(* 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 \ (UNIV::'a::finite set)}"
using finite finite_image_set by blast
lemma substdbasis_expansion_unique:
includes inner_syntax
assumes d: "d \ Basis"
shows "(\i\d. f i *\<^sub>R i) = (x::'a::euclidean_space) \
(\<forall>i\<in>Basis. (i \<in> d \<longrightarrow> f i = x \<bullet> i) \<and> (i \<notin> d \<longrightarrow> x \<bullet> i = 0))"
proof -
have *: "\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 ***: "\i. i \ Basis \ (\i\d. f i *\<^sub>R i) \ i = (\x\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 \ Basis \ independent d"
by (rule independent_mono[OF independent_Basis])
lemma subset_translation_eq [simp]:
fixes a :: "'a::real_vector" shows "(+) a ` s \ (+) a ` t \ s \ t"
by auto
lemma translate_inj_on:
fixes A :: "'a::ab_group_add set"
shows "inj_on (\x. a + x) A"
unfolding inj_on_def by auto
lemma translation_assoc:
fixes a b :: "'a::ab_group_add"
shows "(\x. b + x) ` ((\x. a + x) ` S) = (\x. (a + b) + x) ` S"
by auto
lemma translation_invert:
fixes a :: "'a::ab_group_add"
assumes "(\x. a + x) ` A = (\x. a + x) ` B"
shows "A = B"
proof -
have "(\x. -a + x) ` ((\x. a + x) ` A) = (\x. - a + x) ` ((\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 = ((\x. a + x) ` S) \ S = ((\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 "((\x. - a + x) ` V) \ (S :: 'n::ab_group_add set)"
shows "V \ ((\x. a + x) ` S)"
proof -
{
fix x
assume "x \ V"
then have "x-a \ S" using assms by auto
then have "x \ {a + v |v. v \ S}"
apply auto
apply (rule exI[of _ "x-a"], simp)
done
then have "x \ ((\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 \ 'b::real_inner"
assumes lf: "linear f"
shows "(f x) \ j = (\i\Basis. (x\i) * (f i\j))" (is "?lhs = ?rhs")
proof -
interpret linear f by fact
have "?rhs = (\i\Basis. (x\i) *\<^sub>R (f i))\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 \ x \ x = x \ y \ y \ y = x \ x"
(is "?lhs \ ?rhs")
proof
assume ?lhs
then show ?rhs by simp
next
assume ?rhs
then have "x \ x - x \ y = 0 \ x \ y - y \ y = 0"
by simp
then have "x \ (x - y) = 0 \ y \ (x - y) = 0"
by (simp add: inner_diff inner_commute)
then have "(x - y) \ (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 \ norm (y - x2) < e / 2 \ 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 \ abs (y - x2) < e / 2 \ 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 \ sum f (insert x S) = (if x \ S then sum f S else f x + sum f S)"
by (auto simp add: insert_absorb)
lemma vector_eq_ldot: "(\x. x \ y = x \ z) \ y = z"
proof
assume "\x. x \ y = x \ z"
then have "\x. x \ (y - z) = 0"
by (simp add: inner_diff)
then have "(y - z) \ (y - z) = 0" ..
then show "y = z" by simp
qed simp
lemma vector_eq_rdot: "(\z. x \ z = y \ z) \ x = y"
proof
assume "\z. x \ z = y \ z"
then have "\z. (x - y) \ z = 0"
by (simp add: inner_diff)
then have "(x - y) \ (x - y) = 0" ..
then show "x = y" by simp
qed simp
subsection \<open>Substandard Basis\<close>
lemma ex_card:
assumes "n \ card A"
shows "\S\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.. ..
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} \ 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. (\i\Basis. P i \ x\i = 0)}"
by (auto simp: subspace_def inner_add_left)
lemma dim_substandard:
assumes d: "d \ Basis"
shows "dim {x::'a::euclidean_space. \i\Basis. i \ d \ x\i = 0} = card d" (is "dim ?A = _")
proof (rule dim_unique)
from d show "d \ ?A"
by (auto simp: inner_Basis)
from d show "independent d"
by (rule independent_mono [OF independent_Basis])
have "x \ span d" if "\i\Basis. i \ d \ x \ i = 0" for x
proof -
have "finite d"
by (rule finite_subset [OF d finite_Basis])
then have "(\i\d. (x \ i) *\<^sub>R i) \ span d"
by (simp add: span_sum span_clauses)
also have "(\i\d. (x \ i) *\<^sub>R i) = (\i\Basis. (x \ i) *\<^sub>R i)"
by (rule sum.mono_neutral_cong_left [OF finite_Basis d]) (auto simp: that)
finally show "x \ span d"
by (simp only: euclidean_representation)
qed
then show "?A \ 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 \ x = 0"
by (simp add: orthogonal_def)
lemma orthogonal_clauses:
"orthogonal a 0"
"orthogonal a x \ orthogonal a (c *\<^sub>R x)"
"orthogonal a x \ orthogonal a (- x)"
"orthogonal a x \ orthogonal a y \ orthogonal a (x + y)"
"orthogonal a x \ orthogonal a y \ orthogonal a (x - y)"
"orthogonal 0 a"
"orthogonal x a \ orthogonal (c *\<^sub>R x) a"
"orthogonal x a \ orthogonal (- x) a"
"orthogonal x a \ orthogonal y a \ orthogonal (x + y) a"
"orthogonal x a \ orthogonal y a \ orthogonal (x - y) a"
unfolding orthogonal_def inner_add inner_diff by auto
end
lemma orthogonal_commute: "orthogonal x y \ orthogonal y x"
by (simp add: orthogonal_def inner_commute)
lemma orthogonal_scaleR [simp]: "c \ 0 \ orthogonal (c *\<^sub>R x) = orthogonal x"
by (rule ext) (simp add: orthogonal_def)
lemma pairwise_ortho_scaleR:
"pairwise (\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:
"\finite s; \y. y \ s \ orthogonal x (f y)\ \ orthogonal x (sum f s)"
by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)
lemma orthogonal_lvsum:
"\finite s; \x. x \ s \ orthogonal (f x) y\ \ 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)) \ (a - (0 - b)) = a \ a - (0 - b \ 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 (\i j. orthogonal (f i) (f j)) I"
shows "(norm (sum f I))\<^sup>2 = (\i\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 \ linear f \ (\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 \ orthogonal (f x) (f y) \ orthogonal x y"
by (simp add: orthogonal_def orthogonal_transformation_def)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_compose:
"\orthogonal_transformation f; orthogonal_transformation g\ \ orthogonal_transformation(f \ g)"
by (auto simp: orthogonal_transformation_def linear_compose)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_neg:
"orthogonal_transformation(\x. -(f x)) \ 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 \ linear f"
by (simp add: orthogonal_transformation_def)
lemma\<^marker>\<open>tag unimportant\<close> orthogonal_transformation_inj:
"orthogonal_transformation f \ 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 \ surj f"
for f :: "'a::euclidean_space \ '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 \ bij f"
for f :: "'a::euclidean_space \ '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 \ orthogonal_transformation (inv f)"
for f :: "'a::euclidean_space \ '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 \ norm (f x) = norm x"
by (metis orthogonal_transformation)
subsection \<open>Bilinear functions\<close>
definition\<^marker>\<open>tag important\<close>
bilinear :: "('a::real_vector \ 'b::real_vector \ 'c::real_vector) \ bool" where
"bilinear f \ (\x. linear (\y. f x y)) \ (\y. linear (\x. f x y))"
lemma bilinear_ladd: "bilinear h \ h (x + y) z = h x z + h y z"
by (simp add: bilinear_def linear_iff)
lemma bilinear_radd: "bilinear h \ h x (y + z) = h x y + h x z"
by (simp add: bilinear_def linear_iff)
lemma bilinear_times:
fixes c::"'a::real_algebra" shows "bilinear (\x y::'a. x*y)"
by (auto simp: bilinear_def distrib_left distrib_right intro!: linearI)
lemma bilinear_lmul: "bilinear h \ h (c *\<^sub>R x) y = c *\<^sub>R h x y"
by (simp add: bilinear_def linear_iff)
lemma bilinear_rmul: "bilinear h \ h x (c *\<^sub>R y) = c *\<^sub>R h x y"
by (simp add: bilinear_def linear_iff)
lemma bilinear_lneg: "bilinear h \ h (- x) y = - h x y"
by (drule bilinear_lmul [of _ "- 1"]) simp
lemma bilinear_rneg: "bilinear h \ h x (- y) = - h x y"
by (drule bilinear_rmul [of _ _ "- 1"]) simp
lemma (in ab_group_add) eq_add_iff: "x = x + y \ 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 \ 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 \ 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 (\(i,j). h (f i) (g j)) (S \ T) "
proof -
interpret l: linear "\x. h x y" for y using assms by (simp add: bilinear_def)
interpret r: linear "\y. h x y" for x using assms by (simp add: bilinear_def)
have "h (sum f S) (sum g T) = sum (\x. h (f x) (sum g T)) S"
by (simp add: l.sum)
also have "\ = sum (\x. sum (\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'. \x y. f x \ y = x \ f' y)"
lemma adjoint_unique:
assumes "\x y. inner (f x) y = inner x (g y)"
shows "adjoint f = g"
unfolding adjoint_def
proof (rule some_equality)
show "\x y. inner (f x) y = inner x (g y)"
by (rule assms)
next
fix h
assume "\x y. inner (f x) y = inner x (h y)"
then have "\x y. inner x (g y) = inner x (h y)"
using assms by simp
then have "\x y. inner x (g y - h y) = 0"
by (simp add: inner_diff_right)
then have "\y. inner (g y - h y) (g y - h y) = 0"
by simp
then have "\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 \ 'm::euclidean_space"
assumes lf: "linear f"
shows "x \ adjoint f y = f x \ y"
proof -
interpret linear f by fact
have "\y. \w. \x. f x \ y = x \ w"
proof (intro allI exI)
fix y :: "'m" and x
let ?w = "(\i\Basis. (f i \ y) *\<^sub>R i) :: 'n"
have "f x \ y = f (\i\Basis. (x \ i) *\<^sub>R i) \ y"
by (simp add: euclidean_representation)
also have "\ = (\i\Basis. (x \ i) *\<^sub>R f i) \ y"
by (simp add: sum scale)
finally show "f x \ y = x \ ?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="\f'. x \ f' y = f x \ y"]) auto
qed
lemma adjoint_clauses:
fixes f :: "'n::euclidean_space \ 'm::euclidean_space"
assumes lf: "linear f"
shows "x \ adjoint f y = f x \ y"
and "adjoint f y \ x = y \ f x"
by (simp_all add: adjoint_works[OF lf] inner_commute)
lemma adjoint_linear:
fixes f :: "'n::euclidean_space \ '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 \ 'm::euclidean_space"
assumes lf: "linear f"
shows "adjoint (adjoint f) = f"
by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])
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 \ 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 \ 'b::real_normed_vector"
assumes lf: "linear f"
shows "\B. \x. norm (f x) \ B * norm x"
proof
interpret linear f by fact
let ?B = "\b\Basis. norm (f b)"
show "\x. norm (f x) \ ?B * norm x"
proof
fix x :: 'a
let ?g = "\b. (x \ b) *\<^sub>R f b"
have "norm (f x) = norm (f (\b\Basis. (x \ b) *\<^sub>R b))"
unfolding euclidean_representation ..
also have "\ = norm (sum ?g Basis)"
by (simp add: sum scale)
finally have th0: "norm (f x) = norm (sum ?g Basis)" .
have th: "norm (?g i) \ norm (f i) * norm x" if "i \ Basis" for i
proof -
from Basis_le_norm[OF that, of x]
show "norm (?g i) \ 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) \ ?B * norm x"
unfolding th0 sum_distrib_right by metis
qed
qed
lemma linear_conv_bounded_linear:
fixes f :: "'a::euclidean_space \ 'b::real_normed_vector"
shows "linear f \ bounded_linear f"
proof
assume "linear f"
then interpret f: linear f .
show "bounded_linear f"
proof
have "\B. \x. norm (f x) \ B * norm x"
using \<open>linear f\<close> by (rule linear_bounded)
then show "\K. \x. norm (f x) \ 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 inj_linear_imp_inv_bounded_linear:
fixes f::"'a::euclidean_space \ 'a"
shows "\bounded_linear f; inj f\ \ bounded_linear (inv f)"
by (simp add: inj_linear_imp_inv_linear linear_linear)
lemma linear_bounded_pos:
fixes f :: "'a::euclidean_space \ 'b::real_normed_vector"
assumes lf: "linear f"
obtains B where "B > 0" "\x. norm (f x) \ B * norm x"
proof -
have "\B > 0. \x. norm (f x) \ 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 \ 'b::euclidean_space"
assumes "linear f" "linear g" "g \ f = id"
obtains B where "B > 0" "\x. B * norm x \ norm(f x)"
proof -
obtain B where "B > 0" and B: "\x. norm (g x) \ 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 \ 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 "\ \ 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 \ 'b::euclidean_space"
assumes "linear f" "inj f"
obtains B where "B > 0" "\x. B * norm x \ 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 \ 'b::real_normed_vector"
assumes "\x y. f (x + y) = f x + f y"
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 \ 'n::euclidean_space \ 'k::real_normed_vector"
assumes bh: "bilinear h"
shows "\B. \x y. norm (h x y) \ B * norm x * norm y"
proof (clarify intro!: exI[of _ "\i\Basis. \j\Basis. norm (h i j)"])
fix x :: 'm
fix y :: 'n
have "norm (h x y) = norm (h (sum (\i. (x \ i) *\<^sub>R i) Basis) (sum (\i. (y \ i) *\<^sub>R i) Basis))"
by (simp add: euclidean_representation)
also have "\ = norm (sum (\ (i,j). h ((x \ i) *\<^sub>R i) ((y \ j) *\<^sub>R j)) (Basis \ Basis))"
unfolding bilinear_sum[OF bh] ..
finally have th: "norm (h x y) = \" .
have "\i j. \i \ Basis; j \ Basis\
\<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) \ (\i\Basis. \j\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 \ 'b::euclidean_space \ 'c::real_normed_vector"
shows "bilinear h \ 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 "\B. \x y. norm (h x y) \ B * norm x * norm y"
using \<open>bilinear h\<close> by (rule bilinear_bounded)
then show "\K. \x y. norm (h x y) \ 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 \ 'b::euclidean_space \ 'c::real_normed_vector"
assumes bh: "bilinear h"
shows "\B > 0. \x y. norm (h x y) \ B * norm x * norm y"
proof -
have "\B > 0. \x y. norm (h x y) \ 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 \ (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 \ 'b::real_normed_vector"
shows "linear f \ (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 \ f differentiable net"
using bounded_linear_imp_has_derivative differentiable_def by blast
lemma linear_imp_differentiable:
fixes f :: "'a::euclidean_space \ 'b::real_normed_vector"
shows "linear f \ 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 \ finite S \ card S \ DIM('a)"
by (metis dim_subset_UNIV finiteI_independent dim_span_eq_card_independent)
lemmas independent_imp_finite = finiteI_independent
corollary\<^marker>\<open>tag unimportant\<close> independent_card_le:
fixes S :: "'a::euclidean_space set"
assumes "independent S"
shows "card S \ DIM('a)"
using assms independent_bound by auto
lemma dependent_biggerset:
fixes S :: "'a::euclidean_space set"
shows "(finite S \ card S > DIM('a)) \ 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 \ (x - ((b \ x) / (b \ b)) *\<^sub>R b) = 0"
unfolding inner_simps by auto
lemma pairwise_orthogonal_insert:
assumes "pairwise orthogonal S"
and "\y. y \ S \ 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 "\C. finite C \ card C \ card B \ span C = span B \ pairwise orthogonal C"
(is " \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 \ card B"
"span C = span B" "pairwise orthogonal C" by blast
let ?a = "a - sum (\x. (x \ a / (x \ 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 \ card (insert a B)"
by (simp add: card_insert_if)
{
fix x k
have th0: "\(a::'a) b c. a - (b - c) = c + (a - b)"
by (simp add: field_simps)
have "x - k *\<^sub>R (a - (\x\C. (x \ a / (x \ x)) *\<^sub>R x)) \ span C \ x - k *\<^sub>R a \ 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 \ 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 "\B. independent B \ B \ span V \ V \ span B \
(card B = dim V) \<and> pairwise orthogonal B"
proof -
from basis_exists[of V] obtain B where
B: "B \ V" "independent B" "V \ 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 \ card B" "span C = span B" "pairwise orthogonal C"
by blast
from C B have CSV: "C \ span V"
by (metis span_superset span_mono subset_trans)
from span_mono[OF B(3)] C have SVC: "span V \ 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)
from C fB have "card C \ dim V"
by simp
moreover have "dim V \ 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 \ UNIV"
shows "\a::'a. a \ 0 \ (\x \ span S. a \ x = 0)"
proof -
from sU obtain a where a: "a \ span S"
by blast
from orthogonal_basis_exists obtain B where
B: "independent B" "B \ span S" "S \ 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 (\b. (a \ b / (b \ b)) *\<^sub>R b) B"
have "sum (\b. (a \ b / (b \ b)) *\<^sub>R b) B \ span S"
unfolding sSB
apply (rule span_sum)
apply (rule span_scale)
apply (rule span_base)
apply assumption
done
with a have a0:"?a \ 0"
by auto
have "?a \ x = 0" if "x\span B" for x
proof (rule span_induct [OF that])
show "subspace {x. ?a \ x = 0}"
by (auto simp add: subspace_def inner_add)
next
{
fix x
assume x: "x \ B"
from x have B': "B = insert x (B - {x})"
by blast
have fth: "finite (B - {x})"
using fB by simp
have "?a \ 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 \ x = 0" if "x \ 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 \ UNIV"
shows "\ a. a \0 \ span S \ {x. a \ 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 "\a::'a. a \ 0 \ span S \ {x. a \ 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 \ UNIV"
by blast
from span_not_univ_subset_hyperplane[OF th] show ?thesis .
qed
lemma linear_eq_stdbasis:
fixes f :: "'a::euclidean_space \ _"
assumes lf: "linear f"
and lg: "linear g"
and fg: "\b. b \ Basis \ 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 \ span B"
and TC: "T \ span C"
and "x\S" "y\T"
and fg: "\x y. \x \ B; y\ C\ \ f x y = g x y"
shows "f x y = g x y"
proof -
let ?P = "{x. \y\ 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: "\x. x \ B \ 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 "\y\ span C. f x y = g x y" if "x \ 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 \ 'b::euclidean_space \ _"
assumes bf: "bilinear f"
and bg: "bilinear g"
and fg: "\i j. i \ Basis \ j \ Basis \ 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 "{\x \ i\ |i. i \ Basis} = (\i. \x \ i\) ` Basis"
by blast
lemma infnorm_Max:
fixes x :: "'a::euclidean_space"
shows "infnorm x = Max ((\i. \x \ i\) ` Basis)"
by (simp add: infnorm_def infnorm_set_image cSup_eq_Max)
lemma infnorm_set_lemma:
fixes x :: "'a::euclidean_space"
shows "finite {\x \ i\ |i. i \ Basis}"
and "{\x \ i\ |i. i \ Basis} \ {}"
unfolding infnorm_set_image
by auto
lemma infnorm_pos_le:
fixes x :: "'a::euclidean_space"
shows "0 \ 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) \ infnorm x + infnorm y"
proof -
have *: "\a b c d :: real. \a\ \ c \ \b\ \ d \ \a + b\ \ 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 \ x = 0"
proof -
have "infnorm x \ 0 \ 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: "\infnorm x - infnorm y\ \ infnorm (x - y)"
proof -
have *: "\(nx::real) n ny. nx \ n + ny \ ny \ n + nx \ \nx - ny\ \ n"
by arith
show ?thesis
proof (rule *)
from infnorm_triangle[of "x - y" " y"] infnorm_triangle[of "x - y" "-x"]
show "infnorm x \ infnorm (x - y) + infnorm y" "infnorm y \ infnorm (x - y) + infnorm x"
by (simp_all add: field_simps infnorm_neg)
qed
qed
lemma real_abs_infnorm: "\infnorm x\ = infnorm x"
using infnorm_pos_le[of x] by arith
lemma Basis_le_infnorm:
fixes x :: "'a::euclidean_space"
shows "b \ Basis \ \x \ b\ \ infnorm x"
by (simp add: infnorm_Max)
lemma infnorm_mul: "infnorm (a *\<^sub>R x) = \a\ * infnorm x"
unfolding infnorm_Max
proof (safe intro!: Max_eqI)
let ?B = "(\i. \x \ i\) ` Basis"
{ fix b :: 'a
assume "b \ Basis"
then show "\a *\<^sub>R x \ b\ \ \a\ * Max ?B"
by (simp add: abs_mult mult_left_mono)
next
from Max_in[of ?B] obtain b where "b \ Basis" "Max ?B = \x \ b\"
by (auto simp del: Max_in)
then show "\a\ * Max ((\i. \x \ i\) ` Basis) \ (\i. \a *\<^sub>R x \ i\) ` Basis"
by (intro image_eqI[where x=b]) (auto simp: abs_mult)
}
qed simp
lemma infnorm_mul_lemma: "infnorm (a *\<^sub>R x) \ \a\ * infnorm x"
unfolding infnorm_mul ..
lemma infnorm_pos_lt: "infnorm x > 0 \ x \ 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 \ norm x"
by (simp add: Basis_le_norm infnorm_Max)
lemma norm_le_infnorm:
fixes x :: "'a::euclidean_space"
shows "norm x \ 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 \ 0"
by (simp add: zero_le_mult_iff infnorm_pos_le)
have "x \ x \ (\b\Basis. x \ b * (x \ b))"
by (metis euclidean_inner order_refl)
also have "... \ DIM('a) * \infnorm x\\<^sup>2"
by (rule sum_bounded_above) (metis Basis_le_infnorm abs_le_square_iff power2_eq_square real_abs_infnorm)
also have "... \ (sqrt DIM('a) * infnorm x)\<^sup>2"
by (simp add: power_mult_distrib)
finally show "x \ x \ (sqrt DIM('a) * infnorm x)\<^sup>2" .
qed
lemma tendsto_infnorm [tendsto_intros]:
assumes "(f \ a) F"
shows "((\x. infnorm (f x)) \ infnorm a) F"
proof (rule tendsto_compose [OF LIM_I assms])
fix r :: real
assume "r > 0"
then show "\s>0. \x. x \ a \ norm (x - a) < s \ 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 \ y = norm x * norm y \ norm x *\<^sub>R y = norm y *\<^sub>R x"
(is "?lhs \ ?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 \
(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 "\ \ (2 * norm x * norm y * (norm x * norm y - x \ y) = 0)"
using False by (simp add: field_simps inner_commute)
also have "\ \ ?lhs"
using False by auto
finally show ?thesis by metis
qed
lemma norm_cauchy_schwarz_abs_eq:
"\x \ y\ = norm x * norm y \
norm x *\<^sub>R y = norm y *\<^sub>R x \<or> norm x *\<^sub>R y = - norm y *\<^sub>R x"
(is "?lhs \ ?rhs")
proof -
have th: "\(x::real) a. a \ 0 \ \x\ = a \ x = a \ x = - a"
by arith
have "?rhs \ norm x *\<^sub>R y = norm y *\<^sub>R x \ norm (- x) *\<^sub>R y = norm y *\<^sub>R (- x)"
by simp
also have "\ \ (x \ y = norm x * norm y \ (- x) \ y = norm x * norm y)"
unfolding norm_cauchy_schwarz_eq[symmetric]
unfolding norm_minus_cancel norm_scaleR ..
also have "\ \ ?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 \ norm x *\<^sub>R y = norm y *\<^sub>R x"
proof (cases "x = 0 \ 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 \ (norm (x + y))\<^sup>2 = (norm x + norm y)\<^sup>2"
by simp
also have "\ \ 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 \ (\u. \x \ S. \ y \ S. \c. x - y = c *\<^sub>R u)"
lemma collinear_alt:
"collinear S \ (\u v. \x \ S. \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 *: "\x. x \ S \ \c. x = u + c *\<^sub>R v"
by (auto simp: )
have "\c. x - y = c *\<^sub>R v" if "x \ S" "y \ 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 \ (\u. u \ 0 \ (\x \ S. \ y \ S. \c. x - y = c *\<^sub>R u))"
proof -
have "\v. v \ 0 \ (\x\S. \y\S. \c. x - y = c *\<^sub>R v)"
if "\x\S. \y\S. \c. x - y = c *\<^sub>R u" "u=0" for u
proof -
have "\x\S. \y\S. x = y"
using that by auto
moreover
obtain v::'a where "v \ 0"
using UNIV_not_singleton [of 0] by auto
ultimately have "\x\S. \y\S. \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: "\collinear T; S \ T\ \ 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} \ x = 0 \ y = 0 \ (\c. y = c *\<^sub>R x)"
(is "?lhs \ ?rhs")
proof (cases "x = 0 \ 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: "\ x\ {0,x,y}. \y\ {0,x,y}. \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 \ 0" and cy0: "cy \ 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: "\x \ y\ = norm x * norm y \ 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 \ 0"
by auto
show ?thesis
proof
assume "\x \ y\ = 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 "\x \ y\ = 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 \ x = 0}"
by (simp add: subspace_def inner_right_distrib)
lemma subspace_hyperplane2: "subspace {x. x \ a = 0}"
by (simp add: inner_commute inner_right_distrib subspace_def)
lemma special_hyperplane_span:
fixes S :: "'n::euclidean_space set"
assumes "k \ Basis"
shows "{x. k \ x = 0} = span (Basis - {k})"
proof -
have *: "x \ span (Basis - {k})" if "k \ x = 0" for x
proof -
have "x = (\b\Basis. (x \ b) *\<^sub>R b)"
by (simp add: euclidean_representation)
also have "... = (\b \ Basis - {k}. (x \ b) *\<^sub>R b)"
by (auto simp: sum.remove [of _ k] inner_commute assms that)
finally have "x = (\b\Basis - {k}. (x \ 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 \ Basis \ dim {x. k \ 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 \ 0"
shows "dim {x. a \ x = 0} = DIM('a) - 1"
proof -
have span0: "span {x. a \ x = 0} = {x. a \ x = 0}"
by (rule span_unique) (auto simp: subspace_hyperplane)
then obtain B where "independent B"
and Bsub: "B \ {x. a \ x = 0}"
and subspB: "{x. a \ x = 0} \ span B"
and card0: "(card B = dim {x. a \ x = 0})"
and ortho: "pairwise orthogonal B"
using orthogonal_basis_exists by metis
with assms have "a \ 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 \ span (insert a B)"
proof fix y::'a
obtain r z where z: "y = r *\<^sub>R a + z" "a \ z = 0"
apply (rule_tac r="(a \ y) / (a \ a)" and z = "y - ((a \ y) / (a \ a)) *\<^sub>R a" in that)
using assms
by (auto simp: algebra_simps)
show "y \ 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 \ 0" and "span S = {x. a \ x = 0}"
proof -
have dimS: "dim S < DIM('a)"
by (simp add: assms)
then obtain b where b: "b \ 0" "span S \ {a. b \ 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 subspace_hyperplane)
qed
lemma dim_eq_hyperplane:
fixes S :: "'n::euclidean_space set"
shows "dim S = DIM('n) - 1 \ (\a. a \ 0 \ span S = {x. a \ x = 0})"
by (metis One_nat_def dim_hyperplane dim_span lowdim_eq_hyperplane)
subsection\<open> Orthogonal bases and Gram-Schmidt process\<close>
lemma pairwise_orthogonal_independent:
assumes "pairwise orthogonal S" and "0 \ S"
shows "independent S"
proof -
have 0: "\x y. \x \ y; x \ S; y \ S\ \ x \ y = 0"
using assms by (simp add: pairwise_def orthogonal_def)
have "False" if "a \ S" and a: "a \ span (S - {a})" for a
proof -
obtain T U where "T \ S - {a}" "a = (\v\T. U v *\<^sub>R v)"
using a by (force simp: span_explicit)
then have "a \ a = a \ (\v\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. \x \ S. orthogonal x y}"
by (simp add: subspace_def orthogonal_clauses)
lemma orthogonal_to_span:
assumes a: "a \ span S" and x: "\y. y \ S \ 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 \ span S"
shows "orthogonal x (a - (\b\S. (b \ a / (b \ b)) *\<^sub>R b))"
proof -
have "finite S"
by (simp add: S pairwise_orthogonal_imp_finite)
have "orthogonal (a - (\b\S. (b \ a / (b \ b)) *\<^sub>R b)) x"
if "x \ S" for x
proof -
have "a \ x = (\y\S. if y = x then y \ a else 0)"
by (simp add: \<open>finite S\<close> inner_commute that)
also have "... = (\b\S. b \ a * (b \ x) / (b \ 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 "\U. pairwise orthogonal (S \ U) \ span (S \ U) = span (S \ 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: "\x y. \x \ y; x \ S; y \ S\ \ x \ 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 \ insert a' U)"
and spanU: "span (insert a' S \ U) = span (insert a' S \ 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: "\x. x \ S \ a' \ 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 \ insert a' U) = span (insert a' (S \ T))"
using spanU by simp
also have "... = span (insert a (S \ 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 \ 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 \ U)" "span (S \ U) = span (S \ 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 \ U)" "span (S \ U) = span (S \ 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 \ (insert 0 S) = {}" "pairwise orthogonal (S \ U)"
"span (S \ U) = span (S \ T)"
proof -
obtain U where "pairwise orthogonal (S \ U)" "span (S \ U) = span (S \ 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 \ S" "pairwise orthogonal B" "span B = S"
proof -
obtain B where "B \ S" "independent B" "S \ 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 \ B" "B \ S" "pairwise orthogonal B" "independent B"
"card B = dim S" "span B = S"
proof -
obtain B where "B \ 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 \ S" "pairwise orthogonal B"
and "\x. x \ B \ norm x = 1"
and "independent B" "card B = dim S" "span B = S"
proof -
obtain B where "0 \ B" "B \ 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: "(\x. x /\<^sub>R norm x) ` B \ S"
using \<open>span B = S\<close> span_superset span_mul by fastforce
have 2: "pairwise orthogonal ((\x. x /\<^sub>R norm x) ` B)"
using orth by (force simp: pairwise_def orthogonal_clauses)
have 3: "\x. x \ (\x. x /\<^sub>R norm x) ` B \ norm x = 1"
by (metis (no_types, lifting) \<open>0 \<notin> B\<close> image_iff norm_sgn sgn_div_norm)
have 4: "independent ((\x. x /\<^sub>R norm x) ` B)"
by (metis "2" "3" norm_zero pairwise_orthogonal_independent zero_neq_one)
have "inj_on (\x. x /\<^sub>R norm x) B"
proof
fix x y
assume "x \ B" "y \ B" "x /\<^sub>R norm x = y /\<^sub>R norm y"
moreover have "\i. i \ B \ 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 ((\x. x /\<^sub>R norm x) ` B) = dim S"
by (metis \<open>card B = dim S\<close> card_image)
have 6: "span ((\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 \ span T"
obtains x where "x \ 0" "x \ span T" "\y. y \ span S \ orthogonal x y"
proof -
obtain B where "B \ span S" and orthB: "pairwise orthogonal B"
and "\x. x \ B \ 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)
with assms obtain u where spanBT: "span B \ span T" and "u \ span B" "u \ span T"
by auto
obtain C where orthBC: "pairwise orthogonal (B \ C)" and spanBC: "span (B \ C) = span (B \ {u})"
by (blast intro: orthogonal_extension [OF orthB])
show thesis
proof (cases "C \ insert 0 B")
case True
then have "C \ span B"
using span_eq
by (metis span_insert_0 subset_trans)
moreover have "u \ span (B \ 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 \ C" "x \ 0" "x \ B"
by blast
then have "x \ 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 \ span B" for y
using that
proof (rule span_induct)
show "subspace {a. orthogonal x a}"
by (simp add: subspace_orthogonal_to_vector)
show "\b. b \ B \ 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 \ 0" "\y. y \ span S \ orthogonal x y"
proof -
have "span S \ 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)
qed
corollary\<^marker>\<open>tag unimportant\<close> orthogonal_to_vector_exists:
fixes x :: "'a :: euclidean_space"
assumes "2 \ DIM('a)"
obtains y where "y \ 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 \ span S"
and "\w. w \ span S \ orthogonal z w"
and "x = y + z"
proof -
obtain T where "0 \ T" "T \ 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 = "\b\T. (b \ x / (b \ b)) *\<^sub>R b"
have orth: "orthogonal (x - ?a) w" if "w \ span S" for w
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--> maximum size reached
--> --------------------
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