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arXiv:2608.19314v1 [quant-ph] 19 Aug 2026

Proof of the hiding conjecture for Gaussian boson sampling with an arbitrary number of squeezed input modes

Laura Shou1, Alexey V. Gorshkov1,3, Victor Galitski1, Sarah H. Miller2 Address: 1Joint Quantum Institute, Department of Physics, NIST/University of Maryland, College Park, MD 20742, USA Address: 2Applied Research Laboratory for Intelligence and Security, University of Maryland, College Park, Maryland 20742, USA Address: 3Joint Center for Quantum Information and Computer Science, NIST/University of Maryland, College Park, MD, 20742, USA
Abstract.

Gaussian boson sampling (GBS) is a sampling task proposed to demonstrate quantum advantage. We consider Gaussian boson sampling on MM optical modes, with KK equally squeezed input modes and NN observed photon counts. We complete the proof of the hiding conjecture for Gaussian boson sampling with an arbitrary number of squeezers KK, which is a part of the argument for classical hardness of GBS. In particular, we show that for any KK and N=o(K)N=o(\sqrt{K}), the symmetric product MK1/2UNKUNKTMK^{-1/2}U_{NK}U_{NK}^{T}, for UNKU_{NK} the top left N×KN\times K submatrix of an M×MM\times M Haar random unitary UU, is close in total variation distance to both an N×NN\times N symmetric complex Gaussian matrix 𝐆\mathbf{G} with independent entries, and the symmetric product GGT/KGG^{T}/\sqrt{K} for GG an N×KN\times K 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 K=cMK=cM if c<1/2c<1/2. 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 MM single-mode squeezed vacuum states with squeezing parameters si0s_{i}\geq 0. For simplicity we take the first KK modes to have the same squeezing parameters si=s>0s_{i}=s>0, and the remaining MKM-K modes to have the vacuum state. The initial state is then inserted into an MM-mode passive linear optical network described by an M×MM\times M linear optical unitary UU (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 𝐧{0,1,2,}M\mathbf{n}\in\{0,1,2,\ldots\}^{M}, with total photon number N=i=1M𝐧iN=\sum_{i=1}^{M}\mathbf{n}_{i}. Let IKI_{K} be the M×MM\times M diagonal matrix whose first KK diagonal entries are 1s, while the rest are 0s. Consider the N×NN\times N submatrix (UIKUT)𝐧,𝐧(UI_{K}U^{T})_{\mathbf{n},\mathbf{n}} of the M×MM\times M matrix UIKUTUI_{K}U^{T} formed by taking the rows and columns corresponding to 11s in 𝐧\mathbf{n}. For collision-free outcomes 𝐧{0,1}M\mathbf{n}\in\{0,1\}^{M}, the probability of observing 𝐧\mathbf{n} is [HKS+17, KHS+19]

(1.1) 𝐏[𝐧]\displaystyle\mathbf{P}[\mathbf{n}] =tanhN(s)coshK(s)|Haf[(UIKUT)𝐧,𝐧]|2,\displaystyle=\frac{\tanh^{N}(s)}{\cosh^{K}(s)}|\operatorname{Haf}[(UI_{K}U^{T})_{\mathbf{n},\mathbf{n}}]|^{2},

where Haf[X]\operatorname{Haf}[X] denotes the hafnian of a symmetric matrix XX; letting N=2nN=2n, the hafnian is Haf[X]=π𝒫2(2n){i,j}πXij\operatorname{Haf}[X]=\sum_{\pi\in\mathcal{P}_{2}(2n)}\prod_{\{i,j\}\in\pi}X_{ij}, where 𝒫2(2n)\mathcal{P}_{2}(2n) is the set of all pairings (i.e. perfect matchings) of 2n2n elements. Conditioned on observing total photon number NN, the collision-free condition for Haar random UU occurs with high probability if N=o(M1/2)N=o(M^{1/2}) [AA13, DMV+22]. Since the average number of photons is N=Ksinh2s\langle N\rangle=K\sinh^{2}s, one takes the squeezing parameter ss to be small to ensure N=o(M1/2)\langle N\rangle=o(M^{1/2}).

M×MM\times M Haar random unitary UU 0000000000001111𝐧\mathbf{n} KK squeezed states MKM-K vacuum states
Figure 1. Illustration of Gaussian boson sampling experiment. KK single-mode squeezed states are inserted into an MM-mode linear optical network described by an M×MM\times M linear optical unitary UU. The output state is measured in the photon number basis, producing a random sample 𝐧{0,1,2,}M\mathbf{n}\in\{0,1,2,\ldots\}^{M} of photon counts. For collision-free outcomes, 𝐧{0,1}M\mathbf{n}\in\{0,1\}^{M}.

The argument that it is classically hard to generate samples 𝐧\mathbf{n} 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. (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. (2)

    A hiding conjecture, which essentially states that one can “hide” a random complex Gaussian matrix XX as a submatrix of UIKUTUI_{K}U^{T} in total variation distance (Conjecture 1). This would allow one to use a GBS oracle running UU to approximate |Haf(X)|2|\operatorname{Haf}(X)|^{2} in BPPNP\text{BPP}^{\text{NP}}.

We focus on the hiding conjecture (2). Previously, only special cases of KK were proved to satisfy the hiding property, namely in the sparse squeezer regime NK=o(M)NK=o(M) [AA13, DMV+22, SMG26], and the case K=MK=M [SMG26]. Here we prove the hiding conjecture for all other KK, 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 μ\mu and ν\nu on a measure space (E,)(E,\mathcal{E}) is

(1.2) dTV(μ,ν)\displaystyle d_{\mathrm{TV}}(\mu,\nu) supA|μ(A)ν(A)|.\displaystyle\equiv\sup_{A\in\mathcal{E}}|\mu(A)-\nu(A)|.

It also has the characterization

(1.3) dTV(μ,ν)\displaystyle d_{\mathrm{TV}}(\mu,\nu) =supf112f(𝑑μ𝑑ν).\displaystyle=\sup_{\|f\|_{\infty}\leq 1}\frac{1}{2}\int f\,(d\mu-d\nu).

If μ\mu and ν\nu have densities pp and qq with respect to a measure dλd\lambda on EE, then also

(1.4) dTV(μ,ν)\displaystyle d_{\mathrm{TV}}(\mu,\nu) =12E|p(x)q(x)|𝑑λ(x).\displaystyle=\frac{1}{2}\int_{E}|p(x)-q(x)|\,d\lambda(x).

For random variables ZZ and WW, we write dTV(Z,W)d_{\mathrm{TV}}(Z,W) to mean the total variation distance between their distributions (Z)\mathcal{L}(Z) and (W)\mathcal{L}(W).

For any coupling (X,Y)(X,Y) of (μ,ν)(\mu,\nu), i.e. random variables X,YX,Y such that XμX\sim\mu and YνY\sim\nu, there is the TVD coupling bound dTV(μ,ν)𝐏[XY]d_{\mathrm{TV}}(\mu,\nu)\leq\mathbf{P}[X\neq Y].

We will use the following probability distributions.

  • Let 𝒞𝒩(0,σ2)\mathcal{CN}(0,\sigma^{2}) denote the complex Gaussian distribution whose real and imaginary parts are independent Gaussians with mean 00 and variance σ2/2\sigma^{2}/2.

  • Let 𝒢Nsym\mathcal{G}_{N}^{\mathrm{sym}} denote the ensemble of N×NN\times N symmetric random matrices 𝐆\mathbf{G} with 𝒞𝒩(0,2)\mathcal{CN}(0,2) diagonal entries and 𝒞𝒩(0,1)\mathcal{CN}(0,1) off-diagonal entries, with all entries independent modulo the symmetry requirement. We will use bold font 𝐆\mathbf{G} only for 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}}.

  • Let 𝒢𝒢NKT\mathcal{G}\mathcal{G}^{T}_{NK} be the ensemble of N×NN\times N matrices GGT/KGG^{T}/\sqrt{K} where GG is an N×KN\times K matrix of iid standard complex Gaussian entries. The normalization is chosen so that GGT/KGG^{T}/\sqrt{K} has a nondegenerate limiting distribution as KK\to\infty. Note that since GG is complex, GGTGG^{T} is not Wishart.

  • Let M\mathcal{H}_{M} denote the Haar measure on the unitary group U(M)\mathrm{U}(M).

The hiding conjecture can be stated as follows [AA13, DMV+22, SMG26]:

Conjecture 1 (hiding in Gaussian boson sampling).

Let UNKU_{NK} be the top left N×KN\times K submatrix of an M×MM\times M Haar random unitary matrix, and let Z=ZN,KZ=Z_{N,K} be a matrix with distribution given by either 𝒢Nsym\mathcal{G}_{N}^{\mathrm{sym}} or 𝒢𝒢NKT\mathcal{G}\mathcal{G}^{T}_{NK}. Then for NKMN\leq K\leq M, there exist polynomials p,rp,r such that for any δ>0\delta>0 and Mp(N)/r(δ)M\geq p(N)/r(\delta), at least one of the choices of ZZ satisfies

(1.5) dTV(MK1/2UNKUNKT,Z)=O(δ),\displaystyle d_{\mathrm{TV}}(MK^{-1/2}U_{NK}U_{NK}^{T},Z)=O(\delta),

where dTV(,)d_{\mathrm{TV}}(\cdot,\cdot) denotes the total variation distance as defined in (1.2).

The sparse squeezer case N=K=o(M1/5)N=K=o(M^{1/5}) was observed [HKS+17, DMV+22] to follow from hiding in Fock boson sampling [AA13] with Z𝒢𝒢NKTZ\sim\mathcal{G}\mathcal{G}^{T}_{NK}. However, the non-sparse regime where KK is large is of most interest experimentally [ZWD+20, ZDQ+21, MLA+22, DGL+23, LSD+26]. Additionally, a large number of squeezers KK is favorable for the anticoncentration results of [EID+25b, EID+25a], which provide evidence for sampling hardness. In the large KMK\propto M regime, only the case K=MK=M was proved, with Z𝒢NsymZ\sim\mathcal{G}_{N}^{\mathrm{sym}}, using that in this case the matrix UNKUNKTU_{NK}U_{NK}^{T} 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 KK, where NKMN\leq K\leq M. This fully resolves Conjecture 1. Additionally, we prove TVD closeness of the distributions 𝒢Nsym\mathcal{G}_{N}^{\mathrm{sym}} and 𝒢𝒢NKT\mathcal{G}\mathcal{G}^{T}_{NK} in the regime N=o(K)N=o(\sqrt{K}), so that Conjecture 1 holds with either distribution in this regime.

Recall in the context of Gaussian boson sampling, MM is the number of modes, KK is the number of squeezed modes, and NN is the number of detected photons. While NN is even for Gaussian boson sampling, we do not require NN to be even in Theorems 1.1 and 1.2 below.

Theorem 1.1 (hiding in Gaussian boson sampling).

Let NKMN\leq K\leq M, let UNKU_{NK} be the top left N×KN\times K submatrix of an M×MM\times M Haar random unitary matrix UU, and let 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}}. Then as KK\to\infty,

(1.6) dTV(MK1/2UNKUNKT,𝐆)=O(NK),\displaystyle d_{\mathrm{TV}}(MK^{-1/2}U_{NK}U_{NK}^{T},\mathbf{G})=O\left(\frac{N}{\sqrt{K}}\right),

which is o(1)o(1) if N=o(K)N=o(\sqrt{K}).

Remark 1.1.
  1. (1)

    Theorem 1.1 combined with the sparse case result [SMG26, Theorem 1.5] for NK=o(M)NK=o(M) gives the full range of Conjecture 1 by choosing polynomials p,rp,r appropriately. For example:

    • For KMK\propto M, one can take Z𝒢NsymZ\sim\mathcal{G}_{N}^{\mathrm{sym}}, p(N)=N2p(N)=N^{2}, and r(δ)=cδ2r(\delta)=c\delta^{2} for sufficiently small cc, by Theorem 1.1.

    • For KM1/2K\leq M^{1/2}, one can take Z𝒢𝒢NKTZ\sim\mathcal{G}\mathcal{G}^{T}_{NK}, p(N)=N2+ϵp(N)=N^{2+\epsilon}, and r(δ)=cδ4r(\delta)=c\delta^{4} by the sparse result, rewritten as (3.1).

    • For any KM1/2K\geq M^{1/2}, one can take Z𝒢NsymZ\sim\mathcal{G}_{N}^{\mathrm{sym}}, p(N)=N4p(N)=N^{4}, and r(δ)=cδ4r(\delta)=c\delta^{4}, again by Theorem 1.1.

    In fact, using Theorem 1.2 below, we also obtain Conjecture 1 with a fixed distribution Z=GGT/K𝒢𝒢NKTZ=GG^{T}/\sqrt{K}\sim\mathcal{G}\mathcal{G}^{T}_{NK} and fixed polynomials p,rp,r, over any NKMN\leq K\leq M: For p(N)=N4p(N)=N^{4}, r(δ)=cδ4r(\delta)=c\delta^{4}, and any Mp(N)/r(δ)M\geq p(N)/r(\delta),

    (1.7) dTV(MK1/2UNKUNKT,GGT/K)=O(δ).\displaystyle d_{\mathrm{TV}}(MK^{-1/2}U_{NK}U_{NK}^{T},GG^{T}/\sqrt{K})=O(\delta).
  2. (2)

    In the main regime of interest KMK\propto M, the condition N=o(K)N=o(\sqrt{K}) becomes N=o(M)N=o(\sqrt{M}), which is the conjectured maximal submatrix size allowed [DMV+22]. As we will show in Theorem 1.2, in the regime N=o(K)N=o(\sqrt{K}), TVD closeness in (1.5) actually holds with either distribution Z𝒢NsymZ\sim\mathcal{G}_{N}^{\mathrm{sym}} or 𝒢𝒢NKT\mathcal{G}\mathcal{G}^{T}_{NK}.

  3. (3)

    The proof of Theorem 1.1 relies on relating the K<MK<M case to the K=MK=M case. One could alternatively write down the density formula for UNKUNKTU_{NK}U_{NK}^{T} 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 GG be an N×KN\times K matrix of iid standard complex Gaussians. Combining Theorem 1.1 with TVD closeness of MUNKUNKTMU_{NK}U_{NK}^{T} to GGTGG^{T} in a “sparse squeezer” regime with NKN\leq K and NK=o(M)NK=o(M) [SMG26], we will obtain

Theorem 1.2 (GGTGG^{T} vs 𝒢Nsym\mathcal{G}_{N}^{\mathrm{sym}}).

Let GG be an N×KN\times K matrix of iid standard complex Gaussians, and let 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}}. Then as KK\to\infty,

(1.8) dTV(GGT/K,𝐆)=O(NK),\displaystyle d_{\mathrm{TV}}(GG^{T}/\sqrt{K},\mathbf{G})=O\left(\frac{N}{\sqrt{K}}\right),

which is o(1)o(1) if N=o(K)N=o(\sqrt{K}).

This implies that when N=o(K)N=o(\sqrt{K}), it does not matter whether we use GGTGG^{T} or 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}} as the target Gaussian-type distribution in the hiding statement. We note that the matrices 𝐆\mathbf{G} 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 𝐆\mathbf{G} than to GGTGG^{T}.

Remark 1.2.

The N=o(K)N=o(\sqrt{K}) condition differs from the Θ(K1/3)\Theta(K^{1/3}) transition for GOE (Gaussian Orthogonal Ensemble) behavior of Wishart matrices with KK degrees of freedom [BDER16, JL15, RR19]. It remains to locate the precise location of the transition in this case.

The TVD hiding property Theorem 1.1 demonstrates it is possible to “hide” a Gaussian matrix 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}} as a random instance of MK1/2(UIKUT)S,SMK^{-1/2}(UI_{K}U^{T})_{S,S} for UU a Haar random unitary matrix and SS a random size NN subset of {1,,M}\{1,\ldots,M\}, up to small TVD error. However, for the usual classical hardness argument, given 𝐆\mathbf{G}, we need to generate an instance of such a random UU and SS^{*} efficiently. The instance-generating procedure for Fock boson sampling uses a rejection sampling method based on the density bound f~(Z)(1+o(1))g~(Z)\tilde{f}(Z)\leq(1+o(1))\tilde{g}(Z), where f~\tilde{f} is the unitary submatrix density and g~\tilde{g} the Gaussian density [AA13, Lemma 5.7]. However, we show that such a pointwise density bound cannot hold for Gaussian boson sampling with K=αMK=\alpha M, 0<α<1/20<\alpha<1/2.

Proposition 1.3 (no density ratio bound).

Let K4K\geq 4, KNK\geq N, and N+KMN+K\leq M. Denote by UNKU_{NK} the top left N×KN\times K submatrix of an M×MM\times M Haar random unitary matrix UU, and let 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}}. Let ff be the density function of MK1/2UNKUNKTMK^{-1/2}U_{NK}U_{NK}^{T} (if it exists) and gg be the density function of 𝐆\mathbf{G} over the space of N×NN\times N complex symmetric matrices11 1 We view this as the space spanned by the upper triangular matrix elements. Then for K=αMK=\alpha M, 0<α<1/20<\alpha<1/2, and any NKN\leq K, either the density function doesn’t exist, or

(1.9) esssupZf(Z)g(Z)Ωα(ecαM),\displaystyle\operatorname{ess\,sup}_{Z}\frac{f(Z)}{g(Z)}\geq\Omega_{\alpha}(e^{c_{\alpha}M}),

for a constant cα>0c_{\alpha}>0 and where Ωα\Omega_{\alpha} indicates the implicit constant may also depend on α\alpha.

In particular, consider a sequence of K=K(M),N=N(M)K=K(M),N=N(M) with α=α(M)=K(M)/M\alpha=\alpha(M)=K(M)/M bounded in [η,1/2η][\eta,1/2-\eta] for some η>0\eta>0, and let fM,K,N,gM,K,Nf_{M,K,N},g_{M,K,N} denote the density functions as above if they exist. Then

(1.10) lim infMesssupZfM,K,N(Z)gM,K,N(Z)=+.\displaystyle\liminf_{M\to\infty}\operatorname{ess\,sup}_{Z}\frac{f_{M,K,N}(Z)}{g_{M,K,N}(Z)}=+\infty.
Remark 1.3.

This result is perhaps counterintuitive, since intuitively, smaller KMK\propto M should not make the submatrix UNKUNKTU_{NK}U_{NK}^{T} look less Gaussian than the K=MK=M case, which sees the full orthonormality requirements of UU. In the K=MK=M case, the bound f(Z)(1+o(1))g(Z)f(Z)\leq(1+o(1))g(Z) holds [SMG26] for N=o(K1/3)N=o(K^{1/3}). 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 KK where MK1/2UNKUNKTMK^{-1/2}U_{NK}U_{NK}^{T} 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 f(Z)(1+δ)g(Z)f(Z)\leq(1+\delta)g(Z), to generate instances of unitaries UU with 𝐆\mathbf{G} hidden as an instance of MK1/2(UIKUT)S,SMK^{-1/2}(UI_{K}U^{T})_{S^{*},S^{*}} when K<M/2K<M/2. One could perhaps try to prove the required density bound for K>M/2K>M/2 (we know it at least holds for K=MK=M and N=o(K1/3)N=o(K^{1/3})), or try to truncate the distribution 𝐆\mathbf{G} 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 UU and approximately uniform locations SS to hide 𝐆\mathbf{G}, 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 (|GHE|±2|\mathrm{GHE}|_{\pm}^{2}).

Let N2N\in 2\mathbb{N}. Given as input a matrix X𝒢NsymX\sim\mathcal{G}_{N}^{\mathrm{sym}}, together with error bounds ε,δ>0\varepsilon,\delta>0, estimate |Haf(X)|2|\operatorname{Haf}(X)|^{2} to within additive error ±ε𝐄|Haf(X)|2\pm\varepsilon\cdot\mathbf{E}|\operatorname{Haf}(X)|^{2} with probability at least 1δ1-\delta over XX and the algorithm’s randomness in poly(N,1/ε,1/δ)\operatorname{poly}(N,1/\varepsilon,1/\delta) time.

For X𝒢NsymX\sim\mathcal{G}_{N}^{\mathrm{sym}}, one can use independence of entries above the diagonal to quickly calculate that

(1.11) 𝐄|Haf(X)|2\displaystyle\mathbf{E}|\operatorname{Haf}(X)|^{2} =(N1)!!=N!(N/2)!2N/22NN/2eN/2.\displaystyle=(N-1)!!=\frac{N!}{(N/2)!2^{N/2}}\sim\frac{\sqrt{2}N^{N/2}}{e^{N/2}}.

As is usual [AA13, §2], it will be understood that all entries of XX are rounded to polynomially many bits of precision; here we allow poly(M,1/δ,1/ε)\operatorname{poly}(M,1/\delta,1/\varepsilon) 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 UU by finite-precision descriptions v=vξv=v_{\xi}, and also (UIKUT)S,S(UI_{K}U^{T})_{S,S} by an efficiently computable finite-precision matrix Z^\hat{Z}, 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 KK. 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 FBPPNP\text{FBPP}^{\text{NP}} means FBPP with access to an NP oracle.

Theorem 1.4 (main hardness result).

Let the probability distribution 𝒟A\mathcal{D}_{A} be the output of a Gaussian boson sampling experiment A=A(v,K,s)A=A(v,K,s), for vv a finite-precision description of a linear optical unitary U=U(v)U=U(v), and K,sK,s input squeezing parameters. Suppose there exists a classical algorithm CC which is able to approximately sample from limited instances of AA, say for each MM\in\mathbb{N}, only those with K=K(M)K=K(M) equally squeezed input modes for some given22 2 We assume the sequence K(M)K(M) is efficiently computable. sequence K(M)K(M) with M=O(poly(K(M)))M=O(\operatorname{poly}(K(M))), and all small squeezing parameters s=O(K1/4)s=O(K^{-1/4}). More precisely, the algorithm CC takes as input a description of such AA as well as an error bound ε\varepsilon, and samples from a probability distribution 𝒟A\mathcal{D}^{\prime}_{A} such that 𝒟A𝒟ATVε\|\mathcal{D}^{\prime}_{A}-\mathcal{D}_{A}\|_{\mathrm{TV}}\leq\varepsilon in poly(|A|,1/ε)\operatorname{poly}(|A|,1/\varepsilon) time, where |A||A| 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 AA are rounded to poly(M,1/δ,1/ε)\operatorname{poly}(M,1/\delta,1/\varepsilon) bits of precision. of AA. Then under the finite-precision implementation Assumption 1, the problem |GHE|±2|\mathrm{GHE}|_{\pm}^{2} is solvable in FBPPNP\text{FBPP}^{\text{NP}}. In other words, if we treat CC as a black box, then |GHE|±2FBPPNPC|\mathrm{GHE}|_{\pm}^{2}\in\text{FBPP}^{\text{NP}^{C}}.

Conjecture 2.

|GHE|±2|\mathrm{GHE}|_{\pm}^{2} is #P-hard, in the sense that if 𝒪\mathcal{O} is any oracle that solves |GHE|±2|\mathrm{GHE}|_{\pm}^{2}, then P#PBPP𝒪\text{P}^{\#\text{P}}\subseteq\text{BPP}^{\mathcal{O}}.

Conjecture 2 is analogous to the conjecture for additive approximation of squared permanents of complex matrices, |GPE|±2|\mathrm{GPE}|_{\pm}^{2}, being #P-hard [AA13]. Note that in the formulation of |GHE|±2|\mathrm{GHE}|_{\pm}^{2} here as well as in |GPE|±2|\mathrm{GPE}|_{\pm}^{2}, the additive error size is ε\varepsilon times the average value of the quantity to estimate (|Haf(X)|2|\operatorname{Haf}(X)|^{2} here, |Per(X)|2|\operatorname{Per}(X)|^{2} for |GPE|±2|\mathrm{GPE}|_{\pm}^{2}). This makes Problem 1 the natural hafnian analogue of |GPE|±2|\mathrm{GPE}|_{\pm}^{2} from [AA13] (previous hafnian hardness problems in the context of GBS used the more complicated matrix XXTXX^{T} for XX an N×KN\times K 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 CC 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 C,cC,c may change from line to line throughout the paper.

  • In Section 2, we prove a simpler version of the hiding property Theorem 1.1, though which holds only for N=o(K1/3)N=o(K^{1/3}) in general. This proof is less technical, and is enough to perform the subsequent hardness reduction. The extension to N=o(K)N=o(\sqrt{K}) is proved in Appendix A.

  • In Section 3, we prove Theorem 1.2 on 𝒢Nsym\mathcal{G}_{N}^{\mathrm{sym}} vs 𝒢𝒢NKT\mathcal{G}\mathcal{G}^{T}_{NK}.

  • In Section 4, we prove the hardness reduction Theorem 1.4.

  • In Section 5, we prove Proposition 1.3 on the lack of a density ratio bound for K=αMK=\alpha M, 0<α<1/20<\alpha<1/2.

  • In Appendix A, we prove the full Theorem 1.1 up to submatrix size N=o(K)N=o(\sqrt{K}).

2. Proof of N=o(K1/3)N=o(K^{1/3}) TVD hiding

In this section we prove a weaker version of Theorem 1.1; namely,

Proposition 2.1 (hiding for N=o(K1/3)N=o(K^{1/3})).

Let NKMN\leq K\leq M, let UNKU_{NK} be the top left N×KN\times K submatrix of an M×MM\times M Haar random unitary matrix UU, and let 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}}. Then as KK\to\infty,

(2.1) dTV(MK1/2UNKUNKT,𝐆)\displaystyle d_{\mathrm{TV}}(MK^{-1/2}U_{NK}U_{NK}^{T},\mathbf{G}) =O(N3K),\displaystyle=O\left(\sqrt{\frac{N^{3}}{K}}\right),

which is o(1)o(1) if N=o(K1/3)N=o(K^{1/3}).

This is strictly weaker than the bound and N=o(K1/2)N=o(K^{1/2}) 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 N=o(M1/5)N=o(M^{1/5}); 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 N3=O(K)N^{3}=O(K); otherwise the bound is trivial. Let 𝒱\mathcal{V} be the span of the last MKM-K columns of UU. The main idea is the following: The first KK columns of UU form an orthonormal basis for 𝒱\mathcal{V}^{\perp}, and conditioned on 𝒱\mathcal{V} they form a Haar random basis for 𝒱\mathcal{V}^{\perp} [Mec19, §1.2]. Since 𝒱\mathcal{V}^{\perp} has dimension KK, this can be used to relate the distribution of UNKUNKTU_{NK}U_{NK}^{T} to the distribution of a matrix transformation of WNKWNKTW_{NK}W_{NK}^{T}, where WW is a K×KK\times K Haar random unitary [Eq. (2.2)]. The matrix WW can be thought of as acting as the source of randomness for the random basis of 𝒱\mathcal{V}^{\perp}. The distribution of WNKWNKTW_{NK}W_{NK}^{T} is the setting considered in [SMG26], and so it will be possible to obtain Theorem 1.1 for K<MK<M by reducing to the hiding case with K=MK=M proved there.

We start with the first part, on relating the distribution of UNKUNKTU_{NK}U_{NK}^{T} to one involving WNKWNKTW_{NK}W_{NK}^{T} for WW a K×KK\times K Haar random unitary.

Lemma 2.2.

Let UU be an M×MM\times M Haar random matrix, and let UNKU_{NK} be its top left N×KN\times K submatrix with NKN\leq K. Denote by VV the M×(MK)M\times(M-K) matrix consisting of the last MKM-K columns of UU, and define the N×NN\times N matrix P0:=INENVVENP_{0}:=I_{N}-E_{N}VV^{\dagger}E_{N}^{\dagger}, for EN=(IN 0MN)E_{N}=(I_{N}\;0_{M-N}). Then

(2.2) UNK=𝑑P01/2WNK, and UNKUNKT=𝑑P01/2WNKWNKT(P01/2)T,\displaystyle U_{NK}\overset{d}{=}P_{0}^{1/2}W_{NK},\quad\text{ and }\quad U_{NK}U_{NK}^{T}\overset{d}{=}P_{0}^{1/2}W_{NK}W_{NK}^{T}(P_{0}^{1/2})^{T},

for WW an independent K×KK\times K Haar random unitary and WNKW_{NK} its top N×KN\times K submatrix.

Proof.

Let 𝒱\mathcal{V} be the span of the last MKM-K columns of UU. Let A0A_{0} be an M×KM\times K matrix whose columns form an orthonormal basis for 𝒱\mathcal{V}^{\perp}, and let WW be an independent K×KK\times K Haar random unitary. Conditioned on 𝒱\mathcal{V}, we have

(2.3) UNK=𝑑ENA0W,\displaystyle U_{NK}\overset{d}{=}E_{N}A_{0}W,

for EN=(IN 0MN)E_{N}=(I_{N}\;0_{M-N}). Since the distribution of WW is invariant under unitary rotations, we would like to pass the ENE_{N} through to WW (so that we can consider WNKW_{NK}), but A0A_{0} is rectangle-shaped so we have to do some manipulation.

Note that A0A0=IMVVA_{0}A_{0}^{\dagger}=I_{M}-VV^{\dagger} the projection onto 𝒱\mathcal{V}^{\perp}, and so (ENA0)(ENA0)=INENVVEN=P0(E_{N}A_{0})(E_{N}A_{0})^{\dagger}=I_{N}-E_{N}VV^{\dagger}E_{N}^{\dagger}=P_{0}. We can do polar decomposition (or SVD) to obtain ENA0=P01/2RE_{N}A_{0}=P_{0}^{1/2}R, for RR an N×KN\times K semiunitary matrix;44 4 In general, RR need not be unique. However, in this case one can show P0P_{0} is invertible almost surely (a.s.) since NKN\leq K, so RR is unique a.s. To see this, let AA be the M×KM\times K matrix consisting of the first KK columns of UU, so P0=(ENA)(ENA)P_{0}=(E_{N}A)(E_{N}A)^{\dagger}. For ZZ an M×KM\times K matrix of iid standard complex Gaussians, we have ENA=𝑑ENZ(ZZ)1/2E_{N}A\overset{d}{=}E_{N}Z(Z^{\dagger}Z)^{-1/2} [Mec19, §1.2]. Note that ZZ has rank KK a.s. (the probability of the next column being in the span of the previous columns is 0), so rankZZ=rankZ=K\operatorname{rank}Z^{\dagger}Z=\operatorname{rank}Z=K and ZZZ^{\dagger}Z is invertible a.s. The matrix ENZE_{N}Z is an N×KN\times K matrix of iid standard complex Gaussians, so has rank NN a.s. Thus rank[(ENA)(ENA)]=rank(ENA)=N\operatorname{rank}[(E_{N}A)(E_{N}A)^{\dagger}]=\operatorname{rank}(E_{N}A)=N a.s., so P0P_{0} is invertible a.s. i.e. RR=INRR^{\dagger}=I_{N} and the rows of RR are orthonormal. Then we can extend the rows of RR to a full orthonormal basis of K\mathbb{C}^{K}, which will be given by the rows of a K×KK\times K unitary ξ\xi (independent of WW), with R=(IN 0KN)ξR=(I_{N}\;0_{K-N})\xi. Since WW is invariant under unitary multiplication, and ξ\xi is independent of WW, conditioned on 𝒱\mathcal{V} we get

UNK\displaystyle U_{NK} =𝑑ENA0W=P01/2(IN 0KN)ξW\displaystyle\overset{d}{=}E_{N}A_{0}W=P_{0}^{1/2}(I_{N}\;0_{K-N})\xi W
(2.4) =𝑑P01/2(IN 0KN)W=P01/2WNK,\displaystyle\overset{d}{=}P_{0}^{1/2}(I_{N}\;0_{K-N})W=P_{0}^{1/2}W_{NK},

where WNKW_{NK} is the top N×KN\times K submatrix of the K×KK\times K unitary WW. Thus we obtain (2.2). ∎

Proof of Proposition 2.1.

By Lemma 2.2, the distribution of UNKUNKTU_{NK}U_{NK}^{T} is the same as the distribution of P01/2WNKWNKT(P01/2)TP_{0}^{1/2}W_{NK}W_{NK}^{T}(P_{0}^{1/2})^{T}, where P0P_{0} is defined as in the lemma and WW is an independent K×KK\times K Haar random unitary matrix. By [SMG26], since WNKW_{NK} is the N×KN\times K submatrix for a K×KK\times K Haar unitary matrix, then for 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}} and N=O(K)N=O(\sqrt{K}),

(2.5) dTV(KWNKWNKT,𝐆)O(N/K).\displaystyle d_{\mathrm{TV}}(\sqrt{K}W_{NK}W_{NK}^{T},\mathbf{G})\leq O(N/\sqrt{K}).

Letting Q:=(MK1P0)1/2Q:=(MK^{-1}P_{0})^{1/2}, which is independent of 𝐆\mathbf{G} and WW, we can then write

dTV(MK1/2UNKUNKT,𝐆)\displaystyle d_{\mathrm{TV}}(MK^{-1/2}U_{NK}U_{NK}^{T},\mathbf{G}) dTV(QKWNKWNKTQT,Q𝐆QT)+dTV(Q𝐆QT,𝐆)\displaystyle\leq d_{\mathrm{TV}}(Q\sqrt{K}W_{NK}W_{NK}^{T}Q^{T},Q\mathbf{G}Q^{T})+d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G})
(2.6) O(N/K)+dTV(Q𝐆QT,𝐆).\displaystyle\leq O(N/\sqrt{K})+d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G}).

So to prove the theorem it suffices to bound dTV(Q𝐆QT,𝐆)d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G}). To do this, we will show that QQ is typically close to the identity, which will make the TVD small.

For fixed Q=qQ=q (e.g. conditioned on VV), both of the involved distributions q𝐆qTq\mathbf{G}q^{T} and 𝐆\mathbf{G} have explicit Gaussian densities, so we can directly estimate the TVD. For fixed invertible qq, the density of q𝐆qTq\mathbf{G}q^{T} over the space of N×NN\times N symmetric complex matrices is calculated by change of variables55 5 The map XqXqTX\mapsto qXq^{T} is linear, and can be expressed as (qq)vec(X)vec(qXqT)(q\otimes q)\operatorname{vec}(X)\equiv\operatorname{vec}(qXq^{T}), where vec(X)\operatorname{vec}(X) is the vectorization of XX formed by stacking columns of XX. To calculate the Jacobian of the map XqXqTX\mapsto qXq^{T}, if qq is diagonalizable with eigenpairs {(λi,|ui)}i=1N\{(\lambda_{i},|u_{i}\rangle)\}_{i=1}^{N}, take the eigenbasis uiujT+ujuiT=|uiu¯j|+|uju¯i|u_{i}u_{j}^{T}+u_{j}u_{i}^{T}=|u_{i}\rangle\langle\bar{u}_{j}|+|u_{j}\rangle\langle\bar{u}_{i}| for iji\leq j of the transformation XqXqTX\mapsto qXq^{T}, which gives (complex) Jacobian ijλiλj=(detq)N+1\prod_{i\leq j}\lambda_{i}\lambda_{j}=(\det q)^{N+1} and (real) Jacobian |detq|2(N+1)|\det q|^{2(N+1)}. from 𝐆\mathbf{G} to be

(2.7) fq(Z)=cN|detq|2(N+1)e12Trq¯1Z(q1)q1Z(q1)T,\displaystyle f_{q}(Z)=c_{N}|\det q|^{-2(N+1)}e^{-\frac{1}{2}\operatorname{Tr}\bar{q}^{-1}Z^{\dagger}(q^{-1})^{\dagger}q^{-1}Z(q^{-1})^{T}},

where cN=2NπN(N+1)/2c_{N}=2^{-N}\pi^{-N(N+1)/2} is the normalization constant for the density cNe12TrZZc_{N}e^{-\frac{1}{2}\operatorname{Tr}Z^{\dagger}Z} of 𝐆\mathbf{G}.

Total variation distance can be bounded using the Kullback–Leibler (KL) divergence, or relative entropy, via Pinsker’s inequality,

(2.8) dTV(X,Y)\displaystyle d_{\mathrm{TV}}(X,Y) 12DKL(X||Y),\displaystyle\leq\sqrt{\frac{1}{2}D_{\mathrm{KL}}(X||Y)},

where the KL divergence is DKL(X||Y):=f(x)logf(x)g(x)dxD_{\mathrm{KL}}(X||Y):=\int f(x)\log\frac{f(x)}{g(x)}\,dx for ff and gg the respective density functions for XX and YY.

For fixed invertible qq, letting s=qqs=q^{\dagger}q, the KL divergence for q𝐆qTq\mathbf{G}q^{T} and 𝐆\mathbf{G} is

DKL(q𝐆qT||𝐆)\displaystyle D_{\mathrm{KL}}(q\mathbf{G}q^{T}||\mathbf{G}) =𝐄Zq𝐆qT[log|detq|2(N+1)12Trq¯1Z(q1)q1Z(q1)T+12TrZZ]\displaystyle=\mathbf{E}_{Z\sim q\mathbf{G}q^{T}}[\log|\det q|^{-2(N+1)}-\frac{1}{2}\operatorname{Tr}\bar{q}^{-1}Z^{\dagger}(q^{-1})^{\dagger}q^{-1}Z(q^{-1})^{T}+\frac{1}{2}\operatorname{Tr}Z^{\dagger}Z]
(2.9) =(N+1)logdets12[N2+N]+12[(Trs)2+Tr(s2)],\displaystyle=-(N+1)\log\det s-\frac{1}{2}[N^{2}+N]+\frac{1}{2}[(\operatorname{Tr}s)^{2}+\operatorname{Tr}(s^{2})],

using e.g. 𝐄Y𝒢Nsym[Tr(YsYsT)]=(Trs)2+Tr(s2)\mathbf{E}_{Y\sim\mathcal{G}_{N}^{\mathrm{sym}}}[\operatorname{Tr}(Y^{\dagger}sYs^{T})]=(\operatorname{Tr}s)^{2}+\operatorname{Tr}(s^{2}) by direct expansion of the trace. Write s=qq=IN+δs=q^{\dagger}q=I_{N}+\delta. (We will later show that, for random QQ, δ\delta is small with high probability, so ss is typically a small perturbation of the identity.) Expand

DKL(q𝐆qT||𝐆)\displaystyle D_{\mathrm{KL}}(q\mathbf{G}q^{T}||\mathbf{G}) =(N+1)logdet(IN+δ)12[N2+N]+12[N2+2NTrδ+(Trδ)2+N+2Trδ+Tr(δ2)]\displaystyle=-(N+1)\log\det(I_{N}+\delta)-\frac{1}{2}[N^{2}+N]+\frac{1}{2}[N^{2}+2N\operatorname{Tr}\delta+(\operatorname{Tr}\delta)^{2}+N+2\operatorname{Tr}\delta+\operatorname{Tr}(\delta^{2})]
=(N+1)[TrδTrlog(IN+δ)]+12(Trδ)2+12Tr(δ2)\displaystyle=(N+1)[\operatorname{Tr}\delta-\operatorname{Tr}\log(I_{N}+\delta)]+\frac{1}{2}(\operatorname{Tr}\delta)^{2}+\frac{1}{2}\operatorname{Tr}(\delta^{2})
(2.10) (N+3/2)Tr(δ2)+12(Trδ)2, if δ1/2,\displaystyle\leq(N+3/2)\operatorname{Tr}(\delta^{2})+\frac{1}{2}(\operatorname{Tr}\delta)^{2},\quad\text{ if }\|\delta\|\leq 1/2,

using xlog(1+x)x2x-\log(1+x)\leq x^{2} for 1/2x-1/2\leq x.

Now we return to random P0P_{0} and Q=(MK1P0)1/2Q=(MK^{-1}P_{0})^{1/2}. Let ENV=:vE_{N}V=:v be the top right N×(MK)N\times(M-K) submatrix of UU. We will show that S=QQ=MK1(INvv)S=Q^{\dagger}Q=MK^{-1}(I_{N}-vv^{\dagger}) is typically a small perturbation of the identity. Letting L:=MKL:=M-K for notational convenience, then

S=MKINMKvv\displaystyle S=\frac{M}{K}I_{N}-\frac{M}{K}vv^{\dagger} =IN+LKINMKvv.\displaystyle=I_{N}+\frac{L}{K}I_{N}-\frac{M}{K}vv^{\dagger}.

Then δ=LKINMKvv\delta=\frac{L}{K}I_{N}-\frac{M}{K}vv^{\dagger}, and so Trδ=LNKMKTr(vv)\operatorname{Tr}\delta=\frac{LN}{K}-\frac{M}{K}\operatorname{Tr}(vv^{\dagger}), and δ2=L2K2IN2LMK2vv+M2K2vvvv\delta^{2}=\frac{L^{2}}{K^{2}}I_{N}-\frac{2LM}{K^{2}}vv^{\dagger}+\frac{M^{2}}{K^{2}}vv^{\dagger}vv^{\dagger}. Taking the expectation over the Haar random unitary UU, we see that 𝐄Trδ=0\mathbf{E}\operatorname{Tr}\delta=0 since 𝐄Tr(vv)=LNM\mathbf{E}\operatorname{Tr}(vv^{\dagger})=\frac{LN}{M}. Also, using Weingarten calculus, see e.g. [CS06, Col03],

𝐄(Tr(vv))2=i,k=1Nj,=1L𝐄|vij|2|vk|2\displaystyle\mathbf{E}(\operatorname{Tr}(vv^{\dagger}))^{2}=\sum_{i,k=1}^{N}\sum_{j,\ell=1}^{L}\mathbf{E}|v_{ij}|^{2}|v_{k\ell}|^{2} =i,k=1Nj,=1L1M21[1+δikδj]1M(M21)[δj+δik]\displaystyle=\sum_{i,k=1}^{N}\sum_{j,\ell=1}^{L}\frac{1}{M^{2}-1}[1+\delta_{ik}\delta_{j\ell}]-\frac{1}{M(M^{2}-1)}[\delta_{j\ell}+\delta_{ik}]
(2.11) =N2L2+NLM21N2L+NL2M(M21),\displaystyle=\frac{N^{2}L^{2}+NL}{M^{2}-1}-\frac{N^{2}L+NL^{2}}{M(M^{2}-1)},

and

𝐄Tr(vvvv)=x,y=1Ni,j=1L𝐄[vxivyjv¯xjv¯yi]\displaystyle\mathbf{E}\operatorname{Tr}(vv^{\dagger}vv^{\dagger})=\sum_{x,y=1}^{N}\sum_{i,j=1}^{L}\mathbf{E}[v_{xi}v_{yj}\bar{v}_{xj}\bar{v}_{yi}] =x,y=1Ni,j=1L1M21[δij+δxy]1M(M21)[1+δxyδij]\displaystyle=\sum_{x,y=1}^{N}\sum_{i,j=1}^{L}\frac{1}{M^{2}-1}[\delta_{ij}+\delta_{xy}]-\frac{1}{M(M^{2}-1)}[1+\delta_{xy}\delta_{ij}]
(2.12) =N2L+NL2M21N2L2+NLM(M21).\displaystyle=\frac{N^{2}L+NL^{2}}{M^{2}-1}-\frac{N^{2}L^{2}+NL}{M(M^{2}-1)}.

Then

𝐄(Trδ)2\displaystyle\mathbf{E}(\operatorname{Tr}\delta)^{2} =L2N2K22LMNK2𝐄Tr(vv)+M2K2𝐄(Tr(vv))2\displaystyle=\frac{L^{2}N^{2}}{K^{2}}-\frac{2LMN}{K^{2}}\mathbf{E}\operatorname{Tr}(vv^{\dagger})+\frac{M^{2}}{K^{2}}\mathbf{E}(\operatorname{Tr}(vv^{\dagger}))^{2}
(2.13) =LN(MN)K(M21)=O(LNKM),\displaystyle=\frac{LN(M-N)}{K(M^{2}-1)}=O\left(\frac{LN}{KM}\right),
𝐄Tr(δ2)\displaystyle\mathbf{E}\operatorname{Tr}(\delta^{2}) =L2NK22LMK2𝐄Tr(vv)+M2K2𝐄Tr(vvvv)\displaystyle=\frac{L^{2}N}{K^{2}}-\frac{2LM}{K^{2}}\mathbf{E}\operatorname{Tr}(vv^{\dagger})+\frac{M^{2}}{K^{2}}\mathbf{E}\operatorname{Tr}(vv^{\dagger}vv^{\dagger})
(2.14) =LN(MN1)K(M21)=O(LN2KM).\displaystyle=\frac{LN(MN-1)}{K(M^{2}-1)}=O\left(\frac{LN^{2}}{KM}\right).

This also implies

(2.15) 𝐏[δ>1/2]\displaystyle\mathbf{P}[\|\delta\|>1/2] 4𝐄Tr(δ2)=O(LN2KM).\displaystyle\leq 4\mathbf{E}\operatorname{Tr}(\delta^{2})=O\left(\frac{LN^{2}}{KM}\right).

Returning to random QQ, in order to invoke (2.10), we need to ensure δ1/2\|\delta\|\leq 1/2, which occurs with probability at least 1O(N2/K)1-O(N^{2}/K) by (2.15). For handling the event δ>1/2\|\delta\|>1/2, we want to go back to TVD since it is bounded, while KL-divergence need not be. Let δ(q):=qqIN\delta(q):=q^{\dagger}q-I_{N}. Define a random variable Q~\tilde{Q} via

Q~={Q,δ(Q)1/2I,otherwise;\displaystyle\tilde{Q}=\begin{cases}Q,&\|\delta(Q)\|\leq 1/2\\ I,&\text{otherwise}\end{cases};

then dTV(Q,Q~)𝐏[QQ~]=𝐏[δ(Q)>1/2]d_{\mathrm{TV}}(Q,\tilde{Q})\leq\mathbf{P}[Q\neq\tilde{Q}]=\mathbf{P}[\|\delta(Q)\|>1/2]. Since Q~Q~=IN+δ(Q~)\tilde{Q}^{\dagger}\tilde{Q}=I_{N}+\delta(\tilde{Q}) and δ(Q~)=δ(Q)𝟏δ(Q)1/2\delta(\tilde{Q})=\delta(Q)\mathbf{1}_{\|\delta(Q)\|\leq 1/2}, then

(2.16) 𝐄Q~[(Trδ)2]𝐄Q[(Trδ)2]=O(LNKM),𝐄Q~[Tr(δ2)]𝐄Q[Tr(δ2)]=O(LN2KM).\displaystyle\begin{aligned} \mathbf{E}_{\tilde{Q}}[(\operatorname{Tr}\delta)^{2}]&\leq\mathbf{E}_{Q}[(\operatorname{Tr}\delta)^{2}]=O\left(\frac{LN}{KM}\right),\\ \mathbf{E}_{\tilde{Q}}[\operatorname{Tr}(\delta^{2})]&\leq\mathbf{E}_{Q}[\operatorname{Tr}(\delta^{2})]=O\left(\frac{LN^{2}}{KM}\right).\end{aligned}

We then estimate

dTV(Q𝐆QT,𝐆)\displaystyle d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G}) dTV(Q𝐆QT,Q~𝐆Q~T)+dTV(Q~𝐆Q~T,𝐆)\displaystyle\leq d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\tilde{Q}\mathbf{G}\tilde{Q}^{T})+d_{\mathrm{TV}}(\tilde{Q}\mathbf{G}\tilde{Q}^{T},\mathbf{G})
(2.17) 𝐏[δ(Q)>1/2]+12DKL(Q~𝐆Q~T||𝐆).\displaystyle\leq\mathbf{P}[\|\delta(Q)\|>1/2]+\sqrt{\frac{1}{2}D_{\mathrm{KL}}(\tilde{Q}\mathbf{G}\tilde{Q}^{T}||\mathbf{G})}.

For any Q~\tilde{Q} which is independent of 𝐆\mathbf{G}, the density of Y=Q~𝐆Q~TY=\tilde{Q}\mathbf{G}\tilde{Q}^{T} can be directly seen to be 𝐄Q~[fQ~(Z)]\mathbf{E}_{\tilde{Q}}[f_{\tilde{Q}}(Z)]. Thus using Jensen’s inequality with xxlogxx\mapsto x\log x convex, and that DKL(q~𝐆q~T||𝐆)D_{\mathrm{KL}}(\tilde{q}\mathbf{G}\tilde{q}^{T}||\mathbf{G}) is bounded for example via (2.10),

DKL(Q~𝐆Q~T||𝐆)\displaystyle D_{\mathrm{KL}}(\tilde{Q}\mathbf{G}\tilde{Q}^{T}||\mathbf{G}) =𝐄Q~[fQ~(Z)]g(Z)log[𝐄Q~[fQ~(Z)]g(Z)]g(Z)𝑑Z\displaystyle=\int\frac{\mathbf{E}_{\tilde{Q}}[f_{\tilde{Q}}(Z)]}{g(Z)}\log\left[\frac{\mathbf{E}_{\tilde{Q}}[f_{\tilde{Q}}(Z)]}{g(Z)}\right]g(Z)\,dZ
𝐄Q~[fQ~(Z)g(Z)log[fQ~(Z)g(Z)]]g(Z)𝑑Z\displaystyle\leq\int\mathbf{E}_{\tilde{Q}}\left[\frac{f_{\tilde{Q}}(Z)}{g(Z)}\log\left[\frac{f_{\tilde{Q}}(Z)}{g(Z)}\right]\right]g(Z)\,dZ
(2.18) =𝐄qQ~[DKL(q𝐆qT||𝐆)].\displaystyle=\mathbf{E}_{q\sim{\tilde{Q}}}[D_{\mathrm{KL}}(q\mathbf{G}q^{T}||\mathbf{G})].

Using that Q~\tilde{Q} is invertible and δ(Q~)1/2\|\delta(\tilde{Q})\|\leq 1/2 by construction, (2.10) and (2.16) then imply

(2.19) 𝐄q~Q~[DKL(q~𝐆q~T||𝐆)]O(LN3KM).\displaystyle\mathbf{E}_{\tilde{q}\sim\tilde{Q}}[D_{\mathrm{KL}}(\tilde{q}\mathbf{G}\tilde{q}^{T}||\mathbf{G})]\leq O\left(\frac{LN^{3}}{KM}\right).

Applying this and (2.15) in (2.17) gives

(2.20) dTV(Q𝐆QT,𝐆)\displaystyle d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G}) O((MK)N3KM),\displaystyle\leq O\left(\sqrt{\frac{(M-K)N^{3}}{KM}}\right),

which with (2.6) implies (2.1). ∎

The proof of Theorem 1.1 for N=o(K)N=o(\sqrt{K}) diverges from the above proof by proving a sharper bound on dTV(Q𝐆QT,𝐆)d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G}), using χ2\chi^{2}-divergence and a Bakry–Émery concentration result [BE85, KM16]. This proof is given in Appendix A. For the rest of the main text of this paper, we will assume the full Theorem 1.1 is proved.

3. Proof of Theorem 1.2

In this section, we prove Theorem 1.2 on closeness of (properly scaled) GGTGG^{T} and 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}}. It suffices to prove this for N=O(K)N=O(\sqrt{K}). The sparse result in [SMG26, Theorem 1.5] shows that for NKN\leq K and NK=o(M)NK=o(M), that

(3.1) dTV(MUNKUNKT,GNKGNKT)\displaystyle d_{\mathrm{TV}}(MU_{NK}U_{NK}^{T},G_{NK}G_{NK}^{T}) O(NKM),\displaystyle\leq O\left(\sqrt{\frac{NK}{M}}\right),

where GNKG_{NK} is an N×KN\times K matrix of iid complex standard Gaussians. We use this result with Theorem 1.1 (with the full N=O(K)N=O(\sqrt{K}) result) to prove Theorem 1.2. Choose e.g. M=K3M=K^{3} (any ω(K2)\omega(K^{2}) will do). Then for N=O(K1/2)N=O(K^{1/2}),

dTV(𝐆,GNKGNKT/K)\displaystyle d_{\mathrm{TV}}(\mathbf{G},G_{NK}G_{NK}^{T}/\sqrt{K}) dTV(𝐆,MK1/2UNKUNKT)+dTV(MUNKUNKT,GNKGNKT)\displaystyle\leq d_{\mathrm{TV}}(\mathbf{G},MK^{-1/2}U_{NK}U_{NK}^{T})+d_{\mathrm{TV}}(MU_{NK}U_{NK}^{T},G_{NK}G_{NK}^{T})
O(NK)+O(NKM)O(NK),\displaystyle\leq O\left(\frac{N}{\sqrt{K}}\right)+O\left(\sqrt{\frac{NK}{M}}\right)\leq O\left(\frac{N}{\sqrt{K}}\right),

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. (1)

    We have a choice of squeezing parameter ss and a variable photon number NN.

  2. (2)

    We lack a general instance generating/rejection sampling lemma to hide X𝒢NsymX\in\mathcal{G}_{N}^{\mathrm{sym}} exactly as a submatrix of UIKUTUI_{K}U^{T}.

For (1), because the output probabilities (1.1) involve the squeezing parameter ss, the additive error threshold obtained will depend on the choice of ss. We will choose ss to minimize this additive error, which will allow us to state the |GHE|±2|\mathrm{GHE}|_{\pm}^{2} problem in terms of additive error ε𝐄|Haf(𝐆)|2\varepsilon\cdot\mathbf{E}|\operatorname{Haf}(\mathbf{G})|^{2}. Difference (2) will be resolved by using an approximate instead of exact instance generating method in FPostBPP. Since PostBPPBPPNP\text{PostBPP}\subseteq\text{BPP}^{\text{NP}} [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 K=αMK=\alpha M, 0<α<1/20<\alpha<1/2. 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 K=MK=M [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 KK including K=αMK=\alpha M, 0<α<1/20<\alpha<1/2, we will implement an approximate instance generating procedure.

For difference (1), note that for an initial state consisting of KK single-mode squeezed states with equal squeezing parameters si=s>0s_{i}=s>0, and any photon count N2N\in 2\mathbb{N} [KHS+19],

(4.1) 𝐏[N]\displaystyle\mathbf{P}[N] =(N/2+K/21N/2)tanhNscoshKs,\displaystyle=\binom{N/2+K/2-1}{N/2}\frac{\tanh^{N}s}{\cosh^{K}s},

where the binomial coefficient is a generalized binomial coefficient allowing for non-integer K/2K/2. The average number of photons for such an input state is Ksinh2sK\sinh^{2}s. We will have N=O(K)N=O(\sqrt{K}), and will choose squeezing ss (to poly(N,1/δ,1/ε)\operatorname{poly}(N,1/\delta,1/\varepsilon) bits) so that, up to exponentially small error,

(4.2) N=Ksinh2s,which impliescoshKstanhNs=(1+NK)K/2(NN+K)N/2=eN/2KN/2NN/2exp[N24K+o(1)],\displaystyle N=K\sinh^{2}s,\quad\text{which implies}\quad\frac{\cosh^{K}s}{\tanh^{N}s}=\frac{\left(1+\frac{N}{K}\right)^{K/2}}{\left(\frac{N}{N+K}\right)^{N/2}}=\frac{e^{N/2}K^{N/2}}{N^{N/2}}\exp\left[\frac{N^{2}}{4K}+o(1)\right],

using that N2=O(K)N^{2}=O(K). This choice of ss can be seen to minimize the ratio coshKstanhNs\frac{\cosh^{K}s}{\tanh^{N}s} (e.g. by taking logarithmic derivative), which will appear in the additive error threshold (4.25). Also, note that for N=o(K)N=o(\sqrt{K}), as NN\to\infty,

(4.3) 𝐏[N]\displaystyle\mathbf{P}[N] =Γ(N/2+K/2)(N/2)!Γ(K/2)(NN+K)N/2(1+NK)K/2=1+o(1)πN.\displaystyle=\frac{\Gamma(N/2+K/2)}{(N/2)!\Gamma(K/2)}\frac{\left(\frac{N}{N+K}\right)^{N/2}}{\left(1+\frac{N}{K}\right)^{K/2}}=\frac{1+o(1)}{\sqrt{\pi N}}.

Since this is no worse than inverse polynomial, we could postselect on observing exactly NN 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 ss as in (4.2) is to minimize the additive error threshold in (4.25). We do not use postselection on NN 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 poly(M,1/ε,1/δ)\operatorname{poly}(M,1/\varepsilon,1/\delta) bits. In general, the resulting binary description vv is not actually unitary, but we can associate each description vv to a unitary U(v)U(M)U(v)\in\mathrm{U}(M) obtained by Gram–Schmidt orthonormalization of the columns with typically very small error [Aar03, Lemma 7.2]. We let U(M)\mathrm{U}^{\prime}(M) denote the set of such finite binary descriptions vv, and let U(v)U(v) denote its associated unitary UU(M)U\in\mathrm{U}(M). 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 η>0\eta>0 be a finite precision and ρ>0\rho>0 a failure probability. There is a bit precision Q=poly(M,log(1/η),log(1/ρ))Q=\operatorname{poly}(M,\log(1/\eta),\log(1/\rho)), a number of random bits R=poly(M,Q)R=\operatorname{poly}(M,Q), and a polynomial-time algorithm which maps {0,1}Rξv=vξ\{0,1\}^{R}\ni\xi\mapsto v=v_{\xi} for vv a finite binary description with associated M×MM\times M unitary U(v)U(v) as described above, such that the following hold:

  1. (1)

    There is a coupling (v,H)(v,H), with HMH\sim\mathcal{H}_{M} Haar random, such that for ξ\xi uniform,

    𝐏[U(v)Hop>η/4]ρ.\displaystyle\mathbf{P}[\|U(v)-H\|_{\mathrm{op}}>\eta/4]\leq\rho.
  2. (2)

    From (v,S)(v,S), where SS is any subset S{1,,M}S\subset\{1,\ldots,M\}, one can compute a finite-precision binary matrix Z^(v,S)\hat{Z}(v,S) in deterministic polynomial time such that

    Z^(v,S)(U(v)IKU(v)T)S,Sη/2.\displaystyle\|\hat{Z}(v,S)-(U(v)I_{K}U(v)^{T})_{S,S}\|_{\infty}\leq\eta/2.

As a result, combining (a) and (b), for this coupling and for SS an independent uniform random size NN subset,

(4.4) 𝐏[Z^(v,S)(HIKHT)S,S>η]ρ.\displaystyle\mathbf{P}[\|\hat{Z}(v,S)-(HI_{K}H^{T})_{S,S}\|_{\infty}>\eta]\leq\rho.

We let μQ,M\mu_{Q,M} denote the law of vξv_{\xi} for uniform ξ\xi.

The main property we need from Assumption 1 is (4.4), which says we can produce a binary finite-precision matrix Z^(v,S)\hat{Z}(v,S) which is generally a good entry-wise approximation to (HIKHT)S,S(HI_{K}H^{T})_{S,S}. We need the finite-precision matrix so we can apply an NP-oracle in the proof of Lemma 4.1 below. The failure probability ρ\rho 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 BPPpath\text{BPP}_{\text{path}}), which is BPP with postselection, defined precisely in e.g. [AA13, §2]. The main property we need for this class is PostBPPBPPNP\text{PostBPP}\subseteq\text{BPP}^{\text{NP}} [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 X𝒢NsymX\sim\mathcal{G}_{N}^{\mathrm{sym}}, and let δ,ε\delta,\varepsilon be error parameters. Let K=Ω(N2/δ2)K=\Omega(N^{2}/\delta^{2}), M=O(poly(N,1/δ))M=O(\operatorname{poly}(N,1/\delta)), NKMN\leq K\leq M, and [M]:={1,,M}[M]:=\{1,\ldots,M\}. Choose a scale γ=2p\gamma=2^{-p} for some p=poly(N,1/δ,1/ε)p=\operatorname{poly}(N,1/\delta,1/\varepsilon). Then there is an FBPPNP\text{FBPP}^{\text{NP}} algorithm 𝒜\mathcal{A} (running in poly(N,1/δ,1/ε)\operatorname{poly}(N,1/\delta,1/\varepsilon) time) which, on a sufficiently fine poly(N,1/δ,1/ε)\operatorname{poly}(N,1/\delta,1/\varepsilon)-bit precision implementation, takes as input a matrix X𝒢NsymX\sim\mathcal{G}_{N}^{\mathrm{sym}}, and outputs either \bot (failure) or a pair (v,S)U(M)×{size N subsets of [M]}(v,S^{*})\in\mathrm{U}^{\prime}(M)\times\{\text{size $N$ subsets of $[M]$}\}. It succeeds with probability 1O(δ)\geq 1-O(\delta) over XX and 𝒜\mathcal{A}. Conditioned on succeeding, the output (v,S)(v,S^{*}) satisfies

  1. (1)

    (U(v)IKU(v)T)S,SM1K1/2XO(γ)\|(U(v)I_{K}U(v)^{T})_{S^{*},S^{*}}-M^{-1}K^{1/2}X\|_{\infty}\leq O(\gamma), where \|\cdot\|_{\infty} denotes the \ell^{\infty} maximum entrywise norm, and U(v)U(v) the unitary associated with the finite-precision description vv.

  2. (2)

    Let (v,S)\mathcal{L}(v,S^{*}) be the law of (v,S)(v,S^{*}) averaged over XX in successful trials, and let μQ,MUnif\mu_{Q,M}\otimes\operatorname{Unif} denote the product measure of μQ,M\mu_{Q,M} on U(M)\mathrm{U}^{\prime}(M), and the uniform distribution on size NN subsets of [M][M]. Then

    (4.5) dTV((v,S),μQ,MUnif)O(δ).\displaystyle d_{\mathrm{TV}}(\mathcal{L}(v,S^{*}),\mu_{Q,M}\otimes\operatorname{Unif})\leq O(\delta).
Proof of Lemma 4.1.

Consider the true distributions X=M1K1/2XX^{\prime}=M^{-1}K^{1/2}X and HMH\sim\mathcal{H}_{M}, and let Z:=(HIKHT)S,SZ:=(HI_{K}H^{T})_{S,S} for a uniformly random size NN subset S[M]S\subset[M]. Let RγR_{\gamma} denote rounding the real and imaginary part of every entry of a matrix to the interval [jγ,(j+1)γ)[j\gamma,(j+1)\gamma), jj\in\mathbb{Z}, containing it. The overall idea, ignoring finite-precision implementation for now, is: Given XX^{\prime}, we want to generate random (H,S)(H,S) and postselect on the event Rγ(Z)=Rγ(X)R_{\gamma}(Z)=R_{\gamma}(X^{\prime}), i.e. up to γ\gamma error, XX^{\prime} appears as the submatrix Z=(HIKHT)S,SZ=(HI_{K}H^{T})_{S,S}. Intuitively, this is a postselection problem so can be done in FPostBPPFBPPNP\text{FPostBPP}\subseteq\text{FBPP}^{\text{NP}}. However, we need to consider the finite-precision implementation details to properly apply the NP oracle in FBPPNP\text{FBPP}^{\text{NP}} [BGP00]. We do this as follows.

  1. (1)

    Truncation. First note we can restrict to XX with maximum entry size XC1log(N/δ)\|X\|_{\infty}\leq C_{1}\sqrt{\log(N/\delta)} for large enough C1C_{1}, as this occurs with high probability 1O(δ)1-O(\delta) by Gaussian suprema and concentration bounds.66 6 If XtX_{t} is σ2\sigma^{2}-subgaussian for every tTt\in T, then 𝐏[suptTXt2σ2log|T|+x]ex2/2σ2\mathbf{P}[\sup_{t\in T}X_{t}\geq\sqrt{2\sigma^{2}\log|T|}+x]\leq e^{-x^{2}/2\sigma^{2}}; see e.g. [vH16, §5]. In this case, |T|=N(N+1)/2|T|=N(N+1)/2. Then let X=M1K1/2XX^{\prime}=M^{-1}K^{1/2}X conditioned on XC1log(N/δ)\|X\|_{\infty}\leq C_{1}\sqrt{\log(N/\delta)}. The cutoff prevents arbitrarily large entries, and allows for the required finite-precision implementation. Note that dTV(Z,X)dTV(Z,M1K1/2X)+dTV(M1K1/2X,X)O(δ)d_{\mathrm{TV}}(Z,X^{\prime})\leq d_{\mathrm{TV}}(Z,M^{-1}K^{1/2}X)+d_{\mathrm{TV}}(M^{-1}K^{1/2}X,X^{\prime})\leq O(\delta), using Theorem 1.1, invariance of Haar measure under row permutations, and the TVD coupling inequality. (If X=𝑑Y|X^{\prime}\overset{d}{=}Y|\mathcal{E}, then by a coupling argument, dTV(X,Y)𝐏[c]d_{\mathrm{TV}}(X^{\prime},Y)\leq\mathbf{P}[\mathcal{E}^{c}].)

  2. (2)

    Finite-precision cells and bounds. Choose finite precision η=2q\eta=2^{-q} with say ηmin(δγ2,δ2N)\eta\leq\min(\delta\gamma^{2},\delta 2^{-N}), which requires only qpoly(N,1/δ,1/ε)q\sim\operatorname{poly}(N,1/\delta,1/\varepsilon) bits of precision. Taking ρ=O(δ)\rho=O(\delta) in (4.4) of Assumption 1, with probability 1O(δ)1-O(\delta) we can produce a finite-precision matrix Z^(v,S)\hat{Z}(v,S) such that Z^(v,S)Zη\|\hat{Z}(v,S)-Z\|_{\infty}\leq\eta. There is also a finite-precision matrix X^\hat{X}^{\prime} such that X^Xη\|\hat{X}^{\prime}-X^{\prime}\|_{\infty}\leq\eta. We want to show that just like dTV(Rγ(Z),Rγ(X))dTV(Z,X)=O(δ)d_{\mathrm{TV}}(R_{\gamma}(Z),R_{\gamma}(X^{\prime}))\leq d_{\mathrm{TV}}(Z,X^{\prime})=O(\delta) for the continuum distributions, that

    (4.6) dTV(Rγ(Z^(v,S)),Rγ(X^))=O(δ).\displaystyle d_{\mathrm{TV}}(R_{\gamma}(\hat{Z}(v,S)),R_{\gamma}(\hat{X}^{\prime}))=O(\delta).

    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 (v,S)(v,S^{*}) satisfies part (ii) of the lemma.

    We start by applying the triangle inequality, giving

    (4.7) dTV(Rγ(Z^(v,S)),Rγ(X^))dTV(Rγ(Z^(v,S)),Rγ(Z))+dTV(Rγ(Z),Rγ(X))+dTV(Rγ(X),Rγ(X^)).d_{\mathrm{TV}}(R_{\gamma}(\hat{Z}(v,S)),R_{\gamma}(\hat{X}^{\prime}))\\ \leq d_{\mathrm{TV}}(R_{\gamma}(\hat{Z}(v,S)),R_{\gamma}(Z))+d_{\mathrm{TV}}(R_{\gamma}(Z),R_{\gamma}(X^{\prime}))+d_{\mathrm{TV}}(R_{\gamma}(X^{\prime}),R_{\gamma}(\hat{X}^{\prime})).

    To bound the first and third distances on the right side, we need to bound the probability that Z^(v,S)\hat{Z}(v,S) or X^\hat{X}^{\prime} may have moved γ\gamma-cells during the finite-precision implementation/rounding process. Intuitively, because we can take much finer precision η\eta than γ\gamma, this probability is very small. More formally, let η=η,γ\partial_{\eta}=\partial_{\eta,\gamma} denote the set of matrices with some real or imaginary coordinate within η\eta of the grid γ\gamma\mathbb{Z}. Note that for a matrix outside of η\partial_{\eta}, moving by η\eta cannot move across the coarser γ\gamma-cell boundaries. The boundary estimate Lemma 4.2 below then gives 𝐏[Xη]=O(δ)\mathbf{P}[X^{\prime}\in\partial_{\eta}]=O(\delta), and

    𝐏[Zη]\displaystyle\mathbf{P}[Z\in\partial_{\eta}] 𝐏[Xη]+dTV(Z,X)=O(δ).\displaystyle\leq\mathbf{P}[X^{\prime}\in\partial_{\eta}]+d_{\mathrm{TV}}(Z,X^{\prime})=O(\delta).

    If the coupling in Assumption 1 is succesful, then Z^(v,S)Zη\|\hat{Z}(v,S)-Z\|_{\infty}\leq\eta. Thus the rounded cells Rγ(Z^(v,S))R_{\gamma}(\hat{Z}(v,S)) and Rγ(Z)R_{\gamma}(Z) can differ only if the coupling in Assumption 1 failed, or if ZηZ\in\partial_{\eta}. Thus by the TVD coupling bound and Assumption 1,

    (4.8) dTV(Rγ(Z^(v,S)),Rγ(Z))\displaystyle d_{\mathrm{TV}}(R_{\gamma}(\hat{Z}(v,S)),R_{\gamma}(Z)) ρ+𝐏[Zη]=O(δ).\displaystyle\leq\rho+\mathbf{P}[Z\in\partial_{\eta}]=O(\delta).

    Also by TVD coupling lemma,

    (4.9) dTV(Rγ(X),Rγ(X^))\displaystyle d_{\mathrm{TV}}(R_{\gamma}(X^{\prime}),R_{\gamma}(\hat{X}^{\prime})) 𝐏[Xη]=O(δ).\displaystyle\leq\mathbf{P}[X^{\prime}\in\partial_{\eta}]=O(\delta).

    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 dTV(Rγ(Z),Rγ(X))dTV(Z,X)=O(δ)d_{\mathrm{TV}}(R_{\gamma}(Z),R_{\gamma}(X^{\prime}))\leq d_{\mathrm{TV}}(Z,X^{\prime})=O(\delta). This gives (4.6).

  3. (3)

    Uniform NP witness generation with an NP oracle. The precise finite-precision problem is now: Given the cell Rγ(X^)R_{\gamma}(\hat{X}^{\prime}), post-select on the event Rγ(Z^(v,S))=Rγ(X^)R_{\gamma}(\hat{Z}(v,S))=R_{\gamma}(\hat{X}^{\prime}). Recall we view Z^(v,S)=Z^(vr,St)\hat{Z}(v,S)=\hat{Z}(v_{r},S_{t}) as generated via a random-string model r,t{0,1}poly(N,1/δ,1/ε)(vr,St)r,t\in\{0,1\}^{\operatorname{poly}(N,1/\delta,1/\varepsilon)}\mapsto(v_{r},S_{t}). Note, in order to sample uniformly from the (MN)\binom{M}{N} choices of SS, which need not divide 2L2^{L}, we actually consider uniform random t{0,1}t\in\{0,1\}^{\ell} for =log2(MN)\ell=\left\lceil\log_{2}\binom{M}{N}\right\rceil, and accept if t<(MN)t<\binom{M}{N}, then map each of those tt to a subset S=StS=S_{t}. For the above finite-precision problem, we want to sample a uniform (r,t)(r,t) from the language

    (4.10) LX^={r{0,1}poly(N,1/δ,1/ε),t{0,1}:Rγ(Z^(vr,St))=Rγ(X^) and t<(MN)},\displaystyle L_{\hat{X}^{\prime}}=\{r\in\{0,1\}^{\operatorname{poly}(N,1/\delta,1/\varepsilon)},t\in\{0,1\}^{\ell}:R_{\gamma}(\hat{Z}(v_{r},S_{t}))=R_{\gamma}(\hat{X}^{\prime})\text{ and }t<\binom{M}{N}\},

    and then output (vr,St)(v_{r},S_{t}). Due to the TVD bound (4.6), and considering the set of γ\gamma-cells {c:not attainable by Rγ(Z^(vr,St)))}\{c:\text{not attainable by }R_{\gamma}(\hat{Z}(v_{r},S_{t})))\}, we see LX^L_{\hat{X}^{\prime}} is nonempty with probability 1O(δ)1-O(\delta) over X^\hat{X}^{\prime}. When LX^L_{\hat{X}^{\prime}} is nonempty, sampling a uniform pair (r,t)(r,t) can be done in probabilistic polynomial time with an NP oracle via [BGP00]: the language LX^L_{\hat{X}^{\prime}} is in NP (and P), so if LX^L_{\hat{X}^{\prime}} is nonempty, then [BGP00] generates a uniform random witness (r,t)LX^(r,t)\in L_{\hat{X}^{\prime}} with success probability at least 0.20.2. Additionally, we can obtain success probability 1O(δ)1-O(\delta) using standard amplification with O(logδ1)O(\log\delta^{-1}) trials in the FPostBPP to FBPPNP\text{FBPP}^{\text{NP}} implementation. In total, conditioned on successful output (including X^\mathcal{L}_{\hat{X}^{\prime}} nonempty, which can be checked by seeing failure or verifying if the output is in X^\mathcal{L}_{\hat{X}^{\prime}}), we obtain a uniform random sample (v,S)(v,S^{*}) from the distribution μQ,MUnif\mu_{Q,M}\otimes\operatorname{Unif} conditioned on the event Rγ(Z^(v,S))=Rγ(X^)R_{\gamma}(\hat{Z}(v,S^{*}))=R_{\gamma}(\hat{X}^{\prime}), which is generated in FBPPNP\text{FBPP}^{\text{NP}} in time poly(N,1/δ,1/ε)\operatorname{poly}(N,1/\delta,1/\varepsilon) and with success probability 1O(δ)1-O(\delta).

    Since Z^(v,S)(U(v)IKU(v)T)S,Sη/2\|\hat{Z}(v,S^{*})-(U(v)I_{K}U(v)^{T})_{S^{*},S^{*}}\|_{\infty}\leq\eta/2 and XX^η\|X^{\prime}-\hat{X}^{\prime}\|_{\infty}\leq\eta, we obtain

    (4.11) (U(v)IKU(v)T)S,SX\displaystyle\|(U(v)I_{K}U(v)^{T})_{S^{*},S^{*}}-X^{\prime}\|_{\infty} O(γ)+O(η)=O(γ).\displaystyle\leq O(\gamma)+O(\eta)=O(\gamma).

    Since we can include X>C1log(N/δ)\|X\|_{\infty}>C_{1}\sqrt{\log(N/\delta)} in the failure probability, (4.11) gives part (i) of the lemma.

  4. (4)

    It remains to prove (ii) of the lemma. Given a cell c=Rγ(X^)c=R_{\gamma}(\hat{X}^{\prime}) attainable by Rγ(Z^(vr,St))R_{\gamma}(\hat{Z}(v_{r},S_{t})), successful outputs (v,S)(v,S^{*}) are distributed as μQ,MUnif\mu_{Q,M}\otimes\operatorname{Unif} conditioned on Rγ(Z^(w,S))=cR_{\gamma}(\hat{Z}(w,S))=c; call this conditional measure KcK_{c}, for cc attainable by Rγ(Z^(v,S))R_{\gamma}(\hat{Z}(v,S)). The total distribution of (v,S)(v,S^{*}) is then c𝐏[Rγ(X^)=c|success]Kc\sum_{c}\mathbf{P}[R_{\gamma}(\hat{X}^{\prime})=c|\text{success}]K_{c}. We can also decompose μQ,MUnif\mu_{Q,M}\otimes\operatorname{Unif} as c𝐏[Rγ(Z^(w,S))=c]Kc\sum_{c}\mathbf{P}[R_{\gamma}(\hat{Z}(w,S))=c]K_{c} for (w,S)μQ,MUnif(w,S)\sim\mu_{Q,M}\otimes\operatorname{Unif}.

    Using the characterizations (1.3) and (1.4) of TVD, we thus obtain

    dTV((v,S),μQ,MUnif)\displaystyle d_{\mathrm{TV}}(\mathcal{L}(v,S^{*}),\mu_{Q,M}\otimes\operatorname{Unif}) =supf:f112c(𝐏[Rγ(X^)=c|success]𝐏[Rγ(Z^(w,S))=c])Kc(f)\displaystyle=\sup_{f:\|f\|_{\infty}\leq 1}\frac{1}{2}\sum_{c}(\mathbf{P}[R_{\gamma}(\hat{X}^{\prime})=c|\text{success}]-\mathbf{P}[R_{\gamma}(\hat{Z}(w,S))=c])K_{c}(f)
    dTV(Rγ(X^)|success,Rγ(Z^(w,S)))\displaystyle\leq d_{\mathrm{TV}}(R_{\gamma}(\hat{X}^{\prime})|\text{success},R_{\gamma}(\hat{Z}(w,S)))
    dTV(Rγ(X^),Rγ(Z^(w,S)))+O(δ)=O(δ),\displaystyle\leq d_{\mathrm{TV}}(R_{\gamma}(\hat{X}^{\prime}),R_{\gamma}(\hat{Z}(w,S)))+O(\delta)=O(\delta),

    using (4.6) and that 𝐏[failure]=O(δ)\mathbf{P}[\text{failure}]=O(\delta). This completes the proof of Lemma 4.1(ii).

The following lemma was used in the proof of Lemma 4.1.

Lemma 4.2 (boundary estimate).

Let ηγ/2\eta\leq\gamma/2, and let η=η,γ\partial_{\eta}=\partial_{\eta,\gamma} denote the set of matrices with some real or imaginary coordinate within η\eta of the grid γ\gamma\mathbb{Z}. Then for X=M1K1/2XX^{\prime}=M^{-1}K^{1/2}X with X𝒢NsymX\sim\mathcal{G}_{N}^{\mathrm{sym}},

(4.12) 𝐏[Xη]\displaystyle\mathbf{P}[X^{\prime}\in\partial_{\eta}] CN2η(γ1+MK1/2).\displaystyle\leq CN^{2}\eta(\gamma^{-1}+MK^{-1/2}).

If we consider XX^{\prime} conditioned on a probability 1ϵ1-\epsilon event, then the above bound holds with an additional +ϵ+\epsilon term.

Proof.

We do a union bound over the O(N2)O(N^{2}) independent entries of XX. For a single real Gaussian Y𝒩(0,σ2)Y\sim\mathcal{N}(0,\sigma^{2}) with density function fYf_{Y}, which is decreasing for y0y\geq 0,

𝐏[dist(Y,γ)η]\displaystyle\mathbf{P}[\operatorname{dist}(Y,\gamma\mathbb{Z})\leq\eta] =jjγηjγ+ηfY(y)𝑑y\displaystyle=\sum_{j\in\mathbb{Z}}\int_{j\gamma-\eta}^{j\gamma+\eta}f_{Y}(y)\,dy
2ηfY+2j=12ηfY(jγη)\displaystyle\leq 2\eta\|f_{Y}\|_{\infty}+2\sum_{j=1}^{\infty}2\eta f_{Y}(j\gamma-\eta)
(4.13) 2ησ2π+4ηγηj=1jγγjγηfY(y)𝑑yCη(σ1+γ1).\displaystyle\leq\frac{2\eta}{\sigma\sqrt{2\pi}}+\frac{4\eta}{\gamma-\eta}\sum_{j=1}^{\infty}\int_{j\gamma-\gamma}^{j\gamma-\eta}f_{Y}(y)\,dy\leq C\eta(\sigma^{-1}+\gamma^{-1}).

Since entries of XX^{\prime} have standard deviation σ=Θ(M1K1/2)\sigma=\Theta(M^{-1}K^{1/2}), a union bound gives (4.12). The conditioning statement holds since for a random variable ZZ and event \mathcal{E}, letting Y:=𝑑Z|Y:\overset{d}{=}Z|\mathcal{E}, then dTV(Z,Y)𝐏[c]d_{\mathrm{TV}}(Z,Y)\leq\mathbf{P}[\mathcal{E}^{c}], by using the coupling bound. (Set Y=ZY=Z on \mathcal{E}, and Y(Z|)Y\sim\mathcal{L}(Z|\mathcal{E}) on c\mathcal{E}^{c}.) ∎

Because we round to poly(N,1/δ,1/ε)\operatorname{poly}(N,1/\delta,1/\varepsilon) bits, we want to check the resulting hafnian is not changed too much. Suppose X,YB\|X\|_{\infty},\|Y\|_{\infty}\leq B. Then for N2N\in 2\mathbb{N},

||HafX|2|HafY|2|\displaystyle\left||\operatorname{Haf}X|^{2}-|\operatorname{Haf}Y|^{2}\right| =|π,π𝒫2(N)({i,j}πXij{i,j}πX¯ij{i,j}πYij{i,j}πY¯ij)|\displaystyle=\Bigg|\sum_{\pi,\pi^{\prime}\in\mathcal{P}_{2}(N)}\left(\prod_{\{i,j\}\in\pi}X_{ij}\prod_{\{i^{\prime},j^{\prime}\}\in\pi^{\prime}}\bar{X}_{i^{\prime}j^{\prime}}-\prod_{\{i,j\}\in\pi}Y_{ij}\prod_{\{i^{\prime},j^{\prime}\}\in\pi^{\prime}}\bar{Y}_{i^{\prime}j^{\prime}}\right)\Bigg|
π,π𝒫2(N)NBN1XY\displaystyle\leq\sum_{\pi,\pi^{\prime}\in\mathcal{P}_{2}(N)}NB^{N-1}\|X-Y\|_{\infty}
(4.14) (N1)!!2NBN1XY.\displaystyle\leq(N-1)!!^{2}NB^{N-1}\|X-Y\|_{\infty}.

The rounding process changes a matrix by at most XYγ=2poly(N,1/δ,1/ε)\|X-Y\|_{\infty}\leq\gamma=2^{-\operatorname{poly}(N,1/\delta,1/\varepsilon)}. Since B=O(M1K1/2log(N/δ))B=O(M^{-1}K^{1/2}\sqrt{\log(N/\delta)}) for the sampled UU in Lemma 4.1, γ\gamma is easily chosen so that (4.14) is 2poly(N,1/δ,1/ε)\leq 2^{-\operatorname{poly}(N,1/\delta,1/\varepsilon)} for such matrices.

Proof of Theorem 1.4.

Suppose we had an oracle 𝒪\mathcal{O} for limited instances of approximate Gaussian boson sampling as described in the hypotheses. 𝒪\mathcal{O} takes as input a string r{0,1}poly(M,1/δ,1/ε)r\in\{0,1\}^{\operatorname{poly}(M,1/\delta,1/\varepsilon)}, a finite binary description vv representing an M×MM\times M unitary matrix U=U(v)U=U(v), a squeezing parameter s>0s>0 for the first K=K(M)K=K(M) input modes, and an error bound ε>0\varepsilon>0. We may write the Gaussian boson sampler description as A=A(v,K,s)A=A(v,K,s). Over uniform random rr (representing randomness in the Gaussian boson sampling output), 𝒪\mathcal{O} outputs a distribution 𝒟𝒪(A,ε)\mathcal{D}_{\mathcal{O}}(A,\varepsilon) which is ε\varepsilon-close to 𝒟A\mathcal{D}_{A}, the exact Gaussian boson sampling output distribution for linear optical unitary U(v)U(v).

Let X𝒢NsymX\sim\mathcal{G}_{N}^{\mathrm{sym}} be an input matrix and let ε,δ>0\varepsilon,\delta>0 be the given error parameters. Note that it suffices to solve |GHE|±2|\mathrm{GHE}|_{\pm}^{2} with probability at least 1O(δ)1-O(\delta), since we can simply rescale δ\delta to get the probability to 1δ1-\delta. So we want to approximate |Haf(X)|2|\operatorname{Haf}(X)|^{2} to within additive error ε(N1)!!\varepsilon\cdot(N-1)!! with success probability at least 1O(δ)1-O(\delta) over XX.

Choose (K(M),M)(K(M),M) with M=poly(K(M))M=\operatorname{poly}(K(M)), and squeezing parameter ss, so that

(4.15) Nc1δK1/2,N=Ksinh2s,\displaystyle N\leq c_{1}\delta K^{1/2},\qquad N=K\sinh^{2}s,

for a constant c1c_{1} chosen so that the TVD error bound in (4.5) is e.g. δ/8\leq\delta/8. Rescaling X:=M1K1/2XX^{\prime}:=M^{-1}K^{1/2}X, we then want to approximate |Haf(X)|2|\operatorname{Haf}(X^{\prime})|^{2} to within additive error ε(N1)!!(M1K1/2)N\varepsilon\cdot(N-1)!!(M^{-1}K^{1/2})^{N}.

By Lemma 4.1, for a sufficiently fine numerical precision, with probability 1O(δ)1-O(\delta), we can efficiently generate a random finite binary description v=vξv=v_{\xi} of an M×MM\times M unitary U=U(v)U=U(v), and a size NN subset SS^{*} of [M][M], such that

(4.16) (UIKUT)S,SX2poly(N,1/δ,1/ε),anddTV((v,S),μQ,MUnif)O(δ).\displaystyle\|(UI_{K}U^{T})_{S^{*},S^{*}}-X^{\prime}\|_{\infty}\leq 2^{-\operatorname{poly}(N,1/\delta,1/\varepsilon)},\quad\text{and}\quad d_{\mathrm{TV}}(\mathcal{L}(v,S^{*}),\mu_{Q,M}\otimes\operatorname{Unif})\leq O(\delta).

Recall μQ,M\mu_{Q,M} is the measure on the finite binary descriptions U(M)\mathrm{U}^{\prime}(M) defined in Assumption 1.

Conditioned on success of the above instance generating procedure, take vv and send A=A(v,K,s)A=A(v,K,s) to the GBS oracle 𝒪\mathcal{O}. We will also allow an adversary to know NN, since it will not affect the argument, and since they could possibly already guess a narrow range of NN we are interested in based on the squeezing parameters provided. Let β\beta be an error bound which is polynomial in ε\varepsilon and δ\delta. Then more formally, denoting 01/β=000^{1/\beta}=0\cdots 0 with 1/β\lceil 1/\beta\rceil zeros, we send the input A(v,K,s),01/β,r\langle A(v,K,s),0^{1/\beta},r\rangle, for r{0,1}poly(M,1/δ,1/ε)r\in\{0,1\}^{\operatorname{poly}(M,1/\delta,1/\varepsilon)} a random string, to the oracle 𝒪\mathcal{O}. As rr is varied, 𝒪\mathcal{O} returns a sample from 𝒟A\mathcal{D}_{A}^{\prime} with 𝒟A𝒟ATVβ\|\mathcal{D}_{A}-\mathcal{D}_{A}^{\prime}\|_{\mathrm{TV}}\leq\beta.

For collision-free SS with NN photon counts, let

pS(v):=𝐏𝒟A[S],qS(v):=𝐏𝒟A[S]=𝐏r[𝒪(A(v,K,s),01/β,r)=S].\displaystyle p_{S}(v):=\mathbf{P}_{\mathcal{D}_{A}}[S],\quad q_{S}(v):=\mathbf{P}_{\mathcal{D}_{A}^{\prime}}[S]=\mathbf{P}_{r}[\mathcal{O}(A(v,K,s),0^{1/\beta},r)=S].

The probability qSq_{S^{*}} will be approximated in FBPPNP𝒪\text{FBPP}^{\text{NP}^{\mathcal{O}}} by Stockmeyer’s algorithm [Sto85] as usual. The probability pSp_{S^{*}} is

(4.17) pS\displaystyle p_{S^{*}} =tanhN(s)coshK(s)|Haf[(UIKUT)S,S]|2.\displaystyle=\frac{\tanh^{N}(s)}{\cosh^{K}(s)}|\operatorname{Haf}[(UI_{K}U^{T})_{S^{*},S^{*}}]|^{2}.

Given pSp_{S^{*}} or a good approximation to pSp_{S^{*}}, this with (4.14) and Lemma 4.1(i) will then let us estimate |Haf(X)|2|\operatorname{Haf}(X^{\prime})|^{2}.

We want to show that pSp_{S^{*}} and qSq_{S^{*}} are close with high probability over XX and vv. We can average over the (MN)\binom{M}{N} possible NN-photon collision-free outputs SS as in [AA13, §5.2] to obtain

(4.18) 𝐄|S|=N[|pSqS|]\displaystyle\mathbf{E}_{|S|=N}[|p_{S}-q_{S}|] |S|=N|pSqS|(MN)2𝒟A𝒟ATV(MN)<C1βN!MN,\displaystyle\leq\frac{\sum_{|S|=N}|p_{S}-q_{S}|}{\binom{M}{N}}\leq\frac{2\|\mathcal{D}_{A}-\mathcal{D}^{\prime}_{A}\|_{\mathrm{TV}}}{\binom{M}{N}}<C_{1}\beta\frac{N!}{M^{N}},

using that MKc12δ2N2M\geq K\geq c_{1}^{-2}\delta^{-2}N^{2}. Then taking β=εδ\beta=\varepsilon\delta, Markov’s inequality gives

(4.19) 𝐏|S|=N[|pSqS|>ε2N!MN]\displaystyle\mathbf{P}_{|S|=N}\left[|p_{S}-q_{S}|>\frac{\varepsilon}{2}\frac{N!}{M^{N}}\right] O(β)εO(δ).\displaystyle\leq\frac{O(\beta)}{\varepsilon}\leq O(\delta).

We will use Lemma 4.1(ii) to obtain a bound on |pSqS||p_{S^{*}}-q_{S^{*}}|. First, if (w,S)μQ,MUnif(w,S)\sim\mu_{Q,M}\otimes\operatorname{Unif}, then since SS is uniform, the above implies

(4.20) 𝐏(w,S)[|pS(w)qS(w)|>ε2N!MN]\displaystyle\mathbf{P}_{(w,S)}\left[|p_{S}(w)-q_{S}(w)|>\frac{\varepsilon}{2}\frac{N!}{M^{N}}\right] O(δ).\displaystyle\leq O(\delta).

Applying Lemma 4.1(ii), we have

𝐏(v,S)[|pS(v)qS(v)|>ε2N!MN]\displaystyle\mathbf{P}_{(v,S^{*})}\left[|p_{S^{*}}(v)-q_{S^{*}}(v)|>\frac{\varepsilon}{2}\frac{N!}{M^{N}}\right] 𝐏(w,S)[|pS(w)qS(w)|>ε2N!MN]+O(δ)\displaystyle\leq\mathbf{P}_{(w,S)}\left[|p_{S}(w)-q_{S}(w)|>\frac{\varepsilon}{2}\frac{N!}{M^{N}}\right]+O(\delta)
(4.21) O(δ).\displaystyle\leq O(\delta).

Next, as in [AA13, §5.2], we use Stockmeyer’s algorithm to approximate qSq_{S^{*}}. For any α>0\alpha>0, Stockmeyer’s algorithm [Sto85] applied with f(r):=𝟏[𝒪(A,01/β,r)=S]f(r):=\mathbf{1}[\mathcal{O}(A,0^{1/\beta},r)=S^{*}], and standard output probability amplification, gives an estimate q~S\tilde{q}_{S^{*}} in poly(M,1/α)\operatorname{poly}(M,1/\alpha) time such that

(4.22) 𝐏[|q~SqS|>αqS]<12M.\displaystyle\mathbf{P}[|\tilde{q}_{S^{*}}-q_{S^{*}}|>\alpha q_{S^{*}}]<\frac{1}{2^{M}}.

Also, by Markov’s inequality with 𝐄|S|=N[qS](MN)12N!MN\mathbf{E}_{|S|=N}[q_{S}]\leq\binom{M}{N}^{-1}\leq\frac{2N!}{M^{N}}, and using the TVD bound in Lemma 4.1(ii) like in (4.21), we have for any j>1j>1,

(4.23) 𝐏(v,S)[qS>2jN!MN]\displaystyle\mathbf{P}_{(v,S^{*})}\left[q_{S^{*}}>2j\cdot\frac{N!}{M^{N}}\right] 1j+O(δ).\displaystyle\leq\frac{1}{j}+O(\delta).

Thus taking j=4/δj=4/\delta and α=εδ/16\alpha=\varepsilon\delta/16, and also using (4.21), we get

𝐏[|q~SpS|>εN!MN]\displaystyle\mathbf{P}\left[|\tilde{q}_{S^{*}}-p_{S^{*}}|>\varepsilon\frac{N!}{M^{N}}\right] 𝐏[|q~SqS|>ε2N!MN]+𝐏[|qSpS|>ε2N!MN]\displaystyle\leq\mathbf{P}\left[|\tilde{q}_{S^{*}}-q_{S^{*}}|>\frac{\varepsilon}{2}\frac{N!}{M^{N}}\right]+\mathbf{P}\left[|q_{S^{*}}-p_{S^{*}}|>\frac{\varepsilon}{2}\frac{N!}{M^{N}}\right]
𝐏[|q~SqS|>αqS]+𝐏[qS>2jN!MN]+O(δ)\displaystyle\leq\mathbf{P}\left[|\tilde{q}_{S^{*}}-q_{S^{*}}|>\alpha q_{S^{*}}\right]+\mathbf{P}\left[q_{S^{*}}>2j\frac{N!}{M^{N}}\right]+O(\delta)
(4.24) 12M+δ4+O(δ).\displaystyle\leq\frac{1}{2^{M}}+\frac{\delta}{4}+O(\delta).

Since MKΩ(N2/δ2)M\geq K\geq\Omega(N^{2}/\delta^{2}), we get 2M=O(δ)2^{-M}=O(\delta). We combine this with the O(δ)O(\delta) failure probability from Lemma 4.1. In total, using the approximation q~S\tilde{q}_{S^{*}}, with probability at least 1O(δ)1-O(\delta) we can approximate |Haf[(UIKUT)S,S]|2|\operatorname{Haf}[(UI_{K}U^{T})_{S^{*},S^{*}}]|^{2}, and thus also |Haf(X)|2|\operatorname{Haf}(X^{\prime})|^{2}, to additive error

(4.25) εcoshK(s)tanhN(s)N!MN+O(2poly(N,1/δ,1/ε))\displaystyle\varepsilon\cdot\frac{\cosh^{K}(s)}{\tanh^{N}(s)}\frac{N!}{M^{N}}+O(2^{-\operatorname{poly}(N,1/\delta,1/\varepsilon)}) εKN/2MNNN/2eN/22πN(1+O(δ)+O(1/N)),\displaystyle\leq\varepsilon\frac{K^{N/2}}{M^{N}}\frac{N^{N/2}}{e^{N/2}}\sqrt{2\pi N}(1+O(\delta)+O(1/N)),

recalling we chose ss in (4.2) up to exponentially small error, and have a small rounding error from (4.14). Comparing to

ε𝐄|Haf(X)|2=ε(N1)!!KN/2MN\displaystyle\varepsilon\cdot\mathbf{E}|\operatorname{Haf}(X^{\prime})|^{2}=\varepsilon\frac{(N-1)!!K^{N/2}}{M^{N}} =εKN/2MNNN/2eN/22(1+o(1)),\displaystyle=\varepsilon\frac{K^{N/2}}{M^{N}}\frac{N^{N/2}}{e^{N/2}}\sqrt{2}(1+o(1)),

we see (4.25) differs by a factor of πN\sqrt{\pi N}. But ε\varepsilon can absorb poly(N)\operatorname{poly}(N) factors (just run the procedure with ε=ε/(cN)\varepsilon^{\prime}=\varepsilon/(c\sqrt{N}) which adds only a poly(N)\operatorname{poly}(\sqrt{N}) 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 MK1/2UNKUNKTMK^{-1/2}U_{NK}U_{NK}^{T} and 𝐆\mathbf{G} can be exponentially large when K=αMK=\alpha M, 0<α<1/20<\alpha<1/2. We first consider N=1N=1, and prove

Lemma 5.1.

Let K2K\geq 2 and M>KM>K. The probability density function for MK1/2U1KU1KTMK^{-1/2}U_{1K}U_{1K}^{T} over \mathbb{C} is

(5.1) f1(z)=K(K1)2πM2B(K,MK)M1K1/2|z|1(1x)MK1(x2M2K|z|2)(K3)/2𝑑x,\displaystyle f_{1}(z)=\frac{K(K-1)}{2\pi M^{2}B(K,M-K)}\int_{M^{-1}K^{1/2}|z|}^{1}(1-x)^{M-K-1}(x^{2}-M^{-2}K|z|^{2})^{(K-3)/2}\,dx,

where B(x,y)=Γ(x)Γ(y)Γ(x+y)B(x,y)=\frac{\Gamma(x)\Gamma(y)}{\Gamma(x+y)} denotes the beta function.

Proof.

The scalar quantity U1KU1KTU_{1K}U_{1K}^{T} is distributed as u12++uK2u_{1}^{2}+\cdots+u_{K}^{2} for a random complex unit vector u=(u1,,uM)𝕊M1u=(u_{1},\ldots,u_{M})\in\mathbb{S}_{\mathbb{C}}^{M-1}. For a vector vv, we will use notation va:bv_{a:b} to indicate the vector (va,va+1,,vb)(v_{a},v_{a+1},\ldots,v_{b}). Let u=w/w2u=w/\|w\|_{2} for w𝒞𝒩(0,IM)w\sim\mathcal{CN}(0,I_{M}) a standard complex Gaussian vector, so that

u12++uK2\displaystyle u_{1}^{2}+\cdots+u_{K}^{2} =w12++wK2w1:K22w1:K22w22=:SR,\displaystyle=\frac{w_{1}^{2}+\cdots+w_{K}^{2}}{\|w_{1:K}\|_{2}^{2}}\frac{\|w_{1:K}\|_{2}^{2}}{\|w\|_{2}^{2}}=:SR,

where S=w12++wK2w1:K22j=1Ksj2S=\frac{w_{1}^{2}+\cdots+w_{K}^{2}}{\|w_{1:K}\|_{2}^{2}}\sim\sum_{j=1}^{K}s_{j}^{2} for s=(s1,,sK)Unif(𝕊K1)s=(s_{1},\ldots,s_{K})\sim\operatorname{Unif}(\mathbb{S}_{\mathbb{C}}^{K-1}), and R:=w1:K22w22Beta(K,MK)R:=\frac{\|w_{1:K}\|_{2}^{2}}{\|w\|_{2}^{2}}\sim\operatorname{Beta}(K,M-K). Moreover, SS and RR are independent, since (w1,,wK)/w1:K2(w_{1},\ldots,w_{K})/\|w_{1:K}\|_{2} is independent of w1:K2\|w_{1:K}\|_{2}, and also of wK+1:Mw_{K+1:M}. The density functions fRf_{R} for RBeta(K,MK)R\sim\operatorname{Beta}(K,M-K) on [0,1][0,1], and fSf_{S} for SS on the unit disk, are

(5.2) fR(x)\displaystyle f_{R}(x) =1B(K,MK)xK1(1x)MK1, and fS(z)=K12π(1|z|2)(K3)/2,\displaystyle=\frac{1}{B(K,M-K)}x^{K-1}(1-x)^{M-K-1},\;\text{ and }\;f_{S}(z)=\frac{K-1}{2\pi}(1-|z|^{2})^{(K-3)/2},

where B(x,y)=Γ(x)Γ(y)Γ(x+y)B(x,y)=\frac{\Gamma(x)\Gamma(y)}{\Gamma(x+y)} is the beta function. The density function fSf_{S} was derived in [PM83, Eq. (3.12)]; alternatively, it can be derived by writing S=j=1Ksj2S=\sum_{j=1}^{K}s_{j}^{2}, for s=x+iys=x+iy with x,y𝒩(0,IK)x,y\sim\mathcal{N}(0,I_{K}) independent real Gaussian vectors, and then writing |S||S| in terms of the eigenvalues of the real Wishart matrix (x22xyxyy22)=VVT\begin{pmatrix}\|x\|_{2}^{2}&x\cdot y\\ x\cdot y&\|y\|_{2}^{2}\end{pmatrix}=VV^{T} for V=(xy)V=\binom{-x-}{-y-}, since the density function for Wishart eigenvalues is well-known.

Since SS and RR are independent, the density function fSRf_{SR} for SRSR on the unit disk is, e.g. by doing change of variables for 𝐄[h(SR)]\mathbf{E}[h(SR)] for arbitrary hh,

fSR(z)\displaystyle f_{SR}(z) =|z|1dxfR(x)fS(z/x)1x2\displaystyle=\int_{|z|}^{1}dx\,f_{R}(x)f_{S}(z/x)\frac{1}{x^{2}}
(5.3) =K12πB(K,MK)|z|1dx(1x)MK1(x2|z|2)(K3)/2.\displaystyle=\frac{K-1}{2\pi B(K,M-K)}\int_{|z|}^{1}dx\,(1-x)^{M-K-1}(x^{2}-|z|^{2})^{(K-3)/2}.

With scaling factors, the density function f1f_{1} of MK1/2U1KU1KTMK^{-1/2}U_{1K}U_{1K}^{T} is then given by (5.1). ∎

We can then give

Proof of Proposition 1.3.

We start with the case N=1N=1. The density function of 1×11\times 1 𝐆\mathbf{G} is g1(z)=12πe|z|2/2g_{1}(z)=\frac{1}{2\pi}e^{-|z|^{2}/2}, and the density of MK1/2U1KU1KTMK^{-1/2}U_{1K}U_{1K}^{T} is given by (5.1) of Lemma 5.1.

For Laplace estimation, we consider f1(z)g1(z)=K(K1)M2B(K,MK)M1K1/2|z|1eFz(x)𝑑x\frac{f_{1}(z)}{g_{1}(z)}=\frac{K(K-1)}{M^{2}B(K,M-K)}\int_{M^{-1}K^{1/2}|z|}^{1}e^{F_{z}(x)}\,dx, with

(5.4) Fz(x)\displaystyle F_{z}(x) =(MK1)log(1x)+K32log(x2M2K|z|2)++|z|22.\displaystyle=(M-K-1)\log(1-x)+\frac{K-3}{2}\log\left(x^{2}-M^{-2}K|z|^{2}\right)_{+}+\frac{|z|^{2}}{2}.

Solving Fz(x)(K3)xx2M2K|z|2MK11x=0F_{z}^{\prime}(x)\equiv\frac{(K-3)x}{x^{2}-M^{-2}K|z|^{2}}-\frac{M-K-1}{1-x}=0 and taking the positive root gives critical point

(5.5) xz\displaystyle x_{z} =K3+(K3)2+4(M4)(MK1)M2K|z|22(M4).\displaystyle=\frac{K-3+\sqrt{(K-3)^{2}+4(M-4)(M-K-1)M^{-2}K|z|^{2}}}{2(M-4)}.

If xzx_{z} is bounded away from the limits of integration as MM\to\infty, 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 O(M1/2)O(M^{-1/2}) neighborhood of xx_{*}, in which Fz(x)Fz(x)O(1)F_{z_{*}}(x_{*})\geq F_{z_{*}}(x)-O(1) by Taylor’s theorem. gives

f1(z)g1(z)\displaystyle\frac{f_{1}(z)}{g_{1}(z)} =K(K1)M2B(K,MK)M1K1/2|z|1eFz(x)𝑑x\displaystyle=\frac{K(K-1)}{M^{2}B(K,M-K)}\int_{M^{-1}K^{1/2}|z|}^{1}e^{F_{z}(x)}\,dx
(5.6) =K(K1)M2B(K,MK)2π|Fz′′(xz)|eFz(xz)(1+O(1/M)),\displaystyle=\frac{K(K-1)}{M^{2}B(K,M-K)}\sqrt{\frac{2\pi}{|F_{z}^{\prime\prime}(x_{z})|}}e^{F_{z}(x_{z})}\left(1+O(1/M)\right),

with an implicit constant which may depend on α\alpha.

We can choose any zz with |z|MK1/2|z|\leq MK^{-1/2} to try to make a large density ratio, so let’s solve for critical points of Fz(xz)F_{z}(x_{z}) over |z||z|. Writing ϕ(x,z):=Fz(x)\phi(x,z):=F_{z}(x), the multivariate chain rule gives dd|z|ϕ(xz,z)=xϕ(xz,z)dxzd|z|+zϕ(xz,z)\frac{d}{d|z|}\phi(x_{z},z)=\partial_{x}\phi(x_{z},z)\frac{dx_{z}}{d|z|}+\partial_{z}\phi(x_{z},z). Since xϕ(xz,z)=Fz(xz)=0\partial_{x}\phi(x_{z},z)=F_{z}^{\prime}(x_{z})=0, we solve

(zFz)(xz)\displaystyle(\partial_{z}F_{z})(x_{z}) K322M2K|z|(xz2M2K|z|2)+|z|=0,\displaystyle\equiv\frac{K-3}{2}\frac{-2M^{-2}K|z|}{(x_{z}^{2}-M^{-2}K|z|^{2})}+|z|=0,

which has nonzero solutions

(5.7) |z|2:=M2K1xz2(K3).\displaystyle|z_{*}|^{2}:=M^{2}K^{-1}x_{z_{*}}^{2}-(K-3).

Let x:=xzx_{*}:=x_{z_{*}}, so Fz(x)=0F^{\prime}_{z_{*}}(x_{*})=0. Plugging (5.7) into the equation Fz(x)=0F^{\prime}_{z_{*}}(x_{*})=0 implies

(K3)x(1x)\displaystyle(K-3)x_{*}(1-x_{*}) =(MK1)M2K(K3),\displaystyle=(M-K-1)M^{-2}K(K-3),

so x(1x)=(MK1)M2Kx_{*}(1-x_{*})=(M-K-1)M^{-2}K, and x=1±14(MK1)M2K2x_{*}=\frac{1\pm\sqrt{1-4(M-K-1)M^{-2}K}}{2}. We will take the larger root and recall α<1/2\alpha<1/2, which gives

(5.8) x\displaystyle x_{*} =1α+α(12α)M+O(1/M2),\displaystyle=1-\alpha+\frac{\alpha}{(1-2\alpha)M}+O(1/M^{2}),
(5.9) |z|2\displaystyle|z_{*}|^{2} =Mα(1α)2Mα+2(1α)12α+3+O(1/M).\displaystyle=\frac{M}{\alpha}(1-\alpha)^{2}-M\alpha+\frac{2(1-\alpha)}{1-2\alpha}+3+O(1/M).

We also see that M1K1/2|z|=12α+O(1/M)M^{-1}K^{1/2}|z_{*}|=\sqrt{1-2\alpha}+O(1/M), so for α>0\alpha>0 there is a constant gap separating x=1α+O(1/M)x_{*}=1-\alpha+O(1/M) from the lower limit of integration in (5.6) as MM\to\infty. For this zz_{*} and xx_{*},

Fz(x)\displaystyle F_{z_{*}}(x_{*}) =(MK1)log(1x)+K32log(M2K(K3))+12|z|2\displaystyle=(M-K-1)\log(1-x_{*})+\frac{K-3}{2}\log(M^{-2}K(K-3))+\frac{1}{2}|z_{*}|^{2}
(5.10) =M[logα+12α2α]4logα+O(1/M).\displaystyle=M\left[\log\alpha+\frac{1-2\alpha}{2\alpha}\right]-4\log\alpha+O(1/M).

For the second derivative term in (5.6), evaluating the (negative of the) second derivative of FzF_{z_{*}} at xx_{*} using (5.8) and (5.9) gives

Fz′′(x)\displaystyle-F_{z_{*}}^{\prime\prime}(x_{*}) =MK1(x1)2+(K3)(x2+M2K|z|2)(x2M2K|z|2)2\displaystyle=\frac{M-K-1}{(x_{*}-1)^{2}}+\frac{(K-3)(x_{*}^{2}+M^{-2}K|z_{*}|^{2})}{(x_{*}^{2}-M^{-2}K|z_{*}|^{2})^{2}}
(5.11) =M23αα3+O(1).\displaystyle=M\frac{2-3\alpha}{\alpha^{3}}+O(1).

The remaining term to expand in (5.6) is the beta function B(K,MK)=Γ(K)Γ(MK)Γ(M)B(K,M-K)=\frac{\Gamma(K)\Gamma(M-K)}{\Gamma(M)}. Using Stirling’s formula logΓ(y)(y12)logyy+12log(2π)+O(1/y)\log\Gamma(y)\sim(y-\frac{1}{2})\log y-y+\frac{1}{2}\log(2\pi)+O(1/y), with K,MKK,M-K\to\infty, we see

logB\displaystyle\log B (K,MK)\displaystyle(K,M-K)
=KlogKM+(MK)logMKM+12log(2π)+12logMK(MK)+O(1/M)\displaystyle=K\log\frac{K}{M}+(M-K)\log\frac{M-K}{M}+\frac{1}{2}\log(2\pi)+\frac{1}{2}\log\frac{M}{K(M-K)}+O(1/M)
(5.12) =M[αlogα+(1α)log(1α)]12logM12log(α(1α))+12log(2π)+O(1/M).\displaystyle=M\left[\alpha\log\alpha+(1-\alpha)\log(1-\alpha)\right]-\frac{1}{2}\log M-\frac{1}{2}\log(\alpha(1-\alpha))+\frac{1}{2}\log(2\pi)+O(1/M).

In total, plugging (5.10), (5.11), and (5.12) into (5.6), we obtain

(5.13) logf1(z)g1(z)\displaystyle\log\frac{f_{1}(z_{*})}{g_{1}(z_{*})} =M[(1α)logα1α+12α2α]+12log(1α)12log(23α)+O(1/M).\displaystyle=M\left[(1-\alpha)\log\frac{\alpha}{1-\alpha}+\frac{1-2\alpha}{2\alpha}\right]+\frac{1}{2}\log(1-\alpha)-\frac{1}{2}\log(2-3\alpha)+O(1/M).

Thus

(5.14) supzf1(z)g1(z)\displaystyle\sup_{z}\frac{f_{1}(z)}{g_{1}(z)} 1α23αexp(M[(1α)logα1α+12α2α])(1O(1/M)).\displaystyle\geq\sqrt{\frac{1-\alpha}{2-3\alpha}}\exp\left({M\left[(1-\alpha)\log\frac{\alpha}{1-\alpha}+\frac{1-2\alpha}{2\alpha}\right]}\right)(1-O(1/M)).

For 0<α<1/20<\alpha<1/2, we can check that

(5.15) (1α)logα1α+12α2α>0,\displaystyle(1-\alpha)\log\frac{\alpha}{1-\alpha}+\frac{1-2\alpha}{2\alpha}>0,

for example by setting y=1ααy=\frac{1-\alpha}{\alpha} and noting the above is equivalent to y212ylogy>0\frac{y^{2}-1}{2y}-\log y>0 for y>1y>1, i.e. α<1/2\alpha<1/2, and that this holds by checking the derivative is >0>0 for y>1y>1. Then (5.14) gives

(5.16) supzf1(z)g1(z)\displaystyle\sup_{z}\frac{f_{1}(z)}{g_{1}(z)} Ωα(ecαM),\displaystyle\geq\Omega_{\alpha}(e^{c_{\alpha}M}),

with the implicit constant and cαc_{\alpha} depending on α=K/M\alpha=K/M. Moreover, for α[η,1/2η]\alpha\in[\eta,1/2-\eta], the constants can be taken uniform depending only on η\eta.

The N=1N=1 case implies the higher dimensional cases since f1f_{1} and g1g_{1} are marginal densities of the higher dimensional densities ff and gg. If f/g<\|f/g\|_{\infty}<\infty, then letting dZ^d\hat{Z} denote integration over all variables except the top left entry Z11Z_{11}, we see

(5.17) f1(Z11)=dZ^f(Z)g(Z)g(Z)\displaystyle f_{1}(Z_{11})=\int d\hat{Z}\,\frac{f(Z)}{g(Z)}{g(Z)} f/gdZ^g(Z)=f/gg1(Z11).\displaystyle\leq\|f/g\|_{\infty}\int d\hat{Z}\,g(Z)=\|f/g\|_{\infty}g_{1}(Z_{11}).

Thus f1/g1f/g\|f_{1}/g_{1}\|_{\infty}\leq\|f/g\|_{\infty}. ∎

Appendix A Proof of Theorem 1.1 with N=o(K)N=o(\sqrt{K})

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 dTV(Q𝐆QT,𝐆)d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G}).

Proposition 2.1 works for any N=o(K1/3)N=o(K^{1/3}), and the final bound (2.20) shows the proof also works for N=o(K1/2)N=o(K^{1/2}) if L=MK=O(M1/2)L=M-K=O(M^{1/2}). In this section, we improve the allowed size to N=o(K1/2)N=o(K^{1/2}) for any LL. Since we already have the desired result N=o(K1/2)N=o(K^{1/2}) when L=O(M1/2)L=O(M^{1/2}), and since N=O(K1/2)=O(M1/2)N=O(K^{1/2})=O(M^{1/2}), we will always consider LNL\geq N in this section. It suffices to prove the required bound in Theorem 1.1 for N2c0KN^{2}\leq c_{0}K with c0c_{0} chosen sufficiently small. For convenience, we will also take K2NK\geq 2N.

The proof starts in the same way as in Section 2, but the difference is we will bound the quantity dTV(Q𝐆QT,𝐆)d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G}) more sharply. Specifically, in this section we prove the stronger bound (compare to (2.20))

(A.1) dTV(Q𝐆QT,𝐆)\displaystyle d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G}) O(NK),\displaystyle\leq O\left(\frac{N}{\sqrt{K}}\right),

using an exact χ2\chi^{2}-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 N×NN\times N Gaussian matrices 𝐆\mathbf{G} and q𝐆qTq\mathbf{G}q^{T} directly as multivariate Gaussians in d:=N(N+1)/2d:=N(N+1)/2 variables. To this end, let SymN:={XN×N:XT=X}N(N+1)/2\mathrm{Sym}_{N}:=\{X\in\mathbb{C}^{N\times N}:X^{T}=X\}\cong\mathbb{C}^{N(N+1)/2}, with the inner product X|Y=12Tr(XY)\langle X|Y\rangle=\frac{1}{2}\operatorname{Tr}(X^{\dagger}Y). The usual orthonormal basis for SymN\mathrm{Sym}_{N} consists of |ij|+|ji||i\rangle\langle j|+|j\rangle\langle i| for 1i<jN1\leq i<j\leq N, and 2|ii|\sqrt{2}|i\rangle\langle i| for i=1,,Ni=1,\ldots,N. For an invertible covariance operator Σ:SymNSymN\Sigma:\mathrm{Sym}_{N}\to\mathrm{Sym}_{N}, the circular-symmetric complex Gaussian with covariance Σ\Sigma has density on SymN\mathrm{Sym}_{N}, 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) f(Z)\displaystyle f(Z) =|detΣSymN|1πde12Tr(ZΣ1(Z)).\displaystyle=|\det\!{}_{\mathrm{Sym}_{N}}\Sigma|^{-1}\pi^{-d}e^{-\frac{1}{2}\operatorname{Tr}(Z^{\dagger}\Sigma^{-1}(Z))}.

We see, due to the orthonormal basis, that Σ=I\Sigma=I corresponds to the distribution of 𝐆𝒢Nsym\mathbf{G}\sim\mathcal{G}_{N}^{\mathrm{sym}}, whose entries have variance 2 on the diagonal and 1 off of the diagonal.

We can define a family of covariance operators ΣR\Sigma_{R} on SymN\mathrm{Sym}_{N} via ΣR(X):=RXRT\Sigma_{R}(X):=RXR^{T}, for N×NN\times N hermitian matrices RR. From a computation like (2.7), we see that for q0q\geq 0, q𝐆qTq\mathbf{G}q^{T} has covariance operator Σq2\Sigma_{q^{2}}. Also, when R>0R>0, then ΣR>0\Sigma_{R}>0 as well, since if (ri,φi)i(r_{i},\varphi_{i})_{i} are eigenpairs of RR, then (rirj,|φiφ¯j|+|φjφ¯i|)ij(r_{i}r_{j},|\varphi_{i}\rangle\langle\bar{\varphi}_{j}|+|\varphi_{j}\rangle\langle\bar{\varphi}_{i}|)_{i\leq j} are eigenpairs of ΣR\Sigma_{R}.

As in Section 2, let P0=INENVVENP_{0}=I_{N}-E_{N}VV^{\dagger}E_{N}^{\dagger}, where EN=(IN 0MN)E_{N}=(I_{N}\;0_{M-N}) and VV is the M×(MK)M\times(M-K) matrix consisting of the last MKM-K columns of the Haar random UU. Set Q=(MK1P0)1/2Q=(MK^{-1}P_{0})^{1/2} and S=QQ=Q2S=Q^{\dagger}Q=Q^{2}. For fixed Q=qQ=q, q𝐆qTq\mathbf{G}q^{T} viewed as a Gaussian on SymN\mathrm{Sym}_{N} then has covariance Σs\Sigma_{s}, for s=qq=q2s=q^{\dagger}q=q^{2}. Write s=q2=:I+δs=q^{2}=:I+\delta as in Section 2, and let Σs=ISymN+A\Sigma_{s}=I_{\mathrm{Sym}_{N}}+A with A=A(δ)=ΣsISymNA=A(\delta)=\Sigma_{s}-I_{\mathrm{Sym}_{N}}. As before, it will be useful to ensure δ\|\delta\| is bounded away from 1. For random Q=(MK1P0)1/2Q=(MK^{-1}P_{0})^{1/2} and δ=Q2I\delta=Q^{2}-I, define the event

:={δ1/4},which has 𝐏[c]=O(LN2KM),\displaystyle\mathcal{E}:=\{\|\delta\|\leq 1/4\},\quad\text{which has }\mathbf{P}[\mathcal{E}^{c}]=O\left(\frac{LN^{2}}{KM}\right),

by the same argument as (2.15). We will bound the distance between μ=(Q𝐆QT|)\mu_{\mathcal{E}}=\mathcal{L}(Q\mathbf{G}Q^{T}|\mathcal{E}) and γ=(𝐆)\gamma=\mathcal{L}(\mathbf{G}). Since 𝐏[c]=O(LN2KM)\mathbf{P}[\mathcal{E}^{c}]=O(\frac{LN^{2}}{KM}), this will also give us an adequate bound on the total variation distance between μ=(Q𝐆QT)\mu=\mathcal{L}(Q\mathbf{G}Q^{T}) and (𝐆)\mathcal{L}(\mathbf{G}).

It will be useful to use χ2\chi^{2}-divergence. The χ2\chi^{2}-divergence between probability measures μ\mu and ν\nu is χ2(μ||ν):=(dμdν1)2dν=(dμdν)2dν1\chi^{2}(\mu||\nu):=\int\big(\frac{d\mu}{d\nu}-1\big)^{2}\,d\nu=\int\big(\frac{d\mu}{d\nu}\big)^{2}\,d\nu-1, and so dTV(μ,ν)=12|dμdν1|𝑑ν12χ2(μ||ν)d_{\mathrm{TV}}(\mu,\nu)=\frac{1}{2}\int|\frac{d\mu}{d\nu}-1|\,d\nu\leq\frac{1}{2}\sqrt{\chi^{2}(\mu||\nu)}. The point is that for Gaussian mixture μ\mu_{\mathcal{E}} and standard Gaussian γ\gamma on SymN\mathrm{Sym}_{N}, we can evaluate an exact formula for the χ2\chi^{2}-divergence.

The density of μ=(Q𝐆QT|)\mu_{\mathcal{E}}=\mathcal{L}(Q\mathbf{G}Q^{T}|\mathcal{E}) is given as follows. Let fAf_{A} be the density as in (A.2) for the complex Gaussian on SymN\mathrm{Sym}_{N} with covariance matrix Σ=ISymN+A\Sigma=I_{\mathrm{Sym}_{N}}+A. Letting AA be distributed as the random variable A(δ)=ΣI+δISymNA(\delta)=\Sigma_{I+\delta}-I_{\mathrm{Sym}_{N}} conditioned on \mathcal{E}, the density for μ\mu_{\mathcal{E}} is then given by 𝐄AfA\mathbf{E}_{A}f_{A} (for example, one can use Fubini–Tonelli). Then

1+χ2(μ||γ)=SymN(dμdγ)2dγ\displaystyle 1+\chi^{2}(\mu_{\mathcal{E}}||\gamma)=\int_{\mathrm{Sym}_{N}}\left(\frac{d\mu_{\mathcal{E}}}{d\gamma}\right)^{2}\,d\gamma =SymN(𝐄AfA(Z))2f02(Z)f0(Z)𝑑Z\displaystyle=\int_{\mathrm{Sym}_{N}}\frac{(\mathbf{E}_{A}f_{A}(Z))^{2}}{f_{0}^{2}(Z)}\,f_{0}(Z)\,dZ
(A.3) =SymN𝐄AfA(Z)𝐄BfB(Z)f0(Z)𝑑Z,\displaystyle=\int_{\mathrm{Sym}_{N}}\frac{\mathbf{E}_{A}f_{A}(Z)\mathbf{E}_{B}f_{B}(Z)}{f_{0}(Z)}\,dZ,

where BB is an independent copy of AA. Since fA,fB,f0f_{A},f_{B},f_{0} are Gaussian densities, we can evaluate, using (A.2),

1+χ2(μ||γ)\displaystyle 1+\chi^{2}(\mu_{\mathcal{E}}||\gamma) =𝐄A,BSymNπddet(I+A)1det(I+B)1e12Tr(Z[(I+A)1+(I+B)1I](Z))𝑑Z\displaystyle=\mathbf{E}_{A,B}\int_{\mathrm{Sym}_{N}}\pi^{-d}\det(I+A)^{-1}\det(I+B)^{-1}e^{-\frac{1}{2}\operatorname{Tr}(Z^{\dagger}[(I+A)^{-1}+(I+B)^{-1}-I](Z))}\,dZ
(A.4) =𝐄A,Bdet(I+A)1det(I+B)1det((I+A)1+(I+B)1I)=𝐄A,B1det(IAB),\displaystyle=\mathbf{E}_{A,B}\frac{\det(I+A)^{-1}\det(I+B)^{-1}}{\det((I+A)^{-1}+(I+B)^{-1}-I)}=\mathbf{E}_{A,B}\frac{1}{\det(I-AB)},

the last equality by pulling out factors det(I+A)1\det(I+A)^{-1} and det(I+B)1\det(I+B)^{-1} on the left and right sides of the denominator, and provided all inverses are defined and (I+A)1+(I+B)1I>0(I+A)^{-1}+(I+B)^{-1}-I>0, which we now verify.

To check (I+A)1(I+A)^{-1} and (I+B)1(I+B)^{-1} exist, we can estimate A\|A\| on \mathcal{E}. Recall S=I+δS=I+\delta which is self-adjoint, and let (λj,φj)j=1N(\lambda_{j},\varphi_{j})_{j=1}^{N} be the eigenpairs of δ\delta. Then one can check the (not necessarily normalized) eigenpairs of ΣS\Sigma_{S} are ((1+λi)(1+λj),|φiφ¯j|+|φjφ¯i|)ij((1+\lambda_{i})(1+\lambda_{j}),|\varphi_{i}\rangle\langle\bar{\varphi}_{j}|+|\varphi_{j}\rangle\langle\bar{\varphi}_{i}|)_{i\leq j}. On ={δ1/4}\mathcal{E}=\{\|\delta\|\leq 1/4\}, the absolute value of the eigenvalues of A=ΣSIA=\Sigma_{S}-I are thus

(A.5) |(1+λi)(1+λj)1|\displaystyle|(1+\lambda_{i})(1+\lambda_{j})-1| =|λi+λj+λiλj|916A916<1.\displaystyle=|\lambda_{i}+\lambda_{j}+\lambda_{i}\lambda_{j}|\leq\frac{9}{16}\quad\Longrightarrow\quad\|A\|\leq\frac{9}{16}<1.

Similarly, we can use the above bound to see (I+A)1+(I+B)1I(1625+16251)I=725I>0(I+A)^{-1}+(I+B)^{-1}-I\geq(\frac{16}{25}+\frac{16}{25}-1)I=\frac{7}{25}I>0. Thus we do have in total

(A.6) 1+χ2(μ||γ)\displaystyle 1+\chi^{2}(\mu_{\mathcal{E}}||\gamma) =𝐄A,Bdet(IAB)1.\displaystyle=\mathbf{E}_{A,B}\det(I-AB)^{-1}.

The rest of the proof will be to bound 𝐄A,Bdet(IAB)1\mathbf{E}_{A,B}\det(I-AB)^{-1}. We will do this one expectation at a time. Letting A=A(δ)A=A(\delta) and taking a logarithm, define

(A.7) FB(δ):=logdet(IA(δ)B),\displaystyle F_{B}(\delta):=-\log\det(I-A(\delta)B),

so that 𝐄Adet(IAB)1=𝐄AeFB(δ)\mathbf{E}_{A}\det(I-AB)^{-1}=\mathbf{E}_{A}e^{F_{B}(\delta)}. Note that det(IAB)\det(I-AB) is real and positive on \mathcal{E}, using the factorization in (A.4) into ratios of determinants of positive operators on \mathcal{E}.

We will use the Bakry–Émery criterion [BE85] to bound 𝐄AeFB(δ)\mathbf{E}_{A}e^{F_{B}(\delta)} 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 Ω\Omega is a convex subset of m\mathbb{R}^{m} (whose interior is thus geodesically convex, i.e. there is a distance-minimizing geodesic between any two points). Let μ\mu be a probability measure of the form dμ(x)=eV(x)dxd\mu(x)=e^{-V(x)}\,dx for VV smooth on the interior of Ω\Omega. Recall the entropy functional for nonnegative hh is Entμ(h):=hloghdμhdμloghdμ\operatorname{Ent}_{\mu}(h):=\int h\log h\,d\mu-\int h\,d\mu\cdot\log\int h\,d\mu. If D2Vx[H,H]λHhs2D^{2}V_{x}[H,H]\geq\lambda\|H\|_{\mathrm{hs}}^{2} for all xΩx\in\Omega, then for all fC1(Ω)f\in C^{1}(\Omega),

(A.8) Entμ(f2)\displaystyle\operatorname{Ent}_{\mu}(f^{2}) 2λ|f|2𝑑μ.\displaystyle\leq\frac{2}{\lambda}\int|\nabla f|^{2}\,d\mu.

By the standard Herbst argument, the entropy bound with f=etF/2f=e^{tF/2} implies for LL-Lipschitz FF (see e.g. [Wai19, §3.1.2]),

(A.9) log𝐄μet(F𝐄F)\displaystyle\log\mathbf{E}_{\mu}e^{t(F-\mathbf{E}F)} t2L22λ,t.\displaystyle\leq\frac{t^{2}L^{2}}{2\lambda},\quad t\in\mathbb{R}.

We apply this to F=FBF=F_{B} and VV the negative log-density of δ\delta restricted to Ω\Omega which will be a convex subset of \mathcal{E}. We bound the Hessian of VV and the Lipschitz constant for FBF_{B} as follows. For VV, recall δ=SI=MK1P0I\delta=S-I=MK^{-1}P_{0}-I, where P0=(ENA1)(ENA1)P_{0}=(E_{N}A_{1})(E_{N}A_{1})^{\dagger} for ENA1E_{N}A_{1} the top left N×KN\times K submatrix of the Haar random unitary UU. Then for NK,LN\leq K,L, P0P_{0} follows a complex matrix-variate beta distribution with density f(P)(detP)KNdet(IP)LN𝟏0<P<1f(P)\propto(\det P)^{K-N}\det(I-P)^{L-N}\mathbf{1}_{0<P<1}; 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 δ\delta as

(A.10) V(δ)=(KN)logdet(I+δ)(LN)logdet(L/Kδ)+C,\displaystyle V(\delta)=-(K-N)\log\det(I+\delta)-(L-N)\log\det(L/K-\delta)+C^{\prime},

for some constant CC^{\prime} depending on K,L,M,NK,L,M,N, and with the domain 𝟏0<P<I\mathbf{1}_{0<P<I} replaced by 𝟏I<δ<L/K\mathbf{1}_{-I<\delta<L/K}. Thus we take Ω:={I<δ<L/K}\Omega:=\mathcal{E}\cap\{-I<\delta<L/K\}, which is convex.

The necessary matrix derivatives can be calculated using the formulas [PP12]

tdetA(t)\displaystyle\partial_{t}\det A(t) =detA(t)Tr(A(t)1tA(t)),\displaystyle=\det A(t)\operatorname{Tr}(A(t)^{-1}\partial_{t}A(t)),
tTrA(t)\displaystyle\partial_{t}\operatorname{Tr}A(t) =TrtA(t),\displaystyle=\operatorname{Tr}\partial_{t}A(t),
tA1\displaystyle\partial_{t}A^{-1} =A1(tA)A1.\displaystyle=-A^{-1}(\partial_{t}A)A^{-1}.

This gives

DV(δ)[H]\displaystyle DV(\delta)[H] =t=0V(δ+tH)=(KN)Tr((I+δ)1H)+(LN)Tr((L/Kδ)1H).\displaystyle=\partial_{t=0}V(\delta+tH)=-(K-N)\operatorname{Tr}((I+\delta)^{-1}H)+(L-N)\operatorname{Tr}((L/K-\delta)^{-1}H).

Taking another derivative using δδ+tH\delta\mapsto\delta+tH, we get for HH hermitian,

D2V(δ)[H,H]\displaystyle D^{2}V(\delta)[H,H] =(KN)Tr((I+δ)1H(I+δ)1H)+(LN)Tr((L/Kδ)1H(L/Kδ)1H)\displaystyle=(K-N)\operatorname{Tr}((I+\delta)^{-1}H(I+\delta)^{-1}H)+(L-N)\operatorname{Tr}((L/K-\delta)^{-1}H(L/K-\delta)^{-1}H)
(KN)Tr((I+δ)1H(I+δ)1H)\displaystyle\geq(K-N)\operatorname{Tr}((I+\delta)^{-1}H(I+\delta)^{-1}H)
(A.11) (KN)(45)2Hhs2cKHhs2,on ,\displaystyle\geq(K-N)\left(\frac{4}{5}\right)^{2}\|H\|_{\mathrm{hs}}^{2}\geq cK\|H\|_{\mathrm{hs}}^{2},\quad\text{on $\mathcal{E}$,}

and since we assume K2NK\geq 2N. For the Lipschitz constant for FB(δ)=logdet(ISymNA(δ)B)F_{B}(\delta)=-\log\det(I_{\mathrm{Sym}_{N}}-A(\delta)B), we similarly compute

(A.12) DFB(δ)[H]\displaystyle DF_{B}(\delta)[H] =t=0FB(δ+tH)=Tr[(IAB)1[DA(δ)[H]]B].\displaystyle=\partial_{t=0}F_{B}(\delta+tH)=\operatorname{Tr}[(I-AB)^{-1}[DA(\delta)[H]]B].

Since we can also compute DA(δ)[H](X)=HX(1+δ)T+(1+δ)XHTDA(\delta)[H](X)=HX(1+\delta)^{T}+(1+\delta)XH^{T}, we can check that as an operator on SymN\mathrm{Sym}_{N},

(A.13) DA(δ)[H]hsCNHhs,\displaystyle\|DA(\delta)[H]\|_{\mathrm{hs}}\leq C\sqrt{N}\|H\|_{\mathrm{hs}},

for example by calculating the Hilbert–Schmidt norms in the usual basis for SymN\mathrm{Sym}_{N}. From (A.12), and (IAB)1c\|(I-AB)^{-1}\|\leq c and (A.5), we then get

(A.14) FB=supH=H:Hhs=1|DFB(δ)[H]|CNBhs.\displaystyle\begin{aligned} \|\nabla F_{B}\|&=\sup_{H=H^{\dagger}:\|H\|_{\mathrm{hs}}=1}|DF_{B}(\delta)[H]|\leq C\sqrt{N}\|B\|_{\mathrm{hs}}.\end{aligned}

Combining with (A.11) and taking the convex set Ω={I<δ<L/K}\Omega=\mathcal{E}\cap\{-I<\delta<L/K\}, Theorem A.1 and (A.9) with t=1t=1 thus give

(A.15) 𝐄AeFB\displaystyle\mathbf{E}_{A}e^{F_{B}} exp[𝐄AFB+CNKBhs2].\displaystyle\leq\exp\left[\mathbf{E}_{A}F_{B}+\frac{CN}{K}\|B\|_{\mathrm{hs}}^{2}\right].

To bound 𝐄AFB\mathbf{E}_{A}F_{B}, we use the power series expansion FB(δ)=logdet(IA(δ)B)=j=11jTr((AB)j)F_{B}(\delta)=-\log\det(I-A(\delta)B)=\sum_{j=1}^{\infty}\frac{1}{j}\operatorname{Tr}((AB)^{j}). For j2j\geq 2,

(A.16) |Tr((AB)j)|\displaystyle|\operatorname{Tr}((AB)^{j})| ABj2ABhs2(916)2(j2)Tr(A2B2).\displaystyle\leq\|AB\|^{j-2}\|AB\|_{\mathrm{hs}}^{2}\leq\left(\frac{9}{16}\right)^{2(j-2)}\operatorname{Tr}(A^{2}B^{2}).

Thus FB(δ)Tr(AB)+CTr(A2B2)F_{B}(\delta)\leq\operatorname{Tr}(AB)+C\operatorname{Tr}(A^{2}B^{2}), and it will next be enough to bound 𝐄AA\mathbf{E}_{A}A and 𝐄AA2\mathbf{E}_{A}A^{2}, which is done by the following lemma.

Lemma A.2 (expectation values).

Let A=A(δ)=ΣI+δISymNA=A(\delta)=\Sigma_{I+\delta}-I_{\mathrm{Sym}_{N}}, conditioned on the event \mathcal{E}. Then there are scalars a,ba,b such that

(A.17) 𝐄A\displaystyle\mathbf{E}A =aI,𝐄A2=bI,with a=O(NK),b=O(NK).\displaystyle=aI,\quad\mathbf{E}A^{2}=bI,\quad\text{with }a=O\bigg(\frac{\sqrt{N}}{K}\bigg),\quad b=O\left(\frac{N}{K}\right).

This lemma will be proved in Section A.1. Applying it to (A.15) and the discussion below it, we obtain

(A.18) 𝐄Adet(IAB)1\displaystyle\mathbf{E}_{A}\det(I-AB)^{-1} eq(B), for q(B)=aTrB+(b+CNK)Tr(B2).\displaystyle\leq e^{q(B)},\quad\text{ for }q(B)=a\operatorname{Tr}B+\left(b+\frac{CN}{K}\right)\operatorname{Tr}(B^{2}).

Now we apply Theorem A.1 with (A.9) again, this time to 𝐄Beq(B)\mathbf{E}_{B}e^{q(B)}. We calculate the gradient of q(B)q(B), letting DB[H]DB[H] denote DB(δ)[H]DB(\delta)[H], which satisfies the bound (A.13),

(A.19) Dq(B(δ))[H]\displaystyle Dq(B(\delta))[H] =aTr(DB[H])+2(b+CN/K)Tr[B(δ)DB[H]].\displaystyle=a\operatorname{Tr}(DB[H])+2(b+CN/K)\operatorname{Tr}[B(\delta)DB[H]].

Using (A.13), b=O(NK)b=O(\frac{N}{K}), BhsdB=O(N)\|B\|_{\mathrm{hs}}\leq\sqrt{d}\|B\|=O(N) from (A.5), and |TrSymNY|cNYhs|\operatorname{Tr}_{\mathrm{Sym}_{N}}Y|\leq cN\|Y\|_{\mathrm{hs}} and |TrXY|XhsYhs|\operatorname{Tr}XY|\leq\|X\|_{\mathrm{hs}}\|Y\|_{\mathrm{hs}}, we see on \mathcal{E},

(A.20) q(B)\displaystyle\|\nabla q(B)\| O(|a|N3/2+N5/2K).\displaystyle\leq O\left(|a|N^{3/2}+\frac{N^{5/2}}{K}\right).

Then Theorem A.1 with (A.9), and a=O(NK)a=O(\frac{\sqrt{N}}{K}), give

(A.21) 𝐄Beq(B)\displaystyle\mathbf{E}_{B}e^{q(B)} exp[𝐄Bq(B)+CK(N4K2+N5K2)].\displaystyle\leq\exp\left[\mathbf{E}_{B}q(B)+\frac{C}{K}\left(\frac{N^{4}}{K^{2}}+\frac{N^{5}}{K^{2}}\right)\right].

Using Lemma A.2 for BB, along with the bounds on a=O(NK)a=O(\frac{\sqrt{N}}{K}) and b=O(NK)b=O(\frac{N}{K}), then gives

(A.22) 𝐄Bq(B)\displaystyle\mathbf{E}_{B}q(B) da2+dCNKbO(N3K2+N4K2)=O(N4K2),\displaystyle\leq da^{2}+d\frac{C^{\prime}N}{K}b\leq O\left(\frac{N^{3}}{K^{2}}+\frac{N^{4}}{K^{2}}\right)=O\left(\frac{N^{4}}{K^{2}}\right),

since N2c0KN^{2}\leq c_{0}K by assumption. Thus

(A.23) 𝐄A,Bdet(IAB)1\displaystyle\mathbf{E}_{A,B}\det(I-AB)^{-1} 𝐄Beq(B)exp(O(N4K2)).\displaystyle\leq\mathbf{E}_{B}e^{q(B)}\leq\exp\left(O\bigg(\frac{N^{4}}{K^{2}}\bigg)\right).

Finally, returning to (A.6), we get for N2c0KN^{2}\leq c_{0}K,

(A.24) χ2(μ||γ)\displaystyle\chi^{2}(\mu_{\mathcal{E}}||\gamma) eO(N4K2)1O(N4K2).\displaystyle\leq e^{O\left(\frac{N^{4}}{K^{2}}\right)}-1\leq O\left(\frac{N^{4}}{K^{2}}\right).

Since dTV(μ,γ)12χ2(μ||γ)d_{\mathrm{TV}}(\mu_{\mathcal{E}},\gamma)\leq\frac{1}{2}\sqrt{\chi^{2}(\mu_{\mathcal{E}}||\gamma)}, and dTV(μ,μ)𝐏[c]O(LN2KM)d_{\mathrm{TV}}(\mu_{\mathcal{E}},\mu)\leq\mathbf{P}[\mathcal{E}^{c}]\leq O(\frac{LN^{2}}{KM}) for μ=(Q𝐆QT)\mu=\mathcal{L}(Q\mathbf{G}Q^{T}) (for example, use a coupling Z=Q𝐆QTμZ=Q\mathbf{G}Q^{T}\sim\mu, Y=ZY=Z on (Q)\mathcal{E}(Q), YμY\sim\mu_{\mathcal{E}} on (Q)c\mathcal{E}(Q)^{c}), we obtain

(A.25) dTV(Q𝐆QT,𝐆)\displaystyle d_{\mathrm{TV}}(Q\mathbf{G}Q^{T},\mathbf{G}) O(NK).\displaystyle\leq O\left(\frac{N}{\sqrt{K}}\right).

Inserting this in (2.6) gives Theorem 1.1. ∎

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 RR be a random hermitian matrix with law invariant under RVRVR\mapsto VRV^{\dagger} for any VU(N)V\in\mathrm{U}(N). Then 𝐄ΣR=aRI\mathbf{E}\Sigma_{R}=a_{R}I for some aRa_{R}\in\mathbb{R}.

Proof of Lemma A.3.

It will be enough to show that 𝐄ΣR(|xx|)=a|xx|\mathbf{E}\Sigma_{R}(|x\rangle\langle x|)=a|x\rangle\langle x| for every xNx\in\mathbb{R}^{N}, since the real basis elements |eiej|+|ejei||e_{i}\rangle\langle e_{j}|+|e_{j}\rangle\langle e_{i}| for SymN\mathrm{Sym}_{N} can be expressed as |ei+ejei+ej||eiei||ejej||e_{i}+e_{j}\rangle\langle e_{i}+e_{j}|-|e_{i}\rangle\langle e_{i}|-|e_{j}\rangle\langle e_{j}|. We start with |xx|=|e1e1|=(1𝟎𝟎𝟎N1)|x\rangle\langle x|=|e_{1}\rangle\langle e_{1}|=\begin{pmatrix}1&\mathbf{0}\\ \mathbf{0}&\mathbf{0}_{N-1}\end{pmatrix}. We see that 𝐄ΣR(|e1e1|)\mathbf{E}\Sigma_{R}(|e_{1}\rangle\langle e_{1}|) is invariant under the unitary congruence ()D()DT(\cdot)\mapsto D(\cdot)D^{T} by the block matrix D:=diag(1,W)D:=\operatorname{diag}(1,W) for any WU(N1)W\in\mathrm{U}(N-1), since noting that D|e1e1|DT=|e1e1|D|e_{1}\rangle\langle e_{1}|D^{T}=|e_{1}\rangle\langle e_{1}|, then

DR|e1e1|RTDT\displaystyle DR|e_{1}\rangle\langle e_{1}|R^{T}D^{T} =DRDD|e1e1|DT(DT)RTDT\displaystyle=DRD^{\dagger}D|e_{1}\rangle\langle e_{1}|D^{T}(D^{T})^{\dagger}R^{T}D^{T}
(A.26) =𝑑R|e1e1|RT.\displaystyle\overset{d}{=}R|e_{1}\rangle\langle e_{1}|R^{T}.

Write 𝐄ΣR(|e1e1|)𝐄R|e1e1|RT=(abbTC)\mathbf{E}\Sigma_{R}(|e_{1}\rangle\langle e_{1}|)\equiv\mathbf{E}R|e_{1}\rangle\langle e_{1}|R^{T}=\begin{pmatrix}a&b\\ b^{T}&C\end{pmatrix} for aa\in\mathbb{R} and CC an (N1)×(N1)(N-1)\times(N-1) complex symmetric matrix. Then taking W=eitIN1W=e^{it}I_{N-1} for tt\in\mathbb{R} in (A.26) shows b=0b=0 and C=0C=0, so 𝐄ΣR(|e1e1|)=a|e1e1|\mathbf{E}\Sigma_{R}(|e_{1}\rangle\langle e_{1}|)=a|e_{1}\rangle\langle e_{1}|. For general unit xNx\in\mathbb{R}^{N}, we can then simply let VO(N)V\in\mathrm{O}(N) be an orthogonal matrix such that V|e1=|xV|e_{1}\rangle=|x\rangle; then V=VTV^{\dagger}=V^{T} and

(A.27) ΣR(|xx|)=R|xx|RT\displaystyle\Sigma_{R}(|x\rangle\langle x|)=R|x\rangle\langle x|R^{T} =RV|e1e1|VTRT=𝑑VR|e1e1|RTVT,\displaystyle=RV|e_{1}\rangle\langle e_{1}|V^{T}R^{T}\overset{d}{=}VR|e_{1}\rangle\langle e_{1}|R^{T}V^{T},

and so 𝐄ΣR(|xx|)=Va|e1e1|VT=a|xx|\mathbf{E}\Sigma_{R}(|x\rangle\langle x|)=Va|e_{1}\rangle\langle e_{1}|V^{T}=a|x\rangle\langle x|, as desired. ∎

We apply this to estimate 𝐄A\mathbf{E}_{\mathcal{E}}A and 𝐄A2\mathbf{E}_{\mathcal{E}}A^{2} in Lemma A.2. Since S=1+δ=MK1P0=MK1(INENVVEN)S=1+\delta=MK^{-1}P_{0}=MK^{-1}(I_{N}-E_{N}VV^{\dagger}E_{N}^{\dagger}) for VV the last MKM-K columns of an M×MM\times M Haar random matrix, one can check that S=𝑑ξNSξNS\overset{d}{=}\xi_{N}S\xi_{N}^{\dagger} for any ξNU(N)\xi_{N}\in\mathrm{U}(N). (For example, one can use ξNEN=[ξN 0MN]=EN(ξNIMN)\xi_{N}E_{N}=[\xi_{N}\;0_{M-N}]=E_{N}(\xi_{N}\oplus I_{M-N}), following by invariance of VV under multiplication by (ξNIMN)U(M)(\xi_{N}\oplus I_{M-N})\in\mathrm{U}(M).) Moreover, since conjugation preserves eigenvalues and S=I+δS=I+\delta, the distributions conditioned on \mathcal{E} are also the same. From the lemma, then 𝐄A=𝐄ΣSI=aI\mathbf{E}_{\mathcal{E}}A=\mathbf{E}_{\mathcal{E}}\Sigma_{S}-I=aI for some aa, and 𝐄A2=𝐄ΣS22𝐄ΣS+I=bI\mathbf{E}_{\mathcal{E}}A^{2}=\mathbf{E}_{\mathcal{E}}\Sigma_{S^{2}}-2\mathbf{E}_{\mathcal{E}}\Sigma_{S}+I=bI for some bb.

  • For 𝐄A2=bI\mathbf{E}_{\mathcal{E}}A^{2}=bI, in terms of the eigenvalues λj\lambda_{j} for δ\delta (see (A.5)), we have TrSymN(A2)=ij(λi+λj+λiλj)2ijC(λi2+λj2)\operatorname{Tr}_{\mathrm{Sym}_{N}}(A^{2})=\sum_{i\leq j}(\lambda_{i}+\lambda_{j}+\lambda_{i}\lambda_{j})^{2}\leq\sum_{i\leq j}C(\lambda_{i}^{2}+\lambda_{j}^{2}). Thus

    b=1dimSymN𝐄TrSymN(A2)\displaystyle b=\frac{1}{\dim\mathrm{Sym}_{N}}\mathbf{E}_{\mathcal{E}}\operatorname{Tr}_{\mathrm{Sym}_{N}}(A^{2}) 2N(N+1)𝐄ijC(λi2+λj2)\displaystyle\leq\frac{2}{N(N+1)}\mathbf{E}_{\mathcal{E}}\sum_{i\leq j}C(\lambda_{i}^{2}+\lambda_{j}^{2})
    (A.28) CN+1𝐄Trδ2=O(LNKM),\displaystyle\leq\frac{C^{\prime}}{N+1}\mathbf{E}_{\mathcal{E}}\operatorname{Tr}\delta^{2}=O\left(\frac{LN}{KM}\right),

    where we used (2.14) and that 𝐏[]1c\mathbf{P}[\mathcal{E}]\geq 1-c to conclude for any X0X\geq 0, 𝐄[X|]=𝐄[X𝟏]/𝐏[]C𝐄[X]\mathbf{E}[X|\mathcal{E}]=\mathbf{E}[X\mathbf{1}_{\mathcal{E}}]/\mathbf{P}[\mathcal{E}]\leq C\mathbf{E}[X].

  • For 𝐄A=aI\mathbf{E}_{\mathcal{E}}A=aI, we have a=2N(N+1)𝐄TrSymNAa=\frac{2}{N(N+1)}\mathbf{E}_{\mathcal{E}}\operatorname{Tr}_{\mathrm{Sym}_{N}}A. Letting (si)i(s_{i})_{i} be the eigenvalues of SS, then the eigenvalues of ΣS\Sigma_{S} are (sisj)ij(s_{i}s_{j})_{i\leq j} (see the discussion before (A.5)), and so

    (A.29) TrSymNΣS\displaystyle\operatorname{Tr}_{\mathrm{Sym}_{N}}\Sigma_{S} =ijsisj=12[(TrS)2+Tr(S2)].\displaystyle=\sum_{i\leq j}s_{i}s_{j}=\frac{1}{2}[(\operatorname{Tr}S)^{2}+\operatorname{Tr}(S^{2})].

    Since A=ΣSIA=\Sigma_{S}-I and S=I+δS=I+\delta, we then have

    (A.30) TrSymNA=12[(Trδ)2+Tr(δ2)]+(N+1)Trδ.\displaystyle\operatorname{Tr}_{\mathrm{Sym}_{N}}A=\frac{1}{2}[(\operatorname{Tr}\delta)^{2}+\operatorname{Tr}(\delta^{2})]+(N+1)\operatorname{Tr}\delta.

    Using 𝐄Trδ=0\mathbf{E}\operatorname{Tr}\delta=0, we can bound 𝐄Trδ\mathbf{E}_{\mathcal{E}}\operatorname{Tr}\delta as

    |𝐄Trδ|\displaystyle|\mathbf{E}_{\mathcal{E}}\operatorname{Tr}\delta| =|𝐄Trδ𝟏c|𝐏[]C𝐄(Trδ)2𝐏[c].\displaystyle=\frac{|\mathbf{E}\operatorname{Tr}\delta\mathbf{1}_{\mathcal{E}^{c}}|}{\mathbf{P}[\mathcal{E}]}\leq C\sqrt{\mathbf{E}(\operatorname{Tr}\delta)^{2}}\sqrt{\mathbf{P}[\mathcal{E}^{c}]}.

    Dividing (A.30) by dimSymN=N(N+1)2\dim\mathrm{Sym}_{N}=\frac{N(N+1)}{2} and using (2.13), (2.14) to bound the unconditioned expectation values of (Trδ)2(\operatorname{Tr}\delta)^{2} and Tr(δ2)\operatorname{Tr}(\delta^{2}) terms, and (2.15) for 𝐏[c]O(LN2KM)\mathbf{P}[\mathcal{E}^{c}]\leq O(\frac{LN^{2}}{KM}), we get

    (A.31) |a|O(LNKM)=O(NK).\displaystyle|a|\leq O\bigg(\frac{L\sqrt{N}}{KM}\bigg)=O\bigg(\frac{\sqrt{N}}{K}\bigg).

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.

References