(* Title: HOL/Library/Inner_Product.thy
Author: Brian Huffman
*)
header {* Inner Product Spaces and the Gradient Derivative *}
theory Inner_Product
imports "~~/src/HOL/Complex_Main"
begin
subsection {* Real inner product spaces *}
text {*
Temporarily relax type constraints for @{term "open"},
@{term dist}, and @{term norm}.
*}
setup {* Sign.add_const_constraint
(@{const_name "open"}, SOME @{typ "'a::open set \<Rightarrow> bool"}) *}
setup {* Sign.add_const_constraint
(@{const_name dist}, SOME @{typ "'a::dist \<Rightarrow> 'a \<Rightarrow> real"}) *}
setup {* Sign.add_const_constraint
(@{const_name norm}, SOME @{typ "'a::norm \<Rightarrow> real"}) *}
class real_inner = real_vector + sgn_div_norm + dist_norm + open_dist +
fixes inner :: "'a \<Rightarrow> 'a \<Rightarrow> real"
assumes inner_commute: "inner x y = inner y x"
and inner_add_left: "inner (x + y) z = inner x z + inner y z"
and inner_scaleR_left [simp]: "inner (scaleR r x) y = r * (inner x y)"
and inner_ge_zero [simp]: "0 \<le> inner x x"
and inner_eq_zero_iff [simp]: "inner x x = 0 \<longleftrightarrow> x = 0"
and norm_eq_sqrt_inner: "norm x = sqrt (inner x x)"
begin
lemma inner_zero_left [simp]: "inner 0 x = 0"
using inner_add_left [of 0 0 x] by simp
lemma inner_minus_left [simp]: "inner (- x) y = - inner x y"
using inner_add_left [of x "- x" y] by simp
lemma inner_diff_left: "inner (x - y) z = inner x z - inner y z"
using inner_add_left [of x "- y" z] by simp
lemma inner_setsum_left: "inner (\<Sum>x\<in>A. f x) y = (\<Sum>x\<in>A. inner (f x) y)"
by (cases "finite A", induct set: finite, simp_all add: inner_add_left)
text {* Transfer distributivity rules to right argument. *}
lemma inner_add_right: "inner x (y + z) = inner x y + inner x z"
using inner_add_left [of y z x] by (simp only: inner_commute)
lemma inner_scaleR_right [simp]: "inner x (scaleR r y) = r * (inner x y)"
using inner_scaleR_left [of r y x] by (simp only: inner_commute)
lemma inner_zero_right [simp]: "inner x 0 = 0"
using inner_zero_left [of x] by (simp only: inner_commute)
lemma inner_minus_right [simp]: "inner x (- y) = - inner x y"
using inner_minus_left [of y x] by (simp only: inner_commute)
lemma inner_diff_right: "inner x (y - z) = inner x y - inner x z"
using inner_diff_left [of y z x] by (simp only: inner_commute)
lemma inner_setsum_right: "inner x (\<Sum>y\<in>A. f y) = (\<Sum>y\<in>A. inner x (f y))"
using inner_setsum_left [of f A x] by (simp only: inner_commute)
lemmas inner_add [algebra_simps] = inner_add_left inner_add_right
lemmas inner_diff [algebra_simps] = inner_diff_left inner_diff_right
lemmas inner_scaleR = inner_scaleR_left inner_scaleR_right
text {* Legacy theorem names *}
lemmas inner_left_distrib = inner_add_left
lemmas inner_right_distrib = inner_add_right
lemmas inner_distrib = inner_left_distrib inner_right_distrib
lemma inner_gt_zero_iff [simp]: "0 < inner x x \<longleftrightarrow> x \<noteq> 0"
by (simp add: order_less_le)
lemma power2_norm_eq_inner: "(norm x)\<^sup>2 = inner x x"
by (simp add: norm_eq_sqrt_inner)
lemma Cauchy_Schwarz_ineq:
"(inner x y)\<^sup>2 \<le> inner x x * inner y y"
proof (cases)
assume "y = 0"
thus ?thesis by simp
next
assume y: "y \<noteq> 0"
let ?r = "inner x y / inner y y"
have "0 \<le> inner (x - scaleR ?r y) (x - scaleR ?r y)"
by (rule inner_ge_zero)
also have "\<dots> = inner x x - inner y x * ?r"
by (simp add: inner_diff)
also have "\<dots> = inner x x - (inner x y)\<^sup>2 / inner y y"
by (simp add: power2_eq_square inner_commute)
finally have "0 \<le> inner x x - (inner x y)\<^sup>2 / inner y y" .
hence "(inner x y)\<^sup>2 / inner y y \<le> inner x x"
by (simp add: le_diff_eq)
thus "(inner x y)\<^sup>2 \<le> inner x x * inner y y"
by (simp add: pos_divide_le_eq y)
qed
lemma Cauchy_Schwarz_ineq2:
"\<bar>inner x y\<bar> \<le> norm x * norm y"
proof (rule power2_le_imp_le)
have "(inner x y)\<^sup>2 \<le> inner x x * inner y y"
using Cauchy_Schwarz_ineq .
thus "\<bar>inner x y\<bar>\<^sup>2 \<le> (norm x * norm y)\<^sup>2"
by (simp add: power_mult_distrib power2_norm_eq_inner)
show "0 \<le> norm x * norm y"
unfolding norm_eq_sqrt_inner
by (intro mult_nonneg_nonneg real_sqrt_ge_zero inner_ge_zero)
qed
lemma norm_cauchy_schwarz: "inner x y \<le> norm x * norm y"
using Cauchy_Schwarz_ineq2 [of x y] by auto
subclass real_normed_vector
proof
fix a :: real and x y :: 'a
show "norm x = 0 \<longleftrightarrow> x = 0"
unfolding norm_eq_sqrt_inner by simp
show "norm (x + y) \<le> norm x + norm y"
proof (rule power2_le_imp_le)
have "inner x y \<le> norm x * norm y"
by (rule norm_cauchy_schwarz)
thus "(norm (x + y))\<^sup>2 \<le> (norm x + norm y)\<^sup>2"
unfolding power2_sum power2_norm_eq_inner
by (simp add: inner_add inner_commute)
show "0 \<le> norm x + norm y"
unfolding norm_eq_sqrt_inner by simp
qed
have "sqrt (a\<^sup>2 * inner x x) = \<bar>a\<bar> * sqrt (inner x x)"
by (simp add: real_sqrt_mult_distrib)
then show "norm (a *\<^sub>R x) = \<bar>a\<bar> * norm x"
unfolding norm_eq_sqrt_inner
by (simp add: power2_eq_square mult_assoc)
qed
end
text {*
Re-enable constraints for @{term "open"},
@{term dist}, and @{term norm}.
*}
setup {* Sign.add_const_constraint
(@{const_name "open"}, SOME @{typ "'a::topological_space set \<Rightarrow> bool"}) *}
setup {* Sign.add_const_constraint
(@{const_name dist}, SOME @{typ "'a::metric_space \<Rightarrow> 'a \<Rightarrow> real"}) *}
setup {* Sign.add_const_constraint
(@{const_name norm}, SOME @{typ "'a::real_normed_vector \<Rightarrow> real"}) *}
lemma bounded_bilinear_inner:
"bounded_bilinear (inner::'a::real_inner \<Rightarrow> 'a \<Rightarrow> real)"
proof
fix x y z :: 'a and r :: real
show "inner (x + y) z = inner x z + inner y z"
by (rule inner_add_left)
show "inner x (y + z) = inner x y + inner x z"
by (rule inner_add_right)
show "inner (scaleR r x) y = scaleR r (inner x y)"
unfolding real_scaleR_def by (rule inner_scaleR_left)
show "inner x (scaleR r y) = scaleR r (inner x y)"
unfolding real_scaleR_def by (rule inner_scaleR_right)
show "\<exists>K. \<forall>x y::'a. norm (inner x y) \<le> norm x * norm y * K"
proof
show "\<forall>x y::'a. norm (inner x y) \<le> norm x * norm y * 1"
by (simp add: Cauchy_Schwarz_ineq2)
qed
qed
lemmas tendsto_inner [tendsto_intros] =
bounded_bilinear.tendsto [OF bounded_bilinear_inner]
lemmas isCont_inner [simp] =
bounded_bilinear.isCont [OF bounded_bilinear_inner]
lemmas FDERIV_inner [FDERIV_intros] =
bounded_bilinear.FDERIV [OF bounded_bilinear_inner]
lemmas bounded_linear_inner_left =
bounded_bilinear.bounded_linear_left [OF bounded_bilinear_inner]
lemmas bounded_linear_inner_right =
bounded_bilinear.bounded_linear_right [OF bounded_bilinear_inner]
lemmas FDERIV_inner_right [FDERIV_intros] =
bounded_linear.FDERIV [OF bounded_linear_inner_right]
lemmas FDERIV_inner_left [FDERIV_intros] =
bounded_linear.FDERIV [OF bounded_linear_inner_left]
lemma differentiable_inner [simp]:
"f differentiable x in s \<Longrightarrow> g differentiable x in s \<Longrightarrow> (\<lambda>x. inner (f x) (g x)) differentiable x in s"
unfolding isDiff_def by (blast intro: FDERIV_inner)
subsection {* Class instances *}
instantiation real :: real_inner
begin
definition inner_real_def [simp]: "inner = op *"
instance proof
fix x y z r :: real
show "inner x y = inner y x"
unfolding inner_real_def by (rule mult_commute)
show "inner (x + y) z = inner x z + inner y z"
unfolding inner_real_def by (rule distrib_right)
show "inner (scaleR r x) y = r * inner x y"
unfolding inner_real_def real_scaleR_def by (rule mult_assoc)
show "0 \<le> inner x x"
unfolding inner_real_def by simp
show "inner x x = 0 \<longleftrightarrow> x = 0"
unfolding inner_real_def by simp
show "norm x = sqrt (inner x x)"
unfolding inner_real_def by simp
qed
end
instantiation complex :: real_inner
begin
definition inner_complex_def:
"inner x y = Re x * Re y + Im x * Im y"
instance proof
fix x y z :: complex and r :: real
show "inner x y = inner y x"
unfolding inner_complex_def by (simp add: mult_commute)
show "inner (x + y) z = inner x z + inner y z"
unfolding inner_complex_def by (simp add: distrib_right)
show "inner (scaleR r x) y = r * inner x y"
unfolding inner_complex_def by (simp add: distrib_left)
show "0 \<le> inner x x"
unfolding inner_complex_def by simp
show "inner x x = 0 \<longleftrightarrow> x = 0"
unfolding inner_complex_def
by (simp add: add_nonneg_eq_0_iff complex_Re_Im_cancel_iff)
show "norm x = sqrt (inner x x)"
unfolding inner_complex_def complex_norm_def
by (simp add: power2_eq_square)
qed
end
lemma complex_inner_1 [simp]: "inner 1 x = Re x"
unfolding inner_complex_def by simp
lemma complex_inner_1_right [simp]: "inner x 1 = Re x"
unfolding inner_complex_def by simp
lemma complex_inner_ii_left [simp]: "inner ii x = Im x"
unfolding inner_complex_def by simp
lemma complex_inner_ii_right [simp]: "inner x ii = Im x"
unfolding inner_complex_def by simp
subsection {* Gradient derivative *}
definition
gderiv ::
"['a::real_inner \<Rightarrow> real, 'a, 'a] \<Rightarrow> bool"
("(GDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
where
"GDERIV f x :> D \<longleftrightarrow> FDERIV f x :> (\<lambda>h. inner h D)"
lemma gderiv_deriv [simp]: "GDERIV f x :> D \<longleftrightarrow> DERIV f x :> D"
by (simp only: gderiv_def deriv_fderiv inner_real_def)
lemma GDERIV_DERIV_compose:
"\<lbrakk>GDERIV f x :> df; DERIV g (f x) :> dg\<rbrakk>
\<Longrightarrow> GDERIV (\<lambda>x. g (f x)) x :> scaleR dg df"
unfolding gderiv_def deriv_fderiv
apply (drule (1) FDERIV_compose)
apply (simp add: mult_ac)
done
lemma FDERIV_subst: "\<lbrakk>FDERIV f x :> df; df = d\<rbrakk> \<Longrightarrow> FDERIV f x :> d"
by simp
lemma GDERIV_subst: "\<lbrakk>GDERIV f x :> df; df = d\<rbrakk> \<Longrightarrow> GDERIV f x :> d"
by simp
lemma GDERIV_const: "GDERIV (\<lambda>x. k) x :> 0"
unfolding gderiv_def inner_zero_right by (rule FDERIV_const)
lemma GDERIV_add:
"\<lbrakk>GDERIV f x :> df; GDERIV g x :> dg\<rbrakk>
\<Longrightarrow> GDERIV (\<lambda>x. f x + g x) x :> df + dg"
unfolding gderiv_def inner_add_right by (rule FDERIV_add)
lemma GDERIV_minus:
"GDERIV f x :> df \<Longrightarrow> GDERIV (\<lambda>x. - f x) x :> - df"
unfolding gderiv_def inner_minus_right by (rule FDERIV_minus)
lemma GDERIV_diff:
"\<lbrakk>GDERIV f x :> df; GDERIV g x :> dg\<rbrakk>
\<Longrightarrow> GDERIV (\<lambda>x. f x - g x) x :> df - dg"
unfolding gderiv_def inner_diff_right by (rule FDERIV_diff)
lemma GDERIV_scaleR:
"\<lbrakk>DERIV f x :> df; GDERIV g x :> dg\<rbrakk>
\<Longrightarrow> GDERIV (\<lambda>x. scaleR (f x) (g x)) x
:> (scaleR (f x) dg + scaleR df (g x))"
unfolding gderiv_def deriv_fderiv inner_add_right inner_scaleR_right
apply (rule FDERIV_subst)
apply (erule (1) FDERIV_scaleR)
apply (simp add: mult_ac)
done
lemma GDERIV_mult:
"\<lbrakk>GDERIV f x :> df; GDERIV g x :> dg\<rbrakk>
\<Longrightarrow> GDERIV (\<lambda>x. f x * g x) x :> scaleR (f x) dg + scaleR (g x) df"
unfolding gderiv_def
apply (rule FDERIV_subst)
apply (erule (1) FDERIV_mult)
apply (simp add: inner_add mult_ac)
done
lemma GDERIV_inverse:
"\<lbrakk>GDERIV f x :> df; f x \<noteq> 0\<rbrakk>
\<Longrightarrow> GDERIV (\<lambda>x. inverse (f x)) x :> - (inverse (f x))\<^sup>2 *\<^sub>R df"
apply (erule GDERIV_DERIV_compose)
apply (erule DERIV_inverse [folded numeral_2_eq_2])
done
lemma GDERIV_norm:
assumes "x \<noteq> 0" shows "GDERIV (\<lambda>x. norm x) x :> sgn x"
proof -
have 1: "FDERIV (\<lambda>x. inner x x) x :> (\<lambda>h. inner x h + inner h x)"
by (intro FDERIV_inner FDERIV_ident)
have 2: "(\<lambda>h. inner x h + inner h x) = (\<lambda>h. inner h (scaleR 2 x))"
by (simp add: fun_eq_iff inner_commute)
have "0 < inner x x" using `x \<noteq> 0` by simp
then have 3: "DERIV sqrt (inner x x) :> (inverse (sqrt (inner x x)) / 2)"
by (rule DERIV_real_sqrt)
have 4: "(inverse (sqrt (inner x x)) / 2) *\<^sub>R 2 *\<^sub>R x = sgn x"
by (simp add: sgn_div_norm norm_eq_sqrt_inner)
show ?thesis
unfolding norm_eq_sqrt_inner
apply (rule GDERIV_subst [OF _ 4])
apply (rule GDERIV_DERIV_compose [where g=sqrt and df="scaleR 2 x"])
apply (subst gderiv_def)
apply (rule FDERIV_subst [OF _ 2])
apply (rule 1)
apply (rule 3)
done
qed
lemmas FDERIV_norm = GDERIV_norm [unfolded gderiv_def]
end