(* Title: HOL/Analysis/Linear_Algebra.thy
Author: Amine Chaieb, University of Cambridge
*)
section \<open>Elementary Linear Algebra on Euclidean Spaces\<close>
theory Linear_Algebra
imports
Euclidean_Space
"HOL-Library.Infinite_Set"
begin
lemma linear_simps:
assumes "bounded_linear f"
shows
"f (a + b) = f a + f b"
"f (a - b) = f a - f b"
"f 0 = 0"
"f (- a) = - f a"
"f (s *\<^sub>R v) = s *\<^sub>R (f v)"
proof -
interpret f: bounded_linear f by fact
show "f (a + b) = f a + f b" by (rule f.add)
show "f (a - b) = f a - f b" by (rule f.diff)
show "f 0 = 0" by (rule f.zero)
show "f (- a) = - f a" by (rule f.neg)
show "f (s *\<^sub>R v) = s *\<^sub>R (f v)" by (rule f.scale)
qed
lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x \<in> (UNIV::'a::finite set)}"
using finite finite_image_set by blast
lemma substdbasis_expansion_unique:
includes inner_syntax
assumes d: "d \<subseteq> Basis"
shows "(\<Sum>i\<in>d. f i *\<^sub>R i) = (x::'a::euclidean_space) \<longleftrightarrow>
(\<forall>i\<in>Basis. (i \<in> d \<longrightarrow> f i = x \<bullet> i) \<and> (i \<notin> d \<longrightarrow> x \<bullet> i = 0))"
proof -
have *: "\<And>x a b P. x * (if P then a else b) = (if P then x * a else x * b)"
by auto
have **: "finite d"
by (auto intro: finite_subset[OF assms])
have ***: "\<And>i. i \<in> Basis \<Longrightarrow> (\<Sum>i\<in>d. f i *\<^sub>R i) \<bullet> i = (\<Sum>x\<in>d. if x = i then f x else 0)"
using d
by (auto intro!: sum.cong simp: inner_Basis inner_sum_left)
show ?thesis
unfolding euclidean_eq_iff[where 'a='a] by (auto simp: sum.delta[OF **] ***)
qed
lemma independent_substdbasis: "d \<subseteq> Basis \<Longrightarrow> independent d"
by (rule independent_mono[OF independent_Basis])
lemma sum_not_0: "sum f A \<noteq> 0 \<Longrightarrow> \<exists>a \<in> A. f a \<noteq> 0"
by (rule ccontr) auto
lemma subset_translation_eq [simp]:
fixes a :: "'a::real_vector" shows "(+) a ` s \<subseteq> (+) a ` t \<longleftrightarrow> s \<subseteq> t"
by auto
lemma translate_inj_on:
fixes A :: "'a::ab_group_add set"
shows "inj_on (\<lambda>x. a + x) A"
unfolding inj_on_def by auto
lemma translation_assoc:
fixes a b :: "'a::ab_group_add"
shows "(\<lambda>x. b + x) ` ((\<lambda>x. a + x) ` S) = (\<lambda>x. (a + b) + x) ` S"
by auto
lemma translation_invert:
fixes a :: "'a::ab_group_add"
assumes "(\<lambda>x. a + x) ` A = (\<lambda>x. a + x) ` B"
shows "A = B"
proof -
have "(\<lambda>x. -a + x) ` ((\<lambda>x. a + x) ` A) = (\<lambda>x. - a + x) ` ((\<lambda>x. a + x) ` B)"
using assms by auto
then show ?thesis
using translation_assoc[of "-a" a A] translation_assoc[of "-a" a B] by auto
qed
lemma translation_galois:
fixes a :: "'a::ab_group_add"
shows "T = ((\<lambda>x. a + x) ` S) \<longleftrightarrow> S = ((\<lambda>x. (- a) + x) ` T)"
using translation_assoc[of "-a" a S]
apply auto
using translation_assoc[of a "-a" T]
apply auto
done
lemma translation_inverse_subset:
assumes "((\<lambda>x. - a + x) ` V) \<le> (S :: 'n::ab_group_add set)"
shows "V \<le> ((\<lambda>x. a + x) ` S)"
proof -
{
fix x
assume "x \<in> V"
then have "x-a \<in> S" using assms by auto
then have "x \<in> {a + v |v. v \<in> S}"
apply auto
apply (rule exI[of _ "x-a"], simp)
done
then have "x \<in> ((\<lambda>x. a+x) ` S)" by auto
}
then show ?thesis by auto
qed
subsection\<^marker>\<open>tag unimportant\<close> \<open>More interesting properties of the norm\<close>
unbundle inner_syntax
text\<open>Equality of vectors in terms of \<^term>\<open>(\<bullet>)\<close> products.\<close>
lemma linear_componentwise:
fixes f:: "'a::euclidean_space \<Rightarrow> 'b::real_inner"
assumes lf: "linear f"
shows "(f x) \<bullet> j = (\<Sum>i\<in>Basis. (x\<bullet>i) * (f i\<bullet>j))" (is "?lhs = ?rhs")
proof -
interpret linear f by fact
have "?rhs = (\<Sum>i\<in>Basis. (x\<bullet>i) *\<^sub>R (f i))\<bullet>j"
by (simp add: inner_sum_left)
then show ?thesis
by (simp add: euclidean_representation sum[symmetric] scale[symmetric])
qed
lemma vector_eq: "x = y \<longleftrightarrow> x \<bullet> x = x \<bullet> y \<and> y \<bullet> y = x \<bullet> x"
(is "?lhs \<longleftrightarrow> ?rhs")
proof
assume ?lhs
then show ?rhs by simp
next
assume ?rhs
then have "x \<bullet> x - x \<bullet> y = 0 \<and> x \<bullet> y - y \<bullet> y = 0"
by simp
then have "x \<bullet> (x - y) = 0 \<and> y \<bullet> (x - y) = 0"
by (simp add: inner_diff inner_commute)
then have "(x - y) \<bullet> (x - y) = 0"
by (simp add: field_simps inner_diff inner_commute)
then show "x = y" by simp
qed
lemma norm_triangle_half_r:
"norm (y - x1) < e / 2 \<Longrightarrow> norm (y - x2) < e / 2 \<Longrightarrow> norm (x1 - x2) < e"
using dist_triangle_half_r unfolding dist_norm[symmetric] by auto
lemma norm_triangle_half_l:
assumes "norm (x - y) < e / 2"
and "norm (x' - y) < e / 2"
shows "norm (x - x') < e"
using dist_triangle_half_l[OF assms[unfolded dist_norm[symmetric]]]
unfolding dist_norm[symmetric] .
lemma abs_triangle_half_r:
fixes y :: "'a::linordered_field"
shows "abs (y - x1) < e / 2 \<Longrightarrow> abs (y - x2) < e / 2 \<Longrightarrow> abs (x1 - x2) < e"
by linarith
lemma abs_triangle_half_l:
fixes y :: "'a::linordered_field"
assumes "abs (x - y) < e / 2"
and "abs (x' - y) < e / 2"
shows "abs (x - x') < e"
using assms by linarith
lemma sum_clauses:
shows "sum f {} = 0"
and "finite S \<Longrightarrow> sum f (insert x S) = (if x \<in> S then sum f S else f x + sum f S)"
by (auto simp add: insert_absorb)
lemma vector_eq_ldot: "(\<forall>x. x \<bullet> y = x \<bullet> z) \<longleftrightarrow> y = z"
proof
assume "\<forall>x. x \<bullet> y = x \<bullet> z"
then have "\<forall>x. x \<bullet> (y - z) = 0"
by (simp add: inner_diff)
then have "(y - z) \<bullet> (y - z) = 0" ..
then show "y = z" by simp
qed simp
lemma vector_eq_rdot: "(\<forall>z. x \<bullet> z = y \<bullet> z) \<longleftrightarrow> x = y"
proof
assume "\<forall>z. x \<bullet> z = y \<bullet> z"
then have "\<forall>z. (x - y) \<bullet> z = 0"
by (simp add: inner_diff)
then have "(x - y) \<bullet> (x - y) = 0" ..
then show "x = y" by simp
qed simp
subsection \<open>Substandard Basis\<close>
lemma ex_card:
assumes "n \<le> card A"
shows "\<exists>S\<subseteq>A. card S = n"
proof (cases "finite A")
case True
from ex_bij_betw_nat_finite[OF this] obtain f where f: "bij_betw f {0..<card A} A" ..
moreover from f \<open>n \<le> card A\<close> have "{..< n} \<subseteq> {..< card A}" "inj_on f {..< n}"
by (auto simp: bij_betw_def intro: subset_inj_on)
ultimately have "f ` {..< n} \<subseteq> A" "card (f ` {..< n}) = n"
by (auto simp: bij_betw_def card_image)
then show ?thesis by blast
next
case False
with \<open>n \<le> card A\<close> show ?thesis by force
qed
lemma subspace_substandard: "subspace {x::'a::euclidean_space. (\<forall>i\<in>Basis. P i \<longrightarrow> x\<bullet>i = 0)}"
by (auto simp: subspace_def inner_add_left)
lemma dim_substandard:
assumes d: "d \<subseteq> Basis"
shows "dim {x::'a::euclidean_space. \<forall>i\<in>Basis. i \<notin> d \<longrightarrow> x\<bullet>i = 0} = card d" (is "dim ?A = _")
proof (rule dim_unique)
from d show "d \<subseteq> ?A"
by (auto simp: inner_Basis)
from d show "independent d"
by (rule independent_mono [OF independent_Basis])
have "x \<in> span d" if "\<forall>i\<in>Basis. i \<notin> d \<longrightarrow> x \<bullet> i = 0" for x
proof -
have "finite d"
by (rule finite_subset [OF d finite_Basis])
then have "(\<Sum>i\<in>d. (x \<bullet> i) *\<^sub>R i) \<in> span d"
by (simp add: span_sum span_clauses)
also have "(\<Sum>i\<in>d. (x \<bullet> i) *\<^sub>R i) = (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i)"
by (rule sum.mono_neutral_cong_left [OF finite_Basis d]) (auto simp: that)
finally show "x \<in> span d"
by (simp only: euclidean_representation)
qed
then show "?A \<subseteq> span d" by auto
qed simp
subsection \<open>Orthogonality\<close>
definition\<^marker>\<open>tag important\<close> (in real_inner) "orthogonal x y \<longleftrightarrow> x \<bullet> y = 0"
context real_inner
begin
lemma orthogonal_self: "orthogonal x x \<longleftrightarrow> x = 0"
by (simp add: orthogonal_def)
lemma orthogonal_clauses:
"orthogonal a 0"
"orthogonal a x \<Longrightarrow> orthogonal a (c *\<^sub>R x)"
"orthogonal a x \<Longrightarrow> orthogonal a (- x)"
"orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x + y)"
"orthogonal a x \<Longrightarrow> orthogonal a y \<Longrightarrow> orthogonal a (x - y)"
"orthogonal 0 a"
"orthogonal x a \<Longrightarrow> orthogonal (c *\<^sub>R x) a"
"orthogonal x a \<Longrightarrow> orthogonal (- x) a"
"orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x + y) a"
"orthogonal x a \<Longrightarrow> orthogonal y a \<Longrightarrow> orthogonal (x - y) a"
unfolding orthogonal_def inner_add inner_diff by auto
end
lemma orthogonal_commute: "orthogonal x y \<longleftrightarrow> orthogonal y x"
by (simp add: orthogonal_def inner_commute)
lemma orthogonal_scaleR [simp]: "c \<noteq> 0 \<Longrightarrow> orthogonal (c *\<^sub>R x) = orthogonal x"
by (rule ext) (simp add: orthogonal_def)
lemma pairwise_ortho_scaleR:
"pairwise (\<lambda>i j. orthogonal (f i) (g j)) B
\<Longrightarrow> pairwise (\<lambda>i j. orthogonal (a i *\<^sub>R f i) (a j *\<^sub>R g j)) B"
by (auto simp: pairwise_def orthogonal_clauses)
lemma orthogonal_rvsum:
"\<lbrakk>finite s; \<And>y. y \<in> s \<Longrightarrow> orthogonal x (f y)\<rbrakk> \<Longrightarrow> orthogonal x (sum f s)"
by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)
lemma orthogonal_lvsum:
"\<lbrakk>finite s; \<And>x. x \<in> s \<Longrightarrow> orthogonal (f x) y\<rbrakk> \<Longrightarrow> orthogonal (sum f s) y"
by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)
lemma norm_add_Pythagorean:
assumes "orthogonal a b"
shows "norm(a + b) ^ 2 = norm a ^ 2 + norm b ^ 2"
proof -
from assms have "(a - (0 - b)) \<bullet> (a - (0 - b)) = a \<bullet> a - (0 - b \<bullet> b)"
by (simp add: algebra_simps orthogonal_def inner_commute)
then show ?thesis
by (simp add: power2_norm_eq_inner)
qed
lemma norm_sum_Pythagorean:
assumes "finite I" "pairwise (\<lambda>i j. orthogonal (f i) (f j)) I"
shows "(norm (sum f I))\<^sup>2 = (\<Sum>i\<in>I. (norm (f i))\<^sup>2)"
using assms
proof (induction I rule: finite_induct)
case empty then show ?case by simp
next
case (insert x I)
then have "orthogonal (f x) (sum f I)"
by (metis pairwise_insert orthogonal_rvsum)
with insert show ?case
by (simp add: pairwise_insert norm_add_Pythagorean)
qed
subsection \<open>Orthogonality of a transformation\<close>
definition\<^marker>\<open>tag important\<close> "orthogonal_transformation f \<longleftrightarrow> linear f \<and> (\<forall>v w. f v \<bullet> f w = v \<bullet> w)"
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation:
"orthogonal_transformation f \<longleftrightarrow> linear f \<and> (\<forall>v. norm (f v) = norm v)"
unfolding orthogonal_transformation_def
apply auto
apply (erule_tac x=v in allE)+
apply (simp add: norm_eq_sqrt_inner)
apply (simp add: dot_norm linear_add[symmetric])
done
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_id [simp]: "orthogonal_transformation (\<lambda>x. x)"
by (simp add: linear_iff orthogonal_transformation_def)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_orthogonal_transformation:
"orthogonal_transformation f \<Longrightarrow> orthogonal (f x) (f y) \<longleftrightarrow> orthogonal x y"
by (simp add: orthogonal_def orthogonal_transformation_def)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_compose:
"\<lbrakk>orthogonal_transformation f; orthogonal_transformation g\<rbrakk> \<Longrightarrow> orthogonal_transformation(f \<circ> g)"
by (auto simp: orthogonal_transformation_def linear_compose)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_neg:
"orthogonal_transformation(\<lambda>x. -(f x)) \<longleftrightarrow> orthogonal_transformation f"
by (auto simp: orthogonal_transformation_def dest: linear_compose_neg)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_scaleR: "orthogonal_transformation f \<Longrightarrow> f (c *\<^sub>R v) = c *\<^sub>R f v"
by (simp add: linear_iff orthogonal_transformation_def)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_linear:
"orthogonal_transformation f \<Longrightarrow> linear f"
by (simp add: orthogonal_transformation_def)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_inj:
"orthogonal_transformation f \<Longrightarrow> inj f"
unfolding orthogonal_transformation_def inj_on_def
by (metis vector_eq)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_surj:
"orthogonal_transformation f \<Longrightarrow> surj f"
for f :: "'a::euclidean_space \<Rightarrow> 'a::euclidean_space"
by (simp add: linear_injective_imp_surjective orthogonal_transformation_inj orthogonal_transformation_linear)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_bij:
"orthogonal_transformation f \<Longrightarrow> bij f"
for f :: "'a::euclidean_space \<Rightarrow> 'a::euclidean_space"
by (simp add: bij_def orthogonal_transformation_inj orthogonal_transformation_surj)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_inv:
"orthogonal_transformation f \<Longrightarrow> orthogonal_transformation (inv f)"
for f :: "'a::euclidean_space \<Rightarrow> 'a::euclidean_space"
by (metis (no_types, hide_lams) bijection.inv_right bijection_def inj_linear_imp_inv_linear orthogonal_transformation orthogonal_transformation_bij orthogonal_transformation_inj)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_norm:
"orthogonal_transformation f \<Longrightarrow> norm (f x) = norm x"
by (metis orthogonal_transformation)
subsection \<open>Bilinear functions\<close>
definition\<^marker>\<open>tag important\<close>
bilinear :: "('a::real_vector \<Rightarrow> 'b::real_vector \<Rightarrow> 'c::real_vector) \<Rightarrow> bool" where
"bilinear f \<longleftrightarrow> (\<forall>x. linear (\<lambda>y. f x y)) \<and> (\<forall>y. linear (\<lambda>x. f x y))"
lemma bilinear_ladd: "bilinear h \<Longrightarrow> h (x + y) z = h x z + h y z"
by (simp add: bilinear_def linear_iff)
lemma bilinear_radd: "bilinear h \<Longrightarrow> h x (y + z) = h x y + h x z"
by (simp add: bilinear_def linear_iff)
lemma bilinear_lmul: "bilinear h \<Longrightarrow> h (c *\<^sub>R x) y = c *\<^sub>R h x y"
by (simp add: bilinear_def linear_iff)
lemma bilinear_rmul: "bilinear h \<Longrightarrow> h x (c *\<^sub>R y) = c *\<^sub>R h x y"
by (simp add: bilinear_def linear_iff)
lemma bilinear_lneg: "bilinear h \<Longrightarrow> h (- x) y = - h x y"
by (drule bilinear_lmul [of _ "- 1"]) simp
lemma bilinear_rneg: "bilinear h \<Longrightarrow> h x (- y) = - h x y"
by (drule bilinear_rmul [of _ _ "- 1"]) simp
lemma (in ab_group_add) eq_add_iff: "x = x + y \<longleftrightarrow> y = 0"
using add_left_imp_eq[of x y 0] by auto
lemma bilinear_lzero:
assumes "bilinear h"
shows "h 0 x = 0"
using bilinear_ladd [OF assms, of 0 0 x] by (simp add: eq_add_iff field_simps)
lemma bilinear_rzero:
assumes "bilinear h"
shows "h x 0 = 0"
using bilinear_radd [OF assms, of x 0 0 ] by (simp add: eq_add_iff field_simps)
lemma bilinear_lsub: "bilinear h \<Longrightarrow> h (x - y) z = h x z - h y z"
using bilinear_ladd [of h x "- y"] by (simp add: bilinear_lneg)
lemma bilinear_rsub: "bilinear h \<Longrightarrow> h z (x - y) = h z x - h z y"
using bilinear_radd [of h _ x "- y"] by (simp add: bilinear_rneg)
lemma bilinear_sum:
assumes "bilinear h"
shows "h (sum f S) (sum g T) = sum (\<lambda>(i,j). h (f i) (g j)) (S \<times> T) "
proof -
interpret l: linear "\<lambda>x. h x y" for y using assms by (simp add: bilinear_def)
interpret r: linear "\<lambda>y. h x y" for x using assms by (simp add: bilinear_def)
have "h (sum f S) (sum g T) = sum (\<lambda>x. h (f x) (sum g T)) S"
by (simp add: l.sum)
also have "\<dots> = sum (\<lambda>x. sum (\<lambda>y. h (f x) (g y)) T) S"
by (rule sum.cong) (simp_all add: r.sum)
finally show ?thesis
unfolding sum.cartesian_product .
qed
subsection \<open>Adjoints\<close>
definition\<^marker>\<open>tag important\<close> adjoint :: "(('a::real_inner) \<Rightarrow> ('b::real_inner)) \<Rightarrow> 'b \<Rightarrow> 'a" where
"adjoint f = (SOME f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y)"
lemma adjoint_unique:
assumes "\<forall>x y. inner (f x) y = inner x (g y)"
shows "adjoint f = g"
unfolding adjoint_def
proof (rule some_equality)
show "\<forall>x y. inner (f x) y = inner x (g y)"
by (rule assms)
next
fix h
assume "\<forall>x y. inner (f x) y = inner x (h y)"
then have "\<forall>x y. inner x (g y) = inner x (h y)"
using assms by simp
then have "\<forall>x y. inner x (g y - h y) = 0"
by (simp add: inner_diff_right)
then have "\<forall>y. inner (g y - h y) (g y - h y) = 0"
by simp
then have "\<forall>y. h y = g y"
by simp
then show "h = g" by (simp add: ext)
qed
text \<open>TODO: The following lemmas about adjoints should hold for any
Hilbert space (i.e. complete inner product space).
(see \<^url>\<open>https://en.wikipedia.org/wiki/Hermitian_adjoint\<close>)
\<close>
lemma adjoint_works:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes lf: "linear f"
shows "x \<bullet> adjoint f y = f x \<bullet> y"
proof -
interpret linear f by fact
have "\<forall>y. \<exists>w. \<forall>x. f x \<bullet> y = x \<bullet> w"
proof (intro allI exI)
fix y :: "'m" and x
let ?w = "(\<Sum>i\<in>Basis. (f i \<bullet> y) *\<^sub>R i) :: 'n"
have "f x \<bullet> y = f (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R i) \<bullet> y"
by (simp add: euclidean_representation)
also have "\<dots> = (\<Sum>i\<in>Basis. (x \<bullet> i) *\<^sub>R f i) \<bullet> y"
by (simp add: sum scale)
finally show "f x \<bullet> y = x \<bullet> ?w"
by (simp add: inner_sum_left inner_sum_right mult.commute)
qed
then show ?thesis
unfolding adjoint_def choice_iff
by (intro someI2_ex[where Q="\<lambda>f'. x \<bullet> f' y = f x \<bullet> y"]) auto
qed
lemma adjoint_clauses:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes lf: "linear f"
shows "x \<bullet> adjoint f y = f x \<bullet> y"
and "adjoint f y \<bullet> x = y \<bullet> f x"
by (simp_all add: adjoint_works[OF lf] inner_commute)
lemma adjoint_linear:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes lf: "linear f"
shows "linear (adjoint f)"
by (simp add: lf linear_iff euclidean_eq_iff[where 'a='n] euclidean_eq_iff[where 'a='m]
adjoint_clauses[OF lf] inner_distrib)
lemma adjoint_adjoint:
fixes f :: "'n::euclidean_space \<Rightarrow> 'm::euclidean_space"
assumes lf: "linear f"
shows "adjoint (adjoint f) = f"
by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])
subsection \<open>Archimedean properties and useful consequences\<close>
text\<open>Bernoulli's inequality\<close>
proposition Bernoulli_inequality:
fixes x :: real
assumes "-1 \<le> x"
shows "1 + n * x \<le> (1 + x) ^ n"
proof (induct n)
case 0
then show ?case by simp
next
case (Suc n)
have "1 + Suc n * x \<le> 1 + (Suc n)*x + n * x^2"
by (simp add: algebra_simps)
also have "... = (1 + x) * (1 + n*x)"
by (auto simp: power2_eq_square algebra_simps of_nat_Suc)
also have "... \<le> (1 + x) ^ Suc n"
using Suc.hyps assms mult_left_mono by fastforce
finally show ?case .
qed
corollary Bernoulli_inequality_even:
fixes x :: real
assumes "even n"
shows "1 + n * x \<le> (1 + x) ^ n"
proof (cases "-1 \<le> x \<or> n=0")
case True
then show ?thesis
by (auto simp: Bernoulli_inequality)
next
case False
then have "real n \<ge> 1"
by simp
with False have "n * x \<le> -1"
by (metis linear minus_zero mult.commute mult.left_neutral mult_left_mono_neg neg_le_iff_le order_trans zero_le_one)
then have "1 + n * x \<le> 0"
by auto
also have "... \<le> (1 + x) ^ n"
using assms
using zero_le_even_power by blast
finally show ?thesis .
qed
corollary real_arch_pow:
fixes x :: real
assumes x: "1 < x"
shows "\<exists>n. y < x^n"
proof -
from x have x0: "x - 1 > 0"
by arith
from reals_Archimedean3[OF x0, rule_format, of y]
obtain n :: nat where n: "y < real n * (x - 1)" by metis
from x0 have x00: "x- 1 \<ge> -1" by arith
from Bernoulli_inequality[OF x00, of n] n
have "y < x^n" by auto
then show ?thesis by metis
qed
corollary real_arch_pow_inv:
fixes x y :: real
assumes y: "y > 0"
and x1: "x < 1"
shows "\<exists>n. x^n < y"
proof (cases "x > 0")
case True
with x1 have ix: "1 < 1/x" by (simp add: field_simps)
from real_arch_pow[OF ix, of "1/y"]
obtain n where n: "1/y < (1/x)^n" by blast
then show ?thesis using y \<open>x > 0\<close>
by (auto simp add: field_simps)
next
case False
with y x1 show ?thesis
by (metis less_le_trans not_less power_one_right)
qed
lemma forall_pos_mono:
"(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
(\<And>n::nat. n \<noteq> 0 \<Longrightarrow> P (inverse (real n))) \<Longrightarrow> (\<And>e. 0 < e \<Longrightarrow> P e)"
by (metis real_arch_inverse)
lemma forall_pos_mono_1:
"(\<And>d e::real. d < e \<Longrightarrow> P d \<Longrightarrow> P e) \<Longrightarrow>
(\<And>n. P (inverse (real (Suc n)))) \<Longrightarrow> 0 < e \<Longrightarrow> P e"
apply (rule forall_pos_mono)
apply auto
apply (metis Suc_pred of_nat_Suc)
done
subsection\<^marker>\<open>tag unimportant\<close> \<open>Euclidean Spaces as Typeclass\<close>
lemma independent_Basis: "independent Basis"
by (rule independent_Basis)
lemma span_Basis [simp]: "span Basis = UNIV"
by (rule span_Basis)
lemma in_span_Basis: "x \<in> span Basis"
unfolding span_Basis ..
subsection\<^marker>\<open>tag unimportant\<close> \<open>Linearity and Bilinearity continued\<close>
lemma linear_bounded:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
assumes lf: "linear f"
shows "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
proof
interpret linear f by fact
let ?B = "\<Sum>b\<in>Basis. norm (f b)"
show "\<forall>x. norm (f x) \<le> ?B * norm x"
proof
fix x :: 'a
let ?g = "\<lambda>b. (x \<bullet> b) *\<^sub>R f b"
have "norm (f x) = norm (f (\<Sum>b\<in>Basis. (x \<bullet> b) *\<^sub>R b))"
unfolding euclidean_representation ..
also have "\<dots> = norm (sum ?g Basis)"
by (simp add: sum scale)
finally have th0: "norm (f x) = norm (sum ?g Basis)" .
have th: "norm (?g i) \<le> norm (f i) * norm x" if "i \<in> Basis" for i
proof -
from Basis_le_norm[OF that, of x]
show "norm (?g i) \<le> norm (f i) * norm x"
unfolding norm_scaleR by (metis mult.commute mult_left_mono norm_ge_zero)
qed
from sum_norm_le[of _ ?g, OF th]
show "norm (f x) \<le> ?B * norm x"
unfolding th0 sum_distrib_right by metis
qed
qed
lemma linear_conv_bounded_linear:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
shows "linear f \<longleftrightarrow> bounded_linear f"
proof
assume "linear f"
then interpret f: linear f .
show "bounded_linear f"
proof
have "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
using \<open>linear f\<close> by (rule linear_bounded)
then show "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
by (simp add: mult.commute)
qed
next
assume "bounded_linear f"
then interpret f: bounded_linear f .
show "linear f" ..
qed
lemmas linear_linear = linear_conv_bounded_linear[symmetric]
lemma linear_bounded_pos:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
assumes lf: "linear f"
obtains B where "B > 0" "\<And>x. norm (f x) \<le> B * norm x"
proof -
have "\<exists>B > 0. \<forall>x. norm (f x) \<le> norm x * B"
using lf unfolding linear_conv_bounded_linear
by (rule bounded_linear.pos_bounded)
with that show ?thesis
by (auto simp: mult.commute)
qed
lemma linear_invertible_bounded_below_pos:
fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::euclidean_space"
assumes "linear f" "linear g" "g \<circ> f = id"
obtains B where "B > 0" "\<And>x. B * norm x \<le> norm(f x)"
proof -
obtain B where "B > 0" and B: "\<And>x. norm (g x) \<le> B * norm x"
using linear_bounded_pos [OF \<open>linear g\<close>] by blast
show thesis
proof
show "0 < 1/B"
by (simp add: \<open>B > 0\<close>)
show "1/B * norm x \<le> norm (f x)" for x
proof -
have "1/B * norm x = 1/B * norm (g (f x))"
using assms by (simp add: pointfree_idE)
also have "\<dots> \<le> norm (f x)"
using B [of "f x"] by (simp add: \<open>B > 0\<close> mult.commute pos_divide_le_eq)
finally show ?thesis .
qed
qed
qed
lemma linear_inj_bounded_below_pos:
fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::euclidean_space"
assumes "linear f" "inj f"
obtains B where "B > 0" "\<And>x. B * norm x \<le> norm(f x)"
using linear_injective_left_inverse [OF assms]
linear_invertible_bounded_below_pos assms by blast
lemma bounded_linearI':
fixes f ::"'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
assumes "\<And>x y. f (x + y) = f x + f y"
and "\<And>c x. f (c *\<^sub>R x) = c *\<^sub>R f x"
shows "bounded_linear f"
using assms linearI linear_conv_bounded_linear by blast
lemma bilinear_bounded:
fixes h :: "'m::euclidean_space \<Rightarrow> 'n::euclidean_space \<Rightarrow> 'k::real_normed_vector"
assumes bh: "bilinear h"
shows "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
proof (clarify intro!: exI[of _ "\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)"])
fix x :: 'm
fix y :: 'n
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))"
by (simp add: euclidean_representation)
also have "\<dots> = norm (sum (\<lambda> (i,j). h ((x \<bullet> i) *\<^sub>R i) ((y \<bullet> j) *\<^sub>R j)) (Basis \<times> Basis))"
unfolding bilinear_sum[OF bh] ..
finally have th: "norm (h x y) = \<dots>" .
have "\<And>i j. \<lbrakk>i \<in> Basis; j \<in> Basis\<rbrakk>
\<Longrightarrow> \<bar>x \<bullet> i\<bar> * (\<bar>y \<bullet> j\<bar> * norm (h i j)) \<le> norm x * (norm y * norm (h i j))"
by (auto simp add: zero_le_mult_iff Basis_le_norm mult_mono)
then show "norm (h x y) \<le> (\<Sum>i\<in>Basis. \<Sum>j\<in>Basis. norm (h i j)) * norm x * norm y"
unfolding sum_distrib_right th sum.cartesian_product
by (clarsimp simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh]
field_simps simp del: scaleR_scaleR intro!: sum_norm_le)
qed
lemma bilinear_conv_bounded_bilinear:
fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
shows "bilinear h \<longleftrightarrow> bounded_bilinear h"
proof
assume "bilinear h"
show "bounded_bilinear h"
proof
fix x y z
show "h (x + y) z = h x z + h y z"
using \<open>bilinear h\<close> unfolding bilinear_def linear_iff by simp
next
fix x y z
show "h x (y + z) = h x y + h x z"
using \<open>bilinear h\<close> unfolding bilinear_def linear_iff by simp
next
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
using \<open>bilinear h\<close> unfolding bilinear_def linear_iff
by simp_all
next
have "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
using \<open>bilinear h\<close> by (rule bilinear_bounded)
then show "\<exists>K. \<forall>x y. norm (h x y) \<le> norm x * norm y * K"
by (simp add: ac_simps)
qed
next
assume "bounded_bilinear h"
then interpret h: bounded_bilinear h .
show "bilinear h"
unfolding bilinear_def linear_conv_bounded_linear
using h.bounded_linear_left h.bounded_linear_right by simp
qed
lemma bilinear_bounded_pos:
fixes h :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> 'c::real_normed_vector"
assumes bh: "bilinear h"
shows "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
proof -
have "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> norm x * norm y * B"
using bh [unfolded bilinear_conv_bounded_bilinear]
by (rule bounded_bilinear.pos_bounded)
then show ?thesis
by (simp only: ac_simps)
qed
lemma bounded_linear_imp_has_derivative: "bounded_linear f \<Longrightarrow> (f has_derivative f) net"
by (auto simp add: has_derivative_def linear_diff linear_linear linear_def
dest: bounded_linear.linear)
lemma linear_imp_has_derivative:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
shows "linear f \<Longrightarrow> (f has_derivative f) net"
by (simp add: bounded_linear_imp_has_derivative linear_conv_bounded_linear)
lemma bounded_linear_imp_differentiable: "bounded_linear f \<Longrightarrow> f differentiable net"
using bounded_linear_imp_has_derivative differentiable_def by blast
lemma linear_imp_differentiable:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::real_normed_vector"
shows "linear f \<Longrightarrow> f differentiable net"
by (metis linear_imp_has_derivative differentiable_def)
subsection\<^marker>\<open>tag unimportant\<close> \<open>We continue\<close>
lemma independent_bound:
fixes S :: "'a::euclidean_space set"
shows "independent S \<Longrightarrow> finite S \<and> card S \<le> DIM('a)"
by (metis dim_subset_UNIV finiteI_independent dim_span_eq_card_independent)
lemmas independent_imp_finite = finiteI_independent
corollary
fixes S :: "'a::euclidean_space set"
assumes "independent S"
shows independent_card_le:"card S \<le> DIM('a)"
using assms independent_bound by auto
lemma dependent_biggerset:
fixes S :: "'a::euclidean_space set"
shows "(finite S \<Longrightarrow> card S > DIM('a)) \<Longrightarrow> dependent S"
by (metis independent_bound not_less)
text \<open>Picking an orthogonal replacement for a spanning set.\<close>
lemma vector_sub_project_orthogonal:
fixes b x :: "'a::euclidean_space"
shows "b \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *\<^sub>R b) = 0"
unfolding inner_simps by auto
lemma pairwise_orthogonal_insert:
assumes "pairwise orthogonal S"
and "\<And>y. y \<in> S \<Longrightarrow> orthogonal x y"
shows "pairwise orthogonal (insert x S)"
using assms unfolding pairwise_def
by (auto simp add: orthogonal_commute)
lemma basis_orthogonal:
fixes B :: "'a::real_inner set"
assumes fB: "finite B"
shows "\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C"
(is " \<exists>C. ?P B C")
using fB
proof (induct rule: finite_induct)
case empty
then show ?case
apply (rule exI[where x="{}"])
apply (auto simp add: pairwise_def)
done
next
case (insert a B)
note fB = \<open>finite B\<close> and aB = \<open>a \<notin> B\<close>
from \<open>\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C\<close>
obtain C where C: "finite C" "card C \<le> card B"
"span C = span B" "pairwise orthogonal C" by blast
let ?a = "a - sum (\<lambda>x. (x \<bullet> a / (x \<bullet> x)) *\<^sub>R x) C"
let ?C = "insert ?a C"
from C(1) have fC: "finite ?C"
by simp
from fB aB C(1,2) have cC: "card ?C \<le> card (insert a B)"
by (simp add: card_insert_if)
{
fix x k
have th0: "\<And>(a::'a) b c. a - (b - c) = c + (a - b)"
by (simp add: field_simps)
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"
apply (simp only: scaleR_right_diff_distrib th0)
apply (rule span_add_eq)
apply (rule span_scale)
apply (rule span_sum)
apply (rule span_scale)
apply (rule span_base)
apply assumption
done
}
then have SC: "span ?C = span (insert a B)"
unfolding set_eq_iff span_breakdown_eq C(3)[symmetric] by auto
{
fix y
assume yC: "y \<in> C"
then have Cy: "C = insert y (C - {y})"
by blast
have fth: "finite (C - {y})"
using C by simp
have "orthogonal ?a y"
unfolding orthogonal_def
unfolding inner_diff inner_sum_left right_minus_eq
unfolding sum.remove [OF \<open>finite C\<close> \<open>y \<in> C\<close>]
apply (clarsimp simp add: inner_commute[of y a])
apply (rule sum.neutral)
apply clarsimp
apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
using \<open>y \<in> C\<close> by auto
}
with \<open>pairwise orthogonal C\<close> have CPO: "pairwise orthogonal ?C"
by (rule pairwise_orthogonal_insert)
from fC cC SC CPO have "?P (insert a B) ?C"
by blast
then show ?case by blast
qed
lemma orthogonal_basis_exists:
fixes V :: "('a::euclidean_space) set"
shows "\<exists>B. independent B \<and> B \<subseteq> span V \<and> V \<subseteq> span B \<and>
(card B = dim V) \<and> pairwise orthogonal B"
proof -
from basis_exists[of V] obtain B where
B: "B \<subseteq> V" "independent B" "V \<subseteq> span B" "card B = dim V"
by force
from B have fB: "finite B" "card B = dim V"
using independent_bound by auto
from basis_orthogonal[OF fB(1)] obtain C where
C: "finite C" "card C \<le> card B" "span C = span B" "pairwise orthogonal C"
by blast
from C B have CSV: "C \<subseteq> span V"
by (metis span_superset span_mono subset_trans)
from span_mono[OF B(3)] C have SVC: "span V \<subseteq> span C"
by (simp add: span_span)
from card_le_dim_spanning[OF CSV SVC C(1)] C(2,3) fB
have iC: "independent C"
by (simp add: dim_span)
from C fB have "card C \<le> dim V"
by simp
moreover have "dim V \<le> card C"
using span_card_ge_dim[OF CSV SVC C(1)]
by simp
ultimately have CdV: "card C = dim V"
using C(1) by simp
from C B CSV CdV iC show ?thesis
by auto
qed
text \<open>Low-dimensional subset is in a hyperplane (weak orthogonal complement).\<close>
lemma span_not_univ_orthogonal:
fixes S :: "'a::euclidean_space set"
assumes sU: "span S \<noteq> UNIV"
shows "\<exists>a::'a. a \<noteq> 0 \<and> (\<forall>x \<in> span S. a \<bullet> x = 0)"
proof -
from sU obtain a where a: "a \<notin> span S"
by blast
from orthogonal_basis_exists obtain B where
B: "independent B" "B \<subseteq> span S" "S \<subseteq> span B"
"card B = dim S" "pairwise orthogonal B"
by blast
from B have fB: "finite B" "card B = dim S"
using independent_bound by auto
from span_mono[OF B(2)] span_mono[OF B(3)]
have sSB: "span S = span B"
by (simp add: span_span)
let ?a = "a - sum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B"
have "sum (\<lambda>b. (a \<bullet> b / (b \<bullet> b)) *\<^sub>R b) B \<in> span S"
unfolding sSB
apply (rule span_sum)
apply (rule span_scale)
apply (rule span_base)
apply assumption
done
with a have a0:"?a \<noteq> 0"
by auto
have "?a \<bullet> x = 0" if "x\<in>span B" for x
proof (rule span_induct [OF that])
show "subspace {x. ?a \<bullet> x = 0}"
by (auto simp add: subspace_def inner_add)
next
{
fix x
assume x: "x \<in> B"
from x have B': "B = insert x (B - {x})"
by blast
have fth: "finite (B - {x})"
using fB by simp
have "?a \<bullet> x = 0"
apply (subst B')
using fB fth
unfolding sum_clauses(2)[OF fth]
apply simp unfolding inner_simps
apply (clarsimp simp add: inner_add inner_sum_left)
apply (rule sum.neutral, rule ballI)
apply (simp only: inner_commute)
apply (auto simp add: x field_simps
intro: B(5)[unfolded pairwise_def orthogonal_def, rule_format])
done
}
then show "?a \<bullet> x = 0" if "x \<in> B" for x
using that by blast
qed
with a0 show ?thesis
unfolding sSB by (auto intro: exI[where x="?a"])
qed
lemma span_not_univ_subset_hyperplane:
fixes S :: "'a::euclidean_space set"
assumes SU: "span S \<noteq> UNIV"
shows "\<exists> a. a \<noteq>0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
using span_not_univ_orthogonal[OF SU] by auto
lemma lowdim_subset_hyperplane:
fixes S :: "'a::euclidean_space set"
assumes d: "dim S < DIM('a)"
shows "\<exists>a::'a. a \<noteq> 0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
proof -
{
assume "span S = UNIV"
then have "dim (span S) = dim (UNIV :: ('a) set)"
by simp
then have "dim S = DIM('a)"
by (metis Euclidean_Space.dim_UNIV dim_span)
with d have False by arith
}
then have th: "span S \<noteq> UNIV"
by blast
from span_not_univ_subset_hyperplane[OF th] show ?thesis .
qed
lemma linear_eq_stdbasis:
fixes f :: "'a::euclidean_space \<Rightarrow> _"
assumes lf: "linear f"
and lg: "linear g"
and fg: "\<And>b. b \<in> Basis \<Longrightarrow> f b = g b"
shows "f = g"
using linear_eq_on_span[OF lf lg, of Basis] fg
by auto
text \<open>Similar results for bilinear functions.\<close>
lemma bilinear_eq:
assumes bf: "bilinear f"
and bg: "bilinear g"
and SB: "S \<subseteq> span B"
and TC: "T \<subseteq> span C"
and "x\<in>S" "y\<in>T"
and fg: "\<And>x y. \<lbrakk>x \<in> B; y\<in> C\<rbrakk> \<Longrightarrow> f x y = g x y"
shows "f x y = g x y"
proof -
let ?P = "{x. \<forall>y\<in> span C. f x y = g x y}"
from bf bg have sp: "subspace ?P"
unfolding bilinear_def linear_iff subspace_def bf bg
by (auto simp add: span_zero bilinear_lzero[OF bf] bilinear_lzero[OF bg]
span_add Ball_def
intro: bilinear_ladd[OF bf])
have sfg: "\<And>x. x \<in> B \<Longrightarrow> subspace {a. f x a = g x a}"
apply (auto simp add: subspace_def)
using bf bg unfolding bilinear_def linear_iff
apply (auto simp add: span_zero bilinear_rzero[OF bf] bilinear_rzero[OF bg]
span_add Ball_def
intro: bilinear_ladd[OF bf])
done
have "\<forall>y\<in> span C. f x y = g x y" if "x \<in> span B" for x
apply (rule span_induct [OF that sp])
using fg sfg span_induct by blast
then show ?thesis
using SB TC assms by auto
qed
lemma bilinear_eq_stdbasis:
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::euclidean_space \<Rightarrow> _"
assumes bf: "bilinear f"
and bg: "bilinear g"
and fg: "\<And>i j. i \<in> Basis \<Longrightarrow> j \<in> Basis \<Longrightarrow> f i j = g i j"
shows "f = g"
using bilinear_eq[OF bf bg equalityD2[OF span_Basis] equalityD2[OF span_Basis]] fg by blast
subsection \<open>Infinity norm\<close>
definition\<^marker>\<open>tag important\<close> "infnorm (x::'a::euclidean_space) = Sup {\<bar>x \<bullet> b\<bar> |b. b \<in> Basis}"
lemma infnorm_set_image:
fixes x :: "'a::euclidean_space"
shows "{\<bar>x \<bullet> i\<bar> |i. i \<in> Basis} = (\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis"
by blast
lemma infnorm_Max:
fixes x :: "'a::euclidean_space"
shows "infnorm x = Max ((\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis)"
by (simp add: infnorm_def infnorm_set_image cSup_eq_Max)
lemma infnorm_set_lemma:
fixes x :: "'a::euclidean_space"
shows "finite {\<bar>x \<bullet> i\<bar> |i. i \<in> Basis}"
and "{\<bar>x \<bullet> i\<bar> |i. i \<in> Basis} \<noteq> {}"
unfolding infnorm_set_image
by auto
lemma infnorm_pos_le:
fixes x :: "'a::euclidean_space"
shows "0 \<le> infnorm x"
by (simp add: infnorm_Max Max_ge_iff ex_in_conv)
lemma infnorm_triangle:
fixes x :: "'a::euclidean_space"
shows "infnorm (x + y) \<le> infnorm x + infnorm y"
proof -
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"
by simp
show ?thesis
by (auto simp: infnorm_Max inner_add_left intro!: *)
qed
lemma infnorm_eq_0:
fixes x :: "'a::euclidean_space"
shows "infnorm x = 0 \<longleftrightarrow> x = 0"
proof -
have "infnorm x \<le> 0 \<longleftrightarrow> x = 0"
unfolding infnorm_Max by (simp add: euclidean_all_zero_iff)
then show ?thesis
using infnorm_pos_le[of x] by simp
qed
lemma infnorm_0: "infnorm 0 = 0"
by (simp add: infnorm_eq_0)
lemma infnorm_neg: "infnorm (- x) = infnorm x"
unfolding infnorm_def by simp
lemma infnorm_sub: "infnorm (x - y) = infnorm (y - x)"
by (metis infnorm_neg minus_diff_eq)
lemma absdiff_infnorm: "\<bar>infnorm x - infnorm y\<bar> \<le> infnorm (x - y)"
proof -
have *: "\<And>(nx::real) n ny. nx \<le> n + ny \<Longrightarrow> ny \<le> n + nx \<Longrightarrow> \<bar>nx - ny\<bar> \<le> n"
by arith
show ?thesis
proof (rule *)
from infnorm_triangle[of "x - y" " y"] infnorm_triangle[of "x - y" "-x"]
show "infnorm x \<le> infnorm (x - y) + infnorm y" "infnorm y \<le> infnorm (x - y) + infnorm x"
by (simp_all add: field_simps infnorm_neg)
qed
qed
lemma real_abs_infnorm: "\<bar>infnorm x\<bar> = infnorm x"
using infnorm_pos_le[of x] by arith
lemma Basis_le_infnorm:
fixes x :: "'a::euclidean_space"
shows "b \<in> Basis \<Longrightarrow> \<bar>x \<bullet> b\<bar> \<le> infnorm x"
by (simp add: infnorm_Max)
lemma infnorm_mul: "infnorm (a *\<^sub>R x) = \<bar>a\<bar> * infnorm x"
unfolding infnorm_Max
proof (safe intro!: Max_eqI)
let ?B = "(\<lambda>i. \<bar>x \<bullet> i\<bar>) ` Basis"
{ fix b :: 'a
assume "b \<in> Basis"
then show "\<bar>a *\<^sub>R x \<bullet> b\<bar> \<le> \<bar>a\<bar> * Max ?B"
by (simp add: abs_mult mult_left_mono)
next
from Max_in[of ?B] obtain b where "b \<in> Basis" "Max ?B = \<bar>x \<bullet> b\<bar>"
by (auto simp del: Max_in)
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"
by (intro image_eqI[where x=b]) (auto simp: abs_mult)
}
qed simp
lemma infnorm_mul_lemma: "infnorm (a *\<^sub>R x) \<le> \<bar>a\<bar> * infnorm x"
unfolding infnorm_mul ..
lemma infnorm_pos_lt: "infnorm x > 0 \<longleftrightarrow> x \<noteq> 0"
using infnorm_pos_le[of x] infnorm_eq_0[of x] by arith
text \<open>Prove that it differs only up to a bound from Euclidean norm.\<close>
lemma infnorm_le_norm: "infnorm x \<le> norm x"
by (simp add: Basis_le_norm infnorm_Max)
lemma norm_le_infnorm:
fixes x :: "'a::euclidean_space"
shows "norm x \<le> sqrt DIM('a) * infnorm x"
unfolding norm_eq_sqrt_inner id_def
proof (rule real_le_lsqrt[OF inner_ge_zero])
show "sqrt DIM('a) * infnorm x \<ge> 0"
by (simp add: zero_le_mult_iff infnorm_pos_le)
have "x \<bullet> x \<le> (\<Sum>b\<in>Basis. x \<bullet> b * (x \<bullet> b))"
by (metis euclidean_inner order_refl)
also have "... \<le> DIM('a) * \<bar>infnorm x\<bar>\<^sup>2"
by (rule sum_bounded_above) (metis Basis_le_infnorm abs_le_square_iff power2_eq_square real_abs_infnorm)
also have "... \<le> (sqrt DIM('a) * infnorm x)\<^sup>2"
by (simp add: power_mult_distrib)
finally show "x \<bullet> x \<le> (sqrt DIM('a) * infnorm x)\<^sup>2" .
qed
lemma tendsto_infnorm [tendsto_intros]:
assumes "(f \<longlongrightarrow> a) F"
shows "((\<lambda>x. infnorm (f x)) \<longlongrightarrow> infnorm a) F"
proof (rule tendsto_compose [OF LIM_I assms])
fix r :: real
assume "r > 0"
then show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (infnorm x - infnorm a) < r"
by (metis real_norm_def le_less_trans absdiff_infnorm infnorm_le_norm)
qed
text \<open>Equality in Cauchy-Schwarz and triangle inequalities.\<close>
lemma norm_cauchy_schwarz_eq: "x \<bullet> y = norm x * norm y \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
(is "?lhs \<longleftrightarrow> ?rhs")
proof (cases "x=0")
case True
then show ?thesis
by auto
next
case False
from inner_eq_zero_iff[of "norm y *\<^sub>R x - norm x *\<^sub>R y"]
have "?rhs \<longleftrightarrow>
(norm y * (norm y * norm x * norm x - norm x * (x \<bullet> y)) -
norm x * (norm y * (y \<bullet> x) - norm x * norm y * norm y) = 0)"
using False unfolding inner_simps
by (auto simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
also have "\<dots> \<longleftrightarrow> (2 * norm x * norm y * (norm x * norm y - x \<bullet> y) = 0)"
using False by (simp add: field_simps inner_commute)
also have "\<dots> \<longleftrightarrow> ?lhs"
using False by auto
finally show ?thesis by metis
qed
lemma norm_cauchy_schwarz_abs_eq:
"\<bar>x \<bullet> y\<bar> = norm x * norm y \<longleftrightarrow>
norm x *\<^sub>R y = norm y *\<^sub>R x \<or> norm x *\<^sub>R y = - norm y *\<^sub>R x"
(is "?lhs \<longleftrightarrow> ?rhs")
proof -
have th: "\<And>(x::real) a. a \<ge> 0 \<Longrightarrow> \<bar>x\<bar> = a \<longleftrightarrow> x = a \<or> x = - a"
by arith
have "?rhs \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x \<or> norm (- x) *\<^sub>R y = norm y *\<^sub>R (- x)"
by simp
also have "\<dots> \<longleftrightarrow> (x \<bullet> y = norm x * norm y \<or> (- x) \<bullet> y = norm x * norm y)"
unfolding norm_cauchy_schwarz_eq[symmetric]
unfolding norm_minus_cancel norm_scaleR ..
also have "\<dots> \<longleftrightarrow> ?lhs"
unfolding th[OF mult_nonneg_nonneg, OF norm_ge_zero[of x] norm_ge_zero[of y]] inner_simps
by auto
finally show ?thesis ..
qed
lemma norm_triangle_eq:
fixes x y :: "'a::real_inner"
shows "norm (x + y) = norm x + norm y \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
proof (cases "x = 0 \<or> y = 0")
case True
then show ?thesis
by force
next
case False
then have n: "norm x > 0" "norm y > 0"
by auto
have "norm (x + y) = norm x + norm y \<longleftrightarrow> (norm (x + y))\<^sup>2 = (norm x + norm y)\<^sup>2"
by simp
also have "\<dots> \<longleftrightarrow> norm x *\<^sub>R y = norm y *\<^sub>R x"
unfolding norm_cauchy_schwarz_eq[symmetric]
unfolding power2_norm_eq_inner inner_simps
by (simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
finally show ?thesis .
qed
subsection \<open>Collinearity\<close>
definition\<^marker>\<open>tag important\<close> collinear :: "'a::real_vector set \<Rightarrow> bool"
where "collinear S \<longleftrightarrow> (\<exists>u. \<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *\<^sub>R u)"
lemma collinear_alt:
"collinear S \<longleftrightarrow> (\<exists>u v. \<forall>x \<in> S. \<exists>c. x = u + c *\<^sub>R v)" (is "?lhs = ?rhs")
proof
assume ?lhs
then show ?rhs
unfolding collinear_def by (metis Groups.add_ac(2) diff_add_cancel)
next
assume ?rhs
then obtain u v where *: "\<And>x. x \<in> S \<Longrightarrow> \<exists>c. x = u + c *\<^sub>R v"
by (auto simp: )
have "\<exists>c. x - y = c *\<^sub>R v" if "x \<in> S" "y \<in> S" for x y
by (metis *[OF \<open>x \<in> S\<close>] *[OF \<open>y \<in> S\<close>] scaleR_left.diff add_diff_cancel_left)
then show ?lhs
using collinear_def by blast
qed
lemma collinear:
fixes S :: "'a::{perfect_space,real_vector} set"
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))"
proof -
have "\<exists>v. v \<noteq> 0 \<and> (\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R v)"
if "\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R u" "u=0" for u
proof -
have "\<forall>x\<in>S. \<forall>y\<in>S. x = y"
using that by auto
moreover
obtain v::'a where "v \<noteq> 0"
using UNIV_not_singleton [of 0] by auto
ultimately have "\<forall>x\<in>S. \<forall>y\<in>S. \<exists>c. x - y = c *\<^sub>R v"
by auto
then show ?thesis
using \<open>v \<noteq> 0\<close> by blast
qed
then show ?thesis
apply (clarsimp simp: collinear_def)
by (metis scaleR_zero_right vector_fraction_eq_iff)
qed
lemma collinear_subset: "\<lbrakk>collinear T; S \<subseteq> T\<rbrakk> \<Longrightarrow> collinear S"
by (meson collinear_def subsetCE)
lemma collinear_empty [iff]: "collinear {}"
by (simp add: collinear_def)
lemma collinear_sing [iff]: "collinear {x}"
by (simp add: collinear_def)
lemma collinear_2 [iff]: "collinear {x, y}"
apply (simp add: collinear_def)
apply (rule exI[where x="x - y"])
by (metis minus_diff_eq scaleR_left.minus scaleR_one)
lemma collinear_lemma: "collinear {0, x, y} \<longleftrightarrow> x = 0 \<or> y = 0 \<or> (\<exists>c. y = c *\<^sub>R x)"
(is "?lhs \<longleftrightarrow> ?rhs")
proof (cases "x = 0 \<or> y = 0")
case True
then show ?thesis
by (auto simp: insert_commute)
next
case False
show ?thesis
proof
assume h: "?lhs"
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"
unfolding collinear_def by blast
from u[rule_format, of x 0] u[rule_format, of y 0]
obtain cx and cy where
cx: "x = cx *\<^sub>R u" and cy: "y = cy *\<^sub>R u"
by auto
from cx cy False have cx0: "cx \<noteq> 0" and cy0: "cy \<noteq> 0" by auto
let ?d = "cy / cx"
from cx cy cx0 have "y = ?d *\<^sub>R x"
by simp
then show ?rhs using False by blast
next
assume h: "?rhs"
then obtain c where c: "y = c *\<^sub>R x"
using False by blast
show ?lhs
unfolding collinear_def c
apply (rule exI[where x=x])
apply auto
apply (rule exI[where x="- 1"], simp)
apply (rule exI[where x= "-c"], simp)
apply (rule exI[where x=1], simp)
apply (rule exI[where x="1 - c"], simp add: scaleR_left_diff_distrib)
apply (rule exI[where x="c - 1"], simp add: scaleR_left_diff_distrib)
done
qed
qed
lemma norm_cauchy_schwarz_equal: "\<bar>x \<bullet> y\<bar> = norm x * norm y \<longleftrightarrow> collinear {0, x, y}"
proof (cases "x=0")
case True
then show ?thesis
by (auto simp: insert_commute)
next
case False
then have nnz: "norm x \<noteq> 0"
by auto
show ?thesis
proof
assume "\<bar>x \<bullet> y\<bar> = norm x * norm y"
then show "collinear {0, x, y}"
unfolding norm_cauchy_schwarz_abs_eq collinear_lemma
by (meson eq_vector_fraction_iff nnz)
next
assume "collinear {0, x, y}"
with False show "\<bar>x \<bullet> y\<bar> = norm x * norm y"
unfolding norm_cauchy_schwarz_abs_eq collinear_lemma by (auto simp: abs_if)
qed
qed
subsection\<open>Properties of special hyperplanes\<close>
lemma subspace_hyperplane: "subspace {x. a \<bullet> x = 0}"
by (simp add: subspace_def inner_right_distrib)
lemma subspace_hyperplane2: "subspace {x. x \<bullet> a = 0}"
by (simp add: inner_commute inner_right_distrib subspace_def)
lemma special_hyperplane_span:
fixes S :: "'n::euclidean_space set"
assumes "k \<in> Basis"
shows "{x. k \<bullet> x = 0} = span (Basis - {k})"
proof -
have *: "x \<in> span (Basis - {k})" if "k \<bullet> x = 0" for x
proof -
have "x = (\<Sum>b\<in>Basis. (x \<bullet> b) *\<^sub>R b)"
by (simp add: euclidean_representation)
also have "... = (\<Sum>b \<in> Basis - {k}. (x \<bullet> b) *\<^sub>R b)"
by (auto simp: sum.remove [of _ k] inner_commute assms that)
finally have "x = (\<Sum>b\<in>Basis - {k}. (x \<bullet> b) *\<^sub>R b)" .
then show ?thesis
by (simp add: span_finite)
qed
show ?thesis
apply (rule span_subspace [symmetric])
using assms
apply (auto simp: inner_not_same_Basis intro: * subspace_hyperplane)
done
qed
lemma dim_special_hyperplane:
fixes k :: "'n::euclidean_space"
shows "k \<in> Basis \<Longrightarrow> dim {x. k \<bullet> x = 0} = DIM('n) - 1"
apply (simp add: special_hyperplane_span)
apply (rule dim_unique [OF subset_refl])
apply (auto simp: independent_substdbasis)
apply (metis member_remove remove_def span_base)
done
proposition dim_hyperplane:
fixes a :: "'a::euclidean_space"
assumes "a \<noteq> 0"
shows "dim {x. a \<bullet> x = 0} = DIM('a) - 1"
proof -
have span0: "span {x. a \<bullet> x = 0} = {x. a \<bullet> x = 0}"
by (rule span_unique) (auto simp: subspace_hyperplane)
then obtain B where "independent B"
and Bsub: "B \<subseteq> {x. a \<bullet> x = 0}"
and subspB: "{x. a \<bullet> x = 0} \<subseteq> span B"
and card0: "(card B = dim {x. a \<bullet> x = 0})"
and ortho: "pairwise orthogonal B"
using orthogonal_basis_exists by metis
with assms have "a \<notin> span B"
by (metis (mono_tags, lifting) span_eq inner_eq_zero_iff mem_Collect_eq span0)
then have ind: "independent (insert a B)"
by (simp add: \<open>independent B\<close> independent_insert)
have "finite B"
using \<open>independent B\<close> independent_bound by blast
have "UNIV \<subseteq> span (insert a B)"
proof fix y::'a
obtain r z where z: "y = r *\<^sub>R a + z" "a \<bullet> z = 0"
apply (rule_tac r="(a \<bullet> y) / (a \<bullet> a)" and z = "y - ((a \<bullet> y) / (a \<bullet> a)) *\<^sub>R a" in that)
using assms
by (auto simp: algebra_simps)
show "y \<in> span (insert a B)"
by (metis (mono_tags, lifting) z Bsub span_eq_iff
add_diff_cancel_left' mem_Collect_eq span0 span_breakdown_eq span_subspace subspB)
qed
then have dima: "DIM('a) = dim(insert a B)"
by (metis independent_Basis span_Basis dim_eq_card top.extremum_uniqueI)
then show ?thesis
by (metis (mono_tags, lifting) Bsub Diff_insert_absorb \<open>a \<notin> span B\<close> ind card0
card_Diff_singleton dim_span indep_card_eq_dim_span insertI1 subsetCE
subspB)
qed
lemma lowdim_eq_hyperplane:
fixes S :: "'a::euclidean_space set"
assumes "dim S = DIM('a) - 1"
obtains a where "a \<noteq> 0" and "span S = {x. a \<bullet> x = 0}"
proof -
have dimS: "dim S < DIM('a)"
by (simp add: assms)
then obtain b where b: "b \<noteq> 0" "span S \<subseteq> {a. b \<bullet> a = 0}"
using lowdim_subset_hyperplane [of S] by fastforce
show ?thesis
apply (rule that[OF b(1)])
apply (rule subspace_dim_equal)
by (auto simp: assms b dim_hyperplane dim_span subspace_hyperplane
subspace_span)
qed
lemma dim_eq_hyperplane:
fixes S :: "'n::euclidean_space set"
shows "dim S = DIM('n) - 1 \<longleftrightarrow> (\<exists>a. a \<noteq> 0 \<and> span S = {x. a \<bullet> x = 0})"
by (metis One_nat_def dim_hyperplane dim_span lowdim_eq_hyperplane)
subsection\<open> Orthogonal bases, Gram-Schmidt process, and related theorems\<close>
lemma pairwise_orthogonal_independent:
assumes "pairwise orthogonal S" and "0 \<notin> S"
shows "independent S"
proof -
have 0: "\<And>x y. \<lbrakk>x \<noteq> y; x \<in> S; y \<in> S\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
using assms by (simp add: pairwise_def orthogonal_def)
have "False" if "a \<in> S" and a: "a \<in> span (S - {a})" for a
proof -
obtain T U where "T \<subseteq> S - {a}" "a = (\<Sum>v\<in>T. U v *\<^sub>R v)"
using a by (force simp: span_explicit)
then have "a \<bullet> a = a \<bullet> (\<Sum>v\<in>T. U v *\<^sub>R v)"
by simp
also have "... = 0"
apply (simp add: inner_sum_right)
apply (rule comm_monoid_add_class.sum.neutral)
by (metis "0" DiffE \<open>T \<subseteq> S - {a}\<close> mult_not_zero singletonI subsetCE \<open>a \<in> S\<close>)
finally show ?thesis
using \<open>0 \<notin> S\<close> \<open>a \<in> S\<close> by auto
qed
then show ?thesis
by (force simp: dependent_def)
qed
lemma pairwise_orthogonal_imp_finite:
fixes S :: "'a::euclidean_space set"
assumes "pairwise orthogonal S"
shows "finite S"
proof -
have "independent (S - {0})"
apply (rule pairwise_orthogonal_independent)
apply (metis Diff_iff assms pairwise_def)
by blast
then show ?thesis
by (meson independent_imp_finite infinite_remove)
qed
lemma subspace_orthogonal_to_vector: "subspace {y. orthogonal x y}"
by (simp add: subspace_def orthogonal_clauses)
lemma subspace_orthogonal_to_vectors: "subspace {y. \<forall>x \<in> S. orthogonal x y}"
by (simp add: subspace_def orthogonal_clauses)
lemma orthogonal_to_span:
assumes a: "a \<in> span S" and x: "\<And>y. y \<in> S \<Longrightarrow> orthogonal x y"
shows "orthogonal x a"
by (metis a orthogonal_clauses(1,2,4)
span_induct_alt x)
proposition Gram_Schmidt_step:
fixes S :: "'a::euclidean_space set"
assumes S: "pairwise orthogonal S" and x: "x \<in> span S"
shows "orthogonal x (a - (\<Sum>b\<in>S. (b \<bullet> a / (b \<bullet> b)) *\<^sub>R b))"
proof -
have "finite S"
by (simp add: S pairwise_orthogonal_imp_finite)
have "orthogonal (a - (\<Sum>b\<in>S. (b \<bullet> a / (b \<bullet> b)) *\<^sub>R b)) x"
if "x \<in> S" for x
proof -
have "a \<bullet> x = (\<Sum>y\<in>S. if y = x then y \<bullet> a else 0)"
by (simp add: \<open>finite S\<close> inner_commute sum.delta that)
also have "... = (\<Sum>b\<in>S. b \<bullet> a * (b \<bullet> x) / (b \<bullet> b))"
apply (rule sum.cong [OF refl], simp)
by (meson S orthogonal_def pairwise_def that)
finally show ?thesis
by (simp add: orthogonal_def algebra_simps inner_sum_left)
qed
then show ?thesis
using orthogonal_to_span orthogonal_commute x by blast
qed
lemma orthogonal_extension_aux:
fixes S :: "'a::euclidean_space set"
assumes "finite T" "finite S" "pairwise orthogonal S"
shows "\<exists>U. pairwise orthogonal (S \<union> U) \<and> span (S \<union> U) = span (S \<union> T)"
using assms
proof (induction arbitrary: S)
case empty then show ?case
by simp (metis sup_bot_right)
next
case (insert a T)
have 0: "\<And>x y. \<lbrakk>x \<noteq> y; x \<in> S; y \<in> S\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
using insert by (simp add: pairwise_def orthogonal_def)
define a' where "a' = a - (\<Sum>b\<in>S. (b \<bullet> a / (b \<bullet> b)) *\<^sub>R b)"
obtain U where orthU: "pairwise orthogonal (S \<union> insert a' U)"
and spanU: "span (insert a' S \<union> U) = span (insert a' S \<union> T)"
by (rule exE [OF insert.IH [of "insert a' S"]])
(auto simp: Gram_Schmidt_step a'_def insert.prems orthogonal_commute
pairwise_orthogonal_insert span_clauses)
have orthS: "\<And>x. x \<in> S \<Longrightarrow> a' \<bullet> x = 0"
apply (simp add: a'_def)
using Gram_Schmidt_step [OF \<open>pairwise orthogonal S\<close>]
apply (force simp: orthogonal_def inner_commute span_superset [THEN subsetD])
done
have "span (S \<union> insert a' U) = span (insert a' (S \<union> T))"
using spanU by simp
also have "... = span (insert a (S \<union> T))"
apply (rule eq_span_insert_eq)
apply (simp add: a'_def span_neg span_sum span_base span_mul)
done
also have "... = span (S \<union> insert a T)"
by simp
finally show ?case
by (rule_tac x="insert a' U" in exI) (use orthU in auto)
qed
proposition orthogonal_extension:
fixes S :: "'a::euclidean_space set"
assumes S: "pairwise orthogonal S"
obtains U where "pairwise orthogonal (S \<union> U)" "span (S \<union> U) = span (S \<union> T)"
proof -
obtain B where "finite B" "span B = span T"
using basis_subspace_exists [of "span T"] subspace_span by metis
with orthogonal_extension_aux [of B S]
obtain U where "pairwise orthogonal (S \<union> U)" "span (S \<union> U) = span (S \<union> B)"
using assms pairwise_orthogonal_imp_finite by auto
with \<open>span B = span T\<close> show ?thesis
by (rule_tac U=U in that) (auto simp: span_Un)
qed
corollary\<^marker>\<open>tag unimportant\<close> orthogonal_extension_strong:
fixes S :: "'a::euclidean_space set"
assumes S: "pairwise orthogonal S"
obtains U where "U \<inter> (insert 0 S) = {}" "pairwise orthogonal (S \<union> U)"
"span (S \<union> U) = span (S \<union> T)"
proof -
obtain U where "pairwise orthogonal (S \<union> U)" "span (S \<union> U) = span (S \<union> T)"
using orthogonal_extension assms by blast
then show ?thesis
apply (rule_tac U = "U - (insert 0 S)" in that)
apply blast
apply (force simp: pairwise_def)
apply (metis Un_Diff_cancel Un_insert_left span_redundant span_zero)
done
qed
subsection\<open>Decomposing a vector into parts in orthogonal subspaces\<close>
text\<open>existence of orthonormal basis for a subspace.\<close>
lemma orthogonal_spanningset_subspace:
fixes S :: "'a :: euclidean_space set"
assumes "subspace S"
obtains B where "B \<subseteq> S" "pairwise orthogonal B" "span B = S"
proof -
obtain B where "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S"
using basis_exists by blast
with orthogonal_extension [of "{}" B]
show ?thesis
by (metis Un_empty_left assms pairwise_empty span_superset span_subspace that)
qed
lemma orthogonal_basis_subspace:
fixes S :: "'a :: euclidean_space set"
assumes "subspace S"
obtains B where "0 \<notin> B" "B \<subseteq> S" "pairwise orthogonal B" "independent B"
"card B = dim S" "span B = S"
proof -
obtain B where "B \<subseteq> S" "pairwise orthogonal B" "span B = S"
using assms orthogonal_spanningset_subspace by blast
then show ?thesis
apply (rule_tac B = "B - {0}" in that)
apply (auto simp: indep_card_eq_dim_span pairwise_subset pairwise_orthogonal_independent elim: pairwise_subset)
done
qed
proposition orthonormal_basis_subspace:
fixes S :: "'a :: euclidean_space set"
assumes "subspace S"
obtains B where "B \<subseteq> S" "pairwise orthogonal B"
and "\<And>x. x \<in> B \<Longrightarrow> norm x = 1"
and "independent B" "card B = dim S" "span B = S"
proof -
obtain B where "0 \<notin> B" "B \<subseteq> S"
and orth: "pairwise orthogonal B"
and "independent B" "card B = dim S" "span B = S"
by (blast intro: orthogonal_basis_subspace [OF assms])
have 1: "(\<lambda>x. x /\<^sub>R norm x) ` B \<subseteq> S"
using \<open>span B = S\<close> span_superset span_mul by fastforce
have 2: "pairwise orthogonal ((\<lambda>x. x /\<^sub>R norm x) ` B)"
using orth by (force simp: pairwise_def orthogonal_clauses)
have 3: "\<And>x. x \<in> (\<lambda>x. x /\<^sub>R norm x) ` B \<Longrightarrow> norm x = 1"
by (metis (no_types, lifting) \<open>0 \<notin> B\<close> image_iff norm_sgn sgn_div_norm)
have 4: "independent ((\<lambda>x. x /\<^sub>R norm x) ` B)"
by (metis "2" "3" norm_zero pairwise_orthogonal_independent zero_neq_one)
have "inj_on (\<lambda>x. x /\<^sub>R norm x) B"
proof
fix x y
assume "x \<in> B" "y \<in> B" "x /\<^sub>R norm x = y /\<^sub>R norm y"
moreover have "\<And>i. i \<in> B \<Longrightarrow> norm (i /\<^sub>R norm i) = 1"
using 3 by blast
ultimately show "x = y"
by (metis norm_eq_1 orth orthogonal_clauses(7) orthogonal_commute orthogonal_def pairwise_def zero_neq_one)
qed
then have 5: "card ((\<lambda>x. x /\<^sub>R norm x) ` B) = dim S"
by (metis \<open>card B = dim S\<close> card_image)
have 6: "span ((\<lambda>x. x /\<^sub>R norm x) ` B) = S"
by (metis "1" "4" "5" assms card_eq_dim independent_imp_finite span_subspace)
show ?thesis
by (rule that [OF 1 2 3 4 5 6])
qed
proposition\<^marker>\<open>tag unimportant\<close> orthogonal_to_subspace_exists_gen:
fixes S :: "'a :: euclidean_space set"
assumes "span S \<subset> span T"
obtains x where "x \<noteq> 0" "x \<in> span T" "\<And>y. y \<in> span S \<Longrightarrow> orthogonal x y"
proof -
obtain B where "B \<subseteq> span S" and orthB: "pairwise orthogonal B"
and "\<And>x. x \<in> B \<Longrightarrow> norm x = 1"
and "independent B" "card B = dim S" "span B = span S"
by (rule orthonormal_basis_subspace [of "span S", OF subspace_span])
(auto simp: dim_span)
with assms obtain u where spanBT: "span B \<subseteq> span T" and "u \<notin> span B" "u \<in> span T"
by auto
obtain C where orthBC: "pairwise orthogonal (B \<union> C)" and spanBC: "span (B \<union> C) = span (B \<union> {u})"
by (blast intro: orthogonal_extension [OF orthB])
show thesis
proof (cases "C \<subseteq> insert 0 B")
case True
then have "C \<subseteq> span B"
using span_eq
by (metis span_insert_0 subset_trans)
moreover have "u \<in> span (B \<union> C)"
using \<open>span (B \<union> C) = span (B \<union> {u})\<close> span_superset by force
ultimately show ?thesis
using True \<open>u \<notin> span B\<close>
by (metis Un_insert_left span_insert_0 sup.orderE)
next
case False
then obtain x where "x \<in> C" "x \<noteq> 0" "x \<notin> B"
by blast
then have "x \<in> span T"
by (metis (no_types, lifting) Un_insert_right Un_upper2 \<open>u \<in> span T\<close> spanBT spanBC
\<open>u \<in> span T\<close> insert_subset span_superset span_mono
span_span subsetCE subset_trans sup_bot.comm_neutral)
moreover have "orthogonal x y" if "y \<in> span B" for y
using that
proof (rule span_induct)
show "subspace {a. orthogonal x a}"
by (simp add: subspace_orthogonal_to_vector)
show "\<And>b. b \<in> B \<Longrightarrow> orthogonal x b"
by (metis Un_iff \<open>x \<in> C\<close> \<open>x \<notin> B\<close> orthBC pairwise_def)
qed
ultimately show ?thesis
using \<open>x \<noteq> 0\<close> that \<open>span B = span S\<close> by auto
qed
qed
corollary\<^marker>\<open>tag unimportant\<close> orthogonal_to_subspace_exists:
fixes S :: "'a :: euclidean_space set"
assumes "dim S < DIM('a)"
obtains x where "x \<noteq> 0" "\<And>y. y \<in> span S \<Longrightarrow> orthogonal x y"
proof -
have "span S \<subset> UNIV"
by (metis (mono_tags) UNIV_I assms inner_eq_zero_iff less_le lowdim_subset_hyperplane
mem_Collect_eq top.extremum_strict top.not_eq_extremum)
with orthogonal_to_subspace_exists_gen [of S UNIV] that show ?thesis
by (auto simp: span_UNIV)
qed
corollary\<^marker>\<open>tag unimportant\<close> orthogonal_to_vector_exists:
fixes x :: "'a :: euclidean_space"
assumes "2 \<le> DIM('a)"
obtains y where "y \<noteq> 0" "orthogonal x y"
proof -
have "dim {x} < DIM('a)"
using assms by auto
then show thesis
by (rule orthogonal_to_subspace_exists) (simp add: orthogonal_commute span_base that)
qed
proposition\<^marker>\<open>tag unimportant\<close> orthogonal_subspace_decomp_exists:
fixes S :: "'a :: euclidean_space set"
obtains y z
where "y \<in> span S"
and "\<And>w. w \<in> span S \<Longrightarrow> orthogonal z w"
and "x = y + z"
proof -
obtain T where "0 \<notin> T" "T \<subseteq> span S" "pairwise orthogonal T" "independent T"
"card T = dim (span S)" "span T = span S"
using orthogonal_basis_subspace subspace_span by blast
let ?a = "\<Sum>b\<in>T. (b \<bullet> x / (b \<bullet> b)) *\<^sub>R b"
have orth: "orthogonal (x - ?a) w" if "w \<in> span S" for w
by (simp add: Gram_Schmidt_step \<open>pairwise orthogonal T\<close> \<open>span T = span S\<close>
orthogonal_commute that)
show ?thesis
apply (rule_tac y = "?a" and z = "x - ?a" in that)
apply (meson \<open>T \<subseteq> span S\<close> span_scale span_sum subsetCE)
apply (fact orth, simp)
done
qed
lemma orthogonal_subspace_decomp_unique:
fixes S :: "'a :: euclidean_space set"
assumes "x + y = x' + y'"
and ST: "x \<in> span S" "x' \<in> span S" "y \<in> span T" "y' \<in> span T"
and orth: "\<And>a b. \<lbrakk>a \<in> S; b \<in> T\<rbrakk> \<Longrightarrow> orthogonal a b"
shows "x = x' \<and> y = y'"
proof -
have "x + y - y' = x'"
by (simp add: assms)
moreover have "\<And>a b. \<lbrakk>a \<in> span S; b \<in> span T\<rbrakk> \<Longrightarrow> orthogonal a b"
by (meson orth orthogonal_commute orthogonal_to_span)
ultimately have "0 = x' - x"
by (metis (full_types) add_diff_cancel_left' ST diff_right_commute orthogonal_clauses(10) orthogonal_clauses(5) orthogonal_self)
with assms show ?thesis by auto
qed
lemma vector_in_orthogonal_spanningset:
fixes a :: "'a::euclidean_space"
obtains S where "a \<in> S" "pairwise orthogonal S" "span S = UNIV"
by (metis UNIV_I Un_iff empty_iff insert_subset orthogonal_extension pairwise_def
pairwise_orthogonal_insert span_UNIV subsetI subset_antisym)
lemma vector_in_orthogonal_basis:
fixes a :: "'a::euclidean_space"
assumes "a \<noteq> 0"
obtains S where "a \<in> S" "0 \<notin> S" "pairwise orthogonal S" "independent S" "finite S"
"span S = UNIV" "card S = DIM('a)"
proof -
obtain S where S: "a \<in> S" "pairwise orthogonal S" "span S = UNIV"
using vector_in_orthogonal_spanningset .
show thesis
proof
show "pairwise orthogonal (S - {0})"
using pairwise_mono S(2) by blast
show "independent (S - {0})"
by (simp add: \<open>pairwise orthogonal (S - {0})\<close> pairwise_orthogonal_independent)
show "finite (S - {0})"
using \<open>independent (S - {0})\<close> independent_imp_finite by blast
show "card (S - {0}) = DIM('a)"
using span_delete_0 [of S] S
by (simp add: \<open>independent (S - {0})\<close> indep_card_eq_dim_span dim_UNIV)
qed (use S \<open>a \<noteq> 0\<close> in auto)
qed
lemma vector_in_orthonormal_basis:
fixes a :: "'a::euclidean_space"
assumes "norm a = 1"
obtains S where "a \<in> S" "pairwise orthogonal S" "\<And>x. x \<in> S \<Longrightarrow> norm x = 1"
"independent S" "card S = DIM('a)" "span S = UNIV"
proof -
have "a \<noteq> 0"
using assms by auto
then obtain S where "a \<in> S" "0 \<notin> S" "finite S"
and S: "pairwise orthogonal S" "independent S" "span S = UNIV" "card S = DIM('a)"
by (metis vector_in_orthogonal_basis)
let ?S = "(\<lambda>x. x /\<^sub>R norm x) ` S"
show thesis
proof
show "a \<in> ?S"
using \<open>a \<in> S\<close> assms image_iff by fastforce
next
show "pairwise orthogonal ?S"
using \<open>pairwise orthogonal S\<close> by (auto simp: pairwise_def orthogonal_def)
show "\<And>x. x \<in> (\<lambda>x. x /\<^sub>R norm x) ` S \<Longrightarrow> norm x = 1"
using \<open>0 \<notin> S\<close> by (auto simp: divide_simps)
then show "independent ?S"
by (metis \<open>pairwise orthogonal ((\<lambda>x. x /\<^sub>R norm x) ` S)\<close> norm_zero pairwise_orthogonal_independent zero_neq_one)
have "inj_on (\<lambda>x. x /\<^sub>R norm x) S"
unfolding inj_on_def
by (metis (full_types) S(1) \<open>0 \<notin> S\<close> inverse_nonzero_iff_nonzero norm_eq_zero orthogonal_scaleR orthogonal_self pairwise_def)
then show "card ?S = DIM('a)"
by (simp add: card_image S)
show "span ?S = UNIV"
by (metis (no_types) \<open>0 \<notin> S\<close> \<open>finite S\<close> \<open>span S = UNIV\<close>
field_class.field_inverse_zero inverse_inverse_eq less_irrefl span_image_scale
zero_less_norm_iff)
qed
qed
proposition dim_orthogonal_sum:
fixes A :: "'a::euclidean_space set"
assumes "\<And>x y. \<lbrakk>x \<in> A; y \<in> B\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
shows "dim(A \<union> B) = dim A + dim B"
proof -
have 1: "\<And>x y. \<lbrakk>x \<in> span A; y \<in> B\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
by (erule span_induct [OF _ subspace_hyperplane2]; simp add: assms)
have "\<And>x y. \<lbrakk>x \<in> span A; y \<in> span B\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
using 1 by (simp add: span_induct [OF _ subspace_hyperplane])
then have 0: "\<And>x y. \<lbrakk>x \<in> span A; y \<in> span B\<rbrakk> \<Longrightarrow> x \<bullet> y = 0"
by simp
have "dim(A \<union> B) = dim (span (A \<union> B))"
by (simp add: dim_span)
also have "span (A \<union> B) = ((\<lambda>(a, b). a + b) ` (span A \<times> span B))"
by (auto simp add: span_Un image_def)
also have "dim \<dots> = dim {x + y |x y. x \<in> span A \<and> y \<in> span B}"
by (auto intro!: arg_cong [where f=dim])
also have "... = dim {x + y |x y. x \<in> span A \<and> y \<in> span B} + dim(span A \<inter> span B)"
by (auto simp: dest: 0)
also have "... = dim (span A) + dim (span B)"
by (rule dim_sums_Int) (auto simp: subspace_span)
also have "... = dim A + dim B"
by (simp add: dim_span)
finally show ?thesis .
qed
lemma dim_subspace_orthogonal_to_vectors:
fixes A :: "'a::euclidean_space set"
assumes "subspace A" "subspace B" "A \<subseteq> B"
shows "dim {y \<in> B. \<forall>x \<in> A. orthogonal x y} + dim A = dim B"
proof -
have "dim (span ({y \<in> B. \<forall>x\<in>A. orthogonal x y} \<union> A)) = dim (span B)"
proof (rule arg_cong [where f=dim, OF subset_antisym])
show "span ({y \<in> B. \<forall>x\<in>A. orthogonal x y} \<union> A) \<subseteq> span B"
by (simp add: \<open>A \<subseteq> B\<close> Collect_restrict span_mono)
next
have *: "x \<in> span ({y \<in> B. \<forall>x\<in>A. orthogonal x y} \<union> A)"
if "x \<in> B" for x
proof -
obtain y z where "x = y + z" "y \<in> span A" and orth: "\<And>w. w \<in> span A \<Longrightarrow> orthogonal z w"
using orthogonal_subspace_decomp_exists [of A x] that by auto
have "y \<in> span B"
using \<open>y \<in> span A\<close> assms(3) span_mono by blast
then have "z \<in> {a \<in> B. \<forall>x. x \<in> A \<longrightarrow> orthogonal x a}"
apply simp
using \<open>x = y + z\<close> assms(1) assms(2) orth orthogonal_commute span_add_eq
span_eq_iff that by blast
then have z: "z \<in> span {y \<in> B. \<forall>x\<in>A. orthogonal x y}"
by (meson span_superset subset_iff)
then show ?thesis
apply (auto simp: span_Un image_def \<open>x = y + z\<close> \<open>y \<in> span A\<close>)
using \<open>y \<in> span A\<close> add.commute by blast
qed
show "span B \<subseteq> span ({y \<in> B. \<forall>x\<in>A. orthogonal x y} \<union> A)"
by (rule span_minimal)
(auto intro: * span_minimal simp: subspace_span)
qed
then show ?thesis
by (metis (no_types, lifting) dim_orthogonal_sum dim_span mem_Collect_eq
orthogonal_commute orthogonal_def)
qed
end