src/HOL/Analysis/Linear_Algebra.thy
author immler
Wed, 16 Jan 2019 16:50:35 -0500
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permissions -rw-r--r--
bundle syntax for inner
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(*  Title:      HOL/Analysis/Linear_Algebra.thy
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    Author:     Amine Chaieb, University of Cambridge
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*)
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section \<open>Elementary Linear Algebra on Euclidean Spaces\<close>
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theory Linear_Algebra
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imports
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  Euclidean_Space
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  "HOL-Library.Infinite_Set"
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begin
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lemma linear_simps:
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  assumes "bounded_linear f"
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  shows
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    "f (a + b) = f a + f b"
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    "f (a - b) = f a - f b"
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    "f 0 = 0"
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    "f (- a) = - f a"
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    "f (s *\<^sub>R v) = s *\<^sub>R (f v)"
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proof -
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  interpret f: bounded_linear f by fact
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  show "f (a + b) = f a + f b" by (rule f.add)
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  show "f (a - b) = f a - f b" by (rule f.diff)
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  show "f 0 = 0" by (rule f.zero)
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  show "f (- a) = - f a" by (rule f.neg)
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  show "f (s *\<^sub>R v) = s *\<^sub>R (f v)" by (rule f.scale)
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qed
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lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x \<in> (UNIV::'a::finite set)}"
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  using finite finite_image_set by blast
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subsection%unimportant \<open>More interesting properties of the norm\<close>
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unbundle inner_syntax
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text\<open>Equality of vectors in terms of \<^term>\<open>(\<bullet>)\<close> products.\<close>
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lemma linear_componentwise:
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  fixes f:: "'a::euclidean_space \<Rightarrow> 'b::real_inner"
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  assumes lf: "linear f"
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  shows "(f x) \<bullet> j = (\<Sum>i\<in>Basis. (x\<bullet>i) * (f i\<bullet>j))" (is "?lhs = ?rhs")
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proof -
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  interpret linear f by fact
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  have "?rhs = (\<Sum>i\<in>Basis. (x\<bullet>i) *\<^sub>R (f i))\<bullet>j"
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    by (simp add: inner_sum_left)
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  then show ?thesis
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    by (simp add: euclidean_representation sum[symmetric] scale[symmetric])
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qed
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lemma vector_eq: "x = y \<longleftrightarrow> x \<bullet> x = x \<bullet> y \<and> y \<bullet> y = x \<bullet> x"
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  (is "?lhs \<longleftrightarrow> ?rhs")
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proof
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  assume ?lhs
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  then show ?rhs by simp
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next
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  assume ?rhs
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  then have "x \<bullet> x - x \<bullet> y = 0 \<and> x \<bullet> y - y \<bullet> y = 0"
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    by simp
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  then have "x \<bullet> (x - y) = 0 \<and> y \<bullet> (x - y) = 0"
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    by (simp add: inner_diff inner_commute)
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  then have "(x - y) \<bullet> (x - y) = 0"
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    by (simp add: field_simps inner_diff inner_commute)
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  then show "x = y" by simp
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qed
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lemma norm_triangle_half_r:
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  "norm (y - x1) < e / 2 \<Longrightarrow> norm (y - x2) < e / 2 \<Longrightarrow> norm (x1 - x2) < e"
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  using dist_triangle_half_r unfolding dist_norm[symmetric] by auto
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lemma norm_triangle_half_l:
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  assumes "norm (x - y) < e / 2"
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    and "norm (x' - y) < e / 2"
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  shows "norm (x - x') < e"
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  using dist_triangle_half_l[OF assms[unfolded dist_norm[symmetric]]]
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  unfolding dist_norm[symmetric] .
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lemma abs_triangle_half_r:
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  fixes y :: "'a::linordered_field"
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  shows "abs (y - x1) < e / 2 \<Longrightarrow> abs (y - x2) < e / 2 \<Longrightarrow> abs (x1 - x2) < e"
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  by linarith
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lemma abs_triangle_half_l:
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  fixes y :: "'a::linordered_field"
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  assumes "abs (x - y) < e / 2"
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    and "abs (x' - y) < e / 2"
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  shows "abs (x - x') < e"
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  using assms by linarith
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lemma sum_clauses:
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  shows "sum f {} = 0"
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    and "finite S \<Longrightarrow> sum f (insert x S) = (if x \<in> S then sum f S else f x + sum f S)"
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  by (auto simp add: insert_absorb)
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lemma vector_eq_ldot: "(\<forall>x. x \<bullet> y = x \<bullet> z) \<longleftrightarrow> y = z"
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proof
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  assume "\<forall>x. x \<bullet> y = x \<bullet> z"
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  then have "\<forall>x. x \<bullet> (y - z) = 0"
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    by (simp add: inner_diff)
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  then have "(y - z) \<bullet> (y - z) = 0" ..
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  then show "y = z" by simp
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qed simp
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lemma vector_eq_rdot: "(\<forall>z. x \<bullet> z = y \<bullet> z) \<longleftrightarrow> x = y"
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proof
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  assume "\<forall>z. x \<bullet> z = y \<bullet> z"
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  then have "\<forall>z. (x - y) \<bullet> z = 0"
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    by (simp add: inner_diff)
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  then have "(x - y) \<bullet> (x - y) = 0" ..
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  then show "x = y" by simp
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qed simp
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subsection \<open>Substandard Basis\<close>
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lemma ex_card:
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  assumes "n \<le> card A"
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  shows "\<exists>S\<subseteq>A. card S = n"
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proof (cases "finite A")
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  case True
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  from ex_bij_betw_nat_finite[OF this] obtain f where f: "bij_betw f {0..<card A} A" ..
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  moreover from f \<open>n \<le> card A\<close> have "{..< n} \<subseteq> {..< card A}" "inj_on f {..< n}"
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    by (auto simp: bij_betw_def intro: subset_inj_on)
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  ultimately have "f ` {..< n} \<subseteq> A" "card (f ` {..< n}) = n"
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    by (auto simp: bij_betw_def card_image)
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  then show ?thesis by blast
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next
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  case False
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  with \<open>n \<le> card A\<close> show ?thesis by force
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qed
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lemma subspace_substandard: "subspace {x::'a::euclidean_space. (\<forall>i\<in>Basis. P i \<longrightarrow> x\<bullet>i = 0)}"
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  by (auto simp: subspace_def inner_add_left)
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immler
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diff changeset
   134
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   135
lemma dim_substandard:
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   136
  assumes d: "d \<subseteq> Basis"
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   137
  shows "dim {x::'a::euclidean_space. \<forall>i\<in>Basis. i \<notin> d \<longrightarrow> x\<bullet>i = 0} = card d" (is "dim ?A = _")
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   138
proof (rule dim_unique)
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   139
  from d show "d \<subseteq> ?A"
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   140
    by (auto simp: inner_Basis)
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   141
  from d show "independent d"
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   142
    by (rule independent_mono [OF independent_Basis])
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   143
  have "x \<in> span d" if "\<forall>i\<in>Basis. i \<notin> d \<longrightarrow> x \<bullet> i = 0" for x
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   144
  proof -
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   145
    have "finite d"
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   146
      by (rule finite_subset [OF d finite_Basis])
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   147
    then have "(\<Sum>i\<in>d. (x \<bullet> i) *\<^sub>R i) \<in> span d"
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   148
      by (simp add: span_sum span_clauses)
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   149
    also have "(\<Sum>i\<in>d. (x \<bullet> i) *\<^sub>R i) = (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i)"
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   150
      by (rule sum.mono_neutral_cong_left [OF finite_Basis d]) (auto simp: that)
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   151
    finally show "x \<in> span d"
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   152
      by (simp only: euclidean_representation)
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   153
  qed
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   154
  then show "?A \<subseteq> span d" by auto
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   155
qed simp
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   156
63050
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hoelzl
parents: 63007
diff changeset
   157
68901
nipkow
parents: 68607
diff changeset
   158
subsection \<open>Orthogonality\<close>
63050
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hoelzl
parents: 63007
diff changeset
   159
67962
0acdcd8f4ba1 a first shot at tagging for HOL-Analysis manual
immler
parents: 67685
diff changeset
   160
definition%important (in real_inner) "orthogonal x y \<longleftrightarrow> x \<bullet> y = 0"
0acdcd8f4ba1 a first shot at tagging for HOL-Analysis manual
immler
parents: 67685
diff changeset
   161
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
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parents: 63007
diff changeset
   162
context real_inner
ca4cce24c75d Linear_Algebra: move abstract concepts to front
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parents: 63007
diff changeset
   163
begin
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   164
63072
eb5d493a9e03 renamings and refinements
paulson <lp15@cam.ac.uk>
parents: 63053
diff changeset
   165
lemma orthogonal_self: "orthogonal x x \<longleftrightarrow> x = 0"
eb5d493a9e03 renamings and refinements
paulson <lp15@cam.ac.uk>
parents: 63053
diff changeset
   166
  by (simp add: orthogonal_def)
eb5d493a9e03 renamings and refinements
paulson <lp15@cam.ac.uk>
parents: 63053
diff changeset
   167
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   168
lemma orthogonal_clauses:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   169
  "orthogonal a 0"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
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parents: 63007
diff changeset
   170
  "orthogonal a x \<Longrightarrow> orthogonal a (c *\<^sub>R x)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   171
  "orthogonal a x \<Longrightarrow> orthogonal a (- x)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   172
  "orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x + y)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   173
  "orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x - y)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   174
  "orthogonal 0 a"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   175
  "orthogonal x a \<Longrightarrow> orthogonal (c *\<^sub>R x) a"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   176
  "orthogonal x a \<Longrightarrow> orthogonal (- x) a"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   177
  "orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x + y) a"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   178
  "orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x - y) a"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   179
  unfolding orthogonal_def inner_add inner_diff by auto
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   180
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   181
end
ca4cce24c75d Linear_Algebra: move abstract concepts to front
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parents: 63007
diff changeset
   182
ca4cce24c75d Linear_Algebra: move abstract concepts to front
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parents: 63007
diff changeset
   183
lemma orthogonal_commute: "orthogonal x y \<longleftrightarrow> orthogonal y x"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   184
  by (simp add: orthogonal_def inner_commute)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   185
63114
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   186
lemma orthogonal_scaleR [simp]: "c \<noteq> 0 \<Longrightarrow> orthogonal (c *\<^sub>R x) = orthogonal x"
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   187
  by (rule ext) (simp add: orthogonal_def)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   188
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   189
lemma pairwise_ortho_scaleR:
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   190
    "pairwise (\<lambda>i j. orthogonal (f i) (g j)) B
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   191
    \<Longrightarrow> pairwise (\<lambda>i j. orthogonal (a i *\<^sub>R f i) (a j *\<^sub>R g j)) B"
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   192
  by (auto simp: pairwise_def orthogonal_clauses)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   193
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   194
lemma orthogonal_rvsum:
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   195
    "\<lbrakk>finite s; \<And>y. y \<in> s \<Longrightarrow> orthogonal x (f y)\<rbrakk> \<Longrightarrow> orthogonal x (sum f s)"
63114
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   196
  by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   197
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   198
lemma orthogonal_lvsum:
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   199
    "\<lbrakk>finite s; \<And>x. x \<in> s \<Longrightarrow> orthogonal (f x) y\<rbrakk> \<Longrightarrow> orthogonal (sum f s) y"
63114
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   200
  by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   201
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   202
lemma norm_add_Pythagorean:
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   203
  assumes "orthogonal a b"
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   204
    shows "norm(a + b) ^ 2 = norm a ^ 2 + norm b ^ 2"
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   205
proof -
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   206
  from assms have "(a - (0 - b)) \<bullet> (a - (0 - b)) = a \<bullet> a - (0 - b \<bullet> b)"
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   207
    by (simp add: algebra_simps orthogonal_def inner_commute)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   208
  then show ?thesis
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   209
    by (simp add: power2_norm_eq_inner)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   210
qed
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   211
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   212
lemma norm_sum_Pythagorean:
63114
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   213
  assumes "finite I" "pairwise (\<lambda>i j. orthogonal (f i) (f j)) I"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   214
    shows "(norm (sum f I))\<^sup>2 = (\<Sum>i\<in>I. (norm (f i))\<^sup>2)"
63114
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   215
using assms
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   216
proof (induction I rule: finite_induct)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   217
  case empty then show ?case by simp
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   218
next
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   219
  case (insert x I)
64267
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nipkow
parents: 64122
diff changeset
   220
  then have "orthogonal (f x) (sum f I)"
63114
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   221
    by (metis pairwise_insert orthogonal_rvsum)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   222
  with insert show ?case
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   223
    by (simp add: pairwise_insert norm_add_Pythagorean)
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   224
qed
27afe7af7379 Lots of new material for multivariate analysis
paulson <lp15@cam.ac.uk>
parents: 63075
diff changeset
   225
63050
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diff changeset
   226
68901
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parents: 68607
diff changeset
   227
subsection \<open>Bilinear functions\<close>
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diff changeset
   228
69600
86e8e7347ac0 typed definitions
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parents: 69597
diff changeset
   229
definition%important
86e8e7347ac0 typed definitions
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parents: 69597
diff changeset
   230
bilinear :: "('a::real_vector \<Rightarrow> 'b::real_vector \<Rightarrow> 'c::real_vector) \<Rightarrow> bool" where
86e8e7347ac0 typed definitions
nipkow
parents: 69597
diff changeset
   231
"bilinear f \<longleftrightarrow> (\<forall>x. linear (\<lambda>y. f x y)) \<and> (\<forall>y. linear (\<lambda>x. f x y))"
63050
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hoelzl
parents: 63007
diff changeset
   232
ca4cce24c75d Linear_Algebra: move abstract concepts to front
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parents: 63007
diff changeset
   233
lemma bilinear_ladd: "bilinear h \<Longrightarrow> h (x + y) z = h x z + h y z"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   234
  by (simp add: bilinear_def linear_iff)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   235
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   236
lemma bilinear_radd: "bilinear h \<Longrightarrow> h x (y + z) = h x y + h x z"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   237
  by (simp add: bilinear_def linear_iff)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   238
ca4cce24c75d Linear_Algebra: move abstract concepts to front
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parents: 63007
diff changeset
   239
lemma bilinear_lmul: "bilinear h \<Longrightarrow> h (c *\<^sub>R x) y = c *\<^sub>R h x y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   240
  by (simp add: bilinear_def linear_iff)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   241
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   242
lemma bilinear_rmul: "bilinear h \<Longrightarrow> h x (c *\<^sub>R y) = c *\<^sub>R h x y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   243
  by (simp add: bilinear_def linear_iff)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   244
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   245
lemma bilinear_lneg: "bilinear h \<Longrightarrow> h (- x) y = - h x y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   246
  by (drule bilinear_lmul [of _ "- 1"]) simp
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   247
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   248
lemma bilinear_rneg: "bilinear h \<Longrightarrow> h x (- y) = - h x y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   249
  by (drule bilinear_rmul [of _ _ "- 1"]) simp
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   250
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   251
lemma (in ab_group_add) eq_add_iff: "x = x + y \<longleftrightarrow> y = 0"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   252
  using add_left_imp_eq[of x y 0] by auto
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   253
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   254
lemma bilinear_lzero:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   255
  assumes "bilinear h"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   256
  shows "h 0 x = 0"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   257
  using bilinear_ladd [OF assms, of 0 0 x] by (simp add: eq_add_iff field_simps)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   258
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   259
lemma bilinear_rzero:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   260
  assumes "bilinear h"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   261
  shows "h x 0 = 0"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   262
  using bilinear_radd [OF assms, of x 0 0 ] by (simp add: eq_add_iff field_simps)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   263
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   264
lemma bilinear_lsub: "bilinear h \<Longrightarrow> h (x - y) z = h x z - h y z"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   265
  using bilinear_ladd [of h x "- y"] by (simp add: bilinear_lneg)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   266
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   267
lemma bilinear_rsub: "bilinear h \<Longrightarrow> h z (x - y) = h z x - h z y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   268
  using bilinear_radd [of h _ x "- y"] by (simp add: bilinear_rneg)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   269
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   270
lemma bilinear_sum:
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   271
  assumes "bilinear h"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   272
  shows "h (sum f S) (sum g T) = sum (\<lambda>(i,j). h (f i) (g j)) (S \<times> T) "
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   273
proof -
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   274
  interpret l: linear "\<lambda>x. h x y" for y using assms by (simp add: bilinear_def)
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   275
  interpret r: linear "\<lambda>y. h x y" for x using assms by (simp add: bilinear_def)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   276
  have "h (sum f S) (sum g T) = sum (\<lambda>x. h (f x) (sum g T)) S"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   277
    by (simp add: l.sum)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   278
  also have "\<dots> = sum (\<lambda>x. sum (\<lambda>y. h (f x) (g y)) T) S"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   279
    by (rule sum.cong) (simp_all add: r.sum)
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   280
  finally show ?thesis
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   281
    unfolding sum.cartesian_product .
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   282
qed
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   283
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   284
68901
nipkow
parents: 68607
diff changeset
   285
subsection \<open>Adjoints\<close>
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   286
69600
86e8e7347ac0 typed definitions
nipkow
parents: 69597
diff changeset
   287
definition%important adjoint :: "(('a::real_inner) \<Rightarrow> ('b::real_inner)) \<Rightarrow> 'b \<Rightarrow> 'a" where
86e8e7347ac0 typed definitions
nipkow
parents: 69597
diff changeset
   288
"adjoint f = (SOME f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y)"
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   289
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   290
lemma adjoint_unique:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   291
  assumes "\<forall>x y. inner (f x) y = inner x (g y)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   292
  shows "adjoint f = g"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   293
  unfolding adjoint_def
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   294
proof (rule some_equality)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   295
  show "\<forall>x y. inner (f x) y = inner x (g y)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   296
    by (rule assms)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   297
next
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   298
  fix h
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   299
  assume "\<forall>x y. inner (f x) y = inner x (h y)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   300
  then have "\<forall>x y. inner x (g y) = inner x (h y)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   301
    using assms by simp
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   302
  then have "\<forall>x y. inner x (g y - h y) = 0"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   303
    by (simp add: inner_diff_right)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   304
  then have "\<forall>y. inner (g y - h y) (g y - h y) = 0"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   305
    by simp
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   306
  then have "\<forall>y. h y = g y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   307
    by simp
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   308
  then show "h = g" by (simp add: ext)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   309
qed
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   310
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   311
text \<open>TODO: The following lemmas about adjoints should hold for any
63680
6e1e8b5abbfa more symbols;
wenzelm
parents: 63627
diff changeset
   312
  Hilbert space (i.e. complete inner product space).
68224
1f7308050349 prefer HTTPS;
wenzelm
parents: 68074
diff changeset
   313
  (see \<^url>\<open>https://en.wikipedia.org/wiki/Hermitian_adjoint\<close>)
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   314
\<close>
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   315
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   316
lemma adjoint_works:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   317
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   318
  assumes lf: "linear f"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   319
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   320
proof -
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   321
  interpret linear f by fact
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   322
  have "\<forall>y. \<exists>w. \<forall>x. f x \<bullet> y = x \<bullet> w"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   323
  proof (intro allI exI)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   324
    fix y :: "'m" and x
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   325
    let ?w = "(\<Sum>i\<in>Basis. (f i \<bullet> y) *\<^sub>R i) :: 'n"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   326
    have "f x \<bullet> y = f (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i) \<bullet> y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   327
      by (simp add: euclidean_representation)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   328
    also have "\<dots> = (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R f i) \<bullet> y"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   329
      by (simp add: sum scale)
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   330
    finally show "f x \<bullet> y = x \<bullet> ?w"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   331
      by (simp add: inner_sum_left inner_sum_right mult.commute)
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   332
  qed
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   333
  then show ?thesis
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   334
    unfolding adjoint_def choice_iff
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   335
    by (intro someI2_ex[where Q="\<lambda>f'. x \<bullet> f' y = f x \<bullet> y"]) auto
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   336
qed
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   337
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   338
lemma adjoint_clauses:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   339
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   340
  assumes lf: "linear f"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   341
  shows "x \<bullet> adjoint f y = f x \<bullet> y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   342
    and "adjoint f y \<bullet> x = y \<bullet> f x"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   343
  by (simp_all add: adjoint_works[OF lf] inner_commute)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   344
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   345
lemma adjoint_linear:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   346
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   347
  assumes lf: "linear f"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   348
  shows "linear (adjoint f)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   349
  by (simp add: lf linear_iff euclidean_eq_iff[where 'a='n] euclidean_eq_iff[where 'a='m]
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   350
    adjoint_clauses[OF lf] inner_distrib)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   351
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   352
lemma adjoint_adjoint:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   353
  fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   354
  assumes lf: "linear f"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   355
  shows "adjoint (adjoint f) = f"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   356
  by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   357
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   358
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   359
subsection \<open>Archimedean properties and useful consequences\<close>
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   360
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   361
text\<open>Bernoulli's inequality\<close>
68607
67bb59e49834 make theorem, corollary, and proposition %important for HOL-Analysis manual
immler
parents: 68224
diff changeset
   362
proposition Bernoulli_inequality:
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   363
  fixes x :: real
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   364
  assumes "-1 \<le> x"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   365
    shows "1 + n * x \<le> (1 + x) ^ n"
68607
67bb59e49834 make theorem, corollary, and proposition %important for HOL-Analysis manual
immler
parents: 68224
diff changeset
   366
proof (induct n)
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   367
  case 0
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   368
  then show ?case by simp
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   369
next
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   370
  case (Suc n)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   371
  have "1 + Suc n * x \<le> 1 + (Suc n)*x + n * x^2"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   372
    by (simp add: algebra_simps)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   373
  also have "... = (1 + x) * (1 + n*x)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   374
    by (auto simp: power2_eq_square algebra_simps  of_nat_Suc)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   375
  also have "... \<le> (1 + x) ^ Suc n"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   376
    using Suc.hyps assms mult_left_mono by fastforce
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   377
  finally show ?case .
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   378
qed
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   379
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   380
corollary Bernoulli_inequality_even:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   381
  fixes x :: real
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   382
  assumes "even n"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   383
    shows "1 + n * x \<le> (1 + x) ^ n"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   384
proof (cases "-1 \<le> x \<or> n=0")
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   385
  case True
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   386
  then show ?thesis
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   387
    by (auto simp: Bernoulli_inequality)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   388
next
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   389
  case False
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   390
  then have "real n \<ge> 1"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   391
    by simp
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   392
  with False have "n * x \<le> -1"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   393
    by (metis linear minus_zero mult.commute mult.left_neutral mult_left_mono_neg neg_le_iff_le order_trans zero_le_one)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   394
  then have "1 + n * x \<le> 0"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   395
    by auto
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   396
  also have "... \<le> (1 + x) ^ n"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   397
    using assms
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   398
    using zero_le_even_power by blast
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   399
  finally show ?thesis .
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   400
qed
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   401
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   402
corollary real_arch_pow:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   403
  fixes x :: real
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   404
  assumes x: "1 < x"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   405
  shows "\<exists>n. y < x^n"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   406
proof -
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   407
  from x have x0: "x - 1 > 0"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   408
    by arith
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   409
  from reals_Archimedean3[OF x0, rule_format, of y]
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   410
  obtain n :: nat where n: "y < real n * (x - 1)" by metis
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   411
  from x0 have x00: "x- 1 \<ge> -1" by arith
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   412
  from Bernoulli_inequality[OF x00, of n] n
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   413
  have "y < x^n" by auto
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   414
  then show ?thesis by metis
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   415
qed
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   416
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   417
corollary real_arch_pow_inv:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   418
  fixes x y :: real
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   419
  assumes y: "y > 0"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   420
    and x1: "x < 1"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   421
  shows "\<exists>n. x^n < y"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   422
proof (cases "x > 0")
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   423
  case True
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   424
  with x1 have ix: "1 < 1/x" by (simp add: field_simps)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   425
  from real_arch_pow[OF ix, of "1/y"]
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   426
  obtain n where n: "1/y < (1/x)^n" by blast
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   427
  then show ?thesis using y \<open>x > 0\<close>
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   428
    by (auto simp add: field_simps)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   429
next
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   430
  case False
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   431
  with y x1 show ?thesis
68069
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   432
    by (metis less_le_trans not_less power_one_right)
63050
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   433
qed
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   434
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   435
lemma forall_pos_mono:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   436
  "(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   437
    (\<And>n::nat. n \<noteq> 0 \<Longrightarrow> P (inverse (real n))) \<Longrightarrow> (\<And>e. 0 < e \<Longrightarrow> P e)"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   438
  by (metis real_arch_inverse)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   439
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   440
lemma forall_pos_mono_1:
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   441
  "(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   442
    (\<And>n. P (inverse (real (Suc n)))) \<Longrightarrow> 0 < e \<Longrightarrow> P e"
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   443
  apply (rule forall_pos_mono)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   444
  apply auto
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   445
  apply (metis Suc_pred of_nat_Suc)
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   446
  done
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   447
ca4cce24c75d Linear_Algebra: move abstract concepts to front
hoelzl
parents: 63007
diff changeset
   448
67962
0acdcd8f4ba1 a first shot at tagging for HOL-Analysis manual
immler
parents: 67685
diff changeset
   449
subsection%unimportant \<open>Euclidean Spaces as Typeclass\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   450
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   451
lemma independent_Basis: "independent Basis"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   452
  by (rule independent_Basis)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   453
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   454
lemma span_Basis [simp]: "span Basis = UNIV"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   455
  by (rule span_Basis)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   456
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   457
lemma in_span_Basis: "x \<in> span Basis"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   458
  unfolding span_Basis ..
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   459
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   460
67962
0acdcd8f4ba1 a first shot at tagging for HOL-Analysis manual
immler
parents: 67685
diff changeset
   461
subsection%unimportant \<open>Linearity and Bilinearity continued\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   462
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   463
lemma linear_bounded:
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   464
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   465
  assumes lf: "linear f"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   466
  shows "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   467
proof
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   468
  interpret linear f by fact
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   469
  let ?B = "\<Sum>b\<in>Basis. norm (f b)"
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   470
  show "\<forall>x. norm (f x) \<le> ?B * norm x"
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   471
  proof
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   472
    fix x :: 'a
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   473
    let ?g = "\<lambda>b. (x \<bullet> b) *\<^sub>R f b"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   474
    have "norm (f x) = norm (f (\<Sum>b\<in>Basis. (x \<bullet> b) *\<^sub>R b))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   475
      unfolding euclidean_representation ..
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   476
    also have "\<dots> = norm (sum ?g Basis)"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   477
      by (simp add: sum scale)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   478
    finally have th0: "norm (f x) = norm (sum ?g Basis)" .
64773
223b2ebdda79 Many new theorems, and more tidying
paulson <lp15@cam.ac.uk>
parents: 64267
diff changeset
   479
    have th: "norm (?g i) \<le> norm (f i) * norm x" if "i \<in> Basis" for i
223b2ebdda79 Many new theorems, and more tidying
paulson <lp15@cam.ac.uk>
parents: 64267
diff changeset
   480
    proof -
223b2ebdda79 Many new theorems, and more tidying
paulson <lp15@cam.ac.uk>
parents: 64267
diff changeset
   481
      from Basis_le_norm[OF that, of x]
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   482
      show "norm (?g i) \<le> norm (f i) * norm x"
68069
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   483
        unfolding norm_scaleR  by (metis mult.commute mult_left_mono norm_ge_zero)
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   484
    qed
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   485
    from sum_norm_le[of _ ?g, OF th]
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   486
    show "norm (f x) \<le> ?B * norm x"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   487
      unfolding th0 sum_distrib_right by metis
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   488
  qed
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   489
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   490
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   491
lemma linear_conv_bounded_linear:
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   492
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   493
  shows "linear f \<longleftrightarrow> bounded_linear f"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   494
proof
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   495
  assume "linear f"
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   496
  then interpret f: linear f .
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   497
  show "bounded_linear f"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   498
  proof
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   499
    have "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   500
      using \<open>linear f\<close> by (rule linear_bounded)
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   501
    then show "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
57512
cc97b347b301 reduced name variants for assoc and commute on plus and mult
haftmann
parents: 57418
diff changeset
   502
      by (simp add: mult.commute)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   503
  qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   504
next
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   505
  assume "bounded_linear f"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   506
  then interpret f: bounded_linear f .
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   507
  show "linear f" ..
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   508
qed
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   509
61518
ff12606337e9 new lemmas about topology, etc., for Cauchy integral formula
paulson
parents: 61306
diff changeset
   510
lemmas linear_linear = linear_conv_bounded_linear[symmetric]
ff12606337e9 new lemmas about topology, etc., for Cauchy integral formula
paulson
parents: 61306
diff changeset
   511
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   512
lemma linear_bounded_pos:
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   513
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   514
  assumes lf: "linear f"
67982
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   515
 obtains B where "B > 0" "\<And>x. norm (f x) \<le> B * norm x"
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   516
proof -
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   517
  have "\<exists>B > 0. \<forall>x. norm (f x) \<le> norm x * B"
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   518
    using lf unfolding linear_conv_bounded_linear
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   519
    by (rule bounded_linear.pos_bounded)
67982
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   520
  with that show ?thesis
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   521
    by (auto simp: mult.commute)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   522
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   523
67982
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   524
lemma linear_invertible_bounded_below_pos:
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   525
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::euclidean_space"
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   526
  assumes "linear f" "linear g" "g \<circ> f = id"
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   527
  obtains B where "B > 0" "\<And>x. B * norm x \<le> norm(f x)"
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   528
proof -
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   529
  obtain B where "B > 0" and B: "\<And>x. norm (g x) \<le> B * norm x"
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   530
    using linear_bounded_pos [OF \<open>linear g\<close>] by blast
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   531
  show thesis
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   532
  proof
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   533
    show "0 < 1/B"
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   534
      by (simp add: \<open>B > 0\<close>)
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   535
    show "1/B * norm x \<le> norm (f x)" for x
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   536
    proof -
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   537
      have "1/B * norm x = 1/B * norm (g (f x))"
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   538
        using assms by (simp add: pointfree_idE)
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   539
      also have "\<dots> \<le> norm (f x)"
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   540
        using B [of "f x"] by (simp add: \<open>B > 0\<close> mult.commute pos_divide_le_eq)
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   541
      finally show ?thesis .
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   542
    qed
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   543
  qed
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   544
qed
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   545
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   546
lemma linear_inj_bounded_below_pos:
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   547
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::euclidean_space"
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   548
  assumes "linear f" "inj f"
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   549
  obtains B where "B > 0" "\<And>x. B * norm x \<le> norm(f x)"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   550
  using linear_injective_left_inverse [OF assms]
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   551
    linear_invertible_bounded_below_pos assms by blast
67982
7643b005b29a various new results on measures, integrals, etc., and some simplified proofs
paulson <lp15@cam.ac.uk>
parents: 67962
diff changeset
   552
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   553
lemma bounded_linearI':
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   554
  fixes f ::"'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   555
  assumes "\<And>x y. f (x + y) = f x + f y"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   556
    and "\<And>c x. f (c *\<^sub>R x) = c *\<^sub>R f x"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   557
  shows "bounded_linear f"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   558
  using assms linearI linear_conv_bounded_linear by blast
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   559
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   560
lemma bilinear_bounded:
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   561
  fixes h :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space \<Rightarrow> 'k::real_normed_vector"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   562
  assumes bh: "bilinear h"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   563
  shows "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   564
proof (clarify intro!: exI[of _ "\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)"])
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   565
  fix x :: 'm
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   566
  fix y :: 'n
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   567
  have "norm (h x y) = norm (h (sum (\<lambda>i. (x \<bullet> i) *\<^sub>R i) Basis) (sum (\<lambda>i. (y \<bullet> i) *\<^sub>R i) Basis))"
68069
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   568
    by (simp add: euclidean_representation)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   569
  also have "\<dots> = norm (sum (\<lambda> (i,j). h ((x \<bullet> i) *\<^sub>R i) ((y \<bullet> j) *\<^sub>R j)) (Basis \<times> Basis))"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   570
    unfolding bilinear_sum[OF bh] ..
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   571
  finally have th: "norm (h x y) = \<dots>" .
68069
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   572
  have "\<And>i j. \<lbrakk>i \<in> Basis; j \<in> Basis\<rbrakk>
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   573
           \<Longrightarrow> \<bar>x \<bullet> i\<bar> * (\<bar>y \<bullet> j\<bar> * norm (h i j)) \<le> norm x * (norm y * norm (h i j))"
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   574
    by (auto simp add: zero_le_mult_iff Basis_le_norm mult_mono)
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   575
  then show "norm (h x y) \<le> (\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)) * norm x * norm y"
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   576
    unfolding sum_distrib_right th sum.cartesian_product
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   577
    by (clarsimp simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh]
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   578
      field_simps simp del: scaleR_scaleR intro!: sum_norm_le)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   579
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   580
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   581
lemma bilinear_conv_bounded_bilinear:
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   582
  fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   583
  shows "bilinear h \<longleftrightarrow> bounded_bilinear h"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   584
proof
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   585
  assume "bilinear h"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   586
  show "bounded_bilinear h"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   587
  proof
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   588
    fix x y z
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   589
    show "h (x + y) z = h x z + h y z"
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   590
      using \<open>bilinear h\<close> unfolding bilinear_def linear_iff by simp
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   591
  next
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   592
    fix x y z
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   593
    show "h x (y + z) = h x y + h x z"
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   594
      using \<open>bilinear h\<close> unfolding bilinear_def linear_iff by simp
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   595
  next
68069
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   596
    show "h (scaleR r x) y = scaleR r (h x y)" "h x (scaleR r y) = scaleR r (h x y)" for r x y
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   597
      using \<open>bilinear h\<close> unfolding bilinear_def linear_iff
68069
36209dfb981e tidying up and using real induction methods
paulson <lp15@cam.ac.uk>
parents: 68062
diff changeset
   598
      by simp_all
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   599
  next
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   600
    have "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   601
      using \<open>bilinear h\<close> by (rule bilinear_bounded)
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   602
    then show "\<exists>K. \<forall>x y. norm (h x y) \<le> norm x * norm y * K"
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
   603
      by (simp add: ac_simps)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   604
  qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   605
next
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   606
  assume "bounded_bilinear h"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   607
  then interpret h: bounded_bilinear h .
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   608
  show "bilinear h"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   609
    unfolding bilinear_def linear_conv_bounded_linear
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   610
    using h.bounded_linear_left h.bounded_linear_right by simp
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   611
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   612
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   613
lemma bilinear_bounded_pos:
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   614
  fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   615
  assumes bh: "bilinear h"
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   616
  shows "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   617
proof -
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   618
  have "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> norm x * norm y * B"
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   619
    using bh [unfolded bilinear_conv_bounded_bilinear]
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   620
    by (rule bounded_bilinear.pos_bounded)
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   621
  then show ?thesis
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57512
diff changeset
   622
    by (simp only: ac_simps)
53939
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   623
qed
eb25bddf6a22 tuned proofs
huffman
parents: 53938
diff changeset
   624
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   625
lemma bounded_linear_imp_has_derivative: "bounded_linear f \<Longrightarrow> (f has_derivative f) net"
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   626
  by (auto simp add: has_derivative_def linear_diff linear_linear linear_def
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   627
      dest: bounded_linear.linear)
63469
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   628
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   629
lemma linear_imp_has_derivative:
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   630
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   631
  shows "linear f \<Longrightarrow> (f has_derivative f) net"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   632
  by (simp add: bounded_linear_imp_has_derivative linear_conv_bounded_linear)
63469
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   633
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   634
lemma bounded_linear_imp_differentiable: "bounded_linear f \<Longrightarrow> f differentiable net"
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   635
  using bounded_linear_imp_has_derivative differentiable_def by blast
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   636
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   637
lemma linear_imp_differentiable:
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   638
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   639
  shows "linear f \<Longrightarrow> f differentiable net"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   640
  by (metis linear_imp_has_derivative differentiable_def)
63469
b6900858dcb9 lots of new theorems about differentiable_on, retracts, ANRs, etc.
paulson <lp15@cam.ac.uk>
parents: 63170
diff changeset
   641
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   642
68901
nipkow
parents: 68607
diff changeset
   643
subsection%unimportant \<open>We continue\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   644
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   645
lemma independent_bound:
53716
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
   646
  fixes S :: "'a::euclidean_space set"
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
   647
  shows "independent S \<Longrightarrow> finite S \<and> card S \<le> DIM('a)"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   648
  by (metis dim_subset_UNIV finiteI_independent dim_span_eq_card_independent)
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   649
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   650
lemmas independent_imp_finite = finiteI_independent
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   651
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61520
diff changeset
   652
corollary
60303
00c06f1315d0 New material about paths, and some lemmas
paulson
parents: 60162
diff changeset
   653
  fixes S :: "'a::euclidean_space set"
00c06f1315d0 New material about paths, and some lemmas
paulson
parents: 60162
diff changeset
   654
  assumes "independent S"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   655
  shows independent_card_le:"card S \<le> DIM('a)"
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   656
  using assms independent_bound by auto
63075
60a42a4166af lemmas about dimension, hyperplanes, span, etc.
paulson <lp15@cam.ac.uk>
parents: 63072
diff changeset
   657
49663
b84fafaea4bb tuned proofs;
wenzelm
parents: 49652
diff changeset
   658
lemma dependent_biggerset:
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   659
  fixes S :: "'a::euclidean_space set"
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   660
  shows "(finite S \<Longrightarrow> card S > DIM('a)) \<Longrightarrow> dependent S"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   661
  by (metis independent_bound not_less)
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   662
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   663
text \<open>Picking an orthogonal replacement for a spanning set.\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   664
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   665
lemma vector_sub_project_orthogonal:
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   666
  fixes b x :: "'a::euclidean_space"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   667
  shows "b \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *\<^sub>R b) = 0"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   668
  unfolding inner_simps by auto
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   669
44528
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   670
lemma pairwise_orthogonal_insert:
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   671
  assumes "pairwise orthogonal S"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   672
    and "\<And>y. y \<in> S \<Longrightarrow> orthogonal x y"
44528
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   673
  shows "pairwise orthogonal (insert x S)"
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   674
  using assms unfolding pairwise_def
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   675
  by (auto simp add: orthogonal_commute)
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   676
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   677
lemma basis_orthogonal:
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   678
  fixes B :: "'a::real_inner set"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   679
  assumes fB: "finite B"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   680
  shows "\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   681
  (is " \<exists>C. ?P B C")
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   682
  using fB
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   683
proof (induct rule: finite_induct)
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   684
  case empty
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   685
  then show ?case
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   686
    apply (rule exI[where x="{}"])
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   687
    apply (auto simp add: pairwise_def)
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   688
    done
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   689
next
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   690
  case (insert a B)
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   691
  note fB = \<open>finite B\<close> and aB = \<open>a \<notin> B\<close>
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   692
  from \<open>\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   693
  obtain C where C: "finite C" "card C \<le> card B"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   694
    "span C = span B" "pairwise orthogonal C" by blast
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   695
  let ?a = "a - sum (\<lambda>x. (x \<bullet> a / (x \<bullet> x)) *\<^sub>R x) C"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   696
  let ?C = "insert ?a C"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   697
  from C(1) have fC: "finite ?C"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   698
    by simp
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   699
  from fB aB C(1,2) have cC: "card ?C \<le> card (insert a B)"
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   700
    by (simp add: card_insert_if)
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   701
  {
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   702
    fix x k
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   703
    have th0: "\<And>(a::'a) b c. a - (b - c) = c + (a - b)"
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   704
      by (simp add: field_simps)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   705
    have "x - k *\<^sub>R (a - (\<Sum>x\<in>C. (x \<bullet> a / (x \<bullet> x)) *\<^sub>R x)) \<in> span C \<longleftrightarrow> x - k *\<^sub>R a \<in> span C"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   706
      apply (simp only: scaleR_right_diff_distrib th0)
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   707
      apply (rule span_add_eq)
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   708
      apply (rule span_scale)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   709
      apply (rule span_sum)
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   710
      apply (rule span_scale)
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   711
      apply (rule span_base)
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   712
      apply assumption
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   713
      done
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   714
  }
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   715
  then have SC: "span ?C = span (insert a B)"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   716
    unfolding set_eq_iff span_breakdown_eq C(3)[symmetric] by auto
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   717
  {
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   718
    fix y
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   719
    assume yC: "y \<in> C"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   720
    then have Cy: "C = insert y (C - {y})"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   721
      by blast
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   722
    have fth: "finite (C - {y})"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   723
      using C by simp
44528
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   724
    have "orthogonal ?a y"
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   725
      unfolding orthogonal_def
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   726
      unfolding inner_diff inner_sum_left right_minus_eq
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   727
      unfolding sum.remove [OF \<open>finite C\<close> \<open>y \<in> C\<close>]
44528
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   728
      apply (clarsimp simp add: inner_commute[of y a])
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   729
      apply (rule sum.neutral)
44528
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   730
      apply clarsimp
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   731
      apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   732
      using \<open>y \<in> C\<close> by auto
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   733
  }
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   734
  with \<open>pairwise orthogonal C\<close> have CPO: "pairwise orthogonal ?C"
44528
0b8e0dbb2bdd generalize and shorten proof of basis_orthogonal
huffman
parents: 44527
diff changeset
   735
    by (rule pairwise_orthogonal_insert)
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   736
  from fC cC SC CPO have "?P (insert a B) ?C"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   737
    by blast
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   738
  then show ?case by blast
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   739
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   740
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   741
lemma orthogonal_basis_exists:
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   742
  fixes V :: "('a::euclidean_space) set"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   743
  shows "\<exists>B. independent B \<and> B \<subseteq> span V \<and> V \<subseteq> span B \<and>
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   744
  (card B = dim V) \<and> pairwise orthogonal B"
49663
b84fafaea4bb tuned proofs;
wenzelm
parents: 49652
diff changeset
   745
proof -
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   746
  from basis_exists[of V] obtain B where
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   747
    B: "B \<subseteq> V" "independent B" "V \<subseteq> span B" "card B = dim V"
68073
fad29d2a17a5 merged; resolved conflicts manually (esp. lemmas that have been moved from Linear_Algebra and Cartesian_Euclidean_Space)
immler
parents: 68072 68069
diff changeset
   748
    by force
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   749
  from B have fB: "finite B" "card B = dim V"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   750
    using independent_bound by auto
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   751
  from basis_orthogonal[OF fB(1)] obtain C where
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   752
    C: "finite C" "card C \<le> card B" "span C = span B" "pairwise orthogonal C"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   753
    by blast
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   754
  from C B have CSV: "C \<subseteq> span V"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   755
    by (metis span_superset span_mono subset_trans)
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   756
  from span_mono[OF B(3)] C have SVC: "span V \<subseteq> span C"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   757
    by (simp add: span_span)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   758
  from card_le_dim_spanning[OF CSV SVC C(1)] C(2,3) fB
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   759
  have iC: "independent C"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   760
    by (simp add: dim_span)
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   761
  from C fB have "card C \<le> dim V"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   762
    by simp
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   763
  moreover have "dim V \<le> card C"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   764
    using span_card_ge_dim[OF CSV SVC C(1)]
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   765
    by simp
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   766
  ultimately have CdV: "card C = dim V"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   767
    using C(1) by simp
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   768
  from C B CSV CdV iC show ?thesis
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   769
    by auto
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   770
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   771
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   772
text \<open>Low-dimensional subset is in a hyperplane (weak orthogonal complement).\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   773
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   774
lemma span_not_univ_orthogonal:
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   775
  fixes S :: "'a::euclidean_space set"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   776
  assumes sU: "span S \<noteq> UNIV"
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   777
  shows "\<exists>a::'a. a \<noteq> 0 \<and> (\<forall>x \<in> span S. a \<bullet> x = 0)"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   778
proof -
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   779
  from sU obtain a where a: "a \<notin> span S"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   780
    by blast
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   781
  from orthogonal_basis_exists obtain B where
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   782
    B: "independent B" "B \<subseteq> span S" "S \<subseteq> span B"
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   783
    "card B = dim S" "pairwise orthogonal B"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   784
    by blast
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   785
  from B have fB: "finite B" "card B = dim S"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   786
    using independent_bound by auto
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   787
  from span_mono[OF B(2)] span_mono[OF B(3)]
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   788
  have sSB: "span S = span B"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   789
    by (simp add: span_span)
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   790
  let ?a = "a - sum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B"
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   791
  have "sum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B \<in> span S"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   792
    unfolding sSB
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   793
    apply (rule span_sum)
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   794
    apply (rule span_scale)
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   795
    apply (rule span_base)
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   796
    apply assumption
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   797
    done
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   798
  with a have a0:"?a  \<noteq> 0"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   799
    by auto
68058
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   800
  have "?a \<bullet> x = 0" if "x\<in>span B" for x
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   801
  proof (rule span_induct [OF that])
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   802
    show "subspace {x. ?a \<bullet> x = 0}"
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   803
      by (auto simp add: subspace_def inner_add)
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   804
  next
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   805
    {
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   806
      fix x
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   807
      assume x: "x \<in> B"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   808
      from x have B': "B = insert x (B - {x})"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   809
        by blast
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   810
      have fth: "finite (B - {x})"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   811
        using fB by simp
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   812
      have "?a \<bullet> x = 0"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   813
        apply (subst B')
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   814
        using fB fth
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   815
        unfolding sum_clauses(2)[OF fth]
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   816
        apply simp unfolding inner_simps
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   817
        apply (clarsimp simp add: inner_add inner_sum_left)
b9a1486e79be setsum -> sum
nipkow
parents: 64122
diff changeset
   818
        apply (rule sum.neutral, rule ballI)
63170
eae6549dbea2 tuned proofs, to allow unfold_abs_def;
wenzelm
parents: 63148
diff changeset
   819
        apply (simp only: inner_commute)
49711
e5aaae7eadc9 tuned proofs;
wenzelm
parents: 49663
diff changeset
   820
        apply (auto simp add: x field_simps
e5aaae7eadc9 tuned proofs;
wenzelm
parents: 49663
diff changeset
   821
          intro: B(5)[unfolded pairwise_def orthogonal_def, rule_format])
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   822
        done
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   823
    }
68058
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   824
    then show "?a \<bullet> x = 0" if "x \<in> B" for x
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   825
      using that by blast
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   826
    qed
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   827
  with a0 show ?thesis
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   828
    unfolding sSB by (auto intro: exI[where x="?a"])
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   829
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   830
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   831
lemma span_not_univ_subset_hyperplane:
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   832
  fixes S :: "'a::euclidean_space set"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   833
  assumes SU: "span S \<noteq> UNIV"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   834
  shows "\<exists> a. a \<noteq>0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   835
  using span_not_univ_orthogonal[OF SU] by auto
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   836
49663
b84fafaea4bb tuned proofs;
wenzelm
parents: 49652
diff changeset
   837
lemma lowdim_subset_hyperplane:
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   838
  fixes S :: "'a::euclidean_space set"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   839
  assumes d: "dim S < DIM('a)"
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   840
  shows "\<exists>a::'a. a \<noteq> 0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   841
proof -
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   842
  {
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   843
    assume "span S = UNIV"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   844
    then have "dim (span S) = dim (UNIV :: ('a) set)"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   845
      by simp
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   846
    then have "dim S = DIM('a)"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   847
      by (metis Euclidean_Space.dim_UNIV dim_span)
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   848
    with d have False by arith
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   849
  }
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   850
  then have th: "span S \<noteq> UNIV"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   851
    by blast
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   852
  from span_not_univ_subset_hyperplane[OF th] show ?thesis .
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   853
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   854
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   855
lemma linear_eq_stdbasis:
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   856
  fixes f :: "'a::euclidean_space \<Rightarrow> _"
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   857
  assumes lf: "linear f"
49663
b84fafaea4bb tuned proofs;
wenzelm
parents: 49652
diff changeset
   858
    and lg: "linear g"
68058
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   859
    and fg: "\<And>b. b \<in> Basis \<Longrightarrow> f b = g b"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   860
  shows "f = g"
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   861
  using linear_eq_on_span[OF lf lg, of Basis] fg
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   862
  by auto
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   863
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   864
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   865
text \<open>Similar results for bilinear functions.\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   866
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   867
lemma bilinear_eq:
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   868
  assumes bf: "bilinear f"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   869
    and bg: "bilinear g"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   870
    and SB: "S \<subseteq> span B"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   871
    and TC: "T \<subseteq> span C"
68058
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   872
    and "x\<in>S" "y\<in>T"
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   873
    and fg: "\<And>x y. \<lbrakk>x \<in> B; y\<in> C\<rbrakk> \<Longrightarrow> f x y = g x y"
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   874
  shows "f x y = g x y"
49663
b84fafaea4bb tuned proofs;
wenzelm
parents: 49652
diff changeset
   875
proof -
44170
510ac30f44c0 make Multivariate_Analysis work with separate set type
huffman
parents: 44166
diff changeset
   876
  let ?P = "{x. \<forall>y\<in> span C. f x y = g x y}"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   877
  from bf bg have sp: "subspace ?P"
53600
8fda7ad57466 make 'linear' into a sublocale of 'bounded_linear';
huffman
parents: 53596
diff changeset
   878
    unfolding bilinear_def linear_iff subspace_def bf bg
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   879
    by (auto simp add: span_zero bilinear_lzero[OF bf] bilinear_lzero[OF bg]
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   880
        span_add Ball_def
49663
b84fafaea4bb tuned proofs;
wenzelm
parents: 49652
diff changeset
   881
      intro: bilinear_ladd[OF bf])
68058
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   882
  have sfg: "\<And>x. x \<in> B \<Longrightarrow> subspace {a. f x a = g x a}"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   883
    apply (auto simp add: subspace_def)
53600
8fda7ad57466 make 'linear' into a sublocale of 'bounded_linear';
huffman
parents: 53596
diff changeset
   884
    using bf bg unfolding bilinear_def linear_iff
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   885
      apply (auto simp add: span_zero bilinear_rzero[OF bf] bilinear_rzero[OF bg]
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
   886
        span_add Ball_def
49663
b84fafaea4bb tuned proofs;
wenzelm
parents: 49652
diff changeset
   887
      intro: bilinear_ladd[OF bf])
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   888
    done
68058
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   889
  have "\<forall>y\<in> span C. f x y = g x y" if "x \<in> span B" for x
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   890
    apply (rule span_induct [OF that sp])
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   891
    using fg sfg span_induct by blast
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   892
  then show ?thesis
68058
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   893
    using SB TC assms by auto
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   894
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   895
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   896
lemma bilinear_eq_stdbasis:
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   897
  fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> _"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   898
  assumes bf: "bilinear f"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   899
    and bg: "bilinear g"
68058
69715dfdc286 more general tidying up
paulson <lp15@cam.ac.uk>
parents: 67982
diff changeset
   900
    and fg: "\<And>i j. i \<in> Basis \<Longrightarrow> j \<in> Basis \<Longrightarrow> f i j = g i j"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   901
  shows "f = g"
68074
8d50467f7555 fixed HOL-Analysis
immler
parents: 68073
diff changeset
   902
  using bilinear_eq[OF bf bg equalityD2[OF span_Basis] equalityD2[OF span_Basis]] fg by blast
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   903
69619
3f7d8e05e0f2 split off Convex.thy: material that does not require Topology_Euclidean_Space
immler
parents: 69600
diff changeset
   904
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
   905
subsection \<open>Infinity norm\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   906
67962
0acdcd8f4ba1 a first shot at tagging for HOL-Analysis manual
immler
parents: 67685
diff changeset
   907
definition%important "infnorm (x::'a::euclidean_space) = Sup {\<bar>x \<bullet> b\<bar> |b. b \<in> Basis}"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   908
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   909
lemma infnorm_set_image:
53716
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
   910
  fixes x :: "'a::euclidean_space"
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   911
  shows "{\<bar>x \<bullet> i\<bar> |i. i \<in> Basis} = (\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   912
  by blast
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   913
53716
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
   914
lemma infnorm_Max:
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
   915
  fixes x :: "'a::euclidean_space"
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   916
  shows "infnorm x = Max ((\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis)"
62343
24106dc44def prefer abbreviations for compound operators INFIMUM and SUPREMUM
haftmann
parents: 61973
diff changeset
   917
  by (simp add: infnorm_def infnorm_set_image cSup_eq_Max)
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   918
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   919
lemma infnorm_set_lemma:
53716
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
   920
  fixes x :: "'a::euclidean_space"
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   921
  shows "finite {\<bar>x \<bullet> i\<bar> |i. i \<in> Basis}"
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   922
    and "{\<bar>x \<bullet> i\<bar> |i. i \<in> Basis} \<noteq> {}"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   923
  unfolding infnorm_set_image
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   924
  by auto
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   925
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   926
lemma infnorm_pos_le:
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   927
  fixes x :: "'a::euclidean_space"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   928
  shows "0 \<le> infnorm x"
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   929
  by (simp add: infnorm_Max Max_ge_iff ex_in_conv)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   930
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   931
lemma infnorm_triangle:
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   932
  fixes x :: "'a::euclidean_space"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   933
  shows "infnorm (x + y) \<le> infnorm x + infnorm y"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   934
proof -
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   935
  have *: "\<And>a b c d :: real. \<bar>a\<bar> \<le> c \<Longrightarrow> \<bar>b\<bar> \<le> d \<Longrightarrow> \<bar>a + b\<bar> \<le> c + d"
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   936
    by simp
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   937
  show ?thesis
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   938
    by (auto simp: infnorm_Max inner_add_left intro!: *)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   939
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   940
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   941
lemma infnorm_eq_0:
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   942
  fixes x :: "'a::euclidean_space"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   943
  shows "infnorm x = 0 \<longleftrightarrow> x = 0"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   944
proof -
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   945
  have "infnorm x \<le> 0 \<longleftrightarrow> x = 0"
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   946
    unfolding infnorm_Max by (simp add: euclidean_all_zero_iff)
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   947
  then show ?thesis
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   948
    using infnorm_pos_le[of x] by simp
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   949
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   950
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   951
lemma infnorm_0: "infnorm 0 = 0"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   952
  by (simp add: infnorm_eq_0)
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   953
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   954
lemma infnorm_neg: "infnorm (- x) = infnorm x"
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   955
  unfolding infnorm_def by simp
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   956
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   957
lemma infnorm_sub: "infnorm (x - y) = infnorm (y - x)"
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   958
  by (metis infnorm_neg minus_diff_eq)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   959
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   960
lemma absdiff_infnorm: "\<bar>infnorm x - infnorm y\<bar> \<le> infnorm (x - y)"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
   961
proof -
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   962
  have *: "\<And>(nx::real) n ny. nx \<le> n + ny \<Longrightarrow> ny \<le> n + nx \<Longrightarrow> \<bar>nx - ny\<bar> \<le> n"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   963
    by arith
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   964
  show ?thesis
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   965
  proof (rule *)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   966
    from infnorm_triangle[of "x - y" " y"] infnorm_triangle[of "x - y" "-x"]
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   967
    show "infnorm x \<le> infnorm (x - y) + infnorm y" "infnorm y \<le> infnorm (x - y) + infnorm x"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   968
      by (simp_all add: field_simps infnorm_neg)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   969
  qed
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   970
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   971
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   972
lemma real_abs_infnorm: "\<bar>infnorm x\<bar> = infnorm x"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   973
  using infnorm_pos_le[of x] by arith
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   974
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
   975
lemma Basis_le_infnorm:
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   976
  fixes x :: "'a::euclidean_space"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   977
  shows "b \<in> Basis \<Longrightarrow> \<bar>x \<bullet> b\<bar> \<le> infnorm x"
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   978
  by (simp add: infnorm_Max)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   979
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
   980
lemma infnorm_mul: "infnorm (a *\<^sub>R x) = \<bar>a\<bar> * infnorm x"
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   981
  unfolding infnorm_Max
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   982
proof (safe intro!: Max_eqI)
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   983
  let ?B = "(\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis"
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
   984
  { fix b :: 'a
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   985
    assume "b \<in> Basis"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   986
    then show "\<bar>a *\<^sub>R x \<bullet> b\<bar> \<le> \<bar>a\<bar> * Max ?B"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   987
      by (simp add: abs_mult mult_left_mono)
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   988
  next
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   989
    from Max_in[of ?B] obtain b where "b \<in> Basis" "Max ?B = \<bar>x \<bullet> b\<bar>"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   990
      by (auto simp del: Max_in)
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   991
    then show "\<bar>a\<bar> * Max ((\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis) \<in> (\<lambda>i. \<bar>a *\<^sub>R x \<bullet> i\<bar>) ` Basis"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   992
      by (intro image_eqI[where x=b]) (auto simp: abs_mult)
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   993
  }
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   994
qed simp
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   995
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
   996
lemma infnorm_mul_lemma: "infnorm (a *\<^sub>R x) \<le> \<bar>a\<bar> * infnorm x"
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
   997
  unfolding infnorm_mul ..
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   998
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
   999
lemma infnorm_pos_lt: "infnorm x > 0 \<longleftrightarrow> x \<noteq> 0"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1000
  using infnorm_pos_le[of x] infnorm_eq_0[of x] by arith
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1001
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
  1002
text \<open>Prove that it differs only up to a bound from Euclidean norm.\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1003
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1004
lemma infnorm_le_norm: "infnorm x \<le> norm x"
51475
ebf9d4fd00ba introduct the conditional_complete_lattice type class; generalize theorems about real Sup and Inf to it
hoelzl
parents: 50526
diff changeset
  1005
  by (simp add: Basis_le_norm infnorm_Max)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50105
diff changeset
  1006
53716
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
  1007
lemma norm_le_infnorm:
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
  1008
  fixes x :: "'a::euclidean_space"
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
  1009
  shows "norm x \<le> sqrt DIM('a) * infnorm x"
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1010
  unfolding norm_eq_sqrt_inner id_def 
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1011
proof (rule real_le_lsqrt[OF inner_ge_zero])
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1012
  show "sqrt DIM('a) * infnorm x \<ge> 0"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1013
    by (simp add: zero_le_mult_iff infnorm_pos_le)
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1014
  have "x \<bullet> x \<le> (\<Sum>b\<in>Basis. x \<bullet> b * (x \<bullet> b))"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1015
    by (metis euclidean_inner order_refl)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1016
  also have "... \<le> DIM('a) * \<bar>infnorm x\<bar>\<^sup>2"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1017
    by (rule sum_bounded_above) (metis Basis_le_infnorm abs_le_square_iff power2_eq_square real_abs_infnorm)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1018
  also have "... \<le> (sqrt DIM('a) * infnorm x)\<^sup>2"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1019
    by (simp add: power_mult_distrib)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1020
  finally show "x \<bullet> x \<le> (sqrt DIM('a) * infnorm x)\<^sup>2" .
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1021
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1022
44646
a6047ddd9377 add lemma tendsto_infnorm
huffman
parents: 44629
diff changeset
  1023
lemma tendsto_infnorm [tendsto_intros]:
61973
0c7e865fa7cb more symbols;
wenzelm
parents: 61915
diff changeset
  1024
  assumes "(f \<longlongrightarrow> a) F"
0c7e865fa7cb more symbols;
wenzelm
parents: 61915
diff changeset
  1025
  shows "((\<lambda>x. infnorm (f x)) \<longlongrightarrow> infnorm a) F"
44646
a6047ddd9377 add lemma tendsto_infnorm
huffman
parents: 44629
diff changeset
  1026
proof (rule tendsto_compose [OF LIM_I assms])
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1027
  fix r :: real
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1028
  assume "r > 0"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
  1029
  then show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (infnorm x - infnorm a) < r"
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1030
    by (metis real_norm_def le_less_trans absdiff_infnorm infnorm_le_norm)
44646
a6047ddd9377 add lemma tendsto_infnorm
huffman
parents: 44629
diff changeset
  1031
qed
a6047ddd9377 add lemma tendsto_infnorm
huffman
parents: 44629
diff changeset
  1032
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
  1033
text \<open>Equality in Cauchy-Schwarz and triangle inequalities.\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1034
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1035
lemma norm_cauchy_schwarz_eq: "x \<bullet> y = norm x * norm y \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1036
  (is "?lhs \<longleftrightarrow> ?rhs")
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1037
proof (cases "x=0")
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1038
  case True
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1039
  then show ?thesis 
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1040
    by auto
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1041
next
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1042
  case False
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1043
  from inner_eq_zero_iff[of "norm y *\<^sub>R x - norm x *\<^sub>R y"]
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1044
  have "?rhs \<longleftrightarrow>
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
  1045
      (norm y * (norm y * norm x * norm x - norm x * (x \<bullet> y)) -
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
  1046
        norm x * (norm y * (y \<bullet> x) - norm x * norm y * norm y) =  0)"
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1047
    using False unfolding inner_simps
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1048
    by (auto simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1049
  also have "\<dots> \<longleftrightarrow> (2 * norm x * norm y * (norm x * norm y - x \<bullet> y) = 0)" 
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1050
    using False  by (simp add: field_simps inner_commute)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1051
  also have "\<dots> \<longleftrightarrow> ?lhs" 
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1052
    using False by auto
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1053
  finally show ?thesis by metis
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1054
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1055
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1056
lemma norm_cauchy_schwarz_abs_eq:
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
  1057
  "\<bar>x \<bullet> y\<bar> = norm x * norm y \<longleftrightarrow>
53716
b42d9a71fc1a tuned proofs;
wenzelm
parents: 53600
diff changeset
  1058
    norm x *\<^sub>R y = norm y *\<^sub>R x \<or> norm x *\<^sub>R y = - norm y *\<^sub>R x"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1059
  (is "?lhs \<longleftrightarrow> ?rhs")
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
  1060
proof -
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
  1061
  have th: "\<And>(x::real) a. a \<ge> 0 \<Longrightarrow> \<bar>x\<bar> = a \<longleftrightarrow> x = a \<or> x = - a"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1062
    by arith
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1063
  have "?rhs \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x \<or> norm (- x) *\<^sub>R y = norm y *\<^sub>R (- x)"
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1064
    by simp
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1065
  also have "\<dots> \<longleftrightarrow> (x \<bullet> y = norm x * norm y \<or> (- x) \<bullet> y = norm x * norm y)"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1066
    unfolding norm_cauchy_schwarz_eq[symmetric]
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1067
    unfolding norm_minus_cancel norm_scaleR ..
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1068
  also have "\<dots> \<longleftrightarrow> ?lhs"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1069
    unfolding th[OF mult_nonneg_nonneg, OF norm_ge_zero[of x] norm_ge_zero[of y]] inner_simps
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1070
    by auto
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1071
  finally show ?thesis ..
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1072
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1073
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1074
lemma norm_triangle_eq:
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1075
  fixes x y :: "'a::real_inner"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1076
  shows "norm (x + y) = norm x + norm y \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1077
proof (cases "x = 0 \<or> y = 0")
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1078
  case True
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1079
  then show ?thesis 
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1080
    by force
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1081
next
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1082
  case False
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1083
  then have n: "norm x > 0" "norm y > 0"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1084
    by auto
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1085
  have "norm (x + y) = norm x + norm y \<longleftrightarrow> (norm (x + y))\<^sup>2 = (norm x + norm y)\<^sup>2"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1086
    by simp
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1087
  also have "\<dots> \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1088
    unfolding norm_cauchy_schwarz_eq[symmetric]
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1089
    unfolding power2_norm_eq_inner inner_simps
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1090
    by (simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1091
  finally show ?thesis .
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1092
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1093
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
  1094
60420
884f54e01427 isabelle update_cartouches;
wenzelm
parents: 60307
diff changeset
  1095
subsection \<open>Collinearity\<close>
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1096
67962
0acdcd8f4ba1 a first shot at tagging for HOL-Analysis manual
immler
parents: 67685
diff changeset
  1097
definition%important collinear :: "'a::real_vector set \<Rightarrow> bool"
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
  1098
  where "collinear S \<longleftrightarrow> (\<exists>u. \<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *\<^sub>R u)"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1099
66287
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1100
lemma collinear_alt:
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1101
     "collinear S \<longleftrightarrow> (\<exists>u v. \<forall>x \<in> S. \<exists>c. x = u + c *\<^sub>R v)" (is "?lhs = ?rhs")
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1102
proof
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1103
  assume ?lhs
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1104
  then show ?rhs
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1105
    unfolding collinear_def by (metis Groups.add_ac(2) diff_add_cancel)
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1106
next
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1107
  assume ?rhs
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1108
  then obtain u v where *: "\<And>x. x \<in> S \<Longrightarrow> \<exists>c. x = u + c *\<^sub>R v"
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1109
    by (auto simp: )
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1110
  have "\<exists>c. x - y = c *\<^sub>R v" if "x \<in> S" "y \<in> S" for x y
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1111
        by (metis *[OF \<open>x \<in> S\<close>] *[OF \<open>y \<in> S\<close>] scaleR_left.diff add_diff_cancel_left)
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1112
  then show ?lhs
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1113
    using collinear_def by blast
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1114
qed
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1115
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1116
lemma collinear:
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1117
  fixes S :: "'a::{perfect_space,real_vector} set"
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1118
  shows "collinear S \<longleftrightarrow> (\<exists>u. u \<noteq> 0 \<and> (\<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *\<^sub>R u))"
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1119
proof -
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1120
  have "\<exists>v. v \<noteq> 0 \<and> (\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R v)"
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1121
    if "\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R u" "u=0" for u
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1122
  proof -
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1123
    have "\<forall>x\<in>S. \<forall>y\<in>S. x = y"
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1124
      using that by auto
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1125
    moreover
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1126
    obtain v::'a where "v \<noteq> 0"
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1127
      using UNIV_not_singleton [of 0] by auto
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1128
    ultimately have "\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R v"
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1129
      by auto
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1130
    then show ?thesis
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1131
      using \<open>v \<noteq> 0\<close> by blast
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1132
  qed
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1133
  then show ?thesis
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1134
    apply (clarsimp simp: collinear_def)
68072
493b818e8e10 added Johannes' generalizations Modules.thy and Vector_Spaces.thy; adapted HOL and HOL-Analysis accordingly
immler
parents: 67982
diff changeset
  1135
    by (metis scaleR_zero_right vector_fraction_eq_iff)
66287
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1136
qed
005a30862ed0 new material: Colinearity, convex sets, polytopes
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
  1137
63881
b746b19197bd lots of new results about topology, affine dimension etc
paulson <lp15@cam.ac.uk>
parents: 63680
diff changeset
  1138
lemma collinear_subset: "\<lbrakk>collinear T; S \<subseteq> T\<rbrakk> \<Longrightarrow> collinear S"
b746b19197bd lots of new results about topology, affine dimension etc
paulson <lp15@cam.ac.uk>
parents: 63680
diff changeset
  1139
  by (meson collinear_def subsetCE)
b746b19197bd lots of new results about topology, affine dimension etc
paulson <lp15@cam.ac.uk>
parents: 63680
diff changeset
  1140
60762
bf0c76ccee8d new material for multivariate analysis, etc.
paulson
parents: 60420
diff changeset
  1141
lemma collinear_empty [iff]: "collinear {}"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1142
  by (simp add: collinear_def)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1143
60762
bf0c76ccee8d new material for multivariate analysis, etc.
paulson
parents: 60420
diff changeset
  1144
lemma collinear_sing [iff]: "collinear {x}"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1145
  by (simp add: collinear_def)
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1146
60762
bf0c76ccee8d new material for multivariate analysis, etc.
paulson
parents: 60420
diff changeset
  1147
lemma collinear_2 [iff]: "collinear {x, y}"
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1148
  apply (simp add: collinear_def)
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1149
  apply (rule exI[where x="x - y"])
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1150
  by (metis minus_diff_eq scaleR_left.minus scaleR_one)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1151
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
  1152
lemma collinear_lemma: "collinear {0, x, y} \<longleftrightarrow> x = 0 \<or> y = 0 \<or> (\<exists>c. y = c *\<^sub>R x)"
53406
d4374a69ddff tuned proofs;
wenzelm
parents: 53077
diff changeset
  1153
  (is "?lhs \<longleftrightarrow> ?rhs")
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1154
proof (cases "x = 0 \<or> y = 0")
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1155
  case True
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1156
  then show ?thesis
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1157
    by (auto simp: insert_commute)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1158
next
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1159
  case False
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1160
  show ?thesis 
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1161
  proof
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1162
    assume h: "?lhs"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1163
    then obtain u where u: "\<forall> x\<in> {0,x,y}. \<forall>y\<in> {0,x,y}. \<exists>c. x - y = c *\<^sub>R u"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1164
      unfolding collinear_def by blast
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1165
    from u[rule_format, of x 0] u[rule_format, of y 0]
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1166
    obtain cx and cy where
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1167
      cx: "x = cx *\<^sub>R u" and cy: "y = cy *\<^sub>R u"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1168
      by auto
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1169
    from cx cy False have cx0: "cx \<noteq> 0" and cy0: "cy \<noteq> 0" by auto
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1170
    let ?d = "cy / cx"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1171
    from cx cy cx0 have "y = ?d *\<^sub>R x"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1172
      by simp
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1173
    then show ?rhs using False by blast
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1174
  next
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1175
    assume h: "?rhs"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1176
    then obtain c where c: "y = c *\<^sub>R x"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1177
      using False by blast
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1178
    show ?lhs
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1179
      unfolding collinear_def c
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1180
      apply (rule exI[where x=x])
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1181
      apply auto
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1182
          apply (rule exI[where x="- 1"], simp)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1183
         apply (rule exI[where x= "-c"], simp)
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1184
        apply (rule exI[where x=1], simp)
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1185
       apply (rule exI[where x="1 - c"], simp add: scaleR_left_diff_distrib)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1186
      apply (rule exI[where x="c - 1"], simp add: scaleR_left_diff_distrib)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1187
      done
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1188
  qed
44133
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1189
qed
691c52e900ca split Linear_Algebra.thy from Euclidean_Space.thy
huffman
parents:
diff changeset
  1190
56444
f944ae8c80a3 tuned proofs;
wenzelm
parents: 56409
diff changeset
  1191
lemma norm_cauchy_schwarz_equal: "\<bar>x \<bullet> y\<bar> = norm x * norm y \<longleftrightarrow> collinear {0, x, y}"
68062
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1192
proof (cases "x=0")
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1193
  case True
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1194
  then show ?thesis
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1195
    by (auto simp: insert_commute)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1196
next
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1197
  case False
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1198
  then have nnz: "norm x \<noteq> 0"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1199
    by auto
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1200
  show ?thesis
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1201
  proof
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1202
    assume "\<bar>x \<bullet> y\<bar> = norm x * norm y"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1203
    then show "collinear {0, x, y}"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1204
      unfolding norm_cauchy_schwarz_abs_eq collinear_lemma 
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1205
      by (meson eq_vector_fraction_iff nnz)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1206
  next
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1207
    assume "collinear {0, x, y}"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1208
    with False show "\<bar>x \<bullet> y\<bar> = norm x * norm y"
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1209
      unfolding norm_cauchy_schwarz_abs_eq collinear_lemma  by (auto simp: abs_if)
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1210
  qed
ee88c0fccbae simplified some messy proofs
paulson <lp15@cam.ac.uk>
parents: 68058
diff changeset
  1211
qed
49522
355f3d076924 tuned proofs;
wenzelm
parents: 44890
diff changeset
  1212
54776
db890d9fc5c2 ordered_euclidean_space compatible with more standard pointwise ordering on products; conditionally complete lattice with product order
immler
parents: 54703
diff changeset
  1213
end