tuned proofs -- clarified flow of facts wrt. calculation;
(* 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 {norm (f x)| x. norm x = 1}"
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 = "{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: "\<exists> b. ?S *<= b"
unfolding norm_bound_generalize[OF lf, symmetric] by (auto simp add: setle_def)
from isLub_cSup[OF Se b, unfolded onorm_def[symmetric]]
show "norm (f x) <= onorm f * norm x"
apply -
apply (rule spec[where x = x])
unfolding norm_bound_generalize[OF lf, symmetric]
apply (auto simp add: isLub_def isUb_def leastP_def setge_def setle_def)
done
show "\<forall>x. norm (f x) <= b * norm x \<Longrightarrow> onorm f <= b"
using isLub_cSup[OF Se b, unfolded onorm_def[symmetric]]
unfolding norm_bound_generalize[OF lf, symmetric]
by (auto simp add: isLub_def isUb_def leastP_def setge_def setle_def)
qed
lemma onorm_pos_le:
assumes lf: "linear (f::'n::euclidean_space \<Rightarrow> 'm::euclidean_space)"
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:
assumes lf: "linear (f::'a::euclidean_space \<Rightarrow> 'b::euclidean_space)"
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"
proof -
let ?f = "\<lambda>x::'a. (y::'b)"
have th: "{norm (?f x)| x. norm x = 1} = {norm y}"
by (auto simp: SOME_Basis intro!: exI[of _ "SOME i. i \<in> Basis"])
show ?thesis
unfolding onorm_def th
apply (rule cSup_unique)
apply (simp_all add: setle_def)
done
qed
lemma onorm_pos_lt:
assumes lf: "linear (f::'a::euclidean_space \<Rightarrow> 'b::euclidean_space)"
shows "0 < onorm f \<longleftrightarrow> ~(\<forall>x. f x = 0)"
unfolding onorm_eq_0[OF lf, symmetric]
using onorm_pos_le[OF lf] by arith
lemma onorm_compose:
assumes lf: "linear (f::'n::euclidean_space \<Rightarrow> 'm::euclidean_space)"
and lg: "linear (g::'k::euclidean_space \<Rightarrow> 'n::euclidean_space)"
shows "onorm (f o 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:
assumes lf: "linear (f::'a::euclidean_space \<Rightarrow> 'b::euclidean_space)"
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:
assumes lf: "linear (f::'a::euclidean_space \<Rightarrow> 'b::euclidean_space)"
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:
assumes lf: "linear (f::'n::euclidean_space \<Rightarrow> 'm::euclidean_space)"
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:
"linear (f::'n::euclidean_space \<Rightarrow> 'm::euclidean_space) \<Longrightarrow>
linear g \<Longrightarrow> onorm f + onorm g \<le> e \<Longrightarrow> onorm (\<lambda>x. f x + g x) \<le> e"
apply (rule order_trans)
apply (rule onorm_triangle)
apply assumption+
done
lemma onorm_triangle_lt:
"linear (f::'n::euclidean_space \<Rightarrow> 'm::euclidean_space) \<Longrightarrow> linear g \<Longrightarrow>
onorm f + onorm g < e \<Longrightarrow> onorm(\<lambda>x. f x + g x) < e"
apply (rule order_le_less_trans)
apply (rule onorm_triangle)
apply assumption+
done
end