src/HOL/Analysis/Cartesian_Euclidean_Space.thy
author paulson <lp15@cam.ac.uk>
Mon Apr 09 15:20:11 2018 +0100 (16 months ago)
changeset 67969 83c8cafdebe8
parent 67962 0acdcd8f4ba1
child 67971 e9f66b35d636
permissions -rw-r--r--
Syntax for the special cases Min(A`I) and Max (A`I)
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section \<open>Instantiates the finite Cartesian product of Euclidean spaces as a Euclidean space.\<close>
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theory Cartesian_Euclidean_Space
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imports Finite_Cartesian_Product Derivative
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begin
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lemma subspace_special_hyperplane: "subspace {x. x $ k = 0}"
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  by (simp add: subspace_def)
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lemma sum_mult_product:
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  "sum h {..<A * B :: nat} = (\<Sum>i\<in>{..<A}. \<Sum>j\<in>{..<B}. h (j + i * B))"
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  unfolding sum_nat_group[of h B A, unfolded atLeast0LessThan, symmetric]
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proof (rule sum.cong, simp, rule sum.reindex_cong)
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  fix i
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  show "inj_on (\<lambda>j. j + i * B) {..<B}" by (auto intro!: inj_onI)
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  show "{i * B..<i * B + B} = (\<lambda>j. j + i * B) ` {..<B}"
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  proof safe
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    fix j assume "j \<in> {i * B..<i * B + B}"
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    then show "j \<in> (\<lambda>j. j + i * B) ` {..<B}"
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      by (auto intro!: image_eqI[of _ _ "j - i * B"])
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  qed simp
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qed simp
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subsection\<open>Basic componentwise operations on vectors.\<close>
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instantiation vec :: (times, finite) times
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begin
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definition "( * ) \<equiv> (\<lambda> x y.  (\<chi> i. (x$i) * (y$i)))"
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instance ..
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end
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instantiation vec :: (one, finite) one
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begin
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definition "1 \<equiv> (\<chi> i. 1)"
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instance ..
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end
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instantiation vec :: (ord, finite) ord
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begin
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definition "x \<le> y \<longleftrightarrow> (\<forall>i. x$i \<le> y$i)"
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definition "x < (y::'a^'b) \<longleftrightarrow> x \<le> y \<and> \<not> y \<le> x"
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instance ..
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end
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text\<open>The ordering on one-dimensional vectors is linear.\<close>
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class cart_one =
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  assumes UNIV_one: "card (UNIV :: 'a set) = Suc 0"
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begin
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subclass finite
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proof
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  from UNIV_one show "finite (UNIV :: 'a set)"
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    by (auto intro!: card_ge_0_finite)
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qed
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end
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instance vec:: (order, finite) order
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  by standard (auto simp: less_eq_vec_def less_vec_def vec_eq_iff
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      intro: order.trans order.antisym order.strict_implies_order)
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instance vec :: (linorder, cart_one) linorder
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proof
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  obtain a :: 'b where all: "\<And>P. (\<forall>i. P i) \<longleftrightarrow> P a"
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  proof -
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    have "card (UNIV :: 'b set) = Suc 0" by (rule UNIV_one)
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    then obtain b :: 'b where "UNIV = {b}" by (auto iff: card_Suc_eq)
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    then have "\<And>P. (\<forall>i\<in>UNIV. P i) \<longleftrightarrow> P b" by auto
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    then show thesis by (auto intro: that)
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  qed
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  fix x y :: "'a^'b::cart_one"
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  note [simp] = less_eq_vec_def less_vec_def all vec_eq_iff field_simps
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  show "x \<le> y \<or> y \<le> x" by auto
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qed
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text\<open>Constant Vectors\<close>
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definition "vec x = (\<chi> i. x)"
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lemma interval_cbox_cart: "{a::real^'n..b} = cbox a b"
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  by (auto simp add: less_eq_vec_def mem_box Basis_vec_def inner_axis)
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text\<open>Also the scalar-vector multiplication.\<close>
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definition vector_scalar_mult:: "'a::times \<Rightarrow> 'a ^ 'n \<Rightarrow> 'a ^ 'n" (infixl "*s" 70)
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  where "c *s x = (\<chi> i. c * (x$i))"
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subsection \<open>A naive proof procedure to lift really trivial arithmetic stuff from the basis of the vector space.\<close>
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lemma sum_cong_aux:
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  "(\<And>x. x \<in> A \<Longrightarrow> f x = g x) \<Longrightarrow> sum f A = sum g A"
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  by (auto intro: sum.cong)
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hide_fact (open) sum_cong_aux
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method_setup vector = \<open>
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let
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  val ss1 =
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    simpset_of (put_simpset HOL_basic_ss @{context}
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      addsimps [@{thm sum.distrib} RS sym,
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      @{thm sum_subtractf} RS sym, @{thm sum_distrib_left},
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      @{thm sum_distrib_right}, @{thm sum_negf} RS sym])
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  val ss2 =
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    simpset_of (@{context} addsimps
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             [@{thm plus_vec_def}, @{thm times_vec_def},
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              @{thm minus_vec_def}, @{thm uminus_vec_def},
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              @{thm one_vec_def}, @{thm zero_vec_def}, @{thm vec_def},
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              @{thm scaleR_vec_def},
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              @{thm vec_lambda_beta}, @{thm vector_scalar_mult_def}])
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  fun vector_arith_tac ctxt ths =
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    simp_tac (put_simpset ss1 ctxt)
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    THEN' (fn i => resolve_tac ctxt @{thms Cartesian_Euclidean_Space.sum_cong_aux} i
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         ORELSE resolve_tac ctxt @{thms sum.neutral} i
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         ORELSE simp_tac (put_simpset HOL_basic_ss ctxt addsimps [@{thm vec_eq_iff}]) i)
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    (* THEN' TRY o clarify_tac HOL_cs  THEN' (TRY o rtac @{thm iffI}) *)
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    THEN' asm_full_simp_tac (put_simpset ss2 ctxt addsimps ths)
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in
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  Attrib.thms >> (fn ths => fn ctxt => SIMPLE_METHOD' (vector_arith_tac ctxt ths))
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end
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\<close> "lift trivial vector statements to real arith statements"
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lemma vec_0[simp]: "vec 0 = 0" by vector
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lemma vec_1[simp]: "vec 1 = 1" by vector
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lemma vec_inj[simp]: "vec x = vec y \<longleftrightarrow> x = y" by vector
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lemma vec_in_image_vec: "vec x \<in> (vec ` S) \<longleftrightarrow> x \<in> S" by auto
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lemma vec_add: "vec(x + y) = vec x + vec y"  by vector
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lemma vec_sub: "vec(x - y) = vec x - vec y" by vector
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lemma vec_cmul: "vec(c * x) = c *s vec x " by vector
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lemma vec_neg: "vec(- x) = - vec x " by vector
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lemma vec_sum:
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  assumes "finite S"
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  shows "vec(sum f S) = sum (vec \<circ> f) S"
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  using assms
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proof induct
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  case empty
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  then show ?case by simp
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next
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  case insert
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  then show ?case by (auto simp add: vec_add)
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qed
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text\<open>Obvious "component-pushing".\<close>
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lemma vec_component [simp]: "vec x $ i = x"
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  by vector
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lemma vector_mult_component [simp]: "(x * y)$i = x$i * y$i"
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  by vector
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lemma vector_smult_component [simp]: "(c *s y)$i = c * (y$i)"
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  by vector
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lemma cond_component: "(if b then x else y)$i = (if b then x$i else y$i)" by vector
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lemmas vector_component =
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  vec_component vector_add_component vector_mult_component
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  vector_smult_component vector_minus_component vector_uminus_component
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  vector_scaleR_component cond_component
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subsection \<open>Some frequently useful arithmetic lemmas over vectors.\<close>
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instance vec :: (semigroup_mult, finite) semigroup_mult
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  by standard (vector mult.assoc)
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instance vec :: (monoid_mult, finite) monoid_mult
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  by standard vector+
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instance vec :: (ab_semigroup_mult, finite) ab_semigroup_mult
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  by standard (vector mult.commute)
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instance vec :: (comm_monoid_mult, finite) comm_monoid_mult
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  by standard vector
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instance vec :: (semiring, finite) semiring
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  by standard (vector field_simps)+
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instance vec :: (semiring_0, finite) semiring_0
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  by standard (vector field_simps)+
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instance vec :: (semiring_1, finite) semiring_1
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  by standard vector
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instance vec :: (comm_semiring, finite) comm_semiring
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  by standard (vector field_simps)+
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instance vec :: (comm_semiring_0, finite) comm_semiring_0 ..
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instance vec :: (cancel_comm_monoid_add, finite) cancel_comm_monoid_add ..
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instance vec :: (semiring_0_cancel, finite) semiring_0_cancel ..
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instance vec :: (comm_semiring_0_cancel, finite) comm_semiring_0_cancel ..
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instance vec :: (ring, finite) ring ..
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instance vec :: (semiring_1_cancel, finite) semiring_1_cancel ..
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instance vec :: (comm_semiring_1, finite) comm_semiring_1 ..
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instance vec :: (ring_1, finite) ring_1 ..
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instance vec :: (real_algebra, finite) real_algebra
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  by standard (simp_all add: vec_eq_iff)
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instance vec :: (real_algebra_1, finite) real_algebra_1 ..
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lemma of_nat_index: "(of_nat n :: 'a::semiring_1 ^'n)$i = of_nat n"
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proof (induct n)
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  case 0
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  then show ?case by vector
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next
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  case Suc
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  then show ?case by vector
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qed
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lemma one_index [simp]: "(1 :: 'a :: one ^ 'n) $ i = 1"
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  by vector
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lemma neg_one_index [simp]: "(- 1 :: 'a :: {one, uminus} ^ 'n) $ i = - 1"
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  by vector
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instance vec :: (semiring_char_0, finite) semiring_char_0
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proof
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  fix m n :: nat
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  show "inj (of_nat :: nat \<Rightarrow> 'a ^ 'b)"
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    by (auto intro!: injI simp add: vec_eq_iff of_nat_index)
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qed
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instance vec :: (numeral, finite) numeral ..
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instance vec :: (semiring_numeral, finite) semiring_numeral ..
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lemma numeral_index [simp]: "numeral w $ i = numeral w"
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  by (induct w) (simp_all only: numeral.simps vector_add_component one_index)
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lemma neg_numeral_index [simp]: "- numeral w $ i = - numeral w"
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  by (simp only: vector_uminus_component numeral_index)
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instance vec :: (comm_ring_1, finite) comm_ring_1 ..
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instance vec :: (ring_char_0, finite) ring_char_0 ..
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lemma vector_smult_assoc: "a *s (b *s x) = ((a::'a::semigroup_mult) * b) *s x"
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  by (vector mult.assoc)
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lemma vector_sadd_rdistrib: "((a::'a::semiring) + b) *s x = a *s x + b *s x"
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  by (vector field_simps)
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lemma vector_add_ldistrib: "(c::'a::semiring) *s (x + y) = c *s x + c *s y"
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  by (vector field_simps)
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lemma vector_smult_lzero[simp]: "(0::'a::mult_zero) *s x = 0" by vector
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lemma vector_smult_lid[simp]: "(1::'a::monoid_mult) *s x = x" by vector
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lemma vector_ssub_ldistrib: "(c::'a::ring) *s (x - y) = c *s x - c *s y"
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  by (vector field_simps)
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lemma vector_smult_rneg: "(c::'a::ring) *s -x = -(c *s x)" by vector
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lemma vector_smult_lneg: "- (c::'a::ring) *s x = -(c *s x)" by vector
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lemma vector_sneg_minus1: "-x = (-1::'a::ring_1) *s x" by vector
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lemma vector_smult_rzero[simp]: "c *s 0 = (0::'a::mult_zero ^ 'n)" by vector
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lemma vector_sub_rdistrib: "((a::'a::ring) - b) *s x = a *s x - b *s x"
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  by (vector field_simps)
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lemma vec_eq[simp]: "(vec m = vec n) \<longleftrightarrow> (m = n)"
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  by (simp add: vec_eq_iff)
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lemma norm_eq_0_imp: "norm x = 0 ==> x = (0::real ^'n)" by (metis norm_eq_zero)
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lemma norm_axis_1 [simp]: "norm (axis m (1::real)) = 1"
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  by (simp add: inner_axis' norm_eq_1)
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lemma vector_mul_eq_0[simp]: "(a *s x = 0) \<longleftrightarrow> a = (0::'a::idom) \<or> x = 0"
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  by vector
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lemma vector_mul_lcancel[simp]: "a *s x = a *s y \<longleftrightarrow> a = (0::real) \<or> x = y"
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  by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_ssub_ldistrib)
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lemma vector_mul_rcancel[simp]: "a *s x = b *s x \<longleftrightarrow> (a::real) = b \<or> x = 0"
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  by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_sub_rdistrib)
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lemma vector_mul_lcancel_imp: "a \<noteq> (0::real) ==>  a *s x = a *s y ==> (x = y)"
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  by (metis vector_mul_lcancel)
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lemma vector_mul_rcancel_imp: "x \<noteq> 0 \<Longrightarrow> (a::real) *s x = b *s x ==> a = b"
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  by (metis vector_mul_rcancel)
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lemma component_le_norm_cart: "\<bar>x$i\<bar> <= norm x"
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  apply (simp add: norm_vec_def)
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  apply (rule member_le_L2_set, simp_all)
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  done
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lemma norm_bound_component_le_cart: "norm x <= e ==> \<bar>x$i\<bar> <= e"
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  by (metis component_le_norm_cart order_trans)
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lemma norm_bound_component_lt_cart: "norm x < e ==> \<bar>x$i\<bar> < e"
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  by (metis component_le_norm_cart le_less_trans)
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lemma norm_le_l1_cart: "norm x <= sum(\<lambda>i. \<bar>x$i\<bar>) UNIV"
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  by (simp add: norm_vec_def L2_set_le_sum)
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lemma scalar_mult_eq_scaleR [simp]: "c *s x = c *\<^sub>R x"
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  unfolding scaleR_vec_def vector_scalar_mult_def by simp
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lemma dist_mul[simp]: "dist (c *s x) (c *s y) = \<bar>c\<bar> * dist x y"
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  unfolding dist_norm scalar_mult_eq_scaleR
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  unfolding scaleR_right_diff_distrib[symmetric] by simp
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lemma sum_component [simp]:
hoelzl@37489
   308
  fixes f:: " 'a \<Rightarrow> ('b::comm_monoid_add) ^'n"
nipkow@64267
   309
  shows "(sum f S)$i = sum (\<lambda>x. (f x)$i) S"
wenzelm@49644
   310
proof (cases "finite S")
wenzelm@49644
   311
  case True
wenzelm@49644
   312
  then show ?thesis by induct simp_all
wenzelm@49644
   313
next
wenzelm@49644
   314
  case False
wenzelm@49644
   315
  then show ?thesis by simp
wenzelm@49644
   316
qed
hoelzl@37489
   317
nipkow@64267
   318
lemma sum_eq: "sum f S = (\<chi> i. sum (\<lambda>x. (f x)$i ) S)"
huffman@44136
   319
  by (simp add: vec_eq_iff)
hoelzl@37489
   320
nipkow@64267
   321
lemma sum_cmul:
hoelzl@37489
   322
  fixes f:: "'c \<Rightarrow> ('a::semiring_1)^'n"
nipkow@64267
   323
  shows "sum (\<lambda>x. c *s f x) S = c *s sum f S"
nipkow@64267
   324
  by (simp add: vec_eq_iff sum_distrib_left)
hoelzl@37489
   325
nipkow@64267
   326
lemma sum_norm_allsubsets_bound_cart:
hoelzl@37489
   327
  fixes f:: "'a \<Rightarrow> real ^'n"
nipkow@64267
   328
  assumes fP: "finite P" and fPs: "\<And>Q. Q \<subseteq> P \<Longrightarrow> norm (sum f Q) \<le> e"
nipkow@64267
   329
  shows "sum (\<lambda>x. norm (f x)) P \<le> 2 * real CARD('n) *  e"
nipkow@64267
   330
  using sum_norm_allsubsets_bound[OF assms]
wenzelm@57865
   331
  by simp
hoelzl@37489
   332
lp15@62397
   333
subsection\<open>Closures and interiors of halfspaces\<close>
lp15@62397
   334
lp15@62397
   335
lemma interior_halfspace_le [simp]:
lp15@62397
   336
  assumes "a \<noteq> 0"
lp15@62397
   337
    shows "interior {x. a \<bullet> x \<le> b} = {x. a \<bullet> x < b}"
lp15@62397
   338
proof -
lp15@62397
   339
  have *: "a \<bullet> x < b" if x: "x \<in> S" and S: "S \<subseteq> {x. a \<bullet> x \<le> b}" and "open S" for S x
lp15@62397
   340
  proof -
lp15@62397
   341
    obtain e where "e>0" and e: "cball x e \<subseteq> S"
lp15@62397
   342
      using \<open>open S\<close> open_contains_cball x by blast
lp15@62397
   343
    then have "x + (e / norm a) *\<^sub>R a \<in> cball x e"
lp15@62397
   344
      by (simp add: dist_norm)
lp15@62397
   345
    then have "x + (e / norm a) *\<^sub>R a \<in> S"
lp15@62397
   346
      using e by blast
lp15@62397
   347
    then have "x + (e / norm a) *\<^sub>R a \<in> {x. a \<bullet> x \<le> b}"
lp15@62397
   348
      using S by blast
lp15@62397
   349
    moreover have "e * (a \<bullet> a) / norm a > 0"
lp15@62397
   350
      by (simp add: \<open>0 < e\<close> assms)
lp15@62397
   351
    ultimately show ?thesis
lp15@62397
   352
      by (simp add: algebra_simps)
lp15@62397
   353
  qed
lp15@62397
   354
  show ?thesis
lp15@62397
   355
    by (rule interior_unique) (auto simp: open_halfspace_lt *)
lp15@62397
   356
qed
lp15@62397
   357
lp15@62397
   358
lemma interior_halfspace_ge [simp]:
lp15@62397
   359
   "a \<noteq> 0 \<Longrightarrow> interior {x. a \<bullet> x \<ge> b} = {x. a \<bullet> x > b}"
lp15@62397
   360
using interior_halfspace_le [of "-a" "-b"] by simp
lp15@62397
   361
lp15@62397
   362
lemma interior_halfspace_component_le [simp]:
wenzelm@67731
   363
     "interior {x. x$k \<le> a} = {x :: (real^'n). x$k < a}" (is "?LE")
lp15@62397
   364
  and interior_halfspace_component_ge [simp]:
wenzelm@67731
   365
     "interior {x. x$k \<ge> a} = {x :: (real^'n). x$k > a}" (is "?GE")
lp15@62397
   366
proof -
lp15@62397
   367
  have "axis k (1::real) \<noteq> 0"
lp15@62397
   368
    by (simp add: axis_def vec_eq_iff)
lp15@62397
   369
  moreover have "axis k (1::real) \<bullet> x = x$k" for x
lp15@62397
   370
    by (simp add: cart_eq_inner_axis inner_commute)
lp15@62397
   371
  ultimately show ?LE ?GE
lp15@62397
   372
    using interior_halfspace_le [of "axis k (1::real)" a]
lp15@62397
   373
          interior_halfspace_ge [of "axis k (1::real)" a] by auto
lp15@62397
   374
qed
lp15@62397
   375
lp15@62397
   376
lemma closure_halfspace_lt [simp]:
lp15@62397
   377
  assumes "a \<noteq> 0"
lp15@62397
   378
    shows "closure {x. a \<bullet> x < b} = {x. a \<bullet> x \<le> b}"
lp15@62397
   379
proof -
lp15@62397
   380
  have [simp]: "-{x. a \<bullet> x < b} = {x. a \<bullet> x \<ge> b}"
lp15@62397
   381
    by (force simp:)
lp15@62397
   382
  then show ?thesis
lp15@62397
   383
    using interior_halfspace_ge [of a b] assms
lp15@62397
   384
    by (force simp: closure_interior)
lp15@62397
   385
qed
lp15@62397
   386
lp15@62397
   387
lemma closure_halfspace_gt [simp]:
lp15@62397
   388
   "a \<noteq> 0 \<Longrightarrow> closure {x. a \<bullet> x > b} = {x. a \<bullet> x \<ge> b}"
lp15@62397
   389
using closure_halfspace_lt [of "-a" "-b"] by simp
lp15@62397
   390
lp15@62397
   391
lemma closure_halfspace_component_lt [simp]:
wenzelm@67731
   392
     "closure {x. x$k < a} = {x :: (real^'n). x$k \<le> a}" (is "?LE")
lp15@62397
   393
  and closure_halfspace_component_gt [simp]:
wenzelm@67731
   394
     "closure {x. x$k > a} = {x :: (real^'n). x$k \<ge> a}" (is "?GE")
lp15@62397
   395
proof -
lp15@62397
   396
  have "axis k (1::real) \<noteq> 0"
lp15@62397
   397
    by (simp add: axis_def vec_eq_iff)
lp15@62397
   398
  moreover have "axis k (1::real) \<bullet> x = x$k" for x
lp15@62397
   399
    by (simp add: cart_eq_inner_axis inner_commute)
lp15@62397
   400
  ultimately show ?LE ?GE
lp15@62397
   401
    using closure_halfspace_lt [of "axis k (1::real)" a]
lp15@62397
   402
          closure_halfspace_gt [of "axis k (1::real)" a] by auto
lp15@62397
   403
qed
lp15@62397
   404
lp15@62397
   405
lemma interior_hyperplane [simp]:
lp15@62397
   406
  assumes "a \<noteq> 0"
lp15@62397
   407
    shows "interior {x. a \<bullet> x = b} = {}"
lp15@62397
   408
proof -
lp15@62397
   409
  have [simp]: "{x. a \<bullet> x = b} = {x. a \<bullet> x \<le> b} \<inter> {x. a \<bullet> x \<ge> b}"
lp15@62397
   410
    by (force simp:)
lp15@62397
   411
  then show ?thesis
lp15@62397
   412
    by (auto simp: assms)
lp15@62397
   413
qed
lp15@62397
   414
lp15@62397
   415
lemma frontier_halfspace_le:
lp15@62397
   416
  assumes "a \<noteq> 0 \<or> b \<noteq> 0"
lp15@62397
   417
    shows "frontier {x. a \<bullet> x \<le> b} = {x. a \<bullet> x = b}"
lp15@62397
   418
proof (cases "a = 0")
lp15@62397
   419
  case True with assms show ?thesis by simp
lp15@62397
   420
next
lp15@62397
   421
  case False then show ?thesis
lp15@62397
   422
    by (force simp: frontier_def closed_halfspace_le)
lp15@62397
   423
qed
lp15@62397
   424
lp15@62397
   425
lemma frontier_halfspace_ge:
lp15@62397
   426
  assumes "a \<noteq> 0 \<or> b \<noteq> 0"
lp15@62397
   427
    shows "frontier {x. a \<bullet> x \<ge> b} = {x. a \<bullet> x = b}"
lp15@62397
   428
proof (cases "a = 0")
lp15@62397
   429
  case True with assms show ?thesis by simp
lp15@62397
   430
next
lp15@62397
   431
  case False then show ?thesis
lp15@62397
   432
    by (force simp: frontier_def closed_halfspace_ge)
lp15@62397
   433
qed
lp15@62397
   434
lp15@62397
   435
lemma frontier_halfspace_lt:
lp15@62397
   436
  assumes "a \<noteq> 0 \<or> b \<noteq> 0"
lp15@62397
   437
    shows "frontier {x. a \<bullet> x < b} = {x. a \<bullet> x = b}"
lp15@62397
   438
proof (cases "a = 0")
lp15@62397
   439
  case True with assms show ?thesis by simp
lp15@62397
   440
next
lp15@62397
   441
  case False then show ?thesis
lp15@62397
   442
    by (force simp: frontier_def interior_open open_halfspace_lt)
lp15@62397
   443
qed
lp15@62397
   444
lp15@62397
   445
lemma frontier_halfspace_gt:
lp15@62397
   446
  assumes "a \<noteq> 0 \<or> b \<noteq> 0"
lp15@62397
   447
    shows "frontier {x. a \<bullet> x > b} = {x. a \<bullet> x = b}"
lp15@62397
   448
proof (cases "a = 0")
lp15@62397
   449
  case True with assms show ?thesis by simp
lp15@62397
   450
next
lp15@62397
   451
  case False then show ?thesis
lp15@62397
   452
    by (force simp: frontier_def interior_open open_halfspace_gt)
lp15@62397
   453
qed
lp15@62397
   454
lp15@62397
   455
lemma interior_standard_hyperplane:
wenzelm@67731
   456
   "interior {x :: (real^'n). x$k = a} = {}"
lp15@62397
   457
proof -
lp15@62397
   458
  have "axis k (1::real) \<noteq> 0"
lp15@62397
   459
    by (simp add: axis_def vec_eq_iff)
lp15@62397
   460
  moreover have "axis k (1::real) \<bullet> x = x$k" for x
lp15@62397
   461
    by (simp add: cart_eq_inner_axis inner_commute)
lp15@62397
   462
  ultimately show ?thesis
lp15@62397
   463
    using interior_hyperplane [of "axis k (1::real)" a]
lp15@62397
   464
    by force
lp15@62397
   465
qed
lp15@62397
   466
wenzelm@60420
   467
subsection \<open>Matrix operations\<close>
hoelzl@37489
   468
wenzelm@60420
   469
text\<open>Matrix notation. NB: an MxN matrix is of type @{typ "'a^'n^'m"}, not @{typ "'a^'m^'n"}\<close>
hoelzl@37489
   470
immler@67962
   471
definition map_matrix::"('a \<Rightarrow> 'b) \<Rightarrow> (('a, 'i::finite)vec, 'j::finite) vec \<Rightarrow> (('b, 'i)vec, 'j) vec" where
immler@67962
   472
  "map_matrix f x = (\<chi> i j. f (x $ i $ j))"
immler@67962
   473
immler@67962
   474
lemma nth_map_matrix[simp]: "map_matrix f x $ i $ j = f (x $ i $ j)"
immler@67962
   475
  by (simp add: map_matrix_def)
immler@67962
   476
wenzelm@49644
   477
definition matrix_matrix_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'p^'n \<Rightarrow> 'a ^ 'p ^'m"
wenzelm@49644
   478
    (infixl "**" 70)
nipkow@64267
   479
  where "m ** m' == (\<chi> i j. sum (\<lambda>k. ((m$i)$k) * ((m'$k)$j)) (UNIV :: 'n set)) ::'a ^ 'p ^'m"
hoelzl@37489
   480
wenzelm@49644
   481
definition matrix_vector_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n \<Rightarrow> 'a ^ 'm"
wenzelm@49644
   482
    (infixl "*v" 70)
nipkow@64267
   483
  where "m *v x \<equiv> (\<chi> i. sum (\<lambda>j. ((m$i)$j) * (x$j)) (UNIV ::'n set)) :: 'a^'m"
hoelzl@37489
   484
wenzelm@49644
   485
definition vector_matrix_mult :: "'a ^ 'm \<Rightarrow> ('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n "
wenzelm@49644
   486
    (infixl "v*" 70)
nipkow@64267
   487
  where "v v* m == (\<chi> j. sum (\<lambda>i. ((m$i)$j) * (v$i)) (UNIV :: 'm set)) :: 'a^'n"
hoelzl@37489
   488
hoelzl@37489
   489
definition "(mat::'a::zero => 'a ^'n^'n) k = (\<chi> i j. if i = j then k else 0)"
hoelzl@63332
   490
definition transpose where
hoelzl@37489
   491
  "(transpose::'a^'n^'m \<Rightarrow> 'a^'m^'n) A = (\<chi> i j. ((A$j)$i))"
hoelzl@37489
   492
definition "(row::'m => 'a ^'n^'m \<Rightarrow> 'a ^'n) i A = (\<chi> j. ((A$i)$j))"
hoelzl@37489
   493
definition "(column::'n =>'a^'n^'m =>'a^'m) j A = (\<chi> i. ((A$i)$j))"
hoelzl@37489
   494
definition "rows(A::'a^'n^'m) = { row i A | i. i \<in> (UNIV :: 'm set)}"
hoelzl@37489
   495
definition "columns(A::'a^'n^'m) = { column i A | i. i \<in> (UNIV :: 'n set)}"
hoelzl@37489
   496
hoelzl@37489
   497
lemma mat_0[simp]: "mat 0 = 0" by (vector mat_def)
hoelzl@37489
   498
lemma matrix_add_ldistrib: "(A ** (B + C)) = (A ** B) + (A ** C)"
nipkow@64267
   499
  by (vector matrix_matrix_mult_def sum.distrib[symmetric] field_simps)
hoelzl@37489
   500
lp15@67673
   501
lemma matrix_mul_lid [simp]:
hoelzl@37489
   502
  fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
hoelzl@37489
   503
  shows "mat 1 ** A = A"
hoelzl@37489
   504
  apply (simp add: matrix_matrix_mult_def mat_def)
hoelzl@37489
   505
  apply vector
nipkow@64267
   506
  apply (auto simp only: if_distrib cond_application_beta sum.delta'[OF finite]
wenzelm@49644
   507
    mult_1_left mult_zero_left if_True UNIV_I)
wenzelm@49644
   508
  done
hoelzl@37489
   509
hoelzl@37489
   510
lp15@67673
   511
lemma matrix_mul_rid [simp]:
hoelzl@37489
   512
  fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
hoelzl@37489
   513
  shows "A ** mat 1 = A"
hoelzl@37489
   514
  apply (simp add: matrix_matrix_mult_def mat_def)
hoelzl@37489
   515
  apply vector
nipkow@64267
   516
  apply (auto simp only: if_distrib cond_application_beta sum.delta[OF finite]
wenzelm@49644
   517
    mult_1_right mult_zero_right if_True UNIV_I cong: if_cong)
wenzelm@49644
   518
  done
hoelzl@37489
   519
hoelzl@37489
   520
lemma matrix_mul_assoc: "A ** (B ** C) = (A ** B) ** C"
nipkow@64267
   521
  apply (vector matrix_matrix_mult_def sum_distrib_left sum_distrib_right mult.assoc)
haftmann@66804
   522
  apply (subst sum.swap)
hoelzl@37489
   523
  apply simp
hoelzl@37489
   524
  done
hoelzl@37489
   525
hoelzl@37489
   526
lemma matrix_vector_mul_assoc: "A *v (B *v x) = (A ** B) *v x"
wenzelm@49644
   527
  apply (vector matrix_matrix_mult_def matrix_vector_mult_def
nipkow@64267
   528
    sum_distrib_left sum_distrib_right mult.assoc)
haftmann@66804
   529
  apply (subst sum.swap)
hoelzl@37489
   530
  apply simp
hoelzl@37489
   531
  done
hoelzl@37489
   532
lp15@67673
   533
lemma matrix_vector_mul_lid [simp]: "mat 1 *v x = (x::'a::semiring_1 ^ 'n)"
hoelzl@37489
   534
  apply (vector matrix_vector_mult_def mat_def)
nipkow@64267
   535
  apply (simp add: if_distrib cond_application_beta sum.delta' cong del: if_weak_cong)
wenzelm@49644
   536
  done
hoelzl@37489
   537
wenzelm@49644
   538
lemma matrix_transpose_mul:
wenzelm@49644
   539
    "transpose(A ** B) = transpose B ** transpose (A::'a::comm_semiring_1^_^_)"
haftmann@57512
   540
  by (simp add: matrix_matrix_mult_def transpose_def vec_eq_iff mult.commute)
hoelzl@37489
   541
hoelzl@37489
   542
lemma matrix_eq:
hoelzl@37489
   543
  fixes A B :: "'a::semiring_1 ^ 'n ^ 'm"
hoelzl@37489
   544
  shows "A = B \<longleftrightarrow>  (\<forall>x. A *v x = B *v x)" (is "?lhs \<longleftrightarrow> ?rhs")
hoelzl@37489
   545
  apply auto
huffman@44136
   546
  apply (subst vec_eq_iff)
hoelzl@37489
   547
  apply clarify
hoelzl@50526
   548
  apply (clarsimp simp add: matrix_vector_mult_def if_distrib cond_application_beta vec_eq_iff cong del: if_weak_cong)
hoelzl@50526
   549
  apply (erule_tac x="axis ia 1" in allE)
hoelzl@37489
   550
  apply (erule_tac x="i" in allE)
hoelzl@50526
   551
  apply (auto simp add: if_distrib cond_application_beta axis_def
nipkow@64267
   552
    sum.delta[OF finite] cong del: if_weak_cong)
wenzelm@49644
   553
  done
hoelzl@37489
   554
wenzelm@49644
   555
lemma matrix_vector_mul_component: "((A::real^_^_) *v x)$k = (A$k) \<bullet> x"
huffman@44136
   556
  by (simp add: matrix_vector_mult_def inner_vec_def)
hoelzl@37489
   557
hoelzl@37489
   558
lemma dot_lmul_matrix: "((x::real ^_) v* A) \<bullet> y = x \<bullet> (A *v y)"
nipkow@64267
   559
  apply (simp add: inner_vec_def matrix_vector_mult_def vector_matrix_mult_def sum_distrib_right sum_distrib_left ac_simps)
haftmann@66804
   560
  apply (subst sum.swap)
wenzelm@49644
   561
  apply simp
wenzelm@49644
   562
  done
hoelzl@37489
   563
lp15@67673
   564
lemma transpose_mat [simp]: "transpose (mat n) = mat n"
hoelzl@37489
   565
  by (vector transpose_def mat_def)
hoelzl@37489
   566
lp15@67683
   567
lemma transpose_transpose [simp]: "transpose(transpose A) = A"
hoelzl@37489
   568
  by (vector transpose_def)
hoelzl@37489
   569
lp15@67673
   570
lemma row_transpose [simp]:
hoelzl@37489
   571
  fixes A:: "'a::semiring_1^_^_"
hoelzl@37489
   572
  shows "row i (transpose A) = column i A"
huffman@44136
   573
  by (simp add: row_def column_def transpose_def vec_eq_iff)
hoelzl@37489
   574
lp15@67673
   575
lemma column_transpose [simp]:
hoelzl@37489
   576
  fixes A:: "'a::semiring_1^_^_"
hoelzl@37489
   577
  shows "column i (transpose A) = row i A"
huffman@44136
   578
  by (simp add: row_def column_def transpose_def vec_eq_iff)
hoelzl@37489
   579
lp15@67683
   580
lemma rows_transpose [simp]: "rows(transpose (A::'a::semiring_1^_^_)) = columns A"
wenzelm@49644
   581
  by (auto simp add: rows_def columns_def row_transpose intro: set_eqI)
hoelzl@37489
   582
lp15@67683
   583
lemma columns_transpose [simp]: "columns(transpose (A::'a::semiring_1^_^_)) = rows A"
wenzelm@49644
   584
  by (metis transpose_transpose rows_transpose)
hoelzl@37489
   585
lp15@67673
   586
lemma matrix_mult_transpose_dot_column:
lp15@67673
   587
  fixes A :: "real^'n^'n"
lp15@67673
   588
  shows "transpose A ** A = (\<chi> i j. (column i A) \<bullet> (column j A))"
lp15@67673
   589
  by (simp add: matrix_matrix_mult_def vec_eq_iff transpose_def column_def inner_vec_def)
lp15@67673
   590
lp15@67673
   591
lemma matrix_mult_transpose_dot_row:
lp15@67673
   592
  fixes A :: "real^'n^'n"
lp15@67673
   593
  shows "A ** transpose A = (\<chi> i j. (row i A) \<bullet> (row j A))"
lp15@67673
   594
  by (simp add: matrix_matrix_mult_def vec_eq_iff transpose_def row_def inner_vec_def)
lp15@67673
   595
wenzelm@60420
   596
text\<open>Two sometimes fruitful ways of looking at matrix-vector multiplication.\<close>
hoelzl@37489
   597
hoelzl@37489
   598
lemma matrix_mult_dot: "A *v x = (\<chi> i. A$i \<bullet> x)"
huffman@44136
   599
  by (simp add: matrix_vector_mult_def inner_vec_def)
hoelzl@37489
   600
lp15@67673
   601
lemma matrix_mult_sum:
nipkow@64267
   602
  "(A::'a::comm_semiring_1^'n^'m) *v x = sum (\<lambda>i. (x$i) *s column i A) (UNIV:: 'n set)"
haftmann@57512
   603
  by (simp add: matrix_vector_mult_def vec_eq_iff column_def mult.commute)
hoelzl@37489
   604
hoelzl@37489
   605
lemma vector_componentwise:
hoelzl@50526
   606
  "(x::'a::ring_1^'n) = (\<chi> j. \<Sum>i\<in>UNIV. (x$i) * (axis i 1 :: 'a^'n) $ j)"
nipkow@64267
   607
  by (simp add: axis_def if_distrib sum.If_cases vec_eq_iff)
hoelzl@50526
   608
nipkow@64267
   609
lemma basis_expansion: "sum (\<lambda>i. (x$i) *s axis i 1) UNIV = (x::('a::ring_1) ^'n)"
nipkow@64267
   610
  by (auto simp add: axis_def vec_eq_iff if_distrib sum.If_cases cong del: if_weak_cong)
hoelzl@37489
   611
lp15@63938
   612
lemma linear_componentwise_expansion:
hoelzl@37489
   613
  fixes f:: "real ^'m \<Rightarrow> real ^ _"
hoelzl@37489
   614
  assumes lf: "linear f"
nipkow@64267
   615
  shows "(f x)$j = sum (\<lambda>i. (x$i) * (f (axis i 1)$j)) (UNIV :: 'm set)" (is "?lhs = ?rhs")
wenzelm@49644
   616
proof -
hoelzl@37489
   617
  let ?M = "(UNIV :: 'm set)"
hoelzl@37489
   618
  let ?N = "(UNIV :: 'n set)"
nipkow@64267
   619
  have "?rhs = (sum (\<lambda>i.(x$i) *\<^sub>R f (axis i 1) ) ?M)$j"
nipkow@64267
   620
    unfolding sum_component by simp
wenzelm@49644
   621
  then show ?thesis
nipkow@64267
   622
    unfolding linear_sum_mul[OF lf, symmetric]
hoelzl@50526
   623
    unfolding scalar_mult_eq_scaleR[symmetric]
hoelzl@50526
   624
    unfolding basis_expansion
hoelzl@50526
   625
    by simp
hoelzl@37489
   626
qed
hoelzl@37489
   627
lp15@67719
   628
subsection\<open>Inverse matrices  (not necessarily square)\<close>
hoelzl@37489
   629
wenzelm@49644
   630
definition
wenzelm@49644
   631
  "invertible(A::'a::semiring_1^'n^'m) \<longleftrightarrow> (\<exists>A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
hoelzl@37489
   632
wenzelm@49644
   633
definition
wenzelm@49644
   634
  "matrix_inv(A:: 'a::semiring_1^'n^'m) =
wenzelm@49644
   635
    (SOME A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
hoelzl@37489
   636
wenzelm@60420
   637
text\<open>Correspondence between matrices and linear operators.\<close>
hoelzl@37489
   638
wenzelm@49644
   639
definition matrix :: "('a::{plus,times, one, zero}^'m \<Rightarrow> 'a ^ 'n) \<Rightarrow> 'a^'m^'n"
hoelzl@50526
   640
  where "matrix f = (\<chi> i j. (f(axis j 1))$i)"
hoelzl@37489
   641
hoelzl@37489
   642
lemma matrix_vector_mul_linear: "linear(\<lambda>x. A *v (x::real ^ _))"
huffman@53600
   643
  by (simp add: linear_iff matrix_vector_mult_def vec_eq_iff
nipkow@64267
   644
      field_simps sum_distrib_left sum.distrib)
hoelzl@37489
   645
lp15@67683
   646
lemma
lp15@67683
   647
  fixes A :: "real^'n^'m"
lp15@67683
   648
  shows matrix_vector_mult_linear_continuous_at [continuous_intros]: "isCont (( *v) A) z"
lp15@67683
   649
    and matrix_vector_mult_linear_continuous_on [continuous_intros]: "continuous_on S (( *v) A)"
lp15@67683
   650
  by (simp_all add: linear_linear linear_continuous_at linear_continuous_on matrix_vector_mul_linear)
lp15@67683
   651
lp15@67673
   652
lemma matrix_vector_mult_add_distrib [algebra_simps]:
immler@67728
   653
  "A *v (x + y) = A *v x + A *v y"
immler@67728
   654
  by (vector matrix_vector_mult_def sum.distrib distrib_left)
lp15@67673
   655
lp15@67673
   656
lemma matrix_vector_mult_diff_distrib [algebra_simps]:
immler@67728
   657
  fixes A :: "'a::ring_1^'n^'m"
lp15@67673
   658
  shows "A *v (x - y) = A *v x - A *v y"
immler@67728
   659
  by (vector matrix_vector_mult_def sum_subtractf right_diff_distrib)
lp15@67673
   660
lp15@67673
   661
lemma matrix_vector_mult_scaleR[algebra_simps]:
lp15@67673
   662
  fixes A :: "real^'n^'m"
lp15@67673
   663
  shows "A *v (c *\<^sub>R x) = c *\<^sub>R (A *v x)"
lp15@67673
   664
  using linear_iff matrix_vector_mul_linear by blast
lp15@67673
   665
lp15@67673
   666
lemma matrix_vector_mult_0_right [simp]: "A *v 0 = 0"
lp15@67673
   667
  by (simp add: matrix_vector_mult_def vec_eq_iff)
lp15@67673
   668
lp15@67673
   669
lemma matrix_vector_mult_0 [simp]: "0 *v w = 0"
lp15@67673
   670
  by (simp add: matrix_vector_mult_def vec_eq_iff)
lp15@67673
   671
lp15@67673
   672
lemma matrix_vector_mult_add_rdistrib [algebra_simps]:
immler@67728
   673
  "(A + B) *v x = (A *v x) + (B *v x)"
immler@67728
   674
  by (vector matrix_vector_mult_def sum.distrib distrib_right)
lp15@67673
   675
lp15@67673
   676
lemma matrix_vector_mult_diff_rdistrib [algebra_simps]:
immler@67728
   677
  fixes A :: "'a :: ring_1^'n^'m"
lp15@67673
   678
  shows "(A - B) *v x = (A *v x) - (B *v x)"
immler@67728
   679
  by (vector matrix_vector_mult_def sum_subtractf left_diff_distrib)
lp15@67673
   680
wenzelm@49644
   681
lemma matrix_works:
wenzelm@49644
   682
  assumes lf: "linear f"
wenzelm@49644
   683
  shows "matrix f *v x = f (x::real ^ 'n)"
haftmann@57512
   684
  apply (simp add: matrix_def matrix_vector_mult_def vec_eq_iff mult.commute)
lp15@63938
   685
  by (simp add: linear_componentwise_expansion lf)
hoelzl@37489
   686
wenzelm@49644
   687
lemma matrix_vector_mul: "linear f ==> f = (\<lambda>x. matrix f *v (x::real ^ 'n))"
wenzelm@49644
   688
  by (simp add: ext matrix_works)
hoelzl@37489
   689
lp15@67683
   690
declare matrix_vector_mul [symmetric, simp]
lp15@67683
   691
lp15@67673
   692
lemma matrix_of_matrix_vector_mul [simp]: "matrix(\<lambda>x. A *v (x :: real ^ 'n)) = A"
hoelzl@37489
   693
  by (simp add: matrix_eq matrix_vector_mul_linear matrix_works)
hoelzl@37489
   694
hoelzl@37489
   695
lemma matrix_compose:
hoelzl@37489
   696
  assumes lf: "linear (f::real^'n \<Rightarrow> real^'m)"
wenzelm@49644
   697
    and lg: "linear (g::real^'m \<Rightarrow> real^_)"
wenzelm@61736
   698
  shows "matrix (g \<circ> f) = matrix g ** matrix f"
hoelzl@37489
   699
  using lf lg linear_compose[OF lf lg] matrix_works[OF linear_compose[OF lf lg]]
wenzelm@49644
   700
  by (simp add: matrix_eq matrix_works matrix_vector_mul_assoc[symmetric] o_def)
hoelzl@37489
   701
wenzelm@49644
   702
lemma matrix_vector_column:
nipkow@64267
   703
  "(A::'a::comm_semiring_1^'n^_) *v x = sum (\<lambda>i. (x$i) *s ((transpose A)$i)) (UNIV:: 'n set)"
haftmann@57512
   704
  by (simp add: matrix_vector_mult_def transpose_def vec_eq_iff mult.commute)
hoelzl@37489
   705
hoelzl@37489
   706
lemma adjoint_matrix: "adjoint(\<lambda>x. (A::real^'n^'m) *v x) = (\<lambda>x. transpose A *v x)"
hoelzl@37489
   707
  apply (rule adjoint_unique)
wenzelm@49644
   708
  apply (simp add: transpose_def inner_vec_def matrix_vector_mult_def
nipkow@64267
   709
    sum_distrib_right sum_distrib_left)
haftmann@66804
   710
  apply (subst sum.swap)
haftmann@57514
   711
  apply (auto simp add: ac_simps)
hoelzl@37489
   712
  done
hoelzl@37489
   713
hoelzl@37489
   714
lemma matrix_adjoint: assumes lf: "linear (f :: real^'n \<Rightarrow> real ^'m)"
hoelzl@37489
   715
  shows "matrix(adjoint f) = transpose(matrix f)"
hoelzl@37489
   716
  apply (subst matrix_vector_mul[OF lf])
wenzelm@49644
   717
  unfolding adjoint_matrix matrix_of_matrix_vector_mul
wenzelm@49644
   718
  apply rule
wenzelm@49644
   719
  done
wenzelm@49644
   720
hoelzl@37489
   721
lp15@67719
   722
subsection\<open>Some bounds on components etc. relative to operator norm.\<close>
lp15@67719
   723
lp15@67719
   724
lemma norm_column_le_onorm:
lp15@67719
   725
  fixes A :: "real^'n^'m"
lp15@67719
   726
  shows "norm(column i A) \<le> onorm(( *v) A)"
lp15@67719
   727
proof -
lp15@67719
   728
  have bl: "bounded_linear (( *v) A)"
lp15@67719
   729
    by (simp add: linear_linear matrix_vector_mul_linear)
lp15@67719
   730
  have "norm (\<chi> j. A $ j $ i) \<le> norm (A *v axis i 1)"
lp15@67719
   731
    by (simp add: matrix_mult_dot cart_eq_inner_axis)
lp15@67719
   732
  also have "\<dots> \<le> onorm (( *v) A)"
lp15@67719
   733
    using onorm [OF bl, of "axis i 1"] by (auto simp: axis_in_Basis)
lp15@67719
   734
  finally have "norm (\<chi> j. A $ j $ i) \<le> onorm (( *v) A)" .
lp15@67719
   735
  then show ?thesis
lp15@67719
   736
    unfolding column_def .
lp15@67719
   737
qed
lp15@67719
   738
lp15@67719
   739
lemma matrix_component_le_onorm:
lp15@67719
   740
  fixes A :: "real^'n^'m"
lp15@67719
   741
  shows "\<bar>A $ i $ j\<bar> \<le> onorm(( *v) A)"
lp15@67719
   742
proof -
lp15@67719
   743
  have "\<bar>A $ i $ j\<bar> \<le> norm (\<chi> n. (A $ n $ j))"
lp15@67719
   744
    by (metis (full_types, lifting) component_le_norm_cart vec_lambda_beta)
lp15@67719
   745
  also have "\<dots> \<le> onorm (( *v) A)"
lp15@67719
   746
    by (metis (no_types) column_def norm_column_le_onorm)
lp15@67719
   747
  finally show ?thesis .
lp15@67719
   748
qed
lp15@67719
   749
lp15@67719
   750
lemma component_le_onorm:
lp15@67719
   751
  fixes f :: "real^'m \<Rightarrow> real^'n"
lp15@67719
   752
  shows "linear f \<Longrightarrow> \<bar>matrix f $ i $ j\<bar> \<le> onorm f"
lp15@67719
   753
  by (metis matrix_component_le_onorm matrix_vector_mul)
hoelzl@37489
   754
lp15@67719
   755
lemma onorm_le_matrix_component_sum:
lp15@67719
   756
  fixes A :: "real^'n^'m"
lp15@67719
   757
  shows "onorm(( *v) A) \<le> (\<Sum>i\<in>UNIV. \<Sum>j\<in>UNIV. \<bar>A $ i $ j\<bar>)"
lp15@67719
   758
proof (rule onorm_le)
lp15@67719
   759
  fix x
lp15@67719
   760
  have "norm (A *v x) \<le> (\<Sum>i\<in>UNIV. \<bar>(A *v x) $ i\<bar>)"
lp15@67719
   761
    by (rule norm_le_l1_cart)
lp15@67719
   762
  also have "\<dots> \<le> (\<Sum>i\<in>UNIV. \<Sum>j\<in>UNIV. \<bar>A $ i $ j\<bar> * norm x)"
lp15@67719
   763
  proof (rule sum_mono)
lp15@67719
   764
    fix i
lp15@67719
   765
    have "\<bar>(A *v x) $ i\<bar> \<le> \<bar>\<Sum>j\<in>UNIV. A $ i $ j * x $ j\<bar>"
lp15@67719
   766
      by (simp add: matrix_vector_mult_def)
lp15@67719
   767
    also have "\<dots> \<le> (\<Sum>j\<in>UNIV. \<bar>A $ i $ j * x $ j\<bar>)"
lp15@67719
   768
      by (rule sum_abs)
lp15@67719
   769
    also have "\<dots> \<le> (\<Sum>j\<in>UNIV. \<bar>A $ i $ j\<bar> * norm x)"
lp15@67719
   770
      by (rule sum_mono) (simp add: abs_mult component_le_norm_cart mult_left_mono)
lp15@67719
   771
    finally show "\<bar>(A *v x) $ i\<bar> \<le> (\<Sum>j\<in>UNIV. \<bar>A $ i $ j\<bar> * norm x)" .
lp15@67719
   772
  qed
lp15@67719
   773
  finally show "norm (A *v x) \<le> (\<Sum>i\<in>UNIV. \<Sum>j\<in>UNIV. \<bar>A $ i $ j\<bar>) * norm x"
lp15@67719
   774
    by (simp add: sum_distrib_right)
lp15@67719
   775
qed
lp15@67719
   776
lp15@67719
   777
lemma onorm_le_matrix_component:
lp15@67719
   778
  fixes A :: "real^'n^'m"
lp15@67719
   779
  assumes "\<And>i j. abs(A$i$j) \<le> B"
lp15@67719
   780
  shows "onorm(( *v) A) \<le> real (CARD('m)) * real (CARD('n)) * B"
lp15@67719
   781
proof (rule onorm_le)
wenzelm@67731
   782
  fix x :: "real^'n::_"
lp15@67719
   783
  have "norm (A *v x) \<le> (\<Sum>i\<in>UNIV. \<bar>(A *v x) $ i\<bar>)"
lp15@67719
   784
    by (rule norm_le_l1_cart)
lp15@67719
   785
  also have "\<dots> \<le> (\<Sum>i::'m \<in>UNIV. real (CARD('n)) * B * norm x)"
lp15@67719
   786
  proof (rule sum_mono)
lp15@67719
   787
    fix i
lp15@67719
   788
    have "\<bar>(A *v x) $ i\<bar> \<le> norm(A $ i) * norm x"
lp15@67719
   789
      by (simp add: matrix_mult_dot Cauchy_Schwarz_ineq2)
lp15@67719
   790
    also have "\<dots> \<le> (\<Sum>j\<in>UNIV. \<bar>A $ i $ j\<bar>) * norm x"
lp15@67719
   791
      by (simp add: mult_right_mono norm_le_l1_cart)
lp15@67719
   792
    also have "\<dots> \<le> real (CARD('n)) * B * norm x"
lp15@67719
   793
      by (simp add: assms sum_bounded_above mult_right_mono)
lp15@67719
   794
    finally show "\<bar>(A *v x) $ i\<bar> \<le> real (CARD('n)) * B * norm x" .
lp15@67719
   795
  qed
lp15@67719
   796
  also have "\<dots> \<le> CARD('m) * real (CARD('n)) * B * norm x"
lp15@67719
   797
    by simp
lp15@67719
   798
  finally show "norm (A *v x) \<le> CARD('m) * real (CARD('n)) * B * norm x" .
lp15@67719
   799
qed
lp15@67719
   800
lp15@67719
   801
subsection \<open>lambda skolemization on cartesian products\<close>
hoelzl@37489
   802
hoelzl@37489
   803
lemma lambda_skolem: "(\<forall>i. \<exists>x. P i x) \<longleftrightarrow>
hoelzl@37494
   804
   (\<exists>x::'a ^ 'n. \<forall>i. P i (x $ i))" (is "?lhs \<longleftrightarrow> ?rhs")
wenzelm@49644
   805
proof -
hoelzl@37489
   806
  let ?S = "(UNIV :: 'n set)"
wenzelm@49644
   807
  { assume H: "?rhs"
wenzelm@49644
   808
    then have ?lhs by auto }
hoelzl@37489
   809
  moreover
wenzelm@49644
   810
  { assume H: "?lhs"
hoelzl@37489
   811
    then obtain f where f:"\<forall>i. P i (f i)" unfolding choice_iff by metis
hoelzl@37489
   812
    let ?x = "(\<chi> i. (f i)) :: 'a ^ 'n"
wenzelm@49644
   813
    { fix i
hoelzl@37489
   814
      from f have "P i (f i)" by metis
hoelzl@37494
   815
      then have "P i (?x $ i)" by auto
hoelzl@37489
   816
    }
hoelzl@37489
   817
    hence "\<forall>i. P i (?x$i)" by metis
hoelzl@37489
   818
    hence ?rhs by metis }
hoelzl@37489
   819
  ultimately show ?thesis by metis
hoelzl@37489
   820
qed
hoelzl@37489
   821
lp15@67719
   822
lemma rational_approximation:
lp15@67719
   823
  assumes "e > 0"
lp15@67719
   824
  obtains r::real where "r \<in> \<rat>" "\<bar>r - x\<bar> < e"
lp15@67719
   825
  using Rats_dense_in_real [of "x - e/2" "x + e/2"] assms by auto
lp15@67719
   826
lp15@67719
   827
lemma matrix_rational_approximation:
lp15@67719
   828
  fixes A :: "real^'n^'m"
lp15@67719
   829
  assumes "e > 0"
lp15@67719
   830
  obtains B where "\<And>i j. B$i$j \<in> \<rat>" "onorm(\<lambda>x. (A - B) *v x) < e"
lp15@67719
   831
proof -
lp15@67719
   832
  have "\<forall>i j. \<exists>q \<in> \<rat>. \<bar>q - A $ i $ j\<bar> < e / (2 * CARD('m) * CARD('n))"
lp15@67719
   833
    using assms by (force intro: rational_approximation [of "e / (2 * CARD('m) * CARD('n))"])
lp15@67719
   834
  then obtain B where B: "\<And>i j. B$i$j \<in> \<rat>" and Bclo: "\<And>i j. \<bar>B$i$j - A $ i $ j\<bar> < e / (2 * CARD('m) * CARD('n))"
lp15@67719
   835
    by (auto simp: lambda_skolem Bex_def)
lp15@67719
   836
  show ?thesis
lp15@67719
   837
  proof
lp15@67719
   838
    have "onorm (( *v) (A - B)) \<le> real CARD('m) * real CARD('n) *
lp15@67719
   839
    (e / (2 * real CARD('m) * real CARD('n)))"
lp15@67719
   840
      apply (rule onorm_le_matrix_component)
lp15@67719
   841
      using Bclo by (simp add: abs_minus_commute less_imp_le)
lp15@67719
   842
    also have "\<dots> < e"
lp15@67719
   843
      using \<open>0 < e\<close> by (simp add: divide_simps)
lp15@67719
   844
    finally show "onorm (( *v) (A - B)) < e" .
lp15@67719
   845
  qed (use B in auto)
lp15@67719
   846
qed
lp15@67719
   847
hoelzl@37489
   848
lemma vector_sub_project_orthogonal_cart: "(b::real^'n) \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *s b) = 0"
hoelzl@50526
   849
  unfolding inner_simps scalar_mult_eq_scaleR by auto
hoelzl@37489
   850
hoelzl@37489
   851
lemma left_invertible_transpose:
hoelzl@37489
   852
  "(\<exists>(B). B ** transpose (A) = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). A ** B = mat 1)"
hoelzl@37489
   853
  by (metis matrix_transpose_mul transpose_mat transpose_transpose)
hoelzl@37489
   854
hoelzl@37489
   855
lemma right_invertible_transpose:
hoelzl@37489
   856
  "(\<exists>(B). transpose (A) ** B = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). B ** A = mat 1)"
hoelzl@37489
   857
  by (metis matrix_transpose_mul transpose_mat transpose_transpose)
hoelzl@37489
   858
hoelzl@37489
   859
lemma matrix_left_invertible_injective:
wenzelm@49644
   860
  "(\<exists>B. (B::real^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x y. A *v x = A *v y \<longrightarrow> x = y)"
wenzelm@49644
   861
proof -
wenzelm@49644
   862
  { fix B:: "real^'m^'n" and x y assume B: "B ** A = mat 1" and xy: "A *v x = A*v y"
hoelzl@37489
   863
    from xy have "B*v (A *v x) = B *v (A*v y)" by simp
hoelzl@37489
   864
    hence "x = y"
wenzelm@49644
   865
      unfolding matrix_vector_mul_assoc B matrix_vector_mul_lid . }
hoelzl@37489
   866
  moreover
wenzelm@49644
   867
  { assume A: "\<forall>x y. A *v x = A *v y \<longrightarrow> x = y"
nipkow@67399
   868
    hence i: "inj (( *v) A)" unfolding inj_on_def by auto
hoelzl@37489
   869
    from linear_injective_left_inverse[OF matrix_vector_mul_linear i]
nipkow@67399
   870
    obtain g where g: "linear g" "g \<circ> ( *v) A = id" by blast
hoelzl@37489
   871
    have "matrix g ** A = mat 1"
hoelzl@37489
   872
      unfolding matrix_eq matrix_vector_mul_lid matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
huffman@44165
   873
      using g(2) by (simp add: fun_eq_iff)
wenzelm@49644
   874
    then have "\<exists>B. (B::real ^'m^'n) ** A = mat 1" by blast }
hoelzl@37489
   875
  ultimately show ?thesis by blast
hoelzl@37489
   876
qed
hoelzl@37489
   877
hoelzl@37489
   878
lemma matrix_left_invertible_ker:
hoelzl@37489
   879
  "(\<exists>B. (B::real ^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x. A *v x = 0 \<longrightarrow> x = 0)"
hoelzl@37489
   880
  unfolding matrix_left_invertible_injective
hoelzl@37489
   881
  using linear_injective_0[OF matrix_vector_mul_linear, of A]
hoelzl@37489
   882
  by (simp add: inj_on_def)
hoelzl@37489
   883
hoelzl@37489
   884
lemma matrix_right_invertible_surjective:
wenzelm@49644
   885
  "(\<exists>B. (A::real^'n^'m) ** (B::real^'m^'n) = mat 1) \<longleftrightarrow> surj (\<lambda>x. A *v x)"
wenzelm@49644
   886
proof -
wenzelm@49644
   887
  { fix B :: "real ^'m^'n"
wenzelm@49644
   888
    assume AB: "A ** B = mat 1"
wenzelm@49644
   889
    { fix x :: "real ^ 'm"
hoelzl@37489
   890
      have "A *v (B *v x) = x"
wenzelm@49644
   891
        by (simp add: matrix_vector_mul_lid matrix_vector_mul_assoc AB) }
nipkow@67399
   892
    hence "surj (( *v) A)" unfolding surj_def by metis }
hoelzl@37489
   893
  moreover
nipkow@67399
   894
  { assume sf: "surj (( *v) A)"
hoelzl@37489
   895
    from linear_surjective_right_inverse[OF matrix_vector_mul_linear sf]
nipkow@67399
   896
    obtain g:: "real ^'m \<Rightarrow> real ^'n" where g: "linear g" "( *v) A \<circ> g = id"
hoelzl@37489
   897
      by blast
hoelzl@37489
   898
hoelzl@37489
   899
    have "A ** (matrix g) = mat 1"
hoelzl@37489
   900
      unfolding matrix_eq  matrix_vector_mul_lid
hoelzl@37489
   901
        matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
huffman@44165
   902
      using g(2) unfolding o_def fun_eq_iff id_def
hoelzl@37489
   903
      .
hoelzl@37489
   904
    hence "\<exists>B. A ** (B::real^'m^'n) = mat 1" by blast
hoelzl@37489
   905
  }
hoelzl@37489
   906
  ultimately show ?thesis unfolding surj_def by blast
hoelzl@37489
   907
qed
hoelzl@37489
   908
hoelzl@37489
   909
lemma matrix_left_invertible_independent_columns:
hoelzl@37489
   910
  fixes A :: "real^'n^'m"
wenzelm@49644
   911
  shows "(\<exists>(B::real ^'m^'n). B ** A = mat 1) \<longleftrightarrow>
nipkow@64267
   912
      (\<forall>c. sum (\<lambda>i. c i *s column i A) (UNIV :: 'n set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
wenzelm@49644
   913
    (is "?lhs \<longleftrightarrow> ?rhs")
wenzelm@49644
   914
proof -
hoelzl@37489
   915
  let ?U = "UNIV :: 'n set"
wenzelm@49644
   916
  { assume k: "\<forall>x. A *v x = 0 \<longrightarrow> x = 0"
wenzelm@49644
   917
    { fix c i
nipkow@64267
   918
      assume c: "sum (\<lambda>i. c i *s column i A) ?U = 0" and i: "i \<in> ?U"
hoelzl@37489
   919
      let ?x = "\<chi> i. c i"
hoelzl@37489
   920
      have th0:"A *v ?x = 0"
hoelzl@37489
   921
        using c
lp15@67673
   922
        unfolding matrix_mult_sum vec_eq_iff
hoelzl@37489
   923
        by auto
hoelzl@37489
   924
      from k[rule_format, OF th0] i
huffman@44136
   925
      have "c i = 0" by (vector vec_eq_iff)}
wenzelm@49644
   926
    hence ?rhs by blast }
hoelzl@37489
   927
  moreover
wenzelm@49644
   928
  { assume H: ?rhs
wenzelm@49644
   929
    { fix x assume x: "A *v x = 0"
hoelzl@37489
   930
      let ?c = "\<lambda>i. ((x$i ):: real)"
lp15@67673
   931
      from H[rule_format, of ?c, unfolded matrix_mult_sum[symmetric], OF x]
wenzelm@49644
   932
      have "x = 0" by vector }
wenzelm@49644
   933
  }
hoelzl@37489
   934
  ultimately show ?thesis unfolding matrix_left_invertible_ker by blast
hoelzl@37489
   935
qed
hoelzl@37489
   936
hoelzl@37489
   937
lemma matrix_right_invertible_independent_rows:
hoelzl@37489
   938
  fixes A :: "real^'n^'m"
wenzelm@49644
   939
  shows "(\<exists>(B::real^'m^'n). A ** B = mat 1) \<longleftrightarrow>
nipkow@64267
   940
    (\<forall>c. sum (\<lambda>i. c i *s row i A) (UNIV :: 'm set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
hoelzl@37489
   941
  unfolding left_invertible_transpose[symmetric]
hoelzl@37489
   942
    matrix_left_invertible_independent_columns
hoelzl@37489
   943
  by (simp add: column_transpose)
hoelzl@37489
   944
hoelzl@37489
   945
lemma matrix_right_invertible_span_columns:
wenzelm@49644
   946
  "(\<exists>(B::real ^'n^'m). (A::real ^'m^'n) ** B = mat 1) \<longleftrightarrow>
wenzelm@49644
   947
    span (columns A) = UNIV" (is "?lhs = ?rhs")
wenzelm@49644
   948
proof -
hoelzl@37489
   949
  let ?U = "UNIV :: 'm set"
hoelzl@37489
   950
  have fU: "finite ?U" by simp
nipkow@64267
   951
  have lhseq: "?lhs \<longleftrightarrow> (\<forall>y. \<exists>(x::real^'m). sum (\<lambda>i. (x$i) *s column i A) ?U = y)"
lp15@67673
   952
    unfolding matrix_right_invertible_surjective matrix_mult_sum surj_def
wenzelm@49644
   953
    apply (subst eq_commute)
wenzelm@49644
   954
    apply rule
wenzelm@49644
   955
    done
hoelzl@37489
   956
  have rhseq: "?rhs \<longleftrightarrow> (\<forall>x. x \<in> span (columns A))" by blast
wenzelm@49644
   957
  { assume h: ?lhs
wenzelm@49644
   958
    { fix x:: "real ^'n"
wenzelm@49644
   959
      from h[unfolded lhseq, rule_format, of x] obtain y :: "real ^'m"
nipkow@64267
   960
        where y: "sum (\<lambda>i. (y$i) *s column i A) ?U = x" by blast
wenzelm@49644
   961
      have "x \<in> span (columns A)"
wenzelm@49644
   962
        unfolding y[symmetric]
nipkow@64267
   963
        apply (rule span_sum)
hoelzl@50526
   964
        unfolding scalar_mult_eq_scaleR
wenzelm@49644
   965
        apply (rule span_mul)
wenzelm@49644
   966
        apply (rule span_superset)
wenzelm@49644
   967
        unfolding columns_def
wenzelm@49644
   968
        apply blast
wenzelm@49644
   969
        done
wenzelm@49644
   970
    }
wenzelm@49644
   971
    then have ?rhs unfolding rhseq by blast }
hoelzl@37489
   972
  moreover
wenzelm@49644
   973
  { assume h:?rhs
nipkow@64267
   974
    let ?P = "\<lambda>(y::real ^'n). \<exists>(x::real^'m). sum (\<lambda>i. (x$i) *s column i A) ?U = y"
wenzelm@49644
   975
    { fix y
wenzelm@49644
   976
      have "?P y"
hoelzl@50526
   977
      proof (rule span_induct_alt[of ?P "columns A", folded scalar_mult_eq_scaleR])
nipkow@64267
   978
        show "\<exists>x::real ^ 'm. sum (\<lambda>i. (x$i) *s column i A) ?U = 0"
hoelzl@37489
   979
          by (rule exI[where x=0], simp)
hoelzl@37489
   980
      next
wenzelm@49644
   981
        fix c y1 y2
wenzelm@49644
   982
        assume y1: "y1 \<in> columns A" and y2: "?P y2"
hoelzl@37489
   983
        from y1 obtain i where i: "i \<in> ?U" "y1 = column i A"
hoelzl@37489
   984
          unfolding columns_def by blast
hoelzl@37489
   985
        from y2 obtain x:: "real ^'m" where
nipkow@64267
   986
          x: "sum (\<lambda>i. (x$i) *s column i A) ?U = y2" by blast
hoelzl@37489
   987
        let ?x = "(\<chi> j. if j = i then c + (x$i) else (x$j))::real^'m"
hoelzl@37489
   988
        show "?P (c*s y1 + y2)"
webertj@49962
   989
        proof (rule exI[where x= "?x"], vector, auto simp add: i x[symmetric] if_distrib distrib_left cond_application_beta cong del: if_weak_cong)
wenzelm@49644
   990
          fix j
wenzelm@49644
   991
          have th: "\<forall>xa \<in> ?U. (if xa = i then (c + (x$i)) * ((column xa A)$j)
wenzelm@49644
   992
              else (x$xa) * ((column xa A$j))) = (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))"
wenzelm@49644
   993
            using i(1) by (simp add: field_simps)
nipkow@64267
   994
          have "sum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
nipkow@64267
   995
              else (x$xa) * ((column xa A$j))) ?U = sum (\<lambda>xa. (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))) ?U"
nipkow@64267
   996
            apply (rule sum.cong[OF refl])
wenzelm@49644
   997
            using th apply blast
wenzelm@49644
   998
            done
nipkow@64267
   999
          also have "\<dots> = sum (\<lambda>xa. if xa = i then c * ((column i A)$j) else 0) ?U + sum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
nipkow@64267
  1000
            by (simp add: sum.distrib)
nipkow@64267
  1001
          also have "\<dots> = c * ((column i A)$j) + sum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
nipkow@64267
  1002
            unfolding sum.delta[OF fU]
wenzelm@49644
  1003
            using i(1) by simp
nipkow@64267
  1004
          finally show "sum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
nipkow@64267
  1005
            else (x$xa) * ((column xa A$j))) ?U = c * ((column i A)$j) + sum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U" .
wenzelm@49644
  1006
        qed
wenzelm@49644
  1007
      next
wenzelm@49644
  1008
        show "y \<in> span (columns A)"
wenzelm@49644
  1009
          unfolding h by blast
wenzelm@49644
  1010
      qed
wenzelm@49644
  1011
    }
wenzelm@49644
  1012
    then have ?lhs unfolding lhseq ..
wenzelm@49644
  1013
  }
hoelzl@37489
  1014
  ultimately show ?thesis by blast
hoelzl@37489
  1015
qed
hoelzl@37489
  1016
hoelzl@37489
  1017
lemma matrix_left_invertible_span_rows:
hoelzl@37489
  1018
  "(\<exists>(B::real^'m^'n). B ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> span (rows A) = UNIV"
hoelzl@37489
  1019
  unfolding right_invertible_transpose[symmetric]
hoelzl@37489
  1020
  unfolding columns_transpose[symmetric]
hoelzl@37489
  1021
  unfolding matrix_right_invertible_span_columns
wenzelm@49644
  1022
  ..
hoelzl@37489
  1023
wenzelm@60420
  1024
text \<open>The same result in terms of square matrices.\<close>
hoelzl@37489
  1025
hoelzl@37489
  1026
lemma matrix_left_right_inverse:
hoelzl@37489
  1027
  fixes A A' :: "real ^'n^'n"
hoelzl@37489
  1028
  shows "A ** A' = mat 1 \<longleftrightarrow> A' ** A = mat 1"
wenzelm@49644
  1029
proof -
wenzelm@49644
  1030
  { fix A A' :: "real ^'n^'n"
wenzelm@49644
  1031
    assume AA': "A ** A' = mat 1"
nipkow@67399
  1032
    have sA: "surj (( *v) A)"
hoelzl@37489
  1033
      unfolding surj_def
hoelzl@37489
  1034
      apply clarify
hoelzl@37489
  1035
      apply (rule_tac x="(A' *v y)" in exI)
wenzelm@49644
  1036
      apply (simp add: matrix_vector_mul_assoc AA' matrix_vector_mul_lid)
wenzelm@49644
  1037
      done
hoelzl@37489
  1038
    from linear_surjective_isomorphism[OF matrix_vector_mul_linear sA]
hoelzl@37489
  1039
    obtain f' :: "real ^'n \<Rightarrow> real ^'n"
hoelzl@37489
  1040
      where f': "linear f'" "\<forall>x. f' (A *v x) = x" "\<forall>x. A *v f' x = x" by blast
hoelzl@37489
  1041
    have th: "matrix f' ** A = mat 1"
wenzelm@49644
  1042
      by (simp add: matrix_eq matrix_works[OF f'(1)]
wenzelm@49644
  1043
          matrix_vector_mul_assoc[symmetric] matrix_vector_mul_lid f'(2)[rule_format])
hoelzl@37489
  1044
    hence "(matrix f' ** A) ** A' = mat 1 ** A'" by simp
wenzelm@49644
  1045
    hence "matrix f' = A'"
wenzelm@49644
  1046
      by (simp add: matrix_mul_assoc[symmetric] AA' matrix_mul_rid matrix_mul_lid)
hoelzl@37489
  1047
    hence "matrix f' ** A = A' ** A" by simp
wenzelm@49644
  1048
    hence "A' ** A = mat 1" by (simp add: th)
wenzelm@49644
  1049
  }
hoelzl@37489
  1050
  then show ?thesis by blast
hoelzl@37489
  1051
qed
hoelzl@37489
  1052
wenzelm@60420
  1053
text \<open>Considering an n-element vector as an n-by-1 or 1-by-n matrix.\<close>
hoelzl@37489
  1054
hoelzl@37489
  1055
definition "rowvector v = (\<chi> i j. (v$j))"
hoelzl@37489
  1056
hoelzl@37489
  1057
definition "columnvector v = (\<chi> i j. (v$i))"
hoelzl@37489
  1058
wenzelm@49644
  1059
lemma transpose_columnvector: "transpose(columnvector v) = rowvector v"
huffman@44136
  1060
  by (simp add: transpose_def rowvector_def columnvector_def vec_eq_iff)
hoelzl@37489
  1061
hoelzl@37489
  1062
lemma transpose_rowvector: "transpose(rowvector v) = columnvector v"
huffman@44136
  1063
  by (simp add: transpose_def columnvector_def rowvector_def vec_eq_iff)
hoelzl@37489
  1064
wenzelm@49644
  1065
lemma dot_rowvector_columnvector: "columnvector (A *v v) = A ** columnvector v"
hoelzl@37489
  1066
  by (vector columnvector_def matrix_matrix_mult_def matrix_vector_mult_def)
hoelzl@37489
  1067
wenzelm@49644
  1068
lemma dot_matrix_product:
wenzelm@49644
  1069
  "(x::real^'n) \<bullet> y = (((rowvector x ::real^'n^1) ** (columnvector y :: real^1^'n))$1)$1"
huffman@44136
  1070
  by (vector matrix_matrix_mult_def rowvector_def columnvector_def inner_vec_def)
hoelzl@37489
  1071
hoelzl@37489
  1072
lemma dot_matrix_vector_mul:
hoelzl@37489
  1073
  fixes A B :: "real ^'n ^'n" and x y :: "real ^'n"
hoelzl@37489
  1074
  shows "(A *v x) \<bullet> (B *v y) =
hoelzl@37489
  1075
      (((rowvector x :: real^'n^1) ** ((transpose A ** B) ** (columnvector y :: real ^1^'n)))$1)$1"
wenzelm@49644
  1076
  unfolding dot_matrix_product transpose_columnvector[symmetric]
wenzelm@49644
  1077
    dot_rowvector_columnvector matrix_transpose_mul matrix_mul_assoc ..
hoelzl@37489
  1078
wenzelm@61945
  1079
lemma infnorm_cart:"infnorm (x::real^'n) = Sup {\<bar>x$i\<bar> |i. i\<in>UNIV}"
hoelzl@50526
  1080
  by (simp add: infnorm_def inner_axis Basis_vec_def) (metis (lifting) inner_axis real_inner_1_right)
hoelzl@37489
  1081
wenzelm@49644
  1082
lemma component_le_infnorm_cart: "\<bar>x$i\<bar> \<le> infnorm (x::real^'n)"
hoelzl@50526
  1083
  using Basis_le_infnorm[of "axis i 1" x]
hoelzl@50526
  1084
  by (simp add: Basis_vec_def axis_eq_axis inner_axis)
hoelzl@37489
  1085
hoelzl@63334
  1086
lemma continuous_component[continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. f x $ i)"
huffman@44647
  1087
  unfolding continuous_def by (rule tendsto_vec_nth)
huffman@44213
  1088
hoelzl@63334
  1089
lemma continuous_on_component[continuous_intros]: "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. f x $ i)"
huffman@44647
  1090
  unfolding continuous_on_def by (fast intro: tendsto_vec_nth)
huffman@44213
  1091
hoelzl@63334
  1092
lemma continuous_on_vec_lambda[continuous_intros]:
hoelzl@63334
  1093
  "(\<And>i. continuous_on S (f i)) \<Longrightarrow> continuous_on S (\<lambda>x. \<chi> i. f i x)"
hoelzl@63334
  1094
  unfolding continuous_on_def by (auto intro: tendsto_vec_lambda)
hoelzl@63334
  1095
hoelzl@37489
  1096
lemma closed_positive_orthant: "closed {x::real^'n. \<forall>i. 0 \<le>x$i}"
hoelzl@63332
  1097
  by (simp add: Collect_all_eq closed_INT closed_Collect_le continuous_on_const continuous_on_id continuous_on_component)
huffman@44213
  1098
hoelzl@37489
  1099
lemma bounded_component_cart: "bounded s \<Longrightarrow> bounded ((\<lambda>x. x $ i) ` s)"
wenzelm@49644
  1100
  unfolding bounded_def
wenzelm@49644
  1101
  apply clarify
wenzelm@49644
  1102
  apply (rule_tac x="x $ i" in exI)
wenzelm@49644
  1103
  apply (rule_tac x="e" in exI)
wenzelm@49644
  1104
  apply clarify
wenzelm@49644
  1105
  apply (rule order_trans [OF dist_vec_nth_le], simp)
wenzelm@49644
  1106
  done
hoelzl@37489
  1107
hoelzl@37489
  1108
lemma compact_lemma_cart:
hoelzl@37489
  1109
  fixes f :: "nat \<Rightarrow> 'a::heine_borel ^ 'n"
hoelzl@50998
  1110
  assumes f: "bounded (range f)"
eberlm@66447
  1111
  shows "\<exists>l r. strict_mono r \<and>
hoelzl@37489
  1112
        (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
immler@62127
  1113
    (is "?th d")
immler@62127
  1114
proof -
immler@62127
  1115
  have "\<forall>d' \<subseteq> d. ?th d'"
immler@62127
  1116
    by (rule compact_lemma_general[where unproj=vec_lambda])
immler@62127
  1117
      (auto intro!: f bounded_component_cart simp: vec_lambda_eta)
immler@62127
  1118
  then show "?th d" by simp
hoelzl@37489
  1119
qed
hoelzl@37489
  1120
huffman@44136
  1121
instance vec :: (heine_borel, finite) heine_borel
hoelzl@37489
  1122
proof
hoelzl@50998
  1123
  fix f :: "nat \<Rightarrow> 'a ^ 'b"
hoelzl@50998
  1124
  assume f: "bounded (range f)"
eberlm@66447
  1125
  then obtain l r where r: "strict_mono r"
wenzelm@49644
  1126
      and l: "\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>UNIV. dist (f (r n) $ i) (l $ i) < e) sequentially"
hoelzl@50998
  1127
    using compact_lemma_cart [OF f] by blast
hoelzl@37489
  1128
  let ?d = "UNIV::'b set"
hoelzl@37489
  1129
  { fix e::real assume "e>0"
hoelzl@37489
  1130
    hence "0 < e / (real_of_nat (card ?d))"
wenzelm@49644
  1131
      using zero_less_card_finite divide_pos_pos[of e, of "real_of_nat (card ?d)"] by auto
hoelzl@37489
  1132
    with l have "eventually (\<lambda>n. \<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))) sequentially"
hoelzl@37489
  1133
      by simp
hoelzl@37489
  1134
    moreover
wenzelm@49644
  1135
    { fix n
wenzelm@49644
  1136
      assume n: "\<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))"
hoelzl@37489
  1137
      have "dist (f (r n)) l \<le> (\<Sum>i\<in>?d. dist (f (r n) $ i) (l $ i))"
nipkow@67155
  1138
        unfolding dist_vec_def using zero_le_dist by (rule L2_set_le_sum)
hoelzl@37489
  1139
      also have "\<dots> < (\<Sum>i\<in>?d. e / (real_of_nat (card ?d)))"
nipkow@64267
  1140
        by (rule sum_strict_mono) (simp_all add: n)
hoelzl@37489
  1141
      finally have "dist (f (r n)) l < e" by simp
hoelzl@37489
  1142
    }
hoelzl@37489
  1143
    ultimately have "eventually (\<lambda>n. dist (f (r n)) l < e) sequentially"
lp15@61810
  1144
      by (rule eventually_mono)
hoelzl@37489
  1145
  }
wenzelm@61973
  1146
  hence "((f \<circ> r) \<longlongrightarrow> l) sequentially" unfolding o_def tendsto_iff by simp
eberlm@66447
  1147
  with r show "\<exists>l r. strict_mono r \<and> ((f \<circ> r) \<longlongrightarrow> l) sequentially" by auto
hoelzl@37489
  1148
qed
hoelzl@37489
  1149
wenzelm@49644
  1150
lemma interval_cart:
immler@54775
  1151
  fixes a :: "real^'n"
immler@54775
  1152
  shows "box a b = {x::real^'n. \<forall>i. a$i < x$i \<and> x$i < b$i}"
immler@56188
  1153
    and "cbox a b = {x::real^'n. \<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i}"
immler@56188
  1154
  by (auto simp add: set_eq_iff less_vec_def less_eq_vec_def mem_box Basis_vec_def inner_axis)
hoelzl@37489
  1155
lp15@67673
  1156
lemma mem_box_cart:
immler@54775
  1157
  fixes a :: "real^'n"
immler@54775
  1158
  shows "x \<in> box a b \<longleftrightarrow> (\<forall>i. a$i < x$i \<and> x$i < b$i)"
immler@56188
  1159
    and "x \<in> cbox a b \<longleftrightarrow> (\<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i)"
wenzelm@49644
  1160
  using interval_cart[of a b] by (auto simp add: set_eq_iff less_vec_def less_eq_vec_def)
hoelzl@37489
  1161
wenzelm@49644
  1162
lemma interval_eq_empty_cart:
wenzelm@49644
  1163
  fixes a :: "real^'n"
immler@54775
  1164
  shows "(box a b = {} \<longleftrightarrow> (\<exists>i. b$i \<le> a$i))" (is ?th1)
immler@56188
  1165
    and "(cbox a b = {} \<longleftrightarrow> (\<exists>i. b$i < a$i))" (is ?th2)
wenzelm@49644
  1166
proof -
immler@54775
  1167
  { fix i x assume as:"b$i \<le> a$i" and x:"x\<in>box a b"
lp15@67673
  1168
    hence "a $ i < x $ i \<and> x $ i < b $ i" unfolding mem_box_cart by auto
hoelzl@37489
  1169
    hence "a$i < b$i" by auto
wenzelm@49644
  1170
    hence False using as by auto }
hoelzl@37489
  1171
  moreover
hoelzl@37489
  1172
  { assume as:"\<forall>i. \<not> (b$i \<le> a$i)"
hoelzl@37489
  1173
    let ?x = "(1/2) *\<^sub>R (a + b)"
hoelzl@37489
  1174
    { fix i
hoelzl@37489
  1175
      have "a$i < b$i" using as[THEN spec[where x=i]] by auto
hoelzl@37489
  1176
      hence "a$i < ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i < b$i"
hoelzl@37489
  1177
        unfolding vector_smult_component and vector_add_component
wenzelm@49644
  1178
        by auto }
lp15@67673
  1179
    hence "box a b \<noteq> {}" using mem_box_cart(1)[of "?x" a b] by auto }
hoelzl@37489
  1180
  ultimately show ?th1 by blast
hoelzl@37489
  1181
immler@56188
  1182
  { fix i x assume as:"b$i < a$i" and x:"x\<in>cbox a b"
lp15@67673
  1183
    hence "a $ i \<le> x $ i \<and> x $ i \<le> b $ i" unfolding mem_box_cart by auto
hoelzl@37489
  1184
    hence "a$i \<le> b$i" by auto
wenzelm@49644
  1185
    hence False using as by auto }
hoelzl@37489
  1186
  moreover
hoelzl@37489
  1187
  { assume as:"\<forall>i. \<not> (b$i < a$i)"
hoelzl@37489
  1188
    let ?x = "(1/2) *\<^sub>R (a + b)"
hoelzl@37489
  1189
    { fix i
hoelzl@37489
  1190
      have "a$i \<le> b$i" using as[THEN spec[where x=i]] by auto
hoelzl@37489
  1191
      hence "a$i \<le> ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i \<le> b$i"
hoelzl@37489
  1192
        unfolding vector_smult_component and vector_add_component
wenzelm@49644
  1193
        by auto }
lp15@67673
  1194
    hence "cbox a b \<noteq> {}" using mem_box_cart(2)[of "?x" a b] by auto  }
hoelzl@37489
  1195
  ultimately show ?th2 by blast
hoelzl@37489
  1196
qed
hoelzl@37489
  1197
wenzelm@49644
  1198
lemma interval_ne_empty_cart:
wenzelm@49644
  1199
  fixes a :: "real^'n"
immler@56188
  1200
  shows "cbox a b \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i \<le> b$i)"
immler@54775
  1201
    and "box a b \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i < b$i)"
hoelzl@37489
  1202
  unfolding interval_eq_empty_cart[of a b] by (auto simp add: not_less not_le)
hoelzl@37489
  1203
    (* BH: Why doesn't just "auto" work here? *)
hoelzl@37489
  1204
wenzelm@49644
  1205
lemma subset_interval_imp_cart:
wenzelm@49644
  1206
  fixes a :: "real^'n"
immler@56188
  1207
  shows "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> cbox c d \<subseteq> cbox a b"
immler@56188
  1208
    and "(\<forall>i. a$i < c$i \<and> d$i < b$i) \<Longrightarrow> cbox c d \<subseteq> box a b"
immler@56188
  1209
    and "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> box c d \<subseteq> cbox a b"
immler@54775
  1210
    and "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> box c d \<subseteq> box a b"
lp15@67673
  1211
  unfolding subset_eq[unfolded Ball_def] unfolding mem_box_cart
hoelzl@37489
  1212
  by (auto intro: order_trans less_le_trans le_less_trans less_imp_le) (* BH: Why doesn't just "auto" work here? *)
hoelzl@37489
  1213
wenzelm@49644
  1214
lemma interval_sing:
wenzelm@49644
  1215
  fixes a :: "'a::linorder^'n"
wenzelm@49644
  1216
  shows "{a .. a} = {a} \<and> {a<..<a} = {}"
wenzelm@49644
  1217
  apply (auto simp add: set_eq_iff less_vec_def less_eq_vec_def vec_eq_iff)
wenzelm@49644
  1218
  done
hoelzl@37489
  1219
wenzelm@49644
  1220
lemma subset_interval_cart:
wenzelm@49644
  1221
  fixes a :: "real^'n"
immler@56188
  1222
  shows "cbox c d \<subseteq> cbox a b \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th1)
immler@56188
  1223
    and "cbox c d \<subseteq> box a b \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i < c$i \<and> d$i < b$i)" (is ?th2)
immler@56188
  1224
    and "box c d \<subseteq> cbox a b \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th3)
immler@54775
  1225
    and "box c d \<subseteq> box a b \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th4)
immler@56188
  1226
  using subset_box[of c d a b] by (simp_all add: Basis_vec_def inner_axis)
hoelzl@37489
  1227
wenzelm@49644
  1228
lemma disjoint_interval_cart:
wenzelm@49644
  1229
  fixes a::"real^'n"
immler@56188
  1230
  shows "cbox a b \<inter> cbox c d = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i < c$i \<or> b$i < c$i \<or> d$i < a$i))" (is ?th1)
immler@56188
  1231
    and "cbox a b \<inter> box c d = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th2)
immler@56188
  1232
    and "box a b \<inter> cbox c d = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i < c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th3)
immler@54775
  1233
    and "box a b \<inter> box c d = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th4)
hoelzl@50526
  1234
  using disjoint_interval[of a b c d] by (simp_all add: Basis_vec_def inner_axis)
hoelzl@37489
  1235
lp15@67719
  1236
lemma Int_interval_cart:
immler@54775
  1237
  fixes a :: "real^'n"
immler@56188
  1238
  shows "cbox a b \<inter> cbox c d =  {(\<chi> i. max (a$i) (c$i)) .. (\<chi> i. min (b$i) (d$i))}"
lp15@63945
  1239
  unfolding Int_interval
immler@56188
  1240
  by (auto simp: mem_box less_eq_vec_def)
immler@56188
  1241
    (auto simp: Basis_vec_def inner_axis)
hoelzl@37489
  1242
wenzelm@49644
  1243
lemma closed_interval_left_cart:
wenzelm@49644
  1244
  fixes b :: "real^'n"
hoelzl@37489
  1245
  shows "closed {x::real^'n. \<forall>i. x$i \<le> b$i}"
hoelzl@63332
  1246
  by (simp add: Collect_all_eq closed_INT closed_Collect_le continuous_on_const continuous_on_id continuous_on_component)
hoelzl@37489
  1247
wenzelm@49644
  1248
lemma closed_interval_right_cart:
wenzelm@49644
  1249
  fixes a::"real^'n"
hoelzl@37489
  1250
  shows "closed {x::real^'n. \<forall>i. a$i \<le> x$i}"
hoelzl@63332
  1251
  by (simp add: Collect_all_eq closed_INT closed_Collect_le continuous_on_const continuous_on_id continuous_on_component)
hoelzl@37489
  1252
wenzelm@49644
  1253
lemma is_interval_cart:
wenzelm@49644
  1254
  "is_interval (s::(real^'n) set) \<longleftrightarrow>
wenzelm@49644
  1255
    (\<forall>a\<in>s. \<forall>b\<in>s. \<forall>x. (\<forall>i. ((a$i \<le> x$i \<and> x$i \<le> b$i) \<or> (b$i \<le> x$i \<and> x$i \<le> a$i))) \<longrightarrow> x \<in> s)"
hoelzl@50526
  1256
  by (simp add: is_interval_def Ball_def Basis_vec_def inner_axis imp_ex)
hoelzl@37489
  1257
wenzelm@49644
  1258
lemma closed_halfspace_component_le_cart: "closed {x::real^'n. x$i \<le> a}"
hoelzl@63332
  1259
  by (simp add: closed_Collect_le continuous_on_const continuous_on_id continuous_on_component)
hoelzl@37489
  1260
wenzelm@49644
  1261
lemma closed_halfspace_component_ge_cart: "closed {x::real^'n. x$i \<ge> a}"
hoelzl@63332
  1262
  by (simp add: closed_Collect_le continuous_on_const continuous_on_id continuous_on_component)
hoelzl@37489
  1263
wenzelm@49644
  1264
lemma open_halfspace_component_lt_cart: "open {x::real^'n. x$i < a}"
hoelzl@63332
  1265
  by (simp add: open_Collect_less continuous_on_const continuous_on_id continuous_on_component)
wenzelm@49644
  1266
wenzelm@49644
  1267
lemma open_halfspace_component_gt_cart: "open {x::real^'n. x$i  > a}"
hoelzl@63332
  1268
  by (simp add: open_Collect_less continuous_on_const continuous_on_id continuous_on_component)
hoelzl@37489
  1269
wenzelm@49644
  1270
lemma Lim_component_le_cart:
wenzelm@49644
  1271
  fixes f :: "'a \<Rightarrow> real^'n"
wenzelm@61973
  1272
  assumes "(f \<longlongrightarrow> l) net" "\<not> (trivial_limit net)"  "eventually (\<lambda>x. f x $i \<le> b) net"
hoelzl@37489
  1273
  shows "l$i \<le> b"
hoelzl@50526
  1274
  by (rule tendsto_le[OF assms(2) tendsto_const tendsto_vec_nth, OF assms(1, 3)])
hoelzl@37489
  1275
wenzelm@49644
  1276
lemma Lim_component_ge_cart:
wenzelm@49644
  1277
  fixes f :: "'a \<Rightarrow> real^'n"
wenzelm@61973
  1278
  assumes "(f \<longlongrightarrow> l) net"  "\<not> (trivial_limit net)"  "eventually (\<lambda>x. b \<le> (f x)$i) net"
hoelzl@37489
  1279
  shows "b \<le> l$i"
hoelzl@50526
  1280
  by (rule tendsto_le[OF assms(2) tendsto_vec_nth tendsto_const, OF assms(1, 3)])
hoelzl@37489
  1281
wenzelm@49644
  1282
lemma Lim_component_eq_cart:
wenzelm@49644
  1283
  fixes f :: "'a \<Rightarrow> real^'n"
wenzelm@61973
  1284
  assumes net: "(f \<longlongrightarrow> l) net" "~(trivial_limit net)" and ev:"eventually (\<lambda>x. f(x)$i = b) net"
hoelzl@37489
  1285
  shows "l$i = b"
wenzelm@49644
  1286
  using ev[unfolded order_eq_iff eventually_conj_iff] and
wenzelm@49644
  1287
    Lim_component_ge_cart[OF net, of b i] and
hoelzl@37489
  1288
    Lim_component_le_cart[OF net, of i b] by auto
hoelzl@37489
  1289
wenzelm@49644
  1290
lemma connected_ivt_component_cart:
wenzelm@49644
  1291
  fixes x :: "real^'n"
wenzelm@49644
  1292
  shows "connected s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s \<Longrightarrow> x$k \<le> a \<Longrightarrow> a \<le> y$k \<Longrightarrow> (\<exists>z\<in>s.  z$k = a)"
hoelzl@50526
  1293
  using connected_ivt_hyperplane[of s x y "axis k 1" a]
hoelzl@50526
  1294
  by (auto simp add: inner_axis inner_commute)
hoelzl@37489
  1295
wenzelm@49644
  1296
lemma subspace_substandard_cart: "subspace {x::real^_. (\<forall>i. P i \<longrightarrow> x$i = 0)}"
hoelzl@37489
  1297
  unfolding subspace_def by auto
hoelzl@37489
  1298
hoelzl@37489
  1299
lemma closed_substandard_cart:
huffman@44213
  1300
  "closed {x::'a::real_normed_vector ^ 'n. \<forall>i. P i \<longrightarrow> x$i = 0}"
wenzelm@49644
  1301
proof -
huffman@44213
  1302
  { fix i::'n
huffman@44213
  1303
    have "closed {x::'a ^ 'n. P i \<longrightarrow> x$i = 0}"
hoelzl@63332
  1304
      by (cases "P i") (simp_all add: closed_Collect_eq continuous_on_const continuous_on_id continuous_on_component) }
huffman@44213
  1305
  thus ?thesis
huffman@44213
  1306
    unfolding Collect_all_eq by (simp add: closed_INT)
hoelzl@37489
  1307
qed
hoelzl@37489
  1308
wenzelm@49644
  1309
lemma dim_substandard_cart: "dim {x::real^'n. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0} = card d"
wenzelm@49644
  1310
  (is "dim ?A = _")
wenzelm@49644
  1311
proof -
hoelzl@50526
  1312
  let ?a = "\<lambda>x. axis x 1 :: real^'n"
hoelzl@50526
  1313
  have *: "{x. \<forall>i\<in>Basis. i \<notin> ?a ` d \<longrightarrow> x \<bullet> i = 0} = ?A"
hoelzl@50526
  1314
    by (auto simp: image_iff Basis_vec_def axis_eq_axis inner_axis)
hoelzl@50526
  1315
  have "?a ` d \<subseteq> Basis"
hoelzl@50526
  1316
    by (auto simp: Basis_vec_def)
wenzelm@49644
  1317
  thus ?thesis
hoelzl@50526
  1318
    using dim_substandard[of "?a ` d"] card_image[of ?a d]
hoelzl@50526
  1319
    by (auto simp: axis_eq_axis inj_on_def *)
hoelzl@37489
  1320
qed
hoelzl@37489
  1321
lp15@67719
  1322
lemma dim_subset_UNIV_cart:
lp15@67719
  1323
  fixes S :: "(real^'n) set"
lp15@67719
  1324
  shows "dim S \<le> CARD('n)"
lp15@67719
  1325
  by (metis dim_subset_UNIV DIM_cart DIM_real mult.right_neutral)
lp15@67719
  1326
hoelzl@37489
  1327
lemma affinity_inverses:
hoelzl@37489
  1328
  assumes m0: "m \<noteq> (0::'a::field)"
wenzelm@61736
  1329
  shows "(\<lambda>x. m *s x + c) \<circ> (\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) = id"
wenzelm@61736
  1330
  "(\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) \<circ> (\<lambda>x. m *s x + c) = id"
hoelzl@37489
  1331
  using m0
haftmann@54230
  1332
  apply (auto simp add: fun_eq_iff vector_add_ldistrib diff_conv_add_uminus simp del: add_uminus_conv_diff)
haftmann@54230
  1333
  apply (simp_all add: vector_smult_lneg[symmetric] vector_smult_assoc vector_sneg_minus1 [symmetric])
wenzelm@49644
  1334
  done
hoelzl@37489
  1335
hoelzl@37489
  1336
lemma vector_affinity_eq:
hoelzl@37489
  1337
  assumes m0: "(m::'a::field) \<noteq> 0"
hoelzl@37489
  1338
  shows "m *s x + c = y \<longleftrightarrow> x = inverse m *s y + -(inverse m *s c)"
hoelzl@37489
  1339
proof
hoelzl@37489
  1340
  assume h: "m *s x + c = y"
hoelzl@37489
  1341
  hence "m *s x = y - c" by (simp add: field_simps)
hoelzl@37489
  1342
  hence "inverse m *s (m *s x) = inverse m *s (y - c)" by simp
hoelzl@37489
  1343
  then show "x = inverse m *s y + - (inverse m *s c)"
hoelzl@37489
  1344
    using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
hoelzl@37489
  1345
next
hoelzl@37489
  1346
  assume h: "x = inverse m *s y + - (inverse m *s c)"
haftmann@54230
  1347
  show "m *s x + c = y" unfolding h
hoelzl@37489
  1348
    using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
hoelzl@37489
  1349
qed
hoelzl@37489
  1350
hoelzl@37489
  1351
lemma vector_eq_affinity:
wenzelm@49644
  1352
    "(m::'a::field) \<noteq> 0 ==> (y = m *s x + c \<longleftrightarrow> inverse(m) *s y + -(inverse(m) *s c) = x)"
hoelzl@37489
  1353
  using vector_affinity_eq[where m=m and x=x and y=y and c=c]
hoelzl@37489
  1354
  by metis
hoelzl@37489
  1355
hoelzl@50526
  1356
lemma vector_cart:
hoelzl@50526
  1357
  fixes f :: "real^'n \<Rightarrow> real"
hoelzl@50526
  1358
  shows "(\<chi> i. f (axis i 1)) = (\<Sum>i\<in>Basis. f i *\<^sub>R i)"
hoelzl@50526
  1359
  unfolding euclidean_eq_iff[where 'a="real^'n"]
hoelzl@50526
  1360
  by simp (simp add: Basis_vec_def inner_axis)
hoelzl@63332
  1361
hoelzl@50526
  1362
lemma const_vector_cart:"((\<chi> i. d)::real^'n) = (\<Sum>i\<in>Basis. d *\<^sub>R i)"
hoelzl@50526
  1363
  by (rule vector_cart)
wenzelm@49644
  1364
huffman@44360
  1365
subsection "Convex Euclidean Space"
hoelzl@37489
  1366
hoelzl@50526
  1367
lemma Cart_1:"(1::real^'n) = \<Sum>Basis"
hoelzl@50526
  1368
  using const_vector_cart[of 1] by (simp add: one_vec_def)
hoelzl@37489
  1369
hoelzl@37489
  1370
declare vector_add_ldistrib[simp] vector_ssub_ldistrib[simp] vector_smult_assoc[simp] vector_smult_rneg[simp]
hoelzl@37489
  1371
declare vector_sadd_rdistrib[simp] vector_sub_rdistrib[simp]
hoelzl@37489
  1372
hoelzl@50526
  1373
lemmas vector_component_simps = vector_minus_component vector_smult_component vector_add_component less_eq_vec_def vec_lambda_beta vector_uminus_component
hoelzl@37489
  1374
hoelzl@37489
  1375
lemma convex_box_cart:
hoelzl@37489
  1376
  assumes "\<And>i. convex {x. P i x}"
hoelzl@37489
  1377
  shows "convex {x. \<forall>i. P i (x$i)}"
hoelzl@37489
  1378
  using assms unfolding convex_def by auto
hoelzl@37489
  1379
hoelzl@37489
  1380
lemma convex_positive_orthant_cart: "convex {x::real^'n. (\<forall>i. 0 \<le> x$i)}"
hoelzl@63334
  1381
  by (rule convex_box_cart) (simp add: atLeast_def[symmetric])
hoelzl@37489
  1382
hoelzl@37489
  1383
lemma unit_interval_convex_hull_cart:
immler@56188
  1384
  "cbox (0::real^'n) 1 = convex hull {x. \<forall>i. (x$i = 0) \<or> (x$i = 1)}"
immler@56188
  1385
  unfolding Cart_1 unit_interval_convex_hull[where 'a="real^'n"] box_real[symmetric]
hoelzl@50526
  1386
  by (rule arg_cong[where f="\<lambda>x. convex hull x"]) (simp add: Basis_vec_def inner_axis)
hoelzl@37489
  1387
hoelzl@37489
  1388
lemma cube_convex_hull_cart:
wenzelm@49644
  1389
  assumes "0 < d"
wenzelm@49644
  1390
  obtains s::"(real^'n) set"
immler@56188
  1391
    where "finite s" "cbox (x - (\<chi> i. d)) (x + (\<chi> i. d)) = convex hull s"
wenzelm@49644
  1392
proof -
wenzelm@55522
  1393
  from assms obtain s where "finite s"
nipkow@67399
  1394
    and "cbox (x - sum (( *\<^sub>R) d) Basis) (x + sum (( *\<^sub>R) d) Basis) = convex hull s"
wenzelm@55522
  1395
    by (rule cube_convex_hull)
wenzelm@55522
  1396
  with that[of s] show thesis
wenzelm@55522
  1397
    by (simp add: const_vector_cart)
hoelzl@37489
  1398
qed
hoelzl@37489
  1399
hoelzl@37489
  1400
hoelzl@37489
  1401
subsection "Derivative"
hoelzl@37489
  1402
hoelzl@37489
  1403
definition "jacobian f net = matrix(frechet_derivative f net)"
hoelzl@37489
  1404
wenzelm@49644
  1405
lemma jacobian_works:
wenzelm@49644
  1406
  "(f::(real^'a) \<Rightarrow> (real^'b)) differentiable net \<longleftrightarrow>
wenzelm@49644
  1407
    (f has_derivative (\<lambda>h. (jacobian f net) *v h)) net"
wenzelm@49644
  1408
  apply rule
wenzelm@49644
  1409
  unfolding jacobian_def
wenzelm@49644
  1410
  apply (simp only: matrix_works[OF linear_frechet_derivative]) defer
wenzelm@49644
  1411
  apply (rule differentiableI)
wenzelm@49644
  1412
  apply assumption
wenzelm@49644
  1413
  unfolding frechet_derivative_works
wenzelm@49644
  1414
  apply assumption
wenzelm@49644
  1415
  done
hoelzl@37489
  1416
hoelzl@37489
  1417
wenzelm@60420
  1418
subsection \<open>Component of the differential must be zero if it exists at a local
wenzelm@60420
  1419
  maximum or minimum for that corresponding component.\<close>
hoelzl@37489
  1420
hoelzl@50526
  1421
lemma differential_zero_maxmin_cart:
wenzelm@49644
  1422
  fixes f::"real^'a \<Rightarrow> real^'b"
wenzelm@49644
  1423
  assumes "0 < e" "((\<forall>y \<in> ball x e. (f y)$k \<le> (f x)$k) \<or> (\<forall>y\<in>ball x e. (f x)$k \<le> (f y)$k))"
hoelzl@50526
  1424
    "f differentiable (at x)"
hoelzl@50526
  1425
  shows "jacobian f (at x) $ k = 0"
hoelzl@50526
  1426
  using differential_zero_maxmin_component[of "axis k 1" e x f] assms
hoelzl@50526
  1427
    vector_cart[of "\<lambda>j. frechet_derivative f (at x) j $ k"]
hoelzl@50526
  1428
  by (simp add: Basis_vec_def axis_eq_axis inner_axis jacobian_def matrix_def)
wenzelm@49644
  1429
wenzelm@60420
  1430
subsection \<open>Lemmas for working on @{typ "real^1"}\<close>
hoelzl@37489
  1431
hoelzl@37489
  1432
lemma forall_1[simp]: "(\<forall>i::1. P i) \<longleftrightarrow> P 1"
wenzelm@49644
  1433
  by (metis (full_types) num1_eq_iff)
hoelzl@37489
  1434
hoelzl@37489
  1435
lemma ex_1[simp]: "(\<exists>x::1. P x) \<longleftrightarrow> P 1"
wenzelm@49644
  1436
  by auto (metis (full_types) num1_eq_iff)
hoelzl@37489
  1437
hoelzl@37489
  1438
lemma exhaust_2:
wenzelm@49644
  1439
  fixes x :: 2
wenzelm@49644
  1440
  shows "x = 1 \<or> x = 2"
hoelzl@37489
  1441
proof (induct x)
hoelzl@37489
  1442
  case (of_int z)
hoelzl@37489
  1443
  then have "0 <= z" and "z < 2" by simp_all
hoelzl@37489
  1444
  then have "z = 0 | z = 1" by arith
hoelzl@37489
  1445
  then show ?case by auto
hoelzl@37489
  1446
qed
hoelzl@37489
  1447
hoelzl@37489
  1448
lemma forall_2: "(\<forall>i::2. P i) \<longleftrightarrow> P 1 \<and> P 2"
hoelzl@37489
  1449
  by (metis exhaust_2)
hoelzl@37489
  1450
hoelzl@37489
  1451
lemma exhaust_3:
wenzelm@49644
  1452
  fixes x :: 3
wenzelm@49644
  1453
  shows "x = 1 \<or> x = 2 \<or> x = 3"
hoelzl@37489
  1454
proof (induct x)
hoelzl@37489
  1455
  case (of_int z)
hoelzl@37489
  1456
  then have "0 <= z" and "z < 3" by simp_all
hoelzl@37489
  1457
  then have "z = 0 \<or> z = 1 \<or> z = 2" by arith
hoelzl@37489
  1458
  then show ?case by auto
hoelzl@37489
  1459
qed
hoelzl@37489
  1460
hoelzl@37489
  1461
lemma forall_3: "(\<forall>i::3. P i) \<longleftrightarrow> P 1 \<and> P 2 \<and> P 3"
hoelzl@37489
  1462
  by (metis exhaust_3)
hoelzl@37489
  1463
hoelzl@37489
  1464
lemma UNIV_1 [simp]: "UNIV = {1::1}"
hoelzl@37489
  1465
  by (auto simp add: num1_eq_iff)
hoelzl@37489
  1466
hoelzl@37489
  1467
lemma UNIV_2: "UNIV = {1::2, 2::2}"
hoelzl@37489
  1468
  using exhaust_2 by auto
hoelzl@37489
  1469
hoelzl@37489
  1470
lemma UNIV_3: "UNIV = {1::3, 2::3, 3::3}"
hoelzl@37489
  1471
  using exhaust_3 by auto
hoelzl@37489
  1472
nipkow@64267
  1473
lemma sum_1: "sum f (UNIV::1 set) = f 1"
hoelzl@37489
  1474
  unfolding UNIV_1 by simp
hoelzl@37489
  1475
nipkow@64267
  1476
lemma sum_2: "sum f (UNIV::2 set) = f 1 + f 2"
hoelzl@37489
  1477
  unfolding UNIV_2 by simp
hoelzl@37489
  1478
nipkow@64267
  1479
lemma sum_3: "sum f (UNIV::3 set) = f 1 + f 2 + f 3"
haftmann@57514
  1480
  unfolding UNIV_3 by (simp add: ac_simps)
hoelzl@37489
  1481
wenzelm@49644
  1482
instantiation num1 :: cart_one
wenzelm@49644
  1483
begin
wenzelm@49644
  1484
wenzelm@49644
  1485
instance
wenzelm@49644
  1486
proof
hoelzl@37489
  1487
  show "CARD(1) = Suc 0" by auto
wenzelm@49644
  1488
qed
wenzelm@49644
  1489
wenzelm@49644
  1490
end
hoelzl@37489
  1491
wenzelm@60420
  1492
subsection\<open>The collapse of the general concepts to dimension one.\<close>
hoelzl@37489
  1493
hoelzl@37489
  1494
lemma vector_one: "(x::'a ^1) = (\<chi> i. (x$1))"
huffman@44136
  1495
  by (simp add: vec_eq_iff)
hoelzl@37489
  1496
hoelzl@37489
  1497
lemma forall_one: "(\<forall>(x::'a ^1). P x) \<longleftrightarrow> (\<forall>x. P(\<chi> i. x))"
hoelzl@37489
  1498
  apply auto
hoelzl@37489
  1499
  apply (erule_tac x= "x$1" in allE)
hoelzl@37489
  1500
  apply (simp only: vector_one[symmetric])
hoelzl@37489
  1501
  done
hoelzl@37489
  1502
hoelzl@37489
  1503
lemma norm_vector_1: "norm (x :: _^1) = norm (x$1)"
huffman@44136
  1504
  by (simp add: norm_vec_def)
hoelzl@37489
  1505
wenzelm@61945
  1506
lemma norm_real: "norm(x::real ^ 1) = \<bar>x$1\<bar>"
hoelzl@37489
  1507
  by (simp add: norm_vector_1)
hoelzl@37489
  1508
wenzelm@61945
  1509
lemma dist_real: "dist(x::real ^ 1) y = \<bar>(x$1) - (y$1)\<bar>"
hoelzl@37489
  1510
  by (auto simp add: norm_real dist_norm)
hoelzl@37489
  1511
wenzelm@49644
  1512
wenzelm@60420
  1513
subsection\<open>Explicit vector construction from lists.\<close>
hoelzl@37489
  1514
hoelzl@43995
  1515
definition "vector l = (\<chi> i. foldr (\<lambda>x f n. fun_upd (f (n+1)) n x) l (\<lambda>n x. 0) 1 i)"
hoelzl@37489
  1516
hoelzl@37489
  1517
lemma vector_1: "(vector[x]) $1 = x"
hoelzl@37489
  1518
  unfolding vector_def by simp
hoelzl@37489
  1519
hoelzl@37489
  1520
lemma vector_2:
hoelzl@37489
  1521
 "(vector[x,y]) $1 = x"
hoelzl@37489
  1522
 "(vector[x,y] :: 'a^2)$2 = (y::'a::zero)"
hoelzl@37489
  1523
  unfolding vector_def by simp_all
hoelzl@37489
  1524
hoelzl@37489
  1525
lemma vector_3:
hoelzl@37489
  1526
 "(vector [x,y,z] ::('a::zero)^3)$1 = x"
hoelzl@37489
  1527
 "(vector [x,y,z] ::('a::zero)^3)$2 = y"
hoelzl@37489
  1528
 "(vector [x,y,z] ::('a::zero)^3)$3 = z"
hoelzl@37489
  1529
  unfolding vector_def by simp_all
hoelzl@37489
  1530
hoelzl@37489
  1531
lemma forall_vector_1: "(\<forall>v::'a::zero^1. P v) \<longleftrightarrow> (\<forall>x. P(vector[x]))"
lp15@67719
  1532
  by (metis vector_1 vector_one)
hoelzl@37489
  1533
hoelzl@37489
  1534
lemma forall_vector_2: "(\<forall>v::'a::zero^2. P v) \<longleftrightarrow> (\<forall>x y. P(vector[x, y]))"
hoelzl@37489
  1535
  apply auto
hoelzl@37489
  1536
  apply (erule_tac x="v$1" in allE)
hoelzl@37489
  1537
  apply (erule_tac x="v$2" in allE)
hoelzl@37489
  1538
  apply (subgoal_tac "vector [v$1, v$2] = v")
hoelzl@37489
  1539
  apply simp
hoelzl@37489
  1540
  apply (vector vector_def)
hoelzl@37489
  1541
  apply (simp add: forall_2)
hoelzl@37489
  1542
  done
hoelzl@37489
  1543
hoelzl@37489
  1544
lemma forall_vector_3: "(\<forall>v::'a::zero^3. P v) \<longleftrightarrow> (\<forall>x y z. P(vector[x, y, z]))"
hoelzl@37489
  1545
  apply auto
hoelzl@37489
  1546
  apply (erule_tac x="v$1" in allE)
hoelzl@37489
  1547
  apply (erule_tac x="v$2" in allE)
hoelzl@37489
  1548
  apply (erule_tac x="v$3" in allE)
hoelzl@37489
  1549
  apply (subgoal_tac "vector [v$1, v$2, v$3] = v")
hoelzl@37489
  1550
  apply simp
hoelzl@37489
  1551
  apply (vector vector_def)
hoelzl@37489
  1552
  apply (simp add: forall_3)
hoelzl@37489
  1553
  done
hoelzl@37489
  1554
hoelzl@37489
  1555
lemma bounded_linear_component_cart[intro]: "bounded_linear (\<lambda>x::real^'n. x $ k)"
wenzelm@49644
  1556
  apply (rule bounded_linearI[where K=1])
hoelzl@37489
  1557
  using component_le_norm_cart[of _ k] unfolding real_norm_def by auto
hoelzl@37489
  1558
hoelzl@37489
  1559
lemma interval_split_cart:
hoelzl@37489
  1560
  "{a..b::real^'n} \<inter> {x. x$k \<le> c} = {a .. (\<chi> i. if i = k then min (b$k) c else b$i)}"
immler@56188
  1561
  "cbox a b \<inter> {x. x$k \<ge> c} = {(\<chi> i. if i = k then max (a$k) c else a$i) .. b}"
wenzelm@49644
  1562
  apply (rule_tac[!] set_eqI)
lp15@67673
  1563
  unfolding Int_iff mem_box_cart mem_Collect_eq interval_cbox_cart
wenzelm@49644
  1564
  unfolding vec_lambda_beta
wenzelm@49644
  1565
  by auto
hoelzl@37489
  1566
immler@67685
  1567
lemmas cartesian_euclidean_space_uniform_limit_intros[uniform_limit_intros] =
immler@67685
  1568
  bounded_linear.uniform_limit[OF blinfun.bounded_linear_right]
immler@67685
  1569
  bounded_linear.uniform_limit[OF bounded_linear_vec_nth]
immler@67685
  1570
  bounded_linear.uniform_limit[OF bounded_linear_component_cart]
immler@67685
  1571
hoelzl@37489
  1572
end