src/HOL/Multivariate_Analysis/Euclidean_Space.thy
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(*  Title:      Library/Multivariate_Analysis/Euclidean_Space.thy
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    Author:     Amine Chaieb, University of Cambridge
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*)
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header {* (Real) Vectors in Euclidean space, and elementary linear algebra.*}
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theory Euclidean_Space
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imports
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  Complex_Main "~~/src/HOL/Decision_Procs/Dense_Linear_Order"
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  Finite_Cartesian_Product Infinite_Set Numeral_Type
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  Inner_Product L2_Norm
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uses "positivstellensatz.ML" ("normarith.ML")
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begin
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subsection{* Basic componentwise operations on vectors. *}
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instantiation cart :: (times,finite) times
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begin
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  definition vector_mult_def : "op * \<equiv> (\<lambda> x y.  (\<chi> i. (x$i) * (y$i)))"
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  instance ..
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end
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instantiation cart :: (one,finite) one
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begin
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  definition vector_one_def : "1 \<equiv> (\<chi> i. 1)"
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  instance ..
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end
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instantiation cart :: (ord,finite) ord
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begin
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  definition vector_le_def:
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    "less_eq (x :: 'a ^'b) y = (ALL i. x$i <= y$i)"
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  definition vector_less_def: "less (x :: 'a ^'b) y = (ALL i. x$i < y$i)"
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  instance by (intro_classes)
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end
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text{* The ordering on one-dimensional vectors is linear. *}
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class cart_one = assumes UNIV_one: "card (UNIV \<Colon> 'a set) = Suc 0"
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begin
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  subclass finite
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  proof from UNIV_one show "finite (UNIV :: 'a set)"
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      by (auto intro!: card_ge_0_finite) qed
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end
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instantiation cart :: (linorder,cart_one) linorder begin
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instance proof
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  guess a B using UNIV_one[where 'a='b] unfolding card_Suc_eq apply- by(erule exE)+
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  hence *:"UNIV = {a}" by auto
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  have "\<And>P. (\<forall>i\<in>UNIV. P i) \<longleftrightarrow> P a" unfolding * by auto hence all:"\<And>P. (\<forall>i. P i) \<longleftrightarrow> P a" by auto
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  fix x y z::"'a^'b::cart_one" note * = vector_le_def vector_less_def all Cart_eq
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  show "x\<le>x" "(x < y) = (x \<le> y \<and> \<not> y \<le> x)" "x\<le>y \<or> y\<le>x" unfolding * by(auto simp only:field_simps)
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  { assume "x\<le>y" "y\<le>z" thus "x\<le>z" unfolding * by(auto simp only:field_simps) }
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  { assume "x\<le>y" "y\<le>x" thus "x=y" unfolding * by(auto simp only:field_simps) }
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qed end
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text{* Also the scalar-vector multiplication. *}
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definition vector_scalar_mult:: "'a::times \<Rightarrow> 'a ^ 'n \<Rightarrow> 'a ^ 'n" (infixl "*s" 70)
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  where "c *s x = (\<chi> i. c * (x$i))"
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text{* Constant Vectors *} 
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definition "vec x = (\<chi> i. x)"
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subsection {* A naive proof procedure to lift really trivial arithmetic stuff from the basis of the vector space. *}
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method_setup vector = {*
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let
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  val ss1 = HOL_basic_ss addsimps [@{thm setsum_addf} RS sym,
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  @{thm setsum_subtractf} RS sym, @{thm setsum_right_distrib},
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  @{thm setsum_left_distrib}, @{thm setsum_negf} RS sym]
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  val ss2 = @{simpset} addsimps
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             [@{thm vector_add_def}, @{thm vector_mult_def},
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              @{thm vector_minus_def}, @{thm vector_uminus_def},
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              @{thm vector_one_def}, @{thm vector_zero_def}, @{thm vec_def},
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              @{thm vector_scaleR_def},
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              @{thm Cart_lambda_beta}, @{thm vector_scalar_mult_def}]
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 fun vector_arith_tac ths =
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   simp_tac ss1
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   THEN' (fn i => rtac @{thm setsum_cong2} i
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         ORELSE rtac @{thm setsum_0'} i
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         ORELSE simp_tac (HOL_basic_ss addsimps [@{thm "Cart_eq"}]) i)
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   (* THEN' TRY o clarify_tac HOL_cs  THEN' (TRY o rtac @{thm iffI}) *)
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   THEN' asm_full_simp_tac (ss2 addsimps ths)
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 in
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  Attrib.thms >> (fn ths => K (SIMPLE_METHOD' (vector_arith_tac ths)))
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 end
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*} "Lifts trivial vector statements to real arith statements"
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lemma vec_0[simp]: "vec 0 = 0" by (vector vector_zero_def)
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lemma vec_1[simp]: "vec 1 = 1" by (vector vector_one_def)
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text{* Obvious "component-pushing". *}
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lemma vec_component [simp]: "vec x $ i = x"
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  by (vector vec_def)
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lemma vector_mult_component [simp]: "(x * y)$i = x$i * y$i"
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  by vector
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lemma vector_smult_component [simp]: "(c *s y)$i = c * (y$i)"
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  by vector
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lemma cond_component: "(if b then x else y)$i = (if b then x$i else y$i)" by vector
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lemmas vector_component =
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  vec_component vector_add_component vector_mult_component
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  vector_smult_component vector_minus_component vector_uminus_component
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  vector_scaleR_component cond_component
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subsection {* Some frequently useful arithmetic lemmas over vectors. *}
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instance cart :: (semigroup_mult,finite) semigroup_mult
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  apply (intro_classes) by (vector mult_assoc)
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instance cart :: (monoid_mult,finite) monoid_mult
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  apply (intro_classes) by vector+
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instance cart :: (ab_semigroup_mult,finite) ab_semigroup_mult
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  apply (intro_classes) by (vector mult_commute)
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instance cart :: (ab_semigroup_idem_mult,finite) ab_semigroup_idem_mult
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  apply (intro_classes) by (vector mult_idem)
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instance cart :: (comm_monoid_mult,finite) comm_monoid_mult
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  apply (intro_classes) by vector
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instance cart :: (semiring,finite) semiring
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  apply (intro_classes) by (vector field_simps)+
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instance cart :: (semiring_0,finite) semiring_0
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  apply (intro_classes) by (vector field_simps)+
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instance cart :: (semiring_1,finite) semiring_1
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  apply (intro_classes) by vector
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instance cart :: (comm_semiring,finite) comm_semiring
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  apply (intro_classes) by (vector field_simps)+
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instance cart :: (comm_semiring_0,finite) comm_semiring_0 by (intro_classes)
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instance cart :: (cancel_comm_monoid_add, finite) cancel_comm_monoid_add ..
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instance cart :: (semiring_0_cancel,finite) semiring_0_cancel by (intro_classes)
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instance cart :: (comm_semiring_0_cancel,finite) comm_semiring_0_cancel by (intro_classes)
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instance cart :: (ring,finite) ring by (intro_classes)
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instance cart :: (semiring_1_cancel,finite) semiring_1_cancel by (intro_classes)
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instance cart :: (comm_semiring_1,finite) comm_semiring_1 by (intro_classes)
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instance cart :: (ring_1,finite) ring_1 ..
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instance cart :: (real_algebra,finite) real_algebra
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  apply intro_classes
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  apply (simp_all add: vector_scaleR_def field_simps)
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  apply vector
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  apply vector
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  done
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instance cart :: (real_algebra_1,finite) real_algebra_1 ..
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lemma of_nat_index:
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  "(of_nat n :: 'a::semiring_1 ^'n)$i = of_nat n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   160
  apply (induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   161
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   162
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   163
  done
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   164
33175
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himmelma
parents:
diff changeset
   165
lemma one_index[simp]:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
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   166
  "(1 :: 'a::one ^'n)$i = 1" by vector
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   167
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   168
instance cart :: (semiring_char_0,finite) semiring_char_0
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   169
proof (intro_classes)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   170
  fix m n ::nat
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   171
  show "(of_nat m :: 'a^'b) = of_nat n \<longleftrightarrow> m = n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   172
    by (simp add: Cart_eq of_nat_index)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   173
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   174
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   175
instance cart :: (comm_ring_1,finite) comm_ring_1 by intro_classes
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   176
instance cart :: (ring_char_0,finite) ring_char_0 by intro_classes
33175
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himmelma
parents:
diff changeset
   177
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   178
lemma vector_smult_assoc: "a *s (b *s x) = ((a::'a::semigroup_mult) * b) *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   179
  by (vector mult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   180
lemma vector_sadd_rdistrib: "((a::'a::semiring) + b) *s x = a *s x + b *s x"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   181
  by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   182
lemma vector_add_ldistrib: "(c::'a::semiring) *s (x + y) = c *s x + c *s y"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   183
  by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   184
lemma vector_smult_lzero[simp]: "(0::'a::mult_zero) *s x = 0" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   185
lemma vector_smult_lid[simp]: "(1::'a::monoid_mult) *s x = x" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   186
lemma vector_ssub_ldistrib: "(c::'a::ring) *s (x - y) = c *s x - c *s y"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   187
  by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   188
lemma vector_smult_rneg: "(c::'a::ring) *s -x = -(c *s x)" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   189
lemma vector_smult_lneg: "- (c::'a::ring) *s x = -(c *s x)" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   190
lemma vector_sneg_minus1: "-x = (- (1::'a::ring_1)) *s x" by vector
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   191
lemma vector_smult_rzero[simp]: "c *s 0 = (0::'a::mult_zero ^ 'n)" by vector
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   192
lemma vector_sub_rdistrib: "((a::'a::ring) - b) *s x = a *s x - b *s x"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   193
  by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   194
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   195
lemma vec_eq[simp]: "(vec m = vec n) \<longleftrightarrow> (m = n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   196
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   197
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   198
abbreviation inner_bullet (infix "\<bullet>" 70)  where "x \<bullet> y \<equiv> inner x y"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   199
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   200
subsection {* A connectedness or intermediate value lemma with several applications. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   201
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   202
lemma connected_real_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   203
  fixes f :: "real \<Rightarrow> 'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   204
  assumes ab: "a \<le> b" and fa: "f a \<in> e1" and fb: "f b \<in> e2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   205
  and dst: "\<And>e x. a <= x \<Longrightarrow> x <= b \<Longrightarrow> 0 < e ==> \<exists>d > 0. \<forall>y. abs(y - x) < d \<longrightarrow> dist(f y) (f x) < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   206
  and e1: "\<forall>y \<in> e1. \<exists>e > 0. \<forall>y'. dist y' y < e \<longrightarrow> y' \<in> e1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   207
  and e2: "\<forall>y \<in> e2. \<exists>e > 0. \<forall>y'. dist y' y < e \<longrightarrow> y' \<in> e2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   208
  and e12: "~(\<exists>x \<ge> a. x <= b \<and> f x \<in> e1 \<and> f x \<in> e2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   209
  shows "\<exists>x \<ge> a. x <= b \<and> f x \<notin> e1 \<and> f x \<notin> e2" (is "\<exists> x. ?P x")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   210
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   211
  let ?S = "{c. \<forall>x \<ge> a. x <= c \<longrightarrow> f x \<in> e1}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   212
  have Se: " \<exists>x. x \<in> ?S" apply (rule exI[where x=a]) by (auto simp add: fa)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   213
  have Sub: "\<exists>y. isUb UNIV ?S y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   214
    apply (rule exI[where x= b])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   215
    using ab fb e12 by (auto simp add: isUb_def setle_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   216
  from reals_complete[OF Se Sub] obtain l where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   217
    l: "isLub UNIV ?S l"by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   218
  have alb: "a \<le> l" "l \<le> b" using l ab fa fb e12
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   219
    apply (auto simp add: isLub_def leastP_def isUb_def setle_def setge_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   220
    by (metis linorder_linear)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   221
  have ale1: "\<forall>z \<ge> a. z < l \<longrightarrow> f z \<in> e1" using l
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   222
    apply (auto simp add: isLub_def leastP_def isUb_def setle_def setge_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   223
    by (metis linorder_linear not_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   224
    have th1: "\<And>z x e d :: real. z <= x + e \<Longrightarrow> e < d ==> z < x \<or> abs(z - x) < d" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   225
    have th2: "\<And>e x:: real. 0 < e ==> ~(x + e <= x)" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   226
    have th3: "\<And>d::real. d > 0 \<Longrightarrow> \<exists>e > 0. e < d" by dlo
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   227
    {assume le2: "f l \<in> e2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   228
      from le2 fa fb e12 alb have la: "l \<noteq> a" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   229
      hence lap: "l - a > 0" using alb by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   230
      from e2[rule_format, OF le2] obtain e where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   231
        e: "e > 0" "\<forall>y. dist y (f l) < e \<longrightarrow> y \<in> e2" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   232
      from dst[OF alb e(1)] obtain d where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   233
        d: "d > 0" "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> dist (f y) (f l) < e" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   234
      have "\<exists>d'. d' < d \<and> d' >0 \<and> l - d' > a" using lap d(1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   235
        apply ferrack by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   236
      then obtain d' where d': "d' > 0" "d' < d" "l - d' > a" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   237
      from d e have th0: "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> f y \<in> e2" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   238
      from th0[rule_format, of "l - d'"] d' have "f (l - d') \<in> e2" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   239
      moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   240
      have "f (l - d') \<in> e1" using ale1[rule_format, of "l -d'"] d' by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   241
      ultimately have False using e12 alb d' by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   242
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   243
    {assume le1: "f l \<in> e1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   244
    from le1 fa fb e12 alb have lb: "l \<noteq> b" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   245
      hence blp: "b - l > 0" using alb by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   246
      from e1[rule_format, OF le1] obtain e where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   247
        e: "e > 0" "\<forall>y. dist y (f l) < e \<longrightarrow> y \<in> e1" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   248
      from dst[OF alb e(1)] obtain d where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   249
        d: "d > 0" "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> dist (f y) (f l) < e" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   250
      have "\<exists>d'. d' < d \<and> d' >0" using d(1) by dlo
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   251
      then obtain d' where d': "d' > 0" "d' < d" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   252
      from d e have th0: "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> f y \<in> e1" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   253
      hence "\<forall>y. l \<le> y \<and> y \<le> l + d' \<longrightarrow> f y \<in> e1" using d' by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   254
      with ale1 have "\<forall>y. a \<le> y \<and> y \<le> l + d' \<longrightarrow> f y \<in> e1" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   255
      with l d' have False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   256
        by (auto simp add: isLub_def isUb_def setle_def setge_def leastP_def) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   257
    ultimately show ?thesis using alb by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   258
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   259
36431
340755027840 move definitions and theorems for type real^1 to separate theory file
huffman
parents: 36365
diff changeset
   260
text{* One immediately useful corollary is the existence of square roots! --- Should help to get rid of all the development of square-root for reals as a special case *}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   261
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   262
lemma square_bound_lemma: "(x::real) < (1 + x) * (1 + x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   263
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   264
  have "(x + 1/2)^2 + 3/4 > 0" using zero_le_power2[of "x+1/2"] by arith
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   265
  thus ?thesis by (simp add: field_simps power2_eq_square)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   266
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   267
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   268
lemma square_continuous: "0 < (e::real) ==> \<exists>d. 0 < d \<and> (\<forall>y. abs(y - x) < d \<longrightarrow> abs(y * y - x * x) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   269
  using isCont_power[OF isCont_ident, of 2, unfolded isCont_def LIM_eq, rule_format, of e x] apply (auto simp add: power2_eq_square)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   270
  apply (rule_tac x="s" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   271
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   272
  apply (erule_tac x=y in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   273
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   274
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   275
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   276
lemma real_le_lsqrt: "0 <= x \<Longrightarrow> 0 <= y \<Longrightarrow> x <= y^2 ==> sqrt x <= y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   277
  using real_sqrt_le_iff[of x "y^2"] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   278
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   279
lemma real_le_rsqrt: "x^2 \<le> y \<Longrightarrow> x \<le> sqrt y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   280
  using real_sqrt_le_mono[of "x^2" y] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   281
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   282
lemma real_less_rsqrt: "x^2 < y \<Longrightarrow> x < sqrt y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   283
  using real_sqrt_less_mono[of "x^2" y] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   284
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   285
lemma sqrt_even_pow2: assumes n: "even n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   286
  shows "sqrt(2 ^ n) = 2 ^ (n div 2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   287
proof-
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   288
  from n obtain m where m: "n = 2*m" unfolding even_mult_two_ex ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   289
  from m  have "sqrt(2 ^ n) = sqrt ((2 ^ m) ^ 2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   290
    by (simp only: power_mult[symmetric] mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   291
  then show ?thesis  using m by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   292
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   293
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   294
lemma real_div_sqrt: "0 <= x ==> x / sqrt(x) = sqrt(x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   295
  apply (cases "x = 0", simp_all)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   296
  using sqrt_divide_self_eq[of x]
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   297
  apply (simp add: inverse_eq_divide field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   298
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   299
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   300
text{* Hence derive more interesting properties of the norm. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   301
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   302
lemma norm_mul[simp]: "norm(a *s x) = abs(a) * norm x"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   303
  by (simp add: norm_vector_def setL2_right_distrib abs_mult)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   304
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   305
lemma norm_eq_0_dot: "(norm x = 0) \<longleftrightarrow> (inner x x = (0::real))"
8f97d8caabfd replaced \<bullet> with inner
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parents: 35541
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   306
  by (simp add: norm_vector_def setL2_def power2_eq_square)
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parents: 34289
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   307
lemma norm_eq_0_imp: "norm x = 0 ==> x = (0::real ^'n)" by (metis norm_eq_zero)
33175
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parents:
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   308
lemma vector_mul_eq_0[simp]: "(a *s x = 0) \<longleftrightarrow> a = (0::'a::idom) \<or> x = 0"
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parents:
diff changeset
   309
  by vector
2083bde13ce1 distinguished session for multivariate analysis
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parents:
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   310
lemma vector_mul_lcancel[simp]: "a *s x = a *s y \<longleftrightarrow> a = (0::real) \<or> x = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   311
  by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_ssub_ldistrib)
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parents:
diff changeset
   312
lemma vector_mul_rcancel[simp]: "a *s x = b *s x \<longleftrightarrow> (a::real) = b \<or> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   313
  by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_sub_rdistrib)
2083bde13ce1 distinguished session for multivariate analysis
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parents:
diff changeset
   314
lemma vector_mul_lcancel_imp: "a \<noteq> (0::real) ==>  a *s x = a *s y ==> (x = y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   315
  by (metis vector_mul_lcancel)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   316
lemma vector_mul_rcancel_imp: "x \<noteq> 0 \<Longrightarrow> (a::real) *s x = b *s x ==> a = b"
2083bde13ce1 distinguished session for multivariate analysis
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parents:
diff changeset
   317
  by (metis vector_mul_rcancel)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   318
33175
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parents:
diff changeset
   319
lemma norm_cauchy_schwarz:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   320
  shows "inner x y <= norm x * norm y"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   321
  using Cauchy_Schwarz_ineq2[of x y] by auto
33175
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parents:
diff changeset
   322
2083bde13ce1 distinguished session for multivariate analysis
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parents:
diff changeset
   323
lemma norm_cauchy_schwarz_abs:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   324
  shows "\<bar>inner x y\<bar> \<le> norm x * norm y"
36585
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huffman
parents: 36581
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   325
  by (rule Cauchy_Schwarz_ineq2)
33175
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himmelma
parents:
diff changeset
   326
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   327
lemma norm_triangle_sub:
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parents:
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   328
  fixes x y :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   329
  shows "norm x \<le> norm y  + norm (x - y)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   330
  using norm_triangle_ineq[of "y" "x - y"] by (simp add: field_simps)
33175
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himmelma
parents:
diff changeset
   331
34291
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parents: 34289
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   332
lemma component_le_norm: "\<bar>x$i\<bar> <= norm x"
33175
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himmelma
parents:
diff changeset
   333
  apply (simp add: norm_vector_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   334
  apply (rule member_le_setL2, simp_all)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   335
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   336
34291
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hoelzl
parents: 34289
diff changeset
   337
lemma norm_bound_component_le: "norm x <= e ==> \<bar>x$i\<bar> <= e"
33175
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himmelma
parents:
diff changeset
   338
  by (metis component_le_norm order_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   339
34291
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hoelzl
parents: 34289
diff changeset
   340
lemma norm_bound_component_lt: "norm x < e ==> \<bar>x$i\<bar> < e"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   341
  by (metis component_le_norm basic_trans_rules(21))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   342
34291
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hoelzl
parents: 34289
diff changeset
   343
lemma norm_le_l1: "norm x <= setsum(\<lambda>i. \<bar>x$i\<bar>) UNIV"
33175
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himmelma
parents:
diff changeset
   344
  by (simp add: norm_vector_def setL2_le_setsum)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   345
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   346
lemma real_abs_norm: "\<bar>norm x\<bar> = norm x"
33175
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himmelma
parents:
diff changeset
   347
  by (rule abs_norm_cancel)
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   348
lemma real_abs_sub_norm: "\<bar>norm x - norm y\<bar> <= norm(x - y)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   349
  by (rule norm_triangle_ineq3)
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   350
lemma norm_le: "norm(x) <= norm(y) \<longleftrightarrow> x \<bullet> x <= y \<bullet> y"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   351
  by (simp add: norm_eq_sqrt_inner) 
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   352
lemma norm_lt: "norm(x) < norm(y) \<longleftrightarrow> x \<bullet> x < y \<bullet> y"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   353
  by (simp add: norm_eq_sqrt_inner)
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   354
lemma norm_eq: "norm(x) = norm (y) \<longleftrightarrow> x \<bullet> x = y \<bullet> y"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   355
  apply(subst order_eq_iff) unfolding norm_le by auto
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   356
lemma norm_eq_1: "norm(x) = 1 \<longleftrightarrow> x \<bullet> x = 1"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   357
  unfolding norm_eq_sqrt_inner by auto
33175
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himmelma
parents:
diff changeset
   358
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   359
text{* Squaring equations and inequalities involving norms.  *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   360
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   361
lemma dot_square_norm: "x \<bullet> x = norm(x)^2"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   362
  by (simp add: norm_eq_sqrt_inner)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   363
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   364
lemma norm_eq_square: "norm(x) = a \<longleftrightarrow> 0 <= a \<and> x \<bullet> x = a^2"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   365
  by (auto simp add: norm_eq_sqrt_inner)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   366
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   367
lemma real_abs_le_square_iff: "\<bar>x\<bar> \<le> \<bar>y\<bar> \<longleftrightarrow> (x::real)^2 \<le> y^2"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   368
proof
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   369
  assume "\<bar>x\<bar> \<le> \<bar>y\<bar>"
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   370
  then have "\<bar>x\<bar>\<twosuperior> \<le> \<bar>y\<bar>\<twosuperior>" by (rule power_mono, simp)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   371
  then show "x\<twosuperior> \<le> y\<twosuperior>" by simp
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   372
next
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   373
  assume "x\<twosuperior> \<le> y\<twosuperior>"
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   374
  then have "sqrt (x\<twosuperior>) \<le> sqrt (y\<twosuperior>)" by (rule real_sqrt_le_mono)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   375
  then show "\<bar>x\<bar> \<le> \<bar>y\<bar>" by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   376
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   377
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   378
lemma norm_le_square: "norm(x) <= a \<longleftrightarrow> 0 <= a \<and> x \<bullet> x <= a^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   379
  apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   380
  using norm_ge_zero[of x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   381
  apply arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   382
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   383
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   384
lemma norm_ge_square: "norm(x) >= a \<longleftrightarrow> a <= 0 \<or> x \<bullet> x >= a ^ 2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   385
  apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   386
  using norm_ge_zero[of x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   387
  apply arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   388
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   389
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   390
lemma norm_lt_square: "norm(x) < a \<longleftrightarrow> 0 < a \<and> x \<bullet> x < a^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   391
  by (metis not_le norm_ge_square)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   392
lemma norm_gt_square: "norm(x) > a \<longleftrightarrow> a < 0 \<or> x \<bullet> x > a^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   393
  by (metis norm_le_square not_less)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   394
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   395
text{* Dot product in terms of the norm rather than conversely. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   396
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   397
lemmas inner_simps = inner.add_left inner.add_right inner.diff_right inner.diff_left 
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   398
inner.scaleR_left inner.scaleR_right
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   399
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   400
lemma dot_norm: "x \<bullet> y = (norm(x + y) ^2 - norm x ^ 2 - norm y ^ 2) / 2"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   401
  unfolding power2_norm_eq_inner inner_simps inner_commute by auto 
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   402
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   403
lemma dot_norm_neg: "x \<bullet> y = ((norm x ^ 2 + norm y ^ 2) - norm(x - y) ^ 2) / 2"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   404
  unfolding power2_norm_eq_inner inner_simps inner_commute by(auto simp add:algebra_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   405
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   406
text{* Equality of vectors in terms of @{term "op \<bullet>"} products.    *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   407
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   408
lemma vector_eq: "x = y \<longleftrightarrow> x \<bullet> x = x \<bullet> y \<and> y \<bullet> y = x \<bullet> x" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   409
proof
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   410
  assume ?lhs then show ?rhs by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   411
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   412
  assume ?rhs
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   413
  then have "x \<bullet> x - x \<bullet> y = 0 \<and> x \<bullet> y - y \<bullet> y = 0" by simp
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   414
  hence "x \<bullet> (x - y) = 0 \<and> y \<bullet> (x - y) = 0" by (simp add: inner_simps inner_commute)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   415
  then have "(x - y) \<bullet> (x - y) = 0" by (simp add: field_simps inner_simps inner_commute)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   416
  then show "x = y" by (simp)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   417
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   418
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   419
subsection{* General linear decision procedure for normed spaces. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   420
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   421
lemma norm_cmul_rule_thm:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   422
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   423
  shows "b >= norm(x) ==> \<bar>c\<bar> * b >= norm(scaleR c x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   424
  unfolding norm_scaleR
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   425
  apply (erule mult_mono1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   426
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   427
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   428
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   429
  (* FIXME: Move all these theorems into the ML code using lemma antiquotation *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   430
lemma norm_add_rule_thm:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   431
  fixes x1 x2 :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   432
  shows "norm x1 \<le> b1 \<Longrightarrow> norm x2 \<le> b2 \<Longrightarrow> norm (x1 + x2) \<le> b1 + b2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   433
  by (rule order_trans [OF norm_triangle_ineq add_mono])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   434
35028
108662d50512 more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents: 34964
diff changeset
   435
lemma ge_iff_diff_ge_0: "(a::'a::linordered_ring) \<ge> b == a - b \<ge> 0"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   436
  by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   437
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   438
lemma pth_1:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   439
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   440
  shows "x == scaleR 1 x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   441
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   442
lemma pth_2:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   443
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   444
  shows "x - y == x + -y" by (atomize (full)) simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   445
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   446
lemma pth_3:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   447
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   448
  shows "- x == scaleR (-1) x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   449
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   450
lemma pth_4:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   451
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   452
  shows "scaleR 0 x == 0" and "scaleR c 0 = (0::'a)" by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   453
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   454
lemma pth_5:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   455
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   456
  shows "scaleR c (scaleR d x) == scaleR (c * d) x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   457
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   458
lemma pth_6:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   459
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   460
  shows "scaleR c (x + y) == scaleR c x + scaleR c y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   461
  by (simp add: scaleR_right_distrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   462
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   463
lemma pth_7:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   464
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   465
  shows "0 + x == x" and "x + 0 == x" by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   466
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   467
lemma pth_8:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   468
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   469
  shows "scaleR c x + scaleR d x == scaleR (c + d) x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   470
  by (simp add: scaleR_left_distrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   471
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   472
lemma pth_9:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   473
  fixes x :: "'a::real_normed_vector" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   474
  "(scaleR c x + z) + scaleR d x == scaleR (c + d) x + z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   475
  "scaleR c x + (scaleR d x + z) == scaleR (c + d) x + z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   476
  "(scaleR c x + w) + (scaleR d x + z) == scaleR (c + d) x + (w + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   477
  by (simp_all add: algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   478
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   479
lemma pth_a:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   480
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   481
  shows "scaleR 0 x + y == y" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   482
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   483
lemma pth_b:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   484
  fixes x :: "'a::real_normed_vector" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   485
  "scaleR c x + scaleR d y == scaleR c x + scaleR d y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   486
  "(scaleR c x + z) + scaleR d y == scaleR c x + (z + scaleR d y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   487
  "scaleR c x + (scaleR d y + z) == scaleR c x + (scaleR d y + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   488
  "(scaleR c x + w) + (scaleR d y + z) == scaleR c x + (w + (scaleR d y + z))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   489
  by (simp_all add: algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   490
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   491
lemma pth_c:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   492
  fixes x :: "'a::real_normed_vector" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   493
  "scaleR c x + scaleR d y == scaleR d y + scaleR c x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   494
  "(scaleR c x + z) + scaleR d y == scaleR d y + (scaleR c x + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   495
  "scaleR c x + (scaleR d y + z) == scaleR d y + (scaleR c x + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   496
  "(scaleR c x + w) + (scaleR d y + z) == scaleR d y + ((scaleR c x + w) + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   497
  by (simp_all add: algebra_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   498
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   499
lemma pth_d:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   500
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   501
  shows "x + 0 == x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   502
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   503
lemma norm_imp_pos_and_ge:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   504
  fixes x :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   505
  shows "norm x == n \<Longrightarrow> norm x \<ge> 0 \<and> n \<ge> norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   506
  by atomize auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   507
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   508
lemma real_eq_0_iff_le_ge_0: "(x::real) = 0 == x \<ge> 0 \<and> -x \<ge> 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   509
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   510
lemma norm_pths:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   511
  fixes x :: "'a::real_normed_vector" shows
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   512
  "x = y \<longleftrightarrow> norm (x - y) \<le> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   513
  "x \<noteq> y \<longleftrightarrow> \<not> (norm (x - y) \<le> 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   514
  using norm_ge_zero[of "x - y"] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   515
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   516
use "normarith.ML"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   517
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   518
method_setup norm = {* Scan.succeed (SIMPLE_METHOD' o NormArith.norm_arith_tac)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   519
*} "Proves simple linear statements about vector norms"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   520
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   521
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   522
text{* Hence more metric properties. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   523
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   524
lemma dist_triangle_alt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   525
  fixes x y z :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   526
  shows "dist y z <= dist x y + dist x z"
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   527
by (rule dist_triangle3)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   528
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   529
lemma dist_pos_lt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   530
  fixes x y :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   531
  shows "x \<noteq> y ==> 0 < dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   532
by (simp add: zero_less_dist_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   533
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   534
lemma dist_nz:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   535
  fixes x y :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   536
  shows "x \<noteq> y \<longleftrightarrow> 0 < dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   537
by (simp add: zero_less_dist_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   538
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   539
lemma dist_triangle_le:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   540
  fixes x y z :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   541
  shows "dist x z + dist y z <= e \<Longrightarrow> dist x y <= e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   542
by (rule order_trans [OF dist_triangle2])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   543
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   544
lemma dist_triangle_lt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   545
  fixes x y z :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   546
  shows "dist x z + dist y z < e ==> dist x y < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   547
by (rule le_less_trans [OF dist_triangle2])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   548
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   549
lemma dist_triangle_half_l:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   550
  fixes x1 x2 y :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   551
  shows "dist x1 y < e / 2 \<Longrightarrow> dist x2 y < e / 2 \<Longrightarrow> dist x1 x2 < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   552
by (rule dist_triangle_lt [where z=y], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   553
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   554
lemma dist_triangle_half_r:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   555
  fixes x1 x2 y :: "'a::metric_space"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   556
  shows "dist y x1 < e / 2 \<Longrightarrow> dist y x2 < e / 2 \<Longrightarrow> dist x1 x2 < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   557
by (rule dist_triangle_half_l, simp_all add: dist_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   558
35172
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   559
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   560
lemma norm_triangle_half_r:
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   561
  shows "norm (y - x1) < e / 2 \<Longrightarrow> norm (y - x2) < e / 2 \<Longrightarrow> norm (x1 - x2) < e"
36587
534418d8d494 remove redundant lemma vector_dist_norm
huffman
parents: 36586
diff changeset
   562
  using dist_triangle_half_r unfolding dist_norm[THEN sym] by auto
35172
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   563
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   564
lemma norm_triangle_half_l: assumes "norm (x - y) < e / 2" "norm (x' - (y)) < e / 2" 
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   565
  shows "norm (x - x') < e"
36587
534418d8d494 remove redundant lemma vector_dist_norm
huffman
parents: 36586
diff changeset
   566
  using dist_triangle_half_l[OF assms[unfolded dist_norm[THEN sym]]]
534418d8d494 remove redundant lemma vector_dist_norm
huffman
parents: 36586
diff changeset
   567
  unfolding dist_norm[THEN sym] .
35172
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   568
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   569
lemma norm_triangle_le: "norm(x) + norm y <= e ==> norm(x + y) <= e"
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   570
  by (metis order_trans norm_triangle_ineq)
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   571
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   572
lemma norm_triangle_lt: "norm(x) + norm(y) < e ==> norm(x + y) < e"
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   573
  by (metis basic_trans_rules(21) norm_triangle_ineq)
579dd5570f96 Added integration to Multivariate-Analysis (upto FTC)
himmelma
parents: 35150
diff changeset
   574
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   575
lemma dist_triangle_add:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   576
  fixes x y x' y' :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   577
  shows "dist (x + y) (x' + y') <= dist x x' + dist y y'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   578
  by norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   579
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   580
lemma dist_mul[simp]: "dist (c *s x) (c *s y) = \<bar>c\<bar> * dist x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   581
  unfolding dist_norm vector_ssub_ldistrib[symmetric] norm_mul ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   582
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   583
lemma dist_triangle_add_half:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   584
  fixes x x' y y' :: "'a::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   585
  shows "dist x x' < e / 2 \<Longrightarrow> dist y y' < e / 2 \<Longrightarrow> dist(x + y) (x' + y') < e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   586
  by norm
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   587
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   588
lemma setsum_component [simp]:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   589
  fixes f:: " 'a \<Rightarrow> ('b::comm_monoid_add) ^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   590
  shows "(setsum f S)$i = setsum (\<lambda>x. (f x)$i) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   591
  by (cases "finite S", induct S set: finite, simp_all)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   592
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   593
lemma setsum_eq: "setsum f S = (\<chi> i. setsum (\<lambda>x. (f x)$i ) S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   594
  by (simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   595
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   596
lemma setsum_clauses:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   597
  shows "setsum f {} = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   598
  and "finite S \<Longrightarrow> setsum f (insert x S) =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   599
                 (if x \<in> S then setsum f S else f x + setsum f S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   600
  by (auto simp add: insert_absorb)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   601
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   602
lemma setsum_cmul:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   603
  fixes f:: "'c \<Rightarrow> ('a::semiring_1)^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   604
  shows "setsum (\<lambda>x. c *s f x) S = c *s setsum f S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   605
  by (simp add: Cart_eq setsum_right_distrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   606
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   607
lemma setsum_norm:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   608
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   609
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   610
  shows "norm (setsum f S) <= setsum (\<lambda>x. norm(f x)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   611
proof(induct rule: finite_induct[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   612
  case 1 thus ?case by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   613
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   614
  case (2 x S)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   615
  from "2.hyps" have "norm (setsum f (insert x S)) \<le> norm (f x) + norm (setsum f S)" by (simp add: norm_triangle_ineq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   616
  also have "\<dots> \<le> norm (f x) + setsum (\<lambda>x. norm(f x)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   617
    using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   618
  finally  show ?case  using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   619
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   620
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   621
lemma setsum_norm_le:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   622
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   623
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   624
  and fg: "\<forall>x \<in> S. norm (f x) \<le> g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   625
  shows "norm (setsum f S) \<le> setsum g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   626
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   627
  from fg have "setsum (\<lambda>x. norm(f x)) S <= setsum g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   628
    by - (rule setsum_mono, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   629
  then show ?thesis using setsum_norm[OF fS, of f] fg
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   630
    by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   631
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   632
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   633
lemma setsum_norm_bound:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   634
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   635
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   636
  and K: "\<forall>x \<in> S. norm (f x) \<le> K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   637
  shows "norm (setsum f S) \<le> of_nat (card S) * K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   638
  using setsum_norm_le[OF fS K] setsum_constant[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   639
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   640
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   641
lemma setsum_vmul:
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   642
  fixes f :: "'a \<Rightarrow> 'b::semiring_0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   643
  assumes fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   644
  shows "setsum f S *s v = setsum (\<lambda>x. f x *s v) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   645
proof(induct rule: finite_induct[OF fS])
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   646
  case 1 then show ?case by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   647
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   648
  case (2 x F)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   649
  from "2.hyps" have "setsum f (insert x F) *s v = (f x + setsum f F) *s v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   650
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   651
  also have "\<dots> = f x *s v + setsum f F *s v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   652
    by (simp add: vector_sadd_rdistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   653
  also have "\<dots> = setsum (\<lambda>x. f x *s v) (insert x F)" using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   654
  finally show ?case .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   655
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   656
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   657
(* FIXME : Problem thm setsum_vmul[of _ "f:: 'a \<Rightarrow> real ^'n"]  ---
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   658
 Get rid of *s and use real_vector instead! Also prove that ^ creates a real_vector !! *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   659
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   660
    (* FIXME: Here too need stupid finiteness assumption on T!!! *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   661
lemma setsum_group:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   662
  assumes fS: "finite S" and fT: "finite T" and fST: "f ` S \<subseteq> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   663
  shows "setsum (\<lambda>y. setsum g {x. x\<in> S \<and> f x = y}) T = setsum g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   664
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   665
apply (subst setsum_image_gen[OF fS, of g f])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   666
apply (rule setsum_mono_zero_right[OF fT fST])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   667
by (auto intro: setsum_0')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   668
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   669
lemma vsum_norm_allsubsets_bound:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   670
  fixes f:: "'a \<Rightarrow> real ^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   671
  assumes fP: "finite P" and fPs: "\<And>Q. Q \<subseteq> P \<Longrightarrow> norm (setsum f Q) \<le> e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   672
  shows "setsum (\<lambda>x. norm (f x)) P \<le> 2 * real CARD('n) *  e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   673
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   674
  let ?d = "real CARD('n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   675
  let ?nf = "\<lambda>x. norm (f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   676
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   677
  have th0: "setsum (\<lambda>x. setsum (\<lambda>i. \<bar>f x $ i\<bar>) ?U) P = setsum (\<lambda>i. setsum (\<lambda>x. \<bar>f x $ i\<bar>) P) ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   678
    by (rule setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   679
  have th1: "2 * ?d * e = of_nat (card ?U) * (2 * e)" by (simp add: real_of_nat_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   680
  have "setsum ?nf P \<le> setsum (\<lambda>x. setsum (\<lambda>i. \<bar>f x $ i\<bar>) ?U) P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   681
    apply (rule setsum_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   682
    by (rule norm_le_l1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   683
  also have "\<dots> \<le> 2 * ?d * e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   684
    unfolding th0 th1
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   685
  proof(rule setsum_bounded)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   686
    fix i assume i: "i \<in> ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   687
    let ?Pp = "{x. x\<in> P \<and> f x $ i \<ge> 0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   688
    let ?Pn = "{x. x \<in> P \<and> f x $ i < 0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   689
    have thp: "P = ?Pp \<union> ?Pn" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   690
    have thp0: "?Pp \<inter> ?Pn ={}" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   691
    have PpP: "?Pp \<subseteq> P" and PnP: "?Pn \<subseteq> P" by blast+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   692
    have Ppe:"setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pp \<le> e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   693
      using component_le_norm[of "setsum (\<lambda>x. f x) ?Pp" i]  fPs[OF PpP]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   694
      by (auto intro: abs_le_D1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   695
    have Pne: "setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pn \<le> e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   696
      using component_le_norm[of "setsum (\<lambda>x. - f x) ?Pn" i]  fPs[OF PnP]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   697
      by (auto simp add: setsum_negf intro: abs_le_D1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   698
    have "setsum (\<lambda>x. \<bar>f x $ i\<bar>) P = setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pp + setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pn"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   699
      apply (subst thp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   700
      apply (rule setsum_Un_zero)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   701
      using fP thp0 by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   702
    also have "\<dots> \<le> 2*e" using Pne Ppe by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   703
    finally show "setsum (\<lambda>x. \<bar>f x $ i\<bar>) P \<le> 2*e" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   704
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   705
  finally show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   706
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   707
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   708
lemma dot_lsum: "finite S \<Longrightarrow> setsum f S \<bullet> y = setsum (\<lambda>x. f x \<bullet> y) S "
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   709
  apply(induct rule: finite_induct) by(auto simp add: inner_simps)
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   710
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   711
lemma dot_rsum: "finite S \<Longrightarrow> y \<bullet> setsum f S = setsum (\<lambda>x. y \<bullet> f x) S "
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   712
  apply(induct rule: finite_induct) by(auto simp add: inner_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   713
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   714
subsection{* Basis vectors in coordinate directions. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   715
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   716
definition "basis k = (\<chi> i. if i = k then 1 else 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   717
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   718
lemma basis_component [simp]: "basis k $ i = (if k=i then 1 else 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   719
  unfolding basis_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   720
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   721
lemma delta_mult_idempotent:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   722
  "(if k=a then 1 else (0::'a::semiring_1)) * (if k=a then 1 else 0) = (if k=a then 1 else 0)" by (cases "k=a", auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   723
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   724
lemma norm_basis:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   725
  shows "norm (basis k :: real ^'n) = 1"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   726
  apply (simp add: basis_def norm_eq_sqrt_inner) unfolding inner_vector_def
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   727
  apply (vector delta_mult_idempotent)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   728
  using setsum_delta[of "UNIV :: 'n set" "k" "\<lambda>k. 1::real"] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   729
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   730
lemma norm_basis_1: "norm(basis 1 :: real ^'n::{finite,one}) = 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   731
  by (rule norm_basis)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   732
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   733
lemma vector_choose_size: "0 <= c ==> \<exists>(x::real^'n). norm x = c"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   734
  apply (rule exI[where x="c *s basis arbitrary"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   735
  by (simp only: norm_mul norm_basis)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   736
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   737
lemma vector_choose_dist: assumes e: "0 <= e"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   738
  shows "\<exists>(y::real^'n). dist x y = e"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   739
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   740
  from vector_choose_size[OF e] obtain c:: "real ^'n"  where "norm c = e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   741
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   742
  then have "dist x (x - c) = e" by (simp add: dist_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   743
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   744
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   745
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   746
lemma basis_inj: "inj (basis :: 'n \<Rightarrow> real ^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   747
  by (simp add: inj_on_def Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   748
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   749
lemma cond_value_iff: "f (if b then x else y) = (if b then f x else f y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   750
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   751
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   752
lemma basis_expansion:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   753
  "setsum (\<lambda>i. (x$i) *s basis i) UNIV = (x::('a::ring_1) ^'n)" (is "?lhs = ?rhs" is "setsum ?f ?S = _")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   754
  by (auto simp add: Cart_eq cond_value_iff setsum_delta[of "?S", where ?'b = "'a", simplified] cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   755
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   756
lemma basis_expansion_unique:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   757
  "setsum (\<lambda>i. f i *s basis i) UNIV = (x::('a::comm_ring_1) ^'n) \<longleftrightarrow> (\<forall>i. f i = x$i)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   758
  by (simp add: Cart_eq setsum_delta cond_value_iff cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   759
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   760
lemma cond_application_beta: "(if b then f else g) x = (if b then f x else g x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   761
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   762
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   763
lemma dot_basis:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   764
  shows "basis i \<bullet> x = x$i" "x \<bullet> (basis i) = (x$i)"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   765
  unfolding inner_vector_def by (auto simp add: basis_def cond_application_beta  cond_value_iff setsum_delta cong del: if_weak_cong)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   766
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   767
lemma inner_basis:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   768
  fixes x :: "'a::{real_inner, real_algebra_1} ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   769
  shows "inner (basis i) x = inner 1 (x $ i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   770
    and "inner x (basis i) = inner (x $ i) 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   771
  unfolding inner_vector_def basis_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   772
  by (auto simp add: cond_application_beta  cond_value_iff setsum_delta cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   773
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   774
lemma basis_eq_0: "basis i = (0::'a::semiring_1^'n) \<longleftrightarrow> False"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   775
  by (auto simp add: Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   776
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   777
lemma basis_nonzero:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   778
  shows "basis k \<noteq> (0:: 'a::semiring_1 ^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   779
  by (simp add: basis_eq_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   780
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   781
lemma vector_eq_ldot: "(\<forall>x. x \<bullet> y = x \<bullet> z) \<longleftrightarrow> y = z"
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   782
proof
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   783
  assume "\<forall>x. x \<bullet> y = x \<bullet> z"
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   784
  hence "\<forall>x. x \<bullet> (y - z) = 0" by (simp add: inner_simps)
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   785
  hence "(y - z) \<bullet> (y - z) = 0" ..
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   786
  thus "y = z" by simp
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   787
qed simp
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   788
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   789
lemma vector_eq_rdot: "(\<forall>z. x \<bullet> z = y \<bullet> z) \<longleftrightarrow> x = y"
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   790
proof
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   791
  assume "\<forall>z. x \<bullet> z = y \<bullet> z"
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   792
  hence "\<forall>z. (x - y) \<bullet> z = 0" by (simp add: inner_simps)
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   793
  hence "(x - y) \<bullet> (x - y) = 0" ..
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   794
  thus "x = y" by simp
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   795
qed simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   796
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   797
subsection{* Orthogonality. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   798
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   799
definition "orthogonal x y \<longleftrightarrow> (x \<bullet> y = 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   800
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   801
lemma orthogonal_basis:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   802
  shows "orthogonal (basis i) x \<longleftrightarrow> x$i = (0::real)"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   803
  by (auto simp add: orthogonal_def inner_vector_def basis_def cond_value_iff cond_application_beta setsum_delta cong del: if_weak_cong)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   804
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   805
lemma orthogonal_basis_basis:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   806
  shows "orthogonal (basis i :: real^'n) (basis j) \<longleftrightarrow> i \<noteq> j"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   807
  unfolding orthogonal_basis[of i] basis_component[of j] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   808
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   809
lemma orthogonal_clauses:
36588
8175a688c5e3 generalize orthogonal_clauses
huffman
parents: 36587
diff changeset
   810
  "orthogonal a 0"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   811
  "orthogonal a x ==> orthogonal a (c *\<^sub>R x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   812
  "orthogonal a x ==> orthogonal a (-x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   813
  "orthogonal a x \<Longrightarrow> orthogonal a y ==> orthogonal a (x + y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   814
  "orthogonal a x \<Longrightarrow> orthogonal a y ==> orthogonal a (x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   815
  "orthogonal 0 a"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   816
  "orthogonal x a ==> orthogonal (c *\<^sub>R x) a"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   817
  "orthogonal x a ==> orthogonal (-x) a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   818
  "orthogonal x a \<Longrightarrow> orthogonal y a ==> orthogonal (x + y) a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   819
  "orthogonal x a \<Longrightarrow> orthogonal y a ==> orthogonal (x - y) a"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   820
  unfolding orthogonal_def inner_simps by auto
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   821
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   822
lemma orthogonal_commute: "orthogonal x y \<longleftrightarrow> orthogonal y x"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
   823
  by (simp add: orthogonal_def inner_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   824
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   825
subsection{* Linear functions. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   826
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   827
definition "linear f \<longleftrightarrow> (\<forall>x y. f(x + y) = f x + f y) \<and> (\<forall>c x. f(c *s x) = c *s f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   828
33714
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
   829
lemma linearI: assumes "\<And>x y. f (x + y) = f x + f y" "\<And>c x. f (c *s x) = c *s f x"
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
   830
  shows "linear f" using assms unfolding linear_def by auto
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
   831
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   832
lemma linear_compose_cmul: "linear f ==> linear (\<lambda>x. (c::'a::comm_semiring) *s f x)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   833
  by (vector linear_def Cart_eq field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   834
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   835
lemma linear_compose_neg: "linear (f :: 'a ^'n \<Rightarrow> 'a::comm_ring ^'m) ==> linear (\<lambda>x. -(f(x)))" by (vector linear_def Cart_eq)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   836
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   837
lemma linear_compose_add: "linear (f :: 'a ^'n \<Rightarrow> 'a::semiring_1 ^'m) \<Longrightarrow> linear g ==> linear (\<lambda>x. f(x) + g(x))"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   838
  by (vector linear_def Cart_eq field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   839
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   840
lemma linear_compose_sub: "linear (f :: 'a ^'n \<Rightarrow> 'a::ring_1 ^'m) \<Longrightarrow> linear g ==> linear (\<lambda>x. f x - g x)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   841
  by (vector linear_def Cart_eq field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   842
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   843
lemma linear_compose: "linear f \<Longrightarrow> linear g ==> linear (g o f)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   844
  by (simp add: linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   845
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   846
lemma linear_id: "linear id" by (simp add: linear_def id_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   847
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   848
lemma linear_zero: "linear (\<lambda>x. 0::'a::semiring_1 ^ 'n)" by (simp add: linear_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   849
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   850
lemma linear_compose_setsum:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   851
  assumes fS: "finite S" and lS: "\<forall>a \<in> S. linear (f a :: 'a::semiring_1 ^ 'n \<Rightarrow> 'a ^'m)"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   852
  shows "linear(\<lambda>x. setsum (\<lambda>a. f a x :: 'a::semiring_1 ^'m) S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   853
  using lS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   854
  apply (induct rule: finite_induct[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   855
  by (auto simp add: linear_zero intro: linear_compose_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   856
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   857
lemma linear_vmul_component:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   858
  fixes f:: "'a::semiring_1^'m \<Rightarrow> 'a^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   859
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   860
  shows "linear (\<lambda>x. f x $ k *s v)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   861
  using lf
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   862
  apply (auto simp add: linear_def )
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   863
  by (vector field_simps)+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   864
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   865
lemma linear_0: "linear f ==> f 0 = (0::'a::semiring_1 ^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   866
  unfolding linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   867
  apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   868
  apply (erule allE[where x="0::'a"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   869
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   870
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   871
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   872
lemma linear_cmul: "linear f ==> f(c*s x) = c *s f x" by (simp add: linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   873
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   874
lemma linear_neg: "linear (f :: 'a::ring_1 ^'n \<Rightarrow> _) ==> f (-x) = - f x"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   875
  unfolding vector_sneg_minus1
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   876
  using linear_cmul[of f] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   877
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   878
lemma linear_add: "linear f ==> f(x + y) = f x + f y" by (metis linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   879
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   880
lemma linear_sub: "linear (f::'a::ring_1 ^'n \<Rightarrow> _) ==> f(x - y) = f x - f y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   881
  by (simp add: diff_def linear_add linear_neg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   882
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   883
lemma linear_setsum:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   884
  fixes f:: "'a::semiring_1^'n \<Rightarrow> _"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   885
  assumes lf: "linear f" and fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   886
  shows "f (setsum g S) = setsum (f o g) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   887
proof (induct rule: finite_induct[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   888
  case 1 thus ?case by (simp add: linear_0[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   889
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   890
  case (2 x F)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   891
  have "f (setsum g (insert x F)) = f (g x + setsum g F)" using "2.hyps"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   892
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   893
  also have "\<dots> = f (g x) + f (setsum g F)" using linear_add[OF lf] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   894
  also have "\<dots> = setsum (f o g) (insert x F)" using "2.hyps" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   895
  finally show ?case .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   896
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   897
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   898
lemma linear_setsum_mul:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   899
  fixes f:: "'a ^'n \<Rightarrow> 'a::semiring_1^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   900
  assumes lf: "linear f" and fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   901
  shows "f (setsum (\<lambda>i. c i *s v i) S) = setsum (\<lambda>i. c i *s f (v i)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   902
  using linear_setsum[OF lf fS, of "\<lambda>i. c i *s v i" , unfolded o_def]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   903
  linear_cmul[OF lf] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   904
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   905
lemma linear_injective_0:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   906
  assumes lf: "linear (f:: 'a::ring_1 ^ 'n \<Rightarrow> _)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   907
  shows "inj f \<longleftrightarrow> (\<forall>x. f x = 0 \<longrightarrow> x = 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   908
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   909
  have "inj f \<longleftrightarrow> (\<forall> x y. f x = f y \<longrightarrow> x = y)" by (simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   910
  also have "\<dots> \<longleftrightarrow> (\<forall> x y. f x - f y = 0 \<longrightarrow> x - y = 0)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   911
  also have "\<dots> \<longleftrightarrow> (\<forall> x y. f (x - y) = 0 \<longrightarrow> x - y = 0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   912
    by (simp add: linear_sub[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   913
  also have "\<dots> \<longleftrightarrow> (\<forall> x. f x = 0 \<longrightarrow> x = 0)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   914
  finally show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   915
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   916
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   917
lemma linear_bounded:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   918
  fixes f:: "real ^'m \<Rightarrow> real ^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   919
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   920
  shows "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   921
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   922
  let ?S = "UNIV:: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   923
  let ?B = "setsum (\<lambda>i. norm(f(basis i))) ?S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   924
  have fS: "finite ?S" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   925
  {fix x:: "real ^ 'm"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   926
    let ?g = "(\<lambda>i. (x$i) *s (basis i) :: real ^ 'm)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   927
    have "norm (f x) = norm (f (setsum (\<lambda>i. (x$i) *s (basis i)) ?S))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   928
      by (simp only:  basis_expansion)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   929
    also have "\<dots> = norm (setsum (\<lambda>i. (x$i) *s f (basis i))?S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   930
      using linear_setsum[OF lf fS, of ?g, unfolded o_def] linear_cmul[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   931
      by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   932
    finally have th0: "norm (f x) = norm (setsum (\<lambda>i. (x$i) *s f (basis i))?S)" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   933
    {fix i assume i: "i \<in> ?S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   934
      from component_le_norm[of x i]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   935
      have "norm ((x$i) *s f (basis i :: real ^'m)) \<le> norm (f (basis i)) * norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   936
      unfolding norm_mul
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   937
      apply (simp only: mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   938
      apply (rule mult_mono)
36365
huffman
parents: 36362 36350
diff changeset
   939
      by (auto simp add: field_simps) }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   940
    then have th: "\<forall>i\<in> ?S. norm ((x$i) *s f (basis i :: real ^'m)) \<le> norm (f (basis i)) * norm x" by metis
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
   941
    from setsum_norm_le[OF fS, of "\<lambda>i. (x$i) *s (f (basis i))", OF th]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   942
    have "norm (f x) \<le> ?B * norm x" unfolding th0 setsum_left_distrib by metis}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   943
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   944
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   945
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   946
lemma linear_bounded_pos:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
   947
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   948
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   949
  shows "\<exists>B > 0. \<forall>x. norm (f x) \<le> B * norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   950
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   951
  from linear_bounded[OF lf] obtain B where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   952
    B: "\<forall>x. norm (f x) \<le> B * norm x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   953
  let ?K = "\<bar>B\<bar> + 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   954
  have Kp: "?K > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   955
    {assume C: "B < 0"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   956
      have "norm (1::real ^ 'n) > 0" by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   957
      with C have "B * norm (1:: real ^ 'n) < 0"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
   958
        by (simp add: mult_less_0_iff)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   959
      with B[rule_format, of 1] norm_ge_zero[of "f 1"] have False by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   960
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   961
    then have Bp: "B \<ge> 0" by ferrack
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   962
    {fix x::"real ^ 'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   963
      have "norm (f x) \<le> ?K *  norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   964
      using B[rule_format, of x] norm_ge_zero[of x] norm_ge_zero[of "f x"] Bp
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
   965
      apply (auto simp add: field_simps split add: abs_split)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   966
      apply (erule order_trans, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   967
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   968
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   969
  then show ?thesis using Kp by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   970
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   971
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   972
lemma smult_conv_scaleR: "c *s x = scaleR c x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   973
  unfolding vector_scalar_mult_def vector_scaleR_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   974
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   975
lemma linear_conv_bounded_linear:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   976
  fixes f :: "real ^ _ \<Rightarrow> real ^ _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   977
  shows "linear f \<longleftrightarrow> bounded_linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   978
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   979
  assume "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   980
  show "bounded_linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   981
  proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   982
    fix x y show "f (x + y) = f x + f y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   983
      using `linear f` unfolding linear_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   984
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   985
    fix r x show "f (scaleR r x) = scaleR r (f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   986
      using `linear f` unfolding linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   987
      by (simp add: smult_conv_scaleR)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   988
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   989
    have "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   990
      using `linear f` by (rule linear_bounded)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   991
    thus "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   992
      by (simp add: mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   993
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   994
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   995
  assume "bounded_linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   996
  then interpret f: bounded_linear f .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   997
  show "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   998
    unfolding linear_def smult_conv_scaleR
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
   999
    by (simp add: f.add f.scaleR)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1000
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1001
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1002
lemma bounded_linearI': fixes f::"real^'n \<Rightarrow> real^'m"
33714
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1003
  assumes "\<And>x y. f (x + y) = f x + f y" "\<And>c x. f (c *s x) = c *s f x"
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1004
  shows "bounded_linear f" unfolding linear_conv_bounded_linear[THEN sym]
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1005
  by(rule linearI[OF assms])
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1006
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1007
subsection{* Bilinear functions. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1008
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1009
definition "bilinear f \<longleftrightarrow> (\<forall>x. linear(\<lambda>y. f x y)) \<and> (\<forall>y. linear(\<lambda>x. f x y))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1010
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1011
lemma bilinear_ladd: "bilinear h ==> h (x + y) z = (h x z) + (h y z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1012
  by (simp add: bilinear_def linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1013
lemma bilinear_radd: "bilinear h ==> h x (y + z) = (h x y) + (h x z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1014
  by (simp add: bilinear_def linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1015
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1016
lemma bilinear_lmul: "bilinear h ==> h (c *s x) y = c *s (h x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1017
  by (simp add: bilinear_def linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1018
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1019
lemma bilinear_rmul: "bilinear h ==> h x (c *s y) = c *s (h x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1020
  by (simp add: bilinear_def linear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1021
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1022
lemma bilinear_lneg: "bilinear h ==> h (- (x:: 'a::ring_1 ^ 'n)) y = -(h x y)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1023
  by (simp only: vector_sneg_minus1 bilinear_lmul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1024
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1025
lemma bilinear_rneg: "bilinear h ==> h x (- (y:: 'a::ring_1 ^ 'n)) = - h x y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1026
  by (simp only: vector_sneg_minus1 bilinear_rmul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1027
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1028
lemma  (in ab_group_add) eq_add_iff: "x = x + y \<longleftrightarrow> y = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1029
  using add_imp_eq[of x y 0] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1030
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1031
lemma bilinear_lzero:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1032
  fixes h :: "'a::ring^'n \<Rightarrow> _" assumes bh: "bilinear h" shows "h 0 x = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1033
  using bilinear_ladd[OF bh, of 0 0 x]
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1034
    by (simp add: eq_add_iff field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1035
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1036
lemma bilinear_rzero:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1037
  fixes h :: "'a::ring^_ \<Rightarrow> _" assumes bh: "bilinear h" shows "h x 0 = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1038
  using bilinear_radd[OF bh, of x 0 0 ]
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1039
    by (simp add: eq_add_iff field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1040
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1041
lemma bilinear_lsub: "bilinear h ==> h (x - (y:: 'a::ring_1 ^ _)) z = h x z - h y z"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1042
  by (simp  add: diff_def bilinear_ladd bilinear_lneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1043
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1044
lemma bilinear_rsub: "bilinear h ==> h z (x - (y:: 'a::ring_1 ^ _)) = h z x - h z y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1045
  by (simp  add: diff_def bilinear_radd bilinear_rneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1046
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1047
lemma bilinear_setsum:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1048
  fixes h:: "'a ^_ \<Rightarrow> 'a::semiring_1^_\<Rightarrow> 'a ^ _"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1049
  assumes bh: "bilinear h" and fS: "finite S" and fT: "finite T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1050
  shows "h (setsum f S) (setsum g T) = setsum (\<lambda>(i,j). h (f i) (g j)) (S \<times> T) "
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1051
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1052
  have "h (setsum f S) (setsum g T) = setsum (\<lambda>x. h (f x) (setsum g T)) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1053
    apply (rule linear_setsum[unfolded o_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1054
    using bh fS by (auto simp add: bilinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1055
  also have "\<dots> = setsum (\<lambda>x. setsum (\<lambda>y. h (f x) (g y)) T) S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1056
    apply (rule setsum_cong, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1057
    apply (rule linear_setsum[unfolded o_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1058
    using bh fT by (auto simp add: bilinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1059
  finally show ?thesis unfolding setsum_cartesian_product .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1060
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1061
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1062
lemma bilinear_bounded:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1063
  fixes h:: "real ^'m \<Rightarrow> real^'n \<Rightarrow> real ^'k"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1064
  assumes bh: "bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1065
  shows "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1066
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1067
  let ?M = "UNIV :: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1068
  let ?N = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1069
  let ?B = "setsum (\<lambda>(i,j). norm (h (basis i) (basis j))) (?M \<times> ?N)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1070
  have fM: "finite ?M" and fN: "finite ?N" by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1071
  {fix x:: "real ^ 'm" and  y :: "real^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1072
    have "norm (h x y) = norm (h (setsum (\<lambda>i. (x$i) *s basis i) ?M) (setsum (\<lambda>i. (y$i) *s basis i) ?N))" unfolding basis_expansion ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1073
    also have "\<dots> = norm (setsum (\<lambda> (i,j). h ((x$i) *s basis i) ((y$j) *s basis j)) (?M \<times> ?N))"  unfolding bilinear_setsum[OF bh fM fN] ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1074
    finally have th: "norm (h x y) = \<dots>" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1075
    have "norm (h x y) \<le> ?B * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1076
      apply (simp add: setsum_left_distrib th)
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
  1077
      apply (rule setsum_norm_le)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1078
      using fN fM
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1079
      apply simp
36365
huffman
parents: 36362 36350
diff changeset
  1080
      apply (auto simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh] field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1081
      apply (rule mult_mono)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1082
      apply (auto simp add: zero_le_mult_iff component_le_norm)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1083
      apply (rule mult_mono)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1084
      apply (auto simp add: zero_le_mult_iff component_le_norm)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1085
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1086
  then show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1087
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1088
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1089
lemma bilinear_bounded_pos:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1090
  fixes h:: "real ^'m \<Rightarrow> real^'n \<Rightarrow> real ^'k"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1091
  assumes bh: "bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1092
  shows "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1093
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1094
  from bilinear_bounded[OF bh] obtain B where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1095
    B: "\<forall>x y. norm (h x y) \<le> B * norm x * norm y" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1096
  let ?K = "\<bar>B\<bar> + 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1097
  have Kp: "?K > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1098
  have KB: "B < ?K" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1099
  {fix x::"real ^'m" and y :: "real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1100
    from KB Kp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1101
    have "B * norm x * norm y \<le> ?K * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1102
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1103
      apply (rule mult_right_mono, rule mult_right_mono)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1104
      by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1105
    then have "norm (h x y) \<le> ?K * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1106
      using B[rule_format, of x y] by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1107
  with Kp show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1108
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1109
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1110
lemma bilinear_conv_bounded_bilinear:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1111
  fixes h :: "real ^ _ \<Rightarrow> real ^ _ \<Rightarrow> real ^ _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1112
  shows "bilinear h \<longleftrightarrow> bounded_bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1113
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1114
  assume "bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1115
  show "bounded_bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1116
  proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1117
    fix x y z show "h (x + y) z = h x z + h y z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1118
      using `bilinear h` unfolding bilinear_def linear_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1119
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1120
    fix x y z show "h x (y + z) = h x y + h x z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1121
      using `bilinear h` unfolding bilinear_def linear_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1122
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1123
    fix r x y show "h (scaleR r x) y = scaleR r (h x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1124
      using `bilinear h` unfolding bilinear_def linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1125
      by (simp add: smult_conv_scaleR)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1126
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1127
    fix r x y show "h x (scaleR r y) = scaleR r (h x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1128
      using `bilinear h` unfolding bilinear_def linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1129
      by (simp add: smult_conv_scaleR)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1130
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1131
    have "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1132
      using `bilinear h` by (rule bilinear_bounded)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1133
    thus "\<exists>K. \<forall>x y. norm (h x y) \<le> norm x * norm y * K"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1134
      by (simp add: mult_ac)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1135
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1136
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1137
  assume "bounded_bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1138
  then interpret h: bounded_bilinear h .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1139
  show "bilinear h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1140
    unfolding bilinear_def linear_conv_bounded_linear
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1141
    using h.bounded_linear_left h.bounded_linear_right
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1142
    by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1143
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1144
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1145
subsection{* Adjoints. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1146
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1147
definition "adjoint f = (SOME f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1148
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1149
lemma choice_iff: "(\<forall>x. \<exists>y. P x y) \<longleftrightarrow> (\<exists>f. \<forall>x. P x (f x))" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1150
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1151
lemma adjoint_works_lemma:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1152
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1153
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1154
  shows "\<forall>x y. f x \<bullet> y = x \<bullet> adjoint f y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1155
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1156
  let ?N = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1157
  let ?M = "UNIV :: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1158
  have fN: "finite ?N" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1159
  have fM: "finite ?M" by simp
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1160
  {fix y:: "real ^ 'm"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1161
    let ?w = "(\<chi> i. (f (basis i) \<bullet> y)) :: real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1162
    {fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1163
      have "f x \<bullet> y = f (setsum (\<lambda>i. (x$i) *s basis i) ?N) \<bullet> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1164
        by (simp only: basis_expansion)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1165
      also have "\<dots> = (setsum (\<lambda>i. (x$i) *s f (basis i)) ?N) \<bullet> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1166
        unfolding linear_setsum[OF lf fN]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1167
        by (simp add: linear_cmul[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1168
      finally have "f x \<bullet> y = x \<bullet> ?w"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1169
        apply (simp only: )
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1170
        apply (simp add: inner_vector_def setsum_left_distrib setsum_right_distrib setsum_commute[of _ ?M ?N] field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1171
        done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1172
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1173
  then show ?thesis unfolding adjoint_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1174
    some_eq_ex[of "\<lambda>f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1175
    using choice_iff[of "\<lambda>a b. \<forall>x. f x \<bullet> a = x \<bullet> b "]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1176
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1177
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1178
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1179
lemma adjoint_works:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1180
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1181
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1182
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1183
  using adjoint_works_lemma[OF lf] by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1184
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1185
lemma adjoint_linear:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1186
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1187
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1188
  shows "linear (adjoint f)"
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
  1189
  unfolding linear_def vector_eq_ldot[where 'a="real^'n", symmetric] apply safe
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1190
  unfolding inner_simps smult_conv_scaleR adjoint_works[OF lf] by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1191
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1192
lemma adjoint_clauses:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1193
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1194
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1195
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1196
  and "adjoint f y \<bullet> x = y \<bullet> f x"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1197
  by (simp_all add: adjoint_works[OF lf] inner_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1198
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1199
lemma adjoint_adjoint:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1200
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1201
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1202
  shows "adjoint (adjoint f) = f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1203
  apply (rule ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1204
  by (simp add: vector_eq_ldot[symmetric] adjoint_clauses[OF adjoint_linear[OF lf]] adjoint_clauses[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1205
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1206
lemma adjoint_unique:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1207
  fixes f:: "real ^'n \<Rightarrow> real ^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1208
  assumes lf: "linear f" and u: "\<forall>x y. f' x \<bullet> y = x \<bullet> f y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1209
  shows "f' = adjoint f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1210
  apply (rule ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1211
  using u
36585
f2faab7b46e7 generalize some euclidean space lemmas
huffman
parents: 36581
diff changeset
  1212
  by (simp add: vector_eq_rdot[where 'a="real^'n", symmetric] adjoint_clauses[OF lf])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1213
36581
bbea7f52e8e1 move operator norm stuff to new theory file
huffman
parents: 36436
diff changeset
  1214
subsection {* Matrix operations *}
bbea7f52e8e1 move operator norm stuff to new theory file
huffman
parents: 36436
diff changeset
  1215
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1216
text{* Matrix notation. NB: an MxN matrix is of type @{typ "'a^'n^'m"}, not @{typ "'a^'m^'n"} *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1217
34292
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1218
definition matrix_matrix_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'p^'n \<Rightarrow> 'a ^ 'p ^'m"  (infixl "**" 70)
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1219
  where "m ** m' == (\<chi> i j. setsum (\<lambda>k. ((m$i)$k) * ((m'$k)$j)) (UNIV :: 'n set)) ::'a ^ 'p ^'m"
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1220
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1221
definition matrix_vector_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n \<Rightarrow> 'a ^ 'm"  (infixl "*v" 70)
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1222
  where "m *v x \<equiv> (\<chi> i. setsum (\<lambda>j. ((m$i)$j) * (x$j)) (UNIV ::'n set)) :: 'a^'m"
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1223
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1224
definition vector_matrix_mult :: "'a ^ 'm \<Rightarrow> ('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n "  (infixl "v*" 70)
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1225
  where "v v* m == (\<chi> j. setsum (\<lambda>i. ((m$i)$j) * (v$i)) (UNIV :: 'm set)) :: 'a^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1226
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1227
definition "(mat::'a::zero => 'a ^'n^'n) k = (\<chi> i j. if i = j then k else 0)"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1228
definition transpose where 
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1229
  "(transpose::'a^'n^'m \<Rightarrow> 'a^'m^'n) A = (\<chi> i j. ((A$j)$i))"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1230
definition "(row::'m => 'a ^'n^'m \<Rightarrow> 'a ^'n) i A = (\<chi> j. ((A$i)$j))"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1231
definition "(column::'n =>'a^'n^'m =>'a^'m) j A = (\<chi> i. ((A$i)$j))"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1232
definition "rows(A::'a^'n^'m) = { row i A | i. i \<in> (UNIV :: 'm set)}"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1233
definition "columns(A::'a^'n^'m) = { column i A | i. i \<in> (UNIV :: 'n set)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1234
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1235
lemma mat_0[simp]: "mat 0 = 0" by (vector mat_def)
34292
14fd037ccc47 remove overloaded star operator, use specific vector / matrix operators
hoelzl
parents: 34291
diff changeset
  1236
lemma matrix_add_ldistrib: "(A ** (B + C)) = (A ** B) + (A ** C)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1237
  by (vector matrix_matrix_mult_def setsum_addf[symmetric] field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1238
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1239
lemma matrix_mul_lid:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1240
  fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1241
  shows "mat 1 ** A = A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1242
  apply (simp add: matrix_matrix_mult_def mat_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1243
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1244
  by (auto simp only: cond_value_iff cond_application_beta setsum_delta'[OF finite]  mult_1_left mult_zero_left if_True UNIV_I)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1245
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1246
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1247
lemma matrix_mul_rid:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1248
  fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1249
  shows "A ** mat 1 = A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1250
  apply (simp add: matrix_matrix_mult_def mat_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1251
  apply vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1252
  by (auto simp only: cond_value_iff cond_application_beta setsum_delta[OF finite]  mult_1_right mult_zero_right if_True UNIV_I cong: if_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1253
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1254
lemma matrix_mul_assoc: "A ** (B ** C) = (A ** B) ** C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1255
  apply (vector matrix_matrix_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1256
  apply (subst setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1257
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1258
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1259
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1260
lemma matrix_vector_mul_assoc: "A *v (B *v x) = (A ** B) *v x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1261
  apply (vector matrix_matrix_mult_def matrix_vector_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1262
  apply (subst setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1263
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1264
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1265
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1266
lemma matrix_vector_mul_lid: "mat 1 *v x = (x::'a::semiring_1 ^ 'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1267
  apply (vector matrix_vector_mult_def mat_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1268
  by (simp add: cond_value_iff cond_application_beta
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1269
    setsum_delta' cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1270
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1271
lemma matrix_transpose_mul: "transpose(A ** B) = transpose B ** transpose (A::'a::comm_semiring_1^_^_)"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1272
  by (simp add: matrix_matrix_mult_def transpose_def Cart_eq mult_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1273
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1274
lemma matrix_eq:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1275
  fixes A B :: "'a::semiring_1 ^ 'n ^ 'm"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1276
  shows "A = B \<longleftrightarrow>  (\<forall>x. A *v x = B *v x)" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1277
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1278
  apply (subst Cart_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1279
  apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1280
  apply (clarsimp simp add: matrix_vector_mult_def basis_def cond_value_iff cond_application_beta Cart_eq cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1281
  apply (erule_tac x="basis ia" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1282
  apply (erule_tac x="i" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1283
  by (auto simp add: basis_def cond_value_iff cond_application_beta setsum_delta[OF finite] cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1284
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1285
lemma matrix_vector_mul_component:
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1286
  shows "((A::real^_^_) *v x)$k = (A$k) \<bullet> x"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1287
  by (simp add: matrix_vector_mult_def inner_vector_def)
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1288
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1289
lemma dot_lmul_matrix: "((x::real ^_) v* A) \<bullet> y = x \<bullet> (A *v y)"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1290
  apply (simp add: inner_vector_def matrix_vector_mult_def vector_matrix_mult_def setsum_left_distrib setsum_right_distrib mult_ac)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1291
  apply (subst setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1292
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1293
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1294
lemma transpose_mat: "transpose (mat n) = mat n"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1295
  by (vector transpose_def mat_def)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1296
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1297
lemma transpose_transpose: "transpose(transpose A) = A"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1298
  by (vector transpose_def)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1299
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1300
lemma row_transpose:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1301
  fixes A:: "'a::semiring_1^_^_"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1302
  shows "row i (transpose A) = column i A"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1303
  by (simp add: row_def column_def transpose_def Cart_eq)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1304
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1305
lemma column_transpose:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1306
  fixes A:: "'a::semiring_1^_^_"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1307
  shows "column i (transpose A) = row i A"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1308
  by (simp add: row_def column_def transpose_def Cart_eq)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1309
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1310
lemma rows_transpose: "rows(transpose (A::'a::semiring_1^_^_)) = columns A"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1311
by (auto simp add: rows_def columns_def row_transpose intro: set_ext)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1312
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1313
lemma columns_transpose: "columns(transpose (A::'a::semiring_1^_^_)) = rows A" by (metis transpose_transpose rows_transpose)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1314
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1315
text{* Two sometimes fruitful ways of looking at matrix-vector multiplication. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1316
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1317
lemma matrix_mult_dot: "A *v x = (\<chi> i. A$i \<bullet> x)"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1318
  by (simp add: matrix_vector_mult_def inner_vector_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1319
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1320
lemma matrix_mult_vsum: "(A::'a::comm_semiring_1^'n^'m) *v x = setsum (\<lambda>i. (x$i) *s column i A) (UNIV:: 'n set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1321
  by (simp add: matrix_vector_mult_def Cart_eq column_def mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1322
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1323
lemma vector_componentwise:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1324
  "(x::'a::ring_1^'n) = (\<chi> j. setsum (\<lambda>i. (x$i) * (basis i :: 'a^'n)$j) (UNIV :: 'n set))"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1325
  apply (subst basis_expansion[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1326
  by (vector Cart_eq setsum_component)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1327
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1328
lemma linear_componentwise:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1329
  fixes f:: "'a::ring_1 ^'m \<Rightarrow> 'a ^ _"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1330
  assumes lf: "linear f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1331
  shows "(f x)$j = setsum (\<lambda>i. (x$i) * (f (basis i)$j)) (UNIV :: 'm set)" (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1332
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1333
  let ?M = "(UNIV :: 'm set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1334
  let ?N = "(UNIV :: 'n set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1335
  have fM: "finite ?M" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1336
  have "?rhs = (setsum (\<lambda>i.(x$i) *s f (basis i) ) ?M)$j"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1337
    unfolding vector_smult_component[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1338
    unfolding setsum_component[of "(\<lambda>i.(x$i) *s f (basis i :: 'a^'m))" ?M]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1339
    ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1340
  then show ?thesis unfolding linear_setsum_mul[OF lf fM, symmetric] basis_expansion ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1341
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1342
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1343
text{* Inverse matrices  (not necessarily square) *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1344
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1345
definition "invertible(A::'a::semiring_1^'n^'m) \<longleftrightarrow> (\<exists>A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1346
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1347
definition "matrix_inv(A:: 'a::semiring_1^'n^'m) =
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1348
        (SOME A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1349
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1350
text{* Correspondence between matrices and linear operators. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1351
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1352
definition matrix:: "('a::{plus,times, one, zero}^'m \<Rightarrow> 'a ^ 'n) \<Rightarrow> 'a^'m^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1353
where "matrix f = (\<chi> i j. (f(basis j))$i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1354
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1355
lemma matrix_vector_mul_linear: "linear(\<lambda>x. A *v (x::'a::comm_semiring_1 ^ _))"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1356
  by (simp add: linear_def matrix_vector_mult_def Cart_eq field_simps setsum_right_distrib setsum_addf)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1357
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1358
lemma matrix_works: assumes lf: "linear f" shows "matrix f *v x = f (x::'a::comm_ring_1 ^ 'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1359
apply (simp add: matrix_def matrix_vector_mult_def Cart_eq mult_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1360
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1361
apply (rule linear_componentwise[OF lf, symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1362
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1363
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1364
lemma matrix_vector_mul: "linear f ==> f = (\<lambda>x. matrix f *v (x::'a::comm_ring_1 ^ 'n))" by (simp add: ext matrix_works)
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1365
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1366
lemma matrix_of_matrix_vector_mul: "matrix(\<lambda>x. A *v (x :: 'a:: comm_ring_1 ^ 'n)) = A"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1367
  by (simp add: matrix_eq matrix_vector_mul_linear matrix_works)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1368
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1369
lemma matrix_compose:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1370
  assumes lf: "linear (f::'a::comm_ring_1^'n \<Rightarrow> 'a^'m)"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1371
  and lg: "linear (g::'a::comm_ring_1^'m \<Rightarrow> 'a^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1372
  shows "matrix (g o f) = matrix g ** matrix f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1373
  using lf lg linear_compose[OF lf lg] matrix_works[OF linear_compose[OF lf lg]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1374
  by (simp  add: matrix_eq matrix_works matrix_vector_mul_assoc[symmetric] o_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1375
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1376
lemma matrix_vector_column:"(A::'a::comm_semiring_1^'n^_) *v x = setsum (\<lambda>i. (x$i) *s ((transpose A)$i)) (UNIV:: 'n set)"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1377
  by (simp add: matrix_vector_mult_def transpose_def Cart_eq mult_commute)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1378
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1379
lemma adjoint_matrix: "adjoint(\<lambda>x. (A::real^'n^'m) *v x) = (\<lambda>x. transpose A *v x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1380
  apply (rule adjoint_unique[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1381
  apply (rule matrix_vector_mul_linear)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1382
  apply (simp add: transpose_def inner_vector_def matrix_vector_mult_def setsum_left_distrib setsum_right_distrib)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1383
  apply (subst setsum_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1384
  apply (auto simp add: mult_ac)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1385
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1386
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  1387
lemma matrix_adjoint: assumes lf: "linear (f :: real^'n \<Rightarrow> real ^'m)"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  1388
  shows "matrix(adjoint f) = transpose(matrix f)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1389
  apply (subst matrix_vector_mul[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1390
  unfolding adjoint_matrix matrix_of_matrix_vector_mul ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1391
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1392
subsection{* Interlude: Some properties of real sets *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1393
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1394
lemma seq_mono_lemma: assumes "\<forall>(n::nat) \<ge> m. (d n :: real) < e n" and "\<forall>n \<ge> m. e n <= e m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1395
  shows "\<forall>n \<ge> m. d n < e m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1396
  using prems apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1397
  apply (erule_tac x="n" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1398
  apply (erule_tac x="n" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1399
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1400
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1401
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1402
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1403
lemma real_convex_bound_lt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1404
  assumes xa: "(x::real) < a" and ya: "y < a" and u: "0 <= u" and v: "0 <= v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1405
  and uv: "u + v = 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1406
  shows "u * x + v * y < a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1407
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1408
  have uv': "u = 0 \<longrightarrow> v \<noteq> 0" using u v uv by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1409
  have "a = a * (u + v)" unfolding uv  by simp
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1410
  hence th: "u * a + v * a = a" by (simp add: field_simps)
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1411
  from xa u have "u \<noteq> 0 \<Longrightarrow> u*x < u*a" by (simp add: mult_strict_left_mono)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1412
  from ya v have "v \<noteq> 0 \<Longrightarrow> v * y < v * a" by (simp add: mult_strict_left_mono)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1413
  from xa ya u v have "u * x + v * y < u * a + v * a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1414
    apply (cases "u = 0", simp_all add: uv')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1415
    apply(rule mult_strict_left_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1416
    using uv' apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1417
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1418
    apply (rule add_less_le_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1419
    apply(rule mult_strict_left_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1420
    apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1421
    apply (rule mult_left_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1422
    apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1423
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1424
  thus ?thesis unfolding th .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1425
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1426
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1427
lemma real_convex_bound_le:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1428
  assumes xa: "(x::real) \<le> a" and ya: "y \<le> a" and u: "0 <= u" and v: "0 <= v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1429
  and uv: "u + v = 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1430
  shows "u * x + v * y \<le> a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1431
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1432
  from xa ya u v have "u * x + v * y \<le> u * a + v * a" by (simp add: add_mono mult_left_mono)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1433
  also have "\<dots> \<le> (u + v) * a" by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1434
  finally show ?thesis unfolding uv by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1435
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1436
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1437
lemma infinite_enumerate: assumes fS: "infinite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1438
  shows "\<exists>r. subseq r \<and> (\<forall>n. r n \<in> S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1439
unfolding subseq_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1440
using enumerate_in_set[OF fS] enumerate_mono[of _ _ S] fS by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1441
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1442
lemma approachable_lt_le: "(\<exists>(d::real)>0. \<forall>x. f x < d \<longrightarrow> P x) \<longleftrightarrow> (\<exists>d>0. \<forall>x. f x \<le> d \<longrightarrow> P x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1443
apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1444
apply (rule_tac x="d/2" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1445
apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1446
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1447
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1448
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1449
lemma triangle_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1450
  assumes x: "0 <= (x::real)" and y:"0 <= y" and z: "0 <= z" and xy: "x^2 <= y^2 + z^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1451
  shows "x <= y + z"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1452
proof-
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1453
  have "y^2 + z^2 \<le> y^2 + 2*y*z + z^2" using z y by (simp add: mult_nonneg_nonneg)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1454
  with xy have th: "x ^2 \<le> (y+z)^2" by (simp add: power2_eq_square field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1455
  from y z have yz: "y + z \<ge> 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1456
  from power2_le_imp_le[OF th yz] show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1457
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1458
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1459
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1460
lemma lambda_skolem: "(\<forall>i. \<exists>x. P i x) \<longleftrightarrow>
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1461
   (\<exists>x::'a ^ 'n. \<forall>i. P i (x$i))" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1462
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1463
  let ?S = "(UNIV :: 'n set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1464
  {assume H: "?rhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1465
    then have ?lhs by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1466
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1467
  {assume H: "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1468
    then obtain f where f:"\<forall>i. P i (f i)" unfolding choice_iff by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1469
    let ?x = "(\<chi> i. (f i)) :: 'a ^ 'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1470
    {fix i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1471
      from f have "P i (f i)" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1472
      then have "P i (?x$i)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1473
    }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1474
    hence "\<forall>i. P i (?x$i)" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1475
    hence ?rhs by metis }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1476
  ultimately show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1477
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1478
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1479
lemma vec_in_image_vec: "vec x \<in> (vec ` S) \<longleftrightarrow> x \<in> S" by auto
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1480
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1481
lemma vec_add: "vec(x + y) = vec x + vec y"  by (vector vec_def)
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1482
lemma vec_sub: "vec(x - y) = vec x - vec y" by (vector vec_def)
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1483
lemma vec_cmul: "vec(c* x) = c *s vec x " by (vector vec_def)
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1484
lemma vec_neg: "vec(- x) = - vec x " by (vector vec_def)
33714
eb2574ac4173 Added new lemmas to Euclidean Space by Robert Himmelmann
hoelzl
parents: 33270
diff changeset
  1485
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1486
lemma vec_setsum: assumes fS: "finite S"
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1487
  shows "vec(setsum f S) = setsum (vec o f) S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1488
  apply (induct rule: finite_induct[OF fS])
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1489
  apply (simp)
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1490
  apply (auto simp add: vec_add)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1491
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1492
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1493
lemma setsum_Plus:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1494
  "\<lbrakk>finite A; finite B\<rbrakk> \<Longrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1495
    (\<Sum>x\<in>A <+> B. g x) = (\<Sum>x\<in>A. g (Inl x)) + (\<Sum>x\<in>B. g (Inr x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1496
  unfolding Plus_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1497
  by (subst setsum_Un_disjoint, auto simp add: setsum_reindex)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1498
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1499
lemma setsum_UNIV_sum:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1500
  fixes g :: "'a::finite + 'b::finite \<Rightarrow> _"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1501
  shows "(\<Sum>x\<in>UNIV. g x) = (\<Sum>x\<in>UNIV. g (Inl x)) + (\<Sum>x\<in>UNIV. g (Inr x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1502
  apply (subst UNIV_Plus_UNIV [symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1503
  apply (rule setsum_Plus [OF finite finite])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1504
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1505
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1506
text {* TODO: move to NthRoot *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1507
lemma sqrt_add_le_add_sqrt:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1508
  assumes x: "0 \<le> x" and y: "0 \<le> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1509
  shows "sqrt (x + y) \<le> sqrt x + sqrt y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1510
apply (rule power2_le_imp_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1511
apply (simp add: real_sum_squared_expand add_nonneg_nonneg x y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1512
apply (simp add: mult_nonneg_nonneg x y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1513
apply (simp add: add_nonneg_nonneg x y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1514
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1515
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1516
subsection {* A generic notion of "hull" (convex, affine, conic hull and closure). *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1517
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1518
definition hull :: "'a set set \<Rightarrow> 'a set \<Rightarrow> 'a set" (infixl "hull" 75) where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1519
  "S hull s = Inter {t. t \<in> S \<and> s \<subseteq> t}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1520
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1521
lemma hull_same: "s \<in> S \<Longrightarrow> S hull s = s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1522
  unfolding hull_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1523
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1524
lemma hull_in: "(\<And>T. T \<subseteq> S ==> Inter T \<in> S) ==> (S hull s) \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1525
unfolding hull_def subset_iff by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1526
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1527
lemma hull_eq: "(\<And>T. T \<subseteq> S ==> Inter T \<in> S) ==> (S hull s) = s \<longleftrightarrow> s \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1528
using hull_same[of s S] hull_in[of S s] by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1529
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1530
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1531
lemma hull_hull: "S hull (S hull s) = S hull s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1532
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1533
34964
4e8be3c04d37 Replaced vec1 and dest_vec1 by abbreviation.
hoelzl
parents: 34915
diff changeset
  1534
lemma hull_subset[intro]: "s \<subseteq> (S hull s)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1535
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1536
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1537
lemma hull_mono: " s \<subseteq> t ==> (S hull s) \<subseteq> (S hull t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1538
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1539
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1540
lemma hull_antimono: "S \<subseteq> T ==> (T hull s) \<subseteq> (S hull s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1541
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1542
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1543
lemma hull_minimal: "s \<subseteq> t \<Longrightarrow> t \<in> S ==> (S hull s) \<subseteq> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1544
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1545
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1546
lemma subset_hull: "t \<in> S ==> S hull s \<subseteq> t \<longleftrightarrow>  s \<subseteq> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1547
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1548
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1549
lemma hull_unique: "s \<subseteq> t \<Longrightarrow> t \<in> S \<Longrightarrow> (\<And>t'. s \<subseteq> t' \<Longrightarrow> t' \<in> S ==> t \<subseteq> t')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1550
           ==> (S hull s = t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1551
unfolding hull_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1552
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1553
lemma hull_induct: "(\<And>x. x\<in> S \<Longrightarrow> P x) \<Longrightarrow> Q {x. P x} \<Longrightarrow> \<forall>x\<in> Q hull S. P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1554
  using hull_minimal[of S "{x. P x}" Q]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1555
  by (auto simp add: subset_eq Collect_def mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1556
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1557
lemma hull_inc: "x \<in> S \<Longrightarrow> x \<in> P hull S" by (metis hull_subset subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1558
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1559
lemma hull_union_subset: "(S hull s) \<union> (S hull t) \<subseteq> (S hull (s \<union> t))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1560
unfolding Un_subset_iff by (metis hull_mono Un_upper1 Un_upper2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1561
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1562
lemma hull_union: assumes T: "\<And>T. T \<subseteq> S ==> Inter T \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1563
  shows "S hull (s \<union> t) = S hull (S hull s \<union> S hull t)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1564
apply rule
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1565
apply (rule hull_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1566
unfolding Un_subset_iff
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1567
apply (metis hull_subset Un_upper1 Un_upper2 subset_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1568
apply (rule hull_minimal)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1569
apply (metis hull_union_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1570
apply (metis hull_in T)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1571
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1572
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1573
lemma hull_redundant_eq: "a \<in> (S hull s) \<longleftrightarrow> (S hull (insert a s) = S hull s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1574
  unfolding hull_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1575
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1576
lemma hull_redundant: "a \<in> (S hull s) ==> (S hull (insert a s) = S hull s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1577
by (metis hull_redundant_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1578
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1579
text{* Archimedian properties and useful consequences. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1580
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1581
lemma real_arch_simple: "\<exists>n. x <= real (n::nat)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1582
  using reals_Archimedean2[of x] apply auto by (rule_tac x="Suc n" in exI, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1583
lemmas real_arch_lt = reals_Archimedean2
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1584
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1585
lemmas real_arch = reals_Archimedean3
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1586
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1587
lemma real_arch_inv: "0 < e \<longleftrightarrow> (\<exists>n::nat. n \<noteq> 0 \<and> 0 < inverse (real n) \<and> inverse (real n) < e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1588
  using reals_Archimedean
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1589
  apply (auto simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1590
  apply (subgoal_tac "inverse (real n) > 0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1591
  apply arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1592
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1593
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1594
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1595
lemma real_pow_lbound: "0 <= x ==> 1 + real n * x <= (1 + x) ^ n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1596
proof(induct n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1597
  case 0 thus ?case by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1598
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1599
  case (Suc n)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1600
  hence h: "1 + real n * x \<le> (1 + x) ^ n" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1601
  from h have p: "1 \<le> (1 + x) ^ n" using Suc.prems by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1602
  from h have "1 + real n * x + x \<le> (1 + x) ^ n + x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1603
  also have "\<dots> \<le> (1 + x) ^ Suc n" apply (subst diff_le_0_iff_le[symmetric])
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1604
    apply (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1605
    using mult_left_mono[OF p Suc.prems] by simp
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1606
  finally show ?case  by (simp add: real_of_nat_Suc field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1607
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1608
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1609
lemma real_arch_pow: assumes x: "1 < (x::real)" shows "\<exists>n. y < x^n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1610
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1611
  from x have x0: "x - 1 > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1612
  from real_arch[OF x0, rule_format, of y]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1613
  obtain n::nat where n:"y < real n * (x - 1)" by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1614
  from x0 have x00: "x- 1 \<ge> 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1615
  from real_pow_lbound[OF x00, of n] n
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1616
  have "y < x^n" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1617
  then show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1618
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1619
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1620
lemma real_arch_pow2: "\<exists>n. (x::real) < 2^ n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1621
  using real_arch_pow[of 2 x] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1622
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1623
lemma real_arch_pow_inv: assumes y: "(y::real) > 0" and x1: "x < 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1624
  shows "\<exists>n. x^n < y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1625
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1626
  {assume x0: "x > 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1627
    from x0 x1 have ix: "1 < 1/x" by (simp add: field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1628
    from real_arch_pow[OF ix, of "1/y"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1629
    obtain n where n: "1/y < (1/x)^n" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1630
    then
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1631
    have ?thesis using y x0 by (auto simp add: field_simps power_divide) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1632
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1633
  {assume "\<not> x > 0" with y x1 have ?thesis apply auto by (rule exI[where x=1], auto)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1634
  ultimately show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1635
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1636
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1637
lemma forall_pos_mono: "(\<And>d e::real. d < e \<Longrightarrow> P d ==> P e) \<Longrightarrow> (\<And>n::nat. n \<noteq> 0 ==> P(inverse(real n))) \<Longrightarrow> (\<And>e. 0 < e ==> P e)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1638
  by (metis real_arch_inv)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1639
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1640
lemma forall_pos_mono_1: "(\<And>d e::real. d < e \<Longrightarrow> P d ==> P e) \<Longrightarrow> (\<And>n. P(inverse(real (Suc n)))) ==> 0 < e ==> P e"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1641
  apply (rule forall_pos_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1642
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1643
  apply (atomize)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1644
  apply (erule_tac x="n - 1" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1645
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1646
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1647
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1648
lemma real_archimedian_rdiv_eq_0: assumes x0: "x \<ge> 0" and c: "c \<ge> 0" and xc: "\<forall>(m::nat)>0. real m * x \<le> c"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1649
  shows "x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1650
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1651
  {assume "x \<noteq> 0" with x0 have xp: "x > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1652
    from real_arch[OF xp, rule_format, of c] obtain n::nat where n: "c < real n * x"  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1653
    with xc[rule_format, of n] have "n = 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1654
    with n c have False by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1655
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1656
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1657
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1658
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1659
(* Geometric progression.                                                    *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1660
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1661
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1662
lemma sum_gp_basic: "((1::'a::{field}) - x) * setsum (\<lambda>i. x^i) {0 .. n} = (1 - x^(Suc n))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1663
  (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1664
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1665
  {assume x1: "x = 1" hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1666
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1667
  {assume x1: "x\<noteq>1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1668
    hence x1': "x - 1 \<noteq> 0" "1 - x \<noteq> 0" "x - 1 = - (1 - x)" "- (1 - x) \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1669
    from geometric_sum[OF x1, of "Suc n", unfolded x1']
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1670
    have "(- (1 - x)) * setsum (\<lambda>i. x^i) {0 .. n} = - (1 - x^(Suc n))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1671
      unfolding atLeastLessThanSuc_atLeastAtMost
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1672
      using x1' apply (auto simp only: field_simps)
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1673
      apply (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1674
      done
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1675
    then have ?thesis by (simp add: field_simps) }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1676
  ultimately show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1677
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1678
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1679
lemma sum_gp_multiplied: assumes mn: "m <= n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1680
  shows "((1::'a::{field}) - x) * setsum (op ^ x) {m..n} = x^m - x^ Suc n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1681
  (is "?lhs = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1682
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1683
  let ?S = "{0..(n - m)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1684
  from mn have mn': "n - m \<ge> 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1685
  let ?f = "op + m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1686
  have i: "inj_on ?f ?S" unfolding inj_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1687
  have f: "?f ` ?S = {m..n}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1688
    using mn apply (auto simp add: image_iff Bex_def) by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1689
  have th: "op ^ x o op + m = (\<lambda>i. x^m * x^i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1690
    by (rule ext, simp add: power_add power_mult)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1691
  from setsum_reindex[OF i, of "op ^ x", unfolded f th setsum_right_distrib[symmetric]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1692
  have "?lhs = x^m * ((1 - x) * setsum (op ^ x) {0..n - m})" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1693
  then show ?thesis unfolding sum_gp_basic using mn
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1694
    by (simp add: field_simps power_add[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1695
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1696
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1697
lemma sum_gp: "setsum (op ^ (x::'a::{field})) {m .. n} =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1698
   (if n < m then 0 else if x = 1 then of_nat ((n + 1) - m)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1699
                    else (x^ m - x^ (Suc n)) / (1 - x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1700
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1701
  {assume nm: "n < m" hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1702
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1703
  {assume "\<not> n < m" hence nm: "m \<le> n" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1704
    {assume x: "x = 1"  hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1705
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1706
    {assume x: "x \<noteq> 1" hence nz: "1 - x \<noteq> 0" by simp
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1707
      from sum_gp_multiplied[OF nm, of x] nz have ?thesis by (simp add: field_simps)}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1708
    ultimately have ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1709
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1710
  ultimately show ?thesis by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1711
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1712
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1713
lemma sum_gp_offset: "setsum (op ^ (x::'a::{field})) {m .. m+n} =
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1714
  (if x = 1 then of_nat n + 1 else x^m * (1 - x^Suc n) / (1 - x))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1715
  unfolding sum_gp[of x m "m + n"] power_Suc
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1716
  by (simp add: field_simps power_add)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1717
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1718
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1719
subsection{* A bit of linear algebra. *}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1720
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1721
definition "subspace S \<longleftrightarrow> 0 \<in> S \<and> (\<forall>x\<in> S. \<forall>y \<in>S. x + y \<in> S) \<and> (\<forall>c. \<forall>x \<in>S. c *s x \<in>S )"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1722
definition "span S = (subspace hull S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1723
definition "dependent S \<longleftrightarrow> (\<exists>a \<in> S. a \<in> span(S - {a}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1724
abbreviation "independent s == ~(dependent s)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1725
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1726
(* Closure properties of subspaces.                                          *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1727
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1728
lemma subspace_UNIV[simp]: "subspace(UNIV)" by (simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1729
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1730
lemma subspace_0: "subspace S ==> 0 \<in> S" by (metis subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1731
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1732
lemma subspace_add: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> y \<in> S ==> x + y \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1733
  by (metis subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1734
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1735
lemma subspace_mul: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> c *s x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1736
  by (metis subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1737
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1738
lemma subspace_neg: "subspace S \<Longrightarrow> (x::'a::ring_1^_) \<in> S \<Longrightarrow> - x \<in> S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1739
  by (metis vector_sneg_minus1 subspace_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1740
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1741
lemma subspace_sub: "subspace S \<Longrightarrow> (x::'a::ring_1^_) \<in> S \<Longrightarrow> y \<in> S \<Longrightarrow> x - y \<in> S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1742
  by (metis diff_def subspace_add subspace_neg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1743
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1744
lemma subspace_setsum:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1745
  assumes sA: "subspace A" and fB: "finite B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1746
  and f: "\<forall>x\<in> B. f x \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1747
  shows "setsum f B \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1748
  using  fB f sA
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1749
  apply(induct rule: finite_induct[OF fB])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1750
  by (simp add: subspace_def sA, auto simp add: sA subspace_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1751
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1752
lemma subspace_linear_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1753
  assumes lf: "linear (f::'a::semiring_1^_ \<Rightarrow> _)" and sS: "subspace S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1754
  shows "subspace(f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1755
  using lf sS linear_0[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1756
  unfolding linear_def subspace_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1757
  apply (auto simp add: image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1758
  apply (rule_tac x="x + y" in bexI, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1759
  apply (rule_tac x="c*s x" in bexI, auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1760
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1761
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1762
lemma subspace_linear_preimage: "linear (f::'a::semiring_1^_ \<Rightarrow> _) ==> subspace S ==> subspace {x. f x \<in> S}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1763
  by (auto simp add: subspace_def linear_def linear_0[of f])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1764
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1765
lemma subspace_trivial: "subspace {0::'a::semiring_1 ^_}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1766
  by (simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1767
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1768
lemma subspace_inter: "subspace A \<Longrightarrow> subspace B ==> subspace (A \<inter> B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1769
  by (simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1770
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1771
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1772
lemma span_mono: "A \<subseteq> B ==> span A \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1773
  by (metis span_def hull_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1774
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1775
lemma subspace_span: "subspace(span S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1776
  unfolding span_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1777
  apply (rule hull_in[unfolded mem_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1778
  apply (simp only: subspace_def Inter_iff Int_iff subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1779
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1780
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1781
  apply (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1782
  apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1783
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1784
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1785
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1786
  apply (clarsimp simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1787
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1788
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1789
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1790
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1791
  apply (erule_tac x="X" in ballE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1792
  apply (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1793
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1794
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1795
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1796
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1797
lemma span_clauses:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1798
  "a \<in> S ==> a \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1799
  "0 \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1800
  "x\<in> span S \<Longrightarrow> y \<in> span S ==> x + y \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1801
  "x \<in> span S \<Longrightarrow> c *s x \<in> span S"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1802
  by (metis span_def hull_subset subset_eq)
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1803
     (metis subspace_span subspace_def)+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1804
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1805
lemma span_induct: assumes SP: "\<And>x. x \<in> S ==> P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1806
  and P: "subspace P" and x: "x \<in> span S" shows "P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1807
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1808
  from SP have SP': "S \<subseteq> P" by (simp add: mem_def subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1809
  from P have P': "P \<in> subspace" by (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1810
  from x hull_minimal[OF SP' P', unfolded span_def[symmetric]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1811
  show "P x" by (metis mem_def subset_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1812
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1813
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1814
lemma span_empty: "span {} = {(0::'a::semiring_0 ^ _)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1815
  apply (simp add: span_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1816
  apply (rule hull_unique)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1817
  apply (auto simp add: mem_def subspace_def)
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1818
  unfolding mem_def[of "0::'a^_", symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1819
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1820
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1821
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1822
lemma independent_empty: "independent {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1823
  by (simp add: dependent_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1824
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1825
lemma independent_mono: "independent A \<Longrightarrow> B \<subseteq> A ==> independent B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1826
  apply (clarsimp simp add: dependent_def span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1827
  apply (subgoal_tac "span (B - {a}) \<le> span (A - {a})")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1828
  apply force
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1829
  apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1830
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1831
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1832
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1833
lemma span_subspace: "A \<subseteq> B \<Longrightarrow> B \<le> span A \<Longrightarrow>  subspace B \<Longrightarrow> span A = B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1834
  by (metis order_antisym span_def hull_minimal mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1835
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1836
lemma span_induct': assumes SP: "\<forall>x \<in> S. P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1837
  and P: "subspace P" shows "\<forall>x \<in> span S. P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1838
  using span_induct SP P by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1839
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1840
inductive span_induct_alt_help for S:: "'a::semiring_1^_ \<Rightarrow> bool"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1841
  where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1842
  span_induct_alt_help_0: "span_induct_alt_help S 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1843
  | span_induct_alt_help_S: "x \<in> S \<Longrightarrow> span_induct_alt_help S z \<Longrightarrow> span_induct_alt_help S (c *s x + z)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1844
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1845
lemma span_induct_alt':
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1846
  assumes h0: "h (0::'a::semiring_1^'n)" and hS: "\<And>c x y. x \<in> S \<Longrightarrow> h y \<Longrightarrow> h (c*s x + y)" shows "\<forall>x \<in> span S. h x"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1847
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1848
  {fix x:: "'a^'n" assume x: "span_induct_alt_help S x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1849
    have "h x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1850
      apply (rule span_induct_alt_help.induct[OF x])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1851
      apply (rule h0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1852
      apply (rule hS, assumption, assumption)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1853
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1854
  note th0 = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1855
  {fix x assume x: "x \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1856
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1857
    have "span_induct_alt_help S x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1858
      proof(rule span_induct[where x=x and S=S])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1859
        show "x \<in> span S" using x .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1860
      next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1861
        fix x assume xS : "x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1862
          from span_induct_alt_help_S[OF xS span_induct_alt_help_0, of 1]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1863
          show "span_induct_alt_help S x" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1864
        next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1865
        have "span_induct_alt_help S 0" by (rule span_induct_alt_help_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1866
        moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1867
        {fix x y assume h: "span_induct_alt_help S x" "span_induct_alt_help S y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1868
          from h
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1869
          have "span_induct_alt_help S (x + y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1870
            apply (induct rule: span_induct_alt_help.induct)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1871
            apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1872
            unfolding add_assoc
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1873
            apply (rule span_induct_alt_help_S)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1874
            apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1875
            apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1876
            done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1877
        moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1878
        {fix c x assume xt: "span_induct_alt_help S x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1879
          then have "span_induct_alt_help S (c*s x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1880
            apply (induct rule: span_induct_alt_help.induct)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1881
            apply (simp add: span_induct_alt_help_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1882
            apply (simp add: vector_smult_assoc vector_add_ldistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1883
            apply (rule span_induct_alt_help_S)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1884
            apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1885
            apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1886
            done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1887
        }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1888
        ultimately show "subspace (span_induct_alt_help S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1889
          unfolding subspace_def mem_def Ball_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1890
      qed}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1891
  with th0 show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1892
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1893
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1894
lemma span_induct_alt:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  1895
  assumes h0: "h (0::'a::semiring_1^'n)" and hS: "\<And>c x y. x \<in> S \<Longrightarrow> h y \<Longrightarrow> h (c*s x + y)" and x: "x \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1896
  shows "h x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1897
using span_induct_alt'[of h S] h0 hS x by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1898
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1899
(* Individual closure properties. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1900
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1901
lemma span_superset: "x \<in> S ==> x \<in> span S" by (metis span_clauses(1))
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1902
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1903
lemma span_0: "0 \<in> span S" by (metis subspace_span subspace_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1904
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1905
lemma span_add: "x \<in> span S \<Longrightarrow> y \<in> span S ==> x + y \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1906
  by (metis subspace_add subspace_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1907
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1908
lemma span_mul: "x \<in> span S ==> (c *s x) \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1909
  by (metis subspace_span subspace_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1910
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1911
lemma span_neg: "x \<in> span S ==> - (x::'a::ring_1^_) \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1912
  by (metis subspace_neg subspace_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1913
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1914
lemma span_sub: "(x::'a::ring_1^_) \<in> span S \<Longrightarrow> y \<in> span S ==> x - y \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1915
  by (metis subspace_span subspace_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1916
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1917
lemma span_setsum: "finite A \<Longrightarrow> \<forall>x \<in> A. f x \<in> span S ==> setsum f A \<in> span S"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  1918
  by (rule subspace_setsum, rule subspace_span)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1919
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1920
lemma span_add_eq: "(x::'a::ring_1^_) \<in> span S \<Longrightarrow> x + y \<in> span S \<longleftrightarrow> y \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1921
  apply (auto simp only: span_add span_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1922
  apply (subgoal_tac "(x + y) - x \<in> span S", simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1923
  by (simp only: span_add span_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1924
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1925
(* Mapping under linear image. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1926
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1927
lemma span_linear_image: assumes lf: "linear (f::'a::semiring_1 ^ _ => _)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1928
  shows "span (f ` S) = f ` (span S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1929
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1930
  {fix x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1931
    assume x: "x \<in> span (f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1932
    have "x \<in> f ` span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1933
      apply (rule span_induct[where x=x and S = "f ` S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1934
      apply (clarsimp simp add: image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1935
      apply (frule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1936
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1937
      apply (simp only: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1938
      apply (rule subspace_linear_image[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1939
      apply (rule subspace_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1940
      apply (rule x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1941
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1942
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1943
  {fix x assume x: "x \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1944
    have th0:"(\<lambda>a. f a \<in> span (f ` S)) = {x. f x \<in> span (f ` S)}" apply (rule set_ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1945
      unfolding mem_def Collect_def ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1946
    have "f x \<in> span (f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1947
      apply (rule span_induct[where S=S])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1948
      apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1949
      apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1950
      apply (subst th0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1951
      apply (rule subspace_linear_preimage[OF lf subspace_span, of "f ` S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1952
      apply (rule x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1953
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1954
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1955
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1956
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1957
(* The key breakdown property. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1958
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1959
lemma span_breakdown:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  1960
  assumes bS: "(b::'a::ring_1 ^ _) \<in> S" and aS: "a \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1961
  shows "\<exists>k. a - k*s b \<in> span (S - {b})" (is "?P a")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1962
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1963
  {fix x assume xS: "x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1964
    {assume ab: "x = b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1965
      then have "?P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1966
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1967
        apply (rule exI[where x="1"], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1968
        by (rule span_0)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1969
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1970
    {assume ab: "x \<noteq> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1971
      then have "?P x"  using xS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1972
        apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1973
        apply (rule exI[where x=0])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1974
        apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1975
        by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1976
    ultimately have "?P x" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1977
  moreover have "subspace ?P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1978
    unfolding subspace_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1979
    apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1980
    apply (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1981
    apply (rule exI[where x=0])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1982
    using span_0[of "S - {b}"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1983
    apply (simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1984
    apply (clarsimp simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1985
    apply (rule_tac x="k + ka" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1986
    apply (subgoal_tac "x + y - (k + ka) *s b = (x - k*s b) + (y - ka *s b)")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1987
    apply (simp only: )
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1988
    apply (rule span_add[unfolded mem_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1989
    apply assumption+
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1990
    apply (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1991
    apply (clarsimp simp add: mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1992
    apply (rule_tac x= "c*k" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1993
    apply (subgoal_tac "c *s x - (c * k) *s b = c*s (x - k*s b)")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1994
    apply (simp only: )
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1995
    apply (rule span_mul[unfolded mem_def])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1996
    apply assumption
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  1997
    by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1998
  ultimately show "?P a" using aS span_induct[where S=S and P= "?P"] by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  1999
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2000
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2001
lemma span_breakdown_eq:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2002
  "(x::'a::ring_1^_) \<in> span (insert a S) \<longleftrightarrow> (\<exists>k. (x - k *s a) \<in> span S)" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2003
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2004
  {assume x: "x \<in> span (insert a S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2005
    from x span_breakdown[of "a" "insert a S" "x"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2006
    have ?rhs apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2007
      apply (rule_tac x= "k" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2008
      apply (rule set_rev_mp[of _ "span (S - {a})" _])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2009
      apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2010
      apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2011
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2012
      done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2013
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2014
  { fix k assume k: "x - k *s a \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2015
    have eq: "x = (x - k *s a) + k *s a" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2016
    have "(x - k *s a) + k *s a \<in> span (insert a S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2017
      apply (rule span_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2018
      apply (rule set_rev_mp[of _ "span S" _])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2019
      apply (rule k)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2020
      apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2021
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2022
      apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2023
      apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2024
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2025
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2026
    then have ?lhs using eq by metis}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2027
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2028
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2029
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2030
(* Hence some "reversal" results.*)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2031
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2032
lemma in_span_insert:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2033
  assumes a: "(a::'a::field^_) \<in> span (insert b S)" and na: "a \<notin> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2034
  shows "b \<in> span (insert a S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2035
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2036
  from span_breakdown[of b "insert b S" a, OF insertI1 a]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2037
  obtain k where k: "a - k*s b \<in> span (S - {b})" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2038
  {assume k0: "k = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2039
    with k have "a \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2040
      apply (simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2041
      apply (rule set_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2042
      apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2043
      apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2044
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2045
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2046
    with na  have ?thesis by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2047
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2048
  {assume k0: "k \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2049
    have eq: "b = (1/k) *s a - ((1/k) *s a - b)" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2050
    from k0 have eq': "(1/k) *s (a - k*s b) = (1/k) *s a - b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2051
      by (vector field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2052
    from k have "(1/k) *s (a - k*s b) \<in> span (S - {b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2053
      by (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2054
    hence th: "(1/k) *s a - b \<in> span (S - {b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2055
      unfolding eq' .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2056
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2057
    from k
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2058
    have ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2059
      apply (subst eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2060
      apply (rule span_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2061
      apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2062
      apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2063
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2064
      apply (rule set_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2065
      apply (rule th)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2066
      apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2067
      using na by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2068
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2069
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2070
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2071
lemma in_span_delete:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2072
  assumes a: "(a::'a::field^_) \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2073
  and na: "a \<notin> span (S-{b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2074
  shows "b \<in> span (insert a (S - {b}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2075
  apply (rule in_span_insert)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2076
  apply (rule set_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2077
  apply (rule a)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2078
  apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2079
  apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2080
  apply (rule na)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2081
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2082
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2083
(* Transitivity property. *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2084
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2085
lemma span_trans:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2086
  assumes x: "(x::'a::ring_1^_) \<in> span S" and y: "y \<in> span (insert x S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2087
  shows "y \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2088
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2089
  from span_breakdown[of x "insert x S" y, OF insertI1 y]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2090
  obtain k where k: "y -k*s x \<in> span (S - {x})" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2091
  have eq: "y = (y - k *s x) + k *s x" by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2092
  show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2093
    apply (subst eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2094
    apply (rule span_add)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2095
    apply (rule set_rev_mp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2096
    apply (rule k)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2097
    apply (rule span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2098
    apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2099
    apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2100
    by (rule x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2101
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2102
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2103
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2104
(* An explicit expansion is sometimes needed.                                *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2105
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2106
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2107
lemma span_explicit:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2108
  "span P = {y::'a::semiring_1^_. \<exists>S u. finite S \<and> S \<subseteq> P \<and> setsum (\<lambda>v. u v *s v) S = y}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2109
  (is "_ = ?E" is "_ = {y. ?h y}" is "_ = {y. \<exists>S u. ?Q S u y}")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2110
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2111
  {fix x assume x: "x \<in> ?E"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2112
    then obtain S u where fS: "finite S" and SP: "S\<subseteq>P" and u: "setsum (\<lambda>v. u v *s v) S = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2113
      by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2114
    have "x \<in> span P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2115
      unfolding u[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2116
      apply (rule span_setsum[OF fS])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2117
      using span_mono[OF SP]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2118
      by (auto intro: span_superset span_mul)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2119
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2120
  have "\<forall>x \<in> span P. x \<in> ?E"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2121
    unfolding mem_def Collect_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2122
  proof(rule span_induct_alt')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2123
    show "?h 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2124
      apply (rule exI[where x="{}"]) by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2125
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2126
    fix c x y
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2127
    assume x: "x \<in> P" and hy: "?h y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2128
    from hy obtain S u where fS: "finite S" and SP: "S\<subseteq>P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2129
      and u: "setsum (\<lambda>v. u v *s v) S = y" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2130
    let ?S = "insert x S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2131
    let ?u = "\<lambda>y. if y = x then (if x \<in> S then u y + c else c)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2132
                  else u y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2133
    from fS SP x have th0: "finite (insert x S)" "insert x S \<subseteq> P" by blast+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2134
    {assume xS: "x \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2135
      have S1: "S = (S - {x}) \<union> {x}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2136
        and Sss:"finite (S - {x})" "finite {x}" "(S -{x}) \<inter> {x} = {}" using xS fS by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2137
      have "setsum (\<lambda>v. ?u v *s v) ?S =(\<Sum>v\<in>S - {x}. u v *s v) + (u x + c) *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2138
        using xS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2139
        by (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2140
          setsum_clauses(2)[OF fS] cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2141
      also have "\<dots> = (\<Sum>v\<in>S. u v *s v) + c *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2142
        apply (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]])
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2143
        by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2144
      also have "\<dots> = c*s x + y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2145
        by (simp add: add_commute u)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2146
      finally have "setsum (\<lambda>v. ?u v *s v) ?S = c*s x + y" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2147
    then have "?Q ?S ?u (c*s x + y)" using th0 by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2148
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2149
  {assume xS: "x \<notin> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2150
    have th00: "(\<Sum>v\<in>S. (if v = x then c else u v) *s v) = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2151
      unfolding u[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2152
      apply (rule setsum_cong2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2153
      using xS by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2154
    have "?Q ?S ?u (c*s x + y)" using fS xS th0
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2155
      by (simp add: th00 setsum_clauses add_commute cong del: if_weak_cong)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2156
  ultimately have "?Q ?S ?u (c*s x + y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2157
    by (cases "x \<in> S", simp, simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2158
    then show "?h (c*s x + y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2159
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2160
      apply (rule exI[where x="?S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2161
      apply (rule exI[where x="?u"]) by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2162
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2163
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2164
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2165
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2166
lemma dependent_explicit:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2167
  "dependent P \<longleftrightarrow> (\<exists>S u. finite S \<and> S \<subseteq> P \<and> (\<exists>(v::'a::{idom,field}^_) \<in>S. u v \<noteq> 0 \<and> setsum (\<lambda>v. u v *s v) S = 0))" (is "?lhs = ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2168
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2169
  {assume dP: "dependent P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2170
    then obtain a S u where aP: "a \<in> P" and fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2171
      and SP: "S \<subseteq> P - {a}" and ua: "setsum (\<lambda>v. u v *s v) S = a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2172
      unfolding dependent_def span_explicit by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2173
    let ?S = "insert a S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2174
    let ?u = "\<lambda>y. if y = a then - 1 else u y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2175
    let ?v = a
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2176
    from aP SP have aS: "a \<notin> S" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2177
    from fS SP aP have th0: "finite ?S" "?S \<subseteq> P" "?v \<in> ?S" "?u ?v \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2178
    have s0: "setsum (\<lambda>v. ?u v *s v) ?S = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2179
      using fS aS
36365
huffman
parents: 36362 36350
diff changeset
  2180
      apply (simp add: vector_smult_lneg setsum_clauses field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2181
      apply (subst (2) ua[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2182
      apply (rule setsum_cong2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2183
      by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2184
    with th0 have ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2185
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2186
      apply (rule exI[where x= "?S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2187
      apply (rule exI[where x= "?u"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2188
      by clarsimp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2189
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2190
  {fix S u v assume fS: "finite S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2191
      and SP: "S \<subseteq> P" and vS: "v \<in> S" and uv: "u v \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2192
    and u: "setsum (\<lambda>v. u v *s v) S = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2193
    let ?a = v
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2194
    let ?S = "S - {v}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2195
    let ?u = "\<lambda>i. (- u i) / u v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2196
    have th0: "?a \<in> P" "finite ?S" "?S \<subseteq> P"       using fS SP vS by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2197
    have "setsum (\<lambda>v. ?u v *s v) ?S = setsum (\<lambda>v. (- (inverse (u ?a))) *s (u v *s v)) S - ?u v *s v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2198
      using fS vS uv
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2199
      by (simp add: setsum_diff1 vector_smult_lneg divide_inverse
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2200
        vector_smult_assoc field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2201
    also have "\<dots> = ?a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2202
      unfolding setsum_cmul u
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2203
      using uv by (simp add: vector_smult_lneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2204
    finally  have "setsum (\<lambda>v. ?u v *s v) ?S = ?a" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2205
    with th0 have ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2206
      unfolding dependent_def span_explicit
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2207
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2208
      apply (rule bexI[where x= "?a"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2209
      apply simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2210
      apply (rule exI[where x= "?S"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2211
      by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2212
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2213
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2214
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2215
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2216
lemma span_finite:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2217
  assumes fS: "finite S"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2218
  shows "span S = {(y::'a::semiring_1^_). \<exists>u. setsum (\<lambda>v. u v *s v) S = y}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2219
  (is "_ = ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2220
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2221
  {fix y assume y: "y \<in> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2222
    from y obtain S' u where fS': "finite S'" and SS': "S' \<subseteq> S" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2223
      u: "setsum (\<lambda>v. u v *s v) S' = y" unfolding span_explicit by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2224
    let ?u = "\<lambda>x. if x \<in> S' then u x else 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2225
    from setsum_restrict_set[OF fS, of "\<lambda>v. u v *s v" S', symmetric] SS'
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2226
    have "setsum (\<lambda>v. ?u v *s v) S = setsum (\<lambda>v. u v *s v) S'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2227
      unfolding cond_value_iff cond_application_beta
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2228
      by (simp add: cond_value_iff inf_absorb2 cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2229
    hence "setsum (\<lambda>v. ?u v *s v) S = y" by (metis u)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2230
    hence "y \<in> ?rhs" by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2231
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2232
  {fix y u assume u: "setsum (\<lambda>v. u v *s v) S = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2233
    then have "y \<in> span S" using fS unfolding span_explicit by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2234
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2235
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2236
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2237
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2238
(* Standard bases are a spanning set, and obviously finite.                  *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2239
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2240
lemma span_stdbasis:"span {basis i :: 'a::ring_1^'n | i. i \<in> (UNIV :: 'n set)} = UNIV"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2241
apply (rule set_ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2242
apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2243
apply (subst basis_expansion[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2244
apply (rule span_setsum)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2245
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2246
apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2247
apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2248
apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2249
apply (auto simp add: Collect_def mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2250
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2251
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2252
lemma finite_stdbasis: "finite {basis i ::real^'n |i. i\<in> (UNIV:: 'n set)}" (is "finite ?S")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2253
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2254
  have eq: "?S = basis ` UNIV" by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2255
  show ?thesis unfolding eq by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2256
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2257
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2258
lemma card_stdbasis: "card {basis i ::real^'n |i. i\<in> (UNIV :: 'n set)} = CARD('n)" (is "card ?S = _")
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2259
proof-
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2260
  have eq: "?S = basis ` UNIV" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2261
  show ?thesis unfolding eq using card_image[OF basis_inj] by simp
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2262
qed
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2263
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2264
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2265
lemma independent_stdbasis_lemma:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2266
  assumes x: "(x::'a::semiring_1 ^ _) \<in> span (basis ` S)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2267
  and iS: "i \<notin> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2268
  shows "(x$i) = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2269
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2270
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2271
  let ?B = "basis ` S"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2272
  let ?P = "\<lambda>(x::'a^_). \<forall>i\<in> ?U. i \<notin> S \<longrightarrow> x$i =0"
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2273
 {fix x::"'a^_" assume xS: "x\<in> ?B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2274
   from xS have "?P x" by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2275
 moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2276
 have "subspace ?P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2277
   by (auto simp add: subspace_def Collect_def mem_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2278
 ultimately show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2279
   using x span_induct[of ?B ?P x] iS by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2280
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2281
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2282
lemma independent_stdbasis: "independent {basis i ::real^'n |i. i\<in> (UNIV :: 'n set)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2283
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2284
  let ?I = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2285
  let ?b = "basis :: _ \<Rightarrow> real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2286
  let ?B = "?b ` ?I"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2287
  have eq: "{?b i|i. i \<in> ?I} = ?B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2288
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2289
  {assume d: "dependent ?B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2290
    then obtain k where k: "k \<in> ?I" "?b k \<in> span (?B - {?b k})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2291
      unfolding dependent_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2292
    have eq1: "?B - {?b k} = ?B - ?b ` {k}"  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2293
    have eq2: "?B - {?b k} = ?b ` (?I - {k})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2294
      unfolding eq1
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2295
      apply (rule inj_on_image_set_diff[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2296
      apply (rule basis_inj) using k(1) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2297
    from k(2) have th0: "?b k \<in> span (?b ` (?I - {k}))" unfolding eq2 .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2298
    from independent_stdbasis_lemma[OF th0, of k, simplified]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2299
    have False by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2300
  then show ?thesis unfolding eq dependent_def ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2301
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2302
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2303
(* This is useful for building a basis step-by-step.                         *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2304
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2305
lemma independent_insert:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2306
  "independent(insert (a::'a::field ^_) S) \<longleftrightarrow>
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2307
      (if a \<in> S then independent S
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2308
                else independent S \<and> a \<notin> span S)" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2309
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2310
  {assume aS: "a \<in> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2311
    hence ?thesis using insert_absorb[OF aS] by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2312
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2313
  {assume aS: "a \<notin> S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2314
    {assume i: ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2315
      then have ?rhs using aS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2316
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2317
        apply (rule conjI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2318
        apply (rule independent_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2319
        apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2320
        apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2321
        by (simp add: dependent_def)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2322
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2323
    {assume i: ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2324
      have ?lhs using i aS
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2325
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2326
        apply (auto simp add: dependent_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2327
        apply (case_tac "aa = a", auto)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2328
        apply (subgoal_tac "insert a S - {aa} = insert a (S - {aa})")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2329
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2330
        apply (subgoal_tac "a \<in> span (insert aa (S - {aa}))")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2331
        apply (subgoal_tac "insert aa (S - {aa}) = S")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2332
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2333
        apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2334
        apply (rule in_span_insert)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2335
        apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2336
        apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2337
        apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2338
        done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2339
    ultimately have ?thesis by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2340
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2341
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2342
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2343
(* The degenerate case of the Exchange Lemma.  *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2344
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2345
lemma mem_delete: "x \<in> (A - {a}) \<longleftrightarrow> x \<noteq> a \<and> x \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2346
  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2347
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2348
lemma span_span: "span (span A) = span A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2349
  unfolding span_def hull_hull ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2350
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2351
lemma span_inc: "S \<subseteq> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2352
  by (metis subset_eq span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2353
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2354
lemma spanning_subset_independent:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2355
  assumes BA: "B \<subseteq> A" and iA: "independent (A::('a::field ^_) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2356
  and AsB: "A \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2357
  shows "A = B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2358
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2359
  from BA show "B \<subseteq> A" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2360
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2361
  from span_mono[OF BA] span_mono[OF AsB]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2362
  have sAB: "span A = span B" unfolding span_span by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2363
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2364
  {fix x assume x: "x \<in> A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2365
    from iA have th0: "x \<notin> span (A - {x})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2366
      unfolding dependent_def using x by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2367
    from x have xsA: "x \<in> span A" by (blast intro: span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2368
    have "A - {x} \<subseteq> A" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2369
    hence th1:"span (A - {x}) \<subseteq> span A" by (metis span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2370
    {assume xB: "x \<notin> B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2371
      from xB BA have "B \<subseteq> A -{x}" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2372
      hence "span B \<subseteq> span (A - {x})" by (metis span_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2373
      with th1 th0 sAB have "x \<notin> span A" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2374
      with x have False by (metis span_superset)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2375
    then have "x \<in> B" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2376
  then show "A \<subseteq> B" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2377
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2378
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2379
(* The general case of the Exchange Lemma, the key to what follows.  *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2380
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2381
lemma exchange_lemma:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2382
  assumes f:"finite (t:: ('a::field^'n) set)" and i: "independent s"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2383
  and sp:"s \<subseteq> span t"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2384
  shows "\<exists>t'. (card t' = card t) \<and> finite t' \<and> s \<subseteq> t' \<and> t' \<subseteq> s \<union> t \<and> s \<subseteq> span t'"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2385
using f i sp
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2386
proof(induct "card (t - s)" arbitrary: s t rule: less_induct)
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2387
  case less
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2388
  note ft = `finite t` and s = `independent s` and sp = `s \<subseteq> span t`
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2389
  let ?P = "\<lambda>t'. (card t' = card t) \<and> finite t' \<and> s \<subseteq> t' \<and> t' \<subseteq> s \<union> t \<and> s \<subseteq> span t'"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2390
  let ?ths = "\<exists>t'. ?P t'"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2391
  {assume st: "s \<subseteq> t"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2392
    from st ft span_mono[OF st] have ?ths apply - apply (rule exI[where x=t])
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2393
      by (auto intro: span_superset)}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2394
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2395
  {assume st: "t \<subseteq> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2396
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2397
    from spanning_subset_independent[OF st s sp]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2398
      st ft span_mono[OF st] have ?ths apply - apply (rule exI[where x=t])
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2399
      by (auto intro: span_superset)}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2400
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2401
  {assume st: "\<not> s \<subseteq> t" "\<not> t \<subseteq> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2402
    from st(2) obtain b where b: "b \<in> t" "b \<notin> s" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2403
      from b have "t - {b} - s \<subset> t - s" by blast
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2404
      then have cardlt: "card (t - {b} - s) < card (t - s)" using ft
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2405
        by (auto intro: psubset_card_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2406
      from b ft have ct0: "card t \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2407
    {assume stb: "s \<subseteq> span(t -{b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2408
      from ft have ftb: "finite (t -{b})" by auto
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2409
      from less(1)[OF cardlt ftb s stb]
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2410
      obtain u where u: "card u = card (t-{b})" "s \<subseteq> u" "u \<subseteq> s \<union> (t - {b})" "s \<subseteq> span u" and fu: "finite u" by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2411
      let ?w = "insert b u"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2412
      have th0: "s \<subseteq> insert b u" using u by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2413
      from u(3) b have "u \<subseteq> s \<union> t" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2414
      then have th1: "insert b u \<subseteq> s \<union> t" using u b by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2415
      have bu: "b \<notin> u" using b u by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2416
      from u(1) ft b have "card u = (card t - 1)" by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2417
      then
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2418
      have th2: "card (insert b u) = card t"
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2419
        using card_insert_disjoint[OF fu bu] ct0 by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2420
      from u(4) have "s \<subseteq> span u" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2421
      also have "\<dots> \<subseteq> span (insert b u)" apply (rule span_mono) by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2422
      finally have th3: "s \<subseteq> span (insert b u)" .
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2423
      from th0 th1 th2 th3 fu have th: "?P ?w"  by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2424
      from th have ?ths by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2425
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2426
    {assume stb: "\<not> s \<subseteq> span(t -{b})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2427
      from stb obtain a where a: "a \<in> s" "a \<notin> span (t - {b})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2428
      have ab: "a \<noteq> b" using a b by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2429
      have at: "a \<notin> t" using a ab span_superset[of a "t- {b}"] by auto
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2430
      have mlt: "card ((insert a (t - {b})) - s) < card (t - s)"
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2431
        using cardlt ft a b by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2432
      have ft': "finite (insert a (t - {b}))" using ft by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2433
      {fix x assume xs: "x \<in> s"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2434
        have t: "t \<subseteq> (insert b (insert a (t -{b})))" using b by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2435
        from b(1) have "b \<in> span t" by (simp add: span_superset)
35541
himmelma
parents: 35540
diff changeset
  2436
        have bs: "b \<in> span (insert a (t - {b}))" apply(rule in_span_delete)
himmelma
parents: 35540
diff changeset
  2437
          using  a sp unfolding subset_eq by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2438
        from xs sp have "x \<in> span t" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2439
        with span_mono[OF t]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2440
        have x: "x \<in> span (insert b (insert a (t - {b})))" ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2441
        from span_trans[OF bs x] have "x \<in> span (insert a (t - {b}))"  .}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2442
      then have sp': "s \<subseteq> span (insert a (t - {b}))" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2443
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2444
      from less(1)[OF mlt ft' s sp'] obtain u where
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2445
        u: "card u = card (insert a (t -{b}))" "finite u" "s \<subseteq> u" "u \<subseteq> s \<union> insert a (t -{b})"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2446
        "s \<subseteq> span u" by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2447
      from u a b ft at ct0 have "?P u" by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2448
      then have ?ths by blast }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2449
    ultimately have ?ths by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2450
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2451
  ultimately
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2452
  show ?ths  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2453
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2454
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2455
(* This implies corresponding size bounds.                                   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2456
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2457
lemma independent_span_bound:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2458
  assumes f: "finite t" and i: "independent (s::('a::field^_) set)" and sp:"s \<subseteq> span t"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2459
  shows "finite s \<and> card s \<le> card t"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2460
  by (metis exchange_lemma[OF f i sp] finite_subset card_mono)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2461
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2462
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2463
lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x\<in> (UNIV::'a::finite set)}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2464
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2465
  have eq: "{f x |x. x\<in> UNIV} = f ` UNIV" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2466
  show ?thesis unfolding eq
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2467
    apply (rule finite_imageI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2468
    apply (rule finite)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2469
    done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2470
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2471
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2472
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2473
lemma independent_bound:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2474
  fixes S:: "(real^'n) set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2475
  shows "independent S \<Longrightarrow> finite S \<and> card S <= CARD('n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2476
  apply (subst card_stdbasis[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2477
  apply (rule independent_span_bound)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2478
  apply (rule finite_Atleast_Atmost_nat)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2479
  apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2480
  unfolding span_stdbasis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2481
  apply (rule subset_UNIV)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2482
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2483
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2484
lemma dependent_biggerset: "(finite (S::(real ^'n) set) ==> card S > CARD('n)) ==> dependent S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2485
  by (metis independent_bound not_less)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2486
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2487
(* Hence we can create a maximal independent subset.                         *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2488
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2489
lemma maximal_independent_subset_extend:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2490
  assumes sv: "(S::(real^'n) set) \<subseteq> V" and iS: "independent S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2491
  shows "\<exists>B. S \<subseteq> B \<and> B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2492
  using sv iS
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2493
proof(induct "CARD('n) - card S" arbitrary: S rule: less_induct)
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2494
  case less
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2495
  note sv = `S \<subseteq> V` and i = `independent S`
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2496
  let ?P = "\<lambda>B. S \<subseteq> B \<and> B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2497
  let ?ths = "\<exists>x. ?P x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2498
  let ?d = "CARD('n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2499
  {assume "V \<subseteq> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2500
    then have ?ths  using sv i by blast }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2501
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2502
  {assume VS: "\<not> V \<subseteq> span S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2503
    from VS obtain a where a: "a \<in> V" "a \<notin> span S" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2504
    from a have aS: "a \<notin> S" by (auto simp add: span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2505
    have th0: "insert a S \<subseteq> V" using a sv by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2506
    from independent_insert[of a S]  i a
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2507
    have th1: "independent (insert a S)" by auto
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2508
    have mlt: "?d - card (insert a S) < ?d - card S"
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2509
      using aS a independent_bound[OF th1]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2510
      by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2511
34915
7894c7dab132 Adapted to changes in induct method.
berghofe
parents: 34292
diff changeset
  2512
    from less(1)[OF mlt th0 th1]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2513
    obtain B where B: "insert a S \<subseteq> B" "B \<subseteq> V" "independent B" " V \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2514
      by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2515
    from B have "?P B" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2516
    then have ?ths by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2517
  ultimately show ?ths by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2518
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2519
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2520
lemma maximal_independent_subset:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2521
  "\<exists>(B:: (real ^'n) set). B\<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2522
  by (metis maximal_independent_subset_extend[of "{}:: (real ^'n) set"] empty_subsetI independent_empty)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2523
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2524
(* Notion of dimension.                                                      *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2525
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2526
definition "dim V = (SOME n. \<exists>B. B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = n))"
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2527
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2528
lemma basis_exists:  "\<exists>B. (B :: (real ^'n) set) \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = dim V)"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2529
unfolding dim_def some_eq_ex[of "\<lambda>n. \<exists>B. B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = n)"]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2530
using maximal_independent_subset[of V] independent_bound
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2531
by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2532
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2533
(* Consequences of independence or spanning for cardinality.                 *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2534
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2535
lemma independent_card_le_dim: 
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2536
  assumes "(B::(real ^'n) set) \<subseteq> V" and "independent B" shows "card B \<le> dim V"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2537
proof -
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2538
  from basis_exists[of V] `B \<subseteq> V`
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2539
  obtain B' where "independent B'" and "B \<subseteq> span B'" and "card B' = dim V" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2540
  with independent_span_bound[OF _ `independent B` `B \<subseteq> span B'`] independent_bound[of B']
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2541
  show ?thesis by auto
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2542
qed
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2543
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2544
lemma span_card_ge_dim:  "(B::(real ^'n) set) \<subseteq> V \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> finite B \<Longrightarrow> dim V \<le> card B"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2545
  by (metis basis_exists[of V] independent_span_bound subset_trans)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2546
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2547
lemma basis_card_eq_dim:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2548
  "B \<subseteq> (V:: (real ^'n) set) \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> independent B \<Longrightarrow> finite B \<and> card B = dim V"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2549
  by (metis order_eq_iff independent_card_le_dim span_card_ge_dim independent_bound)
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2550
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2551
lemma dim_unique: "(B::(real ^'n) set) \<subseteq> V \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> independent B \<Longrightarrow> card B = n \<Longrightarrow> dim V = n"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2552
  by (metis basis_card_eq_dim)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2553
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2554
(* More lemmas about dimension.                                              *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2555
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2556
lemma dim_univ: "dim (UNIV :: (real^'n) set) = CARD('n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2557
  apply (rule dim_unique[of "{basis i |i. i\<in> (UNIV :: 'n set)}"])
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2558
  by (auto simp only: span_stdbasis card_stdbasis finite_stdbasis independent_stdbasis)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2559
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2560
lemma dim_subset:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2561
  "(S:: (real ^'n) set) \<subseteq> T \<Longrightarrow> dim S \<le> dim T"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2562
  using basis_exists[of T] basis_exists[of S]
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2563
  by (metis independent_card_le_dim subset_trans)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2564
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2565
lemma dim_subset_univ: "dim (S:: (real^'n) set) \<le> CARD('n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2566
  by (metis dim_subset subset_UNIV dim_univ)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2567
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2568
(* Converses to those.                                                       *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2569
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2570
lemma card_ge_dim_independent:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2571
  assumes BV:"(B::(real ^'n) set) \<subseteq> V" and iB:"independent B" and dVB:"dim V \<le> card B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2572
  shows "V \<subseteq> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2573
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2574
  {fix a assume aV: "a \<in> V"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2575
    {assume aB: "a \<notin> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2576
      then have iaB: "independent (insert a B)" using iB aV  BV by (simp add: independent_insert)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2577
      from aV BV have th0: "insert a B \<subseteq> V" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2578
      from aB have "a \<notin>B" by (auto simp add: span_superset)
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2579
      with independent_card_le_dim[OF th0 iaB] dVB independent_bound[OF iB] have False by auto }
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2580
    then have "a \<in> span B"  by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2581
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2582
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2583
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2584
lemma card_le_dim_spanning:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2585
  assumes BV: "(B:: (real ^'n) set) \<subseteq> V" and VB: "V \<subseteq> span B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2586
  and fB: "finite B" and dVB: "dim V \<ge> card B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2587
  shows "independent B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2588
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2589
  {fix a assume a: "a \<in> B" "a \<in> span (B -{a})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2590
    from a fB have c0: "card B \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2591
    from a fB have cb: "card (B -{a}) = card B - 1" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2592
    from BV a have th0: "B -{a} \<subseteq> V" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2593
    {fix x assume x: "x \<in> V"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2594
      from a have eq: "insert a (B -{a}) = B" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2595
      from x VB have x': "x \<in> span B" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2596
      from span_trans[OF a(2), unfolded eq, OF x']
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2597
      have "x \<in> span (B -{a})" . }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2598
    then have th1: "V \<subseteq> span (B -{a})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2599
    have th2: "finite (B -{a})" using fB by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2600
    from span_card_ge_dim[OF th0 th1 th2]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2601
    have c: "dim V \<le> card (B -{a})" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2602
    from c c0 dVB cb have False by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2603
  then show ?thesis unfolding dependent_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2604
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2605
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2606
lemma card_eq_dim: "(B:: (real ^'n) set) \<subseteq> V \<Longrightarrow> card B = dim V \<Longrightarrow> finite B \<Longrightarrow> independent B \<longleftrightarrow> V \<subseteq> span B"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2607
  by (metis order_eq_iff card_le_dim_spanning
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2608
    card_ge_dim_independent)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2609
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2610
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2611
(* More general size bound lemmas.                                           *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2612
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2613
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2614
lemma independent_bound_general:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2615
  "independent (S:: (real^'n) set) \<Longrightarrow> finite S \<and> card S \<le> dim S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2616
  by (metis independent_card_le_dim independent_bound subset_refl)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2617
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2618
lemma dependent_biggerset_general: "(finite (S:: (real^'n) set) \<Longrightarrow> card S > dim S) \<Longrightarrow> dependent S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2619
  using independent_bound_general[of S] by (metis linorder_not_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2620
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2621
lemma dim_span: "dim (span (S:: (real ^'n) set)) = dim S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2622
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2623
  have th0: "dim S \<le> dim (span S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2624
    by (auto simp add: subset_eq intro: dim_subset span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2625
  from basis_exists[of S]
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2626
  obtain B where B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2627
  from B have fB: "finite B" "card B = dim S" using independent_bound by blast+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2628
  have bSS: "B \<subseteq> span S" using B(1) by (metis subset_eq span_inc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2629
  have sssB: "span S \<subseteq> span B" using span_mono[OF B(3)] by (simp add: span_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2630
  from span_card_ge_dim[OF bSS sssB fB(1)] th0 show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2631
    using fB(2)  by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2632
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2633
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2634
lemma subset_le_dim: "(S:: (real ^'n) set) \<subseteq> span T \<Longrightarrow> dim S \<le> dim T"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2635
  by (metis dim_span dim_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2636
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2637
lemma span_eq_dim: "span (S:: (real ^'n) set) = span T ==> dim S = dim T"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2638
  by (metis dim_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2639
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2640
lemma spans_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2641
  assumes lf: "linear (f::'a::semiring_1^_ \<Rightarrow> _)" and VB: "V \<subseteq> span B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2642
  shows "f ` V \<subseteq> span (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2643
  unfolding span_linear_image[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2644
  by (metis VB image_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2645
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2646
lemma dim_image_le:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2647
  fixes f :: "real^'n \<Rightarrow> real^'m"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2648
  assumes lf: "linear f" shows "dim (f ` S) \<le> dim (S:: (real ^'n) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2649
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2650
  from basis_exists[of S] obtain B where
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2651
    B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2652
  from B have fB: "finite B" "card B = dim S" using independent_bound by blast+
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2653
  have "dim (f ` S) \<le> card (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2654
    apply (rule span_card_ge_dim)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2655
    using lf B fB by (auto simp add: span_linear_image spans_image subset_image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2656
  also have "\<dots> \<le> dim S" using card_image_le[OF fB(1)] fB by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2657
  finally show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2658
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2659
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2660
(* Relation between bases and injectivity/surjectivity of map.               *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2661
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2662
lemma spanning_surjective_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2663
  assumes us: "UNIV \<subseteq> span (S:: ('a::semiring_1 ^_) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2664
  and lf: "linear f" and sf: "surj f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2665
  shows "UNIV \<subseteq> span (f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2666
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2667
  have "UNIV \<subseteq> f ` UNIV" using sf by (auto simp add: surj_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2668
  also have " \<dots> \<subseteq> span (f ` S)" using spans_image[OF lf us] .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2669
finally show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2670
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2671
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2672
lemma independent_injective_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2673
  assumes iS: "independent (S::('a::semiring_1^_) set)" and lf: "linear f" and fi: "inj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2674
  shows "independent (f ` S)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2675
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2676
  {fix a assume a: "a \<in> S" "f a \<in> span (f ` S - {f a})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2677
    have eq: "f ` S - {f a} = f ` (S - {a})" using fi
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2678
      by (auto simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2679
    from a have "f a \<in> f ` span (S -{a})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2680
      unfolding eq span_linear_image[OF lf, of "S - {a}"]  by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2681
    hence "a \<in> span (S -{a})" using fi by (auto simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2682
    with a(1) iS  have False by (simp add: dependent_def) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2683
  then show ?thesis unfolding dependent_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2684
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2685
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2686
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2687
(* Picking an orthogonal replacement for a spanning set.                     *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2688
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2689
    (* FIXME : Move to some general theory ?*)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2690
definition "pairwise R S \<longleftrightarrow> (\<forall>x \<in> S. \<forall>y\<in> S. x\<noteq>y \<longrightarrow> R x y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2691
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2692
lemma vector_sub_project_orthogonal: "(b::real^'n) \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *s b) = 0"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2693
  unfolding inner_simps smult_conv_scaleR by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2694
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2695
lemma basis_orthogonal:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2696
  fixes B :: "(real ^'n) set"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2697
  assumes fB: "finite B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2698
  shows "\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2699
  (is " \<exists>C. ?P B C")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2700
proof(induct rule: finite_induct[OF fB])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2701
  case 1 thus ?case apply (rule exI[where x="{}"]) by (auto simp add: pairwise_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2702
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2703
  case (2 a B)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2704
  note fB = `finite B` and aB = `a \<notin> B`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2705
  from `\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C`
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2706
  obtain C where C: "finite C" "card C \<le> card B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2707
    "span C = span B" "pairwise orthogonal C" by blast
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2708
  let ?a = "a - setsum (\<lambda>x. (x \<bullet> a / (x \<bullet> x)) *s x) C"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2709
  let ?C = "insert ?a C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2710
  from C(1) have fC: "finite ?C" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2711
  from fB aB C(1,2) have cC: "card ?C \<le> card (insert a B)" by (simp add: card_insert_if)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2712
  {fix x k
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2713
    have th0: "\<And>(a::'b::comm_ring) b c. a - (b - c) = c + (a - b)" by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2714
    have "x - k *s (a - (\<Sum>x\<in>C. (x \<bullet> a / (x \<bullet> x)) *s x)) \<in> span C \<longleftrightarrow> x - k *s a \<in> span C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2715
      apply (simp only: vector_ssub_ldistrib th0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2716
      apply (rule span_add_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2717
      apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2718
      apply (rule span_setsum[OF C(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2719
      apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2720
      apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2721
      by (rule span_superset)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2722
  then have SC: "span ?C = span (insert a B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2723
    unfolding expand_set_eq span_breakdown_eq C(3)[symmetric] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2724
  thm pairwise_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2725
  {fix x y assume xC: "x \<in> ?C" and yC: "y \<in> ?C" and xy: "x \<noteq> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2726
    {assume xa: "x = ?a" and ya: "y = ?a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2727
      have "orthogonal x y" using xa ya xy by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2728
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2729
    {assume xa: "x = ?a" and ya: "y \<noteq> ?a" "y \<in> C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2730
      from ya have Cy: "C = insert y (C - {y})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2731
      have fth: "finite (C - {y})" using C by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2732
      have "orthogonal x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2733
        using xa ya
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2734
        unfolding orthogonal_def xa inner_simps diff_eq_0_iff_eq
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2735
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2736
        apply (subst Cy)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2737
        using C(1) fth
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2738
        apply (simp only: setsum_clauses) unfolding smult_conv_scaleR
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2739
        apply (auto simp add: inner_simps inner_commute[of y a] dot_lsum[OF fth])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2740
        apply (rule setsum_0')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2741
        apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2742
        apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2743
        by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2744
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2745
    {assume xa: "x \<noteq> ?a" "x \<in> C" and ya: "y = ?a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2746
      from xa have Cx: "C = insert x (C - {x})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2747
      have fth: "finite (C - {x})" using C by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2748
      have "orthogonal x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2749
        using xa ya
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2750
        unfolding orthogonal_def ya inner_simps diff_eq_0_iff_eq
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2751
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2752
        apply (subst Cx)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2753
        using C(1) fth
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2754
        apply (simp only: setsum_clauses) unfolding smult_conv_scaleR
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2755
        apply (subst inner_commute[of x])
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2756
        apply (auto simp add: inner_simps inner_commute[of x a] dot_rsum[OF fth])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2757
        apply (rule setsum_0')
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2758
        apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2759
        apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2760
        by auto}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2761
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2762
    {assume xa: "x \<in> C" and ya: "y \<in> C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2763
      have "orthogonal x y" using xa ya xy C(4) unfolding pairwise_def by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2764
    ultimately have "orthogonal x y" using xC yC by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2765
  then have CPO: "pairwise orthogonal ?C" unfolding pairwise_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2766
  from fC cC SC CPO have "?P (insert a B) ?C" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2767
  then show ?case by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2768
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2769
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2770
lemma orthogonal_basis_exists:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2771
  fixes V :: "(real ^'n) set"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2772
  shows "\<exists>B. independent B \<and> B \<subseteq> span V \<and> V \<subseteq> span B \<and> (card B = dim V) \<and> pairwise orthogonal B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2773
proof-
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2774
  from basis_exists[of V] obtain B where B: "B \<subseteq> V" "independent B" "V \<subseteq> span B" "card B = dim V" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2775
  from B have fB: "finite B" "card B = dim V" using independent_bound by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2776
  from basis_orthogonal[OF fB(1)] obtain C where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2777
    C: "finite C" "card C \<le> card B" "span C = span B" "pairwise orthogonal C" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2778
  from C B
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2779
  have CSV: "C \<subseteq> span V" by (metis span_inc span_mono subset_trans)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2780
  from span_mono[OF B(3)]  C have SVC: "span V \<subseteq> span C" by (simp add: span_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2781
  from card_le_dim_spanning[OF CSV SVC C(1)] C(2,3) fB
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2782
  have iC: "independent C" by (simp add: dim_span)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2783
  from C fB have "card C \<le> dim V" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2784
  moreover have "dim V \<le> card C" using span_card_ge_dim[OF CSV SVC C(1)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2785
    by (simp add: dim_span)
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2786
  ultimately have CdV: "card C = dim V" using C(1) by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2787
  from C B CSV CdV iC show ?thesis by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2788
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2789
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2790
lemma span_eq: "span S = span T \<longleftrightarrow> S \<subseteq> span T \<and> T \<subseteq> span S"
35541
himmelma
parents: 35540
diff changeset
  2791
  using span_inc[unfolded subset_eq] using span_mono[of T "span S"] span_mono[of S "span T"]
himmelma
parents: 35540
diff changeset
  2792
  by(auto simp add: span_span)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2793
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2794
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2795
(* Low-dimensional subset is in a hyperplane (weak orthogonal complement).   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2796
(* ------------------------------------------------------------------------- *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2797
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2798
lemma span_not_univ_orthogonal:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2799
  assumes sU: "span S \<noteq> UNIV"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2800
  shows "\<exists>(a:: real ^'n). a \<noteq>0 \<and> (\<forall>x \<in> span S. a \<bullet> x = 0)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2801
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2802
  from sU obtain a where a: "a \<notin> span S" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2803
  from orthogonal_basis_exists obtain B where
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2804
    B: "independent B" "B \<subseteq> span S" "S \<subseteq> span B" "card B = dim S" "pairwise orthogonal B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2805
    by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  2806
  from B have fB: "finite B" "card B = dim S" using independent_bound by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2807
  from span_mono[OF B(2)] span_mono[OF B(3)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2808
  have sSB: "span S = span B" by (simp add: span_span)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2809
  let ?a = "a - setsum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *s b) B"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2810
  have "setsum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *s b) B \<in> span S"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2811
    unfolding sSB
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2812
    apply (rule span_setsum[OF fB(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2813
    apply clarsimp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2814
    apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2815
    by (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2816
  with a have a0:"?a  \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2817
  have "\<forall>x\<in>span B. ?a \<bullet> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2818
  proof(rule span_induct')
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2819
    show "subspace (\<lambda>x. ?a \<bullet> x = 0)" by (auto simp add: subspace_def mem_def inner_simps smult_conv_scaleR)
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2820
  
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2821
next
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2822
    {fix x assume x: "x \<in> B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2823
      from x have B': "B = insert x (B - {x})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2824
      have fth: "finite (B - {x})" using fB by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2825
      have "?a \<bullet> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2826
        apply (subst B') using fB fth
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2827
        unfolding setsum_clauses(2)[OF fth]
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2828
        apply simp unfolding inner_simps smult_conv_scaleR
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2829
        apply (clarsimp simp add: inner_simps smult_conv_scaleR dot_lsum)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2830
        apply (rule setsum_0', rule ballI)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  2831
        unfolding inner_commute
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2832
        by (auto simp add: x field_simps intro: B(5)[unfolded pairwise_def orthogonal_def, rule_format])}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2833
    then show "\<forall>x \<in> B. ?a \<bullet> x = 0" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2834
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2835
  with a0 show ?thesis unfolding sSB by (auto intro: exI[where x="?a"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2836
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2837
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2838
lemma span_not_univ_subset_hyperplane:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2839
  assumes SU: "span S \<noteq> (UNIV ::(real^'n) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2840
  shows "\<exists> a. a \<noteq>0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2841
  using span_not_univ_orthogonal[OF SU] by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2842
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2843
lemma lowdim_subset_hyperplane:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2844
  assumes d: "dim S < CARD('n::finite)"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2845
  shows "\<exists>(a::real ^'n). a  \<noteq> 0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2846
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2847
  {assume "span S = UNIV"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2848
    hence "dim (span S) = dim (UNIV :: (real ^'n) set)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2849
    hence "dim S = CARD('n)" by (simp add: dim_span dim_univ)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2850
    with d have False by arith}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2851
  hence th: "span S \<noteq> UNIV" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2852
  from span_not_univ_subset_hyperplane[OF th] show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2853
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2854
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2855
(* We can extend a linear basis-basis injection to the whole set.            *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2856
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2857
lemma linear_indep_image_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2858
  assumes lf: "linear f" and fB: "finite B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2859
  and ifB: "independent (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2860
  and fi: "inj_on f B" and xsB: "x \<in> span B"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  2861
  and fx: "f (x::'a::field^_) = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2862
  shows "x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2863
  using fB ifB fi xsB fx
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2864
proof(induct arbitrary: x rule: finite_induct[OF fB])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2865
  case 1 thus ?case by (auto simp add:  span_empty)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2866
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2867
  case (2 a b x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2868
  have fb: "finite b" using "2.prems" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2869
  have th0: "f ` b \<subseteq> f ` (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2870
    apply (rule image_mono) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2871
  from independent_mono[ OF "2.prems"(2) th0]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2872
  have ifb: "independent (f ` b)"  .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2873
  have fib: "inj_on f b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2874
    apply (rule subset_inj_on [OF "2.prems"(3)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2875
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2876
  from span_breakdown[of a "insert a b", simplified, OF "2.prems"(4)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2877
  obtain k where k: "x - k*s a \<in> span (b -{a})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2878
  have "f (x - k*s a) \<in> span (f ` b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2879
    unfolding span_linear_image[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2880
    apply (rule imageI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2881
    using k span_mono[of "b-{a}" b] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2882
  hence "f x - k*s f a \<in> span (f ` b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2883
    by (simp add: linear_sub[OF lf] linear_cmul[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2884
  hence th: "-k *s f a \<in> span (f ` b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2885
    using "2.prems"(5) by (simp add: vector_smult_lneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2886
  {assume k0: "k = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2887
    from k0 k have "x \<in> span (b -{a})" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2888
    then have "x \<in> span b" using span_mono[of "b-{a}" b]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2889
      by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2890
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2891
  {assume k0: "k \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2892
    from span_mul[OF th, of "- 1/ k"] k0
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2893
    have th1: "f a \<in> span (f ` b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2894
      by (auto simp add: vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2895
    from inj_on_image_set_diff[OF "2.prems"(3), of "insert a b " "{a}", symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2896
    have tha: "f ` insert a b - f ` {a} = f ` (insert a b - {a})" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2897
    from "2.prems"(2)[unfolded dependent_def bex_simps(10), rule_format, of "f a"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2898
    have "f a \<notin> span (f ` b)" using tha
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2899
      using "2.hyps"(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2900
      "2.prems"(3) by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2901
    with th1 have False by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2902
    then have "x \<in> span b" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2903
  ultimately have xsb: "x \<in> span b" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2904
  from "2.hyps"(3)[OF fb ifb fib xsb "2.prems"(5)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2905
  show "x = 0" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2906
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2907
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2908
(* We can extend a linear mapping from basis.                                *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2909
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2910
lemma linear_independent_extend_lemma:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2911
  assumes fi: "finite B" and ib: "independent B"
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2912
  shows "\<exists>g. (\<forall>x\<in> span B. \<forall>y\<in> span B. g ((x::'a::field^'n) + y) = g x + g y)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2913
           \<and> (\<forall>x\<in> span B. \<forall>c. g (c*s x) = c *s g x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2914
           \<and> (\<forall>x\<in> B. g x = f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2915
using ib fi
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2916
proof(induct rule: finite_induct[OF fi])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2917
  case 1 thus ?case by (auto simp add: span_empty)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2918
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2919
  case (2 a b)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2920
  from "2.prems" "2.hyps" have ibf: "independent b" "finite b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2921
    by (simp_all add: independent_insert)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2922
  from "2.hyps"(3)[OF ibf] obtain g where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2923
    g: "\<forall>x\<in>span b. \<forall>y\<in>span b. g (x + y) = g x + g y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2924
    "\<forall>x\<in>span b. \<forall>c. g (c *s x) = c *s g x" "\<forall>x\<in>b. g x = f x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2925
  let ?h = "\<lambda>z. SOME k. (z - k *s a) \<in> span b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2926
  {fix z assume z: "z \<in> span (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2927
    have th0: "z - ?h z *s a \<in> span b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2928
      apply (rule someI_ex)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2929
      unfolding span_breakdown_eq[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2930
      using z .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2931
    {fix k assume k: "z - k *s a \<in> span b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2932
      have eq: "z - ?h z *s a - (z - k*s a) = (k - ?h z) *s a"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2933
        by (simp add: field_simps vector_sadd_rdistrib[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2934
      from span_sub[OF th0 k]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2935
      have khz: "(k - ?h z) *s a \<in> span b" by (simp add: eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2936
      {assume "k \<noteq> ?h z" hence k0: "k - ?h z \<noteq> 0" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2937
        from k0 span_mul[OF khz, of "1 /(k - ?h z)"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2938
        have "a \<in> span b" by (simp add: vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2939
        with "2.prems"(1) "2.hyps"(2) have False
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2940
          by (auto simp add: dependent_def)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2941
      then have "k = ?h z" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2942
    with th0 have "z - ?h z *s a \<in> span b \<and> (\<forall>k. z - k *s a \<in> span b \<longrightarrow> k = ?h z)" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2943
  note h = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2944
  let ?g = "\<lambda>z. ?h z *s f a + g (z - ?h z *s a)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2945
  {fix x y assume x: "x \<in> span (insert a b)" and y: "y \<in> span (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2946
    have tha: "\<And>(x::'a^'n) y a k l. (x + y) - (k + l) *s a = (x - k *s a) + (y - l *s a)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2947
      by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2948
    have addh: "?h (x + y) = ?h x + ?h y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2949
      apply (rule conjunct2[OF h, rule_format, symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2950
      apply (rule span_add[OF x y])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2951
      unfolding tha
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2952
      by (metis span_add x y conjunct1[OF h, rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2953
    have "?g (x + y) = ?g x + ?g y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2954
      unfolding addh tha
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2955
      g(1)[rule_format,OF conjunct1[OF h, OF x] conjunct1[OF h, OF y]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2956
      by (simp add: vector_sadd_rdistrib)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2957
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2958
  {fix x:: "'a^'n" and c:: 'a  assume x: "x \<in> span (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2959
    have tha: "\<And>(x::'a^'n) c k a. c *s x - (c * k) *s a = c *s (x - k *s a)"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2960
      by (vector field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2961
    have hc: "?h (c *s x) = c * ?h x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2962
      apply (rule conjunct2[OF h, rule_format, symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2963
      apply (metis span_mul x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2964
      by (metis tha span_mul x conjunct1[OF h])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2965
    have "?g (c *s x) = c*s ?g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2966
      unfolding hc tha g(2)[rule_format, OF conjunct1[OF h, OF x]]
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  2967
      by (vector field_simps)}
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2968
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2969
  {fix x assume x: "x \<in> (insert a b)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2970
    {assume xa: "x = a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2971
      have ha1: "1 = ?h a"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2972
        apply (rule conjunct2[OF h, rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2973
        apply (metis span_superset insertI1)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2974
        using conjunct1[OF h, OF span_superset, OF insertI1]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2975
        by (auto simp add: span_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2976
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2977
      from xa ha1[symmetric] have "?g x = f x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2978
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2979
        using g(2)[rule_format, OF span_0, of 0]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2980
        by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2981
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2982
    {assume xb: "x \<in> b"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2983
      have h0: "0 = ?h x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2984
        apply (rule conjunct2[OF h, rule_format])
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  2985
        apply (metis  span_superset x)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2986
        apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2987
        apply (metis span_superset xb)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2988
        done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2989
      have "?g x = f x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2990
        by (simp add: h0[symmetric] g(3)[rule_format, OF xb])}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2991
    ultimately have "?g x = f x" using x by blast }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2992
  ultimately show ?case apply - apply (rule exI[where x="?g"]) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2993
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2994
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2995
lemma linear_independent_extend:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  2996
  assumes iB: "independent (B:: (real ^'n) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2997
  shows "\<exists>g. linear g \<and> (\<forall>x\<in>B. g x = f x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2998
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  2999
  from maximal_independent_subset_extend[of B UNIV] iB
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3000
  obtain C where C: "B \<subseteq> C" "independent C" "\<And>x. x \<in> span C" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3001
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3002
  from C(2) independent_bound[of C] linear_independent_extend_lemma[of C f]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3003
  obtain g where g: "(\<forall>x\<in> span C. \<forall>y\<in> span C. g (x + y) = g x + g y)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3004
           \<and> (\<forall>x\<in> span C. \<forall>c. g (c*s x) = c *s g x)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3005
           \<and> (\<forall>x\<in> C. g x = f x)" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3006
  from g show ?thesis unfolding linear_def using C
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3007
    apply clarsimp by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3008
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3009
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3010
(* Can construct an isomorphism between spaces of same dimension.            *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3011
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3012
lemma card_le_inj: assumes fA: "finite A" and fB: "finite B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3013
  and c: "card A \<le> card B" shows "(\<exists>f. f ` A \<subseteq> B \<and> inj_on f A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3014
using fB c
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3015
proof(induct arbitrary: B rule: finite_induct[OF fA])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3016
  case 1 thus ?case by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3017
next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3018
  case (2 x s t)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3019
  thus ?case
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3020
  proof(induct rule: finite_induct[OF "2.prems"(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3021
    case 1    then show ?case by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3022
  next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3023
    case (2 y t)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3024
    from "2.prems"(1,2,5) "2.hyps"(1,2) have cst:"card s \<le> card t" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3025
    from "2.prems"(3) [OF "2.hyps"(1) cst] obtain f where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3026
      f: "f ` s \<subseteq> t \<and> inj_on f s" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3027
    from f "2.prems"(2) "2.hyps"(2) show ?case
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3028
      apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3029
      apply (rule exI[where x = "\<lambda>z. if z = x then y else f z"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3030
      by (auto simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3031
  qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3032
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3033
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3034
lemma card_subset_eq: assumes fB: "finite B" and AB: "A \<subseteq> B" and
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3035
  c: "card A = card B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3036
  shows "A = B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3037
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3038
  from fB AB have fA: "finite A" by (auto intro: finite_subset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3039
  from fA fB have fBA: "finite (B - A)" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3040
  have e: "A \<inter> (B - A) = {}" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3041
  have eq: "A \<union> (B - A) = B" using AB by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3042
  from card_Un_disjoint[OF fA fBA e, unfolded eq c]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3043
  have "card (B - A) = 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3044
  hence "B - A = {}" unfolding card_eq_0_iff using fA fB by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3045
  with AB show "A = B" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3046
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3047
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3048
lemma subspace_isomorphism:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3049
  assumes s: "subspace (S:: (real ^'n) set)"
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3050
  and t: "subspace (T :: (real ^'m) set)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3051
  and d: "dim S = dim T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3052
  shows "\<exists>f. linear f \<and> f ` S = T \<and> inj_on f S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3053
proof-
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3054
  from basis_exists[of S] independent_bound obtain B where
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3055
    B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" and fB: "finite B" by blast
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3056
  from basis_exists[of T] independent_bound obtain C where
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3057
    C: "C \<subseteq> T" "independent C" "T \<subseteq> span C" "card C = dim T" and fC: "finite C" by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3058
  from B(4) C(4) card_le_inj[of B C] d obtain f where
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3059
    f: "f ` B \<subseteq> C" "inj_on f B" using `finite B` `finite C` by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3060
  from linear_independent_extend[OF B(2)] obtain g where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3061
    g: "linear g" "\<forall>x\<in> B. g x = f x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3062
  from inj_on_iff_eq_card[OF fB, of f] f(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3063
  have "card (f ` B) = card B" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3064
  with B(4) C(4) have ceq: "card (f ` B) = card C" using d
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3065
    by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3066
  have "g ` B = f ` B" using g(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3067
    by (auto simp add: image_iff)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3068
  also have "\<dots> = C" using card_subset_eq[OF fC f(1) ceq] .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3069
  finally have gBC: "g ` B = C" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3070
  have gi: "inj_on g B" using f(2) g(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3071
    by (auto simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3072
  note g0 = linear_indep_image_lemma[OF g(1) fB, unfolded gBC, OF C(2) gi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3073
  {fix x y assume x: "x \<in> S" and y: "y \<in> S" and gxy:"g x = g y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3074
    from B(3) x y have x': "x \<in> span B" and y': "y \<in> span B" by blast+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3075
    from gxy have th0: "g (x - y) = 0" by (simp add: linear_sub[OF g(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3076
    have th1: "x - y \<in> span B" using x' y' by (metis span_sub)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3077
    have "x=y" using g0[OF th1 th0] by simp }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3078
  then have giS: "inj_on g S"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3079
    unfolding inj_on_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3080
  from span_subspace[OF B(1,3) s]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3081
  have "g ` S = span (g ` B)" by (simp add: span_linear_image[OF g(1)])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3082
  also have "\<dots> = span C" unfolding gBC ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3083
  also have "\<dots> = T" using span_subspace[OF C(1,3) t] .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3084
  finally have gS: "g ` S = T" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3085
  from g(1) gS giS show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3086
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3087
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3088
(* linear functions are equal on a subspace if they are on a spanning set.   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3089
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3090
lemma subspace_kernel:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3091
  assumes lf: "linear (f::'a::semiring_1 ^_ \<Rightarrow> _)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3092
  shows "subspace {x. f x = 0}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3093
apply (simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3094
by (simp add: linear_add[OF lf] linear_cmul[OF lf] linear_0[OF lf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3095
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3096
lemma linear_eq_0_span:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3097
  assumes lf: "linear f" and f0: "\<forall>x\<in>B. f x = 0"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3098
  shows "\<forall>x \<in> span B. f x = (0::'a::semiring_1 ^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3099
proof
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3100
  fix x assume x: "x \<in> span B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3101
  let ?P = "\<lambda>x. f x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3102
  from subspace_kernel[OF lf] have "subspace ?P" unfolding Collect_def .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3103
  with x f0 span_induct[of B "?P" x] show "f x = 0" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3104
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3105
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3106
lemma linear_eq_0:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3107
  assumes lf: "linear f" and SB: "S \<subseteq> span B" and f0: "\<forall>x\<in>B. f x = 0"
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3108
  shows "\<forall>x \<in> S. f x = (0::'a::semiring_1^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3109
  by (metis linear_eq_0_span[OF lf] subset_eq SB f0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3110
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3111
lemma linear_eq:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3112
  assumes lf: "linear (f::'a::ring_1^_ \<Rightarrow> _)" and lg: "linear g" and S: "S \<subseteq> span B"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3113
  and fg: "\<forall> x\<in> B. f x = g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3114
  shows "\<forall>x\<in> S. f x = g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3115
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3116
  let ?h = "\<lambda>x. f x - g x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3117
  from fg have fg': "\<forall>x\<in> B. ?h x = 0" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3118
  from linear_eq_0[OF linear_compose_sub[OF lf lg] S fg']
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3119
  show ?thesis by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3120
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3121
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3122
lemma linear_eq_stdbasis:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3123
  assumes lf: "linear (f::'a::ring_1^'m \<Rightarrow> 'a^'n)" and lg: "linear g"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3124
  and fg: "\<forall>i. f (basis i) = g(basis i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3125
  shows "f = g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3126
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3127
  let ?U = "UNIV :: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3128
  let ?I = "{basis i:: 'a^'m|i. i \<in> ?U}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3129
  {fix x assume x: "x \<in> (UNIV :: ('a^'m) set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3130
    from equalityD2[OF span_stdbasis]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3131
    have IU: " (UNIV :: ('a^'m) set) \<subseteq> span ?I" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3132
    from linear_eq[OF lf lg IU] fg x
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3133
    have "f x = g x" unfolding Collect_def  Ball_def mem_def by metis}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3134
  then show ?thesis by (auto intro: ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3135
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3136
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3137
(* Similar results for bilinear functions.                                   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3138
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3139
lemma bilinear_eq:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3140
  assumes bf: "bilinear (f:: 'a::ring^_ \<Rightarrow> 'a^_ \<Rightarrow> 'a^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3141
  and bg: "bilinear g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3142
  and SB: "S \<subseteq> span B" and TC: "T \<subseteq> span C"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3143
  and fg: "\<forall>x\<in> B. \<forall>y\<in> C. f x y = g x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3144
  shows "\<forall>x\<in>S. \<forall>y\<in>T. f x y = g x y "
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3145
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3146
  let ?P = "\<lambda>x. \<forall>y\<in> span C. f x y = g x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3147
  from bf bg have sp: "subspace ?P"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3148
    unfolding bilinear_def linear_def subspace_def bf bg
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3149
    by(auto simp add: span_0 mem_def bilinear_lzero[OF bf] bilinear_lzero[OF bg] span_add Ball_def intro:  bilinear_ladd[OF bf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3150
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3151
  have "\<forall>x \<in> span B. \<forall>y\<in> span C. f x y = g x y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3152
    apply -
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3153
    apply (rule ballI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3154
    apply (rule span_induct[of B ?P])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3155
    defer
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3156
    apply (rule sp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3157
    apply assumption
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3158
    apply (clarsimp simp add: Ball_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3159
    apply (rule_tac P="\<lambda>y. f xa y = g xa y" and S=C in span_induct)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3160
    using fg
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3161
    apply (auto simp add: subspace_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3162
    using bf bg unfolding bilinear_def linear_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3163
    by(auto simp add: span_0 mem_def bilinear_rzero[OF bf] bilinear_rzero[OF bg] span_add Ball_def intro:  bilinear_ladd[OF bf])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3164
  then show ?thesis using SB TC by (auto intro: ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3165
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3166
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3167
lemma bilinear_eq_stdbasis:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3168
  assumes bf: "bilinear (f:: 'a::ring_1^'m \<Rightarrow> 'a^'n \<Rightarrow> 'a^_)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3169
  and bg: "bilinear g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3170
  and fg: "\<forall>i j. f (basis i) (basis j) = g (basis i) (basis j)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3171
  shows "f = g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3172
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3173
  from fg have th: "\<forall>x \<in> {basis i| i. i\<in> (UNIV :: 'm set)}. \<forall>y\<in>  {basis j |j. j \<in> (UNIV :: 'n set)}. f x y = g x y" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3174
  from bilinear_eq[OF bf bg equalityD2[OF span_stdbasis] equalityD2[OF span_stdbasis] th] show ?thesis by (blast intro: ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3175
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3176
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3177
(* Detailed theorems about left and right invertibility in general case.     *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3178
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3179
lemma left_invertible_transpose:
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3180
  "(\<exists>(B). B ** transpose (A) = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). A ** B = mat 1)"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3181
  by (metis matrix_transpose_mul transpose_mat transpose_transpose)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3182
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3183
lemma right_invertible_transpose:
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3184
  "(\<exists>(B). transpose (A) ** B = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). B ** A = mat 1)"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3185
  by (metis matrix_transpose_mul transpose_mat transpose_transpose)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3186
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3187
lemma linear_injective_left_inverse:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3188
  assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'m)" and fi: "inj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3189
  shows "\<exists>g. linear g \<and> g o f = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3190
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3191
  from linear_independent_extend[OF independent_injective_image, OF independent_stdbasis, OF lf fi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3192
  obtain h:: "real ^'m \<Rightarrow> real ^'n" where h: "linear h" " \<forall>x \<in> f ` {basis i|i. i \<in> (UNIV::'n set)}. h x = inv f x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3193
  from h(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3194
  have th: "\<forall>i. (h \<circ> f) (basis i) = id (basis i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3195
    using inv_o_cancel[OF fi, unfolded stupid_ext[symmetric] id_def o_def]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3196
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3197
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3198
  from linear_eq_stdbasis[OF linear_compose[OF lf h(1)] linear_id th]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3199
  have "h o f = id" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3200
  then show ?thesis using h(1) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3201
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3202
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3203
lemma linear_surjective_right_inverse:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3204
  assumes lf: "linear (f:: real ^'m \<Rightarrow> real ^'n)" and sf: "surj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3205
  shows "\<exists>g. linear g \<and> f o g = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3206
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3207
  from linear_independent_extend[OF independent_stdbasis]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3208
  obtain h:: "real ^'n \<Rightarrow> real ^'m" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3209
    h: "linear h" "\<forall> x\<in> {basis i| i. i\<in> (UNIV :: 'n set)}. h x = inv f x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3210
  from h(2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3211
  have th: "\<forall>i. (f o h) (basis i) = id (basis i)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3212
    using sf
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3213
    apply (auto simp add: surj_iff o_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3214
    apply (erule_tac x="basis i" in allE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3215
    by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3216
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3217
  from linear_eq_stdbasis[OF linear_compose[OF h(1) lf] linear_id th]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3218
  have "f o h = id" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3219
  then show ?thesis using h(1) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3220
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3221
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3222
lemma matrix_left_invertible_injective:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3223
"(\<exists>B. (B::real^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x y. A *v x = A *v y \<longrightarrow> x = y)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3224
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3225
  {fix B:: "real^'m^'n" and x y assume B: "B ** A = mat 1" and xy: "A *v x = A*v y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3226
    from xy have "B*v (A *v x) = B *v (A*v y)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3227
    hence "x = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3228
      unfolding matrix_vector_mul_assoc B matrix_vector_mul_lid .}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3229
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3230
  {assume A: "\<forall>x y. A *v x = A *v y \<longrightarrow> x = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3231
    hence i: "inj (op *v A)" unfolding inj_on_def by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3232
    from linear_injective_left_inverse[OF matrix_vector_mul_linear i]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3233
    obtain g where g: "linear g" "g o op *v A = id" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3234
    have "matrix g ** A = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3235
      unfolding matrix_eq matrix_vector_mul_lid matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3236
      using g(2) by (simp add: o_def id_def stupid_ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3237
    then have "\<exists>B. (B::real ^'m^'n) ** A = mat 1" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3238
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3239
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3240
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3241
lemma matrix_left_invertible_ker:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3242
  "(\<exists>B. (B::real ^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x. A *v x = 0 \<longrightarrow> x = 0)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3243
  unfolding matrix_left_invertible_injective
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3244
  using linear_injective_0[OF matrix_vector_mul_linear, of A]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3245
  by (simp add: inj_on_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3246
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3247
lemma matrix_right_invertible_surjective:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3248
"(\<exists>B. (A::real^'n^'m) ** (B::real^'m^'n) = mat 1) \<longleftrightarrow> surj (\<lambda>x. A *v x)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3249
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3250
  {fix B :: "real ^'m^'n"  assume AB: "A ** B = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3251
    {fix x :: "real ^ 'm"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3252
      have "A *v (B *v x) = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3253
        by (simp add: matrix_vector_mul_lid matrix_vector_mul_assoc AB)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3254
    hence "surj (op *v A)" unfolding surj_def by metis }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3255
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3256
  {assume sf: "surj (op *v A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3257
    from linear_surjective_right_inverse[OF matrix_vector_mul_linear sf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3258
    obtain g:: "real ^'m \<Rightarrow> real ^'n" where g: "linear g" "op *v A o g = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3259
      by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3260
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3261
    have "A ** (matrix g) = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3262
      unfolding matrix_eq  matrix_vector_mul_lid
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3263
        matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3264
      using g(2) unfolding o_def stupid_ext[symmetric] id_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3265
      .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3266
    hence "\<exists>B. A ** (B::real^'m^'n) = mat 1" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3267
  }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3268
  ultimately show ?thesis unfolding surj_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3269
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3270
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3271
lemma matrix_left_invertible_independent_columns:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3272
  fixes A :: "real^'n^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3273
  shows "(\<exists>(B::real ^'m^'n). B ** A = mat 1) \<longleftrightarrow> (\<forall>c. setsum (\<lambda>i. c i *s column i A) (UNIV :: 'n set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3274
   (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3275
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3276
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3277
  {assume k: "\<forall>x. A *v x = 0 \<longrightarrow> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3278
    {fix c i assume c: "setsum (\<lambda>i. c i *s column i A) ?U = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3279
      and i: "i \<in> ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3280
      let ?x = "\<chi> i. c i"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3281
      have th0:"A *v ?x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3282
        using c
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3283
        unfolding matrix_mult_vsum Cart_eq
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3284
        by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3285
      from k[rule_format, OF th0] i
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3286
      have "c i = 0" by (vector Cart_eq)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3287
    hence ?rhs by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3288
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3289
  {assume H: ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3290
    {fix x assume x: "A *v x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3291
      let ?c = "\<lambda>i. ((x$i ):: real)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3292
      from H[rule_format, of ?c, unfolded matrix_mult_vsum[symmetric], OF x]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3293
      have "x = 0" by vector}}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3294
  ultimately show ?thesis unfolding matrix_left_invertible_ker by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3295
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3296
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3297
lemma matrix_right_invertible_independent_rows:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3298
  fixes A :: "real^'n^'m"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3299
  shows "(\<exists>(B::real^'m^'n). A ** B = mat 1) \<longleftrightarrow> (\<forall>c. setsum (\<lambda>i. c i *s row i A) (UNIV :: 'm set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3300
  unfolding left_invertible_transpose[symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3301
    matrix_left_invertible_independent_columns
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3302
  by (simp add: column_transpose)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3303
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3304
lemma matrix_right_invertible_span_columns:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3305
  "(\<exists>(B::real ^'n^'m). (A::real ^'m^'n) ** B = mat 1) \<longleftrightarrow> span (columns A) = UNIV" (is "?lhs = ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3306
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3307
  let ?U = "UNIV :: 'm set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3308
  have fU: "finite ?U" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3309
  have lhseq: "?lhs \<longleftrightarrow> (\<forall>y. \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3310
    unfolding matrix_right_invertible_surjective matrix_mult_vsum surj_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3311
    apply (subst eq_commute) ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3312
  have rhseq: "?rhs \<longleftrightarrow> (\<forall>x. x \<in> span (columns A))" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3313
  {assume h: ?lhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3314
    {fix x:: "real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3315
        from h[unfolded lhseq, rule_format, of x] obtain y:: "real ^'m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3316
          where y: "setsum (\<lambda>i. (y$i) *s column i A) ?U = x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3317
        have "x \<in> span (columns A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3318
          unfolding y[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3319
          apply (rule span_setsum[OF fU])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3320
          apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3321
          apply (rule span_mul)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3322
          apply (rule span_superset)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3323
          unfolding columns_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3324
          by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3325
    then have ?rhs unfolding rhseq by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3326
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3327
  {assume h:?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3328
    let ?P = "\<lambda>(y::real ^'n). \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3329
    {fix y have "?P y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3330
      proof(rule span_induct_alt[of ?P "columns A"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3331
        show "\<exists>x\<Colon>real ^ 'm. setsum (\<lambda>i. (x$i) *s column i A) ?U = 0"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  3332
          by (rule exI[where x=0], simp)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3333
      next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3334
        fix c y1 y2 assume y1: "y1 \<in> columns A" and y2: "?P y2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3335
        from y1 obtain i where i: "i \<in> ?U" "y1 = column i A"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3336
          unfolding columns_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3337
        from y2 obtain x:: "real ^'m" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3338
          x: "setsum (\<lambda>i. (x$i) *s column i A) ?U = y2" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3339
        let ?x = "(\<chi> j. if j = i then c + (x$i) else (x$j))::real^'m"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3340
        show "?P (c*s y1 + y2)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3341
          proof(rule exI[where x= "?x"], vector, auto simp add: i x[symmetric] cond_value_iff right_distrib cond_application_beta cong del: if_weak_cong)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3342
            fix j
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3343
            have th: "\<forall>xa \<in> ?U. (if xa = i then (c + (x$i)) * ((column xa A)$j)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3344
           else (x$xa) * ((column xa A$j))) = (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))" using i(1)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3345
              by (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3346
            have "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3347
           else (x$xa) * ((column xa A$j))) ?U = setsum (\<lambda>xa. (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))) ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3348
              apply (rule setsum_cong[OF refl])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3349
              using th by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3350
            also have "\<dots> = setsum (\<lambda>xa. if xa = i then c * ((column i A)$j) else 0) ?U + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3351
              by (simp add: setsum_addf)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3352
            also have "\<dots> = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3353
              unfolding setsum_delta[OF fU]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3354
              using i(1) by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3355
            finally show "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3356
           else (x$xa) * ((column xa A$j))) ?U = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U" .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3357
          qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3358
        next
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3359
          show "y \<in> span (columns A)" unfolding h by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3360
        qed}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3361
    then have ?lhs unfolding lhseq ..}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3362
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3363
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3364
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3365
lemma matrix_left_invertible_span_rows:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3366
  "(\<exists>(B::real^'m^'n). B ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> span (rows A) = UNIV"
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3367
  unfolding right_invertible_transpose[symmetric]
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3368
  unfolding columns_transpose[symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3369
  unfolding matrix_right_invertible_span_columns
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3370
 ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3371
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3372
(* An injective map real^'n->real^'n is also surjective.                       *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3373
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3374
lemma linear_injective_imp_surjective:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3375
  assumes lf: "linear (f:: real ^'n \<Rightarrow> real ^'n)" and fi: "inj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3376
  shows "surj f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3377
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3378
  let ?U = "UNIV :: (real ^'n) set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3379
  from basis_exists[of ?U] obtain B
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3380
    where B: "B \<subseteq> ?U" "independent B" "?U \<subseteq> span B" "card B = dim ?U"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3381
    by blast
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3382
  from B(4) have d: "dim ?U = card B" by simp
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3383
  have th: "?U \<subseteq> span (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3384
    apply (rule card_ge_dim_independent)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3385
    apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3386
    apply (rule independent_injective_image[OF B(2) lf fi])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3387
    apply (rule order_eq_refl)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3388
    apply (rule sym)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3389
    unfolding d
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3390
    apply (rule card_image)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3391
    apply (rule subset_inj_on[OF fi])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3392
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3393
  from th show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3394
    unfolding span_linear_image[OF lf] surj_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3395
    using B(3) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3396
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3397
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3398
(* And vice versa.                                                           *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3399
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3400
lemma surjective_iff_injective_gen:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3401
  assumes fS: "finite S" and fT: "finite T" and c: "card S = card T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3402
  and ST: "f ` S \<subseteq> T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3403
  shows "(\<forall>y \<in> T. \<exists>x \<in> S. f x = y) \<longleftrightarrow> inj_on f S" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3404
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3405
  {assume h: "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3406
    {fix x y assume x: "x \<in> S" and y: "y \<in> S" and f: "f x = f y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3407
      from x fS have S0: "card S \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3408
      {assume xy: "x \<noteq> y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3409
        have th: "card S \<le> card (f ` (S - {y}))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3410
          unfolding c
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3411
          apply (rule card_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3412
          apply (rule finite_imageI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3413
          using fS apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3414
          using h xy x y f unfolding subset_eq image_iff
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3415
          apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3416
          apply (case_tac "xa = f x")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3417
          apply (rule bexI[where x=x])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3418
          apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3419
          done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3420
        also have " \<dots> \<le> card (S -{y})"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3421
          apply (rule card_image_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3422
          using fS by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3423
        also have "\<dots> \<le> card S - 1" using y fS by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3424
        finally have False  using S0 by arith }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3425
      then have "x = y" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3426
    then have ?rhs unfolding inj_on_def by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3427
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3428
  {assume h: ?rhs
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3429
    have "f ` S = T"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3430
      apply (rule card_subset_eq[OF fT ST])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3431
      unfolding card_image[OF h] using c .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3432
    then have ?lhs by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3433
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3434
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3435
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3436
lemma linear_surjective_imp_injective:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3437
  assumes lf: "linear (f::real ^'n => real ^'n)" and sf: "surj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3438
  shows "inj f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3439
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3440
  let ?U = "UNIV :: (real ^'n) set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3441
  from basis_exists[of ?U] obtain B
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3442
    where B: "B \<subseteq> ?U" "independent B" "?U \<subseteq> span B" and d: "card B = dim ?U"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3443
    by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3444
  {fix x assume x: "x \<in> span B" and fx: "f x = 0"
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3445
    from B(2) have fB: "finite B" using independent_bound by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3446
    have fBi: "independent (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3447
      apply (rule card_le_dim_spanning[of "f ` B" ?U])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3448
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3449
      using sf B(3)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3450
      unfolding span_linear_image[OF lf] surj_def subset_eq image_iff
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3451
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3452
      using fB apply (blast intro: finite_imageI)
33715
8cce3a34c122 removed hassize predicate
hoelzl
parents: 33714
diff changeset
  3453
      unfolding d[symmetric]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3454
      apply (rule card_image_le)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3455
      apply (rule fB)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3456
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3457
    have th0: "dim ?U \<le> card (f ` B)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3458
      apply (rule span_card_ge_dim)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3459
      apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3460
      unfolding span_linear_image[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3461
      apply (rule subset_trans[where B = "f ` UNIV"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3462
      using sf unfolding surj_def apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3463
      apply (rule image_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3464
      apply (rule B(3))
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3465
      apply (metis finite_imageI fB)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3466
      done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3467
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3468
    moreover have "card (f ` B) \<le> card B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3469
      by (rule card_image_le, rule fB)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3470
    ultimately have th1: "card B = card (f ` B)" unfolding d by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3471
    have fiB: "inj_on f B"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3472
      unfolding surjective_iff_injective_gen[OF fB finite_imageI[OF fB] th1 subset_refl, symmetric] by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3473
    from linear_indep_image_lemma[OF lf fB fBi fiB x] fx
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3474
    have "x = 0" by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3475
  note th = this
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3476
  from th show ?thesis unfolding linear_injective_0[OF lf]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3477
    using B(3) by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3478
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3479
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3480
(* Hence either is enough for isomorphism.                                   *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3481
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3482
lemma left_right_inverse_eq:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3483
  assumes fg: "f o g = id" and gh: "g o h = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3484
  shows "f = h"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3485
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3486
  have "f = f o (g o h)" unfolding gh by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3487
  also have "\<dots> = (f o g) o h" by (simp add: o_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3488
  finally show "f = h" unfolding fg by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3489
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3490
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3491
lemma isomorphism_expand:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3492
  "f o g = id \<and> g o f = id \<longleftrightarrow> (\<forall>x. f(g x) = x) \<and> (\<forall>x. g(f x) = x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3493
  by (simp add: expand_fun_eq o_def id_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3494
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3495
lemma linear_injective_isomorphism:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3496
  assumes lf: "linear (f :: real^'n \<Rightarrow> real ^'n)" and fi: "inj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3497
  shows "\<exists>f'. linear f' \<and> (\<forall>x. f' (f x) = x) \<and> (\<forall>x. f (f' x) = x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3498
unfolding isomorphism_expand[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3499
using linear_surjective_right_inverse[OF lf linear_injective_imp_surjective[OF lf fi]] linear_injective_left_inverse[OF lf fi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3500
by (metis left_right_inverse_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3501
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3502
lemma linear_surjective_isomorphism:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3503
  assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'n)" and sf: "surj f"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3504
  shows "\<exists>f'. linear f' \<and> (\<forall>x. f' (f x) = x) \<and> (\<forall>x. f (f' x) = x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3505
unfolding isomorphism_expand[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3506
using linear_surjective_right_inverse[OF lf sf] linear_injective_left_inverse[OF lf linear_surjective_imp_injective[OF lf sf]]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3507
by (metis left_right_inverse_eq)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3508
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3509
(* Left and right inverses are the same for R^N->R^N.                        *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3510
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3511
lemma linear_inverse_left:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3512
  assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'n)" and lf': "linear f'"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3513
  shows "f o f' = id \<longleftrightarrow> f' o f = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3514
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3515
  {fix f f':: "real ^'n \<Rightarrow> real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3516
    assume lf: "linear f" "linear f'" and f: "f o f' = id"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3517
    from f have sf: "surj f"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3518
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3519
      apply (auto simp add: o_def stupid_ext[symmetric] id_def surj_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3520
      by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3521
    from linear_surjective_isomorphism[OF lf(1) sf] lf f
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3522
    have "f' o f = id" unfolding stupid_ext[symmetric] o_def id_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3523
      by metis}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3524
  then show ?thesis using lf lf' by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3525
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3526
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3527
(* Moreover, a one-sided inverse is automatically linear.                    *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3528
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3529
lemma left_inverse_linear:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3530
  assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'n)" and gf: "g o f = id"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3531
  shows "linear g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3532
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3533
  from gf have fi: "inj f" apply (auto simp add: inj_on_def o_def id_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3534
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3535
  from linear_injective_isomorphism[OF lf fi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3536
  obtain h:: "real ^'n \<Rightarrow> real ^'n" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3537
    h: "linear h" "\<forall>x. h (f x) = x" "\<forall>x. f (h x) = x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3538
  have "h = g" apply (rule ext) using gf h(2,3)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3539
    apply (simp add: o_def id_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3540
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3541
  with h(1) show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3542
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3543
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3544
lemma right_inverse_linear:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3545
  assumes lf: "linear (f:: real ^'n \<Rightarrow> real ^'n)" and gf: "f o g = id"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3546
  shows "linear g"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3547
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3548
  from gf have fi: "surj f" apply (auto simp add: surj_def o_def id_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3549
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3550
  from linear_surjective_isomorphism[OF lf fi]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3551
  obtain h:: "real ^'n \<Rightarrow> real ^'n" where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3552
    h: "linear h" "\<forall>x. h (f x) = x" "\<forall>x. f (h x) = x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3553
  have "h = g" apply (rule ext) using gf h(2,3)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3554
    apply (simp add: o_def id_def stupid_ext[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3555
    by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3556
  with h(1) show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3557
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3558
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3559
(* The same result in terms of square matrices.                              *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3560
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3561
lemma matrix_left_right_inverse:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3562
  fixes A A' :: "real ^'n^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3563
  shows "A ** A' = mat 1 \<longleftrightarrow> A' ** A = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3564
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3565
  {fix A A' :: "real ^'n^'n" assume AA': "A ** A' = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3566
    have sA: "surj (op *v A)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3567
      unfolding surj_def
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3568
      apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3569
      apply (rule_tac x="(A' *v y)" in exI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3570
      by (simp add: matrix_vector_mul_assoc AA' matrix_vector_mul_lid)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3571
    from linear_surjective_isomorphism[OF matrix_vector_mul_linear sA]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3572
    obtain f' :: "real ^'n \<Rightarrow> real ^'n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3573
      where f': "linear f'" "\<forall>x. f' (A *v x) = x" "\<forall>x. A *v f' x = x" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3574
    have th: "matrix f' ** A = mat 1"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3575
      by (simp add: matrix_eq matrix_works[OF f'(1)] matrix_vector_mul_assoc[symmetric] matrix_vector_mul_lid f'(2)[rule_format])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3576
    hence "(matrix f' ** A) ** A' = mat 1 ** A'" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3577
    hence "matrix f' = A'" by (simp add: matrix_mul_assoc[symmetric] AA' matrix_mul_rid matrix_mul_lid)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3578
    hence "matrix f' ** A = A' ** A" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3579
    hence "A' ** A = mat 1" by (simp add: th)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3580
  then show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3581
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3582
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3583
(* Considering an n-element vector as an n-by-1 or 1-by-n matrix.            *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3584
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3585
definition "rowvector v = (\<chi> i j. (v$j))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3586
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3587
definition "columnvector v = (\<chi> i j. (v$i))"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3588
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3589
lemma transpose_columnvector:
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3590
 "transpose(columnvector v) = rowvector v"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3591
  by (simp add: transpose_def rowvector_def columnvector_def Cart_eq)
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3592
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3593
lemma transpose_rowvector: "transpose(rowvector v) = columnvector v"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3594
  by (simp add: transpose_def columnvector_def rowvector_def Cart_eq)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3595
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3596
lemma dot_rowvector_columnvector:
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3597
  "columnvector (A *v v) = A ** columnvector v"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3598
  by (vector columnvector_def matrix_matrix_mult_def matrix_vector_mult_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3599
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3600
lemma dot_matrix_product: "(x::real^'n) \<bullet> y = (((rowvector x ::real^'n^1) ** (columnvector y :: real^1^'n))$1)$1"
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3601
  by (vector matrix_matrix_mult_def rowvector_def columnvector_def inner_vector_def)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3602
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3603
lemma dot_matrix_vector_mul:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3604
  fixes A B :: "real ^'n ^'n" and x y :: "real ^'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3605
  shows "(A *v x) \<bullet> (B *v y) =
35150
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3606
      (((rowvector x :: real^'n^1) ** ((transpose A ** B) ** (columnvector y :: real ^1^'n)))$1)$1"
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3607
unfolding dot_matrix_product transpose_columnvector[symmetric]
082fa4bd403d Rename transp to transpose in HOL-Multivariate_Analysis. (by himmelma)
hoelzl
parents: 35043
diff changeset
  3608
  dot_rowvector_columnvector matrix_transpose_mul matrix_mul_assoc ..
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3609
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3610
(* Infinity norm.                                                            *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3611
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3612
definition "infnorm (x::real^'n) = Sup {abs(x$i) |i. i\<in> (UNIV :: 'n set)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3613
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3614
lemma numseg_dimindex_nonempty: "\<exists>i. i \<in> (UNIV :: 'n set)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3615
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3616
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3617
lemma infnorm_set_image:
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3618
  "{abs(x$i) |i. i\<in> (UNIV :: _ set)} =
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3619
  (\<lambda>i. abs(x$i)) ` (UNIV)" by blast
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3620
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3621
lemma infnorm_set_lemma:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3622
  shows "finite {abs((x::'a::abs ^'n)$i) |i. i\<in> (UNIV :: 'n set)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3623
  and "{abs(x$i) |i. i\<in> (UNIV :: 'n::finite set)} \<noteq> {}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3624
  unfolding infnorm_set_image
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3625
  by (auto intro: finite_imageI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3626
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3627
lemma infnorm_pos_le: "0 \<le> infnorm (x::real^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3628
  unfolding infnorm_def
33270
paulson
parents: 33175
diff changeset
  3629
  unfolding Sup_finite_ge_iff[ OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3630
  unfolding infnorm_set_image
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3631
  by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3632
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3633
lemma infnorm_triangle: "infnorm ((x::real^'n) + y) \<le> infnorm x + infnorm y"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3634
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3635
  have th: "\<And>x y (z::real). x - y <= z \<longleftrightarrow> x - z <= y" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3636
  have th1: "\<And>S f. f ` S = { f i| i. i \<in> S}" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3637
  have th2: "\<And>x (y::real). abs(x + y) - abs(x) <= abs(y)" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3638
  show ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3639
  unfolding infnorm_def
33270
paulson
parents: 33175
diff changeset
  3640
  unfolding Sup_finite_le_iff[ OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3641
  apply (subst diff_le_eq[symmetric])
33270
paulson
parents: 33175
diff changeset
  3642
  unfolding Sup_finite_ge_iff[ OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3643
  unfolding infnorm_set_image bex_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3644
  apply (subst th)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3645
  unfolding th1
33270
paulson
parents: 33175
diff changeset
  3646
  unfolding Sup_finite_ge_iff[ OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3647
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3648
  unfolding infnorm_set_image ball_simps bex_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3649
  apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3650
  apply (metis th2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3651
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3652
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3653
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3654
lemma infnorm_eq_0: "infnorm x = 0 \<longleftrightarrow> (x::real ^'n) = 0"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3655
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3656
  have "infnorm x <= 0 \<longleftrightarrow> x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3657
    unfolding infnorm_def
33270
paulson
parents: 33175
diff changeset
  3658
    unfolding Sup_finite_le_iff[OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3659
    unfolding infnorm_set_image ball_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3660
    by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3661
  then show ?thesis using infnorm_pos_le[of x] by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3662
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3663
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3664
lemma infnorm_0: "infnorm 0 = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3665
  by (simp add: infnorm_eq_0)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3666
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3667
lemma infnorm_neg: "infnorm (- x) = infnorm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3668
  unfolding infnorm_def
33270
paulson
parents: 33175
diff changeset
  3669
  apply (rule cong[of "Sup" "Sup"])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3670
  apply blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3671
  apply (rule set_ext)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3672
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3673
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3674
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3675
lemma infnorm_sub: "infnorm (x - y) = infnorm (y - x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3676
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3677
  have "y - x = - (x - y)" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3678
  then show ?thesis  by (metis infnorm_neg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3679
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3680
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3681
lemma real_abs_sub_infnorm: "\<bar> infnorm x - infnorm y\<bar> \<le> infnorm (x - y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3682
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3683
  have th: "\<And>(nx::real) n ny. nx <= n + ny \<Longrightarrow> ny <= n + nx ==> \<bar>nx - ny\<bar> <= n"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3684
    by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3685
  from infnorm_triangle[of "x - y" " y"] infnorm_triangle[of "x - y" "-x"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3686
  have ths: "infnorm x \<le> infnorm (x - y) + infnorm y"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3687
    "infnorm y \<le> infnorm (x - y) + infnorm x"
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3688
    by (simp_all add: field_simps infnorm_neg diff_def[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3689
  from th[OF ths]  show ?thesis .
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3690
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3691
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3692
lemma real_abs_infnorm: " \<bar>infnorm x\<bar> = infnorm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3693
  using infnorm_pos_le[of x] by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3694
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3695
lemma component_le_infnorm:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3696
  shows "\<bar>x$i\<bar> \<le> infnorm (x::real^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3697
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3698
  let ?U = "UNIV :: 'n set"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3699
  let ?S = "{\<bar>x$i\<bar> |i. i\<in> ?U}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3700
  have fS: "finite ?S" unfolding image_Collect[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3701
    apply (rule finite_imageI) unfolding Collect_def mem_def by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3702
  have S0: "?S \<noteq> {}" by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3703
  have th1: "\<And>S f. f ` S = { f i| i. i \<in> S}" by blast
33270
paulson
parents: 33175
diff changeset
  3704
  from Sup_finite_in[OF fS S0] 
paulson
parents: 33175
diff changeset
  3705
  show ?thesis unfolding infnorm_def infnorm_set_image 
paulson
parents: 33175
diff changeset
  3706
    by (metis Sup_finite_ge_iff finite finite_imageI UNIV_not_empty image_is_empty 
paulson
parents: 33175
diff changeset
  3707
              rangeI real_le_refl)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3708
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3709
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3710
lemma infnorm_mul_lemma: "infnorm(a *s x) <= \<bar>a\<bar> * infnorm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3711
  apply (subst infnorm_def)
33270
paulson
parents: 33175
diff changeset
  3712
  unfolding Sup_finite_le_iff[OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3713
  unfolding infnorm_set_image ball_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3714
  apply (simp add: abs_mult)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3715
  apply (rule allI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3716
  apply (cut_tac component_le_infnorm[of x])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3717
  apply (rule mult_mono)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3718
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3719
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3720
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3721
lemma infnorm_mul: "infnorm(a *s x) = abs a * infnorm x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3722
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3723
  {assume a0: "a = 0" hence ?thesis by (simp add: infnorm_0) }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3724
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3725
  {assume a0: "a \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3726
    from a0 have th: "(1/a) *s (a *s x) = x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3727
      by (simp add: vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3728
    from a0 have ap: "\<bar>a\<bar> > 0" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3729
    from infnorm_mul_lemma[of "1/a" "a *s x"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3730
    have "infnorm x \<le> 1/\<bar>a\<bar> * infnorm (a*s x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3731
      unfolding th by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3732
    with ap have "\<bar>a\<bar> * infnorm x \<le> \<bar>a\<bar> * (1/\<bar>a\<bar> * infnorm (a *s x))" by (simp add: field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3733
    then have "\<bar>a\<bar> * infnorm x \<le> infnorm (a*s x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3734
      using ap by (simp add: field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3735
    with infnorm_mul_lemma[of a x] have ?thesis by arith }
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3736
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3737
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3738
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3739
lemma infnorm_pos_lt: "infnorm x > 0 \<longleftrightarrow> x \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3740
  using infnorm_pos_le[of x] infnorm_eq_0[of x] by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3741
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3742
(* Prove that it differs only up to a bound from Euclidean norm.             *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3743
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3744
lemma infnorm_le_norm: "infnorm x \<le> norm x"
33270
paulson
parents: 33175
diff changeset
  3745
  unfolding infnorm_def Sup_finite_le_iff[OF infnorm_set_lemma]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3746
  unfolding infnorm_set_image  ball_simps
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3747
  by (metis component_le_norm)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3748
lemma card_enum: "card {1 .. n} = n" by auto
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3749
lemma norm_le_infnorm: "norm(x) <= sqrt(real CARD('n)) * infnorm(x::real ^'n)"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3750
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3751
  let ?d = "CARD('n)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3752
  have "real ?d \<ge> 0" by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3753
  hence d2: "(sqrt (real ?d))^2 = real ?d"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3754
    by (auto intro: real_sqrt_pow2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3755
  have th: "sqrt (real ?d) * infnorm x \<ge> 0"
36362
06475a1547cb fix lots of looping simp calls and other warnings
huffman
parents: 36336
diff changeset
  3756
    by (simp add: zero_le_mult_iff infnorm_pos_le)
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3757
  have th1: "x \<bullet> x \<le> (sqrt (real ?d) * infnorm x)^2"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3758
    unfolding power_mult_distrib d2
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3759
    unfolding real_of_nat_def inner_vector_def
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3760
    apply (subst power2_abs[symmetric]) 
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3761
    apply (rule setsum_bounded)
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3762
    apply(auto simp add: power2_eq_square[symmetric])
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3763
    apply (subst power2_abs[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3764
    apply (rule power_mono)
33270
paulson
parents: 33175
diff changeset
  3765
    unfolding infnorm_def  Sup_finite_ge_iff[OF infnorm_set_lemma]
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3766
    unfolding infnorm_set_image bex_simps apply(rule_tac x=i in exI) by auto
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3767
  from real_le_lsqrt[OF inner_ge_zero th th1]
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3768
  show ?thesis unfolding norm_eq_sqrt_inner id_def .
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3769
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3770
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3771
(* Equality in Cauchy-Schwarz and triangle inequalities.                     *)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3772
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3773
lemma norm_cauchy_schwarz_eq: "(x::real ^'n) \<bullet> y = norm x * norm y \<longleftrightarrow> norm x *s y = norm y *s x" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3774
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3775
  {assume h: "x = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3776
    hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3777
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3778
  {assume h: "y = 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3779
    hence ?thesis by simp}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3780
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3781
  {assume x: "x \<noteq> 0" and y: "y \<noteq> 0"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3782
    from inner_eq_zero_iff[of "norm y *s x - norm x *s y"]
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3783
    have "?rhs \<longleftrightarrow> (norm y * (norm y * norm x * norm x - norm x * (x \<bullet> y)) - norm x * (norm y * (y \<bullet> x) - norm x * norm y * norm y) =  0)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3784
      using x y
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3785
      unfolding inner_simps smult_conv_scaleR
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3786
      unfolding power2_norm_eq_inner[symmetric] power2_eq_square diff_eq_0_iff_eq apply (simp add: inner_commute)
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3787
      apply (simp add: field_simps) by metis
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3788
    also have "\<dots> \<longleftrightarrow> (2 * norm x * norm y * (norm x * norm y - x \<bullet> y) = 0)" using x y
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3789
      by (simp add: field_simps inner_commute)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3790
    also have "\<dots> \<longleftrightarrow> ?lhs" using x y
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3791
      apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3792
      by metis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3793
    finally have ?thesis by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3794
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3795
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3796
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3797
lemma norm_cauchy_schwarz_abs_eq:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3798
  fixes x y :: "real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3799
  shows "abs(x \<bullet> y) = norm x * norm y \<longleftrightarrow>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3800
                norm x *s y = norm y *s x \<or> norm(x) *s y = - norm y *s x" (is "?lhs \<longleftrightarrow> ?rhs")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3801
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3802
  have th: "\<And>(x::real) a. a \<ge> 0 \<Longrightarrow> abs x = a \<longleftrightarrow> x = a \<or> x = - a" by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3803
  have "?rhs \<longleftrightarrow> norm x *s y = norm y *s x \<or> norm (- x) *s y = norm y *s (- x)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3804
    apply simp by vector
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3805
  also have "\<dots> \<longleftrightarrow>(x \<bullet> y = norm x * norm y \<or>
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3806
     (-x) \<bullet> y = norm x * norm y)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3807
    unfolding norm_cauchy_schwarz_eq[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3808
    unfolding norm_minus_cancel
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3809
      norm_mul by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3810
  also have "\<dots> \<longleftrightarrow> ?lhs"
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3811
    unfolding th[OF mult_nonneg_nonneg, OF norm_ge_zero[of x] norm_ge_zero[of y]] inner_simps by auto
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3812
  finally show ?thesis ..
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3813
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3814
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3815
lemma norm_triangle_eq:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3816
  fixes x y :: "real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3817
  shows "norm(x + y) = norm x + norm y \<longleftrightarrow> norm x *s y = norm y *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3818
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3819
  {assume x: "x =0 \<or> y =0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3820
    hence ?thesis by (cases "x=0", simp_all)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3821
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3822
  {assume x: "x \<noteq> 0" and y: "y \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3823
    hence "norm x \<noteq> 0" "norm y \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3824
      by simp_all
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3825
    hence n: "norm x > 0" "norm y > 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3826
      using norm_ge_zero[of x] norm_ge_zero[of y]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3827
      by arith+
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3828
    have th: "\<And>(a::real) b c. a + b + c \<noteq> 0 ==> (a = b + c \<longleftrightarrow> a^2 = (b + c)^2)" by algebra
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3829
    have "norm(x + y) = norm x + norm y \<longleftrightarrow> norm(x + y)^ 2 = (norm x + norm y) ^2"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3830
      apply (rule th) using n norm_ge_zero[of "x + y"]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3831
      by arith
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3832
    also have "\<dots> \<longleftrightarrow> norm x *s y = norm y *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3833
      unfolding norm_cauchy_schwarz_eq[symmetric]
35542
8f97d8caabfd replaced \<bullet> with inner
himmelma
parents: 35541
diff changeset
  3834
      unfolding power2_norm_eq_inner inner_simps
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3835
      by (simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3836
    finally have ?thesis .}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3837
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3838
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3839
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3840
(* Collinearity.*)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3841
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3842
definition "collinear S \<longleftrightarrow> (\<exists>u. \<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *s u)"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3843
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3844
lemma collinear_empty:  "collinear {}" by (simp add: collinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3845
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3846
lemma collinear_sing: "collinear {(x::'a::ring_1^_)}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3847
  apply (simp add: collinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3848
  apply (rule exI[where x=0])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3849
  by simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3850
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3851
lemma collinear_2: "collinear {(x::'a::ring_1^_),y}"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3852
  apply (simp add: collinear_def)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3853
  apply (rule exI[where x="x - y"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3854
  apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3855
  apply (rule exI[where x=0], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3856
  apply (rule exI[where x=1], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3857
  apply (rule exI[where x="- 1"], simp add: vector_sneg_minus1[symmetric])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3858
  apply (rule exI[where x=0], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3859
  done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3860
34289
c9c14c72d035 Made finite cartesian products finite
himmelma
parents: 33758
diff changeset
  3861
lemma collinear_lemma: "collinear {(0::real^_),x,y} \<longleftrightarrow> x = 0 \<or> y = 0 \<or> (\<exists>c. y = c *s x)" (is "?lhs \<longleftrightarrow> ?rhs")
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3862
proof-
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3863
  {assume "x=0 \<or> y = 0" hence ?thesis
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3864
      by (cases "x = 0", simp_all add: collinear_2 insert_commute)}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3865
  moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3866
  {assume x: "x \<noteq> 0" and y: "y \<noteq> 0"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3867
    {assume h: "?lhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3868
      then obtain u where u: "\<forall> x\<in> {0,x,y}. \<forall>y\<in> {0,x,y}. \<exists>c. x - y = c *s u" unfolding collinear_def by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3869
      from u[rule_format, of x 0] u[rule_format, of y 0]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3870
      obtain cx and cy where
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3871
        cx: "x = cx*s u" and cy: "y = cy*s u"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3872
        by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3873
      from cx x have cx0: "cx \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3874
      from cy y have cy0: "cy \<noteq> 0" by auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3875
      let ?d = "cy / cx"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3876
      from cx cy cx0 have "y = ?d *s x"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3877
        by (simp add: vector_smult_assoc)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3878
      hence ?rhs using x y by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3879
    moreover
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3880
    {assume h: "?rhs"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3881
      then obtain c where c: "y = c*s x" using x y by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3882
      have ?lhs unfolding collinear_def c
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3883
        apply (rule exI[where x=x])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3884
        apply auto
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3885
        apply (rule exI[where x="- 1"], simp only: vector_smult_lneg vector_smult_lid)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3886
        apply (rule exI[where x= "-c"], simp only: vector_smult_lneg)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3887
        apply (rule exI[where x=1], simp)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3888
        apply (rule exI[where x="1 - c"], simp add: vector_smult_lneg vector_sub_rdistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3889
        apply (rule exI[where x="c - 1"], simp add: vector_smult_lneg vector_sub_rdistrib)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3890
        done}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3891
    ultimately have ?thesis by blast}
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3892
  ultimately show ?thesis by blast
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3893
qed
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3894
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3895
lemma norm_cauchy_schwarz_equal:
34291
4e896680897e finite annotation on cartesian product is now implicit.
hoelzl
parents: 34289
diff changeset
  3896
  fixes x y :: "real ^ 'n"
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3897
  shows "abs(x \<bullet> y) = norm x * norm y \<longleftrightarrow> collinear {(0::real^'n),x,y}"
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3898
unfolding norm_cauchy_schwarz_abs_eq
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3899
apply (cases "x=0", simp_all add: collinear_2)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3900
apply (cases "y=0", simp_all add: collinear_2 insert_commute)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3901
unfolding collinear_lemma
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3902
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3903
apply (subgoal_tac "norm x \<noteq> 0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3904
apply (subgoal_tac "norm y \<noteq> 0")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3905
apply (rule iffI)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3906
apply (cases "norm x *s y = norm y *s x")
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3907
apply (rule exI[where x="(1/norm x) * norm y"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3908
apply (drule sym)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3909
unfolding vector_smult_assoc[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3910
apply (simp add: vector_smult_assoc field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3911
apply (rule exI[where x="(1/norm x) * - norm y"])
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3912
apply clarify
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3913
apply (drule sym)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3914
unfolding vector_smult_assoc[symmetric]
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3915
apply (simp add: vector_smult_assoc field_simps)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3916
apply (erule exE)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3917
apply (erule ssubst)
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3918
unfolding vector_smult_assoc
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3919
unfolding norm_mul
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3920
apply (subgoal_tac "norm x * c = \<bar>c\<bar> * norm x \<or> norm x * c = - \<bar>c\<bar> * norm x")
36350
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3921
apply (case_tac "c <= 0", simp add: field_simps)
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3922
apply (simp add: field_simps)
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3923
apply (case_tac "c <= 0", simp add: field_simps)
bc7982c54e37 dropped group_simps, ring_simps, field_eq_simps
haftmann
parents: 36336
diff changeset
  3924
apply (simp add: field_simps)
33175
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3925
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3926
apply simp
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3927
done
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3928
2083bde13ce1 distinguished session for multivariate analysis
himmelma
parents:
diff changeset
  3929
end