src/HOL/Analysis/Euclidean_Space.thy
author wenzelm
Thu, 01 Sep 2016 14:49:36 +0200
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(*  Title:      HOL/Analysis/Euclidean_Space.thy
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    Author:     Johannes Hölzl, TU München
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    Author:     Brian Huffman, Portland State University
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*)
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section \<open>Finite-Dimensional Inner Product Spaces\<close>
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theory Euclidean_Space
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imports
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  L2_Norm
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  "~~/src/HOL/Library/Inner_Product"
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  "~~/src/HOL/Library/Product_Vector"
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begin
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subsection \<open>Type class of Euclidean spaces\<close>
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class euclidean_space = real_inner +
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  fixes Basis :: "'a set"
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  assumes nonempty_Basis [simp]: "Basis \<noteq> {}"
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  assumes finite_Basis [simp]: "finite Basis"
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  assumes inner_Basis:
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    "\<lbrakk>u \<in> Basis; v \<in> Basis\<rbrakk> \<Longrightarrow> inner u v = (if u = v then 1 else 0)"
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  assumes euclidean_all_zero_iff:
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    "(\<forall>u\<in>Basis. inner x u = 0) \<longleftrightarrow> (x = 0)"
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syntax "_type_dimension" :: "type \<Rightarrow> nat"  ("(1DIM/(1'(_')))")
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translations "DIM('a)" \<rightharpoonup> "CONST card (CONST Basis :: 'a set)"
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typed_print_translation \<open>
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  [(@{const_syntax card},
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    fn ctxt => fn _ => fn [Const (@{const_syntax Basis}, Type (@{type_name set}, [T]))] =>
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      Syntax.const @{syntax_const "_type_dimension"} $ Syntax_Phases.term_of_typ ctxt T)]
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\<close>
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lemma (in euclidean_space) norm_Basis[simp]: "u \<in> Basis \<Longrightarrow> norm u = 1"
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  unfolding norm_eq_sqrt_inner by (simp add: inner_Basis)
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lemma (in euclidean_space) inner_same_Basis[simp]: "u \<in> Basis \<Longrightarrow> inner u u = 1"
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  by (simp add: inner_Basis)
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lemma (in euclidean_space) inner_not_same_Basis: "u \<in> Basis \<Longrightarrow> v \<in> Basis \<Longrightarrow> u \<noteq> v \<Longrightarrow> inner u v = 0"
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  by (simp add: inner_Basis)
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lemma (in euclidean_space) sgn_Basis: "u \<in> Basis \<Longrightarrow> sgn u = u"
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  unfolding sgn_div_norm by (simp add: scaleR_one)
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lemma (in euclidean_space) Basis_zero [simp]: "0 \<notin> Basis"
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proof
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  assume "0 \<in> Basis" thus "False"
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    using inner_Basis [of 0 0] by simp
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qed
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lemma (in euclidean_space) nonzero_Basis: "u \<in> Basis \<Longrightarrow> u \<noteq> 0"
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  by clarsimp
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lemma (in euclidean_space) SOME_Basis: "(SOME i. i \<in> Basis) \<in> Basis"
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  by (metis ex_in_conv nonempty_Basis someI_ex)
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lemma (in euclidean_space) inner_setsum_left_Basis[simp]:
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    "b \<in> Basis \<Longrightarrow> inner (\<Sum>i\<in>Basis. f i *\<^sub>R i) b = f b"
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  by (simp add: inner_setsum_left inner_Basis if_distrib comm_monoid_add_class.setsum.If_cases)
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lemma (in euclidean_space) euclidean_eqI:
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  assumes b: "\<And>b. b \<in> Basis \<Longrightarrow> inner x b = inner y b" shows "x = y"
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proof -
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  from b have "\<forall>b\<in>Basis. inner (x - y) b = 0"
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    by (simp add: inner_diff_left)
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  then show "x = y"
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    by (simp add: euclidean_all_zero_iff)
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qed
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lemma (in euclidean_space) euclidean_eq_iff:
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  "x = y \<longleftrightarrow> (\<forall>b\<in>Basis. inner x b = inner y b)"
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  by (auto intro: euclidean_eqI)
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lemma (in euclidean_space) euclidean_representation_setsum:
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  "(\<Sum>i\<in>Basis. f i *\<^sub>R i) = b \<longleftrightarrow> (\<forall>i\<in>Basis. f i = inner b i)"
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  by (subst euclidean_eq_iff) simp
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lemma (in euclidean_space) euclidean_representation_setsum':
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  "b = (\<Sum>i\<in>Basis. f i *\<^sub>R i) \<longleftrightarrow> (\<forall>i\<in>Basis. f i = inner b i)"
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  by (auto simp add: euclidean_representation_setsum[symmetric])
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lemma (in euclidean_space) euclidean_representation: "(\<Sum>b\<in>Basis. inner x b *\<^sub>R b) = x"
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  unfolding euclidean_representation_setsum by simp
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lemma (in euclidean_space) choice_Basis_iff:
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  fixes P :: "'a \<Rightarrow> real \<Rightarrow> bool"
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  shows "(\<forall>i\<in>Basis. \<exists>x. P i x) \<longleftrightarrow> (\<exists>x. \<forall>i\<in>Basis. P i (inner x i))"
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  unfolding bchoice_iff
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proof safe
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  fix f assume "\<forall>i\<in>Basis. P i (f i)"
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  then show "\<exists>x. \<forall>i\<in>Basis. P i (inner x i)"
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    by (auto intro!: exI[of _ "\<Sum>i\<in>Basis. f i *\<^sub>R i"])
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qed auto
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lemma (in euclidean_space) euclidean_representation_setsum_fun:
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    "(\<lambda>x. \<Sum>b\<in>Basis. inner (f x) b *\<^sub>R b) = f"
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  by (rule ext) (simp add: euclidean_representation_setsum)
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lemma euclidean_isCont:
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  assumes "\<And>b. b \<in> Basis \<Longrightarrow> isCont (\<lambda>x. (inner (f x) b) *\<^sub>R b) x"
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    shows "isCont f x"
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  apply (subst euclidean_representation_setsum_fun [symmetric])
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  apply (rule isCont_setsum)
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  apply (blast intro: assms)
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  done
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lemma DIM_positive: "0 < DIM('a::euclidean_space)"
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  by (simp add: card_gt_0_iff)
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lemma DIM_ge_Suc0 [iff]: "Suc 0 \<le> card Basis"
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  by (meson DIM_positive Suc_leI)
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lemma setsum_inner_Basis_scaleR [simp]:
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  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_vector"
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  assumes "b \<in> Basis" shows "(\<Sum>i\<in>Basis. (inner i b) *\<^sub>R f i) = f b"
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  by (simp add: comm_monoid_add_class.setsum.remove [OF finite_Basis assms]
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         assms inner_not_same_Basis comm_monoid_add_class.setsum.neutral)
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lemma setsum_inner_Basis_eq [simp]:
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  assumes "b \<in> Basis" shows "(\<Sum>i\<in>Basis. (inner i b) * f i) = f b"
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63040
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  by (simp add: comm_monoid_add_class.setsum.remove [OF finite_Basis assms]
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63040
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         assms inner_not_same_Basis comm_monoid_add_class.setsum.neutral)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
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subsection \<open>Subclass relationships\<close>
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bd91b77c4cd6 move class perfect_space into RealVector.thy;
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instance euclidean_space \<subseteq> perfect_space
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proof
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  fix x :: 'a show "\<not> open {x}"
bd91b77c4cd6 move class perfect_space into RealVector.thy;
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  proof
bd91b77c4cd6 move class perfect_space into RealVector.thy;
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    assume "open {x}"
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    then obtain e where "0 < e" and e: "\<forall>y. dist y x < e \<longrightarrow> y = x"
bd91b77c4cd6 move class perfect_space into RealVector.thy;
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      unfolding open_dist by fast
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    define y where "y = x + scaleR (e/2) (SOME b. b \<in> Basis)"
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    have [simp]: "(SOME b. b \<in> Basis) \<in> Basis"
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      by (rule someI_ex) (auto simp: ex_in_conv)
60420
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    from \<open>0 < e\<close> have "y \<noteq> x"
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      unfolding y_def by (auto intro!: nonzero_Basis)
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wenzelm
parents: 58877
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    from \<open>0 < e\<close> have "dist y x < e"
53939
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huffman
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      unfolding y_def by (simp add: dist_norm)
60420
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wenzelm
parents: 58877
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    from \<open>y \<noteq> x\<close> and \<open>dist y x < e\<close> show "False"
44571
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      using e by simp
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  qed
bd91b77c4cd6 move class perfect_space into RealVector.thy;
huffman
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qed
bd91b77c4cd6 move class perfect_space into RealVector.thy;
huffman
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diff changeset
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60420
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wenzelm
parents: 58877
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subsection \<open>Class instances\<close>
33175
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himmelma
parents:
diff changeset
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subsubsection \<open>Type @{typ real}\<close>
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instantiation real :: euclidean_space
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begin
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63627
6ddb43c6b711 rename HOL-Multivariate_Analysis to HOL-Analysis.
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definition
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  [simp]: "Basis = {1::real}"
44129
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286bd57858b9 simplified definition of class euclidean_space;
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instance
61169
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wenzelm
parents: 60974
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  by standard auto
44129
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286bd57858b9 simplified definition of class euclidean_space;
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end
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diff changeset
   161
50526
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lemma DIM_real[simp]: "DIM(real) = 1"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
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  by simp
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60420
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wenzelm
parents: 58877
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   165
subsubsection \<open>Type @{typ complex}\<close>
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44129
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instantiation complex :: euclidean_space
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parents: 36778
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   168
begin
44129
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huffman
parents: 44128
diff changeset
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63589
58aab4745e85 more symbols;
wenzelm
parents: 63141
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   170
definition Basis_complex_def: "Basis = {1, \<i>}"
44166
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   171
d12d89a66742 modify euclidean_space class to include basis set
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instance
62390
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nipkow
parents: 61169
diff changeset
   173
  by standard (auto simp add: Basis_complex_def intro: complex_eqI split: if_split_asm)
44129
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huffman
parents: 44128
diff changeset
   174
286bd57858b9 simplified definition of class euclidean_space;
huffman
parents: 44128
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end
286bd57858b9 simplified definition of class euclidean_space;
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parents: 44128
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   177
lemma DIM_complex[simp]: "DIM(complex) = 2"
50526
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hoelzl
parents: 44902
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   178
  unfolding Basis_complex_def by simp
37489
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hoelzl
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   179
60420
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wenzelm
parents: 58877
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   180
subsubsection \<open>Type @{typ "'a \<times> 'b"}\<close>
38656
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hoelzl
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   181
44129
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instantiation prod :: (euclidean_space, euclidean_space) euclidean_space
38656
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hoelzl
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   183
begin
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 38642
diff changeset
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44129
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parents: 44128
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definition
44166
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parents: 44133
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  "Basis = (\<lambda>u. (u, 0)) ` Basis \<union> (\<lambda>v. (0, v)) ` Basis"
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   187
54781
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immler
parents: 54776
diff changeset
   188
lemma setsum_Basis_prod_eq:
fe462aa28c3d additional lemmas
immler
parents: 54776
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   189
  fixes f::"('a*'b)\<Rightarrow>('a*'b)"
fe462aa28c3d additional lemmas
immler
parents: 54776
diff changeset
   190
  shows "setsum f Basis = setsum (\<lambda>i. f (i, 0)) Basis + setsum (\<lambda>i. f (0, i)) Basis"
fe462aa28c3d additional lemmas
immler
parents: 54776
diff changeset
   191
proof -
fe462aa28c3d additional lemmas
immler
parents: 54776
diff changeset
   192
  have "inj_on (\<lambda>u. (u::'a, 0::'b)) Basis" "inj_on (\<lambda>u. (0::'a, u::'b)) Basis"
fe462aa28c3d additional lemmas
immler
parents: 54776
diff changeset
   193
    by (auto intro!: inj_onI Pair_inject)
fe462aa28c3d additional lemmas
immler
parents: 54776
diff changeset
   194
  thus ?thesis
fe462aa28c3d additional lemmas
immler
parents: 54776
diff changeset
   195
    unfolding Basis_prod_def
57418
6ab1c7cb0b8d fact consolidation
haftmann
parents: 54781
diff changeset
   196
    by (subst setsum.union_disjoint) (auto simp: Basis_prod_def setsum.reindex)
54781
fe462aa28c3d additional lemmas
immler
parents: 54776
diff changeset
   197
qed
fe462aa28c3d additional lemmas
immler
parents: 54776
diff changeset
   198
44129
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   199
instance proof
44166
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   200
  show "(Basis :: ('a \<times> 'b) set) \<noteq> {}"
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   201
    unfolding Basis_prod_def by simp
44129
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huffman
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diff changeset
   202
next
44166
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   203
  show "finite (Basis :: ('a \<times> 'b) set)"
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   204
    unfolding Basis_prod_def by simp
44129
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huffman
parents: 44128
diff changeset
   205
next
44166
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huffman
parents: 44133
diff changeset
   206
  fix u v :: "'a \<times> 'b"
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   207
  assume "u \<in> Basis" and "v \<in> Basis"
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   208
  thus "inner u v = (if u = v then 1 else 0)"
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   209
    unfolding Basis_prod_def inner_prod_def
62390
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nipkow
parents: 61169
diff changeset
   210
    by (auto simp add: inner_Basis split: if_split_asm)
44129
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huffman
parents: 44128
diff changeset
   211
next
286bd57858b9 simplified definition of class euclidean_space;
huffman
parents: 44128
diff changeset
   212
  fix x :: "'a \<times> 'b"
44166
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   213
  show "(\<forall>u\<in>Basis. inner x u = 0) \<longleftrightarrow> x = 0"
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   214
    unfolding Basis_prod_def ball_Un ball_simps
d12d89a66742 modify euclidean_space class to include basis set
huffman
parents: 44133
diff changeset
   215
    by (simp add: inner_prod_def prod_eq_iff euclidean_all_zero_iff)
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 38642
diff changeset
   216
qed
44129
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huffman
parents: 44128
diff changeset
   217
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 44902
diff changeset
   218
lemma DIM_prod[simp]: "DIM('a \<times> 'b) = DIM('a) + DIM('b)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 44902
diff changeset
   219
  unfolding Basis_prod_def
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 44902
diff changeset
   220
  by (subst card_Un_disjoint) (auto intro!: card_image arg_cong2[where f="op +"] inj_onI)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 44902
diff changeset
   221
37489
44e42d392c6e Introduce a type class for euclidean spaces, port most lemmas from real^'n to this type class.
hoelzl
parents: 36778
diff changeset
   222
end
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 38642
diff changeset
   223
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 38642
diff changeset
   224
end