditioned on , the density for is then given by (for example, one can use Fubini–Tonelli). Then
| (A.3) |
where is an independent copy of . Since are Gaussian densities, we can evaluate, using (A.2),
| (A.4) |
the last equality by pulling out factors and on the left and right sides of the denominator, and provided all inverses are defined and , which we now verify.
To check and exist, we can estimate on . Recall which is self-adjoint, and let be the eigenpairs of . Then one can check the (not necessarily normalized) eigenpairs of are . On , the absolute value of the eigenvalues of are thus
| (A.5) |
Similarly, we can use the above bound to see . Thus we do have in total
| (A.6) |
The rest of the proof will be to bound . We will do this one expectation at a time. Letting and taking a logarithm, define
| (A.7) |
so that . Note that is real and positive on , using the factorization in (A.4) into ratios of determinants of positive operators on .
We will use the Bakry–Émery criterion [BE85] to bound via a concentration inequality. We use the version from [KM16, Theorem 2.1], which handles sets with not-necessarily-smooth boundaries.
Theorem A.1 (Bakry–Émery criterion [BE85, KM16]).
Suppose is a convex subset of (whose interior is thus geodesically convex, i.e. there is a distance-minimizing geodesic between any two points). Let be a probability measure of the form for smooth on the interior of . Recall the entropy functional for nonnegative is . If for all , then for all ,
| (A.8) |
By the standard Herbst argument, the entropy bound with implies for -Lipschitz (see e.g. [Wai19, §3.1.2]),
| (A.9) |
We apply this to and the negative log-density of restricted to which will be a convex subset of . We bound the Hessian of and the Lipschitz constant for as follows. For , recall , where for the top left submatrix of the Haar random unitary . Then for , follows a complex matrix-variate beta distribution with density ; see the argument for the real orthogonal case in [Mec19, Lemma 2.12], which in the complex case gives the complex matrix-variate beta density in [DGGJ10, §2]. This gives the negative log-density of as
| (A.10) |
for some constant depending on , and with the domain replaced by . Thus we take , which is convex.
The necessary matrix derivatives can be calculated using the formulas [PP12]
This gives
Taking another derivative using , we get for hermitian,
| (A.11) |
and since we assume . For the Lipschitz constant for , we similarly compute
| (A.12) |
Since we can also compute , we can check that as an operator on ,
| (A.13) |
for example by calculating the Hilbert–Schmidt norms in the usual basis for . From (A.12), and and (A.5), we then get
| (A.14) |
Combining with (A.11) and taking the convex set , Theorem A.1 and (A.9) with thus give
| (A.15) |
To bound , we use the power series expansion . For ,
| (A.16) |
Thus , and it will next be enough to bound and , which is done by the following lemma.
Lemma A.2 (expectation values).
Let , conditioned on the event . Then there are scalars such that
| (A.17) |
This lemma will be proved in Section A.1. Applying it to (A.15) and the discussion below it, we obtain
| (A.18) |
Now we apply Theorem A.1 with (A.9) again, this time to . We calculate the gradient of , letting denote , which satisfies the bound (A.13),
| (A.19) |
Using (A.13), , from (A.5), and and , we see on ,
| (A.20) |
Then Theorem A.1 with (A.9), and , give
| (A.21) |
Using Lemma A.2 for , along with the bounds on and , then gives
| (A.22) |
since by assumption. Thus
| (A.23) |
Finally, returning to (A.6), we get for ,
| (A.24) |
Since , and for (for example, use a coupling , on , on ), we obtain
| (A.25) |
A.1. Proof of Lemma A.2
In this section, we prove Lemma A.2. It will be an application of the following result, followed by some trace bounds similar to those in Section 2.
Lemma A.3.
Let be a random hermitian matrix with law invariant under for any . Then for some .
Proof of Lemma A.3.
It will be enough to show that for every , since the real basis elements for can be expressed as . We start with . We see that is invariant under the unitary congruence by the block matrix for any , since noting that , then
| (A.26) |
Write for and an complex symmetric matrix. Then taking for in (A.26) shows and , so . For general unit , we can then simply let be an orthogonal matrix such that ; then and
| (A.27) |
and so , as desired. ∎
We apply this to estimate and in Lemma A.2. Since for the last columns of an Haar random matrix, one can check that for any . (For example, one can use , following by invariance of under multiplication by .) Moreover, since conjugation preserves eigenvalues and , the distributions conditioned on are also the same. From the lemma, then for some , and for some .
- •
- •
For , we have . Letting be the eigenvalues of , then the eigenvalues of are (see the discussion before (A.5)), and so
(A.29) Since and , we then have
(A.30) Using , we can bound as
Dividing (A.30) by and using (2.13), (2.14) to bound the unconditioned expectation values of and terms, and (2.15) for , we get
(A.31)
This proves Lemma A.2. ∎
Acknowledgments. This project used GPT-5.5 Thinking and Pro and GPT-5.6 Sol for coming up with proof ideas and methods, as well as for general checking and proofreading. The paper was written by the authors and all results and proofs were checked and validated by the authors, who are fully responsible for the final content. We thank Joseph Iosue and Yu-Xin Wang for useful discussions. L.S. and A.V.G. acknowledge support from the U.S. Department of Energy, Office of Science, Accelerated Research in Quantum Computing, Fundamental Algorithmic Research toward Quantum Utility (FAR-Qu). L.S. and A.V.G. were also supported in part by ARL (W911NF-24-2-0107), ONR MURI, and NSF QLCI (award No. OMA-2120757). V.G. was supported by the US Army Research Office under Grant Number W911NF-23-1-0241.
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