src/HOL/Multivariate_Analysis/Euclidean_Space.thy
author huffman
Wed, 28 Apr 2010 15:05:45 -0700
changeset 36581 bbea7f52e8e1
parent 36436 1c0f42fb92f1
child 36585 f2faab7b46e7
permissions -rw-r--r--
move operator norm stuff to new theory file
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
     1
(*  Title:      Library/Multivariate_Analysis/Euclidean_Space.thy
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
     2
    Author:     Amine Chaieb, University of Cambridge
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
     3
*)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
     4
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
     5
header {* (Real) Vectors in Euclidean space, and elementary linear algebra.*}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
     6
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
     7
theory Euclidean_Space
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
     8
imports
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
     9
  Complex_Main "~~/src/HOL/Decision_Procs/Dense_Linear_Order"
36336
1c8fc1bae0b5 minimize imports
huffman
parents: 36334
diff changeset
    10
  Finite_Cartesian_Product Infinite_Set Numeral_Type
36333
82356c9e218a move l2-norm stuff into separate theory file
huffman
parents: 36309
diff changeset
    11
  Inner_Product L2_Norm
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    12
uses "positivstellensatz.ML" ("normarith.ML")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    13
begin
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    14
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    15
subsection{* Basic componentwise operations on vectors. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    16
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
    17
instantiation cart :: (plus,finite) plus
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    18
begin
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    19
  definition  vector_add_def : "op + \<equiv> (\<lambda> x y.  (\<chi> i. (x$i) + (y$i)))"
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    20
  instance ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    21
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    22
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
    23
instantiation cart :: (times,finite) times
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    24
begin
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    25
  definition vector_mult_def : "op * \<equiv> (\<lambda> x y.  (\<chi> i. (x$i) * (y$i)))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    26
  instance ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    27
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    28
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    29
instantiation cart :: (minus,finite) minus
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    30
begin
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    31
  definition vector_minus_def : "op - \<equiv> (\<lambda> x y.  (\<chi> i. (x$i) - (y$i)))"
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    32
  instance ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    33
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    34
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    35
instantiation cart :: (uminus,finite) uminus
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    36
begin
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    37
  definition vector_uminus_def : "uminus \<equiv> (\<lambda> x.  (\<chi> i. - (x$i)))"
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    38
  instance ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    39
end
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
    40
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    41
instantiation cart :: (zero,finite) zero
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    42
begin
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    43
  definition vector_zero_def : "0 \<equiv> (\<chi> i. 0)"
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    44
  instance ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    45
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    46
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    47
instantiation cart :: (one,finite) one
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    48
begin
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    49
  definition vector_one_def : "1 \<equiv> (\<chi> i. 1)"
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    50
  instance ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    51
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    52
35540
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    53
instantiation cart :: (scaleR, finite) scaleR
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    54
begin
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    55
  definition vector_scaleR_def: "scaleR = (\<lambda> r x.  (\<chi> i. scaleR r (x$i)))"
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    56
  instance ..
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    57
end
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    58
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
    59
instantiation cart :: (ord,finite) ord
35253
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    60
begin
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    61
  definition vector_le_def:
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    62
    "less_eq (x :: 'a ^'b) y = (ALL i. x$i <= y$i)"
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    63
  definition vector_less_def: "less (x :: 'a ^'b) y = (ALL i. x$i < y$i)"
68dd8b51c6b8 tuned headers;
wenzelm
parents: 35172
diff changeset
    64
  instance by (intro_classes)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    65
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    66
36431
340755027840 move definitions and theorems for type real^1 to separate theory file
huffman
parents: 36365
diff changeset
    67
text{* The ordering on one-dimensional vectors is linear. *}
35540
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    68
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    69
class cart_one = assumes UNIV_one: "card (UNIV \<Colon> 'a set) = Suc 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    70
begin
35540
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    71
  subclass finite
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    72
  proof from UNIV_one show "finite (UNIV :: 'a set)"
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    73
      by (auto intro!: card_ge_0_finite) qed
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    74
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    75
35540
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    76
instantiation cart :: (linorder,cart_one) linorder begin
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    77
instance proof
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    78
  guess a B using UNIV_one[where 'a='b] unfolding card_Suc_eq apply- by(erule exE)+
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    79
  hence *:"UNIV = {a}" by auto
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    80
  have "\<And>P. (\<forall>i\<in>UNIV. P i) \<longleftrightarrow> P a" unfolding * by auto hence all:"\<And>P. (\<forall>i. P i) \<longleftrightarrow> P a" by auto
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    81
  fix x y z::"'a^'b::cart_one" note * = vector_le_def vector_less_def all Cart_eq
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    82
  show "x\<le>x" "(x < y) = (x \<le> y \<and> \<not> y \<le> x)" "x\<le>y \<or> y\<le>x" unfolding * by(auto simp only:field_simps)
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    83
  { assume "x\<le>y" "y\<le>z" thus "x\<le>z" unfolding * by(auto simp only:field_simps) }
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    84
  { assume "x\<le>y" "y\<le>x" thus "x=y" unfolding * by(auto simp only:field_simps) }
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    85
qed end
3d073a3e1c61 the ordering on real^1 is linear
himmelma
parents: 35253
diff changeset
    86
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    87
text{* Also the scalar-vector multiplication. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    88
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
    89
definition vector_scalar_mult:: "'a::times \<Rightarrow> 'a ^ 'n \<Rightarrow> 'a ^ 'n" (infixl "*s" 70)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    90
  where "c *s x = (\<chi> i. c * (x$i))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    91
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    92
text{* Constant Vectors *} 
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    93
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    94
definition "vec x = (\<chi> i. x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    95
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    96
subsection {* A naive proof procedure to lift really trivial arithmetic stuff from the basis of the vector space. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    97
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    98
method_setup vector = {*
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
    99
let
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   100
  val ss1 = HOL_basic_ss addsimps [@{thm setsum_addf} RS sym,
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   101
  @{thm setsum_subtractf} RS sym, @{thm setsum_right_distrib},
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   102
  @{thm setsum_left_distrib}, @{thm setsum_negf} RS sym]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   103
  val ss2 = @{simpset} addsimps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   104
             [@{thm vector_add_def}, @{thm vector_mult_def},
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   105
              @{thm vector_minus_def}, @{thm vector_uminus_def},
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   106
              @{thm vector_one_def}, @{thm vector_zero_def}, @{thm vec_def},
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   107
              @{thm vector_scaleR_def},
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   108
              @{thm Cart_lambda_beta}, @{thm vector_scalar_mult_def}]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   109
 fun vector_arith_tac ths =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   110
   simp_tac ss1
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   111
   THEN' (fn i => rtac @{thm setsum_cong2} i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   112
         ORELSE rtac @{thm setsum_0'} i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   113
         ORELSE simp_tac (HOL_basic_ss addsimps [@{thm "Cart_eq"}]) i)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   114
   (* THEN' TRY o clarify_tac HOL_cs  THEN' (TRY o rtac @{thm iffI}) *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   115
   THEN' asm_full_simp_tac (ss2 addsimps ths)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   116
 in
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   117
  Attrib.thms >> (fn ths => K (SIMPLE_METHOD' (vector_arith_tac ths)))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   118
 end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   119
*} "Lifts trivial vector statements to real arith statements"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   120
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   121
lemma vec_0[simp]: "vec 0 = 0" by (vector vector_zero_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   122
lemma vec_1[simp]: "vec 1 = 1" by (vector vector_one_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   123
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   124
text{* Obvious "component-pushing". *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   125
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   126
lemma vec_component [simp]: "vec x $ i = x"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   127
  by (vector vec_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   128
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   129
lemma vector_add_component [simp]: "(x + y)$i = x$i + y$i"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   130
  by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   131
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   132
lemma vector_minus_component [simp]: "(x - y)$i = x$i - y$i"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   133
  by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   134
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   135
lemma vector_mult_component [simp]: "(x * y)$i = x$i * y$i"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   136
  by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   137
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   138
lemma vector_smult_component [simp]: "(c *s y)$i = c * (y$i)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   139
  by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   140
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   141
lemma vector_uminus_component [simp]: "(- x)$i = - (x$i)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   142
  by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   143
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   144
lemma vector_scaleR_component [simp]: "(scaleR r x)$i = scaleR r (x$i)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   145
  by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   146
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   147
lemma cond_component: "(if b then x else y)$i = (if b then x$i else y$i)" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   148
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   149
lemmas vector_component =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   150
  vec_component vector_add_component vector_mult_component
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   151
  vector_smult_component vector_minus_component vector_uminus_component
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   152
  vector_scaleR_component cond_component
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   153
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   154
subsection {* Some frequently useful arithmetic lemmas over vectors. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   155
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   156
instance cart :: (semigroup_add,finite) semigroup_add
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   157
  apply (intro_classes) by (vector add_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   158
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   159
instance cart :: (monoid_add,finite) monoid_add
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   160
  apply (intro_classes) by vector+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   161
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   162
instance cart :: (group_add,finite) group_add
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   163
  apply (intro_classes) by (vector algebra_simps)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   164
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   165
instance cart :: (ab_semigroup_add,finite) ab_semigroup_add
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   166
  apply (intro_classes) by (vector add_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   167
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   168
instance cart :: (comm_monoid_add,finite) comm_monoid_add
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   169
  apply (intro_classes) by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   170
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   171
instance cart :: (ab_group_add,finite) ab_group_add
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   172
  apply (intro_classes) by vector+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   173
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   174
instance cart :: (cancel_semigroup_add,finite) cancel_semigroup_add
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   175
  apply (intro_classes)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   176
  by (vector Cart_eq)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   177
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   178
instance cart :: (cancel_ab_semigroup_add,finite) cancel_ab_semigroup_add
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   179
  apply (intro_classes)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   180
  by (vector Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   181
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   182
instance cart :: (real_vector, finite) real_vector
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   183
  by default (vector scaleR_left_distrib scaleR_right_distrib)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   184
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   185
instance cart :: (semigroup_mult,finite) semigroup_mult
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   186
  apply (intro_classes) by (vector mult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   187
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   188
instance cart :: (monoid_mult,finite) monoid_mult
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   189
  apply (intro_classes) by vector+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   190
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   191
instance cart :: (ab_semigroup_mult,finite) ab_semigroup_mult
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   192
  apply (intro_classes) by (vector mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   193
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   194
instance cart :: (ab_semigroup_idem_mult,finite) ab_semigroup_idem_mult
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   195
  apply (intro_classes) by (vector mult_idem)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   196
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   197
instance cart :: (comm_monoid_mult,finite) comm_monoid_mult
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   198
  apply (intro_classes) by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   199
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   200
fun vector_power where
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   201
  "vector_power x 0 = 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   202
  | "vector_power x (Suc n) = x * vector_power x n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   203
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   204
instance cart :: (semiring,finite) semiring
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   205
  apply (intro_classes) by (vector field_simps)+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   206
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   207
instance cart :: (semiring_0,finite) semiring_0
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   208
  apply (intro_classes) by (vector field_simps)+
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   209
instance cart :: (semiring_1,finite) semiring_1
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   210
  apply (intro_classes) by vector
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   211
instance cart :: (comm_semiring,finite) comm_semiring
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   212
  apply (intro_classes) by (vector field_simps)+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   213
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   214
instance cart :: (comm_semiring_0,finite) comm_semiring_0 by (intro_classes)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   215
instance cart :: (cancel_comm_monoid_add, finite) cancel_comm_monoid_add ..
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   216
instance cart :: (semiring_0_cancel,finite) semiring_0_cancel by (intro_classes)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   217
instance cart :: (comm_semiring_0_cancel,finite) comm_semiring_0_cancel by (intro_classes)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   218
instance cart :: (ring,finite) ring by (intro_classes)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   219
instance cart :: (semiring_1_cancel,finite) semiring_1_cancel by (intro_classes)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   220
instance cart :: (comm_semiring_1,finite) comm_semiring_1 by (intro_classes)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   221
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   222
instance cart :: (ring_1,finite) ring_1 ..
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   223
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   224
instance cart :: (real_algebra,finite) real_algebra
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   225
  apply intro_classes
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   226
  apply (simp_all add: vector_scaleR_def field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   227
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   228
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   229
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   230
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   231
instance cart :: (real_algebra_1,finite) real_algebra_1 ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   232
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   233
lemma of_nat_index:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   234
  "(of_nat n :: 'a::semiring_1 ^'n)$i = of_nat n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   235
  apply (induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   236
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   237
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   238
  done
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   239
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   240
lemma zero_index[simp]:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   241
  "(0 :: 'a::zero ^'n)$i = 0" by vector
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   242
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   243
lemma one_index[simp]:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   244
  "(1 :: 'a::one ^'n)$i = 1" by vector
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   245
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   246
lemma one_plus_of_nat_neq_0: "(1::'a::semiring_char_0) + of_nat n \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   247
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   248
  have "(1::'a) + of_nat n = 0 \<longleftrightarrow> of_nat 1 + of_nat n = (of_nat 0 :: 'a)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   249
  also have "\<dots> \<longleftrightarrow> 1 + n = 0" by (simp only: of_nat_add[symmetric] of_nat_eq_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   250
  finally show ?thesis by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   251
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   252
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   253
instance cart :: (semiring_char_0,finite) semiring_char_0
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   254
proof (intro_classes)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   255
  fix m n ::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   256
  show "(of_nat m :: 'a^'b) = of_nat n \<longleftrightarrow> m = n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   257
    by (simp add: Cart_eq of_nat_index)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   258
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   259
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   260
instance cart :: (comm_ring_1,finite) comm_ring_1 by intro_classes
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   261
instance cart :: (ring_char_0,finite) ring_char_0 by intro_classes
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   262
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   263
lemma vector_smult_assoc: "a *s (b *s x) = ((a::'a::semigroup_mult) * b) *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   264
  by (vector mult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   265
lemma vector_sadd_rdistrib: "((a::'a::semiring) + b) *s x = a *s x + b *s x"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   266
  by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   267
lemma vector_add_ldistrib: "(c::'a::semiring) *s (x + y) = c *s x + c *s y"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   268
  by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   269
lemma vector_smult_lzero[simp]: "(0::'a::mult_zero) *s x = 0" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   270
lemma vector_smult_lid[simp]: "(1::'a::monoid_mult) *s x = x" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   271
lemma vector_ssub_ldistrib: "(c::'a::ring) *s (x - y) = c *s x - c *s y"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   272
  by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   273
lemma vector_smult_rneg: "(c::'a::ring) *s -x = -(c *s x)" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   274
lemma vector_smult_lneg: "- (c::'a::ring) *s x = -(c *s x)" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   275
lemma vector_sneg_minus1: "-x = (- (1::'a::ring_1)) *s x" by vector
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   276
lemma vector_smult_rzero[simp]: "c *s 0 = (0::'a::mult_zero ^ 'n)" by vector
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   277
lemma vector_sub_rdistrib: "((a::'a::ring) - b) *s x = a *s x - b *s x"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   278
  by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   279
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   280
lemma vec_eq[simp]: "(vec m = vec n) \<longleftrightarrow> (m = n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   281
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   282
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   283
subsection {* Topological space *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   284
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   285
instantiation cart :: (topological_space, finite) topological_space
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   286
begin
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   287
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   288
definition open_vector_def:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   289
  "open (S :: ('a ^ 'b) set) \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   290
    (\<forall>x\<in>S. \<exists>A. (\<forall>i. open (A i) \<and> x$i \<in> A i) \<and>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   291
      (\<forall>y. (\<forall>i. y$i \<in> A i) \<longrightarrow> y \<in> S))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   292
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   293
instance proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   294
  show "open (UNIV :: ('a ^ 'b) set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   295
    unfolding open_vector_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   296
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   297
  fix S T :: "('a ^ 'b) set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   298
  assume "open S" "open T" thus "open (S \<inter> T)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   299
    unfolding open_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   300
    apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   301
    apply (drule (1) bspec)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   302
    apply (clarify, rename_tac Sa Ta)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   303
    apply (rule_tac x="\<lambda>i. Sa i \<inter> Ta i" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   304
    apply (simp add: open_Int)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   305
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   306
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   307
  fix K :: "('a ^ 'b) set set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   308
  assume "\<forall>S\<in>K. open S" thus "open (\<Union>K)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   309
    unfolding open_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   310
    apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   311
    apply (drule (1) bspec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   312
    apply (drule (1) bspec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   313
    apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   314
    apply (rule_tac x=A in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   315
    apply fast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   316
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   317
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   318
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   319
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   320
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   321
lemma open_vector_box: "\<forall>i. open (S i) \<Longrightarrow> open {x. \<forall>i. x $ i \<in> S i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   322
unfolding open_vector_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   323
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   324
lemma open_vimage_Cart_nth: "open S \<Longrightarrow> open ((\<lambda>x. x $ i) -` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   325
unfolding open_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   326
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   327
apply (rule_tac x="\<lambda>k. if k = i then S else UNIV" in exI, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   328
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   329
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   330
lemma closed_vimage_Cart_nth: "closed S \<Longrightarrow> closed ((\<lambda>x. x $ i) -` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   331
unfolding closed_open vimage_Compl [symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   332
by (rule open_vimage_Cart_nth)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   333
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   334
lemma closed_vector_box: "\<forall>i. closed (S i) \<Longrightarrow> closed {x. \<forall>i. x $ i \<in> S i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   335
proof -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   336
  have "{x. \<forall>i. x $ i \<in> S i} = (\<Inter>i. (\<lambda>x. x $ i) -` S i)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   337
  thus "\<forall>i. closed (S i) \<Longrightarrow> closed {x. \<forall>i. x $ i \<in> S i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   338
    by (simp add: closed_INT closed_vimage_Cart_nth)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   339
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   340
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   341
lemma tendsto_Cart_nth [tendsto_intros]:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   342
  assumes "((\<lambda>x. f x) ---> a) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   343
  shows "((\<lambda>x. f x $ i) ---> a $ i) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   344
proof (rule topological_tendstoI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   345
  fix S assume "open S" "a $ i \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   346
  then have "open ((\<lambda>y. y $ i) -` S)" "a \<in> ((\<lambda>y. y $ i) -` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   347
    by (simp_all add: open_vimage_Cart_nth)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   348
  with assms have "eventually (\<lambda>x. f x \<in> (\<lambda>y. y $ i) -` S) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   349
    by (rule topological_tendstoD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   350
  then show "eventually (\<lambda>x. f x $ i \<in> S) net"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   351
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   352
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   353
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   354
subsection {* Metric *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   355
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   356
(* TODO: move somewhere else *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   357
lemma finite_choice: "finite A \<Longrightarrow> \<forall>x\<in>A. \<exists>y. P x y \<Longrightarrow> \<exists>f. \<forall>x\<in>A. P x (f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   358
apply (induct set: finite, simp_all)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   359
apply (clarify, rename_tac y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   360
apply (rule_tac x="f(x:=y)" in exI, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   361
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   362
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   363
instantiation cart :: (metric_space, finite) metric_space
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   364
begin
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   365
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   366
definition dist_vector_def:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   367
  "dist (x::'a^'b) (y::'a^'b) = setL2 (\<lambda>i. dist (x$i) (y$i)) UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   368
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   369
lemma dist_nth_le: "dist (x $ i) (y $ i) \<le> dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   370
unfolding dist_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   371
by (rule member_le_setL2) simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   372
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   373
instance proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   374
  fix x y :: "'a ^ 'b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   375
  show "dist x y = 0 \<longleftrightarrow> x = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   376
    unfolding dist_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   377
    by (simp add: setL2_eq_0_iff Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   378
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   379
  fix x y z :: "'a ^ 'b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   380
  show "dist x y \<le> dist x z + dist y z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   381
    unfolding dist_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   382
    apply (rule order_trans [OF _ setL2_triangle_ineq])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   383
    apply (simp add: setL2_mono dist_triangle2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   384
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   385
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   386
  (* FIXME: long proof! *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   387
  fix S :: "('a ^ 'b) set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   388
  show "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   389
    unfolding open_vector_def open_dist
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   390
    apply safe
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   391
     apply (drule (1) bspec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   392
     apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   393
     apply (subgoal_tac "\<exists>e>0. \<forall>i y. dist y (x$i) < e \<longrightarrow> y \<in> A i")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   394
      apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   395
      apply (rule_tac x=e in exI, clarify)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   396
      apply (drule spec, erule mp, clarify)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   397
      apply (drule spec, drule spec, erule mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   398
      apply (erule le_less_trans [OF dist_nth_le])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   399
     apply (subgoal_tac "\<forall>i\<in>UNIV. \<exists>e>0. \<forall>y. dist y (x$i) < e \<longrightarrow> y \<in> A i")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   400
      apply (drule finite_choice [OF finite], clarify)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   401
      apply (rule_tac x="Min (range f)" in exI, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   402
     apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   403
     apply (drule_tac x=i in spec, clarify)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   404
     apply (erule (1) bspec)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   405
    apply (drule (1) bspec, clarify)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   406
    apply (subgoal_tac "\<exists>r. (\<forall>i::'b. 0 < r i) \<and> e = setL2 r UNIV")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   407
     apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   408
     apply (rule_tac x="\<lambda>i. {y. dist y (x$i) < r i}" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   409
     apply (rule conjI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   410
      apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   411
      apply (rule conjI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   412
       apply (clarify, rename_tac y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   413
       apply (rule_tac x="r i - dist y (x$i)" in exI, rule conjI, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   414
       apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   415
       apply (simp only: less_diff_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   416
       apply (erule le_less_trans [OF dist_triangle])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   417
      apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   418
     apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   419
     apply (drule spec, erule mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   420
     apply (simp add: dist_vector_def setL2_strict_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   421
    apply (rule_tac x="\<lambda>i. e / sqrt (of_nat CARD('b))" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   422
    apply (simp add: divide_pos_pos setL2_constant)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   423
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   424
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   425
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   426
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   427
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   428
lemma LIMSEQ_Cart_nth:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   429
  "(X ----> a) \<Longrightarrow> (\<lambda>n. X n $ i) ----> a $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   430
unfolding LIMSEQ_conv_tendsto by (rule tendsto_Cart_nth)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   431
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   432
lemma LIM_Cart_nth:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   433
  "(f -- x --> y) \<Longrightarrow> (\<lambda>x. f x $ i) -- x --> y $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   434
unfolding LIM_conv_tendsto by (rule tendsto_Cart_nth)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   435
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   436
lemma Cauchy_Cart_nth:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   437
  "Cauchy (\<lambda>n. X n) \<Longrightarrow> Cauchy (\<lambda>n. X n $ i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   438
unfolding Cauchy_def by (fast intro: le_less_trans [OF dist_nth_le])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   439
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   440
lemma LIMSEQ_vector:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   441
  fixes X :: "nat \<Rightarrow> 'a::metric_space ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   442
  assumes X: "\<And>i. (\<lambda>n. X n $ i) ----> (a $ i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   443
  shows "X ----> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   444
proof (rule metric_LIMSEQ_I)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   445
  fix r :: real assume "0 < r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   446
  then have "0 < r / of_nat CARD('n)" (is "0 < ?s")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   447
    by (simp add: divide_pos_pos)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   448
  def N \<equiv> "\<lambda>i. LEAST N. \<forall>n\<ge>N. dist (X n $ i) (a $ i) < ?s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   449
  def M \<equiv> "Max (range N)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   450
  have "\<And>i. \<exists>N. \<forall>n\<ge>N. dist (X n $ i) (a $ i) < ?s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   451
    using X `0 < ?s` by (rule metric_LIMSEQ_D)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   452
  hence "\<And>i. \<forall>n\<ge>N i. dist (X n $ i) (a $ i) < ?s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   453
    unfolding N_def by (rule LeastI_ex)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   454
  hence M: "\<And>i. \<forall>n\<ge>M. dist (X n $ i) (a $ i) < ?s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   455
    unfolding M_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   456
  {
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   457
    fix n :: nat assume "M \<le> n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   458
    have "dist (X n) a = setL2 (\<lambda>i. dist (X n $ i) (a $ i)) UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   459
      unfolding dist_vector_def ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   460
    also have "\<dots> \<le> setsum (\<lambda>i. dist (X n $ i) (a $ i)) UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   461
      by (rule setL2_le_setsum [OF zero_le_dist])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   462
    also have "\<dots> < setsum (\<lambda>i::'n. ?s) UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   463
      by (rule setsum_strict_mono, simp_all add: M `M \<le> n`)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   464
    also have "\<dots> = r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   465
      by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   466
    finally have "dist (X n) a < r" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   467
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   468
  hence "\<forall>n\<ge>M. dist (X n) a < r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   469
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   470
  then show "\<exists>M. \<forall>n\<ge>M. dist (X n) a < r" ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   471
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   472
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   473
lemma Cauchy_vector:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   474
  fixes X :: "nat \<Rightarrow> 'a::metric_space ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   475
  assumes X: "\<And>i. Cauchy (\<lambda>n. X n $ i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   476
  shows "Cauchy (\<lambda>n. X n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   477
proof (rule metric_CauchyI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   478
  fix r :: real assume "0 < r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   479
  then have "0 < r / of_nat CARD('n)" (is "0 < ?s")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   480
    by (simp add: divide_pos_pos)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   481
  def N \<equiv> "\<lambda>i. LEAST N. \<forall>m\<ge>N. \<forall>n\<ge>N. dist (X m $ i) (X n $ i) < ?s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   482
  def M \<equiv> "Max (range N)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   483
  have "\<And>i. \<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. dist (X m $ i) (X n $ i) < ?s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   484
    using X `0 < ?s` by (rule metric_CauchyD)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   485
  hence "\<And>i. \<forall>m\<ge>N i. \<forall>n\<ge>N i. dist (X m $ i) (X n $ i) < ?s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   486
    unfolding N_def by (rule LeastI_ex)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   487
  hence M: "\<And>i. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m $ i) (X n $ i) < ?s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   488
    unfolding M_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   489
  {
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   490
    fix m n :: nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   491
    assume "M \<le> m" "M \<le> n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   492
    have "dist (X m) (X n) = setL2 (\<lambda>i. dist (X m $ i) (X n $ i)) UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   493
      unfolding dist_vector_def ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   494
    also have "\<dots> \<le> setsum (\<lambda>i. dist (X m $ i) (X n $ i)) UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   495
      by (rule setL2_le_setsum [OF zero_le_dist])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   496
    also have "\<dots> < setsum (\<lambda>i::'n. ?s) UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   497
      by (rule setsum_strict_mono, simp_all add: M `M \<le> m` `M \<le> n`)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   498
    also have "\<dots> = r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   499
      by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   500
    finally have "dist (X m) (X n) < r" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   501
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   502
  hence "\<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m) (X n) < r"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   503
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   504
  then show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m) (X n) < r" ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   505
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   506
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   507
instance cart :: (complete_space, finite) complete_space
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   508
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   509
  fix X :: "nat \<Rightarrow> 'a ^ 'b" assume "Cauchy X"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   510
  have "\<And>i. (\<lambda>n. X n $ i) ----> lim (\<lambda>n. X n $ i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   511
    using Cauchy_Cart_nth [OF `Cauchy X`]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   512
    by (simp add: Cauchy_convergent_iff convergent_LIMSEQ_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   513
  hence "X ----> Cart_lambda (\<lambda>i. lim (\<lambda>n. X n $ i))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   514
    by (simp add: LIMSEQ_vector)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   515
  then show "convergent X"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   516
    by (rule convergentI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   517
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   518
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   519
subsection {* Norms *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   520
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   521
instantiation cart :: (real_normed_vector, finite) real_normed_vector
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   522
begin
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   523
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   524
definition norm_vector_def:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   525
  "norm (x::'a^'b) = setL2 (\<lambda>i. norm (x$i)) UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   526
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   527
definition vector_sgn_def:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   528
  "sgn (x::'a^'b) = scaleR (inverse (norm x)) x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   529
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   530
instance proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   531
  fix a :: real and x y :: "'a ^ 'b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   532
  show "0 \<le> norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   533
    unfolding norm_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   534
    by (rule setL2_nonneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   535
  show "norm x = 0 \<longleftrightarrow> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   536
    unfolding norm_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   537
    by (simp add: setL2_eq_0_iff Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   538
  show "norm (x + y) \<le> norm x + norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   539
    unfolding norm_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   540
    apply (rule order_trans [OF _ setL2_triangle_ineq])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   541
    apply (simp add: setL2_mono norm_triangle_ineq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   542
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   543
  show "norm (scaleR a x) = \<bar>a\<bar> * norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   544
    unfolding norm_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   545
    by (simp add: setL2_right_distrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   546
  show "sgn x = scaleR (inverse (norm x)) x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   547
    by (rule vector_sgn_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   548
  show "dist x y = norm (x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   549
    unfolding dist_vector_def norm_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   550
    by (simp add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   551
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   552
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   553
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   554
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   555
lemma norm_nth_le: "norm (x $ i) \<le> norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   556
unfolding norm_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   557
by (rule member_le_setL2) simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   558
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   559
interpretation Cart_nth: bounded_linear "\<lambda>x. x $ i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   560
apply default
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   561
apply (rule vector_add_component)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   562
apply (rule vector_scaleR_component)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   563
apply (rule_tac x="1" in exI, simp add: norm_nth_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   564
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   565
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   566
instance cart :: (banach, finite) banach ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   567
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   568
subsection {* Inner products *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   569
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   570
abbreviation inner_bullet (infix "\<bullet>" 70)  where "x \<bullet> y \<equiv> inner x y"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   571
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   572
instantiation cart :: (real_inner, finite) real_inner
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   573
begin
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   574
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   575
definition inner_vector_def:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   576
  "inner x y = setsum (\<lambda>i. inner (x$i) (y$i)) UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   577
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   578
instance proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   579
  fix r :: real and x y z :: "'a ^ 'b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   580
  show "inner x y = inner y x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   581
    unfolding inner_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   582
    by (simp add: inner_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   583
  show "inner (x + y) z = inner x z + inner y z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   584
    unfolding inner_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   585
    by (simp add: inner_add_left setsum_addf)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   586
  show "inner (scaleR r x) y = r * inner x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   587
    unfolding inner_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   588
    by (simp add: setsum_right_distrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   589
  show "0 \<le> inner x x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   590
    unfolding inner_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   591
    by (simp add: setsum_nonneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   592
  show "inner x x = 0 \<longleftrightarrow> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   593
    unfolding inner_vector_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   594
    by (simp add: Cart_eq setsum_nonneg_eq_0_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   595
  show "norm x = sqrt (inner x x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   596
    unfolding inner_vector_def norm_vector_def setL2_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   597
    by (simp add: power2_norm_eq_inner)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   598
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   599
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   600
end
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   601
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   602
subsection {* A connectedness or intermediate value lemma with several applications. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   603
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   604
lemma connected_real_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   605
  fixes f :: "real \<Rightarrow> 'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   606
  assumes ab: "a \<le> b" and fa: "f a \<in> e1" and fb: "f b \<in> e2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   607
  and dst: "\<And>e x. a <= x \<Longrightarrow> x <= b \<Longrightarrow> 0 < e ==> \<exists>d > 0. \<forall>y. abs(y - x) < d \<longrightarrow> dist(f y) (f x) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   608
  and e1: "\<forall>y \<in> e1. \<exists>e > 0. \<forall>y'. dist y' y < e \<longrightarrow> y' \<in> e1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   609
  and e2: "\<forall>y \<in> e2. \<exists>e > 0. \<forall>y'. dist y' y < e \<longrightarrow> y' \<in> e2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   610
  and e12: "~(\<exists>x \<ge> a. x <= b \<and> f x \<in> e1 \<and> f x \<in> e2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   611
  shows "\<exists>x \<ge> a. x <= b \<and> f x \<notin> e1 \<and> f x \<notin> e2" (is "\<exists> x. ?P x")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   612
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   613
  let ?S = "{c. \<forall>x \<ge> a. x <= c \<longrightarrow> f x \<in> e1}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   614
  have Se: " \<exists>x. x \<in> ?S" apply (rule exI[where x=a]) by (auto simp add: fa)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   615
  have Sub: "\<exists>y. isUb UNIV ?S y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   616
    apply (rule exI[where x= b])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   617
    using ab fb e12 by (auto simp add: isUb_def setle_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   618
  from reals_complete[OF Se Sub] obtain l where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   619
    l: "isLub UNIV ?S l"by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   620
  have alb: "a \<le> l" "l \<le> b" using l ab fa fb e12
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   621
    apply (auto simp add: isLub_def leastP_def isUb_def setle_def setge_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   622
    by (metis linorder_linear)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   623
  have ale1: "\<forall>z \<ge> a. z < l \<longrightarrow> f z \<in> e1" using l
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   624
    apply (auto simp add: isLub_def leastP_def isUb_def setle_def setge_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   625
    by (metis linorder_linear not_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   626
    have th1: "\<And>z x e d :: real. z <= x + e \<Longrightarrow> e < d ==> z < x \<or> abs(z - x) < d" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   627
    have th2: "\<And>e x:: real. 0 < e ==> ~(x + e <= x)" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   628
    have th3: "\<And>d::real. d > 0 \<Longrightarrow> \<exists>e > 0. e < d" by dlo
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   629
    {assume le2: "f l \<in> e2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   630
      from le2 fa fb e12 alb have la: "l \<noteq> a" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   631
      hence lap: "l - a > 0" using alb by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   632
      from e2[rule_format, OF le2] obtain e where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   633
        e: "e > 0" "\<forall>y. dist y (f l) < e \<longrightarrow> y \<in> e2" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   634
      from dst[OF alb e(1)] obtain d where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   635
        d: "d > 0" "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> dist (f y) (f l) < e" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   636
      have "\<exists>d'. d' < d \<and> d' >0 \<and> l - d' > a" using lap d(1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   637
        apply ferrack by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   638
      then obtain d' where d': "d' > 0" "d' < d" "l - d' > a" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   639
      from d e have th0: "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> f y \<in> e2" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   640
      from th0[rule_format, of "l - d'"] d' have "f (l - d') \<in> e2" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   641
      moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   642
      have "f (l - d') \<in> e1" using ale1[rule_format, of "l -d'"] d' by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   643
      ultimately have False using e12 alb d' by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   644
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   645
    {assume le1: "f l \<in> e1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   646
    from le1 fa fb e12 alb have lb: "l \<noteq> b" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   647
      hence blp: "b - l > 0" using alb by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   648
      from e1[rule_format, OF le1] obtain e where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   649
        e: "e > 0" "\<forall>y. dist y (f l) < e \<longrightarrow> y \<in> e1" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   650
      from dst[OF alb e(1)] obtain d where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   651
        d: "d > 0" "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> dist (f y) (f l) < e" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   652
      have "\<exists>d'. d' < d \<and> d' >0" using d(1) by dlo
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   653
      then obtain d' where d': "d' > 0" "d' < d" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   654
      from d e have th0: "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> f y \<in> e1" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   655
      hence "\<forall>y. l \<le> y \<and> y \<le> l + d' \<longrightarrow> f y \<in> e1" using d' by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   656
      with ale1 have "\<forall>y. a \<le> y \<and> y \<le> l + d' \<longrightarrow> f y \<in> e1" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   657
      with l d' have False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   658
        by (auto simp add: isLub_def isUb_def setle_def setge_def leastP_def) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   659
    ultimately show ?thesis using alb by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   660
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   661
36431
340755027840 move definitions and theorems for type real^1 to separate theory file
huffman
parents: 36365
diff changeset
   662
text{* One immediately useful corollary is the existence of square roots! --- Should help to get rid of all the development of square-root for reals as a special case *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   663
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   664
lemma square_bound_lemma: "(x::real) < (1 + x) * (1 + x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   665
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   666
  have "(x + 1/2)^2 + 3/4 > 0" using zero_le_power2[of "x+1/2"] by arith
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   667
  thus ?thesis by (simp add: field_simps power2_eq_square)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   668
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   669
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   670
lemma square_continuous: "0 < (e::real) ==> \<exists>d. 0 < d \<and> (\<forall>y. abs(y - x) < d \<longrightarrow> abs(y * y - x * x) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   671
  using isCont_power[OF isCont_ident, of 2, unfolded isCont_def LIM_eq, rule_format, of e x] apply (auto simp add: power2_eq_square)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   672
  apply (rule_tac x="s" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   673
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   674
  apply (erule_tac x=y in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   675
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   676
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   677
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   678
lemma real_le_lsqrt: "0 <= x \<Longrightarrow> 0 <= y \<Longrightarrow> x <= y^2 ==> sqrt x <= y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   679
  using real_sqrt_le_iff[of x "y^2"] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   680
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   681
lemma real_le_rsqrt: "x^2 \<le> y \<Longrightarrow> x \<le> sqrt y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   682
  using real_sqrt_le_mono[of "x^2" y] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   683
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   684
lemma real_less_rsqrt: "x^2 < y \<Longrightarrow> x < sqrt y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   685
  using real_sqrt_less_mono[of "x^2" y] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   686
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   687
lemma sqrt_even_pow2: assumes n: "even n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   688
  shows "sqrt(2 ^ n) = 2 ^ (n div 2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   689
proof-
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   690
  from n obtain m where m: "n = 2*m" unfolding even_mult_two_ex ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   691
  from m  have "sqrt(2 ^ n) = sqrt ((2 ^ m) ^ 2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   692
    by (simp only: power_mult[symmetric] mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   693
  then show ?thesis  using m by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   694
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   695
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   696
lemma real_div_sqrt: "0 <= x ==> x / sqrt(x) = sqrt(x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   697
  apply (cases "x = 0", simp_all)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   698
  using sqrt_divide_self_eq[of x]
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   699
  apply (simp add: inverse_eq_divide field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   700
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   701
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   702
text{* Hence derive more interesting properties of the norm. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   703
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   704
text {*
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   705
  This type-specific version is only here
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   706
  to make @{text normarith.ML} happy.
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   707
*}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   708
lemma norm_0: "norm (0::real ^ _) = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   709
  by (rule norm_zero)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   710
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   711
lemma norm_mul[simp]: "norm(a *s x) = abs(a) * norm x"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   712
  by (simp add: norm_vector_def setL2_right_distrib abs_mult)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   713
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   714
lemma norm_eq_0_dot: "(norm x = 0) \<longleftrightarrow> (inner x x = (0::real))"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   715
  by (simp add: norm_vector_def setL2_def power2_eq_square)
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   716
lemma norm_eq_0_imp: "norm x = 0 ==> x = (0::real ^'n)" by (metis norm_eq_zero)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   717
lemma vector_mul_eq_0[simp]: "(a *s x = 0) \<longleftrightarrow> a = (0::'a::idom) \<or> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   718
  by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   719
lemma vector_mul_lcancel[simp]: "a *s x = a *s y \<longleftrightarrow> a = (0::real) \<or> x = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   720
  by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_ssub_ldistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   721
lemma vector_mul_rcancel[simp]: "a *s x = b *s x \<longleftrightarrow> (a::real) = b \<or> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   722
  by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_sub_rdistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   723
lemma vector_mul_lcancel_imp: "a \<noteq> (0::real) ==>  a *s x = a *s y ==> (x = y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   724
  by (metis vector_mul_lcancel)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   725
lemma vector_mul_rcancel_imp: "x \<noteq> 0 \<Longrightarrow> (a::real) *s x = b *s x ==> a = b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   726
  by (metis vector_mul_rcancel)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   727
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   728
lemma norm_cauchy_schwarz:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   729
  fixes x y :: "real ^ 'n"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   730
  shows "inner x y <= norm x * norm y"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   731
  using Cauchy_Schwarz_ineq2[of x y] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   732
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   733
lemma norm_cauchy_schwarz_abs:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   734
  fixes x y :: "real ^ 'n"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   735
  shows "\<bar>inner x y\<bar> \<le> norm x * norm y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   736
  using norm_cauchy_schwarz[of x y] norm_cauchy_schwarz[of x "-y"]
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   737
  by (simp add: real_abs_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   738
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   739
lemma norm_triangle_sub:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   740
  fixes x y :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   741
  shows "norm x \<le> norm y  + norm (x - y)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   742
  using norm_triangle_ineq[of "y" "x - y"] by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   743
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   744
lemma component_le_norm: "\<bar>x$i\<bar> <= norm x"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   745
  apply (simp add: norm_vector_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   746
  apply (rule member_le_setL2, simp_all)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   747
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   748
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   749
lemma norm_bound_component_le: "norm x <= e ==> \<bar>x$i\<bar> <= e"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   750
  by (metis component_le_norm order_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   751
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   752
lemma norm_bound_component_lt: "norm x < e ==> \<bar>x$i\<bar> < e"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   753
  by (metis component_le_norm basic_trans_rules(21))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   754
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   755
lemma norm_le_l1: "norm x <= setsum(\<lambda>i. \<bar>x$i\<bar>) UNIV"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   756
  by (simp add: norm_vector_def setL2_le_setsum)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   757
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   758
lemma real_abs_norm: "\<bar>norm x\<bar> = norm x"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   759
  by (rule abs_norm_cancel)
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   760
lemma real_abs_sub_norm: "\<bar>norm (x::real ^ 'n) - norm y\<bar> <= norm(x - y)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   761
  by (rule norm_triangle_ineq3)
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   762
lemma norm_le: "norm(x::real ^ 'n) <= norm(y) \<longleftrightarrow> x \<bullet> x <= y \<bullet> y"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   763
  by (simp add: norm_eq_sqrt_inner) 
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   764
lemma norm_lt: "norm(x::real ^ 'n) < norm(y) \<longleftrightarrow> x \<bullet> x < y \<bullet> y"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   765
  by (simp add: norm_eq_sqrt_inner)
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   766
lemma norm_eq: "norm(x::real ^ 'n) = norm (y::real ^ 'n) \<longleftrightarrow> x \<bullet> x = y \<bullet> y"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   767
  apply(subst order_eq_iff) unfolding norm_le by auto
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   768
lemma norm_eq_1: "norm(x::real ^ 'n) = 1 \<longleftrightarrow> x \<bullet> x = 1"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   769
  unfolding norm_eq_sqrt_inner by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   770
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   771
text{* Squaring equations and inequalities involving norms.  *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   772
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   773
lemma dot_square_norm: "x \<bullet> x = norm(x)^2"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   774
  by (simp add: norm_eq_sqrt_inner)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   775
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   776
lemma norm_eq_square: "norm(x) = a \<longleftrightarrow> 0 <= a \<and> x \<bullet> x = a^2"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   777
  by (auto simp add: norm_eq_sqrt_inner)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   778
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   779
lemma real_abs_le_square_iff: "\<bar>x\<bar> \<le> \<bar>y\<bar> \<longleftrightarrow> (x::real)^2 \<le> y^2"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   780
proof
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   781
  assume "\<bar>x\<bar> \<le> \<bar>y\<bar>"
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   782
  then have "\<bar>x\<bar>\<twosuperior> \<le> \<bar>y\<bar>\<twosuperior>" by (rule power_mono, simp)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   783
  then show "x\<twosuperior> \<le> y\<twosuperior>" by simp
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   784
next
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   785
  assume "x\<twosuperior> \<le> y\<twosuperior>"
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   786
  then have "sqrt (x\<twosuperior>) \<le> sqrt (y\<twosuperior>)" by (rule real_sqrt_le_mono)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   787
  then show "\<bar>x\<bar> \<le> \<bar>y\<bar>" by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   788
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   789
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   790
lemma norm_le_square: "norm(x) <= a \<longleftrightarrow> 0 <= a \<and> x \<bullet> x <= a^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   791
  apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   792
  using norm_ge_zero[of x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   793
  apply arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   794
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   795
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   796
lemma norm_ge_square: "norm(x) >= a \<longleftrightarrow> a <= 0 \<or> x \<bullet> x >= a ^ 2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   797
  apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   798
  using norm_ge_zero[of x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   799
  apply arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   800
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   801
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   802
lemma norm_lt_square: "norm(x) < a \<longleftrightarrow> 0 < a \<and> x \<bullet> x < a^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   803
  by (metis not_le norm_ge_square)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   804
lemma norm_gt_square: "norm(x) > a \<longleftrightarrow> a < 0 \<or> x \<bullet> x > a^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   805
  by (metis norm_le_square not_less)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   806
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   807
text{* Dot product in terms of the norm rather than conversely. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   808
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   809
lemmas inner_simps = inner.add_left inner.add_right inner.diff_right inner.diff_left 
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   810
inner.scaleR_left inner.scaleR_right
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   811
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   812
lemma dot_norm: "x \<bullet> y = (norm(x + y) ^2 - norm x ^ 2 - norm y ^ 2) / 2"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   813
  unfolding power2_norm_eq_inner inner_simps inner_commute by auto 
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   814
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   815
lemma dot_norm_neg: "x \<bullet> y = ((norm x ^ 2 + norm y ^ 2) - norm(x - y) ^ 2) / 2"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   816
  unfolding power2_norm_eq_inner inner_simps inner_commute by(auto simp add:algebra_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   817
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   818
text{* Equality of vectors in terms of @{term "op \<bullet>"} products.    *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   819
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   820
lemma vector_eq: "(x:: real ^ 'n) = y \<longleftrightarrow> x \<bullet> x = x \<bullet> y\<and> y \<bullet> y = x \<bullet> x" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   821
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   822
  assume "?lhs" then show ?rhs by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   823
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   824
  assume ?rhs
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   825
  then have "x \<bullet> x - x \<bullet> y = 0 \<and> x \<bullet> y - y \<bullet> y = 0" by simp
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   826
  hence "x \<bullet> (x - y) = 0 \<and> y \<bullet> (x - y) = 0" by (simp add: inner_simps inner_commute)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   827
  then have "(x - y) \<bullet> (x - y) = 0" by (simp add: field_simps inner_simps inner_commute)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   828
  then show "x = y" by (simp)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   829
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   830
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   831
subsection{* General linear decision procedure for normed spaces. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   832
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   833
lemma norm_cmul_rule_thm:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   834
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   835
  shows "b >= norm(x) ==> \<bar>c\<bar> * b >= norm(scaleR c x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   836
  unfolding norm_scaleR
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   837
  apply (erule mult_mono1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   838
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   839
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   840
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   841
  (* FIXME: Move all these theorems into the ML code using lemma antiquotation *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   842
lemma norm_add_rule_thm:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   843
  fixes x1 x2 :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   844
  shows "norm x1 \<le> b1 \<Longrightarrow> norm x2 \<le> b2 \<Longrightarrow> norm (x1 + x2) \<le> b1 + b2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   845
  by (rule order_trans [OF norm_triangle_ineq add_mono])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   846
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34964
diff changeset
   847
lemma ge_iff_diff_ge_0: "(a::'a::linordered_ring) \<ge> b == a - b \<ge> 0"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   848
  by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   849
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   850
lemma pth_1:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   851
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   852
  shows "x == scaleR 1 x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   853
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   854
lemma pth_2:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   855
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   856
  shows "x - y == x + -y" by (atomize (full)) simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   857
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   858
lemma pth_3:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   859
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   860
  shows "- x == scaleR (-1) x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   861
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   862
lemma pth_4:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   863
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   864
  shows "scaleR 0 x == 0" and "scaleR c 0 = (0::'a)" by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   865
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   866
lemma pth_5:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   867
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   868
  shows "scaleR c (scaleR d x) == scaleR (c * d) x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   869
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   870
lemma pth_6:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   871
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   872
  shows "scaleR c (x + y) == scaleR c x + scaleR c y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   873
  by (simp add: scaleR_right_distrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   874
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   875
lemma pth_7:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   876
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   877
  shows "0 + x == x" and "x + 0 == x" by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   878
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   879
lemma pth_8:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   880
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   881
  shows "scaleR c x + scaleR d x == scaleR (c + d) x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   882
  by (simp add: scaleR_left_distrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   883
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   884
lemma pth_9:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   885
  fixes x :: "'a::real_normed_vector" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   886
  "(scaleR c x + z) + scaleR d x == scaleR (c + d) x + z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   887
  "scaleR c x + (scaleR d x + z) == scaleR (c + d) x + z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   888
  "(scaleR c x + w) + (scaleR d x + z) == scaleR (c + d) x + (w + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   889
  by (simp_all add: algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   890
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   891
lemma pth_a:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   892
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   893
  shows "scaleR 0 x + y == y" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   894
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   895
lemma pth_b:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   896
  fixes x :: "'a::real_normed_vector" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   897
  "scaleR c x + scaleR d y == scaleR c x + scaleR d y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   898
  "(scaleR c x + z) + scaleR d y == scaleR c x + (z + scaleR d y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   899
  "scaleR c x + (scaleR d y + z) == scaleR c x + (scaleR d y + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   900
  "(scaleR c x + w) + (scaleR d y + z) == scaleR c x + (w + (scaleR d y + z))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   901
  by (simp_all add: algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   902
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   903
lemma pth_c:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   904
  fixes x :: "'a::real_normed_vector" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   905
  "scaleR c x + scaleR d y == scaleR d y + scaleR c x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   906
  "(scaleR c x + z) + scaleR d y == scaleR d y + (scaleR c x + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   907
  "scaleR c x + (scaleR d y + z) == scaleR d y + (scaleR c x + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   908
  "(scaleR c x + w) + (scaleR d y + z) == scaleR d y + ((scaleR c x + w) + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   909
  by (simp_all add: algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   910
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   911
lemma pth_d:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   912
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   913
  shows "x + 0 == x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   914
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   915
lemma norm_imp_pos_and_ge:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   916
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   917
  shows "norm x == n \<Longrightarrow> norm x \<ge> 0 \<and> n \<ge> norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   918
  by atomize auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   919
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   920
lemma real_eq_0_iff_le_ge_0: "(x::real) = 0 == x \<ge> 0 \<and> -x \<ge> 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   921
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   922
lemma norm_pths:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   923
  fixes x :: "'a::real_normed_vector" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   924
  "x = y \<longleftrightarrow> norm (x - y) \<le> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   925
  "x \<noteq> y \<longleftrightarrow> \<not> (norm (x - y) \<le> 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   926
  using norm_ge_zero[of "x - y"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   927
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   928
lemma vector_dist_norm:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   929
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   930
  shows "dist x y = norm (x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   931
  by (rule dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   932
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   933
use "normarith.ML"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   934
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   935
method_setup norm = {* Scan.succeed (SIMPLE_METHOD' o NormArith.norm_arith_tac)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   936
*} "Proves simple linear statements about vector norms"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   937
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   938
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   939
text{* Hence more metric properties. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   940
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   941
lemma dist_triangle_alt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   942
  fixes x y z :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   943
  shows "dist y z <= dist x y + dist x z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   944
using dist_triangle [of y z x] by (simp add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   945
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   946
lemma dist_pos_lt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   947
  fixes x y :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   948
  shows "x \<noteq> y ==> 0 < dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   949
by (simp add: zero_less_dist_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   950
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   951
lemma dist_nz:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   952
  fixes x y :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   953
  shows "x \<noteq> y \<longleftrightarrow> 0 < dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   954
by (simp add: zero_less_dist_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   955
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   956
lemma dist_triangle_le:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   957
  fixes x y z :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   958
  shows "dist x z + dist y z <= e \<Longrightarrow> dist x y <= e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   959
by (rule order_trans [OF dist_triangle2])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   960
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   961
lemma dist_triangle_lt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   962
  fixes x y z :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   963
  shows "dist x z + dist y z < e ==> dist x y < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   964
by (rule le_less_trans [OF dist_triangle2])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   965
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   966
lemma dist_triangle_half_l:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   967
  fixes x1 x2 y :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   968
  shows "dist x1 y < e / 2 \<Longrightarrow> dist x2 y < e / 2 \<Longrightarrow> dist x1 x2 < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   969
by (rule dist_triangle_lt [where z=y], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   970
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   971
lemma dist_triangle_half_r:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   972
  fixes x1 x2 y :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   973
  shows "dist y x1 < e / 2 \<Longrightarrow> dist y x2 < e / 2 \<Longrightarrow> dist x1 x2 < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   974
by (rule dist_triangle_half_l, simp_all add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   975
35172
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   976
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   977
lemma norm_triangle_half_r:
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   978
  shows "norm (y - x1) < e / 2 \<Longrightarrow> norm (y - x2) < e / 2 \<Longrightarrow> norm (x1 - x2) < e"
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   979
  using dist_triangle_half_r unfolding vector_dist_norm[THEN sym] by auto
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   980
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   981
lemma norm_triangle_half_l: assumes "norm (x - y) < e / 2" "norm (x' - (y)) < e / 2" 
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   982
  shows "norm (x - x') < e"
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   983
  using dist_triangle_half_l[OF assms[unfolded vector_dist_norm[THEN sym]]]
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   984
  unfolding vector_dist_norm[THEN sym] .
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   985
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   986
lemma norm_triangle_le: "norm(x) + norm y <= e ==> norm(x + y) <= e"
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   987
  by (metis order_trans norm_triangle_ineq)
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   988
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   989
lemma norm_triangle_lt: "norm(x) + norm(y) < e ==> norm(x + y) < e"
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   990
  by (metis basic_trans_rules(21) norm_triangle_ineq)
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   991
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   992
lemma dist_triangle_add:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   993
  fixes x y x' y' :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   994
  shows "dist (x + y) (x' + y') <= dist x x' + dist y y'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   995
  by norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   996
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   997
lemma dist_mul[simp]: "dist (c *s x) (c *s y) = \<bar>c\<bar> * dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   998
  unfolding dist_norm vector_ssub_ldistrib[symmetric] norm_mul ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   999
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1000
lemma dist_triangle_add_half:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1001
  fixes x x' y y' :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1002
  shows "dist x x' < e / 2 \<Longrightarrow> dist y y' < e / 2 \<Longrightarrow> dist(x + y) (x' + y') < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1003
  by norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1004
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1005
lemma setsum_component [simp]:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1006
  fixes f:: " 'a \<Rightarrow> ('b::comm_monoid_add) ^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1007
  shows "(setsum f S)$i = setsum (\<lambda>x. (f x)$i) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1008
  by (cases "finite S", induct S set: finite, simp_all)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1009
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1010
lemma setsum_eq: "setsum f S = (\<chi> i. setsum (\<lambda>x. (f x)$i ) S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1011
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1012
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1013
lemma setsum_clauses:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1014
  shows "setsum f {} = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1015
  and "finite S \<Longrightarrow> setsum f (insert x S) =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1016
                 (if x \<in> S then setsum f S else f x + setsum f S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1017
  by (auto simp add: insert_absorb)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1018
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1019
lemma setsum_cmul:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1020
  fixes f:: "'c \<Rightarrow> ('a::semiring_1)^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1021
  shows "setsum (\<lambda>x. c *s f x) S = c *s setsum f S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1022
  by (simp add: Cart_eq setsum_right_distrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1023
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1024
lemma setsum_norm:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1025
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1026
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1027
  shows "norm (setsum f S) <= setsum (\<lambda>x. norm(f x)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1028
proof(induct rule: finite_induct[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1029
  case 1 thus ?case by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1030
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1031
  case (2 x S)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1032
  from "2.hyps" have "norm (setsum f (insert x S)) \<le> norm (f x) + norm (setsum f S)" by (simp add: norm_triangle_ineq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1033
  also have "\<dots> \<le> norm (f x) + setsum (\<lambda>x. norm(f x)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1034
    using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1035
  finally  show ?case  using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1036
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1037
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1038
lemma real_setsum_norm:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1039
  fixes f :: "'a \<Rightarrow> real ^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1040
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1041
  shows "norm (setsum f S) <= setsum (\<lambda>x. norm(f x)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1042
proof(induct rule: finite_induct[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1043
  case 1 thus ?case by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1044
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1045
  case (2 x S)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1046
  from "2.hyps" have "norm (setsum f (insert x S)) \<le> norm (f x) + norm (setsum f S)" by (simp add: norm_triangle_ineq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1047
  also have "\<dots> \<le> norm (f x) + setsum (\<lambda>x. norm(f x)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1048
    using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1049
  finally  show ?case  using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1050
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1051
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1052
lemma setsum_norm_le:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1053
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1054
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1055
  and fg: "\<forall>x \<in> S. norm (f x) \<le> g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1056
  shows "norm (setsum f S) \<le> setsum g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1057
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1058
  from fg have "setsum (\<lambda>x. norm(f x)) S <= setsum g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1059
    by - (rule setsum_mono, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1060
  then show ?thesis using setsum_norm[OF fS, of f] fg
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1061
    by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1062
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1063
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1064
lemma real_setsum_norm_le:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1065
  fixes f :: "'a \<Rightarrow> real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1066
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1067
  and fg: "\<forall>x \<in> S. norm (f x) \<le> g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1068
  shows "norm (setsum f S) \<le> setsum g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1069
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1070
  from fg have "setsum (\<lambda>x. norm(f x)) S <= setsum g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1071
    by - (rule setsum_mono, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1072
  then show ?thesis using real_setsum_norm[OF fS, of f] fg
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1073
    by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1074
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1075
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1076
lemma setsum_norm_bound:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1077
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1078
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1079
  and K: "\<forall>x \<in> S. norm (f x) \<le> K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1080
  shows "norm (setsum f S) \<le> of_nat (card S) * K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1081
  using setsum_norm_le[OF fS K] setsum_constant[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1082
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1083
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1084
lemma real_setsum_norm_bound:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1085
  fixes f :: "'a \<Rightarrow> real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1086
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1087
  and K: "\<forall>x \<in> S. norm (f x) \<le> K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1088
  shows "norm (setsum f S) \<le> of_nat (card S) * K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1089
  using real_setsum_norm_le[OF fS K] setsum_constant[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1090
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1091
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1092
lemma setsum_vmul:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1093
  fixes f :: "'a \<Rightarrow> 'b::{real_normed_vector,semiring, mult_zero}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1094
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1095
  shows "setsum f S *s v = setsum (\<lambda>x. f x *s v) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1096
proof(induct rule: finite_induct[OF fS])
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1097
  case 1 then show ?case by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1098
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1099
  case (2 x F)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1100
  from "2.hyps" have "setsum f (insert x F) *s v = (f x + setsum f F) *s v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1101
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1102
  also have "\<dots> = f x *s v + setsum f F *s v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1103
    by (simp add: vector_sadd_rdistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1104
  also have "\<dots> = setsum (\<lambda>x. f x *s v) (insert x F)" using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1105
  finally show ?case .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1106
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1107
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1108
(* FIXME : Problem thm setsum_vmul[of _ "f:: 'a \<Rightarrow> real ^'n"]  ---
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1109
 Get rid of *s and use real_vector instead! Also prove that ^ creates a real_vector !! *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1110
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1111
    (* FIXME: Here too need stupid finiteness assumption on T!!! *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1112
lemma setsum_group:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1113
  assumes fS: "finite S" and fT: "finite T" and fST: "f ` S \<subseteq> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1114
  shows "setsum (\<lambda>y. setsum g {x. x\<in> S \<and> f x = y}) T = setsum g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1115
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1116
apply (subst setsum_image_gen[OF fS, of g f])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1117
apply (rule setsum_mono_zero_right[OF fT fST])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1118
by (auto intro: setsum_0')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1119
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1120
lemma vsum_norm_allsubsets_bound:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1121
  fixes f:: "'a \<Rightarrow> real ^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1122
  assumes fP: "finite P" and fPs: "\<And>Q. Q \<subseteq> P \<Longrightarrow> norm (setsum f Q) \<le> e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1123
  shows "setsum (\<lambda>x. norm (f x)) P \<le> 2 * real CARD('n) *  e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1124
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1125
  let ?d = "real CARD('n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1126
  let ?nf = "\<lambda>x. norm (f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1127
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1128
  have th0: "setsum (\<lambda>x. setsum (\<lambda>i. \<bar>f x $ i\<bar>) ?U) P = setsum (\<lambda>i. setsum (\<lambda>x. \<bar>f x $ i\<bar>) P) ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1129
    by (rule setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1130
  have th1: "2 * ?d * e = of_nat (card ?U) * (2 * e)" by (simp add: real_of_nat_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1131
  have "setsum ?nf P \<le> setsum (\<lambda>x. setsum (\<lambda>i. \<bar>f x $ i\<bar>) ?U) P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1132
    apply (rule setsum_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1133
    by (rule norm_le_l1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1134
  also have "\<dots> \<le> 2 * ?d * e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1135
    unfolding th0 th1
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1136
  proof(rule setsum_bounded)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1137
    fix i assume i: "i \<in> ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1138
    let ?Pp = "{x. x\<in> P \<and> f x $ i \<ge> 0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1139
    let ?Pn = "{x. x \<in> P \<and> f x $ i < 0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1140
    have thp: "P = ?Pp \<union> ?Pn" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1141
    have thp0: "?Pp \<inter> ?Pn ={}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1142
    have PpP: "?Pp \<subseteq> P" and PnP: "?Pn \<subseteq> P" by blast+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1143
    have Ppe:"setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pp \<le> e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1144
      using component_le_norm[of "setsum (\<lambda>x. f x) ?Pp" i]  fPs[OF PpP]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1145
      by (auto intro: abs_le_D1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1146
    have Pne: "setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pn \<le> e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1147
      using component_le_norm[of "setsum (\<lambda>x. - f x) ?Pn" i]  fPs[OF PnP]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1148
      by (auto simp add: setsum_negf intro: abs_le_D1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1149
    have "setsum (\<lambda>x. \<bar>f x $ i\<bar>) P = setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pp + setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pn"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1150
      apply (subst thp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1151
      apply (rule setsum_Un_zero)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1152
      using fP thp0 by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1153
    also have "\<dots> \<le> 2*e" using Pne Ppe by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1154
    finally show "setsum (\<lambda>x. \<bar>f x $ i\<bar>) P \<le> 2*e" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1155
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1156
  finally show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1157
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1158
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1159
lemma dot_lsum: "finite S \<Longrightarrow> setsum f S \<bullet> (y::'a::{real_inner}^'n) = setsum (\<lambda>x. f x \<bullet> y) S "
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1160
  apply(induct rule: finite_induct) by(auto simp add: inner_simps)
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1161
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1162
lemma dot_rsum: "finite S \<Longrightarrow> (y::'a::{real_inner}^'n) \<bullet> setsum f S = setsum (\<lambda>x. y \<bullet> f x) S "
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1163
  apply(induct rule: finite_induct) by(auto simp add: inner_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1164
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1165
subsection{* Basis vectors in coordinate directions. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1166
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1167
definition "basis k = (\<chi> i. if i = k then 1 else 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1168
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1169
lemma basis_component [simp]: "basis k $ i = (if k=i then 1 else 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1170
  unfolding basis_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1171
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1172
lemma delta_mult_idempotent:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1173
  "(if k=a then 1 else (0::'a::semiring_1)) * (if k=a then 1 else 0) = (if k=a then 1 else 0)" by (cases "k=a", auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1174
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1175
lemma norm_basis:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1176
  shows "norm (basis k :: real ^'n) = 1"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1177
  apply (simp add: basis_def norm_eq_sqrt_inner) unfolding inner_vector_def
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1178
  apply (vector delta_mult_idempotent)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1179
  using setsum_delta[of "UNIV :: 'n set" "k" "\<lambda>k. 1::real"] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1180
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1181
lemma norm_basis_1: "norm(basis 1 :: real ^'n::{finite,one}) = 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1182
  by (rule norm_basis)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1183
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1184
lemma vector_choose_size: "0 <= c ==> \<exists>(x::real^'n). norm x = c"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1185
  apply (rule exI[where x="c *s basis arbitrary"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1186
  by (simp only: norm_mul norm_basis)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1187
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1188
lemma vector_choose_dist: assumes e: "0 <= e"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1189
  shows "\<exists>(y::real^'n). dist x y = e"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1190
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1191
  from vector_choose_size[OF e] obtain c:: "real ^'n"  where "norm c = e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1192
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1193
  then have "dist x (x - c) = e" by (simp add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1194
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1195
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1196
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1197
lemma basis_inj: "inj (basis :: 'n \<Rightarrow> real ^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1198
  by (simp add: inj_on_def Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1199
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1200
lemma cond_value_iff: "f (if b then x else y) = (if b then f x else f y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1201
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1202
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1203
lemma basis_expansion:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1204
  "setsum (\<lambda>i. (x$i) *s basis i) UNIV = (x::('a::ring_1) ^'n)" (is "?lhs = ?rhs" is "setsum ?f ?S = _")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1205
  by (auto simp add: Cart_eq cond_value_iff setsum_delta[of "?S", where ?'b = "'a", simplified] cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1206
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1207
lemma basis_expansion_unique:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1208
  "setsum (\<lambda>i. f i *s basis i) UNIV = (x::('a::comm_ring_1) ^'n) \<longleftrightarrow> (\<forall>i. f i = x$i)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1209
  by (simp add: Cart_eq setsum_delta cond_value_iff cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1210
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1211
lemma cond_application_beta: "(if b then f else g) x = (if b then f x else g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1212
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1213
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1214
lemma dot_basis:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1215
  shows "basis i \<bullet> x = x$i" "x \<bullet> (basis i) = (x$i)"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1216
  unfolding inner_vector_def by (auto simp add: basis_def cond_application_beta  cond_value_iff setsum_delta cong del: if_weak_cong)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1217
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1218
lemma inner_basis:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1219
  fixes x :: "'a::{real_inner, real_algebra_1} ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1220
  shows "inner (basis i) x = inner 1 (x $ i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1221
    and "inner x (basis i) = inner (x $ i) 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1222
  unfolding inner_vector_def basis_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1223
  by (auto simp add: cond_application_beta  cond_value_iff setsum_delta cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1224
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1225
lemma basis_eq_0: "basis i = (0::'a::semiring_1^'n) \<longleftrightarrow> False"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1226
  by (auto simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1227
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1228
lemma basis_nonzero:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1229
  shows "basis k \<noteq> (0:: 'a::semiring_1 ^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1230
  by (simp add: basis_eq_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1231
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1232
lemma vector_eq_ldot: "(\<forall>x. x \<bullet> y = x \<bullet> z) \<longleftrightarrow> y = (z::real^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1233
  apply (auto simp add: Cart_eq dot_basis)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1234
  apply (erule_tac x="basis i" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1235
  apply (simp add: dot_basis)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1236
  apply (subgoal_tac "y = z")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1237
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1238
  apply (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1239
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1240
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1241
lemma vector_eq_rdot: "(\<forall>z. x \<bullet> z = y \<bullet> z) \<longleftrightarrow> x = (y::real^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1242
  apply (auto simp add: Cart_eq dot_basis)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1243
  apply (erule_tac x="basis i" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1244
  apply (simp add: dot_basis)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1245
  apply (subgoal_tac "x = y")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1246
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1247
  apply (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1248
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1249
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1250
subsection{* Orthogonality. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1251
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1252
definition "orthogonal x y \<longleftrightarrow> (x \<bullet> y = 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1253
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1254
lemma orthogonal_basis:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1255
  shows "orthogonal (basis i) x \<longleftrightarrow> x$i = (0::real)"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1256
  by (auto simp add: orthogonal_def inner_vector_def basis_def cond_value_iff cond_application_beta setsum_delta cong del: if_weak_cong)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1257
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1258
lemma orthogonal_basis_basis:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1259
  shows "orthogonal (basis i :: real^'n) (basis j) \<longleftrightarrow> i \<noteq> j"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1260
  unfolding orthogonal_basis[of i] basis_component[of j] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1261
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1262
  (* FIXME : Maybe some of these require less than comm_ring, but not all*)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1263
lemma orthogonal_clauses:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1264
  "orthogonal a (0::real ^'n)"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1265
  "orthogonal a x ==> orthogonal a (c *\<^sub>R x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1266
  "orthogonal a x ==> orthogonal a (-x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1267
  "orthogonal a x \<Longrightarrow> orthogonal a y ==> orthogonal a (x + y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1268
  "orthogonal a x \<Longrightarrow> orthogonal a y ==> orthogonal a (x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1269
  "orthogonal 0 a"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1270
  "orthogonal x a ==> orthogonal (c *\<^sub>R x) a"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1271
  "orthogonal x a ==> orthogonal (-x) a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1272
  "orthogonal x a \<Longrightarrow> orthogonal y a ==> orthogonal (x + y) a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1273
  "orthogonal x a \<Longrightarrow> orthogonal y a ==> orthogonal (x - y) a"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1274
  unfolding orthogonal_def inner_simps by auto
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1275
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1276
lemma orthogonal_commute: "orthogonal (x::real ^'n)y \<longleftrightarrow> orthogonal y x"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1277
  by (simp add: orthogonal_def inner_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1278
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1279
subsection{* Linear functions. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1280
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1281
definition "linear f \<longleftrightarrow> (\<forall>x y. f(x + y) = f x + f y) \<and> (\<forall>c x. f(c *s x) = c *s f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1282
33714
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1283
lemma linearI: assumes "\<And>x y. f (x + y) = f x + f y" "\<And>c x. f (c *s x) = c *s f x"
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1284
  shows "linear f" using assms unfolding linear_def by auto
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1285
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1286
lemma linear_compose_cmul: "linear f ==> linear (\<lambda>x. (c::'a::comm_semiring) *s f x)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1287
  by (vector linear_def Cart_eq field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1288
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1289
lemma linear_compose_neg: "linear (f :: 'a ^'n \<Rightarrow> 'a::comm_ring ^'m) ==> linear (\<lambda>x. -(f(x)))" by (vector linear_def Cart_eq)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1290
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1291
lemma linear_compose_add: "linear (f :: 'a ^'n \<Rightarrow> 'a::semiring_1 ^'m) \<Longrightarrow> linear g ==> linear (\<lambda>x. f(x) + g(x))"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1292
  by (vector linear_def Cart_eq field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1293
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1294
lemma linear_compose_sub: "linear (f :: 'a ^'n \<Rightarrow> 'a::ring_1 ^'m) \<Longrightarrow> linear g ==> linear (\<lambda>x. f x - g x)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1295
  by (vector linear_def Cart_eq field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1296
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1297
lemma linear_compose: "linear f \<Longrightarrow> linear g ==> linear (g o f)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1298
  by (simp add: linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1299
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1300
lemma linear_id: "linear id" by (simp add: linear_def id_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1301
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1302
lemma linear_zero: "linear (\<lambda>x. 0::'a::semiring_1 ^ 'n)" by (simp add: linear_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1303
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1304
lemma linear_compose_setsum:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1305
  assumes fS: "finite S" and lS: "\<forall>a \<in> S. linear (f a :: 'a::semiring_1 ^ 'n \<Rightarrow> 'a ^'m)"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1306
  shows "linear(\<lambda>x. setsum (\<lambda>a. f a x :: 'a::semiring_1 ^'m) S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1307
  using lS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1308
  apply (induct rule: finite_induct[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1309
  by (auto simp add: linear_zero intro: linear_compose_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1310
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1311
lemma linear_vmul_component:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1312
  fixes f:: "'a::semiring_1^'m \<Rightarrow> 'a^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1313
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1314
  shows "linear (\<lambda>x. f x $ k *s v)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1315
  using lf
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1316
  apply (auto simp add: linear_def )
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1317
  by (vector field_simps)+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1318
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1319
lemma linear_0: "linear f ==> f 0 = (0::'a::semiring_1 ^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1320
  unfolding linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1321
  apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1322
  apply (erule allE[where x="0::'a"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1323
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1324
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1325
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1326
lemma linear_cmul: "linear f ==> f(c*s x) = c *s f x" by (simp add: linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1327
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1328
lemma linear_neg: "linear (f :: 'a::ring_1 ^'n \<Rightarrow> _) ==> f (-x) = - f x"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1329
  unfolding vector_sneg_minus1
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1330
  using linear_cmul[of f] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1331
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1332
lemma linear_add: "linear f ==> f(x + y) = f x + f y" by (metis linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1333
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1334
lemma linear_sub: "linear (f::'a::ring_1 ^'n \<Rightarrow> _) ==> f(x - y) = f x - f y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1335
  by (simp add: diff_def linear_add linear_neg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1336
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1337
lemma linear_setsum:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1338
  fixes f:: "'a::semiring_1^'n \<Rightarrow> _"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1339
  assumes lf: "linear f" and fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1340
  shows "f (setsum g S) = setsum (f o g) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1341
proof (induct rule: finite_induct[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1342
  case 1 thus ?case by (simp add: linear_0[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1343
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1344
  case (2 x F)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1345
  have "f (setsum g (insert x F)) = f (g x + setsum g F)" using "2.hyps"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1346
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1347
  also have "\<dots> = f (g x) + f (setsum g F)" using linear_add[OF lf] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1348
  also have "\<dots> = setsum (f o g) (insert x F)" using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1349
  finally show ?case .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1350
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1351
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1352
lemma linear_setsum_mul:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1353
  fixes f:: "'a ^'n \<Rightarrow> 'a::semiring_1^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1354
  assumes lf: "linear f" and fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1355
  shows "f (setsum (\<lambda>i. c i *s v i) S) = setsum (\<lambda>i. c i *s f (v i)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1356
  using linear_setsum[OF lf fS, of "\<lambda>i. c i *s v i" , unfolded o_def]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1357
  linear_cmul[OF lf] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1358
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1359
lemma linear_injective_0:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1360
  assumes lf: "linear (f:: 'a::ring_1 ^ 'n \<Rightarrow> _)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1361
  shows "inj f \<longleftrightarrow> (\<forall>x. f x = 0 \<longrightarrow> x = 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1362
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1363
  have "inj f \<longleftrightarrow> (\<forall> x y. f x = f y \<longrightarrow> x = y)" by (simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1364
  also have "\<dots> \<longleftrightarrow> (\<forall> x y. f x - f y = 0 \<longrightarrow> x - y = 0)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1365
  also have "\<dots> \<longleftrightarrow> (\<forall> x y. f (x - y) = 0 \<longrightarrow> x - y = 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1366
    by (simp add: linear_sub[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1367
  also have "\<dots> \<longleftrightarrow> (\<forall> x. f x = 0 \<longrightarrow> x = 0)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1368
  finally show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1369
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1370
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1371
lemma linear_bounded:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1372
  fixes f:: "real ^'m \<Rightarrow> real ^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1373
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1374
  shows "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1375
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1376
  let ?S = "UNIV:: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1377
  let ?B = "setsum (\<lambda>i. norm(f(basis i))) ?S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1378
  have fS: "finite ?S" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1379
  {fix x:: "real ^ 'm"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1380
    let ?g = "(\<lambda>i. (x$i) *s (basis i) :: real ^ 'm)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1381
    have "norm (f x) = norm (f (setsum (\<lambda>i. (x$i) *s (basis i)) ?S))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1382
      by (simp only:  basis_expansion)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1383
    also have "\<dots> = norm (setsum (\<lambda>i. (x$i) *s f (basis i))?S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1384
      using linear_setsum[OF lf fS, of ?g, unfolded o_def] linear_cmul[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1385
      by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1386
    finally have th0: "norm (f x) = norm (setsum (\<lambda>i. (x$i) *s f (basis i))?S)" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1387
    {fix i assume i: "i \<in> ?S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1388
      from component_le_norm[of x i]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1389
      have "norm ((x$i) *s f (basis i :: real ^'m)) \<le> norm (f (basis i)) * norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1390
      unfolding norm_mul
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1391
      apply (simp only: mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1392
      apply (rule mult_mono)
36365
huffman
parents: 36362 36350
diff changeset
  1393
      by (auto simp add: field_simps) }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1394
    then have th: "\<forall>i\<in> ?S. norm ((x$i) *s f (basis i :: real ^'m)) \<le> norm (f (basis i)) * norm x" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1395
    from real_setsum_norm_le[OF fS, of "\<lambda>i. (x$i) *s (f (basis i))", OF th]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1396
    have "norm (f x) \<le> ?B * norm x" unfolding th0 setsum_left_distrib by metis}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1397
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1398
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1399
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1400
lemma linear_bounded_pos:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1401
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1402
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1403
  shows "\<exists>B > 0. \<forall>x. norm (f x) \<le> B * norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1404
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1405
  from linear_bounded[OF lf] obtain B where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1406
    B: "\<forall>x. norm (f x) \<le> B * norm x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1407
  let ?K = "\<bar>B\<bar> + 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1408
  have Kp: "?K > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1409
    {assume C: "B < 0"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1410
      have "norm (1::real ^ 'n) > 0" by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1411
      with C have "B * norm (1:: real ^ 'n) < 0"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1412
        by (simp add: mult_less_0_iff)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1413
      with B[rule_format, of 1] norm_ge_zero[of "f 1"] have False by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1414
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1415
    then have Bp: "B \<ge> 0" by ferrack
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1416
    {fix x::"real ^ 'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1417
      have "norm (f x) \<le> ?K *  norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1418
      using B[rule_format, of x] norm_ge_zero[of x] norm_ge_zero[of "f x"] Bp
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1419
      apply (auto simp add: field_simps split add: abs_split)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1420
      apply (erule order_trans, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1421
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1422
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1423
  then show ?thesis using Kp by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1424
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1425
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1426
lemma smult_conv_scaleR: "c *s x = scaleR c x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1427
  unfolding vector_scalar_mult_def vector_scaleR_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1428
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1429
lemma linear_conv_bounded_linear:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1430
  fixes f :: "real ^ _ \<Rightarrow> real ^ _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1431
  shows "linear f \<longleftrightarrow> bounded_linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1432
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1433
  assume "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1434
  show "bounded_linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1435
  proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1436
    fix x y show "f (x + y) = f x + f y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1437
      using `linear f` unfolding linear_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1438
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1439
    fix r x show "f (scaleR r x) = scaleR r (f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1440
      using `linear f` unfolding linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1441
      by (simp add: smult_conv_scaleR)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1442
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1443
    have "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1444
      using `linear f` by (rule linear_bounded)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1445
    thus "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1446
      by (simp add: mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1447
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1448
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1449
  assume "bounded_linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1450
  then interpret f: bounded_linear f .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1451
  show "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1452
    unfolding linear_def smult_conv_scaleR
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1453
    by (simp add: f.add f.scaleR)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1454
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1455
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1456
lemma bounded_linearI': fixes f::"real^'n \<Rightarrow> real^'m"
33714
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1457
  assumes "\<And>x y. f (x + y) = f x + f y" "\<And>c x. f (c *s x) = c *s f x"
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1458
  shows "bounded_linear f" unfolding linear_conv_bounded_linear[THEN sym]
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1459
  by(rule linearI[OF assms])
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1460
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1461
subsection{* Bilinear functions. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1462
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1463
definition "bilinear f \<longleftrightarrow> (\<forall>x. linear(\<lambda>y. f x y)) \<and> (\<forall>y. linear(\<lambda>x. f x y))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1464
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1465
lemma bilinear_ladd: "bilinear h ==> h (x + y) z = (h x z) + (h y z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1466
  by (simp add: bilinear_def linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1467
lemma bilinear_radd: "bilinear h ==> h x (y + z) = (h x y) + (h x z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1468
  by (simp add: bilinear_def linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1469
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1470
lemma bilinear_lmul: "bilinear h ==> h (c *s x) y = c *s (h x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1471
  by (simp add: bilinear_def linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1472
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1473
lemma bilinear_rmul: "bilinear h ==> h x (c *s y) = c *s (h x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1474
  by (simp add: bilinear_def linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1475
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1476
lemma bilinear_lneg: "bilinear h ==> h (- (x:: 'a::ring_1 ^ 'n)) y = -(h x y)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1477
  by (simp only: vector_sneg_minus1 bilinear_lmul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1478
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1479
lemma bilinear_rneg: "bilinear h ==> h x (- (y:: 'a::ring_1 ^ 'n)) = - h x y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1480
  by (simp only: vector_sneg_minus1 bilinear_rmul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1481
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1482
lemma  (in ab_group_add) eq_add_iff: "x = x + y \<longleftrightarrow> y = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1483
  using add_imp_eq[of x y 0] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1484
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1485
lemma bilinear_lzero:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1486
  fixes h :: "'a::ring^'n \<Rightarrow> _" assumes bh: "bilinear h" shows "h 0 x = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1487
  using bilinear_ladd[OF bh, of 0 0 x]
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1488
    by (simp add: eq_add_iff field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1489
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1490
lemma bilinear_rzero:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1491
  fixes h :: "'a::ring^_ \<Rightarrow> _" assumes bh: "bilinear h" shows "h x 0 = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1492
  using bilinear_radd[OF bh, of x 0 0 ]
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1493
    by (simp add: eq_add_iff field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1494
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1495
lemma bilinear_lsub: "bilinear h ==> h (x - (y:: 'a::ring_1 ^ _)) z = h x z - h y z"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1496
  by (simp  add: diff_def bilinear_ladd bilinear_lneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1497
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1498
lemma bilinear_rsub: "bilinear h ==> h z (x - (y:: 'a::ring_1 ^ _)) = h z x - h z y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1499
  by (simp  add: diff_def bilinear_radd bilinear_rneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1500
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1501
lemma bilinear_setsum:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1502
  fixes h:: "'a ^_ \<Rightarrow> 'a::semiring_1^_\<Rightarrow> 'a ^ _"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1503
  assumes bh: "bilinear h" and fS: "finite S" and fT: "finite T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1504
  shows "h (setsum f S) (setsum g T) = setsum (\<lambda>(i,j). h (f i) (g j)) (S \<times> T) "
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1505
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1506
  have "h (setsum f S) (setsum g T) = setsum (\<lambda>x. h (f x) (setsum g T)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1507
    apply (rule linear_setsum[unfolded o_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1508
    using bh fS by (auto simp add: bilinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1509
  also have "\<dots> = setsum (\<lambda>x. setsum (\<lambda>y. h (f x) (g y)) T) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1510
    apply (rule setsum_cong, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1511
    apply (rule linear_setsum[unfolded o_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1512
    using bh fT by (auto simp add: bilinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1513
  finally show ?thesis unfolding setsum_cartesian_product .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1514
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1515
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1516
lemma bilinear_bounded:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1517
  fixes h:: "real ^'m \<Rightarrow> real^'n \<Rightarrow> real ^'k"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1518
  assumes bh: "bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1519
  shows "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1520
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1521
  let ?M = "UNIV :: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1522
  let ?N = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1523
  let ?B = "setsum (\<lambda>(i,j). norm (h (basis i) (basis j))) (?M \<times> ?N)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1524
  have fM: "finite ?M" and fN: "finite ?N" by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1525
  {fix x:: "real ^ 'm" and  y :: "real^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1526
    have "norm (h x y) = norm (h (setsum (\<lambda>i. (x$i) *s basis i) ?M) (setsum (\<lambda>i. (y$i) *s basis i) ?N))" unfolding basis_expansion ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1527
    also have "\<dots> = norm (setsum (\<lambda> (i,j). h ((x$i) *s basis i) ((y$j) *s basis j)) (?M \<times> ?N))"  unfolding bilinear_setsum[OF bh fM fN] ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1528
    finally have th: "norm (h x y) = \<dots>" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1529
    have "norm (h x y) \<le> ?B * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1530
      apply (simp add: setsum_left_distrib th)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1531
      apply (rule real_setsum_norm_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1532
      using fN fM
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1533
      apply simp
36365
huffman
parents: 36362 36350
diff changeset
  1534
      apply (auto simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh] field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1535
      apply (rule mult_mono)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1536
      apply (auto simp add: zero_le_mult_iff component_le_norm)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1537
      apply (rule mult_mono)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1538
      apply (auto simp add: zero_le_mult_iff component_le_norm)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1539
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1540
  then show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1541
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1542
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1543
lemma bilinear_bounded_pos:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1544
  fixes h:: "real ^'m \<Rightarrow> real^'n \<Rightarrow> real ^'k"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1545
  assumes bh: "bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1546
  shows "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1547
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1548
  from bilinear_bounded[OF bh] obtain B where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1549
    B: "\<forall>x y. norm (h x y) \<le> B * norm x * norm y" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1550
  let ?K = "\<bar>B\<bar> + 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1551
  have Kp: "?K > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1552
  have KB: "B < ?K" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1553
  {fix x::"real ^'m" and y :: "real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1554
    from KB Kp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1555
    have "B * norm x * norm y \<le> ?K * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1556
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1557
      apply (rule mult_right_mono, rule mult_right_mono)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1558
      by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1559
    then have "norm (h x y) \<le> ?K * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1560
      using B[rule_format, of x y] by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1561
  with Kp show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1562
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1563
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1564
lemma bilinear_conv_bounded_bilinear:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1565
  fixes h :: "real ^ _ \<Rightarrow> real ^ _ \<Rightarrow> real ^ _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1566
  shows "bilinear h \<longleftrightarrow> bounded_bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1567
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1568
  assume "bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1569
  show "bounded_bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1570
  proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1571
    fix x y z show "h (x + y) z = h x z + h y z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1572
      using `bilinear h` unfolding bilinear_def linear_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1573
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1574
    fix x y z show "h x (y + z) = h x y + h x z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1575
      using `bilinear h` unfolding bilinear_def linear_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1576
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1577
    fix r x y show "h (scaleR r x) y = scaleR r (h x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1578
      using `bilinear h` unfolding bilinear_def linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1579
      by (simp add: smult_conv_scaleR)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1580
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1581
    fix r x y show "h x (scaleR r y) = scaleR r (h x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1582
      using `bilinear h` unfolding bilinear_def linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1583
      by (simp add: smult_conv_scaleR)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1584
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1585
    have "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1586
      using `bilinear h` by (rule bilinear_bounded)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1587
    thus "\<exists>K. \<forall>x y. norm (h x y) \<le> norm x * norm y * K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1588
      by (simp add: mult_ac)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1589
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1590
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1591
  assume "bounded_bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1592
  then interpret h: bounded_bilinear h .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1593
  show "bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1594
    unfolding bilinear_def linear_conv_bounded_linear
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1595
    using h.bounded_linear_left h.bounded_linear_right
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1596
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1597
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1598
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1599
subsection{* Adjoints. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1600
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1601
definition "adjoint f = (SOME f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1602
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1603
lemma choice_iff: "(\<forall>x. \<exists>y. P x y) \<longleftrightarrow> (\<exists>f. \<forall>x. P x (f x))" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1604
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1605
lemma adjoint_works_lemma:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1606
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1607
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1608
  shows "\<forall>x y. f x \<bullet> y = x \<bullet> adjoint f y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1609
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1610
  let ?N = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1611
  let ?M = "UNIV :: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1612
  have fN: "finite ?N" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1613
  have fM: "finite ?M" by simp
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1614
  {fix y:: "real ^ 'm"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1615
    let ?w = "(\<chi> i. (f (basis i) \<bullet> y)) :: real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1616
    {fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1617
      have "f x \<bullet> y = f (setsum (\<lambda>i. (x$i) *s basis i) ?N) \<bullet> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1618
        by (simp only: basis_expansion)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1619
      also have "\<dots> = (setsum (\<lambda>i. (x$i) *s f (basis i)) ?N) \<bullet> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1620
        unfolding linear_setsum[OF lf fN]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1621
        by (simp add: linear_cmul[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1622
      finally have "f x \<bullet> y = x \<bullet> ?w"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1623
        apply (simp only: )
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1624
        apply (simp add: inner_vector_def setsum_left_distrib setsum_right_distrib setsum_commute[of _ ?M ?N] field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1625
        done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1626
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1627
  then show ?thesis unfolding adjoint_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1628
    some_eq_ex[of "\<lambda>f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1629
    using choice_iff[of "\<lambda>a b. \<forall>x. f x \<bullet> a = x \<bullet> b "]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1630
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1631
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1632
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1633
lemma adjoint_works:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1634
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1635
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1636
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1637
  using adjoint_works_lemma[OF lf] by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1638
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1639
lemma adjoint_linear:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1640
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1641
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1642
  shows "linear (adjoint f)"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1643
  unfolding linear_def vector_eq_ldot[symmetric] apply safe
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1644
  unfolding inner_simps smult_conv_scaleR adjoint_works[OF lf] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1645
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1646
lemma adjoint_clauses:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1647
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1648
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1649
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1650
  and "adjoint f y \<bullet> x = y \<bullet> f x"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1651
  by (simp_all add: adjoint_works[OF lf] inner_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1652
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1653
lemma adjoint_adjoint:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1654
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1655
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1656
  shows "adjoint (adjoint f) = f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1657
  apply (rule ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1658
  by (simp add: vector_eq_ldot[symmetric] adjoint_clauses[OF adjoint_linear[OF lf]] adjoint_clauses[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1659
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1660
lemma adjoint_unique:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1661
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1662
  assumes lf: "linear f" and u: "\<forall>x y. f' x \<bullet> y = x \<bullet> f y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1663
  shows "f' = adjoint f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1664
  apply (rule ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1665
  using u
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1666
  by (simp add: vector_eq_rdot[symmetric] adjoint_clauses[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1667
36581
bbea7f52e8e1 move operator norm stuff to new theory file
huffman
parents: 36436
diff changeset
  1668
subsection {* Matrix operations *}
bbea7f52e8e1 move operator norm stuff to new theory file
huffman
parents: 36436
diff changeset
  1669
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1670
text{* Matrix notation. NB: an MxN matrix is of type @{typ "'a^'n^'m"}, not @{typ "'a^'m^'n"} *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1671
34292
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1672
definition matrix_matrix_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'p^'n \<Rightarrow> 'a ^ 'p ^'m"  (infixl "**" 70)
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1673
  where "m ** m' == (\<chi> i j. setsum (\<lambda>k. ((m$i)$k) * ((m'$k)$j)) (UNIV :: 'n set)) ::'a ^ 'p ^'m"
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1674
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1675
definition matrix_vector_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n \<Rightarrow> 'a ^ 'm"  (infixl "*v" 70)
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1676
  where "m *v x \<equiv> (\<chi> i. setsum (\<lambda>j. ((m$i)$j) * (x$j)) (UNIV ::'n set)) :: 'a^'m"
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1677
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1678
definition vector_matrix_mult :: "'a ^ 'm \<Rightarrow> ('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n "  (infixl "v*" 70)
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1679
  where "v v* m == (\<chi> j. setsum (\<lambda>i. ((m$i)$j) * (v$i)) (UNIV :: 'm set)) :: 'a^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1680
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1681
definition "(mat::'a::zero => 'a ^'n^'n) k = (\<chi> i j. if i = j then k else 0)"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1682
definition transpose where 
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1683
  "(transpose::'a^'n^'m \<Rightarrow> 'a^'m^'n) A = (\<chi> i j. ((A$j)$i))"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1684
definition "(row::'m => 'a ^'n^'m \<Rightarrow> 'a ^'n) i A = (\<chi> j. ((A$i)$j))"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1685
definition "(column::'n =>'a^'n^'m =>'a^'m) j A = (\<chi> i. ((A$i)$j))"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1686
definition "rows(A::'a^'n^'m) = { row i A | i. i \<in> (UNIV :: 'm set)}"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1687
definition "columns(A::'a^'n^'m) = { column i A | i. i \<in> (UNIV :: 'n set)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1688
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1689
lemma mat_0[simp]: "mat 0 = 0" by (vector mat_def)
34292
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1690
lemma matrix_add_ldistrib: "(A ** (B + C)) = (A ** B) + (A ** C)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1691
  by (vector matrix_matrix_mult_def setsum_addf[symmetric] field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1692
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1693
lemma matrix_mul_lid:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1694
  fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1695
  shows "mat 1 ** A = A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1696
  apply (simp add: matrix_matrix_mult_def mat_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1697
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1698
  by (auto simp only: cond_value_iff cond_application_beta setsum_delta'[OF finite]  mult_1_left mult_zero_left if_True UNIV_I)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1699
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1700
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1701
lemma matrix_mul_rid:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1702
  fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1703
  shows "A ** mat 1 = A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1704
  apply (simp add: matrix_matrix_mult_def mat_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1705
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1706
  by (auto simp only: cond_value_iff cond_application_beta setsum_delta[OF finite]  mult_1_right mult_zero_right if_True UNIV_I cong: if_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1707
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1708
lemma matrix_mul_assoc: "A ** (B ** C) = (A ** B) ** C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1709
  apply (vector matrix_matrix_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1710
  apply (subst setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1711
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1712
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1713
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1714
lemma matrix_vector_mul_assoc: "A *v (B *v x) = (A ** B) *v x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1715
  apply (vector matrix_matrix_mult_def matrix_vector_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1716
  apply (subst setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1717
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1718
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1719
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1720
lemma matrix_vector_mul_lid: "mat 1 *v x = (x::'a::semiring_1 ^ 'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1721
  apply (vector matrix_vector_mult_def mat_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1722
  by (simp add: cond_value_iff cond_application_beta
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1723
    setsum_delta' cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1724
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1725
lemma matrix_transpose_mul: "transpose(A ** B) = transpose B ** transpose (A::'a::comm_semiring_1^_^_)"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1726
  by (simp add: matrix_matrix_mult_def transpose_def Cart_eq mult_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1727
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1728
lemma matrix_eq:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1729
  fixes A B :: "'a::semiring_1 ^ 'n ^ 'm"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1730
  shows "A = B \<longleftrightarrow>  (\<forall>x. A *v x = B *v x)" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1731
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1732
  apply (subst Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1733
  apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1734
  apply (clarsimp simp add: matrix_vector_mult_def basis_def cond_value_iff cond_application_beta Cart_eq cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1735
  apply (erule_tac x="basis ia" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1736
  apply (erule_tac x="i" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1737
  by (auto simp add: basis_def cond_value_iff cond_application_beta setsum_delta[OF finite] cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1738
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1739
lemma matrix_vector_mul_component:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1740
  shows "((A::real^_^_) *v x)$k = (A$k) \<bullet> x"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1741
  by (simp add: matrix_vector_mult_def inner_vector_def)
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1742
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1743
lemma dot_lmul_matrix: "((x::real ^_) v* A) \<bullet> y = x \<bullet> (A *v y)"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1744
  apply (simp add: inner_vector_def matrix_vector_mult_def vector_matrix_mult_def setsum_left_distrib setsum_right_distrib mult_ac)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1745
  apply (subst setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1746
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1747
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1748
lemma transpose_mat: "transpose (mat n) = mat n"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1749
  by (vector transpose_def mat_def)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1750
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1751
lemma transpose_transpose: "transpose(transpose A) = A"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1752
  by (vector transpose_def)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1753
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1754
lemma row_transpose:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1755
  fixes A:: "'a::semiring_1^_^_"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1756
  shows "row i (transpose A) = column i A"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1757
  by (simp add: row_def column_def transpose_def Cart_eq)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1758
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1759
lemma column_transpose:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1760
  fixes A:: "'a::semiring_1^_^_"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1761
  shows "column i (transpose A) = row i A"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1762
  by (simp add: row_def column_def transpose_def Cart_eq)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1763
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1764
lemma rows_transpose: "rows(transpose (A::'a::semiring_1^_^_)) = columns A"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1765
by (auto simp add: rows_def columns_def row_transpose intro: set_ext)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1766
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1767
lemma columns_transpose: "columns(transpose (A::'a::semiring_1^_^_)) = rows A" by (metis transpose_transpose rows_transpose)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1768
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1769
text{* Two sometimes fruitful ways of looking at matrix-vector multiplication. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1770
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1771
lemma matrix_mult_dot: "A *v x = (\<chi> i. A$i \<bullet> x)"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1772
  by (simp add: matrix_vector_mult_def inner_vector_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1773
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1774
lemma matrix_mult_vsum: "(A::'a::comm_semiring_1^'n^'m) *v x = setsum (\<lambda>i. (x$i) *s column i A) (UNIV:: 'n set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1775
  by (simp add: matrix_vector_mult_def Cart_eq column_def mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1776
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1777
lemma vector_componentwise:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1778
  "(x::'a::ring_1^'n) = (\<chi> j. setsum (\<lambda>i. (x$i) * (basis i :: 'a^'n)$j) (UNIV :: 'n set))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1779
  apply (subst basis_expansion[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1780
  by (vector Cart_eq setsum_component)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1781
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1782
lemma linear_componentwise:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1783
  fixes f:: "'a::ring_1 ^'m \<Rightarrow> 'a ^ _"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1784
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1785
  shows "(f x)$j = setsum (\<lambda>i. (x$i) * (f (basis i)$j)) (UNIV :: 'm set)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1786
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1787
  let ?M = "(UNIV :: 'm set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1788
  let ?N = "(UNIV :: 'n set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1789
  have fM: "finite ?M" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1790
  have "?rhs = (setsum (\<lambda>i.(x$i) *s f (basis i) ) ?M)$j"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1791
    unfolding vector_smult_component[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1792
    unfolding setsum_component[of "(\<lambda>i.(x$i) *s f (basis i :: 'a^'m))" ?M]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1793
    ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1794
  then show ?thesis unfolding linear_setsum_mul[OF lf fM, symmetric] basis_expansion ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1795
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1796
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1797
text{* Inverse matrices  (not necessarily square) *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1798
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1799
definition "invertible(A::'a::semiring_1^'n^'m) \<longleftrightarrow> (\<exists>A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1800
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1801
definition "matrix_inv(A:: 'a::semiring_1^'n^'m) =
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1802
        (SOME A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1803
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1804
text{* Correspondence between matrices and linear operators. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1805
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1806
definition matrix:: "('a::{plus,times, one, zero}^'m \<Rightarrow> 'a ^ 'n) \<Rightarrow> 'a^'m^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1807
where "matrix f = (\<chi> i j. (f(basis j))$i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1808
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1809
lemma matrix_vector_mul_linear: "linear(\<lambda>x. A *v (x::'a::comm_semiring_1 ^ _))"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1810
  by (simp add: linear_def matrix_vector_mult_def Cart_eq field_simps setsum_right_distrib setsum_addf)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1811
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1812
lemma matrix_works: assumes lf: "linear f" shows "matrix f *v x = f (x::'a::comm_ring_1 ^ 'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1813
apply (simp add: matrix_def matrix_vector_mult_def Cart_eq mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1814
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1815
apply (rule linear_componentwise[OF lf, symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1816
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1817
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1818
lemma matrix_vector_mul: "linear f ==> f = (\<lambda>x. matrix f *v (x::'a::comm_ring_1 ^ 'n))" by (simp add: ext matrix_works)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1819
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1820
lemma matrix_of_matrix_vector_mul: "matrix(\<lambda>x. A *v (x :: 'a:: comm_ring_1 ^ 'n)) = A"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1821
  by (simp add: matrix_eq matrix_vector_mul_linear matrix_works)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1822
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1823
lemma matrix_compose:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1824
  assumes lf: "linear (f::'a::comm_ring_1^'n \<Rightarrow> 'a^'m)"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1825
  and lg: "linear (g::'a::comm_ring_1^'m \<Rightarrow> 'a^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1826
  shows "matrix (g o f) = matrix g ** matrix f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1827
  using lf lg linear_compose[OF lf lg] matrix_works[OF linear_compose[OF lf lg]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1828
  by (simp  add: matrix_eq matrix_works matrix_vector_mul_assoc[symmetric] o_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1829
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1830
lemma matrix_vector_column:"(A::'a::comm_semiring_1^'n^_) *v x = setsum (\<lambda>i. (x$i) *s ((transpose A)$i)) (UNIV:: 'n set)"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1831
  by (simp add: matrix_vector_mult_def transpose_def Cart_eq mult_commute)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1832
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1833
lemma adjoint_matrix: "adjoint(\<lambda>x. (A::real^'n^'m) *v x) = (\<lambda>x. transpose A *v x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1834
  apply (rule adjoint_unique[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1835
  apply (rule matrix_vector_mul_linear)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1836
  apply (simp add: transpose_def inner_vector_def matrix_vector_mult_def setsum_left_distrib setsum_right_distrib)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1837
  apply (subst setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1838
  apply (auto simp add: mult_ac)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1839
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1840
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1841
lemma matrix_adjoint: assumes lf: "linear (f :: real^'n \<Rightarrow> real ^'m)"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1842
  shows "matrix(adjoint f) = transpose(matrix f)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1843
  apply (subst matrix_vector_mul[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1844
  unfolding adjoint_matrix matrix_of_matrix_vector_mul ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1845
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1846
subsection{* Interlude: Some properties of real sets *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1847
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1848
lemma seq_mono_lemma: assumes "\<forall>(n::nat) \<ge> m. (d n :: real) < e n" and "\<forall>n \<ge> m. e n <= e m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1849
  shows "\<forall>n \<ge> m. d n < e m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1850
  using prems apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1851
  apply (erule_tac x="n" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1852
  apply (erule_tac x="n" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1853
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1854
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1855
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1856
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1857
lemma real_convex_bound_lt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1858
  assumes xa: "(x::real) < a" and ya: "y < a" and u: "0 <= u" and v: "0 <= v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1859
  and uv: "u + v = 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1860
  shows "u * x + v * y < a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1861
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1862
  have uv': "u = 0 \<longrightarrow> v \<noteq> 0" using u v uv by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1863
  have "a = a * (u + v)" unfolding uv  by simp
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1864
  hence th: "u * a + v * a = a" by (simp add: field_simps)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1865
  from xa u have "u \<noteq> 0 \<Longrightarrow> u*x < u*a" by (simp add: mult_strict_left_mono)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1866
  from ya v have "v \<noteq> 0 \<Longrightarrow> v * y < v * a" by (simp add: mult_strict_left_mono)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1867
  from xa ya u v have "u * x + v * y < u * a + v * a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1868
    apply (cases "u = 0", simp_all add: uv')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1869
    apply(rule mult_strict_left_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1870
    using uv' apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1871
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1872
    apply (rule add_less_le_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1873
    apply(rule mult_strict_left_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1874
    apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1875
    apply (rule mult_left_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1876
    apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1877
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1878
  thus ?thesis unfolding th .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1879
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1880
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1881
lemma real_convex_bound_le:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1882
  assumes xa: "(x::real) \<le> a" and ya: "y \<le> a" and u: "0 <= u" and v: "0 <= v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1883
  and uv: "u + v = 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1884
  shows "u * x + v * y \<le> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1885
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1886
  from xa ya u v have "u * x + v * y \<le> u * a + v * a" by (simp add: add_mono mult_left_mono)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1887
  also have "\<dots> \<le> (u + v) * a" by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1888
  finally show ?thesis unfolding uv by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1889
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1890
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1891
lemma infinite_enumerate: assumes fS: "infinite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1892
  shows "\<exists>r. subseq r \<and> (\<forall>n. r n \<in> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1893
unfolding subseq_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1894
using enumerate_in_set[OF fS] enumerate_mono[of _ _ S] fS by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1895
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1896
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)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1897
apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1898
apply (rule_tac x="d/2" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1899
apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1900
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1901
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1902
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1903
lemma triangle_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1904
  assumes x: "0 <= (x::real)" and y:"0 <= y" and z: "0 <= z" and xy: "x^2 <= y^2 + z^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1905
  shows "x <= y + z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1906
proof-
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1907
  have "y^2 + z^2 \<le> y^2 + 2*y*z + z^2" using z y by (simp add: mult_nonneg_nonneg)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1908
  with xy have th: "x ^2 \<le> (y+z)^2" by (simp add: power2_eq_square field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1909
  from y z have yz: "y + z \<ge> 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1910
  from power2_le_imp_le[OF th yz] show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1911
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1912
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1913
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1914
lemma lambda_skolem: "(\<forall>i. \<exists>x. P i x) \<longleftrightarrow>
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1915
   (\<exists>x::'a ^ 'n. \<forall>i. P i (x$i))" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1916
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1917
  let ?S = "(UNIV :: 'n set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1918
  {assume H: "?rhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1919
    then have ?lhs by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1920
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1921
  {assume H: "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1922
    then obtain f where f:"\<forall>i. P i (f i)" unfolding choice_iff by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1923
    let ?x = "(\<chi> i. (f i)) :: 'a ^ 'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1924
    {fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1925
      from f have "P i (f i)" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1926
      then have "P i (?x$i)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1927
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1928
    hence "\<forall>i. P i (?x$i)" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1929
    hence ?rhs by metis }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1930
  ultimately show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1931
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1932
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1933
lemma vec_in_image_vec: "vec x \<in> (vec ` S) \<longleftrightarrow> x \<in> S" by auto
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1934
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1935
lemma vec_add: "vec(x + y) = vec x + vec y"  by (vector vec_def)
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1936
lemma vec_sub: "vec(x - y) = vec x - vec y" by (vector vec_def)
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1937
lemma vec_cmul: "vec(c* x) = c *s vec x " by (vector vec_def)
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1938
lemma vec_neg: "vec(- x) = - vec x " by (vector vec_def)
33714
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1939
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1940
lemma vec_setsum: assumes fS: "finite S"
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1941
  shows "vec(setsum f S) = setsum (vec o f) S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1942
  apply (induct rule: finite_induct[OF fS])
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1943
  apply (simp)
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1944
  apply (auto simp add: vec_add)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1945
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1946
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1947
text{* Pasting vectors. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1948
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1949
lemma linear_fstcart[intro]: "linear fstcart"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1950
  by (auto simp add: linear_def Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1951
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1952
lemma linear_sndcart[intro]: "linear sndcart"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1953
  by (auto simp add: linear_def Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1954
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1955
lemma fstcart_vec[simp]: "fstcart(vec x) = vec x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1956
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1957
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1958
lemma fstcart_add[simp]:"fstcart(x + y) = fstcart (x::'a::{plus,times}^('b::finite + 'c::finite)) + fstcart y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1959
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1960
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1961
lemma fstcart_cmul[simp]:"fstcart(c*s x) = c*s fstcart (x::'a::{plus,times}^('b::finite + 'c::finite))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1962
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1963
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1964
lemma fstcart_neg[simp]:"fstcart(- x) = - fstcart (x::'a::ring_1^(_ + _))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1965
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1966
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1967
lemma fstcart_sub[simp]:"fstcart(x - y) = fstcart (x::'a::ring_1^(_ + _)) - fstcart y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1968
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1969
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1970
lemma fstcart_setsum:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1971
  fixes f:: "'d \<Rightarrow> 'a::semiring_1^_"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1972
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1973
  shows "fstcart (setsum f S) = setsum (\<lambda>i. fstcart (f i)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1974
  by (induct rule: finite_induct[OF fS], simp_all add: vec_0[symmetric] del: vec_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1975
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1976
lemma sndcart_vec[simp]: "sndcart(vec x) = vec x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1977
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1978
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1979
lemma sndcart_add[simp]:"sndcart(x + y) = sndcart (x::'a::{plus,times}^(_ + _)) + sndcart y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1980
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1981
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1982
lemma sndcart_cmul[simp]:"sndcart(c*s x) = c*s sndcart (x::'a::{plus,times}^(_ + _))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1983
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1984
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1985
lemma sndcart_neg[simp]:"sndcart(- x) = - sndcart (x::'a::ring_1^(_ + _))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1986
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1987
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1988
lemma sndcart_sub[simp]:"sndcart(x - y) = sndcart (x::'a::ring_1^(_ + _)) - sndcart y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1989
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1990
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1991
lemma sndcart_setsum:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1992
  fixes f:: "'d \<Rightarrow> 'a::semiring_1^_"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1993
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1994
  shows "sndcart (setsum f S) = setsum (\<lambda>i. sndcart (f i)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1995
  by (induct rule: finite_induct[OF fS], simp_all add: vec_0[symmetric] del: vec_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1996
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1997
lemma pastecart_vec[simp]: "pastecart (vec x) (vec x) = vec x"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1998
  by (simp add: pastecart_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1999
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2000
lemma pastecart_add[simp]:"pastecart (x1::'a::{plus,times}^_) y1 + pastecart x2 y2 = pastecart (x1 + x2) (y1 + y2)"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2001
  by (simp add: pastecart_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2002
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2003
lemma pastecart_cmul[simp]: "pastecart (c *s (x1::'a::{plus,times}^_)) (c *s y1) = c *s pastecart x1 y1"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2004
  by (simp add: pastecart_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2005
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2006
lemma pastecart_neg[simp]: "pastecart (- (x::'a::ring_1^_)) (- y) = - pastecart x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2007
  unfolding vector_sneg_minus1 pastecart_cmul ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2008
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2009
lemma pastecart_sub: "pastecart (x1::'a::ring_1^_) y1 - pastecart x2 y2 = pastecart (x1 - x2) (y1 - y2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2010
  by (simp add: diff_def pastecart_neg[symmetric] del: pastecart_neg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2011
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2012
lemma pastecart_setsum:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2013
  fixes f:: "'d \<Rightarrow> 'a::semiring_1^_"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2014
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2015
  shows "pastecart (setsum f S) (setsum g S) = setsum (\<lambda>i. pastecart (f i) (g i)) S"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2016
  by (simp  add: pastecart_eq fstcart_setsum[OF fS] sndcart_setsum[OF fS])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2017
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2018
lemma setsum_Plus:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2019
  "\<lbrakk>finite A; finite B\<rbrakk> \<Longrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2020
    (\<Sum>x\<in>A <+> B. g x) = (\<Sum>x\<in>A. g (Inl x)) + (\<Sum>x\<in>B. g (Inr x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2021
  unfolding Plus_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2022
  by (subst setsum_Un_disjoint, auto simp add: setsum_reindex)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2023
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2024
lemma setsum_UNIV_sum:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2025
  fixes g :: "'a::finite + 'b::finite \<Rightarrow> _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2026
  shows "(\<Sum>x\<in>UNIV. g x) = (\<Sum>x\<in>UNIV. g (Inl x)) + (\<Sum>x\<in>UNIV. g (Inr x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2027
  apply (subst UNIV_Plus_UNIV [symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2028
  apply (rule setsum_Plus [OF finite finite])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2029
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2030
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2031
lemma norm_fstcart: "norm(fstcart x) <= norm (x::real ^('n::finite + 'm::finite))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2032
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2033
  have th0: "norm x = norm (pastecart (fstcart x) (sndcart x))"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2034
    by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2035
  have th1: "fstcart x \<bullet> fstcart x \<le> pastecart (fstcart x) (sndcart x) \<bullet> pastecart (fstcart x) (sndcart x)"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2036
    by (simp add: inner_vector_def setsum_UNIV_sum pastecart_def setsum_nonneg)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2037
  then show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2038
    unfolding th0
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2039
    unfolding norm_eq_sqrt_inner real_sqrt_le_iff id_def
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2040
    by (simp add: inner_vector_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2041
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2042
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2043
lemma dist_fstcart: "dist(fstcart (x::real^_)) (fstcart y) <= dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2044
  unfolding dist_norm by (metis fstcart_sub[symmetric] norm_fstcart)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2045
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2046
lemma norm_sndcart: "norm(sndcart x) <= norm (x::real ^('n::finite + 'm::finite))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2047
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2048
  have th0: "norm x = norm (pastecart (fstcart x) (sndcart x))"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2049
    by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2050
  have th1: "sndcart x \<bullet> sndcart x \<le> pastecart (fstcart x) (sndcart x) \<bullet> pastecart (fstcart x) (sndcart x)"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2051
    by (simp add: inner_vector_def setsum_UNIV_sum pastecart_def setsum_nonneg)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2052
  then show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2053
    unfolding th0
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2054
    unfolding norm_eq_sqrt_inner real_sqrt_le_iff id_def
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2055
    by (simp add: inner_vector_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2056
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2057
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2058
lemma dist_sndcart: "dist(sndcart (x::real^_)) (sndcart y) <= dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2059
  unfolding dist_norm by (metis sndcart_sub[symmetric] norm_sndcart)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2060
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2061
lemma dot_pastecart: "(pastecart (x1::real^'n) (x2::real^'m)) \<bullet> (pastecart y1 y2) =  x1 \<bullet> y1 + x2 \<bullet> y2"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2062
  by (simp add: inner_vector_def setsum_UNIV_sum pastecart_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2063
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2064
text {* TODO: move to NthRoot *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2065
lemma sqrt_add_le_add_sqrt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2066
  assumes x: "0 \<le> x" and y: "0 \<le> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2067
  shows "sqrt (x + y) \<le> sqrt x + sqrt y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2068
apply (rule power2_le_imp_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2069
apply (simp add: real_sum_squared_expand add_nonneg_nonneg x y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2070
apply (simp add: mult_nonneg_nonneg x y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2071
apply (simp add: add_nonneg_nonneg x y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2072
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2073
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2074
lemma norm_pastecart: "norm (pastecart x y) <= norm x + norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2075
  unfolding norm_vector_def setL2_def setsum_UNIV_sum
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2076
  by (simp add: sqrt_add_le_add_sqrt setsum_nonneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2077
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2078
subsection {* A generic notion of "hull" (convex, affine, conic hull and closure). *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2079
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2080
definition hull :: "'a set set \<Rightarrow> 'a set \<Rightarrow> 'a set" (infixl "hull" 75) where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2081
  "S hull s = Inter {t. t \<in> S \<and> s \<subseteq> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2082
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2083
lemma hull_same: "s \<in> S \<Longrightarrow> S hull s = s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2084
  unfolding hull_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2085
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2086
lemma hull_in: "(\<And>T. T \<subseteq> S ==> Inter T \<in> S) ==> (S hull s) \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2087
unfolding hull_def subset_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2088
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2089
lemma hull_eq: "(\<And>T. T \<subseteq> S ==> Inter T \<in> S) ==> (S hull s) = s \<longleftrightarrow> s \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2090
using hull_same[of s S] hull_in[of S s] by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2091
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2092
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2093
lemma hull_hull: "S hull (S hull s) = S hull s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2094
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2095
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  2096
lemma hull_subset[intro]: "s \<subseteq> (S hull s)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2097
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2098
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2099
lemma hull_mono: " s \<subseteq> t ==> (S hull s) \<subseteq> (S hull t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2100
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2101
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2102
lemma hull_antimono: "S \<subseteq> T ==> (T hull s) \<subseteq> (S hull s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2103
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2104
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2105
lemma hull_minimal: "s \<subseteq> t \<Longrightarrow> t \<in> S ==> (S hull s) \<subseteq> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2106
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2107
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2108
lemma subset_hull: "t \<in> S ==> S hull s \<subseteq> t \<longleftrightarrow>  s \<subseteq> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2109
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2110
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2111
lemma hull_unique: "s \<subseteq> t \<Longrightarrow> t \<in> S \<Longrightarrow> (\<And>t'. s \<subseteq> t' \<Longrightarrow> t' \<in> S ==> t \<subseteq> t')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2112
           ==> (S hull s = t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2113
unfolding hull_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2114
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2115
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"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2116
  using hull_minimal[of S "{x. P x}" Q]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2117
  by (auto simp add: subset_eq Collect_def mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2118
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2119
lemma hull_inc: "x \<in> S \<Longrightarrow> x \<in> P hull S" by (metis hull_subset subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2120
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2121
lemma hull_union_subset: "(S hull s) \<union> (S hull t) \<subseteq> (S hull (s \<union> t))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2122
unfolding Un_subset_iff by (metis hull_mono Un_upper1 Un_upper2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2123
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2124
lemma hull_union: assumes T: "\<And>T. T \<subseteq> S ==> Inter T \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2125
  shows "S hull (s \<union> t) = S hull (S hull s \<union> S hull t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2126
apply rule
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2127
apply (rule hull_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2128
unfolding Un_subset_iff
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2129
apply (metis hull_subset Un_upper1 Un_upper2 subset_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2130
apply (rule hull_minimal)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2131
apply (metis hull_union_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2132
apply (metis hull_in T)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2133
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2134
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2135
lemma hull_redundant_eq: "a \<in> (S hull s) \<longleftrightarrow> (S hull (insert a s) = S hull s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2136
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2137
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2138
lemma hull_redundant: "a \<in> (S hull s) ==> (S hull (insert a s) = S hull s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2139
by (metis hull_redundant_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2140
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2141
text{* Archimedian properties and useful consequences. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2142
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2143
lemma real_arch_simple: "\<exists>n. x <= real (n::nat)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2144
  using reals_Archimedean2[of x] apply auto by (rule_tac x="Suc n" in exI, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2145
lemmas real_arch_lt = reals_Archimedean2
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2146
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2147
lemmas real_arch = reals_Archimedean3
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2148
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2149
lemma real_arch_inv: "0 < e \<longleftrightarrow> (\<exists>n::nat. n \<noteq> 0 \<and> 0 < inverse (real n) \<and> inverse (real n) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2150
  using reals_Archimedean
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2151
  apply (auto simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2152
  apply (subgoal_tac "inverse (real n) > 0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2153
  apply arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2154
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2155
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2156
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2157
lemma real_pow_lbound: "0 <= x ==> 1 + real n * x <= (1 + x) ^ n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2158
proof(induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2159
  case 0 thus ?case by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2160
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2161
  case (Suc n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2162
  hence h: "1 + real n * x \<le> (1 + x) ^ n" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2163
  from h have p: "1 \<le> (1 + x) ^ n" using Suc.prems by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2164
  from h have "1 + real n * x + x \<le> (1 + x) ^ n + x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2165
  also have "\<dots> \<le> (1 + x) ^ Suc n" apply (subst diff_le_0_iff_le[symmetric])
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2166
    apply (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2167
    using mult_left_mono[OF p Suc.prems] by simp
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2168
  finally show ?case  by (simp add: real_of_nat_Suc field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2169
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2170
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2171
lemma real_arch_pow: assumes x: "1 < (x::real)" shows "\<exists>n. y < x^n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2172
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2173
  from x have x0: "x - 1 > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2174
  from real_arch[OF x0, rule_format, of y]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2175
  obtain n::nat where n:"y < real n * (x - 1)" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2176
  from x0 have x00: "x- 1 \<ge> 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2177
  from real_pow_lbound[OF x00, of n] n
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2178
  have "y < x^n" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2179
  then show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2180
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2181
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2182
lemma real_arch_pow2: "\<exists>n. (x::real) < 2^ n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2183
  using real_arch_pow[of 2 x] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2184
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2185
lemma real_arch_pow_inv: assumes y: "(y::real) > 0" and x1: "x < 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2186
  shows "\<exists>n. x^n < y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2187
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2188
  {assume x0: "x > 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2189
    from x0 x1 have ix: "1 < 1/x" by (simp add: field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2190
    from real_arch_pow[OF ix, of "1/y"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2191
    obtain n where n: "1/y < (1/x)^n" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2192
    then
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2193
    have ?thesis using y x0 by (auto simp add: field_simps power_divide) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2194
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2195
  {assume "\<not> x > 0" with y x1 have ?thesis apply auto by (rule exI[where x=1], auto)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2196
  ultimately show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2197
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2198
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2199
lemma forall_pos_mono: "(\<And>d e::real. d < e \<Longrightarrow> P d ==> P e) \<Longrightarrow> (\<And>n::nat. n \<noteq> 0 ==> P(inverse(real n))) \<Longrightarrow> (\<And>e. 0 < e ==> P e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2200
  by (metis real_arch_inv)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2201
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2202
lemma forall_pos_mono_1: "(\<And>d e::real. d < e \<Longrightarrow> P d ==> P e) \<Longrightarrow> (\<And>n. P(inverse(real (Suc n)))) ==> 0 < e ==> P e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2203
  apply (rule forall_pos_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2204
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2205
  apply (atomize)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2206
  apply (erule_tac x="n - 1" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2207
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2208
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2209
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2210
lemma real_archimedian_rdiv_eq_0: assumes x0: "x \<ge> 0" and c: "c \<ge> 0" and xc: "\<forall>(m::nat)>0. real m * x \<le> c"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2211
  shows "x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2212
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2213
  {assume "x \<noteq> 0" with x0 have xp: "x > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2214
    from real_arch[OF xp, rule_format, of c] obtain n::nat where n: "c < real n * x"  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2215
    with xc[rule_format, of n] have "n = 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2216
    with n c have False by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2217
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2218
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2219
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2220
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2221
(* Geometric progression.                                                    *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2222
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2223
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2224
lemma sum_gp_basic: "((1::'a::{field}) - x) * setsum (\<lambda>i. x^i) {0 .. n} = (1 - x^(Suc n))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2225
  (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2226
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2227
  {assume x1: "x = 1" hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2228
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2229
  {assume x1: "x\<noteq>1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2230
    hence x1': "x - 1 \<noteq> 0" "1 - x \<noteq> 0" "x - 1 = - (1 - x)" "- (1 - x) \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2231
    from geometric_sum[OF x1, of "Suc n", unfolded x1']
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2232
    have "(- (1 - x)) * setsum (\<lambda>i. x^i) {0 .. n} = - (1 - x^(Suc n))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2233
      unfolding atLeastLessThanSuc_atLeastAtMost
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2234
      using x1' apply (auto simp only: field_simps)
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2235
      apply (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2236
      done
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2237
    then have ?thesis by (simp add: field_simps) }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2238
  ultimately show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2239
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2240
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2241
lemma sum_gp_multiplied: assumes mn: "m <= n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2242
  shows "((1::'a::{field}) - x) * setsum (op ^ x) {m..n} = x^m - x^ Suc n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2243
  (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2244
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2245
  let ?S = "{0..(n - m)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2246
  from mn have mn': "n - m \<ge> 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2247
  let ?f = "op + m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2248
  have i: "inj_on ?f ?S" unfolding inj_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2249
  have f: "?f ` ?S = {m..n}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2250
    using mn apply (auto simp add: image_iff Bex_def) by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2251
  have th: "op ^ x o op + m = (\<lambda>i. x^m * x^i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2252
    by (rule ext, simp add: power_add power_mult)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2253
  from setsum_reindex[OF i, of "op ^ x", unfolded f th setsum_right_distrib[symmetric]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2254
  have "?lhs = x^m * ((1 - x) * setsum (op ^ x) {0..n - m})" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2255
  then show ?thesis unfolding sum_gp_basic using mn
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2256
    by (simp add: field_simps power_add[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2257
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2258
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2259
lemma sum_gp: "setsum (op ^ (x::'a::{field})) {m .. n} =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2260
   (if n < m then 0 else if x = 1 then of_nat ((n + 1) - m)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2261
                    else (x^ m - x^ (Suc n)) / (1 - x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2262
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2263
  {assume nm: "n < m" hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2264
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2265
  {assume "\<not> n < m" hence nm: "m \<le> n" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2266
    {assume x: "x = 1"  hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2267
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2268
    {assume x: "x \<noteq> 1" hence nz: "1 - x \<noteq> 0" by simp
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2269
      from sum_gp_multiplied[OF nm, of x] nz have ?thesis by (simp add: field_simps)}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2270
    ultimately have ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2271
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2272
  ultimately show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2273
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2274
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2275
lemma sum_gp_offset: "setsum (op ^ (x::'a::{field})) {m .. m+n} =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2276
  (if x = 1 then of_nat n + 1 else x^m * (1 - x^Suc n) / (1 - x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2277
  unfolding sum_gp[of x m "m + n"] power_Suc
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2278
  by (simp add: field_simps power_add)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2279
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2280
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2281
subsection{* A bit of linear algebra. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2282
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2283
definition "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 *s x \<in>S )"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2284
definition "span S = (subspace hull S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2285
definition "dependent S \<longleftrightarrow> (\<exists>a \<in> S. a \<in> span(S - {a}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2286
abbreviation "independent s == ~(dependent s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2287
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2288
(* Closure properties of subspaces.                                          *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2289
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2290
lemma subspace_UNIV[simp]: "subspace(UNIV)" by (simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2291
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2292
lemma subspace_0: "subspace S ==> 0 \<in> S" by (metis subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2293
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2294
lemma subspace_add: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> y \<in> S ==> x + y \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2295
  by (metis subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2296
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2297
lemma subspace_mul: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> c *s x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2298
  by (metis subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2299
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2300
lemma subspace_neg: "subspace S \<Longrightarrow> (x::'a::ring_1^_) \<in> S \<Longrightarrow> - x \<in> S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2301
  by (metis vector_sneg_minus1 subspace_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2302
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2303
lemma subspace_sub: "subspace S \<Longrightarrow> (x::'a::ring_1^_) \<in> S \<Longrightarrow> y \<in> S \<Longrightarrow> x - y \<in> S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2304
  by (metis diff_def subspace_add subspace_neg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2305
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2306
lemma subspace_setsum:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2307
  assumes sA: "subspace A" and fB: "finite B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2308
  and f: "\<forall>x\<in> B. f x \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2309
  shows "setsum f B \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2310
  using  fB f sA
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2311
  apply(induct rule: finite_induct[OF fB])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2312
  by (simp add: subspace_def sA, auto simp add: sA subspace_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2313
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2314
lemma subspace_linear_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2315
  assumes lf: "linear (f::'a::semiring_1^_ \<Rightarrow> _)" and sS: "subspace S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2316
  shows "subspace(f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2317
  using lf sS linear_0[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2318
  unfolding linear_def subspace_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2319
  apply (auto simp add: image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2320
  apply (rule_tac x="x + y" in bexI, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2321
  apply (rule_tac x="c*s x" in bexI, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2322
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2323
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2324
lemma subspace_linear_preimage: "linear (f::'a::semiring_1^_ \<Rightarrow> _) ==> subspace S ==> subspace {x. f x \<in> S}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2325
  by (auto simp add: subspace_def linear_def linear_0[of f])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2326
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2327
lemma subspace_trivial: "subspace {0::'a::semiring_1 ^_}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2328
  by (simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2329
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2330
lemma subspace_inter: "subspace A \<Longrightarrow> subspace B ==> subspace (A \<inter> B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2331
  by (simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2332
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2333
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2334
lemma span_mono: "A \<subseteq> B ==> span A \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2335
  by (metis span_def hull_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2336
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2337
lemma subspace_span: "subspace(span S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2338
  unfolding span_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2339
  apply (rule hull_in[unfolded mem_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2340
  apply (simp only: subspace_def Inter_iff Int_iff subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2341
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2342
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2343
  apply (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2344
  apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2345
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2346
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2347
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2348
  apply (clarsimp simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2349
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2350
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2351
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2352
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2353
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2354
  apply (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2355
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2356
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2357
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2358
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2359
lemma span_clauses:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2360
  "a \<in> S ==> a \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2361
  "0 \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2362
  "x\<in> span S \<Longrightarrow> y \<in> span S ==> x + y \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2363
  "x \<in> span S \<Longrightarrow> c *s x \<in> span S"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2364
  by (metis span_def hull_subset subset_eq)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2365
     (metis subspace_span subspace_def)+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2366
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2367
lemma span_induct: assumes SP: "\<And>x. x \<in> S ==> P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2368
  and P: "subspace P" and x: "x \<in> span S" shows "P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2369
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2370
  from SP have SP': "S \<subseteq> P" by (simp add: mem_def subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2371
  from P have P': "P \<in> subspace" by (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2372
  from x hull_minimal[OF SP' P', unfolded span_def[symmetric]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2373
  show "P x" by (metis mem_def subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2374
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2375
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2376
lemma span_empty: "span {} = {(0::'a::semiring_0 ^ _)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2377
  apply (simp add: span_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2378
  apply (rule hull_unique)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2379
  apply (auto simp add: mem_def subspace_def)
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2380
  unfolding mem_def[of "0::'a^_", symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2381
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2382
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2383
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2384
lemma independent_empty: "independent {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2385
  by (simp add: dependent_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2386
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2387
lemma independent_mono: "independent A \<Longrightarrow> B \<subseteq> A ==> independent B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2388
  apply (clarsimp simp add: dependent_def span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2389
  apply (subgoal_tac "span (B - {a}) \<le> span (A - {a})")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2390
  apply force
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2391
  apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2392
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2393
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2394
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2395
lemma span_subspace: "A \<subseteq> B \<Longrightarrow> B \<le> span A \<Longrightarrow>  subspace B \<Longrightarrow> span A = B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2396
  by (metis order_antisym span_def hull_minimal mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2397
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2398
lemma span_induct': assumes SP: "\<forall>x \<in> S. P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2399
  and P: "subspace P" shows "\<forall>x \<in> span S. P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2400
  using span_induct SP P by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2401
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2402
inductive span_induct_alt_help for S:: "'a::semiring_1^_ \<Rightarrow> bool"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2403
  where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2404
  span_induct_alt_help_0: "span_induct_alt_help S 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2405
  | span_induct_alt_help_S: "x \<in> S \<Longrightarrow> span_induct_alt_help S z \<Longrightarrow> span_induct_alt_help S (c *s x + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2406
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2407
lemma span_induct_alt':
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2408
  assumes h0: "h (0::'a::semiring_1^'n)" and hS: "\<And>c x y. x \<in> S \<Longrightarrow> h y \<Longrightarrow> h (c*s x + y)" shows "\<forall>x \<in> span S. h x"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2409
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2410
  {fix x:: "'a^'n" assume x: "span_induct_alt_help S x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2411
    have "h x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2412
      apply (rule span_induct_alt_help.induct[OF x])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2413
      apply (rule h0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2414
      apply (rule hS, assumption, assumption)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2415
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2416
  note th0 = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2417
  {fix x assume x: "x \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2418
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2419
    have "span_induct_alt_help S x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2420
      proof(rule span_induct[where x=x and S=S])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2421
        show "x \<in> span S" using x .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2422
      next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2423
        fix x assume xS : "x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2424
          from span_induct_alt_help_S[OF xS span_induct_alt_help_0, of 1]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2425
          show "span_induct_alt_help S x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2426
        next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2427
        have "span_induct_alt_help S 0" by (rule span_induct_alt_help_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2428
        moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2429
        {fix x y assume h: "span_induct_alt_help S x" "span_induct_alt_help S y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2430
          from h
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2431
          have "span_induct_alt_help S (x + y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2432
            apply (induct rule: span_induct_alt_help.induct)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2433
            apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2434
            unfolding add_assoc
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2435
            apply (rule span_induct_alt_help_S)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2436
            apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2437
            apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2438
            done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2439
        moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2440
        {fix c x assume xt: "span_induct_alt_help S x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2441
          then have "span_induct_alt_help S (c*s x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2442
            apply (induct rule: span_induct_alt_help.induct)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2443
            apply (simp add: span_induct_alt_help_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2444
            apply (simp add: vector_smult_assoc vector_add_ldistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2445
            apply (rule span_induct_alt_help_S)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2446
            apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2447
            apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2448
            done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2449
        }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2450
        ultimately show "subspace (span_induct_alt_help S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2451
          unfolding subspace_def mem_def Ball_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2452
      qed}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2453
  with th0 show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2454
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2455
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2456
lemma span_induct_alt:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2457
  assumes h0: "h (0::'a::semiring_1^'n)" and hS: "\<And>c x y. x \<in> S \<Longrightarrow> h y \<Longrightarrow> h (c*s x + y)" and x: "x \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2458
  shows "h x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2459
using span_induct_alt'[of h S] h0 hS x by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2460
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2461
(* Individual closure properties. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2462
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2463
lemma span_superset: "x \<in> S ==> x \<in> span S" by (metis span_clauses(1))
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2464
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2465
lemma span_0: "0 \<in> span S" by (metis subspace_span subspace_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2466
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2467
lemma span_add: "x \<in> span S \<Longrightarrow> y \<in> span S ==> x + y \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2468
  by (metis subspace_add subspace_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2469
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2470
lemma span_mul: "x \<in> span S ==> (c *s x) \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2471
  by (metis subspace_span subspace_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2472
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2473
lemma span_neg: "x \<in> span S ==> - (x::'a::ring_1^_) \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2474
  by (metis subspace_neg subspace_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2475
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2476
lemma span_sub: "(x::'a::ring_1^_) \<in> span S \<Longrightarrow> y \<in> span S ==> x - y \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2477
  by (metis subspace_span subspace_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2478
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2479
lemma span_setsum: "finite A \<Longrightarrow> \<forall>x \<in> A. f x \<in> span S ==> setsum f A \<in> span S"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2480
  by (rule subspace_setsum, rule subspace_span)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2481
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2482
lemma span_add_eq: "(x::'a::ring_1^_) \<in> span S \<Longrightarrow> x + y \<in> span S \<longleftrightarrow> y \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2483
  apply (auto simp only: span_add span_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2484
  apply (subgoal_tac "(x + y) - x \<in> span S", simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2485
  by (simp only: span_add span_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2486
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2487
(* Mapping under linear image. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2488
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2489
lemma span_linear_image: assumes lf: "linear (f::'a::semiring_1 ^ _ => _)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2490
  shows "span (f ` S) = f ` (span S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2491
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2492
  {fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2493
    assume x: "x \<in> span (f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2494
    have "x \<in> f ` span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2495
      apply (rule span_induct[where x=x and S = "f ` S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2496
      apply (clarsimp simp add: image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2497
      apply (frule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2498
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2499
      apply (simp only: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2500
      apply (rule subspace_linear_image[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2501
      apply (rule subspace_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2502
      apply (rule x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2503
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2504
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2505
  {fix x assume x: "x \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2506
    have th0:"(\<lambda>a. f a \<in> span (f ` S)) = {x. f x \<in> span (f ` S)}" apply (rule set_ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2507
      unfolding mem_def Collect_def ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2508
    have "f x \<in> span (f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2509
      apply (rule span_induct[where S=S])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2510
      apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2511
      apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2512
      apply (subst th0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2513
      apply (rule subspace_linear_preimage[OF lf subspace_span, of "f ` S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2514
      apply (rule x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2515
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2516
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2517
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2518
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2519
(* The key breakdown property. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2520
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2521
lemma span_breakdown:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2522
  assumes bS: "(b::'a::ring_1 ^ _) \<in> S" and aS: "a \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2523
  shows "\<exists>k. a - k*s b \<in> span (S - {b})" (is "?P a")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2524
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2525
  {fix x assume xS: "x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2526
    {assume ab: "x = b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2527
      then have "?P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2528
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2529
        apply (rule exI[where x="1"], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2530
        by (rule span_0)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2531
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2532
    {assume ab: "x \<noteq> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2533
      then have "?P x"  using xS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2534
        apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2535
        apply (rule exI[where x=0])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2536
        apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2537
        by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2538
    ultimately have "?P x" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2539
  moreover have "subspace ?P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2540
    unfolding subspace_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2541
    apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2542
    apply (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2543
    apply (rule exI[where x=0])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2544
    using span_0[of "S - {b}"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2545
    apply (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2546
    apply (clarsimp simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2547
    apply (rule_tac x="k + ka" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2548
    apply (subgoal_tac "x + y - (k + ka) *s b = (x - k*s b) + (y - ka *s b)")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2549
    apply (simp only: )
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2550
    apply (rule span_add[unfolded mem_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2551
    apply assumption+
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2552
    apply (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2553
    apply (clarsimp simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2554
    apply (rule_tac x= "c*k" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2555
    apply (subgoal_tac "c *s x - (c * k) *s b = c*s (x - k*s b)")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2556
    apply (simp only: )
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2557
    apply (rule span_mul[unfolded mem_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2558
    apply assumption
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2559
    by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2560
  ultimately show "?P a" using aS span_induct[where S=S and P= "?P"] by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2561
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2562
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2563
lemma span_breakdown_eq:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2564
  "(x::'a::ring_1^_) \<in> span (insert a S) \<longleftrightarrow> (\<exists>k. (x - k *s a) \<in> span S)" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2565
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2566
  {assume x: "x \<in> span (insert a S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2567
    from x span_breakdown[of "a" "insert a S" "x"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2568
    have ?rhs apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2569
      apply (rule_tac x= "k" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2570
      apply (rule set_rev_mp[of _ "span (S - {a})" _])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2571
      apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2572
      apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2573
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2574
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2575
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2576
  { fix k assume k: "x - k *s a \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2577
    have eq: "x = (x - k *s a) + k *s a" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2578
    have "(x - k *s a) + k *s a \<in> span (insert a S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2579
      apply (rule span_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2580
      apply (rule set_rev_mp[of _ "span S" _])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2581
      apply (rule k)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2582
      apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2583
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2584
      apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2585
      apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2586
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2587
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2588
    then have ?lhs using eq by metis}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2589
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2590
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2591
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2592
(* Hence some "reversal" results.*)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2593
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2594
lemma in_span_insert:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2595
  assumes a: "(a::'a::field^_) \<in> span (insert b S)" and na: "a \<notin> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2596
  shows "b \<in> span (insert a S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2597
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2598
  from span_breakdown[of b "insert b S" a, OF insertI1 a]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2599
  obtain k where k: "a - k*s b \<in> span (S - {b})" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2600
  {assume k0: "k = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2601
    with k have "a \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2602
      apply (simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2603
      apply (rule set_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2604
      apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2605
      apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2606
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2607
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2608
    with na  have ?thesis by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2609
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2610
  {assume k0: "k \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2611
    have eq: "b = (1/k) *s a - ((1/k) *s a - b)" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2612
    from k0 have eq': "(1/k) *s (a - k*s b) = (1/k) *s a - b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2613
      by (vector field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2614
    from k have "(1/k) *s (a - k*s b) \<in> span (S - {b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2615
      by (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2616
    hence th: "(1/k) *s a - b \<in> span (S - {b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2617
      unfolding eq' .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2618
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2619
    from k
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2620
    have ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2621
      apply (subst eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2622
      apply (rule span_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2623
      apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2624
      apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2625
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2626
      apply (rule set_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2627
      apply (rule th)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2628
      apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2629
      using na by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2630
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2631
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2632
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2633
lemma in_span_delete:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2634
  assumes a: "(a::'a::field^_) \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2635
  and na: "a \<notin> span (S-{b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2636
  shows "b \<in> span (insert a (S - {b}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2637
  apply (rule in_span_insert)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2638
  apply (rule set_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2639
  apply (rule a)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2640
  apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2641
  apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2642
  apply (rule na)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2643
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2644
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2645
(* Transitivity property. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2646
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2647
lemma span_trans:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2648
  assumes x: "(x::'a::ring_1^_) \<in> span S" and y: "y \<in> span (insert x S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2649
  shows "y \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2650
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2651
  from span_breakdown[of x "insert x S" y, OF insertI1 y]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2652
  obtain k where k: "y -k*s x \<in> span (S - {x})" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2653
  have eq: "y = (y - k *s x) + k *s x" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2654
  show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2655
    apply (subst eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2656
    apply (rule span_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2657
    apply (rule set_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2658
    apply (rule k)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2659
    apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2660
    apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2661
    apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2662
    by (rule x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2663
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2664
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2665
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2666
(* An explicit expansion is sometimes needed.                                *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2667
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2668
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2669
lemma span_explicit:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2670
  "span P = {y::'a::semiring_1^_. \<exists>S u. finite S \<and> S \<subseteq> P \<and> setsum (\<lambda>v. u v *s v) S = y}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2671
  (is "_ = ?E" is "_ = {y. ?h y}" is "_ = {y. \<exists>S u. ?Q S u y}")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2672
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2673
  {fix x assume x: "x \<in> ?E"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2674
    then obtain S u where fS: "finite S" and SP: "S\<subseteq>P" and u: "setsum (\<lambda>v. u v *s v) S = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2675
      by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2676
    have "x \<in> span P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2677
      unfolding u[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2678
      apply (rule span_setsum[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2679
      using span_mono[OF SP]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2680
      by (auto intro: span_superset span_mul)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2681
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2682
  have "\<forall>x \<in> span P. x \<in> ?E"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2683
    unfolding mem_def Collect_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2684
  proof(rule span_induct_alt')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2685
    show "?h 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2686
      apply (rule exI[where x="{}"]) by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2687
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2688
    fix c x y
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2689
    assume x: "x \<in> P" and hy: "?h y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2690
    from hy obtain S u where fS: "finite S" and SP: "S\<subseteq>P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2691
      and u: "setsum (\<lambda>v. u v *s v) S = y" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2692
    let ?S = "insert x S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2693
    let ?u = "\<lambda>y. if y = x then (if x \<in> S then u y + c else c)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2694
                  else u y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2695
    from fS SP x have th0: "finite (insert x S)" "insert x S \<subseteq> P" by blast+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2696
    {assume xS: "x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2697
      have S1: "S = (S - {x}) \<union> {x}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2698
        and Sss:"finite (S - {x})" "finite {x}" "(S -{x}) \<inter> {x} = {}" using xS fS by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2699
      have "setsum (\<lambda>v. ?u v *s v) ?S =(\<Sum>v\<in>S - {x}. u v *s v) + (u x + c) *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2700
        using xS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2701
        by (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2702
          setsum_clauses(2)[OF fS] cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2703
      also have "\<dots> = (\<Sum>v\<in>S. u v *s v) + c *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2704
        apply (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]])
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2705
        by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2706
      also have "\<dots> = c*s x + y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2707
        by (simp add: add_commute u)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2708
      finally have "setsum (\<lambda>v. ?u v *s v) ?S = c*s x + y" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2709
    then have "?Q ?S ?u (c*s x + y)" using th0 by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2710
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2711
  {assume xS: "x \<notin> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2712
    have th00: "(\<Sum>v\<in>S. (if v = x then c else u v) *s v) = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2713
      unfolding u[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2714
      apply (rule setsum_cong2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2715
      using xS by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2716
    have "?Q ?S ?u (c*s x + y)" using fS xS th0
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2717
      by (simp add: th00 setsum_clauses add_commute cong del: if_weak_cong)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2718
  ultimately have "?Q ?S ?u (c*s x + y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2719
    by (cases "x \<in> S", simp, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2720
    then show "?h (c*s x + y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2721
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2722
      apply (rule exI[where x="?S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2723
      apply (rule exI[where x="?u"]) by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2724
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2725
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2726
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2727
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2728
lemma dependent_explicit:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2729
  "dependent P \<longleftrightarrow> (\<exists>S u. finite S \<and> S \<subseteq> P \<and> (\<exists>(v::'a::{idom,field}^_) \<in>S. u v \<noteq> 0 \<and> setsum (\<lambda>v. u v *s v) S = 0))" (is "?lhs = ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2730
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2731
  {assume dP: "dependent P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2732
    then obtain a S u where aP: "a \<in> P" and fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2733
      and SP: "S \<subseteq> P - {a}" and ua: "setsum (\<lambda>v. u v *s v) S = a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2734
      unfolding dependent_def span_explicit by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2735
    let ?S = "insert a S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2736
    let ?u = "\<lambda>y. if y = a then - 1 else u y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2737
    let ?v = a
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2738
    from aP SP have aS: "a \<notin> S" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2739
    from fS SP aP have th0: "finite ?S" "?S \<subseteq> P" "?v \<in> ?S" "?u ?v \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2740
    have s0: "setsum (\<lambda>v. ?u v *s v) ?S = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2741
      using fS aS
36365
huffman
parents: 36362 36350
diff changeset
  2742
      apply (simp add: vector_smult_lneg setsum_clauses field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2743
      apply (subst (2) ua[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2744
      apply (rule setsum_cong2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2745
      by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2746
    with th0 have ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2747
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2748
      apply (rule exI[where x= "?S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2749
      apply (rule exI[where x= "?u"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2750
      by clarsimp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2751
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2752
  {fix S u v assume fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2753
      and SP: "S \<subseteq> P" and vS: "v \<in> S" and uv: "u v \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2754
    and u: "setsum (\<lambda>v. u v *s v) S = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2755
    let ?a = v
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2756
    let ?S = "S - {v}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2757
    let ?u = "\<lambda>i. (- u i) / u v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2758
    have th0: "?a \<in> P" "finite ?S" "?S \<subseteq> P"       using fS SP vS by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2759
    have "setsum (\<lambda>v. ?u v *s v) ?S = setsum (\<lambda>v. (- (inverse (u ?a))) *s (u v *s v)) S - ?u v *s v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2760
      using fS vS uv
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2761
      by (simp add: setsum_diff1 vector_smult_lneg divide_inverse
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2762
        vector_smult_assoc field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2763
    also have "\<dots> = ?a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2764
      unfolding setsum_cmul u
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2765
      using uv by (simp add: vector_smult_lneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2766
    finally  have "setsum (\<lambda>v. ?u v *s v) ?S = ?a" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2767
    with th0 have ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2768
      unfolding dependent_def span_explicit
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2769
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2770
      apply (rule bexI[where x= "?a"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2771
      apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2772
      apply (rule exI[where x= "?S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2773
      by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2774
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2775
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2776
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2777
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2778
lemma span_finite:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2779
  assumes fS: "finite S"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2780
  shows "span S = {(y::'a::semiring_1^_). \<exists>u. setsum (\<lambda>v. u v *s v) S = y}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2781
  (is "_ = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2782
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2783
  {fix y assume y: "y \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2784
    from y obtain S' u where fS': "finite S'" and SS': "S' \<subseteq> S" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2785
      u: "setsum (\<lambda>v. u v *s v) S' = y" unfolding span_explicit by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2786
    let ?u = "\<lambda>x. if x \<in> S' then u x else 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2787
    from setsum_restrict_set[OF fS, of "\<lambda>v. u v *s v" S', symmetric] SS'
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2788
    have "setsum (\<lambda>v. ?u v *s v) S = setsum (\<lambda>v. u v *s v) S'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2789
      unfolding cond_value_iff cond_application_beta
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2790
      by (simp add: cond_value_iff inf_absorb2 cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2791
    hence "setsum (\<lambda>v. ?u v *s v) S = y" by (metis u)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2792
    hence "y \<in> ?rhs" by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2793
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2794
  {fix y u assume u: "setsum (\<lambda>v. u v *s v) S = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2795
    then have "y \<in> span S" using fS unfolding span_explicit by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2796
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2797
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2798
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2799
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2800
(* Standard bases are a spanning set, and obviously finite.                  *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2801
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2802
lemma span_stdbasis:"span {basis i :: 'a::ring_1^'n | i. i \<in> (UNIV :: 'n set)} = UNIV"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2803
apply (rule set_ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2804
apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2805
apply (subst basis_expansion[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2806
apply (rule span_setsum)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2807
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2808
apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2809
apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2810
apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2811
apply (auto simp add: Collect_def mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2812
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2813
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2814
lemma finite_stdbasis: "finite {basis i ::real^'n |i. i\<in> (UNIV:: 'n set)}" (is "finite ?S")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2815
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2816
  have eq: "?S = basis ` UNIV" by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2817
  show ?thesis unfolding eq by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2818
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2819
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2820
lemma card_stdbasis: "card {basis i ::real^'n |i. i\<in> (UNIV :: 'n set)} = CARD('n)" (is "card ?S = _")
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2821
proof-
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2822
  have eq: "?S = basis ` UNIV" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2823
  show ?thesis unfolding eq using card_image[OF basis_inj] by simp
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2824
qed
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2825
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2826
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2827
lemma independent_stdbasis_lemma:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2828
  assumes x: "(x::'a::semiring_1 ^ _) \<in> span (basis ` S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2829
  and iS: "i \<notin> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2830
  shows "(x$i) = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2831
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2832
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2833
  let ?B = "basis ` S"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2834
  let ?P = "\<lambda>(x::'a^_). \<forall>i\<in> ?U. i \<notin> S \<longrightarrow> x$i =0"
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2835
 {fix x::"'a^_" assume xS: "x\<in> ?B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2836
   from xS have "?P x" by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2837
 moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2838
 have "subspace ?P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2839
   by (auto simp add: subspace_def Collect_def mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2840
 ultimately show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2841
   using x span_induct[of ?B ?P x] iS by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2842
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2843
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2844
lemma independent_stdbasis: "independent {basis i ::real^'n |i. i\<in> (UNIV :: 'n set)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2845
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2846
  let ?I = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2847
  let ?b = "basis :: _ \<Rightarrow> real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2848
  let ?B = "?b ` ?I"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2849
  have eq: "{?b i|i. i \<in> ?I} = ?B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2850
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2851
  {assume d: "dependent ?B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2852
    then obtain k where k: "k \<in> ?I" "?b k \<in> span (?B - {?b k})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2853
      unfolding dependent_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2854
    have eq1: "?B - {?b k} = ?B - ?b ` {k}"  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2855
    have eq2: "?B - {?b k} = ?b ` (?I - {k})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2856
      unfolding eq1
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2857
      apply (rule inj_on_image_set_diff[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2858
      apply (rule basis_inj) using k(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2859
    from k(2) have th0: "?b k \<in> span (?b ` (?I - {k}))" unfolding eq2 .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2860
    from independent_stdbasis_lemma[OF th0, of k, simplified]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2861
    have False by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2862
  then show ?thesis unfolding eq dependent_def ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2863
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2864
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2865
(* This is useful for building a basis step-by-step.                         *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2866
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2867
lemma independent_insert:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2868
  "independent(insert (a::'a::field ^_) S) \<longleftrightarrow>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2869
      (if a \<in> S then independent S
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2870
                else independent S \<and> a \<notin> span S)" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2871
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2872
  {assume aS: "a \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2873
    hence ?thesis using insert_absorb[OF aS] by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2874
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2875
  {assume aS: "a \<notin> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2876
    {assume i: ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2877
      then have ?rhs using aS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2878
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2879
        apply (rule conjI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2880
        apply (rule independent_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2881
        apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2882
        apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2883
        by (simp add: dependent_def)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2884
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2885
    {assume i: ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2886
      have ?lhs using i aS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2887
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2888
        apply (auto simp add: dependent_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2889
        apply (case_tac "aa = a", auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2890
        apply (subgoal_tac "insert a S - {aa} = insert a (S - {aa})")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2891
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2892
        apply (subgoal_tac "a \<in> span (insert aa (S - {aa}))")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2893
        apply (subgoal_tac "insert aa (S - {aa}) = S")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2894
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2895
        apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2896
        apply (rule in_span_insert)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2897
        apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2898
        apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2899
        apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2900
        done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2901
    ultimately have ?thesis by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2902
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2903
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2904
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2905
(* The degenerate case of the Exchange Lemma.  *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2906
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2907
lemma mem_delete: "x \<in> (A - {a}) \<longleftrightarrow> x \<noteq> a \<and> x \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2908
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2909
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2910
lemma span_span: "span (span A) = span A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2911
  unfolding span_def hull_hull ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2912
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2913
lemma span_inc: "S \<subseteq> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2914
  by (metis subset_eq span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2915
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2916
lemma spanning_subset_independent:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2917
  assumes BA: "B \<subseteq> A" and iA: "independent (A::('a::field ^_) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2918
  and AsB: "A \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2919
  shows "A = B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2920
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2921
  from BA show "B \<subseteq> A" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2922
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2923
  from span_mono[OF BA] span_mono[OF AsB]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2924
  have sAB: "span A = span B" unfolding span_span by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2925
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2926
  {fix x assume x: "x \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2927
    from iA have th0: "x \<notin> span (A - {x})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2928
      unfolding dependent_def using x by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2929
    from x have xsA: "x \<in> span A" by (blast intro: span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2930
    have "A - {x} \<subseteq> A" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2931
    hence th1:"span (A - {x}) \<subseteq> span A" by (metis span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2932
    {assume xB: "x \<notin> B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2933
      from xB BA have "B \<subseteq> A -{x}" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2934
      hence "span B \<subseteq> span (A - {x})" by (metis span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2935
      with th1 th0 sAB have "x \<notin> span A" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2936
      with x have False by (metis span_superset)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2937
    then have "x \<in> B" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2938
  then show "A \<subseteq> B" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2939
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2940
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2941
(* The general case of the Exchange Lemma, the key to what follows.  *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2942
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2943
lemma exchange_lemma:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2944
  assumes f:"finite (t:: ('a::field^'n) set)" and i: "independent s"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2945
  and sp:"s \<subseteq> span t"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2946
  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'"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2947
using f i sp
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2948
proof(induct "card (t - s)" arbitrary: s t rule: less_induct)
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2949
  case less
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2950
  note ft = `finite t` and s = `independent s` and sp = `s \<subseteq> span t`
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2951
  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'"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2952
  let ?ths = "\<exists>t'. ?P t'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2953
  {assume st: "s \<subseteq> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2954
    from st ft span_mono[OF st] have ?ths apply - apply (rule exI[where x=t])
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2955
      by (auto intro: span_superset)}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2956
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2957
  {assume st: "t \<subseteq> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2958
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2959
    from spanning_subset_independent[OF st s sp]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2960
      st ft span_mono[OF st] have ?ths apply - apply (rule exI[where x=t])
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2961
      by (auto intro: span_superset)}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2962
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2963
  {assume st: "\<not> s \<subseteq> t" "\<not> t \<subseteq> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2964
    from st(2) obtain b where b: "b \<in> t" "b \<notin> s" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2965
      from b have "t - {b} - s \<subset> t - s" by blast
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2966
      then have cardlt: "card (t - {b} - s) < card (t - s)" using ft
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2967
        by (auto intro: psubset_card_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2968
      from b ft have ct0: "card t \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2969
    {assume stb: "s \<subseteq> span(t -{b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2970
      from ft have ftb: "finite (t -{b})" by auto
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2971
      from less(1)[OF cardlt ftb s stb]
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2972
      obtain u where u: "card u = card (t-{b})" "s \<subseteq> u" "u \<subseteq> s \<union> (t - {b})" "s \<subseteq> span u" and fu: "finite u" by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2973
      let ?w = "insert b u"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2974
      have th0: "s \<subseteq> insert b u" using u by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2975
      from u(3) b have "u \<subseteq> s \<union> t" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2976
      then have th1: "insert b u \<subseteq> s \<union> t" using u b by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2977
      have bu: "b \<notin> u" using b u by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2978
      from u(1) ft b have "card u = (card t - 1)" by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2979
      then
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2980
      have th2: "card (insert b u) = card t"
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2981
        using card_insert_disjoint[OF fu bu] ct0 by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2982
      from u(4) have "s \<subseteq> span u" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2983
      also have "\<dots> \<subseteq> span (insert b u)" apply (rule span_mono) by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2984
      finally have th3: "s \<subseteq> span (insert b u)" .
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2985
      from th0 th1 th2 th3 fu have th: "?P ?w"  by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2986
      from th have ?ths by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2987
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2988
    {assume stb: "\<not> s \<subseteq> span(t -{b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2989
      from stb obtain a where a: "a \<in> s" "a \<notin> span (t - {b})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2990
      have ab: "a \<noteq> b" using a b by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2991
      have at: "a \<notin> t" using a ab span_superset[of a "t- {b}"] by auto
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2992
      have mlt: "card ((insert a (t - {b})) - s) < card (t - s)"
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2993
        using cardlt ft a b by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2994
      have ft': "finite (insert a (t - {b}))" using ft by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2995
      {fix x assume xs: "x \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2996
        have t: "t \<subseteq> (insert b (insert a (t -{b})))" using b by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2997
        from b(1) have "b \<in> span t" by (simp add: span_superset)
35541
himmelma
parents: 35540
diff changeset
  2998
        have bs: "b \<in> span (insert a (t - {b}))" apply(rule in_span_delete)
himmelma
parents: 35540
diff changeset
  2999
          using  a sp unfolding subset_eq by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3000
        from xs sp have "x \<in> span t" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3001
        with span_mono[OF t]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3002
        have x: "x \<in> span (insert b (insert a (t - {b})))" ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3003
        from span_trans[OF bs x] have "x \<in> span (insert a (t - {b}))"  .}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3004
      then have sp': "s \<subseteq> span (insert a (t - {b}))" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3005
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  3006
      from less(1)[OF mlt ft' s sp'] obtain u where
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3007
        u: "card u = card (insert a (t -{b}))" "finite u" "s \<subseteq> u" "u \<subseteq> s \<union> insert a (t -{b})"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3008
        "s \<subseteq> span u" by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3009
      from u a b ft at ct0 have "?P u" by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3010
      then have ?ths by blast }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3011
    ultimately have ?ths by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3012
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3013
  ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3014
  show ?ths  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3015
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3016
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3017
(* This implies corresponding size bounds.                                   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3018
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3019
lemma independent_span_bound:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3020
  assumes f: "finite t" and i: "independent (s::('a::field^_) set)" and sp:"s \<subseteq> span t"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3021
  shows "finite s \<and> card s \<le> card t"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3022
  by (metis exchange_lemma[OF f i sp] finite_subset card_mono)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3023
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3024
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3025
lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x\<in> (UNIV::'a::finite set)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3026
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3027
  have eq: "{f x |x. x\<in> UNIV} = f ` UNIV" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3028
  show ?thesis unfolding eq
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3029
    apply (rule finite_imageI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3030
    apply (rule finite)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3031
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3032
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3033
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3034
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3035
lemma independent_bound:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3036
  fixes S:: "(real^'n) set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3037
  shows "independent S \<Longrightarrow> finite S \<and> card S <= CARD('n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3038
  apply (subst card_stdbasis[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3039
  apply (rule independent_span_bound)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3040
  apply (rule finite_Atleast_Atmost_nat)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3041
  apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3042
  unfolding span_stdbasis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3043
  apply (rule subset_UNIV)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3044
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3045
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3046
lemma dependent_biggerset: "(finite (S::(real ^'n) set) ==> card S > CARD('n)) ==> dependent S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3047
  by (metis independent_bound not_less)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3048
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3049
(* Hence we can create a maximal independent subset.                         *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3050
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3051
lemma maximal_independent_subset_extend:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3052
  assumes sv: "(S::(real^'n) set) \<subseteq> V" and iS: "independent S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3053
  shows "\<exists>B. S \<subseteq> B \<and> B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3054
  using sv iS
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  3055
proof(induct "CARD('n) - card S" arbitrary: S rule: less_induct)
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  3056
  case less
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  3057
  note sv = `S \<subseteq> V` and i = `independent S`
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3058
  let ?P = "\<lambda>B. S \<subseteq> B \<and> B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3059
  let ?ths = "\<exists>x. ?P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3060
  let ?d = "CARD('n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3061
  {assume "V \<subseteq> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3062
    then have ?ths  using sv i by blast }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3063
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3064
  {assume VS: "\<not> V \<subseteq> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3065
    from VS obtain a where a: "a \<in> V" "a \<notin> span S" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3066
    from a have aS: "a \<notin> S" by (auto simp add: span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3067
    have th0: "insert a S \<subseteq> V" using a sv by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3068
    from independent_insert[of a S]  i a
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3069
    have th1: "independent (insert a S)" by auto
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  3070
    have mlt: "?d - card (insert a S) < ?d - card S"
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  3071
      using aS a independent_bound[OF th1]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3072
      by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3073
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  3074
    from less(1)[OF mlt th0 th1]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3075
    obtain B where B: "insert a S \<subseteq> B" "B \<subseteq> V" "independent B" " V \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3076
      by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3077
    from B have "?P B" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3078
    then have ?ths by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3079
  ultimately show ?ths by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3080
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3081
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3082
lemma maximal_independent_subset:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3083
  "\<exists>(B:: (real ^'n) set). B\<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3084
  by (metis maximal_independent_subset_extend[of "{}:: (real ^'n) set"] empty_subsetI independent_empty)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3085
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3086
(* Notion of dimension.                                                      *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3087
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3088
definition "dim V = (SOME n. \<exists>B. B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = n))"
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3089
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3090
lemma basis_exists:  "\<exists>B. (B :: (real ^'n) set) \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = dim V)"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3091
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)"]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3092
using maximal_independent_subset[of V] independent_bound
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3093
by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3094
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3095
(* Consequences of independence or spanning for cardinality.                 *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3096
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3097
lemma independent_card_le_dim: 
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3098
  assumes "(B::(real ^'n) set) \<subseteq> V" and "independent B" shows "card B \<le> dim V"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3099
proof -
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3100
  from basis_exists[of V] `B \<subseteq> V`
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3101
  obtain B' where "independent B'" and "B \<subseteq> span B'" and "card B' = dim V" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3102
  with independent_span_bound[OF _ `independent B` `B \<subseteq> span B'`] independent_bound[of B']
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3103
  show ?thesis by auto
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3104
qed
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3105
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3106
lemma span_card_ge_dim:  "(B::(real ^'n) set) \<subseteq> V \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> finite B \<Longrightarrow> dim V \<le> card B"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3107
  by (metis basis_exists[of V] independent_span_bound subset_trans)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3108
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3109
lemma basis_card_eq_dim:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3110
  "B \<subseteq> (V:: (real ^'n) set) \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> independent B \<Longrightarrow> finite B \<and> card B = dim V"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  3111
  by (metis order_eq_iff independent_card_le_dim span_card_ge_dim independent_bound)
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3112
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3113
lemma dim_unique: "(B::(real ^'n) set) \<subseteq> V \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> independent B \<Longrightarrow> card B = n \<Longrightarrow> dim V = n"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3114
  by (metis basis_card_eq_dim)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3115
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3116
(* More lemmas about dimension.                                              *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3117
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3118
lemma dim_univ: "dim (UNIV :: (real^'n) set) = CARD('n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3119
  apply (rule dim_unique[of "{basis i |i. i\<in> (UNIV :: 'n set)}"])
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3120
  by (auto simp only: span_stdbasis card_stdbasis finite_stdbasis independent_stdbasis)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3121
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3122
lemma dim_subset:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3123
  "(S:: (real ^'n) set) \<subseteq> T \<Longrightarrow> dim S \<le> dim T"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3124
  using basis_exists[of T] basis_exists[of S]
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3125
  by (metis independent_card_le_dim subset_trans)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3126
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3127
lemma dim_subset_univ: "dim (S:: (real^'n) set) \<le> CARD('n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3128
  by (metis dim_subset subset_UNIV dim_univ)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3129
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3130
(* Converses to those.                                                       *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3131
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3132
lemma card_ge_dim_independent:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3133
  assumes BV:"(B::(real ^'n) set) \<subseteq> V" and iB:"independent B" and dVB:"dim V \<le> card B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3134
  shows "V \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3135
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3136
  {fix a assume aV: "a \<in> V"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3137
    {assume aB: "a \<notin> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3138
      then have iaB: "independent (insert a B)" using iB aV  BV by (simp add: independent_insert)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3139
      from aV BV have th0: "insert a B \<subseteq> V" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3140
      from aB have "a \<notin>B" by (auto simp add: span_superset)
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3141
      with independent_card_le_dim[OF th0 iaB] dVB independent_bound[OF iB] have False by auto }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3142
    then have "a \<in> span B"  by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3143
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3144
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3145
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3146
lemma card_le_dim_spanning:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3147
  assumes BV: "(B:: (real ^'n) set) \<subseteq> V" and VB: "V \<subseteq> span B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3148
  and fB: "finite B" and dVB: "dim V \<ge> card B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3149
  shows "independent B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3150
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3151
  {fix a assume a: "a \<in> B" "a \<in> span (B -{a})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3152
    from a fB have c0: "card B \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3153
    from a fB have cb: "card (B -{a}) = card B - 1" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3154
    from BV a have th0: "B -{a} \<subseteq> V" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3155
    {fix x assume x: "x \<in> V"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3156
      from a have eq: "insert a (B -{a}) = B" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3157
      from x VB have x': "x \<in> span B" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3158
      from span_trans[OF a(2), unfolded eq, OF x']
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3159
      have "x \<in> span (B -{a})" . }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3160
    then have th1: "V \<subseteq> span (B -{a})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3161
    have th2: "finite (B -{a})" using fB by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3162
    from span_card_ge_dim[OF th0 th1 th2]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3163
    have c: "dim V \<le> card (B -{a})" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3164
    from c c0 dVB cb have False by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3165
  then show ?thesis unfolding dependent_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3166
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3167
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3168
lemma card_eq_dim: "(B:: (real ^'n) set) \<subseteq> V \<Longrightarrow> card B = dim V \<Longrightarrow> finite B \<Longrightarrow> independent B \<longleftrightarrow> V \<subseteq> span B"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3169
  by (metis order_eq_iff card_le_dim_spanning
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3170
    card_ge_dim_independent)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3171
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3172
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3173
(* More general size bound lemmas.                                           *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3174
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3176
lemma independent_bound_general:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3177
  "independent (S:: (real^'n) set) \<Longrightarrow> finite S \<and> card S \<le> dim S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3178
  by (metis independent_card_le_dim independent_bound subset_refl)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3179
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3180
lemma dependent_biggerset_general: "(finite (S:: (real^'n) set) \<Longrightarrow> card S > dim S) \<Longrightarrow> dependent S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3181
  using independent_bound_general[of S] by (metis linorder_not_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3182
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3183
lemma dim_span: "dim (span (S:: (real ^'n) set)) = dim S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3184
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3185
  have th0: "dim S \<le> dim (span S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3186
    by (auto simp add: subset_eq intro: dim_subset span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3187
  from basis_exists[of S]
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3188
  obtain B where B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3189
  from B have fB: "finite B" "card B = dim S" using independent_bound by blast+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3190
  have bSS: "B \<subseteq> span S" using B(1) by (metis subset_eq span_inc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3191
  have sssB: "span S \<subseteq> span B" using span_mono[OF B(3)] by (simp add: span_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3192
  from span_card_ge_dim[OF bSS sssB fB(1)] th0 show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3193
    using fB(2)  by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3194
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3195
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3196
lemma subset_le_dim: "(S:: (real ^'n) set) \<subseteq> span T \<Longrightarrow> dim S \<le> dim T"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3197
  by (metis dim_span dim_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3198
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3199
lemma span_eq_dim: "span (S:: (real ^'n) set) = span T ==> dim S = dim T"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3200
  by (metis dim_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3201
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3202
lemma spans_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3203
  assumes lf: "linear (f::'a::semiring_1^_ \<Rightarrow> _)" and VB: "V \<subseteq> span B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3204
  shows "f ` V \<subseteq> span (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3205
  unfolding span_linear_image[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3206
  by (metis VB image_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3207
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3208
lemma dim_image_le:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3209
  fixes f :: "real^'n \<Rightarrow> real^'m"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3210
  assumes lf: "linear f" shows "dim (f ` S) \<le> dim (S:: (real ^'n) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3211
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3212
  from basis_exists[of S] obtain B where
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3213
    B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3214
  from B have fB: "finite B" "card B = dim S" using independent_bound by blast+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3215
  have "dim (f ` S) \<le> card (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3216
    apply (rule span_card_ge_dim)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3217
    using lf B fB by (auto simp add: span_linear_image spans_image subset_image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3218
  also have "\<dots> \<le> dim S" using card_image_le[OF fB(1)] fB by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3219
  finally show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3220
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3221
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3222
(* Relation between bases and injectivity/surjectivity of map.               *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3223
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3224
lemma spanning_surjective_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3225
  assumes us: "UNIV \<subseteq> span (S:: ('a::semiring_1 ^_) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3226
  and lf: "linear f" and sf: "surj f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3227
  shows "UNIV \<subseteq> span (f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3228
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3229
  have "UNIV \<subseteq> f ` UNIV" using sf by (auto simp add: surj_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3230
  also have " \<dots> \<subseteq> span (f ` S)" using spans_image[OF lf us] .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3231
finally show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3232
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3233
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3234
lemma independent_injective_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3235
  assumes iS: "independent (S::('a::semiring_1^_) set)" and lf: "linear f" and fi: "inj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3236
  shows "independent (f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3237
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3238
  {fix a assume a: "a \<in> S" "f a \<in> span (f ` S - {f a})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3239
    have eq: "f ` S - {f a} = f ` (S - {a})" using fi
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3240
      by (auto simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3241
    from a have "f a \<in> f ` span (S -{a})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3242
      unfolding eq span_linear_image[OF lf, of "S - {a}"]  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3243
    hence "a \<in> span (S -{a})" using fi by (auto simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3244
    with a(1) iS  have False by (simp add: dependent_def) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3245
  then show ?thesis unfolding dependent_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3246
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3247
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3248
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3249
(* Picking an orthogonal replacement for a spanning set.                     *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3250
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3251
    (* FIXME : Move to some general theory ?*)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3252
definition "pairwise R S \<longleftrightarrow> (\<forall>x \<in> S. \<forall>y\<in> S. x\<noteq>y \<longrightarrow> R x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3253
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3254
lemma vector_sub_project_orthogonal: "(b::real^'n) \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *s b) = 0"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3255
  unfolding inner_simps smult_conv_scaleR by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3256
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3257
lemma basis_orthogonal:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3258
  fixes B :: "(real ^'n) set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3259
  assumes fB: "finite B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3260
  shows "\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3261
  (is " \<exists>C. ?P B C")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3262
proof(induct rule: finite_induct[OF fB])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3263
  case 1 thus ?case apply (rule exI[where x="{}"]) by (auto simp add: pairwise_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3264
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3265
  case (2 a B)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3266
  note fB = `finite B` and aB = `a \<notin> B`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3267
  from `\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3268
  obtain C where C: "finite C" "card C \<le> card B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3269
    "span C = span B" "pairwise orthogonal C" by blast
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3270
  let ?a = "a - setsum (\<lambda>x. (x \<bullet> a / (x \<bullet> x)) *s x) C"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3271
  let ?C = "insert ?a C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3272
  from C(1) have fC: "finite ?C" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3273
  from fB aB C(1,2) have cC: "card ?C \<le> card (insert a B)" by (simp add: card_insert_if)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3274
  {fix x k
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3275
    have th0: "\<And>(a::'b::comm_ring) b c. a - (b - c) = c + (a - b)" by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3276
    have "x - k *s (a - (\<Sum>x\<in>C. (x \<bullet> a / (x \<bullet> x)) *s x)) \<in> span C \<longleftrightarrow> x - k *s a \<in> span C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3277
      apply (simp only: vector_ssub_ldistrib th0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3278
      apply (rule span_add_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3279
      apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3280
      apply (rule span_setsum[OF C(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3281
      apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3282
      apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3283
      by (rule span_superset)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3284
  then have SC: "span ?C = span (insert a B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3285
    unfolding expand_set_eq span_breakdown_eq C(3)[symmetric] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3286
  thm pairwise_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3287
  {fix x y assume xC: "x \<in> ?C" and yC: "y \<in> ?C" and xy: "x \<noteq> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3288
    {assume xa: "x = ?a" and ya: "y = ?a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3289
      have "orthogonal x y" using xa ya xy by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3290
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3291
    {assume xa: "x = ?a" and ya: "y \<noteq> ?a" "y \<in> C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3292
      from ya have Cy: "C = insert y (C - {y})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3293
      have fth: "finite (C - {y})" using C by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3294
      have "orthogonal x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3295
        using xa ya
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3296
        unfolding orthogonal_def xa inner_simps diff_eq_0_iff_eq
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3297
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3298
        apply (subst Cy)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3299
        using C(1) fth
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3300
        apply (simp only: setsum_clauses) unfolding smult_conv_scaleR
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  3301
        apply (auto simp add: inner_simps inner_commute[of y a] dot_lsum[OF fth])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3302
        apply (rule setsum_0')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3303
        apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3304
        apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3305
        by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3306
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3307
    {assume xa: "x \<noteq> ?a" "x \<in> C" and ya: "y = ?a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3308
      from xa have Cx: "C = insert x (C - {x})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3309
      have fth: "finite (C - {x})" using C by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3310
      have "orthogonal x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3311
        using xa ya
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3312
        unfolding orthogonal_def ya inner_simps diff_eq_0_iff_eq
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3313
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3314
        apply (subst Cx)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3315
        using C(1) fth
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3316
        apply (simp only: setsum_clauses) unfolding smult_conv_scaleR
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3317
        apply (subst inner_commute[of x])
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  3318
        apply (auto simp add: inner_simps inner_commute[of x a] dot_rsum[OF fth])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3319
        apply (rule setsum_0')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3320
        apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3321
        apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3322
        by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3323
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3324
    {assume xa: "x \<in> C" and ya: "y \<in> C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3325
      have "orthogonal x y" using xa ya xy C(4) unfolding pairwise_def by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3326
    ultimately have "orthogonal x y" using xC yC by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3327
  then have CPO: "pairwise orthogonal ?C" unfolding pairwise_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3328
  from fC cC SC CPO have "?P (insert a B) ?C" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3329
  then show ?case by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3330
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3331
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3332
lemma orthogonal_basis_exists:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3333
  fixes V :: "(real ^'n) set"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3334
  shows "\<exists>B. independent B \<and> B \<subseteq> span V \<and> V \<subseteq> span B \<and> (card B = dim V) \<and> pairwise orthogonal B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3335
proof-
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3336
  from basis_exists[of V] obtain B where B: "B \<subseteq> V" "independent B" "V \<subseteq> span B" "card B = dim V" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3337
  from B have fB: "finite B" "card B = dim V" using independent_bound by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3338
  from basis_orthogonal[OF fB(1)] obtain C where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3339
    C: "finite C" "card C \<le> card B" "span C = span B" "pairwise orthogonal C" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3340
  from C B
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3341
  have CSV: "C \<subseteq> span V" by (metis span_inc span_mono subset_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3342
  from span_mono[OF B(3)]  C have SVC: "span V \<subseteq> span C" by (simp add: span_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3343
  from card_le_dim_spanning[OF CSV SVC C(1)] C(2,3) fB
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3344
  have iC: "independent C" by (simp add: dim_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3345
  from C fB have "card C \<le> dim V" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3346
  moreover have "dim V \<le> card C" using span_card_ge_dim[OF CSV SVC C(1)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3347
    by (simp add: dim_span)
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3348
  ultimately have CdV: "card C = dim V" using C(1) by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3349
  from C B CSV CdV iC show ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3350
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3351
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3352
lemma span_eq: "span S = span T \<longleftrightarrow> S \<subseteq> span T \<and> T \<subseteq> span S"
35541
himmelma
parents: 35540
diff changeset
  3353
  using span_inc[unfolded subset_eq] using span_mono[of T "span S"] span_mono[of S "span T"]
himmelma
parents: 35540
diff changeset
  3354
  by(auto simp add: span_span)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3355
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3356
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3357
(* Low-dimensional subset is in a hyperplane (weak orthogonal complement).   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3358
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3359
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3360
lemma span_not_univ_orthogonal:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3361
  assumes sU: "span S \<noteq> UNIV"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3362
  shows "\<exists>(a:: real ^'n). a \<noteq>0 \<and> (\<forall>x \<in> span S. a \<bullet> x = 0)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3363
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3364
  from sU obtain a where a: "a \<notin> span S" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3365
  from orthogonal_basis_exists obtain B where
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3366
    B: "independent B" "B \<subseteq> span S" "S \<subseteq> span B" "card B = dim S" "pairwise orthogonal B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3367
    by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3368
  from B have fB: "finite B" "card B = dim S" using independent_bound by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3369
  from span_mono[OF B(2)] span_mono[OF B(3)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3370
  have sSB: "span S = span B" by (simp add: span_span)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3371
  let ?a = "a - setsum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *s b) B"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3372
  have "setsum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *s b) B \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3373
    unfolding sSB
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3374
    apply (rule span_setsum[OF fB(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3375
    apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3376
    apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3377
    by (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3378
  with a have a0:"?a  \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3379
  have "\<forall>x\<in>span B. ?a \<bullet> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3380
  proof(rule span_induct')
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3381
    show "subspace (\<lambda>x. ?a \<bullet> x = 0)" by (auto simp add: subspace_def mem_def inner_simps smult_conv_scaleR)
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3382
  
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3383
next
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3384
    {fix x assume x: "x \<in> B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3385
      from x have B': "B = insert x (B - {x})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3386
      have fth: "finite (B - {x})" using fB by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3387
      have "?a \<bullet> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3388
        apply (subst B') using fB fth
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3389
        unfolding setsum_clauses(2)[OF fth]
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3390
        apply simp unfolding inner_simps smult_conv_scaleR
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  3391
        apply (clarsimp simp add: inner_simps smult_conv_scaleR dot_lsum)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3392
        apply (rule setsum_0', rule ballI)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3393
        unfolding inner_commute
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  3394
        by (auto simp add: x field_simps intro: B(5)[unfolded pairwise_def orthogonal_def, rule_format])}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3395
    then show "\<forall>x \<in> B. ?a \<bullet> x = 0" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3396
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3397
  with a0 show ?thesis unfolding sSB by (auto intro: exI[where x="?a"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3398
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3399
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3400
lemma span_not_univ_subset_hyperplane:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3401
  assumes SU: "span S \<noteq> (UNIV ::(real^'n) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3402
  shows "\<exists> a. a \<noteq>0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3403
  using span_not_univ_orthogonal[OF SU] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3404
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3405
lemma lowdim_subset_hyperplane:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3406
  assumes d: "dim S < CARD('n::finite)"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3407
  shows "\<exists>(a::real ^'n). a  \<noteq> 0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3408
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3409
  {assume "span S = UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3410
    hence "dim (span S) = dim (UNIV :: (real ^'n) set)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3411
    hence "dim S = CARD('n)" by (simp add: dim_span dim_univ)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3412
    with d have False by arith}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3413
  hence th: "span S \<noteq> UNIV" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3414
  from span_not_univ_subset_hyperplane[OF th] show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3415
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3416
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3417
(* We can extend a linear basis-basis injection to the whole set.            *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3418
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3419
lemma linear_indep_image_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3420
  assumes lf: "linear f" and fB: "finite B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3421
  and ifB: "independent (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3422
  and fi: "inj_on f B" and xsB: "x \<in> span B"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3423
  and fx: "f (x::'a::field^_) = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3424
  shows "x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3425
  using fB ifB fi xsB fx
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3426
proof(induct arbitrary: x rule: finite_induct[OF fB])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3427
  case 1 thus ?case by (auto simp add:  span_empty)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3428
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3429
  case (2 a b x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3430
  have fb: "finite b" using "2.prems" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3431
  have th0: "f ` b \<subseteq> f ` (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3432
    apply (rule image_mono) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3433
  from independent_mono[ OF "2.prems"(2) th0]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3434
  have ifb: "independent (f ` b)"  .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3435
  have fib: "inj_on f b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3436
    apply (rule subset_inj_on [OF "2.prems"(3)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3437
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3438
  from span_breakdown[of a "insert a b", simplified, OF "2.prems"(4)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3439
  obtain k where k: "x - k*s a \<in> span (b -{a})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3440
  have "f (x - k*s a) \<in> span (f ` b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3441
    unfolding span_linear_image[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3442
    apply (rule imageI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3443
    using k span_mono[of "b-{a}" b] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3444
  hence "f x - k*s f a \<in> span (f ` b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3445
    by (simp add: linear_sub[OF lf] linear_cmul[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3446
  hence th: "-k *s f a \<in> span (f ` b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3447
    using "2.prems"(5) by (simp add: vector_smult_lneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3448
  {assume k0: "k = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3449
    from k0 k have "x \<in> span (b -{a})" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3450
    then have "x \<in> span b" using span_mono[of "b-{a}" b]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3451
      by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3452
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3453
  {assume k0: "k \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3454
    from span_mul[OF th, of "- 1/ k"] k0
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3455
    have th1: "f a \<in> span (f ` b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3456
      by (auto simp add: vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3457
    from inj_on_image_set_diff[OF "2.prems"(3), of "insert a b " "{a}", symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3458
    have tha: "f ` insert a b - f ` {a} = f ` (insert a b - {a})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3459
    from "2.prems"(2)[unfolded dependent_def bex_simps(10), rule_format, of "f a"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3460
    have "f a \<notin> span (f ` b)" using tha
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3461
      using "2.hyps"(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3462
      "2.prems"(3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3463
    with th1 have False by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3464
    then have "x \<in> span b" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3465
  ultimately have xsb: "x \<in> span b" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3466
  from "2.hyps"(3)[OF fb ifb fib xsb "2.prems"(5)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3467
  show "x = 0" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3468
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3469
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3470
(* We can extend a linear mapping from basis.                                *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3471
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3472
lemma linear_independent_extend_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3473
  assumes fi: "finite B" and ib: "independent B"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3474
  shows "\<exists>g. (\<forall>x\<in> span B. \<forall>y\<in> span B. g ((x::'a::field^'n) + y) = g x + g y)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3475
           \<and> (\<forall>x\<in> span B. \<forall>c. g (c*s x) = c *s g x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3476
           \<and> (\<forall>x\<in> B. g x = f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3477
using ib fi
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3478
proof(induct rule: finite_induct[OF fi])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3479
  case 1 thus ?case by (auto simp add: span_empty)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3480
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3481
  case (2 a b)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3482
  from "2.prems" "2.hyps" have ibf: "independent b" "finite b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3483
    by (simp_all add: independent_insert)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3484
  from "2.hyps"(3)[OF ibf] obtain g where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3485
    g: "\<forall>x\<in>span b. \<forall>y\<in>span b. g (x + y) = g x + g y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3486
    "\<forall>x\<in>span b. \<forall>c. g (c *s x) = c *s g x" "\<forall>x\<in>b. g x = f x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3487
  let ?h = "\<lambda>z. SOME k. (z - k *s a) \<in> span b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3488
  {fix z assume z: "z \<in> span (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3489
    have th0: "z - ?h z *s a \<in> span b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3490
      apply (rule someI_ex)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3491
      unfolding span_breakdown_eq[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3492
      using z .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3493
    {fix k assume k: "z - k *s a \<in> span b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3494
      have eq: "z - ?h z *s a - (z - k*s a) = (k - ?h z) *s a"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3495
        by (simp add: field_simps vector_sadd_rdistrib[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3496
      from span_sub[OF th0 k]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3497
      have khz: "(k - ?h z) *s a \<in> span b" by (simp add: eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3498
      {assume "k \<noteq> ?h z" hence k0: "k - ?h z \<noteq> 0" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3499
        from k0 span_mul[OF khz, of "1 /(k - ?h z)"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3500
        have "a \<in> span b" by (simp add: vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3501
        with "2.prems"(1) "2.hyps"(2) have False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3502
          by (auto simp add: dependent_def)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3503
      then have "k = ?h z" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3504
    with th0 have "z - ?h z *s a \<in> span b \<and> (\<forall>k. z - k *s a \<in> span b \<longrightarrow> k = ?h z)" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3505
  note h = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3506
  let ?g = "\<lambda>z. ?h z *s f a + g (z - ?h z *s a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3507
  {fix x y assume x: "x \<in> span (insert a b)" and y: "y \<in> span (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3508
    have tha: "\<And>(x::'a^'n) y a k l. (x + y) - (k + l) *s a = (x - k *s a) + (y - l *s a)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3509
      by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3510
    have addh: "?h (x + y) = ?h x + ?h y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3511
      apply (rule conjunct2[OF h, rule_format, symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3512
      apply (rule span_add[OF x y])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3513
      unfolding tha
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3514
      by (metis span_add x y conjunct1[OF h, rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3515
    have "?g (x + y) = ?g x + ?g y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3516
      unfolding addh tha
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3517
      g(1)[rule_format,OF conjunct1[OF h, OF x] conjunct1[OF h, OF y]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3518
      by (simp add: vector_sadd_rdistrib)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3519
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3520
  {fix x:: "'a^'n" and c:: 'a  assume x: "x \<in> span (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3521
    have tha: "\<And>(x::'a^'n) c k a. c *s x - (c * k) *s a = c *s (x - k *s a)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3522
      by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3523
    have hc: "?h (c *s x) = c * ?h x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3524
      apply (rule conjunct2[OF h, rule_format, symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3525
      apply (metis span_mul x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3526
      by (metis tha span_mul x conjunct1[OF h])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3527
    have "?g (c *s x) = c*s ?g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3528
      unfolding hc tha g(2)[rule_format, OF conjunct1[OF h, OF x]]
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3529
      by (vector field_simps)}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3530
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3531
  {fix x assume x: "x \<in> (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3532
    {assume xa: "x = a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3533
      have ha1: "1 = ?h a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3534
        apply (rule conjunct2[OF h, rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3535
        apply (metis span_superset insertI1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3536
        using conjunct1[OF h, OF span_superset, OF insertI1]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3537
        by (auto simp add: span_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3538
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3539
      from xa ha1[symmetric] have "?g x = f x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3540
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3541
        using g(2)[rule_format, OF span_0, of 0]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3542
        by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3543
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3544
    {assume xb: "x \<in> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3545
      have h0: "0 = ?h x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3546
        apply (rule conjunct2[OF h, rule_format])
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  3547
        apply (metis  span_superset x)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3548
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3549
        apply (metis span_superset xb)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3550
        done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3551
      have "?g x = f x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3552
        by (simp add: h0[symmetric] g(3)[rule_format, OF xb])}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3553
    ultimately have "?g x = f x" using x by blast }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3554
  ultimately show ?case apply - apply (rule exI[where x="?g"]) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3555
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3556
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3557
lemma linear_independent_extend:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3558
  assumes iB: "independent (B:: (real ^'n) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3559
  shows "\<exists>g. linear g \<and> (\<forall>x\<in>B. g x = f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3560
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3561
  from maximal_independent_subset_extend[of B UNIV] iB
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3562
  obtain C where C: "B \<subseteq> C" "independent C" "\<And>x. x \<in> span C" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3563
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3564
  from C(2) independent_bound[of C] linear_independent_extend_lemma[of C f]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3565
  obtain g where g: "(\<forall>x\<in> span C. \<forall>y\<in> span C. g (x + y) = g x + g y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3566
           \<and> (\<forall>x\<in> span C. \<forall>c. g (c*s x) = c *s g x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3567
           \<and> (\<forall>x\<in> C. g x = f x)" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3568
  from g show ?thesis unfolding linear_def using C
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3569
    apply clarsimp by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3570
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3571
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3572
(* Can construct an isomorphism between spaces of same dimension.            *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3573
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3574
lemma card_le_inj: assumes fA: "finite A" and fB: "finite B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3575
  and c: "card A \<le> card B" shows "(\<exists>f. f ` A \<subseteq> B \<and> inj_on f A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3576
using fB c
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3577
proof(induct arbitrary: B rule: finite_induct[OF fA])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3578
  case 1 thus ?case by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3579
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3580
  case (2 x s t)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3581
  thus ?case
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3582
  proof(induct rule: finite_induct[OF "2.prems"(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3583
    case 1    then show ?case by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3584
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3585
    case (2 y t)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3586
    from "2.prems"(1,2,5) "2.hyps"(1,2) have cst:"card s \<le> card t" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3587
    from "2.prems"(3) [OF "2.hyps"(1) cst] obtain f where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3588
      f: "f ` s \<subseteq> t \<and> inj_on f s" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3589
    from f "2.prems"(2) "2.hyps"(2) show ?case
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3590
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3591
      apply (rule exI[where x = "\<lambda>z. if z = x then y else f z"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3592
      by (auto simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3593
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3594
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3595
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3596
lemma card_subset_eq: assumes fB: "finite B" and AB: "A \<subseteq> B" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3597
  c: "card A = card B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3598
  shows "A = B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3599
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3600
  from fB AB have fA: "finite A" by (auto intro: finite_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3601
  from fA fB have fBA: "finite (B - A)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3602
  have e: "A \<inter> (B - A) = {}" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3603
  have eq: "A \<union> (B - A) = B" using AB by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3604
  from card_Un_disjoint[OF fA fBA e, unfolded eq c]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3605
  have "card (B - A) = 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3606
  hence "B - A = {}" unfolding card_eq_0_iff using fA fB by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3607
  with AB show "A = B" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3608
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3609
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3610
lemma subspace_isomorphism:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3611
  assumes s: "subspace (S:: (real ^'n) set)"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3612
  and t: "subspace (T :: (real ^'m) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3613
  and d: "dim S = dim T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3614
  shows "\<exists>f. linear f \<and> f ` S = T \<and> inj_on f S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3615
proof-
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3616
  from basis_exists[of S] independent_bound obtain B where
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3617
    B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" and fB: "finite B" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3618
  from basis_exists[of T] independent_bound obtain C where
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3619
    C: "C \<subseteq> T" "independent C" "T \<subseteq> span C" "card C = dim T" and fC: "finite C" by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3620
  from B(4) C(4) card_le_inj[of B C] d obtain f where
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3621
    f: "f ` B \<subseteq> C" "inj_on f B" using `finite B` `finite C` by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3622
  from linear_independent_extend[OF B(2)] obtain g where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3623
    g: "linear g" "\<forall>x\<in> B. g x = f x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3624
  from inj_on_iff_eq_card[OF fB, of f] f(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3625
  have "card (f ` B) = card B" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3626
  with B(4) C(4) have ceq: "card (f ` B) = card C" using d
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3627
    by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3628
  have "g ` B = f ` B" using g(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3629
    by (auto simp add: image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3630
  also have "\<dots> = C" using card_subset_eq[OF fC f(1) ceq] .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3631
  finally have gBC: "g ` B = C" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3632
  have gi: "inj_on g B" using f(2) g(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3633
    by (auto simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3634
  note g0 = linear_indep_image_lemma[OF g(1) fB, unfolded gBC, OF C(2) gi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3635
  {fix x y assume x: "x \<in> S" and y: "y \<in> S" and gxy:"g x = g y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3636
    from B(3) x y have x': "x \<in> span B" and y': "y \<in> span B" by blast+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3637
    from gxy have th0: "g (x - y) = 0" by (simp add: linear_sub[OF g(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3638
    have th1: "x - y \<in> span B" using x' y' by (metis span_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3639
    have "x=y" using g0[OF th1 th0] by simp }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3640
  then have giS: "inj_on g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3641
    unfolding inj_on_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3642
  from span_subspace[OF B(1,3) s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3643
  have "g ` S = span (g ` B)" by (simp add: span_linear_image[OF g(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3644
  also have "\<dots> = span C" unfolding gBC ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3645
  also have "\<dots> = T" using span_subspace[OF C(1,3) t] .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3646
  finally have gS: "g ` S = T" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3647
  from g(1) gS giS show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3648
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3649
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3650
(* linear functions are equal on a subspace if they are on a spanning set.   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3651
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3652
lemma subspace_kernel:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3653
  assumes lf: "linear (f::'a::semiring_1 ^_ \<Rightarrow> _)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3654
  shows "subspace {x. f x = 0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3655
apply (simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3656
by (simp add: linear_add[OF lf] linear_cmul[OF lf] linear_0[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3657
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3658
lemma linear_eq_0_span:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3659
  assumes lf: "linear f" and f0: "\<forall>x\<in>B. f x = 0"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3660
  shows "\<forall>x \<in> span B. f x = (0::'a::semiring_1 ^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3661
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3662
  fix x assume x: "x \<in> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3663
  let ?P = "\<lambda>x. f x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3664
  from subspace_kernel[OF lf] have "subspace ?P" unfolding Collect_def .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3665
  with x f0 span_induct[of B "?P" x] show "f x = 0" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3666
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3667
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3668
lemma linear_eq_0:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3669
  assumes lf: "linear f" and SB: "S \<subseteq> span B" and f0: "\<forall>x\<in>B. f x = 0"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3670
  shows "\<forall>x \<in> S. f x = (0::'a::semiring_1^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3671
  by (metis linear_eq_0_span[OF lf] subset_eq SB f0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3672
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3673
lemma linear_eq:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3674
  assumes lf: "linear (f::'a::ring_1^_ \<Rightarrow> _)" and lg: "linear g" and S: "S \<subseteq> span B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3675
  and fg: "\<forall> x\<in> B. f x = g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3676
  shows "\<forall>x\<in> S. f x = g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3677
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3678
  let ?h = "\<lambda>x. f x - g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3679
  from fg have fg': "\<forall>x\<in> B. ?h x = 0" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3680
  from linear_eq_0[OF linear_compose_sub[OF lf lg] S fg']
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3681
  show ?thesis by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3682
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3683
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3684
lemma linear_eq_stdbasis:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3685
  assumes lf: "linear (f::'a::ring_1^'m \<Rightarrow> 'a^'n)" and lg: "linear g"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3686
  and fg: "\<forall>i. f (basis i) = g(basis i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3687
  shows "f = g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3688
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3689
  let ?U = "UNIV :: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3690
  let ?I = "{basis i:: 'a^'m|i. i \<in> ?U}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3691
  {fix x assume x: "x \<in> (UNIV :: ('a^'m) set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3692
    from equalityD2[OF span_stdbasis]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3693
    have IU: " (UNIV :: ('a^'m) set) \<subseteq> span ?I" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3694
    from linear_eq[OF lf lg IU] fg x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3695
    have "f x = g x" unfolding Collect_def  Ball_def mem_def by metis}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3696
  then show ?thesis by (auto intro: ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3697
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3698
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3699
(* Similar results for bilinear functions.                                   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3700
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3701
lemma bilinear_eq:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3702
  assumes bf: "bilinear (f:: 'a::ring^_ \<Rightarrow> 'a^_ \<Rightarrow> 'a^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3703
  and bg: "bilinear g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3704
  and SB: "S \<subseteq> span B" and TC: "T \<subseteq> span C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3705
  and fg: "\<forall>x\<in> B. \<forall>y\<in> C. f x y = g x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3706
  shows "\<forall>x\<in>S. \<forall>y\<in>T. f x y = g x y "
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3707
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3708
  let ?P = "\<lambda>x. \<forall>y\<in> span C. f x y = g x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3709
  from bf bg have sp: "subspace ?P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3710
    unfolding bilinear_def linear_def subspace_def bf bg
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3711
    by(auto simp add: span_0 mem_def bilinear_lzero[OF bf] bilinear_lzero[OF bg] span_add Ball_def intro:  bilinear_ladd[OF bf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3712
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3713
  have "\<forall>x \<in> span B. \<forall>y\<in> span C. f x y = g x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3714
    apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3715
    apply (rule ballI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3716
    apply (rule span_induct[of B ?P])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3717
    defer
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3718
    apply (rule sp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3719
    apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3720
    apply (clarsimp simp add: Ball_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3721
    apply (rule_tac P="\<lambda>y. f xa y = g xa y" and S=C in span_induct)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3722
    using fg
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3723
    apply (auto simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3724
    using bf bg unfolding bilinear_def linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3725
    by(auto simp add: span_0 mem_def bilinear_rzero[OF bf] bilinear_rzero[OF bg] span_add Ball_def intro:  bilinear_ladd[OF bf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3726
  then show ?thesis using SB TC by (auto intro: ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3727
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3728
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3729
lemma bilinear_eq_stdbasis:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3730
  assumes bf: "bilinear (f:: 'a::ring_1^'m \<Rightarrow> 'a^'n \<Rightarrow> 'a^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3731
  and bg: "bilinear g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3732
  and fg: "\<forall>i j. f (basis i) (basis j) = g (basis i) (basis j)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3733
  shows "f = g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3734
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3735
  from fg have th: "\<forall>x \<in> {basis i| i. i\<in> (UNIV :: 'm set)}. \<forall>y\<in>  {basis j |j. j \<in> (UNIV :: 'n set)}. f x y = g x y" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3736
  from bilinear_eq[OF bf bg equalityD2[OF span_stdbasis] equalityD2[OF span_stdbasis] th] show ?thesis by (blast intro: ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3737
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3738
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3739
(* Detailed theorems about left and right invertibility in general case.     *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3740
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3741
lemma left_invertible_transpose:
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3742
  "(\<exists>(B). B ** transpose (A) = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). A ** B = mat 1)"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3743
  by (metis matrix_transpose_mul transpose_mat transpose_transpose)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3744
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3745
lemma right_invertible_transpose:
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3746
  "(\<exists>(B). transpose (A) ** B = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). B ** A = mat 1)"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3747
  by (metis matrix_transpose_mul transpose_mat transpose_transpose)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3748
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3749
lemma linear_injective_left_inverse:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3750
  assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'m)" and fi: "inj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3751
  shows "\<exists>g. linear g \<and> g o f = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3752
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3753
  from linear_independent_extend[OF independent_injective_image, OF independent_stdbasis, OF lf fi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3754
  obtain h:: "real ^'m \<Rightarrow> real ^'n" where h: "linear h" " \<forall>x \<in> f ` {basis i|i. i \<in> (UNIV::'n set)}. h x = inv f x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3755
  from h(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3756
  have th: "\<forall>i. (h \<circ> f) (basis i) = id (basis i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3757
    using inv_o_cancel[OF fi, unfolded stupid_ext[symmetric] id_def o_def]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3758
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3759
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3760
  from linear_eq_stdbasis[OF linear_compose[OF lf h(1)] linear_id th]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3761
  have "h o f = id" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3762
  then show ?thesis using h(1) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3763
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3764
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3765
lemma linear_surjective_right_inverse:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3766
  assumes lf: "linear (f:: real ^'m \<Rightarrow> real ^'n)" and sf: "surj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3767
  shows "\<exists>g. linear g \<and> f o g = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3768
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3769
  from linear_independent_extend[OF independent_stdbasis]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3770
  obtain h:: "real ^'n \<Rightarrow> real ^'m" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3771
    h: "linear h" "\<forall> x\<in> {basis i| i. i\<in> (UNIV :: 'n set)}. h x = inv f x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3772
  from h(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3773
  have th: "\<forall>i. (f o h) (basis i) = id (basis i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3774
    using sf
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3775
    apply (auto simp add: surj_iff o_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3776
    apply (erule_tac x="basis i" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3777
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3778
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3779
  from linear_eq_stdbasis[OF linear_compose[OF h(1) lf] linear_id th]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3780
  have "f o h = id" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3781
  then show ?thesis using h(1) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3782
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3783
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3784
lemma matrix_left_invertible_injective:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3785
"(\<exists>B. (B::real^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x y. A *v x = A *v y \<longrightarrow> x = y)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3786
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3787
  {fix B:: "real^'m^'n" and x y assume B: "B ** A = mat 1" and xy: "A *v x = A*v y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3788
    from xy have "B*v (A *v x) = B *v (A*v y)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3789
    hence "x = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3790
      unfolding matrix_vector_mul_assoc B matrix_vector_mul_lid .}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3791
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3792
  {assume A: "\<forall>x y. A *v x = A *v y \<longrightarrow> x = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3793
    hence i: "inj (op *v A)" unfolding inj_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3794
    from linear_injective_left_inverse[OF matrix_vector_mul_linear i]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3795
    obtain g where g: "linear g" "g o op *v A = id" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3796
    have "matrix g ** A = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3797
      unfolding matrix_eq matrix_vector_mul_lid matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3798
      using g(2) by (simp add: o_def id_def stupid_ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3799
    then have "\<exists>B. (B::real ^'m^'n) ** A = mat 1" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3800
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3801
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3802
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3803
lemma matrix_left_invertible_ker:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3804
  "(\<exists>B. (B::real ^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x. A *v x = 0 \<longrightarrow> x = 0)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3805
  unfolding matrix_left_invertible_injective
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3806
  using linear_injective_0[OF matrix_vector_mul_linear, of A]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3807
  by (simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3808
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3809
lemma matrix_right_invertible_surjective:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3810
"(\<exists>B. (A::real^'n^'m) ** (B::real^'m^'n) = mat 1) \<longleftrightarrow> surj (\<lambda>x. A *v x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3811
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3812
  {fix B :: "real ^'m^'n"  assume AB: "A ** B = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3813
    {fix x :: "real ^ 'm"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3814
      have "A *v (B *v x) = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3815
        by (simp add: matrix_vector_mul_lid matrix_vector_mul_assoc AB)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3816
    hence "surj (op *v A)" unfolding surj_def by metis }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3817
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3818
  {assume sf: "surj (op *v A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3819
    from linear_surjective_right_inverse[OF matrix_vector_mul_linear sf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3820
    obtain g:: "real ^'m \<Rightarrow> real ^'n" where g: "linear g" "op *v A o g = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3821
      by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3822
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3823
    have "A ** (matrix g) = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3824
      unfolding matrix_eq  matrix_vector_mul_lid
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3825
        matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3826
      using g(2) unfolding o_def stupid_ext[symmetric] id_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3827
      .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3828
    hence "\<exists>B. A ** (B::real^'m^'n) = mat 1" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3829
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3830
  ultimately show ?thesis unfolding surj_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3831
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3832
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3833
lemma matrix_left_invertible_independent_columns:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3834
  fixes A :: "real^'n^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3835
  shows "(\<exists>(B::real ^'m^'n). B ** A = mat 1) \<longleftrightarrow> (\<forall>c. setsum (\<lambda>i. c i *s column i A) (UNIV :: 'n set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3836
   (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3837
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3838
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3839
  {assume k: "\<forall>x. A *v x = 0 \<longrightarrow> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3840
    {fix c i assume c: "setsum (\<lambda>i. c i *s column i A) ?U = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3841
      and i: "i \<in> ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3842
      let ?x = "\<chi> i. c i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3843
      have th0:"A *v ?x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3844
        using c
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3845
        unfolding matrix_mult_vsum Cart_eq
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3846
        by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3847
      from k[rule_format, OF th0] i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3848
      have "c i = 0" by (vector Cart_eq)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3849
    hence ?rhs by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3850
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3851
  {assume H: ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3852
    {fix x assume x: "A *v x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3853
      let ?c = "\<lambda>i. ((x$i ):: real)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3854
      from H[rule_format, of ?c, unfolded matrix_mult_vsum[symmetric], OF x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3855
      have "x = 0" by vector}}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3856
  ultimately show ?thesis unfolding matrix_left_invertible_ker by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3857
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3858
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3859
lemma matrix_right_invertible_independent_rows:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3860
  fixes A :: "real^'n^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3861
  shows "(\<exists>(B::real^'m^'n). A ** B = mat 1) \<longleftrightarrow> (\<forall>c. setsum (\<lambda>i. c i *s row i A) (UNIV :: 'm set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3862
  unfolding left_invertible_transpose[symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3863
    matrix_left_invertible_independent_columns
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3864
  by (simp add: column_transpose)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3865
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3866
lemma matrix_right_invertible_span_columns:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3867
  "(\<exists>(B::real ^'n^'m). (A::real ^'m^'n) ** B = mat 1) \<longleftrightarrow> span (columns A) = UNIV" (is "?lhs = ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3868
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3869
  let ?U = "UNIV :: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3870
  have fU: "finite ?U" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3871
  have lhseq: "?lhs \<longleftrightarrow> (\<forall>y. \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3872
    unfolding matrix_right_invertible_surjective matrix_mult_vsum surj_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3873
    apply (subst eq_commute) ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3874
  have rhseq: "?rhs \<longleftrightarrow> (\<forall>x. x \<in> span (columns A))" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3875
  {assume h: ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3876
    {fix x:: "real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3877
        from h[unfolded lhseq, rule_format, of x] obtain y:: "real ^'m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3878
          where y: "setsum (\<lambda>i. (y$i) *s column i A) ?U = x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3879
        have "x \<in> span (columns A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3880
          unfolding y[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3881
          apply (rule span_setsum[OF fU])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3882
          apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3883
          apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3884
          apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3885
          unfolding columns_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3886
          by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3887
    then have ?rhs unfolding rhseq by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3888
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3889
  {assume h:?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3890
    let ?P = "\<lambda>(y::real ^'n). \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3891
    {fix y have "?P y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3892
      proof(rule span_induct_alt[of ?P "columns A"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3893
        show "\<exists>x\<Colon>real ^ 'm. setsum (\<lambda>i. (x$i) *s column i A) ?U = 0"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  3894
          by (rule exI[where x=0], simp)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3895
      next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3896
        fix c y1 y2 assume y1: "y1 \<in> columns A" and y2: "?P y2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3897
        from y1 obtain i where i: "i \<in> ?U" "y1 = column i A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3898
          unfolding columns_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3899
        from y2 obtain x:: "real ^'m" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3900
          x: "setsum (\<lambda>i. (x$i) *s column i A) ?U = y2" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3901
        let ?x = "(\<chi> j. if j = i then c + (x$i) else (x$j))::real^'m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3902
        show "?P (c*s y1 + y2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3903
          proof(rule exI[where x= "?x"], vector, auto simp add: i x[symmetric] cond_value_iff right_distrib cond_application_beta cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3904
            fix j
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3905
            have th: "\<forall>xa \<in> ?U. (if xa = i then (c + (x$i)) * ((column xa A)$j)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3906
           else (x$xa) * ((column xa A$j))) = (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))" using i(1)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3907
              by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3908
            have "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3909
           else (x$xa) * ((column xa A$j))) ?U = setsum (\<lambda>xa. (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))) ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3910
              apply (rule setsum_cong[OF refl])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3911
              using th by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3912
            also have "\<dots> = setsum (\<lambda>xa. if xa = i then c * ((column i A)$j) else 0) ?U + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3913
              by (simp add: setsum_addf)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3914
            also have "\<dots> = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3915
              unfolding setsum_delta[OF fU]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3916
              using i(1) by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3917
            finally show "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3918
           else (x$xa) * ((column xa A$j))) ?U = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3919
          qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3920
        next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3921
          show "y \<in> span (columns A)" unfolding h by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3922
        qed}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3923
    then have ?lhs unfolding lhseq ..}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3924
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3925
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3926
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3927
lemma matrix_left_invertible_span_rows:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3928
  "(\<exists>(B::real^'m^'n). B ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> span (rows A) = UNIV"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3929
  unfolding right_invertible_transpose[symmetric]
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3930
  unfolding columns_transpose[symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3931
  unfolding matrix_right_invertible_span_columns
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3932
 ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3933
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3934
(* An injective map real^'n->real^'n is also surjective.                       *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3935
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3936
lemma linear_injective_imp_surjective:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3937
  assumes lf: "linear (f:: real ^'n \<Rightarrow> real ^'n)" and fi: "inj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3938
  shows "surj f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3939
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3940
  let ?U = "UNIV :: (real ^'n) set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3941
  from basis_exists[of ?U] obtain B
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3942
    where B: "B \<subseteq> ?U" "independent B" "?U \<subseteq> span B" "card B = dim ?U"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3943
    by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3944
  from B(4) have d: "dim ?U = card B" by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3945
  have th: "?U \<subseteq> span (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3946
    apply (rule card_ge_dim_independent)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3947
    apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3948
    apply (rule independent_injective_image[OF B(2) lf fi])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3949
    apply (rule order_eq_refl)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3950
    apply (rule sym)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3951
    unfolding d
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3952
    apply (rule card_image)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3953
    apply (rule subset_inj_on[OF fi])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3954
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3955
  from th show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3956
    unfolding span_linear_image[OF lf] surj_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3957
    using B(3) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3958
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3959
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3960
(* And vice versa.                                                           *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3961
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3962
lemma surjective_iff_injective_gen:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3963
  assumes fS: "finite S" and fT: "finite T" and c: "card S = card T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3964
  and ST: "f ` S \<subseteq> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3965
  shows "(\<forall>y \<in> T. \<exists>x \<in> S. f x = y) \<longleftrightarrow> inj_on f S" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3966
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3967
  {assume h: "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3968
    {fix x y assume x: "x \<in> S" and y: "y \<in> S" and f: "f x = f y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3969
      from x fS have S0: "card S \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3970
      {assume xy: "x \<noteq> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3971
        have th: "card S \<le> card (f ` (S - {y}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3972
          unfolding c
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3973
          apply (rule card_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3974
          apply (rule finite_imageI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3975
          using fS apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3976
          using h xy x y f unfolding subset_eq image_iff
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3977
          apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3978
          apply (case_tac "xa = f x")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3979
          apply (rule bexI[where x=x])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3980
          apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3981
          done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3982
        also have " \<dots> \<le> card (S -{y})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3983
          apply (rule card_image_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3984
          using fS by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3985
        also have "\<dots> \<le> card S - 1" using y fS by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3986
        finally have False  using S0 by arith }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3987
      then have "x = y" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3988
    then have ?rhs unfolding inj_on_def by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3989
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3990
  {assume h: ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3991
    have "f ` S = T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3992
      apply (rule card_subset_eq[OF fT ST])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3993
      unfolding card_image[OF h] using c .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3994
    then have ?lhs by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3995
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3996
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3997
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3998
lemma linear_surjective_imp_injective:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3999
  assumes lf: "linear (f::real ^'n => real ^'n)" and sf: "surj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4000
  shows "inj f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4001
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4002
  let ?U = "UNIV :: (real ^'n) set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4003
  from basis_exists[of ?U] obtain B
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  4004
    where B: "B \<subseteq> ?U" "independent B" "?U \<subseteq> span B" and d: "card B = dim ?U"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4005
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4006
  {fix x assume x: "x \<in> span B" and fx: "f x = 0"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  4007
    from B(2) have fB: "finite B" using independent_bound by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4008
    have fBi: "independent (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4009
      apply (rule card_le_dim_spanning[of "f ` B" ?U])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4010
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4011
      using sf B(3)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4012
      unfolding span_linear_image[OF lf] surj_def subset_eq image_iff
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4013
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4014
      using fB apply (blast intro: finite_imageI)
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  4015
      unfolding d[symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4016
      apply (rule card_image_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4017
      apply (rule fB)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4018
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4019
    have th0: "dim ?U \<le> card (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4020
      apply (rule span_card_ge_dim)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4021
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4022
      unfolding span_linear_image[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4023
      apply (rule subset_trans[where B = "f ` UNIV"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4024
      using sf unfolding surj_def apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4025
      apply (rule image_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4026
      apply (rule B(3))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4027
      apply (metis finite_imageI fB)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4028
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4029
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4030
    moreover have "card (f ` B) \<le> card B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4031
      by (rule card_image_le, rule fB)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4032
    ultimately have th1: "card B = card (f ` B)" unfolding d by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4033
    have fiB: "inj_on f B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4034
      unfolding surjective_iff_injective_gen[OF fB finite_imageI[OF fB] th1 subset_refl, symmetric] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4035
    from linear_indep_image_lemma[OF lf fB fBi fiB x] fx
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4036
    have "x = 0" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4037
  note th = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4038
  from th show ?thesis unfolding linear_injective_0[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4039
    using B(3) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4040
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4041
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4042
(* Hence either is enough for isomorphism.                                   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4043
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4044
lemma left_right_inverse_eq:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4045
  assumes fg: "f o g = id" and gh: "g o h = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4046
  shows "f = h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4047
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4048
  have "f = f o (g o h)" unfolding gh by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4049
  also have "\<dots> = (f o g) o h" by (simp add: o_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4050
  finally show "f = h" unfolding fg by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4051
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4052
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4053
lemma isomorphism_expand:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4054
  "f o g = id \<and> g o f = id \<longleftrightarrow> (\<forall>x. f(g x) = x) \<and> (\<forall>x. g(f x) = x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4055
  by (simp add: expand_fun_eq o_def id_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4056
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4057
lemma linear_injective_isomorphism:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4058
  assumes lf: "linear (f :: real^'n \<Rightarrow> real ^'n)" and fi: "inj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4059
  shows "\<exists>f'. linear f' \<and> (\<forall>x. f' (f x) = x) \<and> (\<forall>x. f (f' x) = x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4060
unfolding isomorphism_expand[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4061
using linear_surjective_right_inverse[OF lf linear_injective_imp_surjective[OF lf fi]] linear_injective_left_inverse[OF lf fi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4062
by (metis left_right_inverse_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4063
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4064
lemma linear_surjective_isomorphism:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4065
  assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'n)" and sf: "surj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4066
  shows "\<exists>f'. linear f' \<and> (\<forall>x. f' (f x) = x) \<and> (\<forall>x. f (f' x) = x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4067
unfolding isomorphism_expand[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4068
using linear_surjective_right_inverse[OF lf sf] linear_injective_left_inverse[OF lf linear_surjective_imp_injective[OF lf sf]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4069
by (metis left_right_inverse_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4070
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4071
(* Left and right inverses are the same for R^N->R^N.                        *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4072
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4073
lemma linear_inverse_left:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4074
  assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'n)" and lf': "linear f'"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4075
  shows "f o f' = id \<longleftrightarrow> f' o f = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4076
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4077
  {fix f f':: "real ^'n \<Rightarrow> real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4078
    assume lf: "linear f" "linear f'" and f: "f o f' = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4079
    from f have sf: "surj f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4080
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4081
      apply (auto simp add: o_def stupid_ext[symmetric] id_def surj_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4082
      by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4083
    from linear_surjective_isomorphism[OF lf(1) sf] lf f
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4084
    have "f' o f = id" unfolding stupid_ext[symmetric] o_def id_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4085
      by metis}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4086
  then show ?thesis using lf lf' by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4087
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4088
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4089
(* Moreover, a one-sided inverse is automatically linear.                    *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4090
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4091
lemma left_inverse_linear:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4092
  assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'n)" and gf: "g o f = id"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4093
  shows "linear g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4094
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4095
  from gf have fi: "inj f" apply (auto simp add: inj_on_def o_def id_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4096
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4097
  from linear_injective_isomorphism[OF lf fi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4098
  obtain h:: "real ^'n \<Rightarrow> real ^'n" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4099
    h: "linear h" "\<forall>x. h (f x) = x" "\<forall>x. f (h x) = x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4100
  have "h = g" apply (rule ext) using gf h(2,3)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4101
    apply (simp add: o_def id_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4102
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4103
  with h(1) show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4104
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4105
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4106
lemma right_inverse_linear:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4107
  assumes lf: "linear (f:: real ^'n \<Rightarrow> real ^'n)" and gf: "f o g = id"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4108
  shows "linear g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4109
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4110
  from gf have fi: "surj f" apply (auto simp add: surj_def o_def id_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4111
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4112
  from linear_surjective_isomorphism[OF lf fi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4113
  obtain h:: "real ^'n \<Rightarrow> real ^'n" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4114
    h: "linear h" "\<forall>x. h (f x) = x" "\<forall>x. f (h x) = x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4115
  have "h = g" apply (rule ext) using gf h(2,3)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4116
    apply (simp add: o_def id_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4117
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4118
  with h(1) show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4119
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4120
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4121
(* The same result in terms of square matrices.                              *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4122
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4123
lemma matrix_left_right_inverse:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4124
  fixes A A' :: "real ^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4125
  shows "A ** A' = mat 1 \<longleftrightarrow> A' ** A = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4126
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4127
  {fix A A' :: "real ^'n^'n" assume AA': "A ** A' = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4128
    have sA: "surj (op *v A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4129
      unfolding surj_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4130
      apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4131
      apply (rule_tac x="(A' *v y)" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4132
      by (simp add: matrix_vector_mul_assoc AA' matrix_vector_mul_lid)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4133
    from linear_surjective_isomorphism[OF matrix_vector_mul_linear sA]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4134
    obtain f' :: "real ^'n \<Rightarrow> real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4135
      where f': "linear f'" "\<forall>x. f' (A *v x) = x" "\<forall>x. A *v f' x = x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4136
    have th: "matrix f' ** A = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4137
      by (simp add: matrix_eq matrix_works[OF f'(1)] matrix_vector_mul_assoc[symmetric] matrix_vector_mul_lid f'(2)[rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4138
    hence "(matrix f' ** A) ** A' = mat 1 ** A'" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4139
    hence "matrix f' = A'" by (simp add: matrix_mul_assoc[symmetric] AA' matrix_mul_rid matrix_mul_lid)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4140
    hence "matrix f' ** A = A' ** A" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4141
    hence "A' ** A = mat 1" by (simp add: th)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4142
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4143
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4144
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4145
(* Considering an n-element vector as an n-by-1 or 1-by-n matrix.            *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4146
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4147
definition "rowvector v = (\<chi> i j. (v$j))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4148
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4149
definition "columnvector v = (\<chi> i j. (v$i))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4150
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  4151
lemma transpose_columnvector:
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  4152
 "transpose(columnvector v) = rowvector v"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  4153
  by (simp add: transpose_def rowvector_def columnvector_def Cart_eq)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  4154
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  4155
lemma transpose_rowvector: "transpose(rowvector v) = columnvector v"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  4156
  by (simp add: transpose_def columnvector_def rowvector_def Cart_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4157
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4158
lemma dot_rowvector_columnvector:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4159
  "columnvector (A *v v) = A ** columnvector v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4160
  by (vector columnvector_def matrix_matrix_mult_def matrix_vector_mult_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4161
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4162
lemma dot_matrix_product: "(x::real^'n) \<bullet> y = (((rowvector x ::real^'n^1) ** (columnvector y :: real^1^'n))$1)$1"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4163
  by (vector matrix_matrix_mult_def rowvector_def columnvector_def inner_vector_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4164
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4165
lemma dot_matrix_vector_mul:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4166
  fixes A B :: "real ^'n ^'n" and x y :: "real ^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4167
  shows "(A *v x) \<bullet> (B *v y) =
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  4168
      (((rowvector x :: real^'n^1) ** ((transpose A ** B) ** (columnvector y :: real ^1^'n)))$1)$1"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  4169
unfolding dot_matrix_product transpose_columnvector[symmetric]
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  4170
  dot_rowvector_columnvector matrix_transpose_mul matrix_mul_assoc ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4171
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4172
(* Infinity norm.                                                            *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4173
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4174
definition "infnorm (x::real^'n) = Sup {abs(x$i) |i. i\<in> (UNIV :: 'n set)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4176
lemma numseg_dimindex_nonempty: "\<exists>i. i \<in> (UNIV :: 'n set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4177
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4178
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4179
lemma infnorm_set_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  4180
  "{abs(x$i) |i. i\<in> (UNIV :: _ set)} =
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  4181
  (\<lambda>i. abs(x$i)) ` (UNIV)" by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4182
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4183
lemma infnorm_set_lemma:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4184
  shows "finite {abs((x::'a::abs ^'n)$i) |i. i\<in> (UNIV :: 'n set)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4185
  and "{abs(x$i) |i. i\<in> (UNIV :: 'n::finite set)} \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4186
  unfolding infnorm_set_image
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4187
  by (auto intro: finite_imageI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4188
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4189
lemma infnorm_pos_le: "0 \<le> infnorm (x::real^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4190
  unfolding infnorm_def
33270
paulson
parents: 33175
diff changeset
  4191
  unfolding Sup_finite_ge_iff[ OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4192
  unfolding infnorm_set_image
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4193
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4194
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4195
lemma infnorm_triangle: "infnorm ((x::real^'n) + y) \<le> infnorm x + infnorm y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4196
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4197
  have th: "\<And>x y (z::real). x - y <= z \<longleftrightarrow> x - z <= y" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4198
  have th1: "\<And>S f. f ` S = { f i| i. i \<in> S}" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4199
  have th2: "\<And>x (y::real). abs(x + y) - abs(x) <= abs(y)" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4200
  show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4201
  unfolding infnorm_def
33270
paulson
parents: 33175
diff changeset
  4202
  unfolding Sup_finite_le_iff[ OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4203
  apply (subst diff_le_eq[symmetric])
33270
paulson
parents: 33175
diff changeset
  4204
  unfolding Sup_finite_ge_iff[ OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4205
  unfolding infnorm_set_image bex_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4206
  apply (subst th)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4207
  unfolding th1
33270
paulson
parents: 33175
diff changeset
  4208
  unfolding Sup_finite_ge_iff[ OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4209
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4210
  unfolding infnorm_set_image ball_simps bex_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4211
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4212
  apply (metis th2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4213
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4214
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4215
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4216
lemma infnorm_eq_0: "infnorm x = 0 \<longleftrightarrow> (x::real ^'n) = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4217
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4218
  have "infnorm x <= 0 \<longleftrightarrow> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4219
    unfolding infnorm_def
33270
paulson
parents: 33175
diff changeset
  4220
    unfolding Sup_finite_le_iff[OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4221
    unfolding infnorm_set_image ball_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4222
    by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4223
  then show ?thesis using infnorm_pos_le[of x] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4224
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4225
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4226
lemma infnorm_0: "infnorm 0 = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4227
  by (simp add: infnorm_eq_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4228
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4229
lemma infnorm_neg: "infnorm (- x) = infnorm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4230
  unfolding infnorm_def
33270
paulson
parents: 33175
diff changeset
  4231
  apply (rule cong[of "Sup" "Sup"])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4232
  apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4233
  apply (rule set_ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4234
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4235
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4236
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4237
lemma infnorm_sub: "infnorm (x - y) = infnorm (y - x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4238
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4239
  have "y - x = - (x - y)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4240
  then show ?thesis  by (metis infnorm_neg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4241
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4242
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4243
lemma real_abs_sub_infnorm: "\<bar> infnorm x - infnorm y\<bar> \<le> infnorm (x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4244
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4245
  have th: "\<And>(nx::real) n ny. nx <= n + ny \<Longrightarrow> ny <= n + nx ==> \<bar>nx - ny\<bar> <= n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4246
    by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4247
  from infnorm_triangle[of "x - y" " y"] infnorm_triangle[of "x - y" "-x"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4248
  have ths: "infnorm x \<le> infnorm (x - y) + infnorm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4249
    "infnorm y \<le> infnorm (x - y) + infnorm x"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  4250
    by (simp_all add: field_simps infnorm_neg diff_def[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4251
  from th[OF ths]  show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4252
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4253
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4254
lemma real_abs_infnorm: " \<bar>infnorm x\<bar> = infnorm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4255
  using infnorm_pos_le[of x] by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4256
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4257
lemma component_le_infnorm:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4258
  shows "\<bar>x$i\<bar> \<le> infnorm (x::real^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4259
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4260
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4261
  let ?S = "{\<bar>x$i\<bar> |i. i\<in> ?U}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4262
  have fS: "finite ?S" unfolding image_Collect[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4263
    apply (rule finite_imageI) unfolding Collect_def mem_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4264
  have S0: "?S \<noteq> {}" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4265
  have th1: "\<And>S f. f ` S = { f i| i. i \<in> S}" by blast
33270
paulson
parents: 33175
diff changeset
  4266
  from Sup_finite_in[OF fS S0] 
paulson
parents: 33175
diff changeset
  4267
  show ?thesis unfolding infnorm_def infnorm_set_image 
paulson
parents: 33175
diff changeset
  4268
    by (metis Sup_finite_ge_iff finite finite_imageI UNIV_not_empty image_is_empty 
paulson
parents: 33175
diff changeset
  4269
              rangeI real_le_refl)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4270
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4271
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4272
lemma infnorm_mul_lemma: "infnorm(a *s x) <= \<bar>a\<bar> * infnorm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4273
  apply (subst infnorm_def)
33270
paulson
parents: 33175
diff changeset
  4274
  unfolding Sup_finite_le_iff[OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4275
  unfolding infnorm_set_image ball_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4276
  apply (simp add: abs_mult)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4277
  apply (rule allI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4278
  apply (cut_tac component_le_infnorm[of x])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4279
  apply (rule mult_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4280
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4281
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4282
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4283
lemma infnorm_mul: "infnorm(a *s x) = abs a * infnorm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4284
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4285
  {assume a0: "a = 0" hence ?thesis by (simp add: infnorm_0) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4286
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4287
  {assume a0: "a \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4288
    from a0 have th: "(1/a) *s (a *s x) = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4289
      by (simp add: vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4290
    from a0 have ap: "\<bar>a\<bar> > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4291
    from infnorm_mul_lemma[of "1/a" "a *s x"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4292
    have "infnorm x \<le> 1/\<bar>a\<bar> * infnorm (a*s x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4293
      unfolding th by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4294
    with ap have "\<bar>a\<bar> * infnorm x \<le> \<bar>a\<bar> * (1/\<bar>a\<bar> * infnorm (a *s x))" by (simp add: field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4295
    then have "\<bar>a\<bar> * infnorm x \<le> infnorm (a*s x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4296
      using ap by (simp add: field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4297
    with infnorm_mul_lemma[of a x] have ?thesis by arith }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4298
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4299
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4300
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4301
lemma infnorm_pos_lt: "infnorm x > 0 \<longleftrightarrow> x \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4302
  using infnorm_pos_le[of x] infnorm_eq_0[of x] by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4303
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4304
(* Prove that it differs only up to a bound from Euclidean norm.             *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4305
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4306
lemma infnorm_le_norm: "infnorm x \<le> norm x"
33270
paulson
parents: 33175
diff changeset
  4307
  unfolding infnorm_def Sup_finite_le_iff[OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4308
  unfolding infnorm_set_image  ball_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4309
  by (metis component_le_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4310
lemma card_enum: "card {1 .. n} = n" by auto
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4311
lemma norm_le_infnorm: "norm(x) <= sqrt(real CARD('n)) * infnorm(x::real ^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4312
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4313
  let ?d = "CARD('n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4314
  have "real ?d \<ge> 0" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4315
  hence d2: "(sqrt (real ?d))^2 = real ?d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4316
    by (auto intro: real_sqrt_pow2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4317
  have th: "sqrt (real ?d) * infnorm x \<ge> 0"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  4318
    by (simp add: zero_le_mult_iff infnorm_pos_le)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4319
  have th1: "x \<bullet> x \<le> (sqrt (real ?d) * infnorm x)^2"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4320
    unfolding power_mult_distrib d2
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4321
    unfolding real_of_nat_def inner_vector_def
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4322
    apply (subst power2_abs[symmetric]) 
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4323
    apply (rule setsum_bounded)
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4324
    apply(auto simp add: power2_eq_square[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4325
    apply (subst power2_abs[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4326
    apply (rule power_mono)
33270
paulson
parents: 33175
diff changeset
  4327
    unfolding infnorm_def  Sup_finite_ge_iff[OF infnorm_set_lemma]
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4328
    unfolding infnorm_set_image bex_simps apply(rule_tac x=i in exI) by auto
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4329
  from real_le_lsqrt[OF inner_ge_zero th th1]
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4330
  show ?thesis unfolding norm_eq_sqrt_inner id_def .
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4331
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4332
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4333
(* Equality in Cauchy-Schwarz and triangle inequalities.                     *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4334
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4335
lemma norm_cauchy_schwarz_eq: "(x::real ^'n) \<bullet> y = norm x * norm y \<longleftrightarrow> norm x *s y = norm y *s x" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4336
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4337
  {assume h: "x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4338
    hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4339
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4340
  {assume h: "y = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4341
    hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4342
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4343
  {assume x: "x \<noteq> 0" and y: "y \<noteq> 0"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4344
    from inner_eq_zero_iff[of "norm y *s x - norm x *s y"]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4345
    have "?rhs \<longleftrightarrow> (norm y * (norm y * norm x * norm x - norm x * (x \<bullet> y)) - norm x * (norm y * (y \<bullet> x) - norm x * norm y * norm y) =  0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4346
      using x y
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4347
      unfolding inner_simps smult_conv_scaleR
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4348
      unfolding power2_norm_eq_inner[symmetric] power2_eq_square diff_eq_0_iff_eq apply (simp add: inner_commute)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  4349
      apply (simp add: field_simps) by metis
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4350
    also have "\<dots> \<longleftrightarrow> (2 * norm x * norm y * (norm x * norm y - x \<bullet> y) = 0)" using x y
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  4351
      by (simp add: field_simps inner_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4352
    also have "\<dots> \<longleftrightarrow> ?lhs" using x y
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4353
      apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4354
      by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4355
    finally have ?thesis by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4356
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4357
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4358
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4359
lemma norm_cauchy_schwarz_abs_eq:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4360
  fixes x y :: "real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4361
  shows "abs(x \<bullet> y) = norm x * norm y \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4362
                norm x *s y = norm y *s x \<or> norm(x) *s y = - norm y *s x" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4363
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4364
  have th: "\<And>(x::real) a. a \<ge> 0 \<Longrightarrow> abs x = a \<longleftrightarrow> x = a \<or> x = - a" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4365
  have "?rhs \<longleftrightarrow> norm x *s y = norm y *s x \<or> norm (- x) *s y = norm y *s (- x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4366
    apply simp by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4367
  also have "\<dots> \<longleftrightarrow>(x \<bullet> y = norm x * norm y \<or>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4368
     (-x) \<bullet> y = norm x * norm y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4369
    unfolding norm_cauchy_schwarz_eq[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4370
    unfolding norm_minus_cancel
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4371
      norm_mul by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4372
  also have "\<dots> \<longleftrightarrow> ?lhs"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4373
    unfolding th[OF mult_nonneg_nonneg, OF norm_ge_zero[of x] norm_ge_zero[of y]] inner_simps by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4374
  finally show ?thesis ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4375
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4376
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4377
lemma norm_triangle_eq:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4378
  fixes x y :: "real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4379
  shows "norm(x + y) = norm x + norm y \<longleftrightarrow> norm x *s y = norm y *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4380
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4381
  {assume x: "x =0 \<or> y =0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4382
    hence ?thesis by (cases "x=0", simp_all)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4383
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4384
  {assume x: "x \<noteq> 0" and y: "y \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4385
    hence "norm x \<noteq> 0" "norm y \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4386
      by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4387
    hence n: "norm x > 0" "norm y > 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4388
      using norm_ge_zero[of x] norm_ge_zero[of y]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4389
      by arith+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4390
    have th: "\<And>(a::real) b c. a + b + c \<noteq> 0 ==> (a = b + c \<longleftrightarrow> a^2 = (b + c)^2)" by algebra
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4391
    have "norm(x + y) = norm x + norm y \<longleftrightarrow> norm(x + y)^ 2 = (norm x + norm y) ^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4392
      apply (rule th) using n norm_ge_zero[of "x + y"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4393
      by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4394
    also have "\<dots> \<longleftrightarrow> norm x *s y = norm y *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4395
      unfolding norm_cauchy_schwarz_eq[symmetric]
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  4396
      unfolding power2_norm_eq_inner inner_simps
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  4397
      by (simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4398
    finally have ?thesis .}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4399
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4400
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4401
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4402
(* Collinearity.*)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4403
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4404
definition "collinear S \<longleftrightarrow> (\<exists>u. \<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *s u)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4405
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4406
lemma collinear_empty:  "collinear {}" by (simp add: collinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4407
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  4408
lemma collinear_sing: "collinear {(x::'a::ring_1^_)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4409
  apply (simp add: collinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4410
  apply (rule exI[where x=0])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4411
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4412
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  4413
lemma collinear_2: "collinear {(x::'a::ring_1^_),y}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4414
  apply (simp add: collinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4415
  apply (rule exI[where x="x - y"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4416
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4417
  apply (rule exI[where x=0], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4418
  apply (rule exI[where x=1], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4419
  apply (rule exI[where x="- 1"], simp add: vector_sneg_minus1[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4420
  apply (rule exI[where x=0], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4421
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4422
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  4423
lemma collinear_lemma: "collinear {(0::real^_),x,y} \<longleftrightarrow> x = 0 \<or> y = 0 \<or> (\<exists>c. y = c *s x)" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4424
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4425
  {assume "x=0 \<or> y = 0" hence ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4426
      by (cases "x = 0", simp_all add: collinear_2 insert_commute)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4427
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4428
  {assume x: "x \<noteq> 0" and y: "y \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4429
    {assume h: "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4430
      then obtain u where u: "\<forall> x\<in> {0,x,y}. \<forall>y\<in> {0,x,y}. \<exists>c. x - y = c *s u" unfolding collinear_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4431
      from u[rule_format, of x 0] u[rule_format, of y 0]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4432
      obtain cx and cy where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4433
        cx: "x = cx*s u" and cy: "y = cy*s u"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4434
        by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4435
      from cx x have cx0: "cx \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4436
      from cy y have cy0: "cy \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4437
      let ?d = "cy / cx"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4438
      from cx cy cx0 have "y = ?d *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4439
        by (simp add: vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4440
      hence ?rhs using x y by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4441
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4442
    {assume h: "?rhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4443
      then obtain c where c: "y = c*s x" using x y by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4444
      have ?lhs unfolding collinear_def c
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4445
        apply (rule exI[where x=x])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4446
        apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4447
        apply (rule exI[where x="- 1"], simp only: vector_smult_lneg vector_smult_lid)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4448
        apply (rule exI[where x= "-c"], simp only: vector_smult_lneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4449
        apply (rule exI[where x=1], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4450
        apply (rule exI[where x="1 - c"], simp add: vector_smult_lneg vector_sub_rdistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4451
        apply (rule exI[where x="c - 1"], simp add: vector_smult_lneg vector_sub_rdistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4452
        done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4453
    ultimately have ?thesis by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4454
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4455
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4456
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4457
lemma norm_cauchy_schwarz_equal:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  4458
  fixes x y :: "real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4459
  shows "abs(x \<bullet> y) = norm x * norm y \<longleftrightarrow> collinear {(0::real^'n),x,y}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4460
unfolding norm_cauchy_schwarz_abs_eq
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4461
apply (cases "x=0", simp_all add: collinear_2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4462
apply (cases "y=0", simp_all add: collinear_2 insert_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4463
unfolding collinear_lemma
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4464
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4465
apply (subgoal_tac "norm x \<noteq> 0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4466
apply (subgoal_tac "norm y \<noteq> 0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4467
apply (rule iffI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4468
apply (cases "norm x *s y = norm y *s x")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4469
apply (rule exI[where x="(1/norm x) * norm y"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4470
apply (drule sym)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4471
unfolding vector_smult_assoc[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4472
apply (simp add: vector_smult_assoc field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4473
apply (rule exI[where x="(1/norm x) * - norm y"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4474
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4475
apply (drule sym)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4476
unfolding vector_smult_assoc[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4477
apply (simp add: vector_smult_assoc field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4478
apply (erule exE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4479
apply (erule ssubst)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4480
unfolding vector_smult_assoc
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4481
unfolding norm_mul
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4482
apply (subgoal_tac "norm x * c = \<bar>c\<bar> * norm x \<or> norm x * c = - \<bar>c\<bar> * norm x")
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  4483
apply (case_tac "c <= 0", simp add: field_simps)
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  4484
apply (simp add: field_simps)
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  4485
apply (case_tac "c <= 0", simp add: field_simps)
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  4486
apply (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4487
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4488
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4489
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4490
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  4491
end