src/HOL/Analysis/Determinants.thy
author paulson <lp15@cam.ac.uk>
Mon, 16 Apr 2018 21:23:38 +0100
changeset 67990 c0ebecf6e3eb
parent 67986 b65c4a6a015e
child 68050 7eacc812ad1c
child 68072 493b818e8e10
permissions -rw-r--r--
some more random results
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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(*  Title:      HOL/Analysis/Determinants.thy
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    Author:     Amine Chaieb, University of Cambridge
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*)
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section \<open>Traces, Determinant of square matrices and some properties\<close>
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theory Determinants
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imports
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  Cartesian_Euclidean_Space
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  "HOL-Library.Permutations"
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begin
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subsection \<open>Trace\<close>
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definition trace :: "'a::semiring_1^'n^'n \<Rightarrow> 'a"
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  where "trace A = sum (\<lambda>i. ((A$i)$i)) (UNIV::'n set)"
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lemma trace_0: "trace (mat 0) = 0"
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  by (simp add: trace_def mat_def)
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lemma trace_I: "trace (mat 1 :: 'a::semiring_1^'n^'n) = of_nat(CARD('n))"
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  by (simp add: trace_def mat_def)
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lemma trace_add: "trace ((A::'a::comm_semiring_1^'n^'n) + B) = trace A + trace B"
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  by (simp add: trace_def sum.distrib)
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lemma trace_sub: "trace ((A::'a::comm_ring_1^'n^'n) - B) = trace A - trace B"
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  by (simp add: trace_def sum_subtractf)
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lemma trace_mul_sym: "trace ((A::'a::comm_semiring_1^'n^'m) ** B) = trace (B**A)"
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  apply (simp add: trace_def matrix_matrix_mult_def)
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  apply (subst sum.swap)
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  apply (simp add: mult.commute)
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  done
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text \<open>Definition of determinant.\<close>
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definition det:: "'a::comm_ring_1^'n^'n \<Rightarrow> 'a" where
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  "det A =
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    sum (\<lambda>p. of_int (sign p) * prod (\<lambda>i. A$i$p i) (UNIV :: 'n set))
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      {p. p permutes (UNIV :: 'n set)}"
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text \<open>A few general lemmas we need below.\<close>
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lemma prod_permute:
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  assumes p: "p permutes S"
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  shows "prod f S = prod (f \<circ> p) S"
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  using assms by (fact prod.permute)
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lemma product_permute_nat_interval:
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  fixes m n :: nat
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  shows "p permutes {m..n} \<Longrightarrow> prod f {m..n} = prod (f \<circ> p) {m..n}"
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  by (blast intro!: prod_permute)
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text \<open>Basic determinant properties.\<close>
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lemma det_transpose [simp]: "det (transpose A) = det (A::'a::comm_ring_1 ^'n^'n)"
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proof -
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  let ?di = "\<lambda>A i j. A$i$j"
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  let ?U = "(UNIV :: 'n set)"
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  have fU: "finite ?U" by simp
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  {
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    fix p
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    assume p: "p \<in> {p. p permutes ?U}"
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    from p have pU: "p permutes ?U"
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      by blast
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    have sth: "sign (inv p) = sign p"
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7784fa3232ce Determinants.thy: avoid using mem_def/Collect_def
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      by (metis sign_inverse fU p mem_Collect_eq permutation_permutes)
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    from permutes_inj[OF pU]
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    have pi: "inj_on p ?U"
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      by (blast intro: subset_inj_on)
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    from permutes_image[OF pU]
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    have "prod (\<lambda>i. ?di (transpose A) i (inv p i)) ?U =
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      prod (\<lambda>i. ?di (transpose A) i (inv p i)) (p ` ?U)"
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      by simp
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    also have "\<dots> = prod ((\<lambda>i. ?di (transpose A) i (inv p i)) \<circ> p) ?U"
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      unfolding prod.reindex[OF pi] ..
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    also have "\<dots> = prod (\<lambda>i. ?di A i (p i)) ?U"
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    proof -
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      {
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        fix i
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        assume i: "i \<in> ?U"
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        from i permutes_inv_o[OF pU] permutes_in_image[OF pU]
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        have "((\<lambda>i. ?di (transpose A) i (inv p i)) \<circ> p) i = ?di A i (p i)"
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          unfolding transpose_def by (simp add: fun_eq_iff)
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      }
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      then show "prod ((\<lambda>i. ?di (transpose A) i (inv p i)) \<circ> p) ?U =
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        prod (\<lambda>i. ?di A i (p i)) ?U"
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        by (auto intro: prod.cong)
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    qed
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    finally have "of_int (sign (inv p)) * (prod (\<lambda>i. ?di (transpose A) i (inv p i)) ?U) =
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      of_int (sign p) * (prod (\<lambda>i. ?di A i (p i)) ?U)"
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      using sth by simp
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  }
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  then show ?thesis
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    unfolding det_def
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    apply (subst sum_permutations_inverse)
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    apply (rule sum.cong)
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    apply (rule refl)
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    apply blast
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    done
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qed
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lemma det_lowerdiagonal:
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  fixes A :: "'a::comm_ring_1^('n::{finite,wellorder})^('n::{finite,wellorder})"
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  assumes ld: "\<And>i j. i < j \<Longrightarrow> A$i$j = 0"
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  shows "det A = prod (\<lambda>i. A$i$i) (UNIV:: 'n set)"
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   108
proof -
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  let ?U = "UNIV:: 'n set"
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  let ?PU = "{p. p permutes ?U}"
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  let ?pp = "\<lambda>p. of_int (sign p) * prod (\<lambda>i. A$i$p i) (UNIV :: 'n set)"
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  have fU: "finite ?U"
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    by simp
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  from finite_permutations[OF fU] have fPU: "finite ?PU" .
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  have id0: "{id} \<subseteq> ?PU"
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    by (auto simp add: permutes_id)
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  {
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    fix p
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    assume p: "p \<in> ?PU - {id}"
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    from p have pU: "p permutes ?U" and pid: "p \<noteq> id"
220f306f5c4e tuned proofs;
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   121
      by blast+
220f306f5c4e tuned proofs;
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    from permutes_natset_le[OF pU] pid obtain i where i: "p i > i"
220f306f5c4e tuned proofs;
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   123
      by (metis not_le)
220f306f5c4e tuned proofs;
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    from ld[OF i] have ex:"\<exists>i \<in> ?U. A$i$p i = 0"
220f306f5c4e tuned proofs;
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   125
      by blast
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   126
    from prod_zero[OF fU ex] have "?pp p = 0"
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   127
      by simp
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   128
  }
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   129
  then have p0: "\<forall>p \<in> ?PU - {id}. ?pp p = 0"
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   130
    by blast
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  from sum.mono_neutral_cong_left[OF fPU id0 p0] show ?thesis
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    unfolding det_def by (simp add: sign_id)
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qed
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   134
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lemma det_upperdiagonal:
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  fixes A :: "'a::comm_ring_1^'n::{finite,wellorder}^'n::{finite,wellorder}"
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  assumes ld: "\<And>i j. i > j \<Longrightarrow> A$i$j = 0"
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   138
  shows "det A = prod (\<lambda>i. A$i$i) (UNIV:: 'n set)"
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   139
proof -
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   140
  let ?U = "UNIV:: 'n set"
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  let ?PU = "{p. p permutes ?U}"
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  let ?pp = "(\<lambda>p. of_int (sign p) * prod (\<lambda>i. A$i$p i) (UNIV :: 'n set))"
53854
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   143
  have fU: "finite ?U"
78afb4c4e683 tuned proofs;
wenzelm
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   144
    by simp
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  from finite_permutations[OF fU] have fPU: "finite ?PU" .
53854
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   146
  have id0: "{id} \<subseteq> ?PU"
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   147
    by (auto simp add: permutes_id)
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   148
  {
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   149
    fix p
53854
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   150
    assume p: "p \<in> ?PU - {id}"
53253
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wenzelm
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   151
    from p have pU: "p permutes ?U" and pid: "p \<noteq> id"
220f306f5c4e tuned proofs;
wenzelm
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   152
      by blast+
220f306f5c4e tuned proofs;
wenzelm
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   153
    from permutes_natset_ge[OF pU] pid obtain i where i: "p i < i"
220f306f5c4e tuned proofs;
wenzelm
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diff changeset
   154
      by (metis not_le)
53854
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wenzelm
parents: 53600
diff changeset
   155
    from ld[OF i] have ex:"\<exists>i \<in> ?U. A$i$p i = 0"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   156
      by blast
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   157
    from prod_zero[OF fU ex] have "?pp p = 0"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   158
      by simp
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   159
  }
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   160
  then have p0: "\<forall>p \<in> ?PU -{id}. ?pp p = 0"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   161
    by blast
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   162
  from sum.mono_neutral_cong_left[OF fPU id0 p0] show ?thesis
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   163
    unfolding det_def by (simp add: sign_id)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   164
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   165
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   166
lemma det_diagonal:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   167
  fixes A :: "'a::comm_ring_1^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   168
  assumes ld: "\<And>i j. i \<noteq> j \<Longrightarrow> A$i$j = 0"
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   169
  shows "det A = prod (\<lambda>i. A$i$i) (UNIV::'n set)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   170
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   171
  let ?U = "UNIV:: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   172
  let ?PU = "{p. p permutes ?U}"
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   173
  let ?pp = "\<lambda>p. of_int (sign p) * prod (\<lambda>i. A$i$p i) (UNIV :: 'n set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   174
  have fU: "finite ?U" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   175
  from finite_permutations[OF fU] have fPU: "finite ?PU" .
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   176
  have id0: "{id} \<subseteq> ?PU"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   177
    by (auto simp add: permutes_id)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   178
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   179
    fix p
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   180
    assume p: "p \<in> ?PU - {id}"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   181
    then have "p \<noteq> id"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   182
      by simp
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   183
    then obtain i where i: "p i \<noteq> i"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   184
      unfolding fun_eq_iff by auto
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   185
    from ld [OF i [symmetric]] have ex:"\<exists>i \<in> ?U. A$i$p i = 0"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   186
      by blast
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   187
    from prod_zero [OF fU ex] have "?pp p = 0"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   188
      by simp
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   189
  }
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   190
  then have p0: "\<forall>p \<in> ?PU - {id}. ?pp p = 0"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   191
    by blast
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   192
  from sum.mono_neutral_cong_left[OF fPU id0 p0] show ?thesis
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   193
    unfolding det_def by (simp add: sign_id)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   194
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   195
67673
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   196
lemma det_I [simp]: "det (mat 1 :: 'a::comm_ring_1^'n^'n) = 1"
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   197
  by (simp add: det_diagonal mat_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   198
67673
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   199
lemma det_0 [simp]: "det (mat 0 :: 'a::comm_ring_1^'n^'n) = 0"
67970
8c012a49293a A couple of new results
paulson <lp15@cam.ac.uk>
parents: 67733
diff changeset
   200
  by (simp add: det_def prod_zero power_0_left)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   201
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   202
lemma det_permute_rows:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   203
  fixes A :: "'a::comm_ring_1^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   204
  assumes p: "p permutes (UNIV :: 'n::finite set)"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   205
  shows "det (\<chi> i. A$p i :: 'a^'n^'n) = of_int (sign p) * det A"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   206
  apply (simp add: det_def sum_distrib_left mult.assoc[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   207
  apply (subst sum_permutations_compose_right[OF p])
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   208
proof (rule sum.cong)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   209
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   210
  let ?PU = "{p. p permutes ?U}"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   211
  fix q
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   212
  assume qPU: "q \<in> ?PU"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   213
  have fU: "finite ?U"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   214
    by simp
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   215
  from qPU have q: "q permutes ?U"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   216
    by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   217
  from p q have pp: "permutation p" and qp: "permutation q"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   218
    by (metis fU permutation_permutes)+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   219
  from permutes_inv[OF p] have ip: "inv p permutes ?U" .
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   220
  have "prod (\<lambda>i. A$p i$ (q \<circ> p) i) ?U = prod ((\<lambda>i. A$p i$(q \<circ> p) i) \<circ> inv p) ?U"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   221
    by (simp only: prod_permute[OF ip, symmetric])
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   222
  also have "\<dots> = prod (\<lambda>i. A $ (p \<circ> inv p) i $ (q \<circ> (p \<circ> inv p)) i) ?U"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   223
    by (simp only: o_def)
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   224
  also have "\<dots> = prod (\<lambda>i. A$i$q i) ?U"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   225
    by (simp only: o_def permutes_inverses[OF p])
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   226
  finally have thp: "prod (\<lambda>i. A$p i$ (q \<circ> p) i) ?U = prod (\<lambda>i. A$i$q i) ?U"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   227
    by blast
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   228
  show "of_int (sign (q \<circ> p)) * prod (\<lambda>i. A$ p i$ (q \<circ> p) i) ?U =
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   229
    of_int (sign p) * of_int (sign q) * prod (\<lambda>i. A$i$q i) ?U"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   230
    by (simp only: thp sign_compose[OF qp pp] mult.commute of_int_mult)
57418
6ab1c7cb0b8d fact consolidation
haftmann
parents: 57129
diff changeset
   231
qed rule
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   232
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   233
lemma det_permute_columns:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   234
  fixes A :: "'a::comm_ring_1^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   235
  assumes p: "p permutes (UNIV :: 'n set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   236
  shows "det(\<chi> i j. A$i$ p j :: 'a^'n^'n) = of_int (sign p) * det A"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   237
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   238
  let ?Ap = "\<chi> i j. A$i$ p j :: 'a^'n^'n"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35028
diff changeset
   239
  let ?At = "transpose A"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35028
diff changeset
   240
  have "of_int (sign p) * det A = det (transpose (\<chi> i. transpose A $ p i))"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35028
diff changeset
   241
    unfolding det_permute_rows[OF p, of ?At] det_transpose ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   242
  moreover
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35028
diff changeset
   243
  have "?Ap = transpose (\<chi> i. transpose A $ p i)"
44228
5f974bead436 get Multivariate_Analysis/Determinants.thy compiled and working again
huffman
parents: 41959
diff changeset
   244
    by (simp add: transpose_def vec_eq_iff)
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   245
  ultimately show ?thesis
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   246
    by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   247
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   248
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   249
lemma det_identical_rows:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34291
diff changeset
   250
  fixes A :: "'a::linordered_idom^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   251
  assumes ij: "i \<noteq> j"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   252
    and r: "row i A = row j A"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   253
  shows "det A = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   254
proof-
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   255
  have tha: "\<And>(a::'a) b. a = b \<Longrightarrow> b = - a \<Longrightarrow> a = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   256
    by simp
47108
2a1953f0d20d merged fork with new numeral representation (see NEWS)
huffman
parents: 44457
diff changeset
   257
  have th1: "of_int (-1) = - 1" by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   258
  let ?p = "Fun.swap i j id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   259
  let ?A = "\<chi> i. A $ ?p i"
56545
8f1e7596deb7 more operations and lemmas
haftmann
parents: 56196
diff changeset
   260
  from r have "A = ?A" by (simp add: vec_eq_iff row_def Fun.swap_def)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   261
  then have "det A = det ?A" by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   262
  moreover have "det A = - det ?A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   263
    by (simp add: det_permute_rows[OF permutes_swap_id] sign_swap_id ij th1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   264
  ultimately show "det A = 0" by (metis tha)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   265
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   266
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   267
lemma det_identical_columns:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34291
diff changeset
   268
  fixes A :: "'a::linordered_idom^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   269
  assumes ij: "i \<noteq> j"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   270
    and r: "column i A = column j A"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   271
  shows "det A = 0"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   272
  apply (subst det_transpose[symmetric])
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   273
  apply (rule det_identical_rows[OF ij])
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   274
  apply (metis row_transpose r)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   275
  done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   276
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   277
lemma det_zero_row:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   278
  fixes A :: "'a::{idom, ring_char_0}^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   279
  assumes r: "row i A = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   280
  shows "det A = 0"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   281
  using r
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   282
  apply (simp add: row_def det_def vec_eq_iff)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   283
  apply (rule sum.neutral)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   284
  apply (auto simp: sign_nz)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   285
  done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   286
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   287
lemma det_zero_column:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   288
  fixes A :: "'a::{idom,ring_char_0}^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   289
  assumes r: "column i A = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   290
  shows "det A = 0"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35028
diff changeset
   291
  apply (subst det_transpose[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   292
  apply (rule det_zero_row [of i])
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   293
  apply (metis row_transpose r)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   294
  done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   295
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   296
lemma det_row_add:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   297
  fixes a b c :: "'n::finite \<Rightarrow> _ ^ 'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   298
  shows "det((\<chi> i. if i = k then a i + b i else c i)::'a::comm_ring_1^'n^'n) =
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   299
    det((\<chi> i. if i = k then a i else c i)::'a::comm_ring_1^'n^'n) +
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   300
    det((\<chi> i. if i = k then b i else c i)::'a::comm_ring_1^'n^'n)"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   301
  unfolding det_def vec_lambda_beta sum.distrib[symmetric]
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   302
proof (rule sum.cong)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   303
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   304
  let ?pU = "{p. p permutes ?U}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   305
  let ?f = "(\<lambda>i. if i = k then a i + b i else c i)::'n \<Rightarrow> 'a::comm_ring_1^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   306
  let ?g = "(\<lambda> i. if i = k then a i else c i)::'n \<Rightarrow> 'a::comm_ring_1^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   307
  let ?h = "(\<lambda> i. if i = k then b i else c i)::'n \<Rightarrow> 'a::comm_ring_1^'n"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   308
  fix p
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   309
  assume p: "p \<in> ?pU"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   310
  let ?Uk = "?U - {k}"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   311
  from p have pU: "p permutes ?U"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   312
    by blast
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   313
  have kU: "?U = insert k ?Uk"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   314
    by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   315
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   316
    fix j
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   317
    assume j: "j \<in> ?Uk"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   318
    from j have "?f j $ p j = ?g j $ p j" and "?f j $ p j= ?h j $ p j"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   319
      by simp_all
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   320
  }
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   321
  then have th1: "prod (\<lambda>i. ?f i $ p i) ?Uk = prod (\<lambda>i. ?g i $ p i) ?Uk"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   322
    and th2: "prod (\<lambda>i. ?f i $ p i) ?Uk = prod (\<lambda>i. ?h i $ p i) ?Uk"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   323
    apply -
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   324
    apply (rule prod.cong, simp_all)+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   325
    done
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   326
  have th3: "finite ?Uk" "k \<notin> ?Uk"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   327
    by auto
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   328
  have "prod (\<lambda>i. ?f i $ p i) ?U = prod (\<lambda>i. ?f i $ p i) (insert k ?Uk)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   329
    unfolding kU[symmetric] ..
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   330
  also have "\<dots> = ?f k $ p k * prod (\<lambda>i. ?f i $ p i) ?Uk"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   331
    apply (rule prod.insert)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   332
    apply simp
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   333
    apply blast
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   334
    done
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   335
  also have "\<dots> = (a k $ p k * prod (\<lambda>i. ?f i $ p i) ?Uk) + (b k$ p k * prod (\<lambda>i. ?f i $ p i) ?Uk)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   336
    by (simp add: field_simps)
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   337
  also have "\<dots> = (a k $ p k * prod (\<lambda>i. ?g i $ p i) ?Uk) + (b k$ p k * prod (\<lambda>i. ?h i $ p i) ?Uk)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   338
    by (metis th1 th2)
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   339
  also have "\<dots> = prod (\<lambda>i. ?g i $ p i) (insert k ?Uk) + prod (\<lambda>i. ?h i $ p i) (insert k ?Uk)"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   340
    unfolding  prod.insert[OF th3] by simp
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   341
  finally have "prod (\<lambda>i. ?f i $ p i) ?U = prod (\<lambda>i. ?g i $ p i) ?U + prod (\<lambda>i. ?h i $ p i) ?U"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   342
    unfolding kU[symmetric] .
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   343
  then show "of_int (sign p) * prod (\<lambda>i. ?f i $ p i) ?U =
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   344
    of_int (sign p) * prod (\<lambda>i. ?g i $ p i) ?U + of_int (sign p) * prod (\<lambda>i. ?h i $ p i) ?U"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 35542
diff changeset
   345
    by (simp add: field_simps)
57418
6ab1c7cb0b8d fact consolidation
haftmann
parents: 57129
diff changeset
   346
qed rule
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   347
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   348
lemma det_row_mul:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   349
  fixes a b :: "'n::finite \<Rightarrow> _ ^ 'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   350
  shows "det((\<chi> i. if i = k then c *s a i else b i)::'a::comm_ring_1^'n^'n) =
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   351
    c * det((\<chi> i. if i = k then a i else b i)::'a::comm_ring_1^'n^'n)"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   352
  unfolding det_def vec_lambda_beta sum_distrib_left
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   353
proof (rule sum.cong)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   354
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   355
  let ?pU = "{p. p permutes ?U}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   356
  let ?f = "(\<lambda>i. if i = k then c*s a i else b i)::'n \<Rightarrow> 'a::comm_ring_1^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   357
  let ?g = "(\<lambda> i. if i = k then a i else b i)::'n \<Rightarrow> 'a::comm_ring_1^'n"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   358
  fix p
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   359
  assume p: "p \<in> ?pU"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   360
  let ?Uk = "?U - {k}"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   361
  from p have pU: "p permutes ?U"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   362
    by blast
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   363
  have kU: "?U = insert k ?Uk"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   364
    by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   365
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   366
    fix j
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   367
    assume j: "j \<in> ?Uk"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   368
    from j have "?f j $ p j = ?g j $ p j"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   369
      by simp
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   370
  }
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   371
  then have th1: "prod (\<lambda>i. ?f i $ p i) ?Uk = prod (\<lambda>i. ?g i $ p i) ?Uk"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   372
    apply -
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   373
    apply (rule prod.cong)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   374
    apply simp_all
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   375
    done
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   376
  have th3: "finite ?Uk" "k \<notin> ?Uk"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   377
    by auto
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   378
  have "prod (\<lambda>i. ?f i $ p i) ?U = prod (\<lambda>i. ?f i $ p i) (insert k ?Uk)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   379
    unfolding kU[symmetric] ..
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   380
  also have "\<dots> = ?f k $ p k  * prod (\<lambda>i. ?f i $ p i) ?Uk"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   381
    apply (rule prod.insert)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   382
    apply simp
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   383
    apply blast
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   384
    done
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   385
  also have "\<dots> = (c*s a k) $ p k * prod (\<lambda>i. ?f i $ p i) ?Uk"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   386
    by (simp add: field_simps)
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   387
  also have "\<dots> = c* (a k $ p k * prod (\<lambda>i. ?g i $ p i) ?Uk)"
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
   388
    unfolding th1 by (simp add: ac_simps)
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   389
  also have "\<dots> = c* (prod (\<lambda>i. ?g i $ p i) (insert k ?Uk))"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   390
    unfolding prod.insert[OF th3] by simp
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   391
  finally have "prod (\<lambda>i. ?f i $ p i) ?U = c* (prod (\<lambda>i. ?g i $ p i) ?U)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   392
    unfolding kU[symmetric] .
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   393
  then show "of_int (sign p) * prod (\<lambda>i. ?f i $ p i) ?U =
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   394
    c * (of_int (sign p) * prod (\<lambda>i. ?g i $ p i) ?U)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 35542
diff changeset
   395
    by (simp add: field_simps)
57418
6ab1c7cb0b8d fact consolidation
haftmann
parents: 57129
diff changeset
   396
qed rule
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   397
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   398
lemma det_row_0:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   399
  fixes b :: "'n::finite \<Rightarrow> _ ^ 'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   400
  shows "det((\<chi> i. if i = k then 0 else b i)::'a::comm_ring_1^'n^'n) = 0"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   401
  using det_row_mul[of k 0 "\<lambda>i. 1" b]
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   402
  apply simp
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   403
  apply (simp only: vector_smult_lzero)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   404
  done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   405
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   406
lemma det_row_operation:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34291
diff changeset
   407
  fixes A :: "'a::linordered_idom^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   408
  assumes ij: "i \<noteq> j"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   409
  shows "det (\<chi> k. if k = i then row i A + c *s row j A else row k A) = det A"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   410
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   411
  let ?Z = "(\<chi> k. if k = i then row j A else row k A) :: 'a ^'n^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   412
  have th: "row i ?Z = row j ?Z" by (vector row_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   413
  have th2: "((\<chi> k. if k = i then row i A else row k A) :: 'a^'n^'n) = A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   414
    by (vector row_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   415
  show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   416
    unfolding det_row_add [of i] det_row_mul[of i] det_identical_rows[OF ij th] th2
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   417
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   418
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   419
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   420
lemma det_row_span:
36593
fb69c8cd27bd define linear algebra concepts using scaleR instead of (op *s); generalized many lemmas, though a few theorems that used to work on type int^'n are a bit less general
huffman
parents: 36585
diff changeset
   421
  fixes A :: "real^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   422
  assumes x: "x \<in> span {row j A |j. j \<noteq> i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   423
  shows "det (\<chi> k. if k = i then row i A + x else row k A) = det A"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   424
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   425
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   426
  let ?S = "{row j A |j. j \<noteq> i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   427
  let ?d = "\<lambda>x. det (\<chi> k. if k = i then x else row k A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   428
  let ?P = "\<lambda>x. ?d (row i A + x) = det A"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   429
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   430
    fix k
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   431
    have "(if k = i then row i A + 0 else row k A) = row k A"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   432
      by simp
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   433
  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   434
  then have P0: "?P 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   435
    apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   436
    apply (rule cong[of det, OF refl])
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   437
    apply (vector row_def)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   438
    done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   439
  moreover
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   440
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   441
    fix c z y
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   442
    assume zS: "z \<in> ?S" and Py: "?P y"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   443
    from zS obtain j where j: "z = row j A" "i \<noteq> j"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   444
      by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   445
    let ?w = "row i A + y"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   446
    have th0: "row i A + (c*s z + y) = ?w + c*s z"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   447
      by vector
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   448
    have thz: "?d z = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   449
      apply (rule det_identical_rows[OF j(2)])
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   450
      using j
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   451
      apply (vector row_def)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   452
      done
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   453
    have "?d (row i A + (c*s z + y)) = ?d (?w + c*s z)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   454
      unfolding th0 ..
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   455
    then have "?P (c*s z + y)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   456
      unfolding thz Py det_row_mul[of i] det_row_add[of i]
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   457
      by simp
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   458
  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   459
  ultimately show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   460
    apply -
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 47108
diff changeset
   461
    apply (rule span_induct_alt[of ?P ?S, OF P0, folded scalar_mult_eq_scaleR])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   462
    apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   463
    apply (rule x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   464
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   465
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   466
67673
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   467
lemma matrix_id [simp]: "det (matrix id) = 1"
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   468
  by (simp add: matrix_id_mat_1)
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   469
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   470
lemma det_matrix_scaleR [simp]: "det (matrix ((( *\<^sub>R) r)) :: real^'n^'n) = r ^ CARD('n::finite)"
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   471
  apply (subst det_diagonal)
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   472
   apply (auto simp: matrix_def mat_def prod_constant)
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   473
  apply (simp add: cart_eq_inner_axis inner_axis_axis)
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   474
  done
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   475
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 59867
diff changeset
   476
text \<open>
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   477
  May as well do this, though it's a bit unsatisfactory since it ignores
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   478
  exact duplicates by considering the rows/columns as a set.
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 59867
diff changeset
   479
\<close>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   480
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   481
lemma det_dependent_rows:
36593
fb69c8cd27bd define linear algebra concepts using scaleR instead of (op *s); generalized many lemmas, though a few theorems that used to work on type int^'n are a bit less general
huffman
parents: 36585
diff changeset
   482
  fixes A:: "real^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   483
  assumes d: "dependent (rows A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   484
  shows "det A = 0"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   485
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   486
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   487
  from d obtain i where i: "row i A \<in> span (rows A - {row i A})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   488
    unfolding dependent_def rows_def by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   489
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   490
    fix j k
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   491
    assume jk: "j \<noteq> k" and c: "row j A = row k A"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   492
    from det_identical_rows[OF jk c] have ?thesis .
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   493
  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   494
  moreover
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   495
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   496
    assume H: "\<And> i j. i \<noteq> j \<Longrightarrow> row i A \<noteq> row j A"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   497
    have th0: "- row i A \<in> span {row j A|j. j \<noteq> i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   498
      apply (rule span_neg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   499
      apply (rule set_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   500
      apply (rule i)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   501
      apply (rule span_mono)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   502
      using H i
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   503
      apply (auto simp add: rows_def)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   504
      done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   505
    from det_row_span[OF th0]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   506
    have "det A = det (\<chi> k. if k = i then 0 *s 1 else row k A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   507
      unfolding right_minus vector_smult_lzero ..
36593
fb69c8cd27bd define linear algebra concepts using scaleR instead of (op *s); generalized many lemmas, though a few theorems that used to work on type int^'n are a bit less general
huffman
parents: 36585
diff changeset
   508
    with det_row_mul[of i "0::real" "\<lambda>i. 1"]
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   509
    have "det A = 0" by simp
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   510
  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   511
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   512
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   513
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   514
lemma det_dependent_columns:
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   515
  assumes d: "dependent (columns (A::real^'n^'n))"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   516
  shows "det A = 0"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   517
  by (metis d det_dependent_rows rows_transpose det_transpose)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   518
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 59867
diff changeset
   519
text \<open>Multilinearity and the multiplication formula.\<close>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   520
44228
5f974bead436 get Multivariate_Analysis/Determinants.thy compiled and working again
huffman
parents: 41959
diff changeset
   521
lemma Cart_lambda_cong: "(\<And>x. f x = g x) \<Longrightarrow> (vec_lambda f::'a^'n) = (vec_lambda g :: 'a^'n)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   522
  by (rule iffD1[OF vec_lambda_unique]) vector
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   523
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   524
lemma det_linear_row_sum:
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   525
  assumes fS: "finite S"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   526
  shows "det ((\<chi> i. if i = k then sum (a i) S else c i)::'a::comm_ring_1^'n^'n) =
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   527
    sum (\<lambda>j. det ((\<chi> i. if i = k then a  i j else c i)::'a^'n^'n)) S"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   528
proof (induct rule: finite_induct[OF fS])
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   529
  case 1
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   530
  then show ?case
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   531
    apply simp
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   532
    unfolding sum.empty det_row_0[of k]
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   533
    apply rule
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   534
    done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   535
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   536
  case (2 x F)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   537
  then show ?case
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   538
    by (simp add: det_row_add cong del: if_weak_cong)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   539
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   540
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   541
lemma finite_bounded_functions:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   542
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   543
  shows "finite {f. (\<forall>i \<in> {1.. (k::nat)}. f i \<in> S) \<and> (\<forall>i. i \<notin> {1 .. k} \<longrightarrow> f i = i)}"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   544
proof (induct k)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   545
  case 0
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   546
  have th: "{f. \<forall>i. f i = i} = {id}"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   547
    by auto
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   548
  show ?case
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   549
    by (auto simp add: th)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   550
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   551
  case (Suc k)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   552
  let ?f = "\<lambda>(y::nat,g) i. if i = Suc k then y else g i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   553
  let ?S = "?f ` (S \<times> {f. (\<forall>i\<in>{1..k}. f i \<in> S) \<and> (\<forall>i. i \<notin> {1..k} \<longrightarrow> f i = i)})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   554
  have "?S = {f. (\<forall>i\<in>{1.. Suc k}. f i \<in> S) \<and> (\<forall>i. i \<notin> {1.. Suc k} \<longrightarrow> f i = i)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   555
    apply (auto simp add: image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   556
    apply (rule_tac x="x (Suc k)" in bexI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   557
    apply (rule_tac x = "\<lambda>i. if i = Suc k then i else x i" in exI)
44457
d366fa5551ef declare euclidean_simps [simp] at the point they are proved;
huffman
parents: 44260
diff changeset
   558
    apply auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   559
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   560
  with finite_imageI[OF finite_cartesian_product[OF fS Suc.hyps(1)], of ?f]
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   561
  show ?case
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   562
    by metis
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   563
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   564
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   565
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   566
lemma det_linear_rows_sum_lemma:
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   567
  assumes fS: "finite S"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   568
    and fT: "finite T"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   569
  shows "det ((\<chi> i. if i \<in> T then sum (a i) S else c i):: 'a::comm_ring_1^'n^'n) =
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   570
    sum (\<lambda>f. det((\<chi> i. if i \<in> T then a i (f i) else c i)::'a^'n^'n))
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   571
      {f. (\<forall>i \<in> T. f i \<in> S) \<and> (\<forall>i. i \<notin> T \<longrightarrow> f i = i)}"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   572
  using fT
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   573
proof (induct T arbitrary: a c set: finite)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   574
  case empty
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   575
  have th0: "\<And>x y. (\<chi> i. if i \<in> {} then x i else y i) = (\<chi> i. y i)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   576
    by vector
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   577
  from empty.prems show ?case
62408
86f27b264d3d Conformal_mappings: a big development in complex analysis (+ some lemmas)
paulson <lp15@cam.ac.uk>
parents: 61286
diff changeset
   578
    unfolding th0 by (simp add: eq_id_iff)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   579
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   580
  case (insert z T a c)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   581
  let ?F = "\<lambda>T. {f. (\<forall>i \<in> T. f i \<in> S) \<and> (\<forall>i. i \<notin> T \<longrightarrow> f i = i)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   582
  let ?h = "\<lambda>(y,g) i. if i = z then y else g i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   583
  let ?k = "\<lambda>h. (h(z),(\<lambda>i. if i = z then i else h i))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   584
  let ?s = "\<lambda> k a c f. det((\<chi> i. if i \<in> T then a i (f i) else c i)::'a^'n^'n)"
57129
7edb7550663e introduce more powerful reindexing rules for big operators
hoelzl
parents: 56545
diff changeset
   585
  let ?c = "\<lambda>j i. if i = z then a i j else c i"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   586
  have thif: "\<And>a b c d. (if a \<or> b then c else d) = (if a then c else if b then c else d)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   587
    by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   588
  have thif2: "\<And>a b c d e. (if a then b else if c then d else e) =
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   589
     (if c then (if a then b else d) else (if a then b else e))"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   590
    by simp
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 59867
diff changeset
   591
  from \<open>z \<notin> T\<close> have nz: "\<And>i. i \<in> T \<Longrightarrow> i = z \<longleftrightarrow> False"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   592
    by auto
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   593
  have "det (\<chi> i. if i \<in> insert z T then sum (a i) S else c i) =
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   594
    det (\<chi> i. if i = z then sum (a i) S else if i \<in> T then sum (a i) S else c i)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   595
    unfolding insert_iff thif ..
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   596
  also have "\<dots> = (\<Sum>j\<in>S. det (\<chi> i. if i \<in> T then sum (a i) S else if i = z then a i j else c i))"
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   597
    unfolding det_linear_row_sum[OF fS]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   598
    apply (subst thif2)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   599
    using nz
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   600
    apply (simp cong del: if_weak_cong cong add: if_cong)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   601
    done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   602
  finally have tha:
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   603
    "det (\<chi> i. if i \<in> insert z T then sum (a i) S else c i) =
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   604
     (\<Sum>(j, f)\<in>S \<times> ?F T. det (\<chi> i. if i \<in> T then a i (f i)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   605
                                else if i = z then a i j
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   606
                                else c i))"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   607
    unfolding insert.hyps unfolding sum.cartesian_product by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   608
  show ?case unfolding tha
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 59867
diff changeset
   609
    using \<open>z \<notin> T\<close>
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   610
    by (intro sum.reindex_bij_witness[where i="?k" and j="?h"])
57129
7edb7550663e introduce more powerful reindexing rules for big operators
hoelzl
parents: 56545
diff changeset
   611
       (auto intro!: cong[OF refl[of det]] simp: vec_eq_iff)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   612
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   613
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   614
lemma det_linear_rows_sum:
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   615
  fixes S :: "'n::finite set"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   616
  assumes fS: "finite S"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   617
  shows "det (\<chi> i. sum (a i) S) =
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   618
    sum (\<lambda>f. det (\<chi> i. a i (f i) :: 'a::comm_ring_1 ^ 'n^'n)) {f. \<forall>i. f i \<in> S}"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   619
proof -
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   620
  have th0: "\<And>x y. ((\<chi> i. if i \<in> (UNIV:: 'n set) then x i else y i) :: 'a^'n^'n) = (\<chi> i. x i)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   621
    by vector
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   622
  from det_linear_rows_sum_lemma[OF fS, of "UNIV :: 'n set" a, unfolded th0, OF finite]
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   623
  show ?thesis by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   624
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   625
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   626
lemma matrix_mul_sum_alt:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   627
  fixes A B :: "'a::comm_ring_1^'n^'n"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   628
  shows "A ** B = (\<chi> i. sum (\<lambda>k. A$i$k *s B $ k) (UNIV :: 'n set))"
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   629
  by (vector matrix_matrix_mult_def sum_component)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   630
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   631
lemma det_rows_mul:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   632
  "det((\<chi> i. c i *s a i)::'a::comm_ring_1^'n^'n) =
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   633
    prod (\<lambda>i. c i) (UNIV:: 'n set) * det((\<chi> i. a i)::'a^'n^'n)"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   634
proof (simp add: det_def sum_distrib_left cong add: prod.cong, rule sum.cong)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   635
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   636
  let ?PU = "{p. p permutes ?U}"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   637
  fix p
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   638
  assume pU: "p \<in> ?PU"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   639
  let ?s = "of_int (sign p)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   640
  from pU have p: "p permutes ?U"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   641
    by blast
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   642
  have "prod (\<lambda>i. c i * a i $ p i) ?U = prod c ?U * prod (\<lambda>i. a i $ p i) ?U"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   643
    unfolding prod.distrib ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   644
  then show "?s * (\<Prod>xa\<in>?U. c xa * a xa $ p xa) =
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   645
    prod c ?U * (?s* (\<Prod>xa\<in>?U. a xa $ p xa))"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   646
    by (simp add: field_simps)
57418
6ab1c7cb0b8d fact consolidation
haftmann
parents: 57129
diff changeset
   647
qed rule
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   648
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   649
lemma det_mul:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34291
diff changeset
   650
  fixes A B :: "'a::linordered_idom^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   651
  shows "det (A ** B) = det A * det B"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   652
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   653
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   654
  let ?F = "{f. (\<forall>i\<in> ?U. f i \<in> ?U) \<and> (\<forall>i. i \<notin> ?U \<longrightarrow> f i = i)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   655
  let ?PU = "{p. p permutes ?U}"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   656
  have fU: "finite ?U"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   657
    by simp
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   658
  have fF: "finite ?F"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   659
    by (rule finite)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   660
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   661
    fix p
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   662
    assume p: "p permutes ?U"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   663
    have "p \<in> ?F" unfolding mem_Collect_eq permutes_in_image[OF p]
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   664
      using p[unfolded permutes_def] by simp
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   665
  }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   666
  then have PUF: "?PU \<subseteq> ?F" by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   667
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   668
    fix f
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   669
    assume fPU: "f \<in> ?F - ?PU"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   670
    have fUU: "f ` ?U \<subseteq> ?U"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   671
      using fPU by auto
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   672
    from fPU have f: "\<forall>i \<in> ?U. f i \<in> ?U" "\<forall>i. i \<notin> ?U \<longrightarrow> f i = i" "\<not>(\<forall>y. \<exists>!x. f x = y)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   673
      unfolding permutes_def by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   674
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   675
    let ?A = "(\<chi> i. A$i$f i *s B$f i) :: 'a^'n^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   676
    let ?B = "(\<chi> i. B$f i) :: 'a^'n^'n"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   677
    {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   678
      assume fni: "\<not> inj_on f ?U"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   679
      then obtain i j where ij: "f i = f j" "i \<noteq> j"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   680
        unfolding inj_on_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   681
      from ij
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   682
      have rth: "row i ?B = row j ?B"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   683
        by (vector row_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   684
      from det_identical_rows[OF ij(2) rth]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   685
      have "det (\<chi> i. A$i$f i *s B$f i) = 0"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   686
        unfolding det_rows_mul by simp
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   687
    }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   688
    moreover
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   689
    {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   690
      assume fi: "inj_on f ?U"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   691
      from f fi have fith: "\<And>i j. f i = f j \<Longrightarrow> i = j"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   692
        unfolding inj_on_def by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   693
      note fs = fi[unfolded surjective_iff_injective_gen[OF fU fU refl fUU, symmetric]]
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   694
      {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   695
        fix y
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   696
        from fs f have "\<exists>x. f x = y"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   697
          by blast
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   698
        then obtain x where x: "f x = y"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   699
          by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   700
        {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   701
          fix z
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   702
          assume z: "f z = y"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   703
          from fith x z have "z = x"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   704
            by metis
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   705
        }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   706
        with x have "\<exists>!x. f x = y"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   707
          by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   708
      }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   709
      with f(3) have "det (\<chi> i. A$i$f i *s B$f i) = 0"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   710
        by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   711
    }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   712
    ultimately have "det (\<chi> i. A$i$f i *s B$f i) = 0"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   713
      by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   714
  }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   715
  then have zth: "\<forall> f\<in> ?F - ?PU. det (\<chi> i. A$i$f i *s B$f i) = 0"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   716
    by simp
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   717
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   718
    fix p
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   719
    assume pU: "p \<in> ?PU"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   720
    from pU have p: "p permutes ?U"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   721
      by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   722
    let ?s = "\<lambda>p. of_int (sign p)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   723
    let ?f = "\<lambda>q. ?s p * (\<Prod>i\<in> ?U. A $ i $ p i) * (?s q * (\<Prod>i\<in> ?U. B $ i $ q i))"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   724
    have "(sum (\<lambda>q. ?s q *
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   725
        (\<Prod>i\<in> ?U. (\<chi> i. A $ i $ p i *s B $ p i :: 'a^'n^'n) $ i $ q i)) ?PU) =
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   726
      (sum (\<lambda>q. ?s p * (\<Prod>i\<in> ?U. A $ i $ p i) * (?s q * (\<Prod>i\<in> ?U. B $ i $ q i))) ?PU)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   727
      unfolding sum_permutations_compose_right[OF permutes_inv[OF p], of ?f]
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   728
    proof (rule sum.cong)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   729
      fix q
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   730
      assume qU: "q \<in> ?PU"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   731
      then have q: "q permutes ?U"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   732
        by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   733
      from p q have pp: "permutation p" and pq: "permutation q"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   734
        unfolding permutation_permutes by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   735
      have th00: "of_int (sign p) * of_int (sign p) = (1::'a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   736
        "\<And>a. of_int (sign p) * (of_int (sign p) * a) = a"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   737
        unfolding mult.assoc[symmetric]
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   738
        unfolding of_int_mult[symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   739
        by (simp_all add: sign_idempotent)
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   740
      have ths: "?s q = ?s p * ?s (q \<circ> inv p)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   741
        using pp pq permutation_inverse[OF pp] sign_inverse[OF pp]
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
   742
        by (simp add:  th00 ac_simps sign_idempotent sign_compose)
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   743
      have th001: "prod (\<lambda>i. B$i$ q (inv p i)) ?U = prod ((\<lambda>i. B$i$ q (inv p i)) \<circ> p) ?U"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   744
        by (rule prod_permute[OF p])
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   745
      have thp: "prod (\<lambda>i. (\<chi> i. A$i$p i *s B$p i :: 'a^'n^'n) $i $ q i) ?U =
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   746
        prod (\<lambda>i. A$i$p i) ?U * prod (\<lambda>i. B$i$ q (inv p i)) ?U"
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   747
        unfolding th001 prod.distrib[symmetric] o_def permutes_inverses[OF p]
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   748
        apply (rule prod.cong[OF refl])
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   749
        using permutes_in_image[OF q]
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   750
        apply vector
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   751
        done
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   752
      show "?s q * prod (\<lambda>i. (((\<chi> i. A$i$p i *s B$p i) :: 'a^'n^'n)$i$q i)) ?U =
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   753
        ?s p * (prod (\<lambda>i. A$i$p i) ?U) * (?s (q \<circ> inv p) * prod (\<lambda>i. B$i$(q \<circ> inv p) i) ?U)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   754
        using ths thp pp pq permutation_inverse[OF pp] sign_inverse[OF pp]
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 35542
diff changeset
   755
        by (simp add: sign_nz th00 field_simps sign_idempotent sign_compose)
57418
6ab1c7cb0b8d fact consolidation
haftmann
parents: 57129
diff changeset
   756
    qed rule
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   757
  }
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   758
  then have th2: "sum (\<lambda>f. det (\<chi> i. A$i$f i *s B$f i)) ?PU = det A * det B"
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   759
    unfolding det_def sum_product
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   760
    by (rule sum.cong [OF refl])
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   761
  have "det (A**B) = sum (\<lambda>f.  det (\<chi> i. A $ i $ f i *s B $ f i)) ?F"
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   762
    unfolding matrix_mul_sum_alt det_linear_rows_sum[OF fU]
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   763
    by simp
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   764
  also have "\<dots> = sum (\<lambda>f. det (\<chi> i. A$i$f i *s B$f i)) ?PU"
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   765
    using sum.mono_neutral_cong_left[OF fF PUF zth, symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   766
    unfolding det_rows_mul by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   767
  finally show ?thesis unfolding th2 .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   768
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   769
67981
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   770
subsection \<open>Relation to invertibility.\<close>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   771
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   772
lemma invertible_left_inverse:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   773
  fixes A :: "real^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   774
  shows "invertible A \<longleftrightarrow> (\<exists>(B::real^'n^'n). B** A = mat 1)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   775
  by (metis invertible_def matrix_left_right_inverse)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   776
67673
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   777
lemma invertible_right_inverse:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   778
  fixes A :: "real^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   779
  shows "invertible A \<longleftrightarrow> (\<exists>(B::real^'n^'n). A** B = mat 1)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   780
  by (metis invertible_def matrix_left_right_inverse)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   781
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   782
lemma invertible_det_nz:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   783
  fixes A::"real ^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   784
  shows "invertible A \<longleftrightarrow> det A \<noteq> 0"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   785
proof -
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   786
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   787
    assume "invertible A"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   788
    then obtain B :: "real ^'n^'n" where B: "A ** B = mat 1"
67673
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   789
      unfolding invertible_right_inverse by blast
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   790
    then have "det (A ** B) = det (mat 1 :: real ^'n^'n)"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   791
      by simp
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   792
    then have "det A \<noteq> 0"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   793
      by (simp add: det_mul det_I) algebra
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   794
  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   795
  moreover
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   796
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   797
    assume H: "\<not> invertible A"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   798
    let ?U = "UNIV :: 'n set"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   799
    have fU: "finite ?U"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   800
      by simp
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   801
    from H obtain c i where c: "sum (\<lambda>i. c i *s row i A) ?U = 0"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   802
      and iU: "i \<in> ?U"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   803
      and ci: "c i \<noteq> 0"
67673
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   804
      unfolding invertible_right_inverse
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   805
      unfolding matrix_right_invertible_independent_rows
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   806
      by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   807
    have *: "\<And>(a::real^'n) b. a + b = 0 \<Longrightarrow> -a = b"
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66804
diff changeset
   808
      apply (drule_tac f="(+) (- a)" in cong[OF refl])
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   809
      apply (simp only: ab_left_minus add.assoc[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   810
      apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   811
      done
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   812
    have thr0: "- row i A = sum (\<lambda>j. (1/ c i) *s (c j *s row j A)) (?U - {i})"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   813
      apply (rule vector_mul_lcancel_imp[OF ci])
67970
8c012a49293a A couple of new results
paulson <lp15@cam.ac.uk>
parents: 67733
diff changeset
   814
      using c ci  unfolding sum.remove[OF fU iU] sum_cmul
8c012a49293a A couple of new results
paulson <lp15@cam.ac.uk>
parents: 67733
diff changeset
   815
      apply (auto simp add: field_simps *)
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   816
      done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   817
    have thr: "- row i A \<in> span {row j A| j. j \<noteq> i}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   818
      unfolding thr0
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   819
      apply (rule span_sum)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   820
      apply simp
67970
8c012a49293a A couple of new results
paulson <lp15@cam.ac.uk>
parents: 67733
diff changeset
   821
      apply (rule span_mul [where 'a="real^'n"])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   822
      apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   823
      apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   824
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   825
    let ?B = "(\<chi> k. if k = i then 0 else row k A) :: real ^'n^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   826
    have thrb: "row i ?B = 0" using iU by (vector row_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   827
    have "det A = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   828
      unfolding det_row_span[OF thr, symmetric] right_minus
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   829
      unfolding det_zero_row[OF thrb] ..
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   830
  }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   831
  ultimately show ?thesis
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   832
    by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   833
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   834
67990
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   835
lemma det_nz_iff_inj:
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   836
  fixes f :: "real^'n \<Rightarrow> real^'n"
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   837
  assumes "linear f"
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   838
  shows "det (matrix f) \<noteq> 0 \<longleftrightarrow> inj f"
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   839
proof
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   840
  assume "det (matrix f) \<noteq> 0"
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   841
  then show "inj f"
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   842
    using assms invertible_det_nz inj_matrix_vector_mult by force
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   843
next
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   844
  assume "inj f"
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   845
  show "det (matrix f) \<noteq> 0"
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   846
    using linear_injective_left_inverse [OF assms \<open>inj f\<close>]
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   847
    by (metis assms invertible_det_nz invertible_left_inverse matrix_compose matrix_id_mat_1)
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   848
qed
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   849
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   850
lemma det_eq_0_rank:
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   851
  fixes A :: "real^'n^'n"
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   852
  shows "det A = 0 \<longleftrightarrow> rank A < CARD('n)"
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   853
  using invertible_det_nz [of A]
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   854
  by (auto simp: matrix_left_invertible_injective invertible_left_inverse less_rank_noninjective)
c0ebecf6e3eb some more random results
paulson <lp15@cam.ac.uk>
parents: 67986
diff changeset
   855
67981
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   856
subsubsection\<open>Invertibility of matrices and corresponding linear functions\<close>
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   857
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   858
lemma matrix_left_invertible:
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   859
  fixes f :: "real^'m \<Rightarrow> real^'n"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   860
  assumes "linear f"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   861
  shows "((\<exists>B. B ** matrix f = mat 1) \<longleftrightarrow> (\<exists>g. linear g \<and> g \<circ> f = id))"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   862
proof safe
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   863
  fix B
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   864
  assume 1: "B ** matrix f = mat 1"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   865
  show "\<exists>g. linear g \<and> g \<circ> f = id"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   866
  proof (intro exI conjI)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   867
    show "linear (\<lambda>y. B *v y)"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   868
      by (simp add: matrix_vector_mul_linear)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   869
    show "(( *v) B) \<circ> f = id"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   870
      unfolding o_def
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   871
      by (metis assms 1 eq_id_iff matrix_vector_mul matrix_vector_mul_assoc matrix_vector_mul_lid)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   872
  qed
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   873
next
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   874
  fix g
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   875
  assume "linear g" "g \<circ> f = id"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   876
  then have "matrix g ** matrix f = mat 1"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   877
    by (metis assms matrix_compose matrix_id_mat_1)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   878
  then show "\<exists>B. B ** matrix f = mat 1" ..
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   879
qed
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   880
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   881
lemma matrix_right_invertible:
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   882
  fixes f :: "real^'m \<Rightarrow> real^'n"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   883
  assumes "linear f"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   884
  shows "((\<exists>B. matrix f ** B = mat 1) \<longleftrightarrow> (\<exists>g. linear g \<and> f \<circ> g = id))"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   885
proof safe
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   886
  fix B
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   887
  assume 1: "matrix f ** B = mat 1"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   888
  show "\<exists>g. linear g \<and> f \<circ> g = id"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   889
  proof (intro exI conjI)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   890
    show "linear (( *v) B)"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   891
      by (simp add: matrix_vector_mul_linear)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   892
    show "f \<circ> ( *v) B = id"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   893
      by (metis 1 assms comp_apply eq_id_iff linear_id matrix_id_mat_1 matrix_vector_mul_assoc matrix_works)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   894
  qed
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   895
next
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   896
  fix g
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   897
  assume "linear g" and "f \<circ> g = id"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   898
  then have "matrix f ** matrix g = mat 1"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   899
    by (metis assms matrix_compose matrix_id_mat_1)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   900
  then show "\<exists>B. matrix f ** B = mat 1" ..
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   901
qed
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   902
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   903
lemma matrix_invertible:
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   904
  fixes f :: "real^'m \<Rightarrow> real^'n"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   905
  assumes "linear f"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   906
  shows  "invertible (matrix f) \<longleftrightarrow> (\<exists>g. linear g \<and> f \<circ> g = id \<and> g \<circ> f = id)"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   907
    (is "?lhs = ?rhs")
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   908
proof
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   909
  assume ?lhs then show ?rhs
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   910
    by (metis assms invertible_def left_right_inverse_eq matrix_left_invertible matrix_right_invertible)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   911
next
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   912
  assume ?rhs then show ?lhs
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   913
    by (metis assms invertible_def matrix_compose matrix_id_mat_1)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   914
qed
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   915
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   916
lemma invertible_eq_bij:
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   917
  fixes m :: "real^'m^'n"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   918
  shows "invertible m \<longleftrightarrow> bij (( *v) m)"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   919
  using matrix_invertible [OF matrix_vector_mul_linear] o_bij
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   920
  apply (auto simp: bij_betw_def)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   921
  by (metis left_right_inverse_eq  linear_injective_left_inverse [OF matrix_vector_mul_linear]
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   922
            linear_surjective_right_inverse[OF matrix_vector_mul_linear])
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   923
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
   924
subsection \<open>Cramer's rule.\<close>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   925
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35028
diff changeset
   926
lemma cramer_lemma_transpose:
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   927
  fixes A:: "real^'n^'n"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   928
    and x :: "real^'n"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   929
  shows "det ((\<chi> i. if i = k then sum (\<lambda>i. x$i *s row i A) (UNIV::'n set)
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   930
                             else row i A)::real^'n^'n) = x$k * det A"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   931
  (is "?lhs = ?rhs")
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   932
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   933
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   934
  let ?Uk = "?U - {k}"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   935
  have U: "?U = insert k ?Uk"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   936
    by blast
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   937
  have fUk: "finite ?Uk"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   938
    by simp
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   939
  have kUk: "k \<notin> ?Uk"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   940
    by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   941
  have th00: "\<And>k s. x$k *s row k A + s = (x$k - 1) *s row k A + row k A + s"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 35542
diff changeset
   942
    by (vector field_simps)
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   943
  have th001: "\<And>f k . (\<lambda>x. if x = k then f k else f x) = f"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   944
    by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   945
  have "(\<chi> i. row i A) = A" by (vector row_def)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   946
  then have thd1: "det (\<chi> i. row i A) = det A"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   947
    by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   948
  have thd0: "det (\<chi> i. if i = k then row k A + (\<Sum>i \<in> ?Uk. x $ i *s row i A) else row i A) = det A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   949
    apply (rule det_row_span)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   950
    apply (rule span_sum)
67970
8c012a49293a A couple of new results
paulson <lp15@cam.ac.uk>
parents: 67733
diff changeset
   951
    apply (rule span_mul [where 'a="real^'n", folded scalar_mult_eq_scaleR])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   952
    apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   953
    apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   954
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   955
  show "?lhs = x$k * det A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   956
    apply (subst U)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   957
    unfolding sum.insert[OF fUk kUk]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   958
    apply (subst th00)
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   959
    unfolding add.assoc
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   960
    apply (subst det_row_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   961
    unfolding thd0
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   962
    unfolding det_row_mul
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   963
    unfolding th001[of k "\<lambda>i. row i A"]
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   964
    unfolding thd1
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   965
    apply (simp add: field_simps)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   966
    done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   967
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   968
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   969
lemma cramer_lemma:
36593
fb69c8cd27bd define linear algebra concepts using scaleR instead of (op *s); generalized many lemmas, though a few theorems that used to work on type int^'n are a bit less general
huffman
parents: 36585
diff changeset
   970
  fixes A :: "real^'n^'n"
fb69c8cd27bd define linear algebra concepts using scaleR instead of (op *s); generalized many lemmas, though a few theorems that used to work on type int^'n are a bit less general
huffman
parents: 36585
diff changeset
   971
  shows "det((\<chi> i j. if j = k then (A *v x)$i else A$i$j):: real^'n^'n) = x$k * det A"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   972
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   973
  let ?U = "UNIV :: 'n set"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   974
  have *: "\<And>c. sum (\<lambda>i. c i *s row i (transpose A)) ?U = sum (\<lambda>i. c i *s column i A) ?U"
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
   975
    by (auto simp add: row_transpose intro: sum.cong)
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   976
  show ?thesis
67673
c8caefb20564 lots of new material, ultimately related to measure theory
paulson <lp15@cam.ac.uk>
parents: 67399
diff changeset
   977
    unfolding matrix_mult_sum
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   978
    unfolding cramer_lemma_transpose[of k x "transpose A", unfolded det_transpose, symmetric]
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   979
    unfolding *[of "\<lambda>i. x$i"]
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   980
    apply (subst det_transpose[symmetric])
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   981
    apply (rule cong[OF refl[of det]])
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   982
    apply (vector transpose_def column_def row_def)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   983
    done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   984
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   985
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   986
lemma cramer:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   987
  fixes A ::"real^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   988
  assumes d0: "det A \<noteq> 0"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 35542
diff changeset
   989
  shows "A *v x = b \<longleftrightarrow> x = (\<chi> k. det(\<chi> i j. if j=k then b$i else A$i$j) / det A)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
   990
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   991
  from d0 obtain B where B: "A ** B = mat 1" "B ** A = mat 1"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   992
    unfolding invertible_det_nz[symmetric] invertible_def
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   993
    by blast
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   994
  have "(A ** B) *v b = b"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   995
    by (simp add: B matrix_vector_mul_lid)
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   996
  then have "A *v (B *v b) = b"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   997
    by (simp add: matrix_vector_mul_assoc)
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   998
  then have xe: "\<exists>x. A *v x = b"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
   999
    by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1000
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1001
    fix x
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1002
    assume x: "A *v x = b"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1003
    have "x = (\<chi> k. det(\<chi> i j. if j=k then b$i else A$i$j) / det A)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1004
      unfolding x[symmetric]
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1005
      using d0 by (simp add: vec_eq_iff cramer_lemma field_simps)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1006
  }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1007
  with xe show ?thesis
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1008
    by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1009
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1010
67968
a5ad4c015d1c removed dots at the end of (sub)titles
nipkow
parents: 67733
diff changeset
  1011
subsection \<open>Orthogonality of a transformation and matrix\<close>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1012
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1013
definition "orthogonal_transformation f \<longleftrightarrow> linear f \<and> (\<forall>v w. f v \<bullet> f w = v \<bullet> w)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1014
67981
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
  1015
definition "orthogonal_matrix (Q::'a::semiring_1^'n^'n) \<longleftrightarrow>
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
  1016
  transpose Q ** Q = mat 1 \<and> Q ** transpose Q = mat 1"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
  1017
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1018
lemma orthogonal_transformation:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1019
  "orthogonal_transformation f \<longleftrightarrow> linear f \<and> (\<forall>v. norm (f v) = norm v)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1020
  unfolding orthogonal_transformation_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1021
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1022
  apply (erule_tac x=v in allE)+
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35150
diff changeset
  1023
  apply (simp add: norm_eq_sqrt_inner)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1024
  apply (simp add: dot_norm  linear_add[symmetric])
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1025
  done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1026
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1027
lemma orthogonal_transformation_id [simp]: "orthogonal_transformation (\<lambda>x. x)"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1028
  by (simp add: linear_iff orthogonal_transformation_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1029
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1030
lemma orthogonal_orthogonal_transformation:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1031
    "orthogonal_transformation f \<Longrightarrow> orthogonal (f x) (f y) \<longleftrightarrow> orthogonal x y"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1032
  by (simp add: orthogonal_def orthogonal_transformation_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1033
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1034
lemma orthogonal_transformation_compose:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1035
   "\<lbrakk>orthogonal_transformation f; orthogonal_transformation g\<rbrakk> \<Longrightarrow> orthogonal_transformation(f \<circ> g)"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1036
  by (simp add: orthogonal_transformation_def linear_compose)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1037
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1038
lemma orthogonal_transformation_neg:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1039
  "orthogonal_transformation(\<lambda>x. -(f x)) \<longleftrightarrow> orthogonal_transformation f"
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1040
  by (auto simp: orthogonal_transformation_def dest: linear_compose_neg)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1041
67981
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
  1042
lemma orthogonal_transformation_scaleR: "orthogonal_transformation f \<Longrightarrow> f (c *\<^sub>R v) = c *\<^sub>R f v"
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
  1043
  by (simp add: linear_iff orthogonal_transformation_def)
349c639e593c more new theorems on real^1, matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67971
diff changeset
  1044
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1045
lemma orthogonal_transformation_linear:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1046
   "orthogonal_transformation f \<Longrightarrow> linear f"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1047
  by (simp add: orthogonal_transformation_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1048
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1049
lemma orthogonal_transformation_inj:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1050
  "orthogonal_transformation f \<Longrightarrow> inj f"
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1051
  unfolding orthogonal_transformation_def inj_on_def
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1052
  by (metis vector_eq)
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1053
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1054
lemma orthogonal_transformation_surj:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1055
  "orthogonal_transformation f \<Longrightarrow> surj f"
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1056
  for f :: "'a::euclidean_space \<Rightarrow> 'a::euclidean_space"
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1057
  by (simp add: linear_injective_imp_surjective orthogonal_transformation_inj orthogonal_transformation_linear)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1058
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1059
lemma orthogonal_transformation_bij:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1060
  "orthogonal_transformation f \<Longrightarrow> bij f"
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1061
  for f :: "'a::euclidean_space \<Rightarrow> 'a::euclidean_space"
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1062
  by (simp add: bij_def orthogonal_transformation_inj orthogonal_transformation_surj)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1063
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1064
lemma orthogonal_transformation_inv:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1065
  "orthogonal_transformation f \<Longrightarrow> orthogonal_transformation (inv f)"
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1066
  for f :: "'a::euclidean_space \<Rightarrow> 'a::euclidean_space"
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1067
  by (metis (no_types, hide_lams) bijection.inv_right bijection_def inj_linear_imp_inv_linear orthogonal_transformation orthogonal_transformation_bij orthogonal_transformation_inj)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1068
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1069
lemma orthogonal_transformation_norm:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1070
  "orthogonal_transformation f \<Longrightarrow> norm (f x) = norm x"
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1071
  by (metis orthogonal_transformation)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1072
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1073
lemma orthogonal_matrix: "orthogonal_matrix (Q:: real ^'n^'n) \<longleftrightarrow> transpose Q ** Q = mat 1"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1074
  by (metis matrix_left_right_inverse orthogonal_matrix_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1075
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1076
lemma orthogonal_matrix_id: "orthogonal_matrix (mat 1 :: _^'n^'n)"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35028
diff changeset
  1077
  by (simp add: orthogonal_matrix_def transpose_mat matrix_mul_lid)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1078
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1079
lemma orthogonal_matrix_mul:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1080
  fixes A :: "real ^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1081
  assumes oA : "orthogonal_matrix A"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1082
    and oB: "orthogonal_matrix B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1083
  shows "orthogonal_matrix(A ** B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1084
  using oA oB
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35028
diff changeset
  1085
  unfolding orthogonal_matrix matrix_transpose_mul
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1086
  apply (subst matrix_mul_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1087
  apply (subst matrix_mul_assoc[symmetric])
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1088
  apply (simp add: matrix_mul_rid)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1089
  done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1090
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1091
lemma orthogonal_transformation_matrix:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1092
  fixes f:: "real^'n \<Rightarrow> real^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1093
  shows "orthogonal_transformation f \<longleftrightarrow> linear f \<and> orthogonal_matrix(matrix f)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1094
  (is "?lhs \<longleftrightarrow> ?rhs")
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1095
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1096
  let ?mf = "matrix f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1097
  let ?ot = "orthogonal_transformation f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1098
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1099
  have fU: "finite ?U" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1100
  let ?m1 = "mat 1 :: real ^'n^'n"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1101
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1102
    assume ot: ?ot
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1103
    from ot have lf: "linear f" and fd: "\<forall>v w. f v \<bullet> f w = v \<bullet> w"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1104
      unfolding  orthogonal_transformation_def orthogonal_matrix by blast+
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1105
    {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1106
      fix i j
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35028
diff changeset
  1107
      let ?A = "transpose ?mf ** ?mf"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1108
      have th0: "\<And>b (x::'a::comm_ring_1). (if b then 1 else 0)*x = (if b then x else 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1109
        "\<And>b (x::'a::comm_ring_1). x*(if b then 1 else 0) = (if b then x else 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1110
        by simp_all
63170
eae6549dbea2 tuned proofs, to allow unfold_abs_def;
wenzelm
parents: 63075
diff changeset
  1111
      from fd[rule_format, of "axis i 1" "axis j 1",
eae6549dbea2 tuned proofs, to allow unfold_abs_def;
wenzelm
parents: 63075
diff changeset
  1112
        simplified matrix_works[OF lf, symmetric] dot_matrix_vector_mul]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1113
      have "?A$i$j = ?m1 $ i $ j"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 47108
diff changeset
  1114
        by (simp add: inner_vec_def matrix_matrix_mult_def columnvector_def rowvector_def
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
  1115
            th0 sum.delta[OF fU] mat_def axis_def)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1116
    }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1117
    then have "orthogonal_matrix ?mf"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1118
      unfolding orthogonal_matrix
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1119
      by vector
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1120
    with lf have ?rhs
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1121
      by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1122
  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1123
  moreover
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1124
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1125
    assume lf: "linear f" and om: "orthogonal_matrix ?mf"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1126
    from lf om have ?lhs
63170
eae6549dbea2 tuned proofs, to allow unfold_abs_def;
wenzelm
parents: 63075
diff changeset
  1127
      apply (simp only: orthogonal_matrix_def norm_eq orthogonal_transformation)
eae6549dbea2 tuned proofs, to allow unfold_abs_def;
wenzelm
parents: 63075
diff changeset
  1128
      apply (simp only: matrix_works[OF lf, symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1129
      apply (subst dot_matrix_vector_mul)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1130
      apply (simp add: dot_matrix_product matrix_mul_lid)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1131
      done
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1132
  }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1133
  ultimately show ?thesis
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1134
    by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1135
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1136
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1137
lemma det_orthogonal_matrix:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34291
diff changeset
  1138
  fixes Q:: "'a::linordered_idom^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1139
  assumes oQ: "orthogonal_matrix Q"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1140
  shows "det Q = 1 \<or> det Q = - 1"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1141
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1142
  have th: "\<And>x::'a. x = 1 \<or> x = - 1 \<longleftrightarrow> x*x = 1" (is "\<And>x::'a. ?ths x")
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1143
  proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1144
    fix x:: 'a
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1145
    have th0: "x * x - 1 = (x - 1) * (x + 1)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1146
      by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1147
    have th1: "\<And>(x::'a) y. x = - y \<longleftrightarrow> x + y = 0"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1148
      apply (subst eq_iff_diff_eq_0)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1149
      apply simp
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1150
      done
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1151
    have "x * x = 1 \<longleftrightarrow> x * x - 1 = 0"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1152
      by simp
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1153
    also have "\<dots> \<longleftrightarrow> x = 1 \<or> x = - 1"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1154
      unfolding th0 th1 by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1155
    finally show "?ths x" ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1156
  qed
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1157
  from oQ have "Q ** transpose Q = mat 1"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1158
    by (metis orthogonal_matrix_def)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1159
  then have "det (Q ** transpose Q) = det (mat 1:: 'a^'n^'n)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1160
    by simp
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1161
  then have "det Q * det Q = 1"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1162
    by (simp add: det_mul det_I det_transpose)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1163
  then show ?thesis unfolding th .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1164
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1165
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1166
lemma orthogonal_transformation_det [simp]:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1167
  fixes f :: "real^'n \<Rightarrow> real^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1168
  shows "orthogonal_transformation f \<Longrightarrow> \<bar>det (matrix f)\<bar> = 1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1169
  using det_orthogonal_matrix orthogonal_transformation_matrix by fastforce
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1170
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1171
67968
a5ad4c015d1c removed dots at the end of (sub)titles
nipkow
parents: 67733
diff changeset
  1172
subsection \<open>Linearity of scaling, and hence isometry, that preserves origin\<close>
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1173
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1174
lemma scaling_linear:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1175
  fixes f :: "'a::real_inner \<Rightarrow> 'a::real_inner"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1176
  assumes f0: "f 0 = 0"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1177
    and fd: "\<forall>x y. dist (f x) (f y) = c * dist x y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1178
  shows "linear f"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1179
proof -
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1180
  {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1181
    fix v w
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1182
    {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1183
      fix x
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1184
      note fd[rule_format, of x 0, unfolded dist_norm f0 diff_0_right]
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1185
    }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1186
    note th0 = this
53077
a1b3784f8129 more symbols;
wenzelm
parents: 52451
diff changeset
  1187
    have "f v \<bullet> f w = c\<^sup>2 * (v \<bullet> w)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1188
      unfolding dot_norm_neg dist_norm[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1189
      unfolding th0 fd[rule_format] by (simp add: power2_eq_square field_simps)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1190
  note fc = this
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 47108
diff changeset
  1191
  show ?thesis
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1192
    unfolding linear_iff vector_eq[where 'a="'a"] scalar_mult_eq_scaleR
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 47108
diff changeset
  1193
    by (simp add: inner_add fc field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1194
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1195
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1196
lemma isometry_linear:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1197
  "f (0::'a::real_inner) = (0::'a) \<Longrightarrow> \<forall>x y. dist(f x) (f y) = dist x y \<Longrightarrow> linear f"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1198
  by (rule scaling_linear[where c=1]) simp_all
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1199
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 59867
diff changeset
  1200
text \<open>Hence another formulation of orthogonal transformation.\<close>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1201
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1202
lemma orthogonal_transformation_isometry:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1203
  "orthogonal_transformation f \<longleftrightarrow> f(0::'a::real_inner) = (0::'a) \<and> (\<forall>x y. dist(f x) (f y) = dist x y)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1204
  unfolding orthogonal_transformation
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1205
  apply (auto simp: linear_0 isometry_linear)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1206
   apply (metis (no_types, hide_lams) dist_norm linear_diff)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1207
  by (metis dist_0_norm)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1208
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1209
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1210
lemma image_orthogonal_transformation_ball:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1211
  fixes f :: "'a::euclidean_space \<Rightarrow> 'a"
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1212
  assumes "orthogonal_transformation f"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1213
  shows "f ` ball x r = ball (f x) r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1214
proof (intro equalityI subsetI)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1215
  fix y assume "y \<in> f ` ball x r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1216
  with assms show "y \<in> ball (f x) r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1217
    by (auto simp: orthogonal_transformation_isometry)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1218
next
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1219
  fix y assume y: "y \<in> ball (f x) r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1220
  then obtain z where z: "y = f z"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1221
    using assms orthogonal_transformation_surj by blast
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1222
  with y assms show "y \<in> f ` ball x r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1223
    by (auto simp: orthogonal_transformation_isometry)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1224
qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1225
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1226
lemma image_orthogonal_transformation_cball:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1227
  fixes f :: "'a::euclidean_space \<Rightarrow> 'a"
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1228
  assumes "orthogonal_transformation f"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1229
  shows "f ` cball x r = cball (f x) r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1230
proof (intro equalityI subsetI)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1231
  fix y assume "y \<in> f ` cball x r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1232
  with assms show "y \<in> cball (f x) r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1233
    by (auto simp: orthogonal_transformation_isometry)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1234
next
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1235
  fix y assume y: "y \<in> cball (f x) r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1236
  then obtain z where z: "y = f z"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1237
    using assms orthogonal_transformation_surj by blast
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1238
  with y assms show "y \<in> f ` cball x r"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1239
    by (auto simp: orthogonal_transformation_isometry)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1240
qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1241
67968
a5ad4c015d1c removed dots at the end of (sub)titles
nipkow
parents: 67733
diff changeset
  1242
subsection\<open> We can find an orthogonal matrix taking any unit vector to any other\<close>
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1243
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1244
lemma orthogonal_matrix_transpose [simp]:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1245
     "orthogonal_matrix(transpose A) \<longleftrightarrow> orthogonal_matrix A"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1246
  by (auto simp: orthogonal_matrix_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1247
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1248
lemma orthogonal_matrix_orthonormal_columns:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1249
  fixes A :: "real^'n^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1250
  shows "orthogonal_matrix A \<longleftrightarrow>
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1251
          (\<forall>i. norm(column i A) = 1) \<and>
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1252
          (\<forall>i j. i \<noteq> j \<longrightarrow> orthogonal (column i A) (column j A))"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1253
  by (auto simp: orthogonal_matrix matrix_mult_transpose_dot_column vec_eq_iff mat_def norm_eq_1 orthogonal_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1254
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1255
lemma orthogonal_matrix_orthonormal_rows:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1256
  fixes A :: "real^'n^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1257
  shows "orthogonal_matrix A \<longleftrightarrow>
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1258
          (\<forall>i. norm(row i A) = 1) \<and>
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1259
          (\<forall>i j. i \<noteq> j \<longrightarrow> orthogonal (row i A) (row j A))"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1260
  using orthogonal_matrix_orthonormal_columns [of "transpose A"] by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1261
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1262
lemma orthogonal_matrix_exists_basis:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1263
  fixes a :: "real^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1264
  assumes "norm a = 1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1265
  obtains A where "orthogonal_matrix A" "A *v (axis k 1) = a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1266
proof -
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1267
  obtain S where "a \<in> S" "pairwise orthogonal S" and noS: "\<And>x. x \<in> S \<Longrightarrow> norm x = 1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1268
   and "independent S" "card S = CARD('n)" "span S = UNIV"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1269
    using vector_in_orthonormal_basis assms by force
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1270
  with independent_imp_finite obtain f0 where "bij_betw f0 (UNIV::'n set) S"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1271
    by (metis finite_class.finite_UNIV finite_same_card_bij)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1272
  then obtain f where f: "bij_betw f (UNIV::'n set) S" and a: "a = f k"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1273
    using bij_swap_iff [of k "inv f0 a" f0]
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1274
    by (metis UNIV_I \<open>a \<in> S\<close> bij_betw_inv_into_right bij_betw_swap_iff swap_apply1)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1275
  show thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1276
  proof
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1277
    have [simp]: "\<And>i. norm (f i) = 1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1278
      using bij_betwE [OF \<open>bij_betw f UNIV S\<close>] by (blast intro: noS)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1279
    have [simp]: "\<And>i j. i \<noteq> j \<Longrightarrow> orthogonal (f i) (f j)"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1280
      using \<open>pairwise orthogonal S\<close> \<open>bij_betw f UNIV S\<close>
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1281
      by (auto simp: pairwise_def bij_betw_def inj_on_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1282
    show "orthogonal_matrix (\<chi> i j. f j $ i)"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1283
      by (simp add: orthogonal_matrix_orthonormal_columns column_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1284
    show "(\<chi> i j. f j $ i) *v axis k 1 = a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1285
      by (simp add: matrix_vector_mult_def axis_def a if_distrib cong: if_cong)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1286
  qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1287
qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1288
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1289
lemma orthogonal_transformation_exists_1:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1290
  fixes a b :: "real^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1291
  assumes "norm a = 1" "norm b = 1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1292
  obtains f where "orthogonal_transformation f" "f a = b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1293
proof -
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1294
  obtain k::'n where True
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1295
    by simp
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1296
  obtain A B where AB: "orthogonal_matrix A" "orthogonal_matrix B" and eq: "A *v (axis k 1) = a" "B *v (axis k 1) = b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1297
    using orthogonal_matrix_exists_basis assms by metis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1298
  let ?f = "\<lambda>x. (B ** transpose A) *v x"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1299
  show thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1300
  proof
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1301
    show "orthogonal_transformation ?f"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1302
      by (simp add: AB orthogonal_matrix_mul matrix_vector_mul_linear orthogonal_transformation_matrix)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1303
  next
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1304
    show "?f a = b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1305
      using \<open>orthogonal_matrix A\<close> unfolding orthogonal_matrix_def
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1306
      by (metis eq matrix_mul_rid matrix_vector_mul_assoc)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1307
  qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1308
qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1309
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1310
lemma orthogonal_transformation_exists:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1311
  fixes a b :: "real^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1312
  assumes "norm a = norm b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1313
  obtains f where "orthogonal_transformation f" "f a = b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1314
proof (cases "a = 0 \<or> b = 0")
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1315
  case True
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1316
  with assms show ?thesis
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1317
    using that by force
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1318
next
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1319
  case False
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1320
  then obtain f where f: "orthogonal_transformation f" and eq: "f (a /\<^sub>R norm a) = (b /\<^sub>R norm b)"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1321
    by (auto intro: orthogonal_transformation_exists_1 [of "a /\<^sub>R norm a" "b /\<^sub>R norm b"])
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1322
  show ?thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1323
  proof
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1324
    have "linear f"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1325
      using f by (simp add: orthogonal_transformation_linear)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1326
    then have "f a /\<^sub>R norm a = f (a /\<^sub>R norm a)"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1327
      by (simp add: linear_cmul [of f])
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1328
    also have "\<dots> = b /\<^sub>R norm a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1329
      by (simp add: eq assms [symmetric])
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1330
    finally show "f a = b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1331
      using False by auto
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1332
  qed (use f in auto)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1333
qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1334
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1335
67968
a5ad4c015d1c removed dots at the end of (sub)titles
nipkow
parents: 67733
diff changeset
  1336
subsection \<open>Can extend an isometry from unit sphere\<close>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1337
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1338
lemma isometry_sphere_extend:
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1339
  fixes f:: "'a::real_inner \<Rightarrow> 'a"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1340
  assumes f1: "\<forall>x. norm x = 1 \<longrightarrow> norm (f x) = 1"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1341
    and fd1: "\<forall> x y. norm x = 1 \<longrightarrow> norm y = 1 \<longrightarrow> dist (f x) (f y) = dist x y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1342
  shows "\<exists>g. orthogonal_transformation g \<and> (\<forall>x. norm x = 1 \<longrightarrow> g x = f x)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1343
proof -
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1344
  {
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1345
    fix x y x' y' x0 y0 x0' y0' :: "'a"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1346
    assume H:
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1347
      "x = norm x *\<^sub>R x0"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1348
      "y = norm y *\<^sub>R y0"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1349
      "x' = norm x *\<^sub>R x0'" "y' = norm y *\<^sub>R y0'"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1350
      "norm x0 = 1" "norm x0' = 1" "norm y0 = 1" "norm y0' = 1"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1351
      "norm(x0' - y0') = norm(x0 - y0)"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1352
    then have *: "x0 \<bullet> y0 = x0' \<bullet> y0' + y0' \<bullet> x0' - y0 \<bullet> x0 "
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1353
      by (simp add: norm_eq norm_eq_1 inner_add inner_diff)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1354
    have "norm(x' - y') = norm(x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1355
      apply (subst H(1))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1356
      apply (subst H(2))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1357
      apply (subst H(3))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1358
      apply (subst H(4))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1359
      using H(5-9)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1360
      apply (simp add: norm_eq norm_eq_1)
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1361
      apply (simp add: inner_diff scalar_mult_eq_scaleR)
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1362
      unfolding *
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1363
      apply (simp add: field_simps)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1364
      done
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1365
  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1366
  note th0 = this
44228
5f974bead436 get Multivariate_Analysis/Determinants.thy compiled and working again
huffman
parents: 41959
diff changeset
  1367
  let ?g = "\<lambda>x. if x = 0 then 0 else norm x *\<^sub>R f (inverse (norm x) *\<^sub>R x)"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1368
  {
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1369
    fix x:: "'a"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1370
    assume nx: "norm x = 1"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1371
    have "?g x = f x"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1372
      using nx by auto
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1373
  }
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1374
  then have thfg: "\<forall>x. norm x = 1 \<longrightarrow> ?g x = f x"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1375
    by blast
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1376
  have g0: "?g 0 = 0"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1377
    by simp
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1378
  {
67733
346cb74e79f6 generalized lemmas about orthogonal transformation
immler
parents: 67683
diff changeset
  1379
    fix x y :: "'a"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1380
    {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1381
      assume "x = 0" "y = 0"
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1382
      then have "dist (?g x) (?g y) = dist x y"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1383
        by simp
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1384
    }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1385
    moreover
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1386
    {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1387
      assume "x = 0" "y \<noteq> 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1388
      then have "dist (?g x) (?g y) = dist x y"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 35542
diff changeset
  1389
        apply (simp add: dist_norm)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1390
        apply (rule f1[rule_format])
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1391
        apply (simp add: field_simps)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1392
        done
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1393
    }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1394
    moreover
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1395
    {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1396
      assume "x \<noteq> 0" "y = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1397
      then have "dist (?g x) (?g y) = dist x y"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 35542
diff changeset
  1398
        apply (simp add: dist_norm)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1399
        apply (rule f1[rule_format])
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1400
        apply (simp add: field_simps)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1401
        done
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1402
    }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1403
    moreover
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1404
    {
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1405
      assume z: "x \<noteq> 0" "y \<noteq> 0"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1406
      have th00:
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1407
        "x = norm x *\<^sub>R (inverse (norm x) *\<^sub>R x)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1408
        "y = norm y *\<^sub>R (inverse (norm y) *\<^sub>R y)"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1409
        "norm x *\<^sub>R f ((inverse (norm x) *\<^sub>R x)) = norm x *\<^sub>R f (inverse (norm x) *\<^sub>R x)"
44228
5f974bead436 get Multivariate_Analysis/Determinants.thy compiled and working again
huffman
parents: 41959
diff changeset
  1410
        "norm y *\<^sub>R f (inverse (norm y) *\<^sub>R y) = norm y *\<^sub>R f (inverse (norm y) *\<^sub>R y)"
5f974bead436 get Multivariate_Analysis/Determinants.thy compiled and working again
huffman
parents: 41959
diff changeset
  1411
        "norm (inverse (norm x) *\<^sub>R x) = 1"
5f974bead436 get Multivariate_Analysis/Determinants.thy compiled and working again
huffman
parents: 41959
diff changeset
  1412
        "norm (f (inverse (norm x) *\<^sub>R x)) = 1"
5f974bead436 get Multivariate_Analysis/Determinants.thy compiled and working again
huffman
parents: 41959
diff changeset
  1413
        "norm (inverse (norm y) *\<^sub>R y) = 1"
5f974bead436 get Multivariate_Analysis/Determinants.thy compiled and working again
huffman
parents: 41959
diff changeset
  1414
        "norm (f (inverse (norm y) *\<^sub>R y)) = 1"
5f974bead436 get Multivariate_Analysis/Determinants.thy compiled and working again
huffman
parents: 41959
diff changeset
  1415
        "norm (f (inverse (norm x) *\<^sub>R x) - f (inverse (norm y) *\<^sub>R y)) =
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1416
          norm (inverse (norm x) *\<^sub>R x - inverse (norm y) *\<^sub>R y)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1417
        using z
44457
d366fa5551ef declare euclidean_simps [simp] at the point they are proved;
huffman
parents: 44260
diff changeset
  1418
        by (auto simp add: field_simps intro: f1[rule_format] fd1[rule_format, unfolded dist_norm])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1419
      from z th0[OF th00] have "dist (?g x) (?g y) = dist x y"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1420
        by (simp add: dist_norm)
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1421
    }
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1422
    ultimately have "dist (?g x) (?g y) = dist x y"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1423
      by blast
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1424
  }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1425
  note thd = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1426
    show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1427
    apply (rule exI[where x= ?g])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1428
    unfolding orthogonal_transformation_isometry
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1429
    using g0 thfg thd
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1430
    apply metis
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1431
    done
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1432
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1433
67968
a5ad4c015d1c removed dots at the end of (sub)titles
nipkow
parents: 67733
diff changeset
  1434
subsection \<open>Rotation, reflection, rotoinversion\<close>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1435
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1436
definition "rotation_matrix Q \<longleftrightarrow> orthogonal_matrix Q \<and> det Q = 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1437
definition "rotoinversion_matrix Q \<longleftrightarrow> orthogonal_matrix Q \<and> det Q = - 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1438
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1439
lemma orthogonal_rotation_or_rotoinversion:
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34291
diff changeset
  1440
  fixes Q :: "'a::linordered_idom^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1441
  shows " orthogonal_matrix Q \<longleftrightarrow> rotation_matrix Q \<or> rotoinversion_matrix Q"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1442
  by (metis rotoinversion_matrix_def rotation_matrix_def det_orthogonal_matrix)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1443
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 59867
diff changeset
  1444
text \<open>Explicit formulas for low dimensions.\<close>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1445
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
  1446
lemma prod_neutral_const: "prod f {(1::nat)..1} = f 1"
61286
dcf7be51bf5d Dead wood removal
paulson <lp15@cam.ac.uk>
parents: 60420
diff changeset
  1447
  by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1448
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
  1449
lemma prod_2: "prod f {(1::nat)..2} = f 1 * f 2"
61286
dcf7be51bf5d Dead wood removal
paulson <lp15@cam.ac.uk>
parents: 60420
diff changeset
  1450
  by (simp add: eval_nat_numeral atLeastAtMostSuc_conv mult.commute)
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1451
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
  1452
lemma prod_3: "prod f {(1::nat)..3} = f 1 * f 2 * f 3"
61286
dcf7be51bf5d Dead wood removal
paulson <lp15@cam.ac.uk>
parents: 60420
diff changeset
  1453
  by (simp add: eval_nat_numeral atLeastAtMostSuc_conv mult.commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1454
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1455
lemma det_1: "det (A::'a::comm_ring_1^1^1) = A$1$1"
61286
dcf7be51bf5d Dead wood removal
paulson <lp15@cam.ac.uk>
parents: 60420
diff changeset
  1456
  by (simp add: det_def of_nat_Suc sign_id)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1457
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1458
lemma det_2: "det (A::'a::comm_ring_1^2^2) = A$1$1 * A$2$2 - A$1$2 * A$2$1"
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1459
proof -
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1460
  have f12: "finite {2::2}" "1 \<notin> {2::2}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1461
  show ?thesis
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1462
    unfolding det_def UNIV_2
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
  1463
    unfolding sum_over_permutations_insert[OF f12]
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1464
    unfolding permutes_sing
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1465
    by (simp add: sign_swap_id sign_id swap_id_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1466
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1467
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1468
lemma det_3:
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1469
  "det (A::'a::comm_ring_1^3^3) =
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1470
    A$1$1 * A$2$2 * A$3$3 +
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1471
    A$1$2 * A$2$3 * A$3$1 +
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1472
    A$1$3 * A$2$1 * A$3$2 -
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1473
    A$1$1 * A$2$3 * A$3$2 -
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1474
    A$1$2 * A$2$1 * A$3$3 -
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1475
    A$1$3 * A$2$2 * A$3$1"
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1476
proof -
53854
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1477
  have f123: "finite {2::3, 3}" "1 \<notin> {2::3, 3}"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1478
    by auto
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1479
  have f23: "finite {3::3}" "2 \<notin> {3::3}"
78afb4c4e683 tuned proofs;
wenzelm
parents: 53600
diff changeset
  1480
    by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1481
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1482
  show ?thesis
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1483
    unfolding det_def UNIV_3
64267
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
  1484
    unfolding sum_over_permutations_insert[OF f123]
b9a1486e79be setsum -> sum
nipkow
parents: 63918
diff changeset
  1485
    unfolding sum_over_permutations_insert[OF f23]
53253
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1486
    unfolding permutes_sing
220f306f5c4e tuned proofs;
wenzelm
parents: 53077
diff changeset
  1487
    by (simp add: sign_swap_id permutation_swap_id sign_compose sign_id swap_id_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1488
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1489
67683
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1490
text\<open> Slightly stronger results giving rotation, but only in two or more dimensions.\<close>
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1491
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1492
lemma rotation_matrix_exists_basis:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1493
  fixes a :: "real^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1494
  assumes 2: "2 \<le> CARD('n)" and "norm a = 1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1495
  obtains A where "rotation_matrix A" "A *v (axis k 1) = a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1496
proof -
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1497
  obtain A where "orthogonal_matrix A" and A: "A *v (axis k 1) = a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1498
    using orthogonal_matrix_exists_basis assms by metis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1499
  with orthogonal_rotation_or_rotoinversion
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1500
  consider "rotation_matrix A" | "rotoinversion_matrix A"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1501
    by metis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1502
  then show thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1503
  proof cases
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1504
    assume "rotation_matrix A"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1505
    then show ?thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1506
      using \<open>A *v axis k 1 = a\<close> that by auto
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1507
  next
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1508
    obtain j where "j \<noteq> k"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1509
      by (metis (full_types) 2 card_2_exists ex_card)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1510
    let ?TA = "transpose A"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1511
    let ?A = "\<chi> i. if i = j then - 1 *\<^sub>R (?TA $ i) else ?TA $i"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1512
    assume "rotoinversion_matrix A"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1513
    then have [simp]: "det A = -1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1514
      by (simp add: rotoinversion_matrix_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1515
    show ?thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1516
    proof
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1517
      have [simp]: "row i (\<chi> i. if i = j then - 1 *\<^sub>R ?TA $ i else ?TA $ i) = (if i = j then - row i ?TA else row i ?TA)" for i
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1518
        by (auto simp: row_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1519
      have "orthogonal_matrix ?A"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1520
        unfolding orthogonal_matrix_orthonormal_rows
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1521
        using \<open>orthogonal_matrix A\<close> by (auto simp: orthogonal_matrix_orthonormal_columns orthogonal_clauses)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1522
      then show "rotation_matrix (transpose ?A)"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1523
        unfolding rotation_matrix_def
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1524
        by (simp add: det_row_mul[of j _ "\<lambda>i. ?TA $ i", unfolded scalar_mult_eq_scaleR])
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1525
      show "transpose ?A *v axis k 1 = a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1526
        using \<open>j \<noteq> k\<close> A by (simp add: matrix_vector_column axis_def scalar_mult_eq_scaleR if_distrib [of "\<lambda>z. z *\<^sub>R c" for c] cong: if_cong)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1527
    qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1528
  qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1529
qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1530
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1531
lemma rotation_exists_1:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1532
  fixes a :: "real^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1533
  assumes "2 \<le> CARD('n)" "norm a = 1" "norm b = 1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1534
  obtains f where "orthogonal_transformation f" "det(matrix f) = 1" "f a = b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1535
proof -
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1536
  obtain k::'n where True
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1537
    by simp
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1538
  obtain A B where AB: "rotation_matrix A" "rotation_matrix B"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1539
               and eq: "A *v (axis k 1) = a" "B *v (axis k 1) = b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1540
    using rotation_matrix_exists_basis assms by metis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1541
  let ?f = "\<lambda>x. (B ** transpose A) *v x"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1542
  show thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1543
  proof
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1544
    show "orthogonal_transformation ?f"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1545
      using AB orthogonal_matrix_mul orthogonal_transformation_matrix rotation_matrix_def matrix_vector_mul_linear by force
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1546
    show "det (matrix ?f) = 1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1547
      using AB by (auto simp: det_mul rotation_matrix_def)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1548
    show "?f a = b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1549
      using AB unfolding orthogonal_matrix_def rotation_matrix_def
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1550
      by (metis eq matrix_mul_rid matrix_vector_mul_assoc)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1551
  qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1552
qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1553
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1554
lemma rotation_exists:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1555
  fixes a :: "real^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1556
  assumes 2: "2 \<le> CARD('n)" and eq: "norm a = norm b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1557
  obtains f where "orthogonal_transformation f" "det(matrix f) = 1" "f a = b"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1558
proof (cases "a = 0 \<or> b = 0")
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1559
  case True
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1560
  with assms have "a = 0" "b = 0"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1561
    by auto
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1562
  then show ?thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1563
    by (metis eq_id_iff matrix_id orthogonal_transformation_id that)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1564
next
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1565
  case False
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1566
  with that show thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1567
    by (auto simp: eq linear_cmul orthogonal_transformation_def
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1568
             intro: rotation_exists_1 [of "a /\<^sub>R norm a" "b /\<^sub>R norm b", OF 2])
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1569
qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1570
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1571
lemma rotation_rightward_line:
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1572
  fixes a :: "real^'n"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1573
  obtains f where "orthogonal_transformation f" "2 \<le> CARD('n) \<Longrightarrow> det(matrix f) = 1"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1574
                  "f(norm a *\<^sub>R axis k 1) = a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1575
proof (cases "CARD('n) = 1")
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1576
  case True
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1577
  obtain f where "orthogonal_transformation f" "f (norm a *\<^sub>R axis k (1::real)) = a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1578
  proof (rule orthogonal_transformation_exists)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1579
    show "norm (norm a *\<^sub>R axis k (1::real)) = norm a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1580
      by simp
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1581
  qed auto
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1582
  then show thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1583
    using True that by auto
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1584
next
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1585
  case False
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1586
  obtain f where "orthogonal_transformation f" "det(matrix f) = 1" "f (norm a *\<^sub>R axis k 1) = a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1587
  proof (rule rotation_exists)
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1588
    show "2 \<le> CARD('n)"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1589
      using False one_le_card_finite [where 'a='n] by linarith
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1590
    show "norm (norm a *\<^sub>R axis k (1::real)) = norm a"
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1591
      by simp
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1592
  qed auto
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1593
  then show thesis
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1594
    using that by blast
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1595
qed
817944aeac3f Lots of new material about matrices, etc.
paulson <lp15@cam.ac.uk>
parents: 67673
diff changeset
  1596
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1597
end