src/HOL/Multivariate_Analysis/Linear_Algebra.thy
author immler
Mon Dec 16 17:08:22 2013 +0100 (2013-12-16)
changeset 54776 db890d9fc5c2
parent 54703 499f92dc6e45
child 54778 13f08c876899
permissions -rw-r--r--
ordered_euclidean_space compatible with more standard pointwise ordering on products; conditionally complete lattice with product order
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(*  Title:      HOL/Multivariate_Analysis/Linear_Algebra.thy
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    Author:     Amine Chaieb, University of Cambridge
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*)
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header {* Elementary linear algebra on Euclidean spaces *}
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theory Linear_Algebra
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imports
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  Euclidean_Space
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  "~~/src/HOL/Library/Infinite_Set"
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  "~~/src/HOL/Library/Product_Order"
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begin
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lemma cond_application_beta: "(if b then f else g) x = (if b then f x else g x)"
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  by auto
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notation inner (infix "\<bullet>" 70)
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lemma square_bound_lemma:
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  fixes x :: real
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  shows "x < (1 + x) * (1 + x)"
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proof -
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  have "(x + 1/2)\<^sup>2 + 3/4 > 0"
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    using zero_le_power2[of "x+1/2"] by arith
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  then show ?thesis
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    by (simp add: field_simps power2_eq_square)
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qed
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lemma square_continuous:
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  fixes e :: real
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  shows "e > 0 \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>y. abs (y - x) < d \<longrightarrow> abs (y * y - x * x) < e)"
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  using isCont_power[OF isCont_ident, of x, unfolded isCont_def LIM_eq, rule_format, of e 2]
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  apply (auto simp add: power2_eq_square)
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  apply (rule_tac x="s" in exI)
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  apply auto
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  apply (erule_tac x=y in allE)
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  apply auto
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  done
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text{* Hence derive more interesting properties of the norm. *}
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lemma norm_eq_0_dot: "norm x = 0 \<longleftrightarrow> x \<bullet> x = (0::real)"
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  by simp (* TODO: delete *)
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lemma norm_triangle_sub:
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  fixes x y :: "'a::real_normed_vector"
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  shows "norm x \<le> norm y + norm (x - y)"
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  using norm_triangle_ineq[of "y" "x - y"] by (simp add: field_simps)
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lemma norm_le: "norm x \<le> norm y \<longleftrightarrow> x \<bullet> x \<le> y \<bullet> y"
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  by (simp add: norm_eq_sqrt_inner)
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lemma norm_lt: "norm x < norm y \<longleftrightarrow> x \<bullet> x < y \<bullet> y"
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  by (simp add: norm_eq_sqrt_inner)
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lemma norm_eq: "norm x = norm y \<longleftrightarrow> x \<bullet> x = y \<bullet> y"
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  apply (subst order_eq_iff)
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  apply (auto simp: norm_le)
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  done
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lemma norm_eq_1: "norm x = 1 \<longleftrightarrow> x \<bullet> x = 1"
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  by (simp add: norm_eq_sqrt_inner)
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text{* Squaring equations and inequalities involving norms.  *}
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lemma dot_square_norm: "x \<bullet> x = (norm x)\<^sup>2"
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  by (simp only: power2_norm_eq_inner) (* TODO: move? *)
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lemma norm_eq_square: "norm x = a \<longleftrightarrow> 0 \<le> a \<and> x \<bullet> x = a\<^sup>2"
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  by (auto simp add: norm_eq_sqrt_inner)
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lemma real_abs_le_square_iff: "\<bar>x\<bar> \<le> \<bar>y\<bar> \<longleftrightarrow> (x::real)\<^sup>2 \<le> y\<^sup>2"
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proof
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  assume "\<bar>x\<bar> \<le> \<bar>y\<bar>"
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  then have "\<bar>x\<bar>\<^sup>2 \<le> \<bar>y\<bar>\<^sup>2" by (rule power_mono, simp)
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  then show "x\<^sup>2 \<le> y\<^sup>2" by simp
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next
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  assume "x\<^sup>2 \<le> y\<^sup>2"
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  then have "sqrt (x\<^sup>2) \<le> sqrt (y\<^sup>2)" by (rule real_sqrt_le_mono)
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  then show "\<bar>x\<bar> \<le> \<bar>y\<bar>" by simp
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qed
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lemma norm_le_square: "norm x \<le> a \<longleftrightarrow> 0 \<le> a \<and> x \<bullet> x \<le> a\<^sup>2"
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  apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
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  using norm_ge_zero[of x]
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  apply arith
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  done
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lemma norm_ge_square: "norm x \<ge> a \<longleftrightarrow> a \<le> 0 \<or> x \<bullet> x \<ge> a\<^sup>2"
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  apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
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  using norm_ge_zero[of x]
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  apply arith
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  done
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lemma norm_lt_square: "norm x < a \<longleftrightarrow> 0 < a \<and> x \<bullet> x < a\<^sup>2"
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  by (metis not_le norm_ge_square)
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lemma norm_gt_square: "norm x > a \<longleftrightarrow> a < 0 \<or> x \<bullet> x > a\<^sup>2"
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  by (metis norm_le_square not_less)
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text{* Dot product in terms of the norm rather than conversely. *}
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lemmas inner_simps = inner_add_left inner_add_right inner_diff_right inner_diff_left
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  inner_scaleR_left inner_scaleR_right
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lemma dot_norm: "x \<bullet> y = ((norm (x + y))\<^sup>2 - (norm x)\<^sup>2 - (norm y)\<^sup>2) / 2"
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  unfolding power2_norm_eq_inner inner_simps inner_commute by auto
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lemma dot_norm_neg: "x \<bullet> y = (((norm x)\<^sup>2 + (norm y)\<^sup>2) - (norm (x - y))\<^sup>2) / 2"
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  unfolding power2_norm_eq_inner inner_simps inner_commute
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  by (auto simp add: algebra_simps)
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text{* Equality of vectors in terms of @{term "op \<bullet>"} products.    *}
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lemma vector_eq: "x = y \<longleftrightarrow> x \<bullet> x = x \<bullet> y \<and> y \<bullet> y = x \<bullet> x"
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  (is "?lhs \<longleftrightarrow> ?rhs")
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proof
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  assume ?lhs
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  then show ?rhs by simp
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next
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  assume ?rhs
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  then have "x \<bullet> x - x \<bullet> y = 0 \<and> x \<bullet> y - y \<bullet> y = 0"
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    by simp
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  then have "x \<bullet> (x - y) = 0 \<and> y \<bullet> (x - y) = 0"
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    by (simp add: inner_diff inner_commute)
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  then have "(x - y) \<bullet> (x - y) = 0"
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    by (simp add: field_simps inner_diff inner_commute)
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  then show "x = y" by simp
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qed
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lemma norm_triangle_half_r:
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  "norm (y - x1) < e / 2 \<Longrightarrow> norm (y - x2) < e / 2 \<Longrightarrow> norm (x1 - x2) < e"
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  using dist_triangle_half_r unfolding dist_norm[symmetric] by auto
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lemma norm_triangle_half_l:
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  assumes "norm (x - y) < e / 2"
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    and "norm (x' - y) < e / 2"
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  shows "norm (x - x') < e"
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  using dist_triangle_half_l[OF assms[unfolded dist_norm[symmetric]]]
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  unfolding dist_norm[symmetric] .
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lemma norm_triangle_le: "norm x + norm y \<le> e \<Longrightarrow> norm (x + y) \<le> e"
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  by (rule norm_triangle_ineq [THEN order_trans])
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lemma norm_triangle_lt: "norm x + norm y < e \<Longrightarrow> norm (x + y) < e"
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  by (rule norm_triangle_ineq [THEN le_less_trans])
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lemma setsum_clauses:
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  shows "setsum f {} = 0"
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    and "finite S \<Longrightarrow> setsum f (insert x S) = (if x \<in> S then setsum f S else f x + setsum f S)"
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  by (auto simp add: insert_absorb)
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lemma setsum_norm_le:
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  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
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  assumes fg: "\<forall>x \<in> S. norm (f x) \<le> g x"
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  shows "norm (setsum f S) \<le> setsum g S"
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  by (rule order_trans [OF norm_setsum setsum_mono]) (simp add: fg)
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lemma setsum_norm_bound:
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  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
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  assumes fS: "finite S"
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    and K: "\<forall>x \<in> S. norm (f x) \<le> K"
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  shows "norm (setsum f S) \<le> of_nat (card S) * K"
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  using setsum_norm_le[OF K] setsum_constant[symmetric]
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  by simp
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lemma setsum_group:
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  assumes fS: "finite S" and fT: "finite T" and fST: "f ` S \<subseteq> T"
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  shows "setsum (\<lambda>y. setsum g {x. x \<in> S \<and> f x = y}) T = setsum g S"
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  apply (subst setsum_image_gen[OF fS, of g f])
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  apply (rule setsum_mono_zero_right[OF fT fST])
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  apply (auto intro: setsum_0')
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  done
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lemma vector_eq_ldot: "(\<forall>x. x \<bullet> y = x \<bullet> z) \<longleftrightarrow> y = z"
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proof
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  assume "\<forall>x. x \<bullet> y = x \<bullet> z"
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  then have "\<forall>x. x \<bullet> (y - z) = 0"
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    by (simp add: inner_diff)
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  then have "(y - z) \<bullet> (y - z) = 0" ..
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  then show "y = z" by simp
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qed simp
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lemma vector_eq_rdot: "(\<forall>z. x \<bullet> z = y \<bullet> z) \<longleftrightarrow> x = y"
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proof
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  assume "\<forall>z. x \<bullet> z = y \<bullet> z"
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  then have "\<forall>z. (x - y) \<bullet> z = 0"
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    by (simp add: inner_diff)
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  then have "(x - y) \<bullet> (x - y) = 0" ..
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  then show "x = y" by simp
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qed simp
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subsection {* Orthogonality. *}
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context real_inner
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begin
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definition "orthogonal x y \<longleftrightarrow> x \<bullet> y = 0"
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lemma orthogonal_clauses:
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  "orthogonal a 0"
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  "orthogonal a x \<Longrightarrow> orthogonal a (c *\<^sub>R x)"
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  "orthogonal a x \<Longrightarrow> orthogonal a (- x)"
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  "orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x + y)"
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  "orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x - y)"
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  "orthogonal 0 a"
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  "orthogonal x a \<Longrightarrow> orthogonal (c *\<^sub>R x) a"
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  "orthogonal x a \<Longrightarrow> orthogonal (- x) a"
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  "orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x + y) a"
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  "orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x - y) a"
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  unfolding orthogonal_def inner_add inner_diff by auto
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end
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lemma orthogonal_commute: "orthogonal x y \<longleftrightarrow> orthogonal y x"
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  by (simp add: orthogonal_def inner_commute)
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subsection {* Linear functions. *}
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lemma linear_iff:
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  "linear f \<longleftrightarrow> (\<forall>x y. f (x + y) = f x + f y) \<and> (\<forall>c x. f (c *\<^sub>R x) = c *\<^sub>R f x)"
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  (is "linear f \<longleftrightarrow> ?rhs")
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proof
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  assume "linear f" then interpret f: linear f .
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  show "?rhs" by (simp add: f.add f.scaleR)
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next
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  assume "?rhs" then show "linear f" by unfold_locales simp_all
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qed
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lemma linear_compose_cmul: "linear f \<Longrightarrow> linear (\<lambda>x. c *\<^sub>R f x)"
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  by (simp add: linear_iff algebra_simps)
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lemma linear_compose_neg: "linear f \<Longrightarrow> linear (\<lambda>x. - f x)"
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  by (simp add: linear_iff)
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lemma linear_compose_add: "linear f \<Longrightarrow> linear g \<Longrightarrow> linear (\<lambda>x. f x + g x)"
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  by (simp add: linear_iff algebra_simps)
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lemma linear_compose_sub: "linear f \<Longrightarrow> linear g \<Longrightarrow> linear (\<lambda>x. f x - g x)"
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  by (simp add: linear_iff algebra_simps)
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lemma linear_compose: "linear f \<Longrightarrow> linear g \<Longrightarrow> linear (g \<circ> f)"
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  by (simp add: linear_iff)
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lemma linear_id: "linear id"
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  by (simp add: linear_iff id_def)
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lemma linear_zero: "linear (\<lambda>x. 0)"
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  by (simp add: linear_iff)
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lemma linear_compose_setsum:
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  assumes fS: "finite S"
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    and lS: "\<forall>a \<in> S. linear (f a)"
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  shows "linear (\<lambda>x. setsum (\<lambda>a. f a x) S)"
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  using lS
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  apply (induct rule: finite_induct[OF fS])
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  apply (auto simp add: linear_zero intro: linear_compose_add)
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  done
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lemma linear_0: "linear f \<Longrightarrow> f 0 = 0"
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  unfolding linear_iff
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  apply clarsimp
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  apply (erule allE[where x="0::'a"])
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  apply simp
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  done
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lemma linear_cmul: "linear f \<Longrightarrow> f (c *\<^sub>R x) = c *\<^sub>R f x"
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  by (simp add: linear_iff)
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lemma linear_neg: "linear f \<Longrightarrow> f (- x) = - f x"
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  using linear_cmul [where c="-1"] by simp
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lemma linear_add: "linear f \<Longrightarrow> f (x + y) = f x + f y"
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  by (metis linear_iff)
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lemma linear_sub: "linear f \<Longrightarrow> f (x - y) = f x - f y"
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  using linear_add [of f x "- y"] by (simp add: linear_neg)
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lemma linear_setsum:
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  assumes lin: "linear f"
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    and fin: "finite S"
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  shows "f (setsum g S) = setsum (f \<circ> g) S"
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  using fin
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proof induct
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  case empty
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  then show ?case
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    by (simp add: linear_0[OF lin])
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next
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  case (insert x F)
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  have "f (setsum g (insert x F)) = f (g x + setsum g F)"
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    using insert.hyps by simp
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  also have "\<dots> = f (g x) + f (setsum g F)"
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    using linear_add[OF lin] by simp
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  also have "\<dots> = setsum (f \<circ> g) (insert x F)"
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    using insert.hyps by simp
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  finally show ?case .
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qed
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lemma linear_setsum_mul:
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  assumes lin: "linear f"
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    and fin: "finite S"
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  shows "f (setsum (\<lambda>i. c i *\<^sub>R v i) S) = setsum (\<lambda>i. c i *\<^sub>R f (v i)) S"
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   305
  using linear_setsum[OF lin fin, of "\<lambda>i. c i *\<^sub>R v i" , unfolded o_def] linear_cmul[OF lin]
wenzelm@49522
   306
  by simp
huffman@44133
   307
huffman@44133
   308
lemma linear_injective_0:
wenzelm@53406
   309
  assumes lin: "linear f"
huffman@44133
   310
  shows "inj f \<longleftrightarrow> (\<forall>x. f x = 0 \<longrightarrow> x = 0)"
wenzelm@49663
   311
proof -
wenzelm@53406
   312
  have "inj f \<longleftrightarrow> (\<forall> x y. f x = f y \<longrightarrow> x = y)"
wenzelm@53406
   313
    by (simp add: inj_on_def)
wenzelm@53406
   314
  also have "\<dots> \<longleftrightarrow> (\<forall> x y. f x - f y = 0 \<longrightarrow> x - y = 0)"
wenzelm@53406
   315
    by simp
huffman@44133
   316
  also have "\<dots> \<longleftrightarrow> (\<forall> x y. f (x - y) = 0 \<longrightarrow> x - y = 0)"
wenzelm@53406
   317
    by (simp add: linear_sub[OF lin])
wenzelm@53406
   318
  also have "\<dots> \<longleftrightarrow> (\<forall> x. f x = 0 \<longrightarrow> x = 0)"
wenzelm@53406
   319
    by auto
huffman@44133
   320
  finally show ?thesis .
huffman@44133
   321
qed
huffman@44133
   322
wenzelm@49522
   323
wenzelm@49522
   324
subsection {* Bilinear functions. *}
huffman@44133
   325
wenzelm@53406
   326
definition "bilinear f \<longleftrightarrow> (\<forall>x. linear (\<lambda>y. f x y)) \<and> (\<forall>y. linear (\<lambda>x. f x y))"
wenzelm@53406
   327
wenzelm@53406
   328
lemma bilinear_ladd: "bilinear h \<Longrightarrow> h (x + y) z = h x z + h y z"
huffman@53600
   329
  by (simp add: bilinear_def linear_iff)
wenzelm@49663
   330
wenzelm@53406
   331
lemma bilinear_radd: "bilinear h \<Longrightarrow> h x (y + z) = h x y + h x z"
huffman@53600
   332
  by (simp add: bilinear_def linear_iff)
huffman@44133
   333
wenzelm@53406
   334
lemma bilinear_lmul: "bilinear h \<Longrightarrow> h (c *\<^sub>R x) y = c *\<^sub>R h x y"
huffman@53600
   335
  by (simp add: bilinear_def linear_iff)
huffman@44133
   336
wenzelm@53406
   337
lemma bilinear_rmul: "bilinear h \<Longrightarrow> h x (c *\<^sub>R y) = c *\<^sub>R h x y"
huffman@53600
   338
  by (simp add: bilinear_def linear_iff)
huffman@44133
   339
wenzelm@53406
   340
lemma bilinear_lneg: "bilinear h \<Longrightarrow> h (- x) y = - h x y"
haftmann@54489
   341
  by (drule bilinear_lmul [of _ "- 1"]) simp
huffman@44133
   342
wenzelm@53406
   343
lemma bilinear_rneg: "bilinear h \<Longrightarrow> h x (- y) = - h x y"
haftmann@54489
   344
  by (drule bilinear_rmul [of _ _ "- 1"]) simp
huffman@44133
   345
wenzelm@53406
   346
lemma (in ab_group_add) eq_add_iff: "x = x + y \<longleftrightarrow> y = 0"
huffman@44133
   347
  using add_imp_eq[of x y 0] by auto
huffman@44133
   348
wenzelm@53406
   349
lemma bilinear_lzero:
wenzelm@53406
   350
  assumes "bilinear h"
wenzelm@53406
   351
  shows "h 0 x = 0"
wenzelm@49663
   352
  using bilinear_ladd [OF assms, of 0 0 x] by (simp add: eq_add_iff field_simps)
wenzelm@49663
   353
wenzelm@53406
   354
lemma bilinear_rzero:
wenzelm@53406
   355
  assumes "bilinear h"
wenzelm@53406
   356
  shows "h x 0 = 0"
wenzelm@49663
   357
  using bilinear_radd [OF assms, of x 0 0 ] by (simp add: eq_add_iff field_simps)
huffman@44133
   358
wenzelm@53406
   359
lemma bilinear_lsub: "bilinear h \<Longrightarrow> h (x - y) z = h x z - h y z"
haftmann@54230
   360
  using bilinear_ladd [of h x "- y"] by (simp add: bilinear_lneg)
huffman@44133
   361
wenzelm@53406
   362
lemma bilinear_rsub: "bilinear h \<Longrightarrow> h z (x - y) = h z x - h z y"
haftmann@54230
   363
  using bilinear_radd [of h _ x "- y"] by (simp add: bilinear_rneg)
huffman@44133
   364
huffman@44133
   365
lemma bilinear_setsum:
wenzelm@49663
   366
  assumes bh: "bilinear h"
wenzelm@49663
   367
    and fS: "finite S"
wenzelm@49663
   368
    and fT: "finite T"
huffman@44133
   369
  shows "h (setsum f S) (setsum g T) = setsum (\<lambda>(i,j). h (f i) (g j)) (S \<times> T) "
wenzelm@49522
   370
proof -
huffman@44133
   371
  have "h (setsum f S) (setsum g T) = setsum (\<lambda>x. h (f x) (setsum g T)) S"
huffman@44133
   372
    apply (rule linear_setsum[unfolded o_def])
wenzelm@53406
   373
    using bh fS
wenzelm@53406
   374
    apply (auto simp add: bilinear_def)
wenzelm@49522
   375
    done
huffman@44133
   376
  also have "\<dots> = setsum (\<lambda>x. setsum (\<lambda>y. h (f x) (g y)) T) S"
huffman@44133
   377
    apply (rule setsum_cong, simp)
huffman@44133
   378
    apply (rule linear_setsum[unfolded o_def])
wenzelm@49522
   379
    using bh fT
wenzelm@49522
   380
    apply (auto simp add: bilinear_def)
wenzelm@49522
   381
    done
wenzelm@53406
   382
  finally show ?thesis
wenzelm@53406
   383
    unfolding setsum_cartesian_product .
huffman@44133
   384
qed
huffman@44133
   385
wenzelm@49522
   386
wenzelm@49522
   387
subsection {* Adjoints. *}
huffman@44133
   388
huffman@44133
   389
definition "adjoint f = (SOME f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y)"
huffman@44133
   390
huffman@44133
   391
lemma adjoint_unique:
huffman@44133
   392
  assumes "\<forall>x y. inner (f x) y = inner x (g y)"
huffman@44133
   393
  shows "adjoint f = g"
wenzelm@49522
   394
  unfolding adjoint_def
huffman@44133
   395
proof (rule some_equality)
wenzelm@53406
   396
  show "\<forall>x y. inner (f x) y = inner x (g y)"
wenzelm@53406
   397
    by (rule assms)
huffman@44133
   398
next
wenzelm@53406
   399
  fix h
wenzelm@53406
   400
  assume "\<forall>x y. inner (f x) y = inner x (h y)"
wenzelm@53406
   401
  then have "\<forall>x y. inner x (g y) = inner x (h y)"
wenzelm@53406
   402
    using assms by simp
wenzelm@53406
   403
  then have "\<forall>x y. inner x (g y - h y) = 0"
wenzelm@53406
   404
    by (simp add: inner_diff_right)
wenzelm@53406
   405
  then have "\<forall>y. inner (g y - h y) (g y - h y) = 0"
wenzelm@53406
   406
    by simp
wenzelm@53406
   407
  then have "\<forall>y. h y = g y"
wenzelm@53406
   408
    by simp
wenzelm@49652
   409
  then show "h = g" by (simp add: ext)
huffman@44133
   410
qed
huffman@44133
   411
hoelzl@50526
   412
text {* TODO: The following lemmas about adjoints should hold for any
hoelzl@50526
   413
Hilbert space (i.e. complete inner product space).
wenzelm@54703
   414
(see @{url "http://en.wikipedia.org/wiki/Hermitian_adjoint"})
hoelzl@50526
   415
*}
hoelzl@50526
   416
hoelzl@50526
   417
lemma adjoint_works:
hoelzl@50526
   418
  fixes f:: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
hoelzl@50526
   419
  assumes lf: "linear f"
hoelzl@50526
   420
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
hoelzl@50526
   421
proof -
hoelzl@50526
   422
  have "\<forall>y. \<exists>w. \<forall>x. f x \<bullet> y = x \<bullet> w"
hoelzl@50526
   423
  proof (intro allI exI)
hoelzl@50526
   424
    fix y :: "'m" and x
hoelzl@50526
   425
    let ?w = "(\<Sum>i\<in>Basis. (f i \<bullet> y) *\<^sub>R i) :: 'n"
hoelzl@50526
   426
    have "f x \<bullet> y = f (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i) \<bullet> y"
hoelzl@50526
   427
      by (simp add: euclidean_representation)
hoelzl@50526
   428
    also have "\<dots> = (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R f i) \<bullet> y"
hoelzl@50526
   429
      unfolding linear_setsum[OF lf finite_Basis]
hoelzl@50526
   430
      by (simp add: linear_cmul[OF lf])
hoelzl@50526
   431
    finally show "f x \<bullet> y = x \<bullet> ?w"
wenzelm@53406
   432
      by (simp add: inner_setsum_left inner_setsum_right mult_commute)
hoelzl@50526
   433
  qed
hoelzl@50526
   434
  then show ?thesis
hoelzl@50526
   435
    unfolding adjoint_def choice_iff
hoelzl@50526
   436
    by (intro someI2_ex[where Q="\<lambda>f'. x \<bullet> f' y = f x \<bullet> y"]) auto
hoelzl@50526
   437
qed
hoelzl@50526
   438
hoelzl@50526
   439
lemma adjoint_clauses:
hoelzl@50526
   440
  fixes f:: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
hoelzl@50526
   441
  assumes lf: "linear f"
hoelzl@50526
   442
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
hoelzl@50526
   443
    and "adjoint f y \<bullet> x = y \<bullet> f x"
hoelzl@50526
   444
  by (simp_all add: adjoint_works[OF lf] inner_commute)
hoelzl@50526
   445
hoelzl@50526
   446
lemma adjoint_linear:
hoelzl@50526
   447
  fixes f:: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
hoelzl@50526
   448
  assumes lf: "linear f"
hoelzl@50526
   449
  shows "linear (adjoint f)"
huffman@53600
   450
  by (simp add: lf linear_iff euclidean_eq_iff[where 'a='n] euclidean_eq_iff[where 'a='m]
huffman@53939
   451
    adjoint_clauses[OF lf] inner_distrib)
hoelzl@50526
   452
hoelzl@50526
   453
lemma adjoint_adjoint:
hoelzl@50526
   454
  fixes f:: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
hoelzl@50526
   455
  assumes lf: "linear f"
hoelzl@50526
   456
  shows "adjoint (adjoint f) = f"
hoelzl@50526
   457
  by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])
hoelzl@50526
   458
wenzelm@53406
   459
wenzelm@49522
   460
subsection {* Interlude: Some properties of real sets *}
huffman@44133
   461
wenzelm@53406
   462
lemma seq_mono_lemma:
wenzelm@53406
   463
  assumes "\<forall>(n::nat) \<ge> m. (d n :: real) < e n"
wenzelm@53406
   464
    and "\<forall>n \<ge> m. e n \<le> e m"
huffman@44133
   465
  shows "\<forall>n \<ge> m. d n < e m"
wenzelm@53406
   466
  using assms
wenzelm@53406
   467
  apply auto
huffman@44133
   468
  apply (erule_tac x="n" in allE)
huffman@44133
   469
  apply (erule_tac x="n" in allE)
huffman@44133
   470
  apply auto
huffman@44133
   471
  done
huffman@44133
   472
wenzelm@53406
   473
lemma infinite_enumerate:
wenzelm@53406
   474
  assumes fS: "infinite S"
huffman@44133
   475
  shows "\<exists>r. subseq r \<and> (\<forall>n. r n \<in> S)"
wenzelm@49525
   476
  unfolding subseq_def
wenzelm@49525
   477
  using enumerate_in_set[OF fS] enumerate_mono[of _ _ S] fS by auto
huffman@44133
   478
huffman@44133
   479
lemma approachable_lt_le: "(\<exists>(d::real)>0. \<forall>x. f x < d \<longrightarrow> P x) \<longleftrightarrow> (\<exists>d>0. \<forall>x. f x \<le> d \<longrightarrow> P x)"
wenzelm@49522
   480
  apply auto
wenzelm@49522
   481
  apply (rule_tac x="d/2" in exI)
wenzelm@49522
   482
  apply auto
wenzelm@49522
   483
  done
huffman@44133
   484
huffman@44133
   485
lemma triangle_lemma:
wenzelm@53406
   486
  fixes x y z :: real
wenzelm@53406
   487
  assumes x: "0 \<le> x"
wenzelm@53406
   488
    and y: "0 \<le> y"
wenzelm@53406
   489
    and z: "0 \<le> z"
wenzelm@53406
   490
    and xy: "x\<^sup>2 \<le> y\<^sup>2 + z\<^sup>2"
wenzelm@53406
   491
  shows "x \<le> y + z"
wenzelm@49522
   492
proof -
wenzelm@53406
   493
  have "y\<^sup>2 + z\<^sup>2 \<le> y\<^sup>2 + 2 *y * z + z\<^sup>2"
wenzelm@53406
   494
    using z y by (simp add: mult_nonneg_nonneg)
wenzelm@53406
   495
  with xy have th: "x\<^sup>2 \<le> (y + z)\<^sup>2"
wenzelm@53406
   496
    by (simp add: power2_eq_square field_simps)
wenzelm@53406
   497
  from y z have yz: "y + z \<ge> 0"
wenzelm@53406
   498
    by arith
huffman@44133
   499
  from power2_le_imp_le[OF th yz] show ?thesis .
huffman@44133
   500
qed
huffman@44133
   501
wenzelm@49522
   502
huffman@44133
   503
subsection {* A generic notion of "hull" (convex, affine, conic hull and closure). *}
huffman@44133
   504
wenzelm@53406
   505
definition hull :: "('a set \<Rightarrow> bool) \<Rightarrow> 'a set \<Rightarrow> 'a set"  (infixl "hull" 75)
wenzelm@53406
   506
  where "S hull s = \<Inter>{t. S t \<and> s \<subseteq> t}"
huffman@44170
   507
huffman@44170
   508
lemma hull_same: "S s \<Longrightarrow> S hull s = s"
huffman@44133
   509
  unfolding hull_def by auto
huffman@44133
   510
wenzelm@53406
   511
lemma hull_in: "(\<And>T. Ball T S \<Longrightarrow> S (\<Inter>T)) \<Longrightarrow> S (S hull s)"
wenzelm@49522
   512
  unfolding hull_def Ball_def by auto
huffman@44170
   513
wenzelm@53406
   514
lemma hull_eq: "(\<And>T. Ball T S \<Longrightarrow> S (\<Inter>T)) \<Longrightarrow> (S hull s) = s \<longleftrightarrow> S s"
wenzelm@49522
   515
  using hull_same[of S s] hull_in[of S s] by metis
huffman@44133
   516
huffman@44133
   517
lemma hull_hull: "S hull (S hull s) = S hull s"
huffman@44133
   518
  unfolding hull_def by blast
huffman@44133
   519
huffman@44133
   520
lemma hull_subset[intro]: "s \<subseteq> (S hull s)"
huffman@44133
   521
  unfolding hull_def by blast
huffman@44133
   522
wenzelm@53406
   523
lemma hull_mono: "s \<subseteq> t \<Longrightarrow> (S hull s) \<subseteq> (S hull t)"
huffman@44133
   524
  unfolding hull_def by blast
huffman@44133
   525
wenzelm@53406
   526
lemma hull_antimono: "\<forall>x. S x \<longrightarrow> T x \<Longrightarrow> (T hull s) \<subseteq> (S hull s)"
huffman@44133
   527
  unfolding hull_def by blast
huffman@44133
   528
wenzelm@53406
   529
lemma hull_minimal: "s \<subseteq> t \<Longrightarrow> S t \<Longrightarrow> (S hull s) \<subseteq> t"
huffman@44133
   530
  unfolding hull_def by blast
huffman@44133
   531
wenzelm@53406
   532
lemma subset_hull: "S t \<Longrightarrow> S hull s \<subseteq> t \<longleftrightarrow> s \<subseteq> t"
huffman@44133
   533
  unfolding hull_def by blast
huffman@44133
   534
huffman@53596
   535
lemma hull_UNIV: "S hull UNIV = UNIV"
huffman@53596
   536
  unfolding hull_def by auto
huffman@53596
   537
wenzelm@53406
   538
lemma hull_unique: "s \<subseteq> t \<Longrightarrow> S t \<Longrightarrow> (\<And>t'. s \<subseteq> t' \<Longrightarrow> S t' \<Longrightarrow> t \<subseteq> t') \<Longrightarrow> (S hull s = t)"
wenzelm@49652
   539
  unfolding hull_def by auto
huffman@44133
   540
huffman@44133
   541
lemma hull_induct: "(\<And>x. x\<in> S \<Longrightarrow> P x) \<Longrightarrow> Q {x. P x} \<Longrightarrow> \<forall>x\<in> Q hull S. P x"
huffman@44133
   542
  using hull_minimal[of S "{x. P x}" Q]
huffman@44170
   543
  by (auto simp add: subset_eq)
huffman@44133
   544
wenzelm@49522
   545
lemma hull_inc: "x \<in> S \<Longrightarrow> x \<in> P hull S"
wenzelm@49522
   546
  by (metis hull_subset subset_eq)
huffman@44133
   547
huffman@44133
   548
lemma hull_union_subset: "(S hull s) \<union> (S hull t) \<subseteq> (S hull (s \<union> t))"
wenzelm@49522
   549
  unfolding Un_subset_iff by (metis hull_mono Un_upper1 Un_upper2)
wenzelm@49522
   550
wenzelm@49522
   551
lemma hull_union:
wenzelm@53406
   552
  assumes T: "\<And>T. Ball T S \<Longrightarrow> S (\<Inter>T)"
huffman@44133
   553
  shows "S hull (s \<union> t) = S hull (S hull s \<union> S hull t)"
wenzelm@49522
   554
  apply rule
wenzelm@49522
   555
  apply (rule hull_mono)
wenzelm@49522
   556
  unfolding Un_subset_iff
wenzelm@49522
   557
  apply (metis hull_subset Un_upper1 Un_upper2 subset_trans)
wenzelm@49522
   558
  apply (rule hull_minimal)
wenzelm@49522
   559
  apply (metis hull_union_subset)
wenzelm@49522
   560
  apply (metis hull_in T)
wenzelm@49522
   561
  done
huffman@44133
   562
huffman@44133
   563
lemma hull_redundant_eq: "a \<in> (S hull s) \<longleftrightarrow> (S hull (insert a s) = S hull s)"
huffman@44133
   564
  unfolding hull_def by blast
huffman@44133
   565
wenzelm@53406
   566
lemma hull_redundant: "a \<in> (S hull s) \<Longrightarrow> (S hull (insert a s) = S hull s)"
wenzelm@49522
   567
  by (metis hull_redundant_eq)
wenzelm@49522
   568
huffman@44133
   569
huffman@44666
   570
subsection {* Archimedean properties and useful consequences *}
huffman@44133
   571
wenzelm@53406
   572
lemma real_arch_simple: "\<exists>n. x \<le> real (n::nat)"
huffman@44666
   573
  unfolding real_of_nat_def by (rule ex_le_of_nat)
huffman@44133
   574
huffman@44133
   575
lemma real_arch_inv: "0 < e \<longleftrightarrow> (\<exists>n::nat. n \<noteq> 0 \<and> 0 < inverse (real n) \<and> inverse (real n) < e)"
huffman@44133
   576
  using reals_Archimedean
huffman@44133
   577
  apply (auto simp add: field_simps)
huffman@44133
   578
  apply (subgoal_tac "inverse (real n) > 0")
huffman@44133
   579
  apply arith
huffman@44133
   580
  apply simp
huffman@44133
   581
  done
huffman@44133
   582
wenzelm@53406
   583
lemma real_pow_lbound: "0 \<le> x \<Longrightarrow> 1 + real n * x \<le> (1 + x) ^ n"
wenzelm@49522
   584
proof (induct n)
wenzelm@49522
   585
  case 0
wenzelm@49522
   586
  then show ?case by simp
huffman@44133
   587
next
huffman@44133
   588
  case (Suc n)
wenzelm@53406
   589
  then have h: "1 + real n * x \<le> (1 + x) ^ n"
wenzelm@53406
   590
    by simp
wenzelm@53406
   591
  from h have p: "1 \<le> (1 + x) ^ n"
wenzelm@53406
   592
    using Suc.prems by simp
wenzelm@53406
   593
  from h have "1 + real n * x + x \<le> (1 + x) ^ n + x"
wenzelm@53406
   594
    by simp
wenzelm@53406
   595
  also have "\<dots> \<le> (1 + x) ^ Suc n"
wenzelm@53406
   596
    apply (subst diff_le_0_iff_le[symmetric])
huffman@44133
   597
    apply (simp add: field_simps)
wenzelm@53406
   598
    using mult_left_mono[OF p Suc.prems]
wenzelm@53406
   599
    apply simp
wenzelm@49522
   600
    done
wenzelm@53406
   601
  finally show ?case
wenzelm@53406
   602
    by (simp add: real_of_nat_Suc field_simps)
huffman@44133
   603
qed
huffman@44133
   604
wenzelm@53406
   605
lemma real_arch_pow:
wenzelm@53406
   606
  fixes x :: real
wenzelm@53406
   607
  assumes x: "1 < x"
wenzelm@53406
   608
  shows "\<exists>n. y < x^n"
wenzelm@49522
   609
proof -
wenzelm@53406
   610
  from x have x0: "x - 1 > 0"
wenzelm@53406
   611
    by arith
huffman@44666
   612
  from reals_Archimedean3[OF x0, rule_format, of y]
wenzelm@53406
   613
  obtain n :: nat where n: "y < real n * (x - 1)" by metis
huffman@44133
   614
  from x0 have x00: "x- 1 \<ge> 0" by arith
huffman@44133
   615
  from real_pow_lbound[OF x00, of n] n
huffman@44133
   616
  have "y < x^n" by auto
huffman@44133
   617
  then show ?thesis by metis
huffman@44133
   618
qed
huffman@44133
   619
wenzelm@53406
   620
lemma real_arch_pow2:
wenzelm@53406
   621
  fixes x :: real
wenzelm@53406
   622
  shows "\<exists>n. x < 2^ n"
huffman@44133
   623
  using real_arch_pow[of 2 x] by simp
huffman@44133
   624
wenzelm@49522
   625
lemma real_arch_pow_inv:
wenzelm@53406
   626
  fixes x y :: real
wenzelm@53406
   627
  assumes y: "y > 0"
wenzelm@53406
   628
    and x1: "x < 1"
huffman@44133
   629
  shows "\<exists>n. x^n < y"
wenzelm@53406
   630
proof (cases "x > 0")
wenzelm@53406
   631
  case True
wenzelm@53406
   632
  with x1 have ix: "1 < 1/x" by (simp add: field_simps)
wenzelm@53406
   633
  from real_arch_pow[OF ix, of "1/y"]
wenzelm@53406
   634
  obtain n where n: "1/y < (1/x)^n" by blast
wenzelm@53406
   635
  then show ?thesis using y `x > 0`
wenzelm@53406
   636
    by (auto simp add: field_simps power_divide)
wenzelm@53406
   637
next
wenzelm@53406
   638
  case False
wenzelm@53406
   639
  with y x1 show ?thesis
wenzelm@53406
   640
    apply auto
wenzelm@53406
   641
    apply (rule exI[where x=1])
wenzelm@53406
   642
    apply auto
wenzelm@53406
   643
    done
huffman@44133
   644
qed
huffman@44133
   645
wenzelm@49522
   646
lemma forall_pos_mono:
wenzelm@53406
   647
  "(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
wenzelm@53406
   648
    (\<And>n::nat. n \<noteq> 0 \<Longrightarrow> P (inverse (real n))) \<Longrightarrow> (\<And>e. 0 < e \<Longrightarrow> P e)"
huffman@44133
   649
  by (metis real_arch_inv)
huffman@44133
   650
wenzelm@49522
   651
lemma forall_pos_mono_1:
wenzelm@53406
   652
  "(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
wenzelm@53716
   653
    (\<And>n. P (inverse (real (Suc n)))) \<Longrightarrow> 0 < e \<Longrightarrow> P e"
huffman@44133
   654
  apply (rule forall_pos_mono)
huffman@44133
   655
  apply auto
huffman@44133
   656
  apply (atomize)
huffman@44133
   657
  apply (erule_tac x="n - 1" in allE)
huffman@44133
   658
  apply auto
huffman@44133
   659
  done
huffman@44133
   660
wenzelm@49522
   661
lemma real_archimedian_rdiv_eq_0:
wenzelm@53406
   662
  assumes x0: "x \<ge> 0"
wenzelm@53406
   663
    and c: "c \<ge> 0"
wenzelm@53406
   664
    and xc: "\<forall>(m::nat)>0. real m * x \<le> c"
huffman@44133
   665
  shows "x = 0"
wenzelm@53406
   666
proof (rule ccontr)
wenzelm@53406
   667
  assume "x \<noteq> 0"
wenzelm@53406
   668
  with x0 have xp: "x > 0" by arith
wenzelm@53406
   669
  from reals_Archimedean3[OF xp, rule_format, of c]
wenzelm@53406
   670
  obtain n :: nat where n: "c < real n * x"
wenzelm@53406
   671
    by blast
wenzelm@53406
   672
  with xc[rule_format, of n] have "n = 0"
wenzelm@53406
   673
    by arith
wenzelm@53406
   674
  with n c show False
wenzelm@53406
   675
    by simp
huffman@44133
   676
qed
huffman@44133
   677
wenzelm@49522
   678
huffman@44133
   679
subsection{* A bit of linear algebra. *}
huffman@44133
   680
wenzelm@49522
   681
definition (in real_vector) subspace :: "'a set \<Rightarrow> bool"
wenzelm@49522
   682
  where "subspace S \<longleftrightarrow> 0 \<in> S \<and> (\<forall>x\<in> S. \<forall>y \<in>S. x + y \<in> S) \<and> (\<forall>c. \<forall>x \<in>S. c *\<^sub>R x \<in>S )"
huffman@44133
   683
huffman@44133
   684
definition (in real_vector) "span S = (subspace hull S)"
wenzelm@53716
   685
definition (in real_vector) "dependent S \<longleftrightarrow> (\<exists>a \<in> S. a \<in> span (S - {a}))"
wenzelm@53406
   686
abbreviation (in real_vector) "independent s \<equiv> \<not> dependent s"
huffman@44133
   687
huffman@44133
   688
text {* Closure properties of subspaces. *}
huffman@44133
   689
wenzelm@53406
   690
lemma subspace_UNIV[simp]: "subspace UNIV"
wenzelm@53406
   691
  by (simp add: subspace_def)
wenzelm@53406
   692
wenzelm@53406
   693
lemma (in real_vector) subspace_0: "subspace S \<Longrightarrow> 0 \<in> S"
wenzelm@53406
   694
  by (metis subspace_def)
wenzelm@53406
   695
wenzelm@53406
   696
lemma (in real_vector) subspace_add: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> y \<in> S \<Longrightarrow> x + y \<in> S"
huffman@44133
   697
  by (metis subspace_def)
huffman@44133
   698
huffman@44133
   699
lemma (in real_vector) subspace_mul: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> c *\<^sub>R x \<in> S"
huffman@44133
   700
  by (metis subspace_def)
huffman@44133
   701
huffman@44133
   702
lemma subspace_neg: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> - x \<in> S"
huffman@44133
   703
  by (metis scaleR_minus1_left subspace_mul)
huffman@44133
   704
huffman@44133
   705
lemma subspace_sub: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> y \<in> S \<Longrightarrow> x - y \<in> S"
haftmann@54230
   706
  using subspace_add [of S x "- y"] by (simp add: subspace_neg)
huffman@44133
   707
huffman@44133
   708
lemma (in real_vector) subspace_setsum:
wenzelm@53406
   709
  assumes sA: "subspace A"
wenzelm@53406
   710
    and fB: "finite B"
wenzelm@49522
   711
    and f: "\<forall>x\<in> B. f x \<in> A"
huffman@44133
   712
  shows "setsum f B \<in> A"
huffman@44133
   713
  using  fB f sA
wenzelm@49522
   714
  by (induct rule: finite_induct[OF fB])
wenzelm@49522
   715
    (simp add: subspace_def sA, auto simp add: sA subspace_add)
huffman@44133
   716
huffman@44133
   717
lemma subspace_linear_image:
wenzelm@53406
   718
  assumes lf: "linear f"
wenzelm@53406
   719
    and sS: "subspace S"
wenzelm@53406
   720
  shows "subspace (f ` S)"
huffman@44133
   721
  using lf sS linear_0[OF lf]
huffman@53600
   722
  unfolding linear_iff subspace_def
huffman@44133
   723
  apply (auto simp add: image_iff)
wenzelm@53406
   724
  apply (rule_tac x="x + y" in bexI)
wenzelm@53406
   725
  apply auto
wenzelm@53406
   726
  apply (rule_tac x="c *\<^sub>R x" in bexI)
wenzelm@53406
   727
  apply auto
huffman@44133
   728
  done
huffman@44133
   729
huffman@44521
   730
lemma subspace_linear_vimage: "linear f \<Longrightarrow> subspace S \<Longrightarrow> subspace (f -` S)"
huffman@53600
   731
  by (auto simp add: subspace_def linear_iff linear_0[of f])
huffman@44521
   732
wenzelm@53406
   733
lemma subspace_linear_preimage: "linear f \<Longrightarrow> subspace S \<Longrightarrow> subspace {x. f x \<in> S}"
huffman@53600
   734
  by (auto simp add: subspace_def linear_iff linear_0[of f])
huffman@44133
   735
huffman@44133
   736
lemma subspace_trivial: "subspace {0}"
huffman@44133
   737
  by (simp add: subspace_def)
huffman@44133
   738
wenzelm@53406
   739
lemma (in real_vector) subspace_inter: "subspace A \<Longrightarrow> subspace B \<Longrightarrow> subspace (A \<inter> B)"
huffman@44133
   740
  by (simp add: subspace_def)
huffman@44133
   741
wenzelm@53406
   742
lemma subspace_Times: "subspace A \<Longrightarrow> subspace B \<Longrightarrow> subspace (A \<times> B)"
huffman@44521
   743
  unfolding subspace_def zero_prod_def by simp
huffman@44521
   744
huffman@44521
   745
text {* Properties of span. *}
huffman@44521
   746
wenzelm@53406
   747
lemma (in real_vector) span_mono: "A \<subseteq> B \<Longrightarrow> span A \<subseteq> span B"
huffman@44133
   748
  by (metis span_def hull_mono)
huffman@44133
   749
wenzelm@53406
   750
lemma (in real_vector) subspace_span: "subspace (span S)"
huffman@44133
   751
  unfolding span_def
huffman@44170
   752
  apply (rule hull_in)
huffman@44133
   753
  apply (simp only: subspace_def Inter_iff Int_iff subset_eq)
huffman@44133
   754
  apply auto
huffman@44133
   755
  done
huffman@44133
   756
huffman@44133
   757
lemma (in real_vector) span_clauses:
wenzelm@53406
   758
  "a \<in> S \<Longrightarrow> a \<in> span S"
huffman@44133
   759
  "0 \<in> span S"
wenzelm@53406
   760
  "x\<in> span S \<Longrightarrow> y \<in> span S \<Longrightarrow> x + y \<in> span S"
huffman@44133
   761
  "x \<in> span S \<Longrightarrow> c *\<^sub>R x \<in> span S"
wenzelm@53406
   762
  by (metis span_def hull_subset subset_eq) (metis subspace_span subspace_def)+
huffman@44133
   763
huffman@44521
   764
lemma span_unique:
wenzelm@49522
   765
  "S \<subseteq> T \<Longrightarrow> subspace T \<Longrightarrow> (\<And>T'. S \<subseteq> T' \<Longrightarrow> subspace T' \<Longrightarrow> T \<subseteq> T') \<Longrightarrow> span S = T"
huffman@44521
   766
  unfolding span_def by (rule hull_unique)
huffman@44521
   767
huffman@44521
   768
lemma span_minimal: "S \<subseteq> T \<Longrightarrow> subspace T \<Longrightarrow> span S \<subseteq> T"
huffman@44521
   769
  unfolding span_def by (rule hull_minimal)
huffman@44521
   770
huffman@44521
   771
lemma (in real_vector) span_induct:
wenzelm@49522
   772
  assumes x: "x \<in> span S"
wenzelm@49522
   773
    and P: "subspace P"
wenzelm@53406
   774
    and SP: "\<And>x. x \<in> S \<Longrightarrow> x \<in> P"
huffman@44521
   775
  shows "x \<in> P"
wenzelm@49522
   776
proof -
wenzelm@53406
   777
  from SP have SP': "S \<subseteq> P"
wenzelm@53406
   778
    by (simp add: subset_eq)
huffman@44170
   779
  from x hull_minimal[where S=subspace, OF SP' P, unfolded span_def[symmetric]]
wenzelm@53406
   780
  show "x \<in> P"
wenzelm@53406
   781
    by (metis subset_eq)
huffman@44133
   782
qed
huffman@44133
   783
huffman@44133
   784
lemma span_empty[simp]: "span {} = {0}"
huffman@44133
   785
  apply (simp add: span_def)
huffman@44133
   786
  apply (rule hull_unique)
huffman@44170
   787
  apply (auto simp add: subspace_def)
huffman@44133
   788
  done
huffman@44133
   789
huffman@44133
   790
lemma (in real_vector) independent_empty[intro]: "independent {}"
huffman@44133
   791
  by (simp add: dependent_def)
huffman@44133
   792
wenzelm@49522
   793
lemma dependent_single[simp]: "dependent {x} \<longleftrightarrow> x = 0"
huffman@44133
   794
  unfolding dependent_def by auto
huffman@44133
   795
wenzelm@53406
   796
lemma (in real_vector) independent_mono: "independent A \<Longrightarrow> B \<subseteq> A \<Longrightarrow> independent B"
huffman@44133
   797
  apply (clarsimp simp add: dependent_def span_mono)
huffman@44133
   798
  apply (subgoal_tac "span (B - {a}) \<le> span (A - {a})")
huffman@44133
   799
  apply force
huffman@44133
   800
  apply (rule span_mono)
huffman@44133
   801
  apply auto
huffman@44133
   802
  done
huffman@44133
   803
huffman@44133
   804
lemma (in real_vector) span_subspace: "A \<subseteq> B \<Longrightarrow> B \<le> span A \<Longrightarrow>  subspace B \<Longrightarrow> span A = B"
huffman@44170
   805
  by (metis order_antisym span_def hull_minimal)
huffman@44133
   806
wenzelm@49711
   807
lemma (in real_vector) span_induct':
wenzelm@49711
   808
  assumes SP: "\<forall>x \<in> S. P x"
wenzelm@49711
   809
    and P: "subspace {x. P x}"
wenzelm@49711
   810
  shows "\<forall>x \<in> span S. P x"
huffman@44133
   811
  using span_induct SP P by blast
huffman@44133
   812
huffman@44170
   813
inductive_set (in real_vector) span_induct_alt_help for S:: "'a set"
wenzelm@53406
   814
where
huffman@44170
   815
  span_induct_alt_help_0: "0 \<in> span_induct_alt_help S"
wenzelm@49522
   816
| span_induct_alt_help_S:
wenzelm@53406
   817
    "x \<in> S \<Longrightarrow> z \<in> span_induct_alt_help S \<Longrightarrow>
wenzelm@53406
   818
      (c *\<^sub>R x + z) \<in> span_induct_alt_help S"
huffman@44133
   819
huffman@44133
   820
lemma span_induct_alt':
wenzelm@53406
   821
  assumes h0: "h 0"
wenzelm@53406
   822
    and hS: "\<And>c x y. x \<in> S \<Longrightarrow> h y \<Longrightarrow> h (c *\<^sub>R x + y)"
wenzelm@49522
   823
  shows "\<forall>x \<in> span S. h x"
wenzelm@49522
   824
proof -
wenzelm@53406
   825
  {
wenzelm@53406
   826
    fix x :: 'a
wenzelm@53406
   827
    assume x: "x \<in> span_induct_alt_help S"
huffman@44133
   828
    have "h x"
huffman@44133
   829
      apply (rule span_induct_alt_help.induct[OF x])
huffman@44133
   830
      apply (rule h0)
wenzelm@53406
   831
      apply (rule hS)
wenzelm@53406
   832
      apply assumption
wenzelm@53406
   833
      apply assumption
wenzelm@53406
   834
      done
wenzelm@53406
   835
  }
huffman@44133
   836
  note th0 = this
wenzelm@53406
   837
  {
wenzelm@53406
   838
    fix x
wenzelm@53406
   839
    assume x: "x \<in> span S"
huffman@44170
   840
    have "x \<in> span_induct_alt_help S"
wenzelm@49522
   841
    proof (rule span_induct[where x=x and S=S])
wenzelm@53406
   842
      show "x \<in> span S" by (rule x)
wenzelm@49522
   843
    next
wenzelm@53406
   844
      fix x
wenzelm@53406
   845
      assume xS: "x \<in> S"
wenzelm@53406
   846
      from span_induct_alt_help_S[OF xS span_induct_alt_help_0, of 1]
wenzelm@53406
   847
      show "x \<in> span_induct_alt_help S"
wenzelm@53406
   848
        by simp
wenzelm@49522
   849
    next
wenzelm@49522
   850
      have "0 \<in> span_induct_alt_help S" by (rule span_induct_alt_help_0)
wenzelm@49522
   851
      moreover
wenzelm@53406
   852
      {
wenzelm@53406
   853
        fix x y
wenzelm@49522
   854
        assume h: "x \<in> span_induct_alt_help S" "y \<in> span_induct_alt_help S"
wenzelm@49522
   855
        from h have "(x + y) \<in> span_induct_alt_help S"
wenzelm@49522
   856
          apply (induct rule: span_induct_alt_help.induct)
wenzelm@49522
   857
          apply simp
wenzelm@49522
   858
          unfolding add_assoc
wenzelm@49522
   859
          apply (rule span_induct_alt_help_S)
wenzelm@49522
   860
          apply assumption
wenzelm@49522
   861
          apply simp
wenzelm@53406
   862
          done
wenzelm@53406
   863
      }
wenzelm@49522
   864
      moreover
wenzelm@53406
   865
      {
wenzelm@53406
   866
        fix c x
wenzelm@49522
   867
        assume xt: "x \<in> span_induct_alt_help S"
wenzelm@49522
   868
        then have "(c *\<^sub>R x) \<in> span_induct_alt_help S"
wenzelm@49522
   869
          apply (induct rule: span_induct_alt_help.induct)
wenzelm@49522
   870
          apply (simp add: span_induct_alt_help_0)
wenzelm@49522
   871
          apply (simp add: scaleR_right_distrib)
wenzelm@49522
   872
          apply (rule span_induct_alt_help_S)
wenzelm@49522
   873
          apply assumption
wenzelm@49522
   874
          apply simp
wenzelm@49522
   875
          done }
wenzelm@53406
   876
      ultimately show "subspace (span_induct_alt_help S)"
wenzelm@49522
   877
        unfolding subspace_def Ball_def by blast
wenzelm@53406
   878
    qed
wenzelm@53406
   879
  }
huffman@44133
   880
  with th0 show ?thesis by blast
huffman@44133
   881
qed
huffman@44133
   882
huffman@44133
   883
lemma span_induct_alt:
wenzelm@53406
   884
  assumes h0: "h 0"
wenzelm@53406
   885
    and hS: "\<And>c x y. x \<in> S \<Longrightarrow> h y \<Longrightarrow> h (c *\<^sub>R x + y)"
wenzelm@53406
   886
    and x: "x \<in> span S"
huffman@44133
   887
  shows "h x"
wenzelm@49522
   888
  using span_induct_alt'[of h S] h0 hS x by blast
huffman@44133
   889
huffman@44133
   890
text {* Individual closure properties. *}
huffman@44133
   891
huffman@44133
   892
lemma span_span: "span (span A) = span A"
huffman@44133
   893
  unfolding span_def hull_hull ..
huffman@44133
   894
wenzelm@53406
   895
lemma (in real_vector) span_superset: "x \<in> S \<Longrightarrow> x \<in> span S"
wenzelm@53406
   896
  by (metis span_clauses(1))
wenzelm@53406
   897
wenzelm@53406
   898
lemma (in real_vector) span_0: "0 \<in> span S"
wenzelm@53406
   899
  by (metis subspace_span subspace_0)
huffman@44133
   900
huffman@44133
   901
lemma span_inc: "S \<subseteq> span S"
huffman@44133
   902
  by (metis subset_eq span_superset)
huffman@44133
   903
wenzelm@53406
   904
lemma (in real_vector) dependent_0:
wenzelm@53406
   905
  assumes "0 \<in> A"
wenzelm@53406
   906
  shows "dependent A"
wenzelm@53406
   907
  unfolding dependent_def
wenzelm@53406
   908
  apply (rule_tac x=0 in bexI)
wenzelm@53406
   909
  using assms span_0
wenzelm@53406
   910
  apply auto
wenzelm@53406
   911
  done
wenzelm@53406
   912
wenzelm@53406
   913
lemma (in real_vector) span_add: "x \<in> span S \<Longrightarrow> y \<in> span S \<Longrightarrow> x + y \<in> span S"
huffman@44133
   914
  by (metis subspace_add subspace_span)
huffman@44133
   915
wenzelm@53406
   916
lemma (in real_vector) span_mul: "x \<in> span S \<Longrightarrow> c *\<^sub>R x \<in> span S"
huffman@44133
   917
  by (metis subspace_span subspace_mul)
huffman@44133
   918
wenzelm@53406
   919
lemma span_neg: "x \<in> span S \<Longrightarrow> - x \<in> span S"
huffman@44133
   920
  by (metis subspace_neg subspace_span)
huffman@44133
   921
wenzelm@53406
   922
lemma span_sub: "x \<in> span S \<Longrightarrow> y \<in> span S \<Longrightarrow> x - y \<in> span S"
huffman@44133
   923
  by (metis subspace_span subspace_sub)
huffman@44133
   924
wenzelm@53406
   925
lemma (in real_vector) span_setsum: "finite A \<Longrightarrow> \<forall>x \<in> A. f x \<in> span S \<Longrightarrow> setsum f A \<in> span S"
huffman@44133
   926
  by (rule subspace_setsum, rule subspace_span)
huffman@44133
   927
huffman@44133
   928
lemma span_add_eq: "x \<in> span S \<Longrightarrow> x + y \<in> span S \<longleftrightarrow> y \<in> span S"
huffman@44133
   929
  apply (auto simp only: span_add span_sub)
wenzelm@53406
   930
  apply (subgoal_tac "(x + y) - x \<in> span S")
wenzelm@53406
   931
  apply simp
wenzelm@49522
   932
  apply (simp only: span_add span_sub)
wenzelm@49522
   933
  done
huffman@44133
   934
huffman@44133
   935
text {* Mapping under linear image. *}
huffman@44133
   936
huffman@44521
   937
lemma image_subset_iff_subset_vimage: "f ` A \<subseteq> B \<longleftrightarrow> A \<subseteq> f -` B"
huffman@44521
   938
  by auto (* TODO: move *)
huffman@44521
   939
huffman@44521
   940
lemma span_linear_image:
huffman@44521
   941
  assumes lf: "linear f"
huffman@44133
   942
  shows "span (f ` S) = f ` (span S)"
huffman@44521
   943
proof (rule span_unique)
huffman@44521
   944
  show "f ` S \<subseteq> f ` span S"
huffman@44521
   945
    by (intro image_mono span_inc)
huffman@44521
   946
  show "subspace (f ` span S)"
huffman@44521
   947
    using lf subspace_span by (rule subspace_linear_image)
huffman@44521
   948
next
wenzelm@53406
   949
  fix T
wenzelm@53406
   950
  assume "f ` S \<subseteq> T" and "subspace T"
wenzelm@49522
   951
  then show "f ` span S \<subseteq> T"
huffman@44521
   952
    unfolding image_subset_iff_subset_vimage
huffman@44521
   953
    by (intro span_minimal subspace_linear_vimage lf)
huffman@44521
   954
qed
huffman@44521
   955
huffman@44521
   956
lemma span_union: "span (A \<union> B) = (\<lambda>(a, b). a + b) ` (span A \<times> span B)"
huffman@44521
   957
proof (rule span_unique)
huffman@44521
   958
  show "A \<union> B \<subseteq> (\<lambda>(a, b). a + b) ` (span A \<times> span B)"
huffman@44521
   959
    by safe (force intro: span_clauses)+
huffman@44521
   960
next
huffman@44521
   961
  have "linear (\<lambda>(a, b). a + b)"
huffman@53600
   962
    by (simp add: linear_iff scaleR_add_right)
huffman@44521
   963
  moreover have "subspace (span A \<times> span B)"
huffman@44521
   964
    by (intro subspace_Times subspace_span)
huffman@44521
   965
  ultimately show "subspace ((\<lambda>(a, b). a + b) ` (span A \<times> span B))"
huffman@44521
   966
    by (rule subspace_linear_image)
huffman@44521
   967
next
wenzelm@49711
   968
  fix T
wenzelm@49711
   969
  assume "A \<union> B \<subseteq> T" and "subspace T"
wenzelm@49522
   970
  then show "(\<lambda>(a, b). a + b) ` (span A \<times> span B) \<subseteq> T"
huffman@44521
   971
    by (auto intro!: subspace_add elim: span_induct)
huffman@44133
   972
qed
huffman@44133
   973
huffman@44133
   974
text {* The key breakdown property. *}
huffman@44133
   975
huffman@44521
   976
lemma span_singleton: "span {x} = range (\<lambda>k. k *\<^sub>R x)"
huffman@44521
   977
proof (rule span_unique)
huffman@44521
   978
  show "{x} \<subseteq> range (\<lambda>k. k *\<^sub>R x)"
huffman@44521
   979
    by (fast intro: scaleR_one [symmetric])
huffman@44521
   980
  show "subspace (range (\<lambda>k. k *\<^sub>R x))"
huffman@44521
   981
    unfolding subspace_def
huffman@44521
   982
    by (auto intro: scaleR_add_left [symmetric])
wenzelm@53406
   983
next
wenzelm@53406
   984
  fix T
wenzelm@53406
   985
  assume "{x} \<subseteq> T" and "subspace T"
wenzelm@53406
   986
  then show "range (\<lambda>k. k *\<^sub>R x) \<subseteq> T"
huffman@44521
   987
    unfolding subspace_def by auto
huffman@44521
   988
qed
huffman@44521
   989
wenzelm@49522
   990
lemma span_insert: "span (insert a S) = {x. \<exists>k. (x - k *\<^sub>R a) \<in> span S}"
huffman@44521
   991
proof -
huffman@44521
   992
  have "span ({a} \<union> S) = {x. \<exists>k. (x - k *\<^sub>R a) \<in> span S}"
huffman@44521
   993
    unfolding span_union span_singleton
huffman@44521
   994
    apply safe
huffman@44521
   995
    apply (rule_tac x=k in exI, simp)
huffman@44521
   996
    apply (erule rev_image_eqI [OF SigmaI [OF rangeI]])
haftmann@54230
   997
    apply auto
huffman@44521
   998
    done
wenzelm@49522
   999
  then show ?thesis by simp
huffman@44521
  1000
qed
huffman@44521
  1001
huffman@44133
  1002
lemma span_breakdown:
wenzelm@53406
  1003
  assumes bS: "b \<in> S"
wenzelm@53406
  1004
    and aS: "a \<in> span S"
huffman@44521
  1005
  shows "\<exists>k. a - k *\<^sub>R b \<in> span (S - {b})"
huffman@44521
  1006
  using assms span_insert [of b "S - {b}"]
huffman@44521
  1007
  by (simp add: insert_absorb)
huffman@44133
  1008
wenzelm@53406
  1009
lemma span_breakdown_eq: "x \<in> span (insert a S) \<longleftrightarrow> (\<exists>k. x - k *\<^sub>R a \<in> span S)"
huffman@44521
  1010
  by (simp add: span_insert)
huffman@44133
  1011
huffman@44133
  1012
text {* Hence some "reversal" results. *}
huffman@44133
  1013
huffman@44133
  1014
lemma in_span_insert:
wenzelm@49711
  1015
  assumes a: "a \<in> span (insert b S)"
wenzelm@49711
  1016
    and na: "a \<notin> span S"
huffman@44133
  1017
  shows "b \<in> span (insert a S)"
wenzelm@49663
  1018
proof -
huffman@44133
  1019
  from span_breakdown[of b "insert b S" a, OF insertI1 a]
huffman@44133
  1020
  obtain k where k: "a - k*\<^sub>R b \<in> span (S - {b})" by auto
wenzelm@53406
  1021
  show ?thesis
wenzelm@53406
  1022
  proof (cases "k = 0")
wenzelm@53406
  1023
    case True
huffman@44133
  1024
    with k have "a \<in> span S"
huffman@44133
  1025
      apply (simp)
huffman@44133
  1026
      apply (rule set_rev_mp)
huffman@44133
  1027
      apply assumption
huffman@44133
  1028
      apply (rule span_mono)
huffman@44133
  1029
      apply blast
huffman@44133
  1030
      done
wenzelm@53406
  1031
    with na show ?thesis by blast
wenzelm@53406
  1032
  next
wenzelm@53406
  1033
    case False
huffman@44133
  1034
    have eq: "b = (1/k) *\<^sub>R a - ((1/k) *\<^sub>R a - b)" by simp
wenzelm@53406
  1035
    from False have eq': "(1/k) *\<^sub>R (a - k*\<^sub>R b) = (1/k) *\<^sub>R a - b"
huffman@44133
  1036
      by (simp add: algebra_simps)
huffman@44133
  1037
    from k have "(1/k) *\<^sub>R (a - k*\<^sub>R b) \<in> span (S - {b})"
huffman@44133
  1038
      by (rule span_mul)
wenzelm@49652
  1039
    then have th: "(1/k) *\<^sub>R a - b \<in> span (S - {b})"
huffman@44133
  1040
      unfolding eq' .
wenzelm@53406
  1041
    from k show ?thesis
huffman@44133
  1042
      apply (subst eq)
huffman@44133
  1043
      apply (rule span_sub)
huffman@44133
  1044
      apply (rule span_mul)
huffman@44133
  1045
      apply (rule span_superset)
huffman@44133
  1046
      apply blast
huffman@44133
  1047
      apply (rule set_rev_mp)
huffman@44133
  1048
      apply (rule th)
huffman@44133
  1049
      apply (rule span_mono)
wenzelm@53406
  1050
      using na
wenzelm@53406
  1051
      apply blast
wenzelm@53406
  1052
      done
wenzelm@53406
  1053
  qed
huffman@44133
  1054
qed
huffman@44133
  1055
huffman@44133
  1056
lemma in_span_delete:
huffman@44133
  1057
  assumes a: "a \<in> span S"
wenzelm@53716
  1058
    and na: "a \<notin> span (S - {b})"
huffman@44133
  1059
  shows "b \<in> span (insert a (S - {b}))"
huffman@44133
  1060
  apply (rule in_span_insert)
huffman@44133
  1061
  apply (rule set_rev_mp)
huffman@44133
  1062
  apply (rule a)
huffman@44133
  1063
  apply (rule span_mono)
huffman@44133
  1064
  apply blast
huffman@44133
  1065
  apply (rule na)
huffman@44133
  1066
  done
huffman@44133
  1067
huffman@44133
  1068
text {* Transitivity property. *}
huffman@44133
  1069
huffman@44521
  1070
lemma span_redundant: "x \<in> span S \<Longrightarrow> span (insert x S) = span S"
huffman@44521
  1071
  unfolding span_def by (rule hull_redundant)
huffman@44521
  1072
huffman@44133
  1073
lemma span_trans:
wenzelm@53406
  1074
  assumes x: "x \<in> span S"
wenzelm@53406
  1075
    and y: "y \<in> span (insert x S)"
huffman@44133
  1076
  shows "y \<in> span S"
huffman@44521
  1077
  using assms by (simp only: span_redundant)
huffman@44133
  1078
huffman@44133
  1079
lemma span_insert_0[simp]: "span (insert 0 S) = span S"
huffman@44521
  1080
  by (simp only: span_redundant span_0)
huffman@44133
  1081
huffman@44133
  1082
text {* An explicit expansion is sometimes needed. *}
huffman@44133
  1083
huffman@44133
  1084
lemma span_explicit:
huffman@44133
  1085
  "span P = {y. \<exists>S u. finite S \<and> S \<subseteq> P \<and> setsum (\<lambda>v. u v *\<^sub>R v) S = y}"
huffman@44133
  1086
  (is "_ = ?E" is "_ = {y. ?h y}" is "_ = {y. \<exists>S u. ?Q S u y}")
wenzelm@49663
  1087
proof -
wenzelm@53406
  1088
  {
wenzelm@53406
  1089
    fix x
wenzelm@53406
  1090
    assume x: "x \<in> ?E"
huffman@44133
  1091
    then obtain S u where fS: "finite S" and SP: "S\<subseteq>P" and u: "setsum (\<lambda>v. u v *\<^sub>R v) S = x"
huffman@44133
  1092
      by blast
huffman@44133
  1093
    have "x \<in> span P"
huffman@44133
  1094
      unfolding u[symmetric]
huffman@44133
  1095
      apply (rule span_setsum[OF fS])
huffman@44133
  1096
      using span_mono[OF SP]
wenzelm@49522
  1097
      apply (auto intro: span_superset span_mul)
wenzelm@53406
  1098
      done
wenzelm@53406
  1099
  }
huffman@44133
  1100
  moreover
huffman@44133
  1101
  have "\<forall>x \<in> span P. x \<in> ?E"
wenzelm@49522
  1102
  proof (rule span_induct_alt')
huffman@44170
  1103
    show "0 \<in> Collect ?h"
huffman@44170
  1104
      unfolding mem_Collect_eq
wenzelm@49522
  1105
      apply (rule exI[where x="{}"])
wenzelm@49522
  1106
      apply simp
wenzelm@49522
  1107
      done
huffman@44133
  1108
  next
huffman@44133
  1109
    fix c x y
wenzelm@53406
  1110
    assume x: "x \<in> P"
wenzelm@53406
  1111
    assume hy: "y \<in> Collect ?h"
huffman@44133
  1112
    from hy obtain S u where fS: "finite S" and SP: "S\<subseteq>P"
huffman@44133
  1113
      and u: "setsum (\<lambda>v. u v *\<^sub>R v) S = y" by blast
huffman@44133
  1114
    let ?S = "insert x S"
wenzelm@49522
  1115
    let ?u = "\<lambda>y. if y = x then (if x \<in> S then u y + c else c) else u y"
wenzelm@53406
  1116
    from fS SP x have th0: "finite (insert x S)" "insert x S \<subseteq> P"
wenzelm@53406
  1117
      by blast+
wenzelm@53406
  1118
    have "?Q ?S ?u (c*\<^sub>R x + y)"
wenzelm@53406
  1119
    proof cases
wenzelm@53406
  1120
      assume xS: "x \<in> S"
huffman@44133
  1121
      have S1: "S = (S - {x}) \<union> {x}"
wenzelm@53716
  1122
        and Sss:"finite (S - {x})" "finite {x}" "(S - {x}) \<inter> {x} = {}"
wenzelm@53406
  1123
        using xS fS by auto
huffman@44133
  1124
      have "setsum (\<lambda>v. ?u v *\<^sub>R v) ?S =(\<Sum>v\<in>S - {x}. u v *\<^sub>R v) + (u x + c) *\<^sub>R x"
huffman@44133
  1125
        using xS
huffman@44133
  1126
        by (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]]
huffman@44133
  1127
          setsum_clauses(2)[OF fS] cong del: if_weak_cong)
huffman@44133
  1128
      also have "\<dots> = (\<Sum>v\<in>S. u v *\<^sub>R v) + c *\<^sub>R x"
huffman@44133
  1129
        apply (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]])
wenzelm@49522
  1130
        apply (simp add: algebra_simps)
wenzelm@49522
  1131
        done
huffman@44133
  1132
      also have "\<dots> = c*\<^sub>R x + y"
huffman@44133
  1133
        by (simp add: add_commute u)
huffman@44133
  1134
      finally have "setsum (\<lambda>v. ?u v *\<^sub>R v) ?S = c*\<^sub>R x + y" .
wenzelm@53406
  1135
      then show ?thesis using th0 by blast
wenzelm@53406
  1136
    next
wenzelm@53406
  1137
      assume xS: "x \<notin> S"
wenzelm@49522
  1138
      have th00: "(\<Sum>v\<in>S. (if v = x then c else u v) *\<^sub>R v) = y"
wenzelm@49522
  1139
        unfolding u[symmetric]
wenzelm@49522
  1140
        apply (rule setsum_cong2)
wenzelm@53406
  1141
        using xS
wenzelm@53406
  1142
        apply auto
wenzelm@49522
  1143
        done
wenzelm@53406
  1144
      show ?thesis using fS xS th0
wenzelm@53406
  1145
        by (simp add: th00 setsum_clauses add_commute cong del: if_weak_cong)
wenzelm@53406
  1146
    qed
huffman@44170
  1147
    then show "(c*\<^sub>R x + y) \<in> Collect ?h"
huffman@44170
  1148
      unfolding mem_Collect_eq
huffman@44133
  1149
      apply -
huffman@44133
  1150
      apply (rule exI[where x="?S"])
wenzelm@49522
  1151
      apply (rule exI[where x="?u"])
wenzelm@49522
  1152
      apply metis
wenzelm@49522
  1153
      done
huffman@44133
  1154
  qed
huffman@44133
  1155
  ultimately show ?thesis by blast
huffman@44133
  1156
qed
huffman@44133
  1157
huffman@44133
  1158
lemma dependent_explicit:
wenzelm@49522
  1159
  "dependent P \<longleftrightarrow> (\<exists>S u. finite S \<and> S \<subseteq> P \<and> (\<exists>v\<in>S. u v \<noteq> 0 \<and> setsum (\<lambda>v. u v *\<^sub>R v) S = 0))"
wenzelm@49522
  1160
  (is "?lhs = ?rhs")
wenzelm@49522
  1161
proof -
wenzelm@53406
  1162
  {
wenzelm@53406
  1163
    assume dP: "dependent P"
huffman@44133
  1164
    then obtain a S u where aP: "a \<in> P" and fS: "finite S"
huffman@44133
  1165
      and SP: "S \<subseteq> P - {a}" and ua: "setsum (\<lambda>v. u v *\<^sub>R v) S = a"
huffman@44133
  1166
      unfolding dependent_def span_explicit by blast
huffman@44133
  1167
    let ?S = "insert a S"
huffman@44133
  1168
    let ?u = "\<lambda>y. if y = a then - 1 else u y"
huffman@44133
  1169
    let ?v = a
wenzelm@53406
  1170
    from aP SP have aS: "a \<notin> S"
wenzelm@53406
  1171
      by blast
wenzelm@53406
  1172
    from fS SP aP have th0: "finite ?S" "?S \<subseteq> P" "?v \<in> ?S" "?u ?v \<noteq> 0"
wenzelm@53406
  1173
      by auto
huffman@44133
  1174
    have s0: "setsum (\<lambda>v. ?u v *\<^sub>R v) ?S = 0"
huffman@44133
  1175
      using fS aS
huffman@44133
  1176
      apply (simp add: setsum_clauses field_simps)
huffman@44133
  1177
      apply (subst (2) ua[symmetric])
huffman@44133
  1178
      apply (rule setsum_cong2)
wenzelm@49522
  1179
      apply auto
wenzelm@49522
  1180
      done
huffman@44133
  1181
    with th0 have ?rhs
huffman@44133
  1182
      apply -
huffman@44133
  1183
      apply (rule exI[where x= "?S"])
huffman@44133
  1184
      apply (rule exI[where x= "?u"])
wenzelm@49522
  1185
      apply auto
wenzelm@49522
  1186
      done
wenzelm@49522
  1187
  }
huffman@44133
  1188
  moreover
wenzelm@53406
  1189
  {
wenzelm@53406
  1190
    fix S u v
wenzelm@49522
  1191
    assume fS: "finite S"
wenzelm@53406
  1192
      and SP: "S \<subseteq> P"
wenzelm@53406
  1193
      and vS: "v \<in> S"
wenzelm@53406
  1194
      and uv: "u v \<noteq> 0"
wenzelm@49522
  1195
      and u: "setsum (\<lambda>v. u v *\<^sub>R v) S = 0"
huffman@44133
  1196
    let ?a = v
huffman@44133
  1197
    let ?S = "S - {v}"
huffman@44133
  1198
    let ?u = "\<lambda>i. (- u i) / u v"
wenzelm@53406
  1199
    have th0: "?a \<in> P" "finite ?S" "?S \<subseteq> P"
wenzelm@53406
  1200
      using fS SP vS by auto
wenzelm@53406
  1201
    have "setsum (\<lambda>v. ?u v *\<^sub>R v) ?S =
wenzelm@53406
  1202
      setsum (\<lambda>v. (- (inverse (u ?a))) *\<^sub>R (u v *\<^sub>R v)) S - ?u v *\<^sub>R v"
wenzelm@49522
  1203
      using fS vS uv by (simp add: setsum_diff1 divide_inverse field_simps)
wenzelm@53406
  1204
    also have "\<dots> = ?a"
wenzelm@53406
  1205
      unfolding scaleR_right.setsum [symmetric] u using uv by simp
wenzelm@53406
  1206
    finally have "setsum (\<lambda>v. ?u v *\<^sub>R v) ?S = ?a" .
huffman@44133
  1207
    with th0 have ?lhs
huffman@44133
  1208
      unfolding dependent_def span_explicit
huffman@44133
  1209
      apply -
huffman@44133
  1210
      apply (rule bexI[where x= "?a"])
huffman@44133
  1211
      apply (simp_all del: scaleR_minus_left)
huffman@44133
  1212
      apply (rule exI[where x= "?S"])
wenzelm@49522
  1213
      apply (auto simp del: scaleR_minus_left)
wenzelm@49522
  1214
      done
wenzelm@49522
  1215
  }
huffman@44133
  1216
  ultimately show ?thesis by blast
huffman@44133
  1217
qed
huffman@44133
  1218
huffman@44133
  1219
huffman@44133
  1220
lemma span_finite:
huffman@44133
  1221
  assumes fS: "finite S"
huffman@44133
  1222
  shows "span S = {y. \<exists>u. setsum (\<lambda>v. u v *\<^sub>R v) S = y}"
huffman@44133
  1223
  (is "_ = ?rhs")
wenzelm@49522
  1224
proof -
wenzelm@53406
  1225
  {
wenzelm@53406
  1226
    fix y
wenzelm@49711
  1227
    assume y: "y \<in> span S"
wenzelm@53406
  1228
    from y obtain S' u where fS': "finite S'"
wenzelm@53406
  1229
      and SS': "S' \<subseteq> S"
wenzelm@53406
  1230
      and u: "setsum (\<lambda>v. u v *\<^sub>R v) S' = y"
wenzelm@53406
  1231
      unfolding span_explicit by blast
huffman@44133
  1232
    let ?u = "\<lambda>x. if x \<in> S' then u x else 0"
huffman@44133
  1233
    have "setsum (\<lambda>v. ?u v *\<^sub>R v) S = setsum (\<lambda>v. u v *\<^sub>R v) S'"
huffman@44133
  1234
      using SS' fS by (auto intro!: setsum_mono_zero_cong_right)
wenzelm@49522
  1235
    then have "setsum (\<lambda>v. ?u v *\<^sub>R v) S = y" by (metis u)
wenzelm@53406
  1236
    then have "y \<in> ?rhs" by auto
wenzelm@53406
  1237
  }
huffman@44133
  1238
  moreover
wenzelm@53406
  1239
  {
wenzelm@53406
  1240
    fix y u
wenzelm@49522
  1241
    assume u: "setsum (\<lambda>v. u v *\<^sub>R v) S = y"
wenzelm@53406
  1242
    then have "y \<in> span S" using fS unfolding span_explicit by auto
wenzelm@53406
  1243
  }
huffman@44133
  1244
  ultimately show ?thesis by blast
huffman@44133
  1245
qed
huffman@44133
  1246
huffman@44133
  1247
text {* This is useful for building a basis step-by-step. *}
huffman@44133
  1248
huffman@44133
  1249
lemma independent_insert:
wenzelm@53406
  1250
  "independent (insert a S) \<longleftrightarrow>
wenzelm@53406
  1251
    (if a \<in> S then independent S else independent S \<and> a \<notin> span S)"
wenzelm@53406
  1252
  (is "?lhs \<longleftrightarrow> ?rhs")
wenzelm@53406
  1253
proof (cases "a \<in> S")
wenzelm@53406
  1254
  case True
wenzelm@53406
  1255
  then show ?thesis
wenzelm@53406
  1256
    using insert_absorb[OF True] by simp
wenzelm@53406
  1257
next
wenzelm@53406
  1258
  case False
wenzelm@53406
  1259
  show ?thesis
wenzelm@53406
  1260
  proof
wenzelm@53406
  1261
    assume i: ?lhs
wenzelm@53406
  1262
    then show ?rhs
wenzelm@53406
  1263
      using False
wenzelm@53406
  1264
      apply simp
wenzelm@53406
  1265
      apply (rule conjI)
wenzelm@53406
  1266
      apply (rule independent_mono)
wenzelm@53406
  1267
      apply assumption
wenzelm@53406
  1268
      apply blast
wenzelm@53406
  1269
      apply (simp add: dependent_def)
wenzelm@53406
  1270
      done
wenzelm@53406
  1271
  next
wenzelm@53406
  1272
    assume i: ?rhs
wenzelm@53406
  1273
    show ?lhs
wenzelm@53406
  1274
      using i False
wenzelm@53406
  1275
      apply simp
wenzelm@53406
  1276
      apply (auto simp add: dependent_def)
wenzelm@53406
  1277
      apply (case_tac "aa = a")
wenzelm@53406
  1278
      apply auto
wenzelm@53406
  1279
      apply (subgoal_tac "insert a S - {aa} = insert a (S - {aa})")
wenzelm@53406
  1280
      apply simp
wenzelm@53406
  1281
      apply (subgoal_tac "a \<in> span (insert aa (S - {aa}))")
wenzelm@53406
  1282
      apply (subgoal_tac "insert aa (S - {aa}) = S")
wenzelm@53406
  1283
      apply simp
wenzelm@53406
  1284
      apply blast
wenzelm@53406
  1285
      apply (rule in_span_insert)
wenzelm@53406
  1286
      apply assumption
wenzelm@53406
  1287
      apply blast
wenzelm@53406
  1288
      apply blast
wenzelm@53406
  1289
      done
wenzelm@53406
  1290
  qed
huffman@44133
  1291
qed
huffman@44133
  1292
huffman@44133
  1293
text {* The degenerate case of the Exchange Lemma. *}
huffman@44133
  1294
huffman@44133
  1295
lemma mem_delete: "x \<in> (A - {a}) \<longleftrightarrow> x \<noteq> a \<and> x \<in> A"
huffman@44133
  1296
  by blast
huffman@44133
  1297
huffman@44133
  1298
lemma spanning_subset_independent:
wenzelm@49711
  1299
  assumes BA: "B \<subseteq> A"
wenzelm@49711
  1300
    and iA: "independent A"
wenzelm@49522
  1301
    and AsB: "A \<subseteq> span B"
huffman@44133
  1302
  shows "A = B"
huffman@44133
  1303
proof
wenzelm@49663
  1304
  show "B \<subseteq> A" by (rule BA)
wenzelm@49663
  1305
huffman@44133
  1306
  from span_mono[OF BA] span_mono[OF AsB]
huffman@44133
  1307
  have sAB: "span A = span B" unfolding span_span by blast
huffman@44133
  1308
wenzelm@53406
  1309
  {
wenzelm@53406
  1310
    fix x
wenzelm@53406
  1311
    assume x: "x \<in> A"
huffman@44133
  1312
    from iA have th0: "x \<notin> span (A - {x})"
huffman@44133
  1313
      unfolding dependent_def using x by blast
wenzelm@53406
  1314
    from x have xsA: "x \<in> span A"
wenzelm@53406
  1315
      by (blast intro: span_superset)
huffman@44133
  1316
    have "A - {x} \<subseteq> A" by blast
wenzelm@53406
  1317
    then have th1: "span (A - {x}) \<subseteq> span A"
wenzelm@53406
  1318
      by (metis span_mono)
wenzelm@53406
  1319
    {
wenzelm@53406
  1320
      assume xB: "x \<notin> B"
wenzelm@53406
  1321
      from xB BA have "B \<subseteq> A - {x}"
wenzelm@53406
  1322
        by blast
wenzelm@53406
  1323
      then have "span B \<subseteq> span (A - {x})"
wenzelm@53406
  1324
        by (metis span_mono)
wenzelm@53406
  1325
      with th1 th0 sAB have "x \<notin> span A"
wenzelm@53406
  1326
        by blast
wenzelm@53406
  1327
      with x have False
wenzelm@53406
  1328
        by (metis span_superset)
wenzelm@53406
  1329
    }
wenzelm@53406
  1330
    then have "x \<in> B" by blast
wenzelm@53406
  1331
  }
huffman@44133
  1332
  then show "A \<subseteq> B" by blast
huffman@44133
  1333
qed
huffman@44133
  1334
huffman@44133
  1335
text {* The general case of the Exchange Lemma, the key to what follows. *}
huffman@44133
  1336
huffman@44133
  1337
lemma exchange_lemma:
wenzelm@49711
  1338
  assumes f:"finite t"
wenzelm@49711
  1339
    and i: "independent s"
wenzelm@49711
  1340
    and sp: "s \<subseteq> span t"
wenzelm@53406
  1341
  shows "\<exists>t'. card t' = card t \<and> finite t' \<and> s \<subseteq> t' \<and> t' \<subseteq> s \<union> t \<and> s \<subseteq> span t'"
wenzelm@49663
  1342
  using f i sp
wenzelm@49522
  1343
proof (induct "card (t - s)" arbitrary: s t rule: less_induct)
huffman@44133
  1344
  case less
huffman@44133
  1345
  note ft = `finite t` and s = `independent s` and sp = `s \<subseteq> span t`
wenzelm@53406
  1346
  let ?P = "\<lambda>t'. card t' = card t \<and> finite t' \<and> s \<subseteq> t' \<and> t' \<subseteq> s \<union> t \<and> s \<subseteq> span t'"
huffman@44133
  1347
  let ?ths = "\<exists>t'. ?P t'"
wenzelm@53406
  1348
  {
wenzelm@53406
  1349
    assume st: "s \<subseteq> t"
wenzelm@53406
  1350
    from st ft span_mono[OF st]
wenzelm@53406
  1351
    have ?ths
wenzelm@53406
  1352
      apply -
wenzelm@53406
  1353
      apply (rule exI[where x=t])
wenzelm@49522
  1354
      apply (auto intro: span_superset)
wenzelm@53406
  1355
      done
wenzelm@53406
  1356
  }
huffman@44133
  1357
  moreover
wenzelm@53406
  1358
  {
wenzelm@53406
  1359
    assume st: "t \<subseteq> s"
wenzelm@53406
  1360
    from spanning_subset_independent[OF st s sp] st ft span_mono[OF st]
wenzelm@53406
  1361
    have ?ths
wenzelm@53406
  1362
      apply -
wenzelm@53406
  1363
      apply (rule exI[where x=t])
wenzelm@53406
  1364
      apply (auto intro: span_superset)
wenzelm@53406
  1365
      done
wenzelm@53406
  1366
  }
huffman@44133
  1367
  moreover
wenzelm@53406
  1368
  {
wenzelm@53406
  1369
    assume st: "\<not> s \<subseteq> t" "\<not> t \<subseteq> s"
wenzelm@53406
  1370
    from st(2) obtain b where b: "b \<in> t" "b \<notin> s"
wenzelm@53406
  1371
      by blast
wenzelm@53406
  1372
    from b have "t - {b} - s \<subset> t - s"
wenzelm@53406
  1373
      by blast
wenzelm@53406
  1374
    then have cardlt: "card (t - {b} - s) < card (t - s)"
wenzelm@53406
  1375
      using ft by (auto intro: psubset_card_mono)
wenzelm@53406
  1376
    from b ft have ct0: "card t \<noteq> 0"
wenzelm@53406
  1377
      by auto
wenzelm@53406
  1378
    have ?ths
wenzelm@53406
  1379
    proof cases
wenzelm@53716
  1380
      assume stb: "s \<subseteq> span (t - {b})"
wenzelm@53716
  1381
      from ft have ftb: "finite (t - {b})"
wenzelm@53406
  1382
        by auto
huffman@44133
  1383
      from less(1)[OF cardlt ftb s stb]
wenzelm@53716
  1384
      obtain u where u: "card u = card (t - {b})" "s \<subseteq> u" "u \<subseteq> s \<union> (t - {b})" "s \<subseteq> span u"
wenzelm@49522
  1385
        and fu: "finite u" by blast
huffman@44133
  1386
      let ?w = "insert b u"
wenzelm@53406
  1387
      have th0: "s \<subseteq> insert b u"
wenzelm@53406
  1388
        using u by blast
wenzelm@53406
  1389
      from u(3) b have "u \<subseteq> s \<union> t"
wenzelm@53406
  1390
        by blast
wenzelm@53406
  1391
      then have th1: "insert b u \<subseteq> s \<union> t"
wenzelm@53406
  1392
        using u b by blast
wenzelm@53406
  1393
      have bu: "b \<notin> u"
wenzelm@53406
  1394
        using b u by blast
wenzelm@53406
  1395
      from u(1) ft b have "card u = (card t - 1)"
wenzelm@53406
  1396
        by auto
wenzelm@49522
  1397
      then have th2: "card (insert b u) = card t"
huffman@44133
  1398
        using card_insert_disjoint[OF fu bu] ct0 by auto
huffman@44133
  1399
      from u(4) have "s \<subseteq> span u" .
wenzelm@53406
  1400
      also have "\<dots> \<subseteq> span (insert b u)"
wenzelm@53406
  1401
        by (rule span_mono) blast
huffman@44133
  1402
      finally have th3: "s \<subseteq> span (insert b u)" .
wenzelm@53406
  1403
      from th0 th1 th2 th3 fu have th: "?P ?w"
wenzelm@53406
  1404
        by blast
wenzelm@53406
  1405
      from th show ?thesis by blast
wenzelm@53406
  1406
    next
wenzelm@53716
  1407
      assume stb: "\<not> s \<subseteq> span (t - {b})"
wenzelm@53406
  1408
      from stb obtain a where a: "a \<in> s" "a \<notin> span (t - {b})"
wenzelm@53406
  1409
        by blast
wenzelm@53406
  1410
      have ab: "a \<noteq> b"
wenzelm@53406
  1411
        using a b by blast
wenzelm@53406
  1412
      have at: "a \<notin> t"
wenzelm@53406
  1413
        using a ab span_superset[of a "t- {b}"] by auto
huffman@44133
  1414
      have mlt: "card ((insert a (t - {b})) - s) < card (t - s)"
huffman@44133
  1415
        using cardlt ft a b by auto
wenzelm@53406
  1416
      have ft': "finite (insert a (t - {b}))"
wenzelm@53406
  1417
        using ft by auto
wenzelm@53406
  1418
      {
wenzelm@53406
  1419
        fix x
wenzelm@53406
  1420
        assume xs: "x \<in> s"
wenzelm@53406
  1421
        have t: "t \<subseteq> insert b (insert a (t - {b}))"
wenzelm@53406
  1422
          using b by auto
wenzelm@53406
  1423
        from b(1) have "b \<in> span t"
wenzelm@53406
  1424
          by (simp add: span_superset)
wenzelm@53406
  1425
        have bs: "b \<in> span (insert a (t - {b}))"
wenzelm@53406
  1426
          apply (rule in_span_delete)
wenzelm@53406
  1427
          using a sp unfolding subset_eq
wenzelm@53406
  1428
          apply auto
wenzelm@53406
  1429
          done
wenzelm@53406
  1430
        from xs sp have "x \<in> span t"
wenzelm@53406
  1431
          by blast
wenzelm@53406
  1432
        with span_mono[OF t] have x: "x \<in> span (insert b (insert a (t - {b})))" ..
wenzelm@53406
  1433
        from span_trans[OF bs x] have "x \<in> span (insert a (t - {b}))" .
wenzelm@53406
  1434
      }
wenzelm@53406
  1435
      then have sp': "s \<subseteq> span (insert a (t - {b}))"
wenzelm@53406
  1436
        by blast
wenzelm@53406
  1437
      from less(1)[OF mlt ft' s sp'] obtain u where u:
wenzelm@53716
  1438
        "card u = card (insert a (t - {b}))"
wenzelm@53716
  1439
        "finite u" "s \<subseteq> u" "u \<subseteq> s \<union> insert a (t - {b})"
wenzelm@53406
  1440
        "s \<subseteq> span u" by blast
wenzelm@53406
  1441
      from u a b ft at ct0 have "?P u"
wenzelm@53406
  1442
        by auto
wenzelm@53406
  1443
      then show ?thesis by blast
wenzelm@53406
  1444
    qed
huffman@44133
  1445
  }
wenzelm@49522
  1446
  ultimately show ?ths by blast
huffman@44133
  1447
qed
huffman@44133
  1448
huffman@44133
  1449
text {* This implies corresponding size bounds. *}
huffman@44133
  1450
huffman@44133
  1451
lemma independent_span_bound:
wenzelm@53406
  1452
  assumes f: "finite t"
wenzelm@53406
  1453
    and i: "independent s"
wenzelm@53406
  1454
    and sp: "s \<subseteq> span t"
huffman@44133
  1455
  shows "finite s \<and> card s \<le> card t"
huffman@44133
  1456
  by (metis exchange_lemma[OF f i sp] finite_subset card_mono)
huffman@44133
  1457
huffman@44133
  1458
lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x\<in> (UNIV::'a::finite set)}"
wenzelm@49522
  1459
proof -
wenzelm@53406
  1460
  have eq: "{f x |x. x\<in> UNIV} = f ` UNIV"
wenzelm@53406
  1461
    by auto
huffman@44133
  1462
  show ?thesis unfolding eq
huffman@44133
  1463
    apply (rule finite_imageI)
huffman@44133
  1464
    apply (rule finite)
huffman@44133
  1465
    done
huffman@44133
  1466
qed
huffman@44133
  1467
wenzelm@53406
  1468
wenzelm@53406
  1469
subsection {* Euclidean Spaces as Typeclass *}
huffman@44133
  1470
hoelzl@50526
  1471
lemma independent_Basis: "independent Basis"
hoelzl@50526
  1472
  unfolding dependent_def
hoelzl@50526
  1473
  apply (subst span_finite)
hoelzl@50526
  1474
  apply simp
huffman@44133
  1475
  apply clarify
hoelzl@50526
  1476
  apply (drule_tac f="inner a" in arg_cong)
hoelzl@50526
  1477
  apply (simp add: inner_Basis inner_setsum_right eq_commute)
hoelzl@50526
  1478
  done
hoelzl@50526
  1479
huffman@53939
  1480
lemma span_Basis [simp]: "span Basis = UNIV"
huffman@53939
  1481
  unfolding span_finite [OF finite_Basis]
huffman@53939
  1482
  by (fast intro: euclidean_representation)
huffman@44133
  1483
hoelzl@50526
  1484
lemma in_span_Basis: "x \<in> span Basis"
hoelzl@50526
  1485
  unfolding span_Basis ..
hoelzl@50526
  1486
hoelzl@50526
  1487
lemma Basis_le_norm: "b \<in> Basis \<Longrightarrow> \<bar>x \<bullet> b\<bar> \<le> norm x"
hoelzl@50526
  1488
  by (rule order_trans [OF Cauchy_Schwarz_ineq2]) simp
hoelzl@50526
  1489
hoelzl@50526
  1490
lemma norm_bound_Basis_le: "b \<in> Basis \<Longrightarrow> norm x \<le> e \<Longrightarrow> \<bar>x \<bullet> b\<bar> \<le> e"
hoelzl@50526
  1491
  by (metis Basis_le_norm order_trans)
hoelzl@50526
  1492
hoelzl@50526
  1493
lemma norm_bound_Basis_lt: "b \<in> Basis \<Longrightarrow> norm x < e \<Longrightarrow> \<bar>x \<bullet> b\<bar> < e"
huffman@53595
  1494
  by (metis Basis_le_norm le_less_trans)
hoelzl@50526
  1495
hoelzl@50526
  1496
lemma norm_le_l1: "norm x \<le> (\<Sum>b\<in>Basis. \<bar>x \<bullet> b\<bar>)"
hoelzl@50526
  1497
  apply (subst euclidean_representation[of x, symmetric])
huffman@44176
  1498
  apply (rule order_trans[OF norm_setsum])
wenzelm@49522
  1499
  apply (auto intro!: setsum_mono)
wenzelm@49522
  1500
  done
huffman@44133
  1501
huffman@44133
  1502
lemma setsum_norm_allsubsets_bound:
huffman@44133
  1503
  fixes f:: "'a \<Rightarrow> 'n::euclidean_space"
wenzelm@53406
  1504
  assumes fP: "finite P"
wenzelm@53406
  1505
    and fPs: "\<And>Q. Q \<subseteq> P \<Longrightarrow> norm (setsum f Q) \<le> e"
hoelzl@50526
  1506
  shows "(\<Sum>x\<in>P. norm (f x)) \<le> 2 * real DIM('n) * e"
wenzelm@49522
  1507
proof -
hoelzl@50526
  1508
  have "(\<Sum>x\<in>P. norm (f x)) \<le> (\<Sum>x\<in>P. \<Sum>b\<in>Basis. \<bar>f x \<bullet> b\<bar>)"
hoelzl@50526
  1509
    by (rule setsum_mono) (rule norm_le_l1)
hoelzl@50526
  1510
  also have "(\<Sum>x\<in>P. \<Sum>b\<in>Basis. \<bar>f x \<bullet> b\<bar>) = (\<Sum>b\<in>Basis. \<Sum>x\<in>P. \<bar>f x \<bullet> b\<bar>)"
huffman@44133
  1511
    by (rule setsum_commute)
hoelzl@50526
  1512
  also have "\<dots> \<le> of_nat (card (Basis :: 'n set)) * (2 * e)"
wenzelm@49522
  1513
  proof (rule setsum_bounded)
wenzelm@53406
  1514
    fix i :: 'n
wenzelm@53406
  1515
    assume i: "i \<in> Basis"
wenzelm@53406
  1516
    have "norm (\<Sum>x\<in>P. \<bar>f x \<bullet> i\<bar>) \<le>
hoelzl@50526
  1517
      norm ((\<Sum>x\<in>P \<inter> - {x. f x \<bullet> i < 0}. f x) \<bullet> i) + norm ((\<Sum>x\<in>P \<inter> {x. f x \<bullet> i < 0}. f x) \<bullet> i)"
hoelzl@50526
  1518
      by (simp add: abs_real_def setsum_cases[OF fP] setsum_negf uminus_add_conv_diff
wenzelm@53406
  1519
            norm_triangle_ineq4 inner_setsum_left del: real_norm_def)
wenzelm@53406
  1520
    also have "\<dots> \<le> e + e"
wenzelm@53406
  1521
      unfolding real_norm_def
hoelzl@50526
  1522
      by (intro add_mono norm_bound_Basis_le i fPs) auto
hoelzl@50526
  1523
    finally show "(\<Sum>x\<in>P. \<bar>f x \<bullet> i\<bar>) \<le> 2*e" by simp
huffman@44133
  1524
  qed
hoelzl@50526
  1525
  also have "\<dots> = 2 * real DIM('n) * e"
hoelzl@50526
  1526
    by (simp add: real_of_nat_def)
huffman@44133
  1527
  finally show ?thesis .
huffman@44133
  1528
qed
huffman@44133
  1529
wenzelm@53406
  1530
huffman@44133
  1531
subsection {* Linearity and Bilinearity continued *}
huffman@44133
  1532
huffman@44133
  1533
lemma linear_bounded:
huffman@44133
  1534
  fixes f:: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
huffman@44133
  1535
  assumes lf: "linear f"
huffman@44133
  1536
  shows "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
huffman@53939
  1537
proof
hoelzl@50526
  1538
  let ?B = "\<Sum>b\<in>Basis. norm (f b)"
huffman@53939
  1539
  show "\<forall>x. norm (f x) \<le> ?B * norm x"
huffman@53939
  1540
  proof
wenzelm@53406
  1541
    fix x :: 'a
hoelzl@50526
  1542
    let ?g = "\<lambda>b. (x \<bullet> b) *\<^sub>R f b"
hoelzl@50526
  1543
    have "norm (f x) = norm (f (\<Sum>b\<in>Basis. (x \<bullet> b) *\<^sub>R b))"
hoelzl@50526
  1544
      unfolding euclidean_representation ..
hoelzl@50526
  1545
    also have "\<dots> = norm (setsum ?g Basis)"
huffman@53939
  1546
      by (simp add: linear_setsum [OF lf] linear_cmul [OF lf])
hoelzl@50526
  1547
    finally have th0: "norm (f x) = norm (setsum ?g Basis)" .
huffman@53939
  1548
    have th: "\<forall>b\<in>Basis. norm (?g b) \<le> norm (f b) * norm x"
huffman@53939
  1549
    proof
wenzelm@53406
  1550
      fix i :: 'a
wenzelm@53406
  1551
      assume i: "i \<in> Basis"
hoelzl@50526
  1552
      from Basis_le_norm[OF i, of x]
huffman@53939
  1553
      show "norm (?g i) \<le> norm (f i) * norm x"
wenzelm@49663
  1554
        unfolding norm_scaleR
hoelzl@50526
  1555
        apply (subst mult_commute)
wenzelm@49663
  1556
        apply (rule mult_mono)
wenzelm@49663
  1557
        apply (auto simp add: field_simps)
wenzelm@53406
  1558
        done
huffman@53939
  1559
    qed
hoelzl@50526
  1560
    from setsum_norm_le[of _ ?g, OF th]
huffman@53939
  1561
    show "norm (f x) \<le> ?B * norm x"
wenzelm@53406
  1562
      unfolding th0 setsum_left_distrib by metis
huffman@53939
  1563
  qed
huffman@44133
  1564
qed
huffman@44133
  1565
huffman@44133
  1566
lemma linear_conv_bounded_linear:
huffman@44133
  1567
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
huffman@44133
  1568
  shows "linear f \<longleftrightarrow> bounded_linear f"
huffman@44133
  1569
proof
huffman@44133
  1570
  assume "linear f"
huffman@53939
  1571
  then interpret f: linear f .
huffman@44133
  1572
  show "bounded_linear f"
huffman@44133
  1573
  proof
huffman@44133
  1574
    have "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
huffman@44133
  1575
      using `linear f` by (rule linear_bounded)
wenzelm@49522
  1576
    then show "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
huffman@44133
  1577
      by (simp add: mult_commute)
huffman@44133
  1578
  qed
huffman@44133
  1579
next
huffman@44133
  1580
  assume "bounded_linear f"
huffman@44133
  1581
  then interpret f: bounded_linear f .
huffman@53939
  1582
  show "linear f" ..
huffman@53939
  1583
qed
huffman@53939
  1584
huffman@53939
  1585
lemma linear_bounded_pos:
huffman@53939
  1586
  fixes f:: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
huffman@53939
  1587
  assumes lf: "linear f"
huffman@53939
  1588
  shows "\<exists>B > 0. \<forall>x. norm (f x) \<le> B * norm x"
huffman@53939
  1589
proof -
huffman@53939
  1590
  have "\<exists>B > 0. \<forall>x. norm (f x) \<le> norm x * B"
huffman@53939
  1591
    using lf unfolding linear_conv_bounded_linear
huffman@53939
  1592
    by (rule bounded_linear.pos_bounded)
huffman@53939
  1593
  then show ?thesis
huffman@53939
  1594
    by (simp only: mult_commute)
huffman@44133
  1595
qed
huffman@44133
  1596
wenzelm@49522
  1597
lemma bounded_linearI':
wenzelm@49522
  1598
  fixes f::"'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
wenzelm@53406
  1599
  assumes "\<And>x y. f (x + y) = f x + f y"
wenzelm@53406
  1600
    and "\<And>c x. f (c *\<^sub>R x) = c *\<^sub>R f x"
wenzelm@49522
  1601
  shows "bounded_linear f"
wenzelm@53406
  1602
  unfolding linear_conv_bounded_linear[symmetric]
wenzelm@49522
  1603
  by (rule linearI[OF assms])
huffman@44133
  1604
huffman@44133
  1605
lemma bilinear_bounded:
huffman@44133
  1606
  fixes h:: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space \<Rightarrow> 'k::real_normed_vector"
huffman@44133
  1607
  assumes bh: "bilinear h"
huffman@44133
  1608
  shows "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
hoelzl@50526
  1609
proof (clarify intro!: exI[of _ "\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)"])
wenzelm@53406
  1610
  fix x :: 'm
wenzelm@53406
  1611
  fix y :: 'n
wenzelm@53406
  1612
  have "norm (h x y) = norm (h (setsum (\<lambda>i. (x \<bullet> i) *\<^sub>R i) Basis) (setsum (\<lambda>i. (y \<bullet> i) *\<^sub>R i) Basis))"
wenzelm@53406
  1613
    apply (subst euclidean_representation[where 'a='m])
wenzelm@53406
  1614
    apply (subst euclidean_representation[where 'a='n])
hoelzl@50526
  1615
    apply rule
hoelzl@50526
  1616
    done
wenzelm@53406
  1617
  also have "\<dots> = norm (setsum (\<lambda> (i,j). h ((x \<bullet> i) *\<^sub>R i) ((y \<bullet> j) *\<^sub>R j)) (Basis \<times> Basis))"
hoelzl@50526
  1618
    unfolding bilinear_setsum[OF bh finite_Basis finite_Basis] ..
hoelzl@50526
  1619
  finally have th: "norm (h x y) = \<dots>" .
hoelzl@50526
  1620
  show "norm (h x y) \<le> (\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)) * norm x * norm y"
wenzelm@53406
  1621
    apply (auto simp add: setsum_left_distrib th setsum_cartesian_product)
wenzelm@53406
  1622
    apply (rule setsum_norm_le)
wenzelm@53406
  1623
    apply simp
wenzelm@53406
  1624
    apply (auto simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh]
wenzelm@53406
  1625
      field_simps simp del: scaleR_scaleR)
wenzelm@53406
  1626
    apply (rule mult_mono)
wenzelm@53406
  1627
    apply (auto simp add: zero_le_mult_iff Basis_le_norm)
wenzelm@53406
  1628
    apply (rule mult_mono)
wenzelm@53406
  1629
    apply (auto simp add: zero_le_mult_iff Basis_le_norm)
wenzelm@53406
  1630
    done
huffman@44133
  1631
qed
huffman@44133
  1632
huffman@44133
  1633
lemma bilinear_conv_bounded_bilinear:
huffman@44133
  1634
  fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
huffman@44133
  1635
  shows "bilinear h \<longleftrightarrow> bounded_bilinear h"
huffman@44133
  1636
proof
huffman@44133
  1637
  assume "bilinear h"
huffman@44133
  1638
  show "bounded_bilinear h"
huffman@44133
  1639
  proof
wenzelm@53406
  1640
    fix x y z
wenzelm@53406
  1641
    show "h (x + y) z = h x z + h y z"
huffman@53600
  1642
      using `bilinear h` unfolding bilinear_def linear_iff by simp
huffman@44133
  1643
  next
wenzelm@53406
  1644
    fix x y z
wenzelm@53406
  1645
    show "h x (y + z) = h x y + h x z"
huffman@53600
  1646
      using `bilinear h` unfolding bilinear_def linear_iff by simp
huffman@44133
  1647
  next
wenzelm@53406
  1648
    fix r x y
wenzelm@53406
  1649
    show "h (scaleR r x) y = scaleR r (h x y)"
huffman@53600
  1650
      using `bilinear h` unfolding bilinear_def linear_iff
huffman@44133
  1651
      by simp
huffman@44133
  1652
  next
wenzelm@53406
  1653
    fix r x y
wenzelm@53406
  1654
    show "h x (scaleR r y) = scaleR r (h x y)"
huffman@53600
  1655
      using `bilinear h` unfolding bilinear_def linear_iff
huffman@44133
  1656
      by simp
huffman@44133
  1657
  next
huffman@44133
  1658
    have "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
huffman@44133
  1659
      using `bilinear h` by (rule bilinear_bounded)
wenzelm@49522
  1660
    then show "\<exists>K. \<forall>x y. norm (h x y) \<le> norm x * norm y * K"
huffman@44133
  1661
      by (simp add: mult_ac)
huffman@44133
  1662
  qed
huffman@44133
  1663
next
huffman@44133
  1664
  assume "bounded_bilinear h"
huffman@44133
  1665
  then interpret h: bounded_bilinear h .
huffman@44133
  1666
  show "bilinear h"
huffman@44133
  1667
    unfolding bilinear_def linear_conv_bounded_linear
wenzelm@49522
  1668
    using h.bounded_linear_left h.bounded_linear_right by simp
huffman@44133
  1669
qed
huffman@44133
  1670
huffman@53939
  1671
lemma bilinear_bounded_pos:
huffman@53939
  1672
  fixes h:: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
huffman@53939
  1673
  assumes bh: "bilinear h"
huffman@53939
  1674
  shows "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
huffman@53939
  1675
proof -
huffman@53939
  1676
  have "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> norm x * norm y * B"
huffman@53939
  1677
    using bh [unfolded bilinear_conv_bounded_bilinear]
huffman@53939
  1678
    by (rule bounded_bilinear.pos_bounded)
huffman@53939
  1679
  then show ?thesis
huffman@53939
  1680
    by (simp only: mult_ac)
huffman@53939
  1681
qed
huffman@53939
  1682
wenzelm@49522
  1683
huffman@44133
  1684
subsection {* We continue. *}
huffman@44133
  1685
huffman@44133
  1686
lemma independent_bound:
wenzelm@53716
  1687
  fixes S :: "'a::euclidean_space set"
wenzelm@53716
  1688
  shows "independent S \<Longrightarrow> finite S \<and> card S \<le> DIM('a)"
hoelzl@50526
  1689
  using independent_span_bound[OF finite_Basis, of S] by auto
huffman@44133
  1690
wenzelm@49663
  1691
lemma dependent_biggerset:
wenzelm@53406
  1692
  "(finite (S::('a::euclidean_space) set) \<Longrightarrow> card S > DIM('a)) \<Longrightarrow> dependent S"
huffman@44133
  1693
  by (metis independent_bound not_less)
huffman@44133
  1694
huffman@44133
  1695
text {* Hence we can create a maximal independent subset. *}
huffman@44133
  1696
huffman@44133
  1697
lemma maximal_independent_subset_extend:
wenzelm@53406
  1698
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
  1699
  assumes sv: "S \<subseteq> V"
wenzelm@49663
  1700
    and iS: "independent S"
huffman@44133
  1701
  shows "\<exists>B. S \<subseteq> B \<and> B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
huffman@44133
  1702
  using sv iS
wenzelm@49522
  1703
proof (induct "DIM('a) - card S" arbitrary: S rule: less_induct)
huffman@44133
  1704
  case less
huffman@44133
  1705
  note sv = `S \<subseteq> V` and i = `independent S`
huffman@44133
  1706
  let ?P = "\<lambda>B. S \<subseteq> B \<and> B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
huffman@44133
  1707
  let ?ths = "\<exists>x. ?P x"
huffman@44133
  1708
  let ?d = "DIM('a)"
wenzelm@53406
  1709
  show ?ths
wenzelm@53406
  1710
  proof (cases "V \<subseteq> span S")
wenzelm@53406
  1711
    case True
wenzelm@53406
  1712
    then show ?thesis
wenzelm@53406
  1713
      using sv i by blast
wenzelm@53406
  1714
  next
wenzelm@53406
  1715
    case False
wenzelm@53406
  1716
    then obtain a where a: "a \<in> V" "a \<notin> span S"
wenzelm@53406
  1717
      by blast
wenzelm@53406
  1718
    from a have aS: "a \<notin> S"
wenzelm@53406
  1719
      by (auto simp add: span_superset)
wenzelm@53406
  1720
    have th0: "insert a S \<subseteq> V"
wenzelm@53406
  1721
      using a sv by blast
huffman@44133
  1722
    from independent_insert[of a S]  i a
wenzelm@53406
  1723
    have th1: "independent (insert a S)"
wenzelm@53406
  1724
      by auto
huffman@44133
  1725
    have mlt: "?d - card (insert a S) < ?d - card S"
wenzelm@49522
  1726
      using aS a independent_bound[OF th1] by auto
huffman@44133
  1727
huffman@44133
  1728
    from less(1)[OF mlt th0 th1]
huffman@44133
  1729
    obtain B where B: "insert a S \<subseteq> B" "B \<subseteq> V" "independent B" " V \<subseteq> span B"
huffman@44133
  1730
      by blast
huffman@44133
  1731
    from B have "?P B" by auto
wenzelm@53406
  1732
    then show ?thesis by blast
wenzelm@53406
  1733
  qed
huffman@44133
  1734
qed
huffman@44133
  1735
huffman@44133
  1736
lemma maximal_independent_subset:
huffman@44133
  1737
  "\<exists>(B:: ('a::euclidean_space) set). B\<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
wenzelm@49522
  1738
  by (metis maximal_independent_subset_extend[of "{}:: ('a::euclidean_space) set"]
wenzelm@49522
  1739
    empty_subsetI independent_empty)
huffman@44133
  1740
huffman@44133
  1741
huffman@44133
  1742
text {* Notion of dimension. *}
huffman@44133
  1743
wenzelm@53406
  1744
definition "dim V = (SOME n. \<exists>B. B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> card B = n)"
huffman@44133
  1745
wenzelm@49522
  1746
lemma basis_exists:
wenzelm@49522
  1747
  "\<exists>B. (B :: ('a::euclidean_space) set) \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = dim V)"
wenzelm@49522
  1748
  unfolding dim_def some_eq_ex[of "\<lambda>n. \<exists>B. B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = n)"]
wenzelm@49522
  1749
  using maximal_independent_subset[of V] independent_bound
wenzelm@49522
  1750
  by auto
huffman@44133
  1751
huffman@44133
  1752
text {* Consequences of independence or spanning for cardinality. *}
huffman@44133
  1753
wenzelm@53406
  1754
lemma independent_card_le_dim:
wenzelm@53406
  1755
  fixes B :: "'a::euclidean_space set"
wenzelm@53406
  1756
  assumes "B \<subseteq> V"
wenzelm@53406
  1757
    and "independent B"
wenzelm@49522
  1758
  shows "card B \<le> dim V"
huffman@44133
  1759
proof -
huffman@44133
  1760
  from basis_exists[of V] `B \<subseteq> V`
wenzelm@53406
  1761
  obtain B' where "independent B'"
wenzelm@53406
  1762
    and "B \<subseteq> span B'"
wenzelm@53406
  1763
    and "card B' = dim V"
wenzelm@53406
  1764
    by blast
huffman@44133
  1765
  with independent_span_bound[OF _ `independent B` `B \<subseteq> span B'`] independent_bound[of B']
huffman@44133
  1766
  show ?thesis by auto
huffman@44133
  1767
qed
huffman@44133
  1768
wenzelm@49522
  1769
lemma span_card_ge_dim:
wenzelm@53406
  1770
  fixes B :: "'a::euclidean_space set"
wenzelm@53406
  1771
  shows "B \<subseteq> V \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> finite B \<Longrightarrow> dim V \<le> card B"
huffman@44133
  1772
  by (metis basis_exists[of V] independent_span_bound subset_trans)
huffman@44133
  1773
huffman@44133
  1774
lemma basis_card_eq_dim:
wenzelm@53406
  1775
  fixes V :: "'a::euclidean_space set"
wenzelm@53406
  1776
  shows "B \<subseteq> V \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> independent B \<Longrightarrow> finite B \<and> card B = dim V"
huffman@44133
  1777
  by (metis order_eq_iff independent_card_le_dim span_card_ge_dim independent_bound)
huffman@44133
  1778
wenzelm@53406
  1779
lemma dim_unique:
wenzelm@53406
  1780
  fixes B :: "'a::euclidean_space set"
wenzelm@53406
  1781
  shows "B \<subseteq> V \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> independent B \<Longrightarrow> card B = n \<Longrightarrow> dim V = n"
huffman@44133
  1782
  by (metis basis_card_eq_dim)
huffman@44133
  1783
huffman@44133
  1784
text {* More lemmas about dimension. *}
huffman@44133
  1785
wenzelm@53406
  1786
lemma dim_UNIV: "dim (UNIV :: 'a::euclidean_space set) = DIM('a)"
hoelzl@50526
  1787
  using independent_Basis
hoelzl@50526
  1788
  by (intro dim_unique[of Basis]) auto
huffman@44133
  1789
huffman@44133
  1790
lemma dim_subset:
wenzelm@53406
  1791
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
  1792
  shows "S \<subseteq> T \<Longrightarrow> dim S \<le> dim T"
huffman@44133
  1793
  using basis_exists[of T] basis_exists[of S]
huffman@44133
  1794
  by (metis independent_card_le_dim subset_trans)
huffman@44133
  1795
wenzelm@53406
  1796
lemma dim_subset_UNIV:
wenzelm@53406
  1797
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
  1798
  shows "dim S \<le> DIM('a)"
huffman@44133
  1799
  by (metis dim_subset subset_UNIV dim_UNIV)
huffman@44133
  1800
huffman@44133
  1801
text {* Converses to those. *}
huffman@44133
  1802
huffman@44133
  1803
lemma card_ge_dim_independent:
wenzelm@53406
  1804
  fixes B :: "'a::euclidean_space set"
wenzelm@53406
  1805
  assumes BV: "B \<subseteq> V"
wenzelm@53406
  1806
    and iB: "independent B"
wenzelm@53406
  1807
    and dVB: "dim V \<le> card B"
huffman@44133
  1808
  shows "V \<subseteq> span B"
wenzelm@53406
  1809
proof
wenzelm@53406
  1810
  fix a
wenzelm@53406
  1811
  assume aV: "a \<in> V"
wenzelm@53406
  1812
  {
wenzelm@53406
  1813
    assume aB: "a \<notin> span B"
wenzelm@53406
  1814
    then have iaB: "independent (insert a B)"
wenzelm@53406
  1815
      using iB aV BV by (simp add: independent_insert)
wenzelm@53406
  1816
    from aV BV have th0: "insert a B \<subseteq> V"
wenzelm@53406
  1817
      by blast
wenzelm@53406
  1818
    from aB have "a \<notin>B"
wenzelm@53406
  1819
      by (auto simp add: span_superset)
wenzelm@53406
  1820
    with independent_card_le_dim[OF th0 iaB] dVB independent_bound[OF iB]
wenzelm@53406
  1821
    have False by auto
wenzelm@53406
  1822
  }
wenzelm@53406
  1823
  then show "a \<in> span B" by blast
huffman@44133
  1824
qed
huffman@44133
  1825
huffman@44133
  1826
lemma card_le_dim_spanning:
wenzelm@49663
  1827
  assumes BV: "(B:: ('a::euclidean_space) set) \<subseteq> V"
wenzelm@49663
  1828
    and VB: "V \<subseteq> span B"
wenzelm@49663
  1829
    and fB: "finite B"
wenzelm@49663
  1830
    and dVB: "dim V \<ge> card B"
huffman@44133
  1831
  shows "independent B"
wenzelm@49522
  1832
proof -
wenzelm@53406
  1833
  {
wenzelm@53406
  1834
    fix a
wenzelm@53716
  1835
    assume a: "a \<in> B" "a \<in> span (B - {a})"
wenzelm@53406
  1836
    from a fB have c0: "card B \<noteq> 0"
wenzelm@53406
  1837
      by auto
wenzelm@53716
  1838
    from a fB have cb: "card (B - {a}) = card B - 1"
wenzelm@53406
  1839
      by auto
wenzelm@53716
  1840
    from BV a have th0: "B - {a} \<subseteq> V"
wenzelm@53406
  1841
      by blast
wenzelm@53406
  1842
    {
wenzelm@53406
  1843
      fix x
wenzelm@53406
  1844
      assume x: "x \<in> V"
wenzelm@53716
  1845
      from a have eq: "insert a (B - {a}) = B"
wenzelm@53406
  1846
        by blast
wenzelm@53406
  1847
      from x VB have x': "x \<in> span B"
wenzelm@53406
  1848
        by blast
huffman@44133
  1849
      from span_trans[OF a(2), unfolded eq, OF x']
wenzelm@53716
  1850
      have "x \<in> span (B - {a})" .
wenzelm@53406
  1851
    }
wenzelm@53716
  1852
    then have th1: "V \<subseteq> span (B - {a})"
wenzelm@53406
  1853
      by blast
wenzelm@53716
  1854
    have th2: "finite (B - {a})"
wenzelm@53406
  1855
      using fB by auto
huffman@44133
  1856
    from span_card_ge_dim[OF th0 th1 th2]
wenzelm@53716
  1857
    have c: "dim V \<le> card (B - {a})" .
wenzelm@53406
  1858
    from c c0 dVB cb have False by simp
wenzelm@53406
  1859
  }
wenzelm@53406
  1860
  then show ?thesis
wenzelm@53406
  1861
    unfolding dependent_def by blast
huffman@44133
  1862
qed
huffman@44133
  1863
wenzelm@53406
  1864
lemma card_eq_dim:
wenzelm@53406
  1865
  fixes B :: "'a::euclidean_space set"
wenzelm@53406
  1866
  shows "B \<subseteq> V \<Longrightarrow> card B = dim V \<Longrightarrow> finite B \<Longrightarrow> independent B \<longleftrightarrow> V \<subseteq> span B"
wenzelm@49522
  1867
  by (metis order_eq_iff card_le_dim_spanning card_ge_dim_independent)
huffman@44133
  1868
huffman@44133
  1869
text {* More general size bound lemmas. *}
huffman@44133
  1870
huffman@44133
  1871
lemma independent_bound_general:
wenzelm@53406
  1872
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
  1873
  shows "independent S \<Longrightarrow> finite S \<and> card S \<le> dim S"
huffman@44133
  1874
  by (metis independent_card_le_dim independent_bound subset_refl)
huffman@44133
  1875
wenzelm@49522
  1876
lemma dependent_biggerset_general:
wenzelm@53406
  1877
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
  1878
  shows "(finite S \<Longrightarrow> card S > dim S) \<Longrightarrow> dependent S"
huffman@44133
  1879
  using independent_bound_general[of S] by (metis linorder_not_le)
huffman@44133
  1880
wenzelm@53406
  1881
lemma dim_span:
wenzelm@53406
  1882
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
  1883
  shows "dim (span S) = dim S"
wenzelm@49522
  1884
proof -
huffman@44133
  1885
  have th0: "dim S \<le> dim (span S)"
huffman@44133
  1886
    by (auto simp add: subset_eq intro: dim_subset span_superset)
huffman@44133
  1887
  from basis_exists[of S]
wenzelm@53406
  1888
  obtain B where B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S"
wenzelm@53406
  1889
    by blast
wenzelm@53406
  1890
  from B have fB: "finite B" "card B = dim S"
wenzelm@53406
  1891
    using independent_bound by blast+
wenzelm@53406
  1892
  have bSS: "B \<subseteq> span S"
wenzelm@53406
  1893
    using B(1) by (metis subset_eq span_inc)
wenzelm@53406
  1894
  have sssB: "span S \<subseteq> span B"
wenzelm@53406
  1895
    using span_mono[OF B(3)] by (simp add: span_span)
huffman@44133
  1896
  from span_card_ge_dim[OF bSS sssB fB(1)] th0 show ?thesis
wenzelm@49522
  1897
    using fB(2) by arith
huffman@44133
  1898
qed
huffman@44133
  1899
wenzelm@53406
  1900
lemma subset_le_dim:
wenzelm@53406
  1901
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
  1902
  shows "S \<subseteq> span T \<Longrightarrow> dim S \<le> dim T"
huffman@44133
  1903
  by (metis dim_span dim_subset)
huffman@44133
  1904
wenzelm@53406
  1905
lemma span_eq_dim:
wenzelm@53406
  1906
  fixes S:: "'a::euclidean_space set"
wenzelm@53406
  1907
  shows "span S = span T \<Longrightarrow> dim S = dim T"
huffman@44133
  1908
  by (metis dim_span)
huffman@44133
  1909
huffman@44133
  1910
lemma spans_image:
wenzelm@49663
  1911
  assumes lf: "linear f"
wenzelm@49663
  1912
    and VB: "V \<subseteq> span B"
huffman@44133
  1913
  shows "f ` V \<subseteq> span (f ` B)"
wenzelm@49522
  1914
  unfolding span_linear_image[OF lf] by (metis VB image_mono)
huffman@44133
  1915
huffman@44133
  1916
lemma dim_image_le:
huffman@44133
  1917
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
wenzelm@49663
  1918
  assumes lf: "linear f"
wenzelm@49663
  1919
  shows "dim (f ` S) \<le> dim (S)"
wenzelm@49522
  1920
proof -
huffman@44133
  1921
  from basis_exists[of S] obtain B where
huffman@44133
  1922
    B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" by blast
wenzelm@53406
  1923
  from B have fB: "finite B" "card B = dim S"
wenzelm@53406
  1924
    using independent_bound by blast+
huffman@44133
  1925
  have "dim (f ` S) \<le> card (f ` B)"
huffman@44133
  1926
    apply (rule span_card_ge_dim)
wenzelm@53406
  1927
    using lf B fB
wenzelm@53406
  1928
    apply (auto simp add: span_linear_image spans_image subset_image_iff)
wenzelm@49522
  1929
    done
wenzelm@53406
  1930
  also have "\<dots> \<le> dim S"
wenzelm@53406
  1931
    using card_image_le[OF fB(1)] fB by simp
huffman@44133
  1932
  finally show ?thesis .
huffman@44133
  1933
qed
huffman@44133
  1934
huffman@44133
  1935
text {* Relation between bases and injectivity/surjectivity of map. *}
huffman@44133
  1936
huffman@44133
  1937
lemma spanning_surjective_image:
huffman@44133
  1938
  assumes us: "UNIV \<subseteq> span S"
wenzelm@53406
  1939
    and lf: "linear f"
wenzelm@53406
  1940
    and sf: "surj f"
huffman@44133
  1941
  shows "UNIV \<subseteq> span (f ` S)"
wenzelm@49663
  1942
proof -
wenzelm@53406
  1943
  have "UNIV \<subseteq> f ` UNIV"
wenzelm@53406
  1944
    using sf by (auto simp add: surj_def)
wenzelm@53406
  1945
  also have " \<dots> \<subseteq> span (f ` S)"
wenzelm@53406
  1946
    using spans_image[OF lf us] .
wenzelm@53406
  1947
  finally show ?thesis .
huffman@44133
  1948
qed
huffman@44133
  1949
huffman@44133
  1950
lemma independent_injective_image:
wenzelm@49663
  1951
  assumes iS: "independent S"
wenzelm@49663
  1952
    and lf: "linear f"
wenzelm@49663
  1953
    and fi: "inj f"
huffman@44133
  1954
  shows "independent (f ` S)"
wenzelm@49663
  1955
proof -
wenzelm@53406
  1956
  {
wenzelm@53406
  1957
    fix a
wenzelm@49663
  1958
    assume a: "a \<in> S" "f a \<in> span (f ` S - {f a})"
wenzelm@53406
  1959
    have eq: "f ` S - {f a} = f ` (S - {a})"
wenzelm@53406
  1960
      using fi by (auto simp add: inj_on_def)
wenzelm@53716
  1961
    from a have "f a \<in> f ` span (S - {a})"
wenzelm@53406
  1962
      unfolding eq span_linear_image[OF lf, of "S - {a}"] by blast
wenzelm@53716
  1963
    then have "a \<in> span (S - {a})"
wenzelm@53406
  1964
      using fi by (auto simp add: inj_on_def)
wenzelm@53406
  1965
    with a(1) iS have False
wenzelm@53406
  1966
      by (simp add: dependent_def)
wenzelm@53406
  1967
  }
wenzelm@53406
  1968
  then show ?thesis
wenzelm@53406
  1969
    unfolding dependent_def by blast
huffman@44133
  1970
qed
huffman@44133
  1971
huffman@44133
  1972
text {* Picking an orthogonal replacement for a spanning set. *}
huffman@44133
  1973
wenzelm@53406
  1974
(* FIXME : Move to some general theory ?*)
huffman@44133
  1975
definition "pairwise R S \<longleftrightarrow> (\<forall>x \<in> S. \<forall>y\<in> S. x\<noteq>y \<longrightarrow> R x y)"
huffman@44133
  1976
wenzelm@53406
  1977
lemma vector_sub_project_orthogonal:
wenzelm@53406
  1978
  fixes b x :: "'a::euclidean_space"
wenzelm@53406
  1979
  shows "b \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *\<^sub>R b) = 0"
huffman@44133
  1980
  unfolding inner_simps by auto
huffman@44133
  1981
huffman@44528
  1982
lemma pairwise_orthogonal_insert:
huffman@44528
  1983
  assumes "pairwise orthogonal S"
wenzelm@49522
  1984
    and "\<And>y. y \<in> S \<Longrightarrow> orthogonal x y"
huffman@44528
  1985
  shows "pairwise orthogonal (insert x S)"
huffman@44528
  1986
  using assms unfolding pairwise_def
huffman@44528
  1987
  by (auto simp add: orthogonal_commute)
huffman@44528
  1988
huffman@44133
  1989
lemma basis_orthogonal:
wenzelm@53406
  1990
  fixes B :: "'a::real_inner set"
huffman@44133
  1991
  assumes fB: "finite B"
huffman@44133
  1992
  shows "\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C"
huffman@44133
  1993
  (is " \<exists>C. ?P B C")
wenzelm@49522
  1994
  using fB
wenzelm@49522
  1995
proof (induct rule: finite_induct)
wenzelm@49522
  1996
  case empty
wenzelm@53406
  1997
  then show ?case
wenzelm@53406
  1998
    apply (rule exI[where x="{}"])
wenzelm@53406
  1999
    apply (auto simp add: pairwise_def)
wenzelm@53406
  2000
    done
huffman@44133
  2001
next
wenzelm@49522
  2002
  case (insert a B)
huffman@44133
  2003
  note fB = `finite B` and aB = `a \<notin> B`
huffman@44133
  2004
  from `\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C`
huffman@44133
  2005
  obtain C where C: "finite C" "card C \<le> card B"
huffman@44133
  2006
    "span C = span B" "pairwise orthogonal C" by blast
huffman@44133
  2007
  let ?a = "a - setsum (\<lambda>x. (x \<bullet> a / (x \<bullet> x)) *\<^sub>R x) C"
huffman@44133
  2008
  let ?C = "insert ?a C"
wenzelm@53406
  2009
  from C(1) have fC: "finite ?C"
wenzelm@53406
  2010
    by simp
wenzelm@49522
  2011
  from fB aB C(1,2) have cC: "card ?C \<le> card (insert a B)"
wenzelm@49522
  2012
    by (simp add: card_insert_if)
wenzelm@53406
  2013
  {
wenzelm@53406
  2014
    fix x k
wenzelm@49522
  2015
    have th0: "\<And>(a::'a) b c. a - (b - c) = c + (a - b)"
wenzelm@49522
  2016
      by (simp add: field_simps)
huffman@44133
  2017
    have "x - k *\<^sub>R (a - (\<Sum>x\<in>C. (x \<bullet> a / (x \<bullet> x)) *\<^sub>R x)) \<in> span C \<longleftrightarrow> x - k *\<^sub>R a \<in> span C"
huffman@44133
  2018
      apply (simp only: scaleR_right_diff_distrib th0)
huffman@44133
  2019
      apply (rule span_add_eq)
huffman@44133
  2020
      apply (rule span_mul)
huffman@44133
  2021
      apply (rule span_setsum[OF C(1)])
huffman@44133
  2022
      apply clarify
huffman@44133
  2023
      apply (rule span_mul)
wenzelm@49522
  2024
      apply (rule span_superset)
wenzelm@49522
  2025
      apply assumption
wenzelm@53406
  2026
      done
wenzelm@53406
  2027
  }
huffman@44133
  2028
  then have SC: "span ?C = span (insert a B)"
huffman@44133
  2029
    unfolding set_eq_iff span_breakdown_eq C(3)[symmetric] by auto
wenzelm@53406
  2030
  {
wenzelm@53406
  2031
    fix y
wenzelm@53406
  2032
    assume yC: "y \<in> C"
wenzelm@53406
  2033
    then have Cy: "C = insert y (C - {y})"
wenzelm@53406
  2034
      by blast
wenzelm@53406
  2035
    have fth: "finite (C - {y})"
wenzelm@53406
  2036
      using C by simp
huffman@44528
  2037
    have "orthogonal ?a y"
huffman@44528
  2038
      unfolding orthogonal_def
haftmann@54230
  2039
      unfolding inner_diff inner_setsum_left right_minus_eq
huffman@44528
  2040
      unfolding setsum_diff1' [OF `finite C` `y \<in> C`]
huffman@44528
  2041
      apply (clarsimp simp add: inner_commute[of y a])
huffman@44528
  2042
      apply (rule setsum_0')
huffman@44528
  2043
      apply clarsimp
huffman@44528
  2044
      apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
wenzelm@53406
  2045
      using `y \<in> C` by auto
wenzelm@53406
  2046
  }
huffman@44528
  2047
  with `pairwise orthogonal C` have CPO: "pairwise orthogonal ?C"
huffman@44528
  2048
    by (rule pairwise_orthogonal_insert)
wenzelm@53406
  2049
  from fC cC SC CPO have "?P (insert a B) ?C"
wenzelm@53406
  2050
    by blast
huffman@44133
  2051
  then show ?case by blast
huffman@44133
  2052
qed
huffman@44133
  2053
huffman@44133
  2054
lemma orthogonal_basis_exists:
huffman@44133
  2055
  fixes V :: "('a::euclidean_space) set"
huffman@44133
  2056
  shows "\<exists>B. independent B \<and> B \<subseteq> span V \<and> V \<subseteq> span B \<and> (card B = dim V) \<and> pairwise orthogonal B"
wenzelm@49663
  2057
proof -
wenzelm@49522
  2058
  from basis_exists[of V] obtain B where
wenzelm@53406
  2059
    B: "B \<subseteq> V" "independent B" "V \<subseteq> span B" "card B = dim V"
wenzelm@53406
  2060
    by blast
wenzelm@53406
  2061
  from B have fB: "finite B" "card B = dim V"
wenzelm@53406
  2062
    using independent_bound by auto
huffman@44133
  2063
  from basis_orthogonal[OF fB(1)] obtain C where
wenzelm@53406
  2064
    C: "finite C" "card C \<le> card B" "span C = span B" "pairwise orthogonal C"
wenzelm@53406
  2065
    by blast
wenzelm@53406
  2066
  from C B have CSV: "C \<subseteq> span V"
wenzelm@53406
  2067
    by (metis span_inc span_mono subset_trans)
wenzelm@53406
  2068
  from span_mono[OF B(3)] C have SVC: "span V \<subseteq> span C"
wenzelm@53406
  2069
    by (simp add: span_span)
huffman@44133
  2070
  from card_le_dim_spanning[OF CSV SVC C(1)] C(2,3) fB
wenzelm@53406
  2071
  have iC: "independent C"
huffman@44133
  2072
    by (simp add: dim_span)
wenzelm@53406
  2073
  from C fB have "card C \<le> dim V"
wenzelm@53406
  2074
    by simp
wenzelm@53406
  2075
  moreover have "dim V \<le> card C"
wenzelm@53406
  2076
    using span_card_ge_dim[OF CSV SVC C(1)]
wenzelm@53406
  2077
    by (simp add: dim_span)
wenzelm@53406
  2078
  ultimately have CdV: "card C = dim V"
wenzelm@53406
  2079
    using C(1) by simp
wenzelm@53406
  2080
  from C B CSV CdV iC show ?thesis
wenzelm@53406
  2081
    by auto
huffman@44133
  2082
qed
huffman@44133
  2083
huffman@44133
  2084
lemma span_eq: "span S = span T \<longleftrightarrow> S \<subseteq> span T \<and> T \<subseteq> span S"
huffman@44133
  2085
  using span_inc[unfolded subset_eq] using span_mono[of T "span S"] span_mono[of S "span T"]
wenzelm@49522
  2086
  by (auto simp add: span_span)
huffman@44133
  2087
huffman@44133
  2088
text {* Low-dimensional subset is in a hyperplane (weak orthogonal complement). *}
huffman@44133
  2089
wenzelm@49522
  2090
lemma span_not_univ_orthogonal:
wenzelm@53406
  2091
  fixes S :: "'a::euclidean_space set"
huffman@44133
  2092
  assumes sU: "span S \<noteq> UNIV"
huffman@44133
  2093
  shows "\<exists>(a::'a). a \<noteq>0 \<and> (\<forall>x \<in> span S. a \<bullet> x = 0)"
wenzelm@49522
  2094
proof -
wenzelm@53406
  2095
  from sU obtain a where a: "a \<notin> span S"
wenzelm@53406
  2096
    by blast
huffman@44133
  2097
  from orthogonal_basis_exists obtain B where
huffman@44133
  2098
    B: "independent B" "B \<subseteq> span S" "S \<subseteq> span B" "card B = dim S" "pairwise orthogonal B"
huffman@44133
  2099
    by blast
wenzelm@53406
  2100
  from B have fB: "finite B" "card B = dim S"
wenzelm@53406
  2101
    using independent_bound by auto
huffman@44133
  2102
  from span_mono[OF B(2)] span_mono[OF B(3)]
wenzelm@53406
  2103
  have sSB: "span S = span B"
wenzelm@53406
  2104
    by (simp add: span_span)
huffman@44133
  2105
  let ?a = "a - setsum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B"
huffman@44133
  2106
  have "setsum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B \<in> span S"
huffman@44133
  2107
    unfolding sSB
huffman@44133
  2108
    apply (rule span_setsum[OF fB(1)])
huffman@44133
  2109
    apply clarsimp
huffman@44133
  2110
    apply (rule span_mul)
wenzelm@49522
  2111
    apply (rule span_superset)
wenzelm@49522
  2112
    apply assumption
wenzelm@49522
  2113
    done
wenzelm@53406
  2114
  with a have a0:"?a  \<noteq> 0"
wenzelm@53406
  2115
    by auto
huffman@44133
  2116
  have "\<forall>x\<in>span B. ?a \<bullet> x = 0"
wenzelm@49522
  2117
  proof (rule span_induct')
wenzelm@49522
  2118
    show "subspace {x. ?a \<bullet> x = 0}"
wenzelm@49522
  2119
      by (auto simp add: subspace_def inner_add)
wenzelm@49522
  2120
  next
wenzelm@53406
  2121
    {
wenzelm@53406
  2122
      fix x
wenzelm@53406
  2123
      assume x: "x \<in> B"
wenzelm@53406
  2124
      from x have B': "B = insert x (B - {x})"
wenzelm@53406
  2125
        by blast
wenzelm@53406
  2126
      have fth: "finite (B - {x})"
wenzelm@53406
  2127
        using fB by simp
huffman@44133
  2128
      have "?a \<bullet> x = 0"
wenzelm@53406
  2129
        apply (subst B')
wenzelm@53406
  2130
        using fB fth
huffman@44133
  2131
        unfolding setsum_clauses(2)[OF fth]
huffman@44133
  2132
        apply simp unfolding inner_simps
huffman@44527
  2133
        apply (clarsimp simp add: inner_add inner_setsum_left)
huffman@44133
  2134
        apply (rule setsum_0', rule ballI)
huffman@44133
  2135
        unfolding inner_commute
wenzelm@49711
  2136
        apply (auto simp add: x field_simps
wenzelm@49711
  2137
          intro: B(5)[unfolded pairwise_def orthogonal_def, rule_format])
wenzelm@53406
  2138
        done
wenzelm@53406
  2139
    }
wenzelm@53406
  2140
    then show "\<forall>x \<in> B. ?a \<bullet> x = 0"
wenzelm@53406
  2141
      by blast
huffman@44133
  2142
  qed
wenzelm@53406
  2143
  with a0 show ?thesis
wenzelm@53406
  2144
    unfolding sSB by (auto intro: exI[where x="?a"])
huffman@44133
  2145
qed
huffman@44133
  2146
huffman@44133
  2147
lemma span_not_univ_subset_hyperplane:
wenzelm@53406
  2148
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
  2149
  assumes SU: "span S \<noteq> UNIV"
huffman@44133
  2150
  shows "\<exists> a. a \<noteq>0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
huffman@44133
  2151
  using span_not_univ_orthogonal[OF SU] by auto
huffman@44133
  2152
wenzelm@49663
  2153
lemma lowdim_subset_hyperplane:
wenzelm@53406
  2154
  fixes S :: "'a::euclidean_space set"
huffman@44133
  2155
  assumes d: "dim S < DIM('a)"
huffman@44133
  2156
  shows "\<exists>(a::'a). a  \<noteq> 0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
wenzelm@49522
  2157
proof -
wenzelm@53406
  2158
  {
wenzelm@53406
  2159
    assume "span S = UNIV"
wenzelm@53406
  2160
    then have "dim (span S) = dim (UNIV :: ('a) set)"
wenzelm@53406
  2161
      by simp
wenzelm@53406
  2162
    then have "dim S = DIM('a)"
wenzelm@53406
  2163
      by (simp add: dim_span dim_UNIV)
wenzelm@53406
  2164
    with d have False by arith
wenzelm@53406
  2165
  }
wenzelm@53406
  2166
  then have th: "span S \<noteq> UNIV"
wenzelm@53406
  2167
    by blast
huffman@44133
  2168
  from span_not_univ_subset_hyperplane[OF th] show ?thesis .
huffman@44133
  2169
qed
huffman@44133
  2170
huffman@44133
  2171
text {* We can extend a linear basis-basis injection to the whole set. *}
huffman@44133
  2172
huffman@44133
  2173
lemma linear_indep_image_lemma:
wenzelm@49663
  2174
  assumes lf: "linear f"
wenzelm@49663
  2175
    and fB: "finite B"
wenzelm@49522
  2176
    and ifB: "independent (f ` B)"
wenzelm@49663
  2177
    and fi: "inj_on f B"
wenzelm@49663
  2178
    and xsB: "x \<in> span B"
wenzelm@49522
  2179
    and fx: "f x = 0"
huffman@44133
  2180
  shows "x = 0"
huffman@44133
  2181
  using fB ifB fi xsB fx
wenzelm@49522
  2182
proof (induct arbitrary: x rule: finite_induct[OF fB])
wenzelm@49663
  2183
  case 1
wenzelm@49663
  2184
  then show ?case by auto
huffman@44133
  2185
next
huffman@44133
  2186
  case (2 a b x)
huffman@44133
  2187
  have fb: "finite b" using "2.prems" by simp
huffman@44133
  2188
  have th0: "f ` b \<subseteq> f ` (insert a b)"
wenzelm@53406
  2189
    apply (rule image_mono)
wenzelm@53406
  2190
    apply blast
wenzelm@53406
  2191
    done
huffman@44133
  2192
  from independent_mono[ OF "2.prems"(2) th0]
huffman@44133
  2193
  have ifb: "independent (f ` b)"  .
huffman@44133
  2194
  have fib: "inj_on f b"
huffman@44133
  2195
    apply (rule subset_inj_on [OF "2.prems"(3)])
wenzelm@49522
  2196
    apply blast
wenzelm@49522
  2197
    done
huffman@44133
  2198
  from span_breakdown[of a "insert a b", simplified, OF "2.prems"(4)]
wenzelm@53406
  2199
  obtain k where k: "x - k*\<^sub>R a \<in> span (b - {a})"
wenzelm@53406
  2200
    by blast
huffman@44133
  2201
  have "f (x - k*\<^sub>R a) \<in> span (f ` b)"
huffman@44133
  2202
    unfolding span_linear_image[OF lf]
huffman@44133
  2203
    apply (rule imageI)
wenzelm@53716
  2204
    using k span_mono[of "b - {a}" b]
wenzelm@53406
  2205
    apply blast
wenzelm@49522
  2206
    done
wenzelm@49522
  2207
  then have "f x - k*\<^sub>R f a \<in> span (f ` b)"
huffman@44133
  2208
    by (simp add: linear_sub[OF lf] linear_cmul[OF lf])
wenzelm@49522
  2209
  then have th: "-k *\<^sub>R f a \<in> span (f ` b)"
huffman@44133
  2210
    using "2.prems"(5) by simp
wenzelm@53406
  2211
  have xsb: "x \<in> span b"
wenzelm@53406
  2212
  proof (cases "k = 0")
wenzelm@53406
  2213
    case True
wenzelm@53716
  2214
    with k have "x \<in> span (b - {a})" by simp
wenzelm@53716
  2215
    then show ?thesis using span_mono[of "b - {a}" b]
wenzelm@53406
  2216
      by blast
wenzelm@53406
  2217
  next
wenzelm@53406
  2218
    case False
wenzelm@53406
  2219
    with span_mul[OF th, of "- 1/ k"]
huffman@44133
  2220
    have th1: "f a \<in> span (f ` b)"
huffman@44133
  2221
      by auto
huffman@44133
  2222
    from inj_on_image_set_diff[OF "2.prems"(3), of "insert a b " "{a}", symmetric]
huffman@44133
  2223
    have tha: "f ` insert a b - f ` {a} = f ` (insert a b - {a})" by blast
huffman@44133
  2224
    from "2.prems"(2) [unfolded dependent_def bex_simps(8), rule_format, of "f a"]
huffman@44133
  2225
    have "f a \<notin> span (f ` b)" using tha
huffman@44133
  2226
      using "2.hyps"(2)
huffman@44133
  2227
      "2.prems"(3) by auto
huffman@44133
  2228
    with th1 have False by blast
wenzelm@53406
  2229
    then show ?thesis by blast
wenzelm@53406
  2230
  qed
wenzelm@53406
  2231
  from "2.hyps"(3)[OF fb ifb fib xsb "2.prems"(5)] show "x = 0" .
huffman@44133
  2232
qed
huffman@44133
  2233
huffman@44133
  2234
text {* We can extend a linear mapping from basis. *}
huffman@44133
  2235
huffman@44133
  2236
lemma linear_independent_extend_lemma:
huffman@44133
  2237
  fixes f :: "'a::real_vector \<Rightarrow> 'b::real_vector"
wenzelm@53406
  2238
  assumes fi: "finite B"
wenzelm@53406
  2239
    and ib: "independent B"
wenzelm@53406
  2240
  shows "\<exists>g.
wenzelm@53406
  2241
    (\<forall>x\<in> span B. \<forall>y\<in> span B. g (x + y) = g x + g y) \<and>
wenzelm@53406
  2242
    (\<forall>x\<in> span B. \<forall>c. g (c*\<^sub>R x) = c *\<^sub>R g x) \<and>
wenzelm@53406
  2243
    (\<forall>x\<in> B. g x = f x)"
wenzelm@49663
  2244
  using ib fi
wenzelm@49522
  2245
proof (induct rule: finite_induct[OF fi])
wenzelm@49663
  2246
  case 1
wenzelm@49663
  2247
  then show ?case by auto
huffman@44133
  2248
next
huffman@44133
  2249
  case (2 a b)
huffman@44133
  2250
  from "2.prems" "2.hyps" have ibf: "independent b" "finite b"
huffman@44133
  2251
    by (simp_all add: independent_insert)
huffman@44133
  2252
  from "2.hyps"(3)[OF ibf] obtain g where
huffman@44133
  2253
    g: "\<forall>x\<in>span b. \<forall>y\<in>span b. g (x + y) = g x + g y"
huffman@44133
  2254
    "\<forall>x\<in>span b. \<forall>c. g (c *\<^sub>R x) = c *\<^sub>R g x" "\<forall>x\<in>b. g x = f x" by blast
huffman@44133
  2255
  let ?h = "\<lambda>z. SOME k. (z - k *\<^sub>R a) \<in> span b"
wenzelm@53406
  2256
  {
wenzelm@53406
  2257
    fix z
wenzelm@53406
  2258
    assume z: "z \<in> span (insert a b)"
huffman@44133
  2259
    have th0: "z - ?h z *\<^sub>R a \<in> span b"
huffman@44133
  2260
      apply (rule someI_ex)
huffman@44133
  2261
      unfolding span_breakdown_eq[symmetric]
wenzelm@53406
  2262
      apply (rule z)
wenzelm@53406
  2263
      done
wenzelm@53406
  2264
    {
wenzelm@53406
  2265
      fix k
wenzelm@53406
  2266
      assume k: "z - k *\<^sub>R a \<in> span b"
huffman@44133
  2267
      have eq: "z - ?h z *\<^sub>R a - (z - k*\<^sub>R a) = (k - ?h z) *\<^sub>R a"
huffman@44133
  2268
        by (simp add: field_simps scaleR_left_distrib [symmetric])
wenzelm@53406
  2269
      from span_sub[OF th0 k] have khz: "(k - ?h z) *\<^sub>R a \<in> span b"
wenzelm@53406
  2270
        by (simp add: eq)
wenzelm@53406
  2271
      {
wenzelm@53406
  2272
        assume "k \<noteq> ?h z"
wenzelm@53406
  2273
        then have k0: "k - ?h z \<noteq> 0" by simp
huffman@44133
  2274
        from k0 span_mul[OF khz, of "1 /(k - ?h z)"]
huffman@44133
  2275
        have "a \<in> span b" by simp
huffman@44133
  2276
        with "2.prems"(1) "2.hyps"(2) have False
wenzelm@53406
  2277
          by (auto simp add: dependent_def)
wenzelm@53406
  2278
      }
wenzelm@53406
  2279
      then have "k = ?h z" by blast
wenzelm@53406
  2280
    }
wenzelm@53406
  2281
    with th0 have "z - ?h z *\<^sub>R a \<in> span b \<and> (\<forall>k. z - k *\<^sub>R a \<in> span b \<longrightarrow> k = ?h z)"
wenzelm@53406
  2282
      by blast
wenzelm@53406
  2283
  }
huffman@44133
  2284
  note h = this
huffman@44133
  2285
  let ?g = "\<lambda>z. ?h z *\<^sub>R f a + g (z - ?h z *\<^sub>R a)"
wenzelm@53406
  2286
  {
wenzelm@53406
  2287
    fix x y
wenzelm@53406
  2288
    assume x: "x \<in> span (insert a b)"
wenzelm@53406
  2289
      and y: "y \<in> span (insert a b)"
huffman@44133
  2290
    have tha: "\<And>(x::'a) y a k l. (x + y) - (k + l) *\<^sub>R a = (x - k *\<^sub>R a) + (y - l *\<^sub>R a)"
huffman@44133
  2291
      by (simp add: algebra_simps)
huffman@44133
  2292
    have addh: "?h (x + y) = ?h x + ?h y"
huffman@44133
  2293
      apply (rule conjunct2[OF h, rule_format, symmetric])
huffman@44133
  2294
      apply (rule span_add[OF x y])
huffman@44133
  2295
      unfolding tha
wenzelm@53406
  2296
      apply (metis span_add x y conjunct1[OF h, rule_format])
wenzelm@53406
  2297
      done
huffman@44133
  2298
    have "?g (x + y) = ?g x + ?g y"
huffman@44133
  2299
      unfolding addh tha
huffman@44133
  2300
      g(1)[rule_format,OF conjunct1[OF h, OF x] conjunct1[OF h, OF y]]
huffman@44133
  2301
      by (simp add: scaleR_left_distrib)}
huffman@44133
  2302
  moreover
wenzelm@53406
  2303
  {
wenzelm@53406
  2304
    fix x :: "'a"
wenzelm@53406
  2305
    fix c :: real
wenzelm@49522
  2306
    assume x: "x \<in> span (insert a b)"
huffman@44133
  2307
    have tha: "\<And>(x::'a) c k a. c *\<^sub>R x - (c * k) *\<^sub>R a = c *\<^sub>R (x - k *\<^sub>R a)"
huffman@44133
  2308
      by (simp add: algebra_simps)
huffman@44133
  2309
    have hc: "?h (c *\<^sub>R x) = c * ?h x"
huffman@44133
  2310
      apply (rule conjunct2[OF h, rule_format, symmetric])
huffman@44133
  2311
      apply (metis span_mul x)
wenzelm@49522
  2312
      apply (metis tha span_mul x conjunct1[OF h])
wenzelm@49522
  2313
      done
huffman@44133
  2314
    have "?g (c *\<^sub>R x) = c*\<^sub>R ?g x"
huffman@44133
  2315
      unfolding hc tha g(2)[rule_format, OF conjunct1[OF h, OF x]]
wenzelm@53406
  2316
      by (simp add: algebra_simps)
wenzelm@53406
  2317
  }
huffman@44133
  2318
  moreover
wenzelm@53406
  2319
  {
wenzelm@53406
  2320
    fix x
wenzelm@53406
  2321
    assume x: "x \<in> insert a b"
wenzelm@53406
  2322
    {
wenzelm@53406
  2323
      assume xa: "x = a"
huffman@44133
  2324
      have ha1: "1 = ?h a"
huffman@44133
  2325
        apply (rule conjunct2[OF h, rule_format])
huffman@44133
  2326
        apply (metis span_superset insertI1)
huffman@44133
  2327
        using conjunct1[OF h, OF span_superset, OF insertI1]
wenzelm@49522
  2328
        apply (auto simp add: span_0)
wenzelm@49522
  2329
        done
huffman@44133
  2330
      from xa ha1[symmetric] have "?g x = f x"
huffman@44133
  2331
        apply simp
huffman@44133
  2332
        using g(2)[rule_format, OF span_0, of 0]
wenzelm@49522
  2333
        apply simp
wenzelm@53406
  2334
        done
wenzelm@53406
  2335
    }
huffman@44133
  2336
    moreover
wenzelm@53406
  2337
    {
wenzelm@53406
  2338
      assume xb: "x \<in> b"
huffman@44133
  2339
      have h0: "0 = ?h x"
huffman@44133
  2340
        apply (rule conjunct2[OF h, rule_format])
huffman@44133
  2341
        apply (metis  span_superset x)
huffman@44133
  2342
        apply simp
huffman@44133
  2343
        apply (metis span_superset xb)
huffman@44133
  2344
        done
huffman@44133
  2345
      have "?g x = f x"
wenzelm@53406
  2346
        by (simp add: h0[symmetric] g(3)[rule_format, OF xb])
wenzelm@53406
  2347
    }
wenzelm@53406
  2348
    ultimately have "?g x = f x"
wenzelm@53406
  2349
      using x by blast
wenzelm@53406
  2350
  }
wenzelm@49663
  2351
  ultimately show ?case
wenzelm@49663
  2352
    apply -
wenzelm@49663
  2353
    apply (rule exI[where x="?g"])
wenzelm@49663
  2354
    apply blast
wenzelm@49663
  2355
    done
huffman@44133
  2356
qed
huffman@44133
  2357
huffman@44133
  2358
lemma linear_independent_extend:
wenzelm@53406
  2359
  fixes B :: "'a::euclidean_space set"
wenzelm@53406
  2360
  assumes iB: "independent B"
huffman@44133
  2361
  shows "\<exists>g. linear g \<and> (\<forall>x\<in>B. g x = f x)"
wenzelm@49522
  2362
proof -
huffman@44133
  2363
  from maximal_independent_subset_extend[of B UNIV] iB
wenzelm@53406
  2364
  obtain C where C: "B \<subseteq> C" "independent C" "\<And>x. x \<in> span C"
wenzelm@53406
  2365
    by auto
huffman@44133
  2366
huffman@44133
  2367
  from C(2) independent_bound[of C] linear_independent_extend_lemma[of C f]
wenzelm@53406
  2368
  obtain g where g:
wenzelm@53406
  2369
    "(\<forall>x\<in> span C. \<forall>y\<in> span C. g (x + y) = g x + g y) \<and>
wenzelm@53406
  2370
     (\<forall>x\<in> span C. \<forall>c. g (c*\<^sub>R x) = c *\<^sub>R g x) \<and>
wenzelm@53406
  2371
     (\<forall>x\<in> C. g x = f x)" by blast
wenzelm@53406
  2372
  from g show ?thesis
huffman@53600
  2373
    unfolding linear_iff
wenzelm@53406
  2374
    using C
wenzelm@49663
  2375
    apply clarsimp
wenzelm@49663
  2376
    apply blast
wenzelm@49663
  2377
    done
huffman@44133
  2378
qed
huffman@44133
  2379
huffman@44133
  2380
text {* Can construct an isomorphism between spaces of same dimension. *}
huffman@44133
  2381
huffman@44133
  2382
lemma subspace_isomorphism:
wenzelm@53406
  2383
  fixes S :: "'a::euclidean_space set"
wenzelm@53406
  2384
    and T :: "'b::euclidean_space set"
wenzelm@53406
  2385
  assumes s: "subspace S"
wenzelm@53406
  2386
    and t: "subspace T"
wenzelm@49522
  2387
    and d: "dim S = dim T"
huffman@44133
  2388
  shows "\<exists>f. linear f \<and> f ` S = T \<and> inj_on f S"
wenzelm@49522
  2389
proof -
wenzelm@53406
  2390
  from basis_exists[of S] independent_bound
wenzelm@53406
  2391
  obtain B where B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" and fB: "finite B"
wenzelm@53406
  2392
    by blast
wenzelm@53406
  2393
  from basis_exists[of T] independent_bound
wenzelm@53406
  2394
  obtain C where C: "C \<subseteq> T" "independent C" "T \<subseteq> span C" "card C = dim T" and fC: "finite C"
wenzelm@53406
  2395
    by blast
wenzelm@53406
  2396
  from B(4) C(4) card_le_inj[of B C] d
wenzelm@53406
  2397
  obtain f where f: "f ` B \<subseteq> C" "inj_on f B" using `finite B` `finite C`
wenzelm@53406
  2398
    by auto
wenzelm@53406
  2399
  from linear_independent_extend[OF B(2)]
wenzelm@53406
  2400
  obtain g where g: "linear g" "\<forall>x\<in> B. g x = f x"
wenzelm@53406
  2401
    by blast
wenzelm@53406
  2402
  from inj_on_iff_eq_card[OF fB, of f] f(2) have "card (f ` B) = card B"
huffman@44133
  2403
    by simp
wenzelm@53406
  2404
  with B(4) C(4) have ceq: "card (f ` B) = card C"
wenzelm@53406
  2405
    using d by simp
wenzelm@53406
  2406
  have "g ` B = f ` B"
wenzelm@53406
  2407
    using g(2) by (auto simp add: image_iff)
huffman@44133
  2408
  also have "\<dots> = C" using card_subset_eq[OF fC f(1) ceq] .
huffman@44133
  2409
  finally have gBC: "g ` B = C" .
wenzelm@53406
  2410
  have gi: "inj_on g B"
wenzelm@53406
  2411
    using f(2) g(2) by (auto simp add: inj_on_def)
huffman@44133
  2412
  note g0 = linear_indep_image_lemma[OF g(1) fB, unfolded gBC, OF C(2) gi]
wenzelm@53406
  2413
  {
wenzelm@53406
  2414
    fix x y
wenzelm@53406
  2415
    assume x: "x \<in> S" and y: "y \<in> S" and gxy: "g x = g y"
wenzelm@53406
  2416
    from B(3) x y have x': "x \<in> span B" and y': "y \<in> span B"
wenzelm@53406
  2417
      by blast+
wenzelm@53406
  2418
    from gxy have th0: "g (x - y) = 0"
wenzelm@53406
  2419
      by (simp add: linear_sub[OF g(1)])
wenzelm@53406
  2420
    have th1: "x - y \<in> span B"
wenzelm@53406
  2421
      using x' y' by (metis span_sub)
wenzelm@53406
  2422
    have "x = y"
wenzelm@53406
  2423
      using g0[OF th1 th0] by simp
wenzelm@53406
  2424
  }
huffman@44133
  2425
  then have giS: "inj_on g S"
huffman@44133
  2426
    unfolding inj_on_def by blast
wenzelm@53406
  2427
  from span_subspace[OF B(1,3) s] have "g ` S = span (g ` B)"
wenzelm@53406
  2428
    by (simp add: span_linear_image[OF g(1)])
huffman@44133
  2429
  also have "\<dots> = span C" unfolding gBC ..
huffman@44133
  2430
  also have "\<dots> = T" using span_subspace[OF C(1,3) t] .
huffman@44133
  2431
  finally have gS: "g ` S = T" .
wenzelm@53406
  2432
  from g(1) gS giS show ?thesis
wenzelm@53406
  2433
    by blast
huffman@44133
  2434
qed
huffman@44133
  2435
huffman@44133
  2436
text {* Linear functions are equal on a subspace if they are on a spanning set. *}
huffman@44133
  2437
huffman@44133
  2438
lemma subspace_kernel:
huffman@44133
  2439
  assumes lf: "linear f"
huffman@44133
  2440
  shows "subspace {x. f x = 0}"
wenzelm@49522
  2441
  apply (simp add: subspace_def)
wenzelm@49522
  2442
  apply (simp add: linear_add[OF lf] linear_cmul[OF lf] linear_0[OF lf])
wenzelm@49522
  2443
  done
huffman@44133
  2444
huffman@44133
  2445
lemma linear_eq_0_span:
huffman@44133
  2446
  assumes lf: "linear f" and f0: "\<forall>x\<in>B. f x = 0"
huffman@44133
  2447
  shows "\<forall>x \<in> span B. f x = 0"
huffman@44170
  2448
  using f0 subspace_kernel[OF lf]
huffman@44170
  2449
  by (rule span_induct')
huffman@44133
  2450
huffman@44133
  2451
lemma linear_eq_0:
wenzelm@49663
  2452
  assumes lf: "linear f"
wenzelm@49663
  2453
    and SB: "S \<subseteq> span B"
wenzelm@49663
  2454
    and f0: "\<forall>x\<in>B. f x = 0"
huffman@44133
  2455
  shows "\<forall>x \<in> S. f x = 0"
huffman@44133
  2456
  by (metis linear_eq_0_span[OF lf] subset_eq SB f0)
huffman@44133
  2457
huffman@44133
  2458
lemma linear_eq:
wenzelm@49663
  2459
  assumes lf: "linear f"
wenzelm@49663
  2460
    and lg: "linear g"
wenzelm@49663
  2461
    and S: "S \<subseteq> span B"
wenzelm@49522
  2462
    and fg: "\<forall> x\<in> B. f x = g x"
huffman@44133
  2463
  shows "\<forall>x\<in> S. f x = g x"
wenzelm@49663
  2464
proof -
huffman@44133
  2465
  let ?h = "\<lambda>x. f x - g x"