src/HOL/Analysis/Linear_Algebra.thy
author immler
Mon Jan 07 14:06:54 2019 +0100 (4 months ago)
changeset 69619 3f7d8e05e0f2
parent 69600 86e8e7347ac0
child 69674 fc252acb7100
permissions -rw-r--r--
split off Convex.thy: material that does not require Topology_Euclidean_Space
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(*  Title:      HOL/Analysis/Linear_Algebra.thy
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    Author:     Amine Chaieb, University of Cambridge
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*)
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section \<open>Elementary Linear Algebra on Euclidean Spaces\<close>
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theory Linear_Algebra
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imports
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  Euclidean_Space
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  "HOL-Library.Infinite_Set"
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begin
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lemma linear_simps:
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  assumes "bounded_linear f"
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  shows
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    "f (a + b) = f a + f b"
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    "f (a - b) = f a - f b"
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    "f 0 = 0"
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    "f (- a) = - f a"
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    "f (s *\<^sub>R v) = s *\<^sub>R (f v)"
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proof -
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  interpret f: bounded_linear f by fact
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  show "f (a + b) = f a + f b" by (rule f.add)
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  show "f (a - b) = f a - f b" by (rule f.diff)
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  show "f 0 = 0" by (rule f.zero)
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  show "f (- a) = - f a" by (rule f.neg)
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  show "f (s *\<^sub>R v) = s *\<^sub>R (f v)" by (rule f.scale)
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qed
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lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x \<in> (UNIV::'a::finite set)}"
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  using finite finite_image_set by blast
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subsection%unimportant \<open>More interesting properties of the norm\<close>
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notation inner (infix "\<bullet>" 70)
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text\<open>Equality of vectors in terms of \<^term>\<open>(\<bullet>)\<close> products.\<close>
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lemma linear_componentwise:
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  fixes f:: "'a::euclidean_space \<Rightarrow> 'b::real_inner"
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  assumes lf: "linear f"
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  shows "(f x) \<bullet> j = (\<Sum>i\<in>Basis. (x\<bullet>i) * (f i\<bullet>j))" (is "?lhs = ?rhs")
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proof -
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  interpret linear f by fact
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  have "?rhs = (\<Sum>i\<in>Basis. (x\<bullet>i) *\<^sub>R (f i))\<bullet>j"
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    by (simp add: inner_sum_left)
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  then show ?thesis
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    by (simp add: euclidean_representation sum[symmetric] scale[symmetric])
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qed
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lemma vector_eq: "x = y \<longleftrightarrow> x \<bullet> x = x \<bullet> y \<and> y \<bullet> y = x \<bullet> x"
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  (is "?lhs \<longleftrightarrow> ?rhs")
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proof
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  assume ?lhs
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  then show ?rhs by simp
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next
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  assume ?rhs
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  then have "x \<bullet> x - x \<bullet> y = 0 \<and> x \<bullet> y - y \<bullet> y = 0"
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    by simp
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  then have "x \<bullet> (x - y) = 0 \<and> y \<bullet> (x - y) = 0"
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    by (simp add: inner_diff inner_commute)
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  then have "(x - y) \<bullet> (x - y) = 0"
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    by (simp add: field_simps inner_diff inner_commute)
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  then show "x = y" by simp
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qed
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lemma norm_triangle_half_r:
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  "norm (y - x1) < e / 2 \<Longrightarrow> norm (y - x2) < e / 2 \<Longrightarrow> norm (x1 - x2) < e"
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  using dist_triangle_half_r unfolding dist_norm[symmetric] by auto
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lemma norm_triangle_half_l:
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  assumes "norm (x - y) < e / 2"
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    and "norm (x' - y) < e / 2"
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  shows "norm (x - x') < e"
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  using dist_triangle_half_l[OF assms[unfolded dist_norm[symmetric]]]
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  unfolding dist_norm[symmetric] .
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lemma abs_triangle_half_r:
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  fixes y :: "'a::linordered_field"
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  shows "abs (y - x1) < e / 2 \<Longrightarrow> abs (y - x2) < e / 2 \<Longrightarrow> abs (x1 - x2) < e"
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  by linarith
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lemma abs_triangle_half_l:
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  fixes y :: "'a::linordered_field"
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  assumes "abs (x - y) < e / 2"
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    and "abs (x' - y) < e / 2"
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  shows "abs (x - x') < e"
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  using assms by linarith
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lemma sum_clauses:
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  shows "sum f {} = 0"
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    and "finite S \<Longrightarrow> sum f (insert x S) = (if x \<in> S then sum f S else f x + sum f S)"
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  by (auto simp add: insert_absorb)
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lemma vector_eq_ldot: "(\<forall>x. x \<bullet> y = x \<bullet> z) \<longleftrightarrow> y = z"
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proof
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  assume "\<forall>x. x \<bullet> y = x \<bullet> z"
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  then have "\<forall>x. x \<bullet> (y - z) = 0"
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    by (simp add: inner_diff)
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  then have "(y - z) \<bullet> (y - z) = 0" ..
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  then show "y = z" by simp
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qed simp
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lemma vector_eq_rdot: "(\<forall>z. x \<bullet> z = y \<bullet> z) \<longleftrightarrow> x = y"
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proof
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  assume "\<forall>z. x \<bullet> z = y \<bullet> z"
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  then have "\<forall>z. (x - y) \<bullet> z = 0"
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    by (simp add: inner_diff)
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  then have "(x - y) \<bullet> (x - y) = 0" ..
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  then show "x = y" by simp
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qed simp
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subsection \<open>Substandard Basis\<close>
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lemma ex_card:
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  assumes "n \<le> card A"
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  shows "\<exists>S\<subseteq>A. card S = n"
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proof (cases "finite A")
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  case True
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  from ex_bij_betw_nat_finite[OF this] obtain f where f: "bij_betw f {0..<card A} A" ..
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  moreover from f \<open>n \<le> card A\<close> have "{..< n} \<subseteq> {..< card A}" "inj_on f {..< n}"
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    by (auto simp: bij_betw_def intro: subset_inj_on)
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  ultimately have "f ` {..< n} \<subseteq> A" "card (f ` {..< n}) = n"
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    by (auto simp: bij_betw_def card_image)
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  then show ?thesis by blast
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next
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  case False
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  with \<open>n \<le> card A\<close> show ?thesis by force
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qed
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lemma subspace_substandard: "subspace {x::'a::euclidean_space. (\<forall>i\<in>Basis. P i \<longrightarrow> x\<bullet>i = 0)}"
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  by (auto simp: subspace_def inner_add_left)
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lemma dim_substandard:
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  assumes d: "d \<subseteq> Basis"
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  shows "dim {x::'a::euclidean_space. \<forall>i\<in>Basis. i \<notin> d \<longrightarrow> x\<bullet>i = 0} = card d" (is "dim ?A = _")
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proof (rule dim_unique)
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  from d show "d \<subseteq> ?A"
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    by (auto simp: inner_Basis)
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  from d show "independent d"
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    by (rule independent_mono [OF independent_Basis])
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  have "x \<in> span d" if "\<forall>i\<in>Basis. i \<notin> d \<longrightarrow> x \<bullet> i = 0" for x
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  proof -
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    have "finite d"
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      by (rule finite_subset [OF d finite_Basis])
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    then have "(\<Sum>i\<in>d. (x \<bullet> i) *\<^sub>R i) \<in> span d"
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      by (simp add: span_sum span_clauses)
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    also have "(\<Sum>i\<in>d. (x \<bullet> i) *\<^sub>R i) = (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i)"
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      by (rule sum.mono_neutral_cong_left [OF finite_Basis d]) (auto simp: that)
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    finally show "x \<in> span d"
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      by (simp only: euclidean_representation)
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  qed
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  then show "?A \<subseteq> span d" by auto
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qed simp
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subsection \<open>Orthogonality\<close>
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definition%important (in real_inner) "orthogonal x y \<longleftrightarrow> x \<bullet> y = 0"
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context real_inner
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begin
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lemma orthogonal_self: "orthogonal x x \<longleftrightarrow> x = 0"
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  by (simp add: orthogonal_def)
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lemma orthogonal_clauses:
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  "orthogonal a 0"
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  "orthogonal a x \<Longrightarrow> orthogonal a (c *\<^sub>R x)"
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  "orthogonal a x \<Longrightarrow> orthogonal a (- x)"
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  "orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x + y)"
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  "orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x - y)"
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  "orthogonal 0 a"
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  "orthogonal x a \<Longrightarrow> orthogonal (c *\<^sub>R x) a"
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  "orthogonal x a \<Longrightarrow> orthogonal (- x) a"
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  "orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x + y) a"
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  "orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x - y) a"
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  unfolding orthogonal_def inner_add inner_diff by auto
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end
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lemma orthogonal_commute: "orthogonal x y \<longleftrightarrow> orthogonal y x"
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  by (simp add: orthogonal_def inner_commute)
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lemma orthogonal_scaleR [simp]: "c \<noteq> 0 \<Longrightarrow> orthogonal (c *\<^sub>R x) = orthogonal x"
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  by (rule ext) (simp add: orthogonal_def)
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lemma pairwise_ortho_scaleR:
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    "pairwise (\<lambda>i j. orthogonal (f i) (g j)) B
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    \<Longrightarrow> pairwise (\<lambda>i j. orthogonal (a i *\<^sub>R f i) (a j *\<^sub>R g j)) B"
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  by (auto simp: pairwise_def orthogonal_clauses)
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lemma orthogonal_rvsum:
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    "\<lbrakk>finite s; \<And>y. y \<in> s \<Longrightarrow> orthogonal x (f y)\<rbrakk> \<Longrightarrow> orthogonal x (sum f s)"
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  by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)
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lemma orthogonal_lvsum:
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    "\<lbrakk>finite s; \<And>x. x \<in> s \<Longrightarrow> orthogonal (f x) y\<rbrakk> \<Longrightarrow> orthogonal (sum f s) y"
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  by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)
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lemma norm_add_Pythagorean:
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  assumes "orthogonal a b"
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    shows "norm(a + b) ^ 2 = norm a ^ 2 + norm b ^ 2"
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proof -
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  from assms have "(a - (0 - b)) \<bullet> (a - (0 - b)) = a \<bullet> a - (0 - b \<bullet> b)"
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    by (simp add: algebra_simps orthogonal_def inner_commute)
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  then show ?thesis
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    by (simp add: power2_norm_eq_inner)
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qed
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lemma norm_sum_Pythagorean:
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  assumes "finite I" "pairwise (\<lambda>i j. orthogonal (f i) (f j)) I"
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    shows "(norm (sum f I))\<^sup>2 = (\<Sum>i\<in>I. (norm (f i))\<^sup>2)"
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using assms
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proof (induction I rule: finite_induct)
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  case empty then show ?case by simp
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next
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  case (insert x I)
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  then have "orthogonal (f x) (sum f I)"
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    by (metis pairwise_insert orthogonal_rvsum)
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  with insert show ?case
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    by (simp add: pairwise_insert norm_add_Pythagorean)
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qed
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subsection \<open>Bilinear functions\<close>
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definition%important
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bilinear :: "('a::real_vector \<Rightarrow> 'b::real_vector \<Rightarrow> 'c::real_vector) \<Rightarrow> bool" where
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"bilinear f \<longleftrightarrow> (\<forall>x. linear (\<lambda>y. f x y)) \<and> (\<forall>y. linear (\<lambda>x. f x y))"
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lemma bilinear_ladd: "bilinear h \<Longrightarrow> h (x + y) z = h x z + h y z"
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  by (simp add: bilinear_def linear_iff)
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lemma bilinear_radd: "bilinear h \<Longrightarrow> h x (y + z) = h x y + h x z"
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  by (simp add: bilinear_def linear_iff)
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lemma bilinear_lmul: "bilinear h \<Longrightarrow> h (c *\<^sub>R x) y = c *\<^sub>R h x y"
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  by (simp add: bilinear_def linear_iff)
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lemma bilinear_rmul: "bilinear h \<Longrightarrow> h x (c *\<^sub>R y) = c *\<^sub>R h x y"
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  by (simp add: bilinear_def linear_iff)
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lemma bilinear_lneg: "bilinear h \<Longrightarrow> h (- x) y = - h x y"
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  by (drule bilinear_lmul [of _ "- 1"]) simp
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lemma bilinear_rneg: "bilinear h \<Longrightarrow> h x (- y) = - h x y"
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  by (drule bilinear_rmul [of _ _ "- 1"]) simp
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lemma (in ab_group_add) eq_add_iff: "x = x + y \<longleftrightarrow> y = 0"
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  using add_left_imp_eq[of x y 0] by auto
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lemma bilinear_lzero:
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  assumes "bilinear h"
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  shows "h 0 x = 0"
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  using bilinear_ladd [OF assms, of 0 0 x] by (simp add: eq_add_iff field_simps)
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lemma bilinear_rzero:
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  assumes "bilinear h"
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  shows "h x 0 = 0"
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  using bilinear_radd [OF assms, of x 0 0 ] by (simp add: eq_add_iff field_simps)
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lemma bilinear_lsub: "bilinear h \<Longrightarrow> h (x - y) z = h x z - h y z"
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  using bilinear_ladd [of h x "- y"] by (simp add: bilinear_lneg)
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lemma bilinear_rsub: "bilinear h \<Longrightarrow> h z (x - y) = h z x - h z y"
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  using bilinear_radd [of h _ x "- y"] by (simp add: bilinear_rneg)
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lemma bilinear_sum:
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  assumes "bilinear h"
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  shows "h (sum f S) (sum g T) = sum (\<lambda>(i,j). h (f i) (g j)) (S \<times> T) "
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proof -
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  interpret l: linear "\<lambda>x. h x y" for y using assms by (simp add: bilinear_def)
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  interpret r: linear "\<lambda>y. h x y" for x using assms by (simp add: bilinear_def)
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  have "h (sum f S) (sum g T) = sum (\<lambda>x. h (f x) (sum g T)) S"
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    by (simp add: l.sum)
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  also have "\<dots> = sum (\<lambda>x. sum (\<lambda>y. h (f x) (g y)) T) S"
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    by (rule sum.cong) (simp_all add: r.sum)
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  finally show ?thesis
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    unfolding sum.cartesian_product .
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qed
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subsection \<open>Adjoints\<close>
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definition%important adjoint :: "(('a::real_inner) \<Rightarrow> ('b::real_inner)) \<Rightarrow> 'b \<Rightarrow> 'a" where
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"adjoint f = (SOME f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y)"
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lemma adjoint_unique:
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  assumes "\<forall>x y. inner (f x) y = inner x (g y)"
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  shows "adjoint f = g"
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  unfolding adjoint_def
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proof (rule some_equality)
hoelzl@63050
   295
  show "\<forall>x y. inner (f x) y = inner x (g y)"
hoelzl@63050
   296
    by (rule assms)
hoelzl@63050
   297
next
hoelzl@63050
   298
  fix h
hoelzl@63050
   299
  assume "\<forall>x y. inner (f x) y = inner x (h y)"
hoelzl@63050
   300
  then have "\<forall>x y. inner x (g y) = inner x (h y)"
hoelzl@63050
   301
    using assms by simp
hoelzl@63050
   302
  then have "\<forall>x y. inner x (g y - h y) = 0"
hoelzl@63050
   303
    by (simp add: inner_diff_right)
hoelzl@63050
   304
  then have "\<forall>y. inner (g y - h y) (g y - h y) = 0"
hoelzl@63050
   305
    by simp
hoelzl@63050
   306
  then have "\<forall>y. h y = g y"
hoelzl@63050
   307
    by simp
hoelzl@63050
   308
  then show "h = g" by (simp add: ext)
hoelzl@63050
   309
qed
hoelzl@63050
   310
hoelzl@63050
   311
text \<open>TODO: The following lemmas about adjoints should hold for any
wenzelm@63680
   312
  Hilbert space (i.e. complete inner product space).
wenzelm@68224
   313
  (see \<^url>\<open>https://en.wikipedia.org/wiki/Hermitian_adjoint\<close>)
hoelzl@63050
   314
\<close>
hoelzl@63050
   315
hoelzl@63050
   316
lemma adjoint_works:
hoelzl@63050
   317
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
hoelzl@63050
   318
  assumes lf: "linear f"
hoelzl@63050
   319
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
hoelzl@63050
   320
proof -
immler@68072
   321
  interpret linear f by fact
hoelzl@63050
   322
  have "\<forall>y. \<exists>w. \<forall>x. f x \<bullet> y = x \<bullet> w"
hoelzl@63050
   323
  proof (intro allI exI)
hoelzl@63050
   324
    fix y :: "'m" and x
hoelzl@63050
   325
    let ?w = "(\<Sum>i\<in>Basis. (f i \<bullet> y) *\<^sub>R i) :: 'n"
hoelzl@63050
   326
    have "f x \<bullet> y = f (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i) \<bullet> y"
hoelzl@63050
   327
      by (simp add: euclidean_representation)
hoelzl@63050
   328
    also have "\<dots> = (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R f i) \<bullet> y"
immler@68072
   329
      by (simp add: sum scale)
hoelzl@63050
   330
    finally show "f x \<bullet> y = x \<bullet> ?w"
nipkow@64267
   331
      by (simp add: inner_sum_left inner_sum_right mult.commute)
hoelzl@63050
   332
  qed
hoelzl@63050
   333
  then show ?thesis
hoelzl@63050
   334
    unfolding adjoint_def choice_iff
hoelzl@63050
   335
    by (intro someI2_ex[where Q="\<lambda>f'. x \<bullet> f' y = f x \<bullet> y"]) auto
hoelzl@63050
   336
qed
hoelzl@63050
   337
hoelzl@63050
   338
lemma adjoint_clauses:
hoelzl@63050
   339
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
hoelzl@63050
   340
  assumes lf: "linear f"
hoelzl@63050
   341
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
hoelzl@63050
   342
    and "adjoint f y \<bullet> x = y \<bullet> f x"
hoelzl@63050
   343
  by (simp_all add: adjoint_works[OF lf] inner_commute)
hoelzl@63050
   344
hoelzl@63050
   345
lemma adjoint_linear:
hoelzl@63050
   346
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
hoelzl@63050
   347
  assumes lf: "linear f"
hoelzl@63050
   348
  shows "linear (adjoint f)"
hoelzl@63050
   349
  by (simp add: lf linear_iff euclidean_eq_iff[where 'a='n] euclidean_eq_iff[where 'a='m]
hoelzl@63050
   350
    adjoint_clauses[OF lf] inner_distrib)
hoelzl@63050
   351
hoelzl@63050
   352
lemma adjoint_adjoint:
hoelzl@63050
   353
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
hoelzl@63050
   354
  assumes lf: "linear f"
hoelzl@63050
   355
  shows "adjoint (adjoint f) = f"
hoelzl@63050
   356
  by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])
hoelzl@63050
   357
hoelzl@63050
   358
hoelzl@63050
   359
subsection \<open>Archimedean properties and useful consequences\<close>
hoelzl@63050
   360
hoelzl@63050
   361
text\<open>Bernoulli's inequality\<close>
immler@68607
   362
proposition Bernoulli_inequality:
hoelzl@63050
   363
  fixes x :: real
hoelzl@63050
   364
  assumes "-1 \<le> x"
hoelzl@63050
   365
    shows "1 + n * x \<le> (1 + x) ^ n"
immler@68607
   366
proof (induct n)
hoelzl@63050
   367
  case 0
hoelzl@63050
   368
  then show ?case by simp
hoelzl@63050
   369
next
hoelzl@63050
   370
  case (Suc n)
hoelzl@63050
   371
  have "1 + Suc n * x \<le> 1 + (Suc n)*x + n * x^2"
hoelzl@63050
   372
    by (simp add: algebra_simps)
hoelzl@63050
   373
  also have "... = (1 + x) * (1 + n*x)"
hoelzl@63050
   374
    by (auto simp: power2_eq_square algebra_simps  of_nat_Suc)
hoelzl@63050
   375
  also have "... \<le> (1 + x) ^ Suc n"
hoelzl@63050
   376
    using Suc.hyps assms mult_left_mono by fastforce
hoelzl@63050
   377
  finally show ?case .
hoelzl@63050
   378
qed
hoelzl@63050
   379
hoelzl@63050
   380
corollary Bernoulli_inequality_even:
hoelzl@63050
   381
  fixes x :: real
hoelzl@63050
   382
  assumes "even n"
hoelzl@63050
   383
    shows "1 + n * x \<le> (1 + x) ^ n"
hoelzl@63050
   384
proof (cases "-1 \<le> x \<or> n=0")
hoelzl@63050
   385
  case True
hoelzl@63050
   386
  then show ?thesis
hoelzl@63050
   387
    by (auto simp: Bernoulli_inequality)
hoelzl@63050
   388
next
hoelzl@63050
   389
  case False
hoelzl@63050
   390
  then have "real n \<ge> 1"
hoelzl@63050
   391
    by simp
hoelzl@63050
   392
  with False have "n * x \<le> -1"
hoelzl@63050
   393
    by (metis linear minus_zero mult.commute mult.left_neutral mult_left_mono_neg neg_le_iff_le order_trans zero_le_one)
hoelzl@63050
   394
  then have "1 + n * x \<le> 0"
hoelzl@63050
   395
    by auto
hoelzl@63050
   396
  also have "... \<le> (1 + x) ^ n"
hoelzl@63050
   397
    using assms
hoelzl@63050
   398
    using zero_le_even_power by blast
hoelzl@63050
   399
  finally show ?thesis .
hoelzl@63050
   400
qed
hoelzl@63050
   401
hoelzl@63050
   402
corollary real_arch_pow:
hoelzl@63050
   403
  fixes x :: real
hoelzl@63050
   404
  assumes x: "1 < x"
hoelzl@63050
   405
  shows "\<exists>n. y < x^n"
hoelzl@63050
   406
proof -
hoelzl@63050
   407
  from x have x0: "x - 1 > 0"
hoelzl@63050
   408
    by arith
hoelzl@63050
   409
  from reals_Archimedean3[OF x0, rule_format, of y]
hoelzl@63050
   410
  obtain n :: nat where n: "y < real n * (x - 1)" by metis
hoelzl@63050
   411
  from x0 have x00: "x- 1 \<ge> -1" by arith
hoelzl@63050
   412
  from Bernoulli_inequality[OF x00, of n] n
hoelzl@63050
   413
  have "y < x^n" by auto
hoelzl@63050
   414
  then show ?thesis by metis
hoelzl@63050
   415
qed
hoelzl@63050
   416
hoelzl@63050
   417
corollary real_arch_pow_inv:
hoelzl@63050
   418
  fixes x y :: real
hoelzl@63050
   419
  assumes y: "y > 0"
hoelzl@63050
   420
    and x1: "x < 1"
hoelzl@63050
   421
  shows "\<exists>n. x^n < y"
hoelzl@63050
   422
proof (cases "x > 0")
hoelzl@63050
   423
  case True
hoelzl@63050
   424
  with x1 have ix: "1 < 1/x" by (simp add: field_simps)
hoelzl@63050
   425
  from real_arch_pow[OF ix, of "1/y"]
hoelzl@63050
   426
  obtain n where n: "1/y < (1/x)^n" by blast
hoelzl@63050
   427
  then show ?thesis using y \<open>x > 0\<close>
hoelzl@63050
   428
    by (auto simp add: field_simps)
hoelzl@63050
   429
next
hoelzl@63050
   430
  case False
hoelzl@63050
   431
  with y x1 show ?thesis
lp15@68069
   432
    by (metis less_le_trans not_less power_one_right)
hoelzl@63050
   433
qed
hoelzl@63050
   434
hoelzl@63050
   435
lemma forall_pos_mono:
hoelzl@63050
   436
  "(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
hoelzl@63050
   437
    (\<And>n::nat. n \<noteq> 0 \<Longrightarrow> P (inverse (real n))) \<Longrightarrow> (\<And>e. 0 < e \<Longrightarrow> P e)"
hoelzl@63050
   438
  by (metis real_arch_inverse)
hoelzl@63050
   439
hoelzl@63050
   440
lemma forall_pos_mono_1:
hoelzl@63050
   441
  "(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
hoelzl@63050
   442
    (\<And>n. P (inverse (real (Suc n)))) \<Longrightarrow> 0 < e \<Longrightarrow> P e"
hoelzl@63050
   443
  apply (rule forall_pos_mono)
hoelzl@63050
   444
  apply auto
hoelzl@63050
   445
  apply (metis Suc_pred of_nat_Suc)
hoelzl@63050
   446
  done
hoelzl@63050
   447
hoelzl@63050
   448
immler@67962
   449
subsection%unimportant \<open>Euclidean Spaces as Typeclass\<close>
huffman@44133
   450
hoelzl@50526
   451
lemma independent_Basis: "independent Basis"
immler@68072
   452
  by (rule independent_Basis)
hoelzl@50526
   453
huffman@53939
   454
lemma span_Basis [simp]: "span Basis = UNIV"
immler@68072
   455
  by (rule span_Basis)
huffman@44133
   456
hoelzl@50526
   457
lemma in_span_Basis: "x \<in> span Basis"
hoelzl@50526
   458
  unfolding span_Basis ..
hoelzl@50526
   459
wenzelm@53406
   460
immler@67962
   461
subsection%unimportant \<open>Linearity and Bilinearity continued\<close>
huffman@44133
   462
huffman@44133
   463
lemma linear_bounded:
wenzelm@56444
   464
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
huffman@44133
   465
  assumes lf: "linear f"
huffman@44133
   466
  shows "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
huffman@53939
   467
proof
immler@68072
   468
  interpret linear f by fact
hoelzl@50526
   469
  let ?B = "\<Sum>b\<in>Basis. norm (f b)"
huffman@53939
   470
  show "\<forall>x. norm (f x) \<le> ?B * norm x"
huffman@53939
   471
  proof
wenzelm@53406
   472
    fix x :: 'a
hoelzl@50526
   473
    let ?g = "\<lambda>b. (x \<bullet> b) *\<^sub>R f b"
hoelzl@50526
   474
    have "norm (f x) = norm (f (\<Sum>b\<in>Basis. (x \<bullet> b) *\<^sub>R b))"
hoelzl@50526
   475
      unfolding euclidean_representation ..
nipkow@64267
   476
    also have "\<dots> = norm (sum ?g Basis)"
immler@68072
   477
      by (simp add: sum scale)
nipkow@64267
   478
    finally have th0: "norm (f x) = norm (sum ?g Basis)" .
lp15@64773
   479
    have th: "norm (?g i) \<le> norm (f i) * norm x" if "i \<in> Basis" for i
lp15@64773
   480
    proof -
lp15@64773
   481
      from Basis_le_norm[OF that, of x]
huffman@53939
   482
      show "norm (?g i) \<le> norm (f i) * norm x"
lp15@68069
   483
        unfolding norm_scaleR  by (metis mult.commute mult_left_mono norm_ge_zero)
huffman@53939
   484
    qed
nipkow@64267
   485
    from sum_norm_le[of _ ?g, OF th]
huffman@53939
   486
    show "norm (f x) \<le> ?B * norm x"
nipkow@64267
   487
      unfolding th0 sum_distrib_right by metis
huffman@53939
   488
  qed
huffman@44133
   489
qed
huffman@44133
   490
huffman@44133
   491
lemma linear_conv_bounded_linear:
huffman@44133
   492
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
huffman@44133
   493
  shows "linear f \<longleftrightarrow> bounded_linear f"
huffman@44133
   494
proof
huffman@44133
   495
  assume "linear f"
huffman@53939
   496
  then interpret f: linear f .
huffman@44133
   497
  show "bounded_linear f"
huffman@44133
   498
  proof
huffman@44133
   499
    have "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
wenzelm@60420
   500
      using \<open>linear f\<close> by (rule linear_bounded)
wenzelm@49522
   501
    then show "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
haftmann@57512
   502
      by (simp add: mult.commute)
huffman@44133
   503
  qed
huffman@44133
   504
next
huffman@44133
   505
  assume "bounded_linear f"
huffman@44133
   506
  then interpret f: bounded_linear f .
huffman@53939
   507
  show "linear f" ..
huffman@53939
   508
qed
huffman@53939
   509
paulson@61518
   510
lemmas linear_linear = linear_conv_bounded_linear[symmetric]
paulson@61518
   511
huffman@53939
   512
lemma linear_bounded_pos:
wenzelm@56444
   513
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
huffman@53939
   514
  assumes lf: "linear f"
lp15@67982
   515
 obtains B where "B > 0" "\<And>x. norm (f x) \<le> B * norm x"
huffman@53939
   516
proof -
huffman@53939
   517
  have "\<exists>B > 0. \<forall>x. norm (f x) \<le> norm x * B"
huffman@53939
   518
    using lf unfolding linear_conv_bounded_linear
huffman@53939
   519
    by (rule bounded_linear.pos_bounded)
lp15@67982
   520
  with that show ?thesis
lp15@67982
   521
    by (auto simp: mult.commute)
huffman@44133
   522
qed
huffman@44133
   523
lp15@67982
   524
lemma linear_invertible_bounded_below_pos:
lp15@67982
   525
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::euclidean_space"
lp15@67982
   526
  assumes "linear f" "linear g" "g \<circ> f = id"
lp15@67982
   527
  obtains B where "B > 0" "\<And>x. B * norm x \<le> norm(f x)"
lp15@67982
   528
proof -
lp15@67982
   529
  obtain B where "B > 0" and B: "\<And>x. norm (g x) \<le> B * norm x"
lp15@67982
   530
    using linear_bounded_pos [OF \<open>linear g\<close>] by blast
lp15@67982
   531
  show thesis
lp15@67982
   532
  proof
lp15@67982
   533
    show "0 < 1/B"
lp15@67982
   534
      by (simp add: \<open>B > 0\<close>)
lp15@67982
   535
    show "1/B * norm x \<le> norm (f x)" for x
lp15@67982
   536
    proof -
lp15@67982
   537
      have "1/B * norm x = 1/B * norm (g (f x))"
lp15@67982
   538
        using assms by (simp add: pointfree_idE)
lp15@67982
   539
      also have "\<dots> \<le> norm (f x)"
lp15@67982
   540
        using B [of "f x"] by (simp add: \<open>B > 0\<close> mult.commute pos_divide_le_eq)
lp15@67982
   541
      finally show ?thesis .
lp15@67982
   542
    qed
lp15@67982
   543
  qed
lp15@67982
   544
qed
lp15@67982
   545
lp15@67982
   546
lemma linear_inj_bounded_below_pos:
lp15@67982
   547
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::euclidean_space"
lp15@67982
   548
  assumes "linear f" "inj f"
lp15@67982
   549
  obtains B where "B > 0" "\<And>x. B * norm x \<le> norm(f x)"
immler@68072
   550
  using linear_injective_left_inverse [OF assms]
immler@68072
   551
    linear_invertible_bounded_below_pos assms by blast
lp15@67982
   552
wenzelm@49522
   553
lemma bounded_linearI':
wenzelm@56444
   554
  fixes f ::"'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
wenzelm@53406
   555
  assumes "\<And>x y. f (x + y) = f x + f y"
wenzelm@53406
   556
    and "\<And>c x. f (c *\<^sub>R x) = c *\<^sub>R f x"
wenzelm@49522
   557
  shows "bounded_linear f"
immler@68072
   558
  using assms linearI linear_conv_bounded_linear by blast
huffman@44133
   559
huffman@44133
   560
lemma bilinear_bounded:
wenzelm@56444
   561
  fixes h :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space \<Rightarrow> 'k::real_normed_vector"
huffman@44133
   562
  assumes bh: "bilinear h"
huffman@44133
   563
  shows "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
hoelzl@50526
   564
proof (clarify intro!: exI[of _ "\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)"])
wenzelm@53406
   565
  fix x :: 'm
wenzelm@53406
   566
  fix y :: 'n
nipkow@64267
   567
  have "norm (h x y) = norm (h (sum (\<lambda>i. (x \<bullet> i) *\<^sub>R i) Basis) (sum (\<lambda>i. (y \<bullet> i) *\<^sub>R i) Basis))"
lp15@68069
   568
    by (simp add: euclidean_representation)
nipkow@64267
   569
  also have "\<dots> = norm (sum (\<lambda> (i,j). h ((x \<bullet> i) *\<^sub>R i) ((y \<bullet> j) *\<^sub>R j)) (Basis \<times> Basis))"
immler@68072
   570
    unfolding bilinear_sum[OF bh] ..
hoelzl@50526
   571
  finally have th: "norm (h x y) = \<dots>" .
lp15@68069
   572
  have "\<And>i j. \<lbrakk>i \<in> Basis; j \<in> Basis\<rbrakk>
lp15@68069
   573
           \<Longrightarrow> \<bar>x \<bullet> i\<bar> * (\<bar>y \<bullet> j\<bar> * norm (h i j)) \<le> norm x * (norm y * norm (h i j))"
lp15@68069
   574
    by (auto simp add: zero_le_mult_iff Basis_le_norm mult_mono)
lp15@68069
   575
  then show "norm (h x y) \<le> (\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)) * norm x * norm y"
lp15@68069
   576
    unfolding sum_distrib_right th sum.cartesian_product
lp15@68069
   577
    by (clarsimp simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh]
lp15@68069
   578
      field_simps simp del: scaleR_scaleR intro!: sum_norm_le)
huffman@44133
   579
qed
huffman@44133
   580
huffman@44133
   581
lemma bilinear_conv_bounded_bilinear:
huffman@44133
   582
  fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
huffman@44133
   583
  shows "bilinear h \<longleftrightarrow> bounded_bilinear h"
huffman@44133
   584
proof
huffman@44133
   585
  assume "bilinear h"
huffman@44133
   586
  show "bounded_bilinear h"
huffman@44133
   587
  proof
wenzelm@53406
   588
    fix x y z
wenzelm@53406
   589
    show "h (x + y) z = h x z + h y z"
wenzelm@60420
   590
      using \<open>bilinear h\<close> unfolding bilinear_def linear_iff by simp
huffman@44133
   591
  next
wenzelm@53406
   592
    fix x y z
wenzelm@53406
   593
    show "h x (y + z) = h x y + h x z"
wenzelm@60420
   594
      using \<open>bilinear h\<close> unfolding bilinear_def linear_iff by simp
huffman@44133
   595
  next
lp15@68069
   596
    show "h (scaleR r x) y = scaleR r (h x y)" "h x (scaleR r y) = scaleR r (h x y)" for r x y
wenzelm@60420
   597
      using \<open>bilinear h\<close> unfolding bilinear_def linear_iff
lp15@68069
   598
      by simp_all
huffman@44133
   599
  next
huffman@44133
   600
    have "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
wenzelm@60420
   601
      using \<open>bilinear h\<close> by (rule bilinear_bounded)
wenzelm@49522
   602
    then show "\<exists>K. \<forall>x y. norm (h x y) \<le> norm x * norm y * K"
haftmann@57514
   603
      by (simp add: ac_simps)
huffman@44133
   604
  qed
huffman@44133
   605
next
huffman@44133
   606
  assume "bounded_bilinear h"
huffman@44133
   607
  then interpret h: bounded_bilinear h .
huffman@44133
   608
  show "bilinear h"
huffman@44133
   609
    unfolding bilinear_def linear_conv_bounded_linear
wenzelm@49522
   610
    using h.bounded_linear_left h.bounded_linear_right by simp
huffman@44133
   611
qed
huffman@44133
   612
huffman@53939
   613
lemma bilinear_bounded_pos:
wenzelm@56444
   614
  fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
huffman@53939
   615
  assumes bh: "bilinear h"
huffman@53939
   616
  shows "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
huffman@53939
   617
proof -
huffman@53939
   618
  have "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> norm x * norm y * B"
huffman@53939
   619
    using bh [unfolded bilinear_conv_bounded_bilinear]
huffman@53939
   620
    by (rule bounded_bilinear.pos_bounded)
huffman@53939
   621
  then show ?thesis
haftmann@57514
   622
    by (simp only: ac_simps)
huffman@53939
   623
qed
huffman@53939
   624
immler@68072
   625
lemma bounded_linear_imp_has_derivative: "bounded_linear f \<Longrightarrow> (f has_derivative f) net"
immler@68072
   626
  by (auto simp add: has_derivative_def linear_diff linear_linear linear_def
immler@68072
   627
      dest: bounded_linear.linear)
lp15@63469
   628
lp15@63469
   629
lemma linear_imp_has_derivative:
lp15@63469
   630
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
lp15@63469
   631
  shows "linear f \<Longrightarrow> (f has_derivative f) net"
immler@68072
   632
  by (simp add: bounded_linear_imp_has_derivative linear_conv_bounded_linear)
lp15@63469
   633
lp15@63469
   634
lemma bounded_linear_imp_differentiable: "bounded_linear f \<Longrightarrow> f differentiable net"
lp15@63469
   635
  using bounded_linear_imp_has_derivative differentiable_def by blast
lp15@63469
   636
lp15@63469
   637
lemma linear_imp_differentiable:
lp15@63469
   638
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
lp15@63469
   639
  shows "linear f \<Longrightarrow> f differentiable net"
immler@68072
   640
  by (metis linear_imp_has_derivative differentiable_def)
lp15@63469
   641
wenzelm@49522
   642
nipkow@68901
   643
subsection%unimportant \<open>We continue\<close>
huffman@44133
   644
huffman@44133
   645
lemma independent_bound:
wenzelm@53716
   646
  fixes S :: "'a::euclidean_space set"
wenzelm@53716
   647
  shows "independent S \<Longrightarrow> finite S \<and> card S \<le> DIM('a)"
immler@68072
   648
  by (metis dim_subset_UNIV finiteI_independent dim_span_eq_card_independent)
immler@68072
   649
immler@68072
   650
lemmas independent_imp_finite = finiteI_independent
huffman@44133
   651
lp15@61609
   652
corollary
paulson@60303
   653
  fixes S :: "'a::euclidean_space set"
paulson@60303
   654
  assumes "independent S"
immler@68072
   655
  shows independent_card_le:"card S \<le> DIM('a)"
immler@68072
   656
  using assms independent_bound by auto
lp15@63075
   657
wenzelm@49663
   658
lemma dependent_biggerset:
wenzelm@56444
   659
  fixes S :: "'a::euclidean_space set"
wenzelm@56444
   660
  shows "(finite S \<Longrightarrow> card S > DIM('a)) \<Longrightarrow> dependent S"
huffman@44133
   661
  by (metis independent_bound not_less)
huffman@44133
   662
wenzelm@60420
   663
text \<open>Picking an orthogonal replacement for a spanning set.\<close>
huffman@44133
   664
wenzelm@53406
   665
lemma vector_sub_project_orthogonal:
wenzelm@53406
   666
  fixes b x :: "'a::euclidean_space"
wenzelm@53406
   667
  shows "b \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *\<^sub>R b) = 0"
huffman@44133
   668
  unfolding inner_simps by auto
huffman@44133
   669
huffman@44528
   670
lemma pairwise_orthogonal_insert:
huffman@44528
   671
  assumes "pairwise orthogonal S"
wenzelm@49522
   672
    and "\<And>y. y \<in> S \<Longrightarrow> orthogonal x y"
huffman@44528
   673
  shows "pairwise orthogonal (insert x S)"
huffman@44528
   674
  using assms unfolding pairwise_def
huffman@44528
   675
  by (auto simp add: orthogonal_commute)
huffman@44528
   676
huffman@44133
   677
lemma basis_orthogonal:
wenzelm@53406
   678
  fixes B :: "'a::real_inner set"
huffman@44133
   679
  assumes fB: "finite B"
huffman@44133
   680
  shows "\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C"
huffman@44133
   681
  (is " \<exists>C. ?P B C")
wenzelm@49522
   682
  using fB
wenzelm@49522
   683
proof (induct rule: finite_induct)
wenzelm@49522
   684
  case empty
wenzelm@53406
   685
  then show ?case
wenzelm@53406
   686
    apply (rule exI[where x="{}"])
wenzelm@53406
   687
    apply (auto simp add: pairwise_def)
wenzelm@53406
   688
    done
huffman@44133
   689
next
wenzelm@49522
   690
  case (insert a B)
wenzelm@60420
   691
  note fB = \<open>finite B\<close> and aB = \<open>a \<notin> B\<close>
wenzelm@60420
   692
  from \<open>\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C\<close>
huffman@44133
   693
  obtain C where C: "finite C" "card C \<le> card B"
huffman@44133
   694
    "span C = span B" "pairwise orthogonal C" by blast
nipkow@64267
   695
  let ?a = "a - sum (\<lambda>x. (x \<bullet> a / (x \<bullet> x)) *\<^sub>R x) C"
huffman@44133
   696
  let ?C = "insert ?a C"
wenzelm@53406
   697
  from C(1) have fC: "finite ?C"
wenzelm@53406
   698
    by simp
wenzelm@49522
   699
  from fB aB C(1,2) have cC: "card ?C \<le> card (insert a B)"
wenzelm@49522
   700
    by (simp add: card_insert_if)
wenzelm@53406
   701
  {
wenzelm@53406
   702
    fix x k
wenzelm@49522
   703
    have th0: "\<And>(a::'a) b c. a - (b - c) = c + (a - b)"
wenzelm@49522
   704
      by (simp add: field_simps)
huffman@44133
   705
    have "x - k *\<^sub>R (a - (\<Sum>x\<in>C. (x \<bullet> a / (x \<bullet> x)) *\<^sub>R x)) \<in> span C \<longleftrightarrow> x - k *\<^sub>R a \<in> span C"
huffman@44133
   706
      apply (simp only: scaleR_right_diff_distrib th0)
huffman@44133
   707
      apply (rule span_add_eq)
immler@68072
   708
      apply (rule span_scale)
nipkow@64267
   709
      apply (rule span_sum)
immler@68072
   710
      apply (rule span_scale)
immler@68072
   711
      apply (rule span_base)
wenzelm@49522
   712
      apply assumption
wenzelm@53406
   713
      done
wenzelm@53406
   714
  }
huffman@44133
   715
  then have SC: "span ?C = span (insert a B)"
huffman@44133
   716
    unfolding set_eq_iff span_breakdown_eq C(3)[symmetric] by auto
wenzelm@53406
   717
  {
wenzelm@53406
   718
    fix y
wenzelm@53406
   719
    assume yC: "y \<in> C"
wenzelm@53406
   720
    then have Cy: "C = insert y (C - {y})"
wenzelm@53406
   721
      by blast
wenzelm@53406
   722
    have fth: "finite (C - {y})"
wenzelm@53406
   723
      using C by simp
huffman@44528
   724
    have "orthogonal ?a y"
huffman@44528
   725
      unfolding orthogonal_def
nipkow@64267
   726
      unfolding inner_diff inner_sum_left right_minus_eq
nipkow@64267
   727
      unfolding sum.remove [OF \<open>finite C\<close> \<open>y \<in> C\<close>]
huffman@44528
   728
      apply (clarsimp simp add: inner_commute[of y a])
nipkow@64267
   729
      apply (rule sum.neutral)
huffman@44528
   730
      apply clarsimp
huffman@44528
   731
      apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
wenzelm@60420
   732
      using \<open>y \<in> C\<close> by auto
wenzelm@53406
   733
  }
wenzelm@60420
   734
  with \<open>pairwise orthogonal C\<close> have CPO: "pairwise orthogonal ?C"
huffman@44528
   735
    by (rule pairwise_orthogonal_insert)
wenzelm@53406
   736
  from fC cC SC CPO have "?P (insert a B) ?C"
wenzelm@53406
   737
    by blast
huffman@44133
   738
  then show ?case by blast
huffman@44133
   739
qed
huffman@44133
   740
huffman@44133
   741
lemma orthogonal_basis_exists:
huffman@44133
   742
  fixes V :: "('a::euclidean_space) set"
immler@68072
   743
  shows "\<exists>B. independent B \<and> B \<subseteq> span V \<and> V \<subseteq> span B \<and>
immler@68072
   744
  (card B = dim V) \<and> pairwise orthogonal B"
wenzelm@49663
   745
proof -
wenzelm@49522
   746
  from basis_exists[of V] obtain B where
wenzelm@53406
   747
    B: "B \<subseteq> V" "independent B" "V \<subseteq> span B" "card B = dim V"
immler@68073
   748
    by force
wenzelm@53406
   749
  from B have fB: "finite B" "card B = dim V"
wenzelm@53406
   750
    using independent_bound by auto
huffman@44133
   751
  from basis_orthogonal[OF fB(1)] obtain C where
wenzelm@53406
   752
    C: "finite C" "card C \<le> card B" "span C = span B" "pairwise orthogonal C"
wenzelm@53406
   753
    by blast
wenzelm@53406
   754
  from C B have CSV: "C \<subseteq> span V"
immler@68072
   755
    by (metis span_superset span_mono subset_trans)
wenzelm@53406
   756
  from span_mono[OF B(3)] C have SVC: "span V \<subseteq> span C"
wenzelm@53406
   757
    by (simp add: span_span)
huffman@44133
   758
  from card_le_dim_spanning[OF CSV SVC C(1)] C(2,3) fB
wenzelm@53406
   759
  have iC: "independent C"
huffman@44133
   760
    by (simp add: dim_span)
wenzelm@53406
   761
  from C fB have "card C \<le> dim V"
wenzelm@53406
   762
    by simp
wenzelm@53406
   763
  moreover have "dim V \<le> card C"
wenzelm@53406
   764
    using span_card_ge_dim[OF CSV SVC C(1)]
immler@68072
   765
    by simp
wenzelm@53406
   766
  ultimately have CdV: "card C = dim V"
wenzelm@53406
   767
    using C(1) by simp
wenzelm@53406
   768
  from C B CSV CdV iC show ?thesis
wenzelm@53406
   769
    by auto
huffman@44133
   770
qed
huffman@44133
   771
wenzelm@60420
   772
text \<open>Low-dimensional subset is in a hyperplane (weak orthogonal complement).\<close>
huffman@44133
   773
wenzelm@49522
   774
lemma span_not_univ_orthogonal:
wenzelm@53406
   775
  fixes S :: "'a::euclidean_space set"
huffman@44133
   776
  assumes sU: "span S \<noteq> UNIV"
wenzelm@56444
   777
  shows "\<exists>a::'a. a \<noteq> 0 \<and> (\<forall>x \<in> span S. a \<bullet> x = 0)"
wenzelm@49522
   778
proof -
wenzelm@53406
   779
  from sU obtain a where a: "a \<notin> span S"
wenzelm@53406
   780
    by blast
huffman@44133
   781
  from orthogonal_basis_exists obtain B where
immler@68072
   782
    B: "independent B" "B \<subseteq> span S" "S \<subseteq> span B"
immler@68072
   783
    "card B = dim S" "pairwise orthogonal B"
huffman@44133
   784
    by blast
wenzelm@53406
   785
  from B have fB: "finite B" "card B = dim S"
wenzelm@53406
   786
    using independent_bound by auto
huffman@44133
   787
  from span_mono[OF B(2)] span_mono[OF B(3)]
wenzelm@53406
   788
  have sSB: "span S = span B"
wenzelm@53406
   789
    by (simp add: span_span)
nipkow@64267
   790
  let ?a = "a - sum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B"
nipkow@64267
   791
  have "sum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B \<in> span S"
huffman@44133
   792
    unfolding sSB
nipkow@64267
   793
    apply (rule span_sum)
immler@68072
   794
    apply (rule span_scale)
immler@68072
   795
    apply (rule span_base)
wenzelm@49522
   796
    apply assumption
wenzelm@49522
   797
    done
wenzelm@53406
   798
  with a have a0:"?a  \<noteq> 0"
wenzelm@53406
   799
    by auto
lp15@68058
   800
  have "?a \<bullet> x = 0" if "x\<in>span B" for x
lp15@68058
   801
  proof (rule span_induct [OF that])
wenzelm@49522
   802
    show "subspace {x. ?a \<bullet> x = 0}"
wenzelm@49522
   803
      by (auto simp add: subspace_def inner_add)
wenzelm@49522
   804
  next
wenzelm@53406
   805
    {
wenzelm@53406
   806
      fix x
wenzelm@53406
   807
      assume x: "x \<in> B"
wenzelm@53406
   808
      from x have B': "B = insert x (B - {x})"
wenzelm@53406
   809
        by blast
wenzelm@53406
   810
      have fth: "finite (B - {x})"
wenzelm@53406
   811
        using fB by simp
huffman@44133
   812
      have "?a \<bullet> x = 0"
wenzelm@53406
   813
        apply (subst B')
wenzelm@53406
   814
        using fB fth
nipkow@64267
   815
        unfolding sum_clauses(2)[OF fth]
huffman@44133
   816
        apply simp unfolding inner_simps
nipkow@64267
   817
        apply (clarsimp simp add: inner_add inner_sum_left)
nipkow@64267
   818
        apply (rule sum.neutral, rule ballI)
wenzelm@63170
   819
        apply (simp only: inner_commute)
wenzelm@49711
   820
        apply (auto simp add: x field_simps
wenzelm@49711
   821
          intro: B(5)[unfolded pairwise_def orthogonal_def, rule_format])
wenzelm@53406
   822
        done
wenzelm@53406
   823
    }
lp15@68058
   824
    then show "?a \<bullet> x = 0" if "x \<in> B" for x
lp15@68058
   825
      using that by blast
lp15@68058
   826
    qed
wenzelm@53406
   827
  with a0 show ?thesis
wenzelm@53406
   828
    unfolding sSB by (auto intro: exI[where x="?a"])
huffman@44133
   829
qed
huffman@44133
   830
huffman@44133
   831
lemma span_not_univ_subset_hyperplane:
wenzelm@53406
   832
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
   833
  assumes SU: "span S \<noteq> UNIV"
huffman@44133
   834
  shows "\<exists> a. a \<noteq>0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
huffman@44133
   835
  using span_not_univ_orthogonal[OF SU] by auto
huffman@44133
   836
wenzelm@49663
   837
lemma lowdim_subset_hyperplane:
wenzelm@53406
   838
  fixes S :: "'a::euclidean_space set"
huffman@44133
   839
  assumes d: "dim S < DIM('a)"
wenzelm@56444
   840
  shows "\<exists>a::'a. a \<noteq> 0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
wenzelm@49522
   841
proof -
wenzelm@53406
   842
  {
wenzelm@53406
   843
    assume "span S = UNIV"
wenzelm@53406
   844
    then have "dim (span S) = dim (UNIV :: ('a) set)"
wenzelm@53406
   845
      by simp
wenzelm@53406
   846
    then have "dim S = DIM('a)"
immler@68072
   847
      by (metis Euclidean_Space.dim_UNIV dim_span)
wenzelm@53406
   848
    with d have False by arith
wenzelm@53406
   849
  }
wenzelm@53406
   850
  then have th: "span S \<noteq> UNIV"
wenzelm@53406
   851
    by blast
huffman@44133
   852
  from span_not_univ_subset_hyperplane[OF th] show ?thesis .
huffman@44133
   853
qed
huffman@44133
   854
huffman@44133
   855
lemma linear_eq_stdbasis:
wenzelm@56444
   856
  fixes f :: "'a::euclidean_space \<Rightarrow> _"
wenzelm@56444
   857
  assumes lf: "linear f"
wenzelm@49663
   858
    and lg: "linear g"
lp15@68058
   859
    and fg: "\<And>b. b \<in> Basis \<Longrightarrow> f b = g b"
huffman@44133
   860
  shows "f = g"
immler@68072
   861
  using linear_eq_on_span[OF lf lg, of Basis] fg
immler@68072
   862
  by auto
immler@68072
   863
huffman@44133
   864
wenzelm@60420
   865
text \<open>Similar results for bilinear functions.\<close>
huffman@44133
   866
huffman@44133
   867
lemma bilinear_eq:
huffman@44133
   868
  assumes bf: "bilinear f"
wenzelm@49522
   869
    and bg: "bilinear g"
wenzelm@53406
   870
    and SB: "S \<subseteq> span B"
wenzelm@53406
   871
    and TC: "T \<subseteq> span C"
lp15@68058
   872
    and "x\<in>S" "y\<in>T"
lp15@68058
   873
    and fg: "\<And>x y. \<lbrakk>x \<in> B; y\<in> C\<rbrakk> \<Longrightarrow> f x y = g x y"
lp15@68058
   874
  shows "f x y = g x y"
wenzelm@49663
   875
proof -
huffman@44170
   876
  let ?P = "{x. \<forall>y\<in> span C. f x y = g x y}"
huffman@44133
   877
  from bf bg have sp: "subspace ?P"
huffman@53600
   878
    unfolding bilinear_def linear_iff subspace_def bf bg
immler@68072
   879
    by (auto simp add: span_zero bilinear_lzero[OF bf] bilinear_lzero[OF bg]
immler@68072
   880
        span_add Ball_def
wenzelm@49663
   881
      intro: bilinear_ladd[OF bf])
lp15@68058
   882
  have sfg: "\<And>x. x \<in> B \<Longrightarrow> subspace {a. f x a = g x a}"
huffman@44133
   883
    apply (auto simp add: subspace_def)
huffman@53600
   884
    using bf bg unfolding bilinear_def linear_iff
immler@68072
   885
      apply (auto simp add: span_zero bilinear_rzero[OF bf] bilinear_rzero[OF bg]
immler@68072
   886
        span_add Ball_def
wenzelm@49663
   887
      intro: bilinear_ladd[OF bf])
wenzelm@49522
   888
    done
lp15@68058
   889
  have "\<forall>y\<in> span C. f x y = g x y" if "x \<in> span B" for x
lp15@68058
   890
    apply (rule span_induct [OF that sp])
lp15@68062
   891
    using fg sfg span_induct by blast
wenzelm@53406
   892
  then show ?thesis
lp15@68058
   893
    using SB TC assms by auto
huffman@44133
   894
qed
huffman@44133
   895
wenzelm@49522
   896
lemma bilinear_eq_stdbasis:
wenzelm@53406
   897
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> _"
huffman@44133
   898
  assumes bf: "bilinear f"
wenzelm@49522
   899
    and bg: "bilinear g"
lp15@68058
   900
    and fg: "\<And>i j. i \<in> Basis \<Longrightarrow> j \<in> Basis \<Longrightarrow> f i j = g i j"
huffman@44133
   901
  shows "f = g"
immler@68074
   902
  using bilinear_eq[OF bf bg equalityD2[OF span_Basis] equalityD2[OF span_Basis]] fg by blast
wenzelm@49522
   903
immler@69619
   904
wenzelm@60420
   905
subsection \<open>Infinity norm\<close>
huffman@44133
   906
immler@67962
   907
definition%important "infnorm (x::'a::euclidean_space) = Sup {\<bar>x \<bullet> b\<bar> |b. b \<in> Basis}"
huffman@44133
   908
huffman@44133
   909
lemma infnorm_set_image:
wenzelm@53716
   910
  fixes x :: "'a::euclidean_space"
wenzelm@56444
   911
  shows "{\<bar>x \<bullet> i\<bar> |i. i \<in> Basis} = (\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis"
hoelzl@50526
   912
  by blast
huffman@44133
   913
wenzelm@53716
   914
lemma infnorm_Max:
wenzelm@53716
   915
  fixes x :: "'a::euclidean_space"
wenzelm@56444
   916
  shows "infnorm x = Max ((\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis)"
haftmann@62343
   917
  by (simp add: infnorm_def infnorm_set_image cSup_eq_Max)
hoelzl@51475
   918
huffman@44133
   919
lemma infnorm_set_lemma:
wenzelm@53716
   920
  fixes x :: "'a::euclidean_space"
wenzelm@56444
   921
  shows "finite {\<bar>x \<bullet> i\<bar> |i. i \<in> Basis}"
wenzelm@56444
   922
    and "{\<bar>x \<bullet> i\<bar> |i. i \<in> Basis} \<noteq> {}"
huffman@44133
   923
  unfolding infnorm_set_image
huffman@44133
   924
  by auto
huffman@44133
   925
wenzelm@53406
   926
lemma infnorm_pos_le:
wenzelm@53406
   927
  fixes x :: "'a::euclidean_space"
wenzelm@53406
   928
  shows "0 \<le> infnorm x"
hoelzl@51475
   929
  by (simp add: infnorm_Max Max_ge_iff ex_in_conv)
huffman@44133
   930
wenzelm@53406
   931
lemma infnorm_triangle:
wenzelm@53406
   932
  fixes x :: "'a::euclidean_space"
wenzelm@53406
   933
  shows "infnorm (x + y) \<le> infnorm x + infnorm y"
wenzelm@49522
   934
proof -
hoelzl@51475
   935
  have *: "\<And>a b c d :: real. \<bar>a\<bar> \<le> c \<Longrightarrow> \<bar>b\<bar> \<le> d \<Longrightarrow> \<bar>a + b\<bar> \<le> c + d"
hoelzl@51475
   936
    by simp
huffman@44133
   937
  show ?thesis
hoelzl@51475
   938
    by (auto simp: infnorm_Max inner_add_left intro!: *)
huffman@44133
   939
qed
huffman@44133
   940
wenzelm@53406
   941
lemma infnorm_eq_0:
wenzelm@53406
   942
  fixes x :: "'a::euclidean_space"
wenzelm@53406
   943
  shows "infnorm x = 0 \<longleftrightarrow> x = 0"
wenzelm@49522
   944
proof -
hoelzl@51475
   945
  have "infnorm x \<le> 0 \<longleftrightarrow> x = 0"
hoelzl@51475
   946
    unfolding infnorm_Max by (simp add: euclidean_all_zero_iff)
hoelzl@51475
   947
  then show ?thesis
hoelzl@51475
   948
    using infnorm_pos_le[of x] by simp
huffman@44133
   949
qed
huffman@44133
   950
huffman@44133
   951
lemma infnorm_0: "infnorm 0 = 0"
huffman@44133
   952
  by (simp add: infnorm_eq_0)
huffman@44133
   953
huffman@44133
   954
lemma infnorm_neg: "infnorm (- x) = infnorm x"
lp15@68062
   955
  unfolding infnorm_def by simp
huffman@44133
   956
huffman@44133
   957
lemma infnorm_sub: "infnorm (x - y) = infnorm (y - x)"
lp15@68062
   958
  by (metis infnorm_neg minus_diff_eq)
lp15@68062
   959
lp15@68062
   960
lemma absdiff_infnorm: "\<bar>infnorm x - infnorm y\<bar> \<le> infnorm (x - y)"
wenzelm@49522
   961
proof -
lp15@68062
   962
  have *: "\<And>(nx::real) n ny. nx \<le> n + ny \<Longrightarrow> ny \<le> n + nx \<Longrightarrow> \<bar>nx - ny\<bar> \<le> n"
huffman@44133
   963
    by arith
lp15@68062
   964
  show ?thesis
lp15@68062
   965
  proof (rule *)
lp15@68062
   966
    from infnorm_triangle[of "x - y" " y"] infnorm_triangle[of "x - y" "-x"]
lp15@68062
   967
    show "infnorm x \<le> infnorm (x - y) + infnorm y" "infnorm y \<le> infnorm (x - y) + infnorm x"
lp15@68062
   968
      by (simp_all add: field_simps infnorm_neg)
lp15@68062
   969
  qed
huffman@44133
   970
qed
huffman@44133
   971
wenzelm@53406
   972
lemma real_abs_infnorm: "\<bar>infnorm x\<bar> = infnorm x"
huffman@44133
   973
  using infnorm_pos_le[of x] by arith
huffman@44133
   974
hoelzl@50526
   975
lemma Basis_le_infnorm:
wenzelm@53406
   976
  fixes x :: "'a::euclidean_space"
wenzelm@53406
   977
  shows "b \<in> Basis \<Longrightarrow> \<bar>x \<bullet> b\<bar> \<le> infnorm x"
hoelzl@51475
   978
  by (simp add: infnorm_Max)
huffman@44133
   979
wenzelm@56444
   980
lemma infnorm_mul: "infnorm (a *\<^sub>R x) = \<bar>a\<bar> * infnorm x"
hoelzl@51475
   981
  unfolding infnorm_Max
hoelzl@51475
   982
proof (safe intro!: Max_eqI)
hoelzl@51475
   983
  let ?B = "(\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis"
lp15@68062
   984
  { fix b :: 'a
wenzelm@53406
   985
    assume "b \<in> Basis"
wenzelm@53406
   986
    then show "\<bar>a *\<^sub>R x \<bullet> b\<bar> \<le> \<bar>a\<bar> * Max ?B"
wenzelm@53406
   987
      by (simp add: abs_mult mult_left_mono)
wenzelm@53406
   988
  next
wenzelm@53406
   989
    from Max_in[of ?B] obtain b where "b \<in> Basis" "Max ?B = \<bar>x \<bullet> b\<bar>"
wenzelm@53406
   990
      by (auto simp del: Max_in)
wenzelm@53406
   991
    then show "\<bar>a\<bar> * Max ((\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis) \<in> (\<lambda>i. \<bar>a *\<^sub>R x \<bullet> i\<bar>) ` Basis"
wenzelm@53406
   992
      by (intro image_eqI[where x=b]) (auto simp: abs_mult)
wenzelm@53406
   993
  }
hoelzl@51475
   994
qed simp
hoelzl@51475
   995
wenzelm@53406
   996
lemma infnorm_mul_lemma: "infnorm (a *\<^sub>R x) \<le> \<bar>a\<bar> * infnorm x"
hoelzl@51475
   997
  unfolding infnorm_mul ..
huffman@44133
   998
huffman@44133
   999
lemma infnorm_pos_lt: "infnorm x > 0 \<longleftrightarrow> x \<noteq> 0"
huffman@44133
  1000
  using infnorm_pos_le[of x] infnorm_eq_0[of x] by arith
huffman@44133
  1001
wenzelm@60420
  1002
text \<open>Prove that it differs only up to a bound from Euclidean norm.\<close>
huffman@44133
  1003
huffman@44133
  1004
lemma infnorm_le_norm: "infnorm x \<le> norm x"
hoelzl@51475
  1005
  by (simp add: Basis_le_norm infnorm_Max)
hoelzl@50526
  1006
wenzelm@53716
  1007
lemma norm_le_infnorm:
wenzelm@53716
  1008
  fixes x :: "'a::euclidean_space"
wenzelm@53716
  1009
  shows "norm x \<le> sqrt DIM('a) * infnorm x"
lp15@68062
  1010
  unfolding norm_eq_sqrt_inner id_def 
lp15@68062
  1011
proof (rule real_le_lsqrt[OF inner_ge_zero])
lp15@68062
  1012
  show "sqrt DIM('a) * infnorm x \<ge> 0"
huffman@44133
  1013
    by (simp add: zero_le_mult_iff infnorm_pos_le)
lp15@68062
  1014
  have "x \<bullet> x \<le> (\<Sum>b\<in>Basis. x \<bullet> b * (x \<bullet> b))"
lp15@68062
  1015
    by (metis euclidean_inner order_refl)
lp15@68062
  1016
  also have "... \<le> DIM('a) * \<bar>infnorm x\<bar>\<^sup>2"
lp15@68062
  1017
    by (rule sum_bounded_above) (metis Basis_le_infnorm abs_le_square_iff power2_eq_square real_abs_infnorm)
lp15@68062
  1018
  also have "... \<le> (sqrt DIM('a) * infnorm x)\<^sup>2"
lp15@68062
  1019
    by (simp add: power_mult_distrib)
lp15@68062
  1020
  finally show "x \<bullet> x \<le> (sqrt DIM('a) * infnorm x)\<^sup>2" .
huffman@44133
  1021
qed
huffman@44133
  1022
huffman@44646
  1023
lemma tendsto_infnorm [tendsto_intros]:
wenzelm@61973
  1024
  assumes "(f \<longlongrightarrow> a) F"
wenzelm@61973
  1025
  shows "((\<lambda>x. infnorm (f x)) \<longlongrightarrow> infnorm a) F"
huffman@44646
  1026
proof (rule tendsto_compose [OF LIM_I assms])
wenzelm@53406
  1027
  fix r :: real
wenzelm@53406
  1028
  assume "r > 0"
wenzelm@49522
  1029
  then show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (infnorm x - infnorm a) < r"
lp15@68062
  1030
    by (metis real_norm_def le_less_trans absdiff_infnorm infnorm_le_norm)
huffman@44646
  1031
qed
huffman@44646
  1032
wenzelm@60420
  1033
text \<open>Equality in Cauchy-Schwarz and triangle inequalities.\<close>
huffman@44133
  1034
wenzelm@53406
  1035
lemma norm_cauchy_schwarz_eq: "x \<bullet> y = norm x * norm y \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
wenzelm@53406
  1036
  (is "?lhs \<longleftrightarrow> ?rhs")
lp15@68062
  1037
proof (cases "x=0")
lp15@68062
  1038
  case True
lp15@68062
  1039
  then show ?thesis 
lp15@68062
  1040
    by auto
lp15@68062
  1041
next
lp15@68062
  1042
  case False
lp15@68062
  1043
  from inner_eq_zero_iff[of "norm y *\<^sub>R x - norm x *\<^sub>R y"]
lp15@68062
  1044
  have "?rhs \<longleftrightarrow>
wenzelm@49522
  1045
      (norm y * (norm y * norm x * norm x - norm x * (x \<bullet> y)) -
wenzelm@49522
  1046
        norm x * (norm y * (y \<bullet> x) - norm x * norm y * norm y) =  0)"
lp15@68062
  1047
    using False unfolding inner_simps
lp15@68062
  1048
    by (auto simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
lp15@68062
  1049
  also have "\<dots> \<longleftrightarrow> (2 * norm x * norm y * (norm x * norm y - x \<bullet> y) = 0)" 
lp15@68062
  1050
    using False  by (simp add: field_simps inner_commute)
lp15@68062
  1051
  also have "\<dots> \<longleftrightarrow> ?lhs" 
lp15@68062
  1052
    using False by auto
lp15@68062
  1053
  finally show ?thesis by metis
huffman@44133
  1054
qed
huffman@44133
  1055
huffman@44133
  1056
lemma norm_cauchy_schwarz_abs_eq:
wenzelm@56444
  1057
  "\<bar>x \<bullet> y\<bar> = norm x * norm y \<longleftrightarrow>
wenzelm@53716
  1058
    norm x *\<^sub>R y = norm y *\<^sub>R x \<or> norm x *\<^sub>R y = - norm y *\<^sub>R x"
wenzelm@53406
  1059
  (is "?lhs \<longleftrightarrow> ?rhs")
wenzelm@49522
  1060
proof -
wenzelm@56444
  1061
  have th: "\<And>(x::real) a. a \<ge> 0 \<Longrightarrow> \<bar>x\<bar> = a \<longleftrightarrow> x = a \<or> x = - a"
wenzelm@53406
  1062
    by arith
huffman@44133
  1063
  have "?rhs \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x \<or> norm (- x) *\<^sub>R y = norm y *\<^sub>R (- x)"
huffman@44133
  1064
    by simp
lp15@68062
  1065
  also have "\<dots> \<longleftrightarrow> (x \<bullet> y = norm x * norm y \<or> (- x) \<bullet> y = norm x * norm y)"
huffman@44133
  1066
    unfolding norm_cauchy_schwarz_eq[symmetric]
huffman@44133
  1067
    unfolding norm_minus_cancel norm_scaleR ..
huffman@44133
  1068
  also have "\<dots> \<longleftrightarrow> ?lhs"
wenzelm@53406
  1069
    unfolding th[OF mult_nonneg_nonneg, OF norm_ge_zero[of x] norm_ge_zero[of y]] inner_simps
wenzelm@53406
  1070
    by auto
huffman@44133
  1071
  finally show ?thesis ..
huffman@44133
  1072
qed
huffman@44133
  1073
huffman@44133
  1074
lemma norm_triangle_eq:
huffman@44133
  1075
  fixes x y :: "'a::real_inner"
wenzelm@53406
  1076
  shows "norm (x + y) = norm x + norm y \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
lp15@68062
  1077
proof (cases "x = 0 \<or> y = 0")
lp15@68062
  1078
  case True
lp15@68062
  1079
  then show ?thesis 
lp15@68062
  1080
    by force
lp15@68062
  1081
next
lp15@68062
  1082
  case False
lp15@68062
  1083
  then have n: "norm x > 0" "norm y > 0"
lp15@68062
  1084
    by auto
lp15@68062
  1085
  have "norm (x + y) = norm x + norm y \<longleftrightarrow> (norm (x + y))\<^sup>2 = (norm x + norm y)\<^sup>2"
lp15@68062
  1086
    by simp
lp15@68062
  1087
  also have "\<dots> \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
lp15@68062
  1088
    unfolding norm_cauchy_schwarz_eq[symmetric]
lp15@68062
  1089
    unfolding power2_norm_eq_inner inner_simps
lp15@68062
  1090
    by (simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
lp15@68062
  1091
  finally show ?thesis .
huffman@44133
  1092
qed
huffman@44133
  1093
wenzelm@49522
  1094
wenzelm@60420
  1095
subsection \<open>Collinearity\<close>
huffman@44133
  1096
immler@67962
  1097
definition%important collinear :: "'a::real_vector set \<Rightarrow> bool"
wenzelm@49522
  1098
  where "collinear S \<longleftrightarrow> (\<exists>u. \<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *\<^sub>R u)"
huffman@44133
  1099
lp15@66287
  1100
lemma collinear_alt:
lp15@66287
  1101
     "collinear S \<longleftrightarrow> (\<exists>u v. \<forall>x \<in> S. \<exists>c. x = u + c *\<^sub>R v)" (is "?lhs = ?rhs")
lp15@66287
  1102
proof
lp15@66287
  1103
  assume ?lhs
lp15@66287
  1104
  then show ?rhs
lp15@66287
  1105
    unfolding collinear_def by (metis Groups.add_ac(2) diff_add_cancel)
lp15@66287
  1106
next
lp15@66287
  1107
  assume ?rhs
lp15@66287
  1108
  then obtain u v where *: "\<And>x. x \<in> S \<Longrightarrow> \<exists>c. x = u + c *\<^sub>R v"
lp15@66287
  1109
    by (auto simp: )
lp15@66287
  1110
  have "\<exists>c. x - y = c *\<^sub>R v" if "x \<in> S" "y \<in> S" for x y
lp15@66287
  1111
        by (metis *[OF \<open>x \<in> S\<close>] *[OF \<open>y \<in> S\<close>] scaleR_left.diff add_diff_cancel_left)
lp15@66287
  1112
  then show ?lhs
lp15@66287
  1113
    using collinear_def by blast
lp15@66287
  1114
qed
lp15@66287
  1115
lp15@66287
  1116
lemma collinear:
lp15@66287
  1117
  fixes S :: "'a::{perfect_space,real_vector} set"
lp15@66287
  1118
  shows "collinear S \<longleftrightarrow> (\<exists>u. u \<noteq> 0 \<and> (\<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *\<^sub>R u))"
lp15@66287
  1119
proof -
lp15@66287
  1120
  have "\<exists>v. v \<noteq> 0 \<and> (\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R v)"
lp15@66287
  1121
    if "\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R u" "u=0" for u
lp15@66287
  1122
  proof -
lp15@66287
  1123
    have "\<forall>x\<in>S. \<forall>y\<in>S. x = y"
lp15@66287
  1124
      using that by auto
lp15@66287
  1125
    moreover
lp15@66287
  1126
    obtain v::'a where "v \<noteq> 0"
lp15@66287
  1127
      using UNIV_not_singleton [of 0] by auto
lp15@66287
  1128
    ultimately have "\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R v"
lp15@66287
  1129
      by auto
lp15@66287
  1130
    then show ?thesis
lp15@66287
  1131
      using \<open>v \<noteq> 0\<close> by blast
lp15@66287
  1132
  qed
lp15@66287
  1133
  then show ?thesis
lp15@66287
  1134
    apply (clarsimp simp: collinear_def)
immler@68072
  1135
    by (metis scaleR_zero_right vector_fraction_eq_iff)
lp15@66287
  1136
qed
lp15@66287
  1137
lp15@63881
  1138
lemma collinear_subset: "\<lbrakk>collinear T; S \<subseteq> T\<rbrakk> \<Longrightarrow> collinear S"
lp15@63881
  1139
  by (meson collinear_def subsetCE)
lp15@63881
  1140
paulson@60762
  1141
lemma collinear_empty [iff]: "collinear {}"
wenzelm@53406
  1142
  by (simp add: collinear_def)
huffman@44133
  1143
paulson@60762
  1144
lemma collinear_sing [iff]: "collinear {x}"
huffman@44133
  1145
  by (simp add: collinear_def)
huffman@44133
  1146
paulson@60762
  1147
lemma collinear_2 [iff]: "collinear {x, y}"
huffman@44133
  1148
  apply (simp add: collinear_def)
huffman@44133
  1149
  apply (rule exI[where x="x - y"])
lp15@68062
  1150
  by (metis minus_diff_eq scaleR_left.minus scaleR_one)
huffman@44133
  1151
wenzelm@56444
  1152
lemma collinear_lemma: "collinear {0, x, y} \<longleftrightarrow> x = 0 \<or> y = 0 \<or> (\<exists>c. y = c *\<^sub>R x)"
wenzelm@53406
  1153
  (is "?lhs \<longleftrightarrow> ?rhs")
lp15@68062
  1154
proof (cases "x = 0 \<or> y = 0")
lp15@68062
  1155
  case True
lp15@68062
  1156
  then show ?thesis
lp15@68062
  1157
    by (auto simp: insert_commute)
lp15@68062
  1158
next
lp15@68062
  1159
  case False
lp15@68062
  1160
  show ?thesis 
lp15@68062
  1161
  proof
lp15@68062
  1162
    assume h: "?lhs"
lp15@68062
  1163
    then obtain u where u: "\<forall> x\<in> {0,x,y}. \<forall>y\<in> {0,x,y}. \<exists>c. x - y = c *\<^sub>R u"
lp15@68062
  1164
      unfolding collinear_def by blast
lp15@68062
  1165
    from u[rule_format, of x 0] u[rule_format, of y 0]
lp15@68062
  1166
    obtain cx and cy where
lp15@68062
  1167
      cx: "x = cx *\<^sub>R u" and cy: "y = cy *\<^sub>R u"
lp15@68062
  1168
      by auto
lp15@68062
  1169
    from cx cy False have cx0: "cx \<noteq> 0" and cy0: "cy \<noteq> 0" by auto
lp15@68062
  1170
    let ?d = "cy / cx"
lp15@68062
  1171
    from cx cy cx0 have "y = ?d *\<^sub>R x"
lp15@68062
  1172
      by simp
lp15@68062
  1173
    then show ?rhs using False by blast
lp15@68062
  1174
  next
lp15@68062
  1175
    assume h: "?rhs"
lp15@68062
  1176
    then obtain c where c: "y = c *\<^sub>R x"
lp15@68062
  1177
      using False by blast
lp15@68062
  1178
    show ?lhs
lp15@68062
  1179
      unfolding collinear_def c
lp15@68062
  1180
      apply (rule exI[where x=x])
lp15@68062
  1181
      apply auto
lp15@68062
  1182
          apply (rule exI[where x="- 1"], simp)
lp15@68062
  1183
         apply (rule exI[where x= "-c"], simp)
huffman@44133
  1184
        apply (rule exI[where x=1], simp)
lp15@68062
  1185
       apply (rule exI[where x="1 - c"], simp add: scaleR_left_diff_distrib)
lp15@68062
  1186
      apply (rule exI[where x="c - 1"], simp add: scaleR_left_diff_distrib)
lp15@68062
  1187
      done
lp15@68062
  1188
  qed
huffman@44133
  1189
qed
huffman@44133
  1190
wenzelm@56444
  1191
lemma norm_cauchy_schwarz_equal: "\<bar>x \<bullet> y\<bar> = norm x * norm y \<longleftrightarrow> collinear {0, x, y}"
lp15@68062
  1192
proof (cases "x=0")
lp15@68062
  1193
  case True
lp15@68062
  1194
  then show ?thesis
lp15@68062
  1195
    by (auto simp: insert_commute)
lp15@68062
  1196
next
lp15@68062
  1197
  case False
lp15@68062
  1198
  then have nnz: "norm x \<noteq> 0"
lp15@68062
  1199
    by auto
lp15@68062
  1200
  show ?thesis
lp15@68062
  1201
  proof
lp15@68062
  1202
    assume "\<bar>x \<bullet> y\<bar> = norm x * norm y"
lp15@68062
  1203
    then show "collinear {0, x, y}"
lp15@68062
  1204
      unfolding norm_cauchy_schwarz_abs_eq collinear_lemma 
lp15@68062
  1205
      by (meson eq_vector_fraction_iff nnz)
lp15@68062
  1206
  next
lp15@68062
  1207
    assume "collinear {0, x, y}"
lp15@68062
  1208
    with False show "\<bar>x \<bullet> y\<bar> = norm x * norm y"
lp15@68062
  1209
      unfolding norm_cauchy_schwarz_abs_eq collinear_lemma  by (auto simp: abs_if)
lp15@68062
  1210
  qed
lp15@68062
  1211
qed
wenzelm@49522
  1212
immler@54776
  1213
end