(* Title: HOL/Multivariate_Analysis/Operator_Norm.thy
Author: Amine Chaieb, University of Cambridge
*)
header {* Operator Norm *}
theory Operator_Norm
imports Linear_Algebra
begin
definition "onorm f = (SUP x:{x. norm x = 1}. norm (f x))"
lemma norm_bound_generalize:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes lf: "linear f"
shows "(\<forall>x. norm x = 1 \<longrightarrow> norm (f x) \<le> b) \<longleftrightarrow> (\<forall>x. norm (f x) \<le> b * norm x)"
(is "?lhs \<longleftrightarrow> ?rhs")
proof
assume H: ?rhs
{
fix x :: "'a"
assume x: "norm x = 1"
from H[rule_format, of x] x have "norm (f x) \<le> b"
by simp
}
then show ?lhs by blast
next
assume H: ?lhs
have bp: "b \<ge> 0"
apply -
apply (rule order_trans [OF norm_ge_zero])
apply (rule H[rule_format, of "SOME x::'a. x \<in> Basis"])
apply (auto intro: SOME_Basis norm_Basis)
done
{
fix x :: "'a"
{
assume "x = 0"
then have "norm (f x) \<le> b * norm x"
by (simp add: linear_0[OF lf] bp)
}
moreover
{
assume x0: "x \<noteq> 0"
then have n0: "norm x \<noteq> 0"
by (metis norm_eq_zero)
let ?c = "1/ norm x"
have "norm (?c *\<^sub>R x) = 1"
using x0 by (simp add: n0)
with H have "norm (f (?c *\<^sub>R x)) \<le> b"
by blast
then have "?c * norm (f x) \<le> b"
by (simp add: linear_cmul[OF lf])
then have "norm (f x) \<le> b * norm x"
using n0 norm_ge_zero[of x]
by (auto simp add: field_simps)
}
ultimately have "norm (f x) \<le> b * norm x"
by blast
}
then show ?rhs by blast
qed
lemma onorm:
fixes f:: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes lf: "linear f"
shows "norm (f x) \<le> onorm f * norm x"
and "\<forall>x. norm (f x) \<le> b * norm x \<Longrightarrow> onorm f \<le> b"
proof -
let ?S = "(\<lambda>x. norm (f x))`{x. norm x = 1}"
have "norm (f (SOME i. i \<in> Basis)) \<in> ?S"
by (auto intro!: exI[of _ "SOME i. i \<in> Basis"] norm_Basis SOME_Basis)
then have Se: "?S \<noteq> {}"
by auto
from linear_bounded[OF lf] have b: "bdd_above ?S"
unfolding norm_bound_generalize[OF lf, symmetric] by auto
then show "norm (f x) \<le> onorm f * norm x"
apply -
apply (rule spec[where x = x])
unfolding norm_bound_generalize[OF lf, symmetric]
apply (auto simp: onorm_def intro!: cSUP_upper)
done
show "\<forall>x. norm (f x) \<le> b * norm x \<Longrightarrow> onorm f \<le> b"
unfolding norm_bound_generalize[OF lf, symmetric]
using Se by (auto simp: onorm_def intro!: cSUP_least b)
qed
lemma onorm_pos_le:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes lf: "linear f"
shows "0 \<le> onorm f"
using order_trans[OF norm_ge_zero onorm(1)[OF lf, of "SOME i. i \<in> Basis"]]
by (simp add: SOME_Basis)
lemma onorm_eq_0:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes lf: "linear f"
shows "onorm f = 0 \<longleftrightarrow> (\<forall>x. f x = 0)"
using onorm[OF lf]
apply (auto simp add: onorm_pos_le)
apply atomize
apply (erule allE[where x="0::real"])
using onorm_pos_le[OF lf]
apply arith
done
lemma onorm_const: "onorm (\<lambda>x::'a::euclidean_space. y::'b::euclidean_space) = norm y"
using SOME_Basis by (auto simp add: onorm_def intro!: cSUP_const norm_Basis)
lemma onorm_pos_lt:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes lf: "linear f"
shows "0 < onorm f \<longleftrightarrow> \<not> (\<forall>x. f x = 0)"
unfolding onorm_eq_0[OF lf, symmetric]
using onorm_pos_le[OF lf] by arith
lemma onorm_compose:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
and g :: "'k::euclidean_space \<Rightarrow> 'n::euclidean_space"
assumes lf: "linear f"
and lg: "linear g"
shows "onorm (f \<circ> g) \<le> onorm f * onorm g"
apply (rule onorm(2)[OF linear_compose[OF lg lf], rule_format])
unfolding o_def
apply (subst mult_assoc)
apply (rule order_trans)
apply (rule onorm(1)[OF lf])
apply (rule mult_left_mono)
apply (rule onorm(1)[OF lg])
apply (rule onorm_pos_le[OF lf])
done
lemma onorm_neg_lemma:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes lf: "linear f"
shows "onorm (\<lambda>x. - f x) \<le> onorm f"
using onorm[OF linear_compose_neg[OF lf]] onorm[OF lf]
unfolding norm_minus_cancel by metis
lemma onorm_neg:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space"
assumes lf: "linear f"
shows "onorm (\<lambda>x. - f x) = onorm f"
using onorm_neg_lemma[OF lf] onorm_neg_lemma[OF linear_compose_neg[OF lf]]
by simp
lemma onorm_triangle:
fixes f g :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes lf: "linear f"
and lg: "linear g"
shows "onorm (\<lambda>x. f x + g x) \<le> onorm f + onorm g"
apply(rule onorm(2)[OF linear_compose_add[OF lf lg], rule_format])
apply (rule order_trans)
apply (rule norm_triangle_ineq)
apply (simp add: distrib)
apply (rule add_mono)
apply (rule onorm(1)[OF lf])
apply (rule onorm(1)[OF lg])
done
lemma onorm_triangle_le:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "linear f"
and "linear g"
and "onorm f + onorm g \<le> e"
shows "onorm (\<lambda>x. f x + g x) \<le> e"
apply (rule order_trans)
apply (rule onorm_triangle)
apply (rule assms)+
done
lemma onorm_triangle_lt:
fixes f g :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes "linear f"
and "linear g"
and "onorm f + onorm g < e"
shows "onorm (\<lambda>x. f x + g x) < e"
apply (rule order_le_less_trans)
apply (rule onorm_triangle)
apply (rule assms)+
done
end