Introduce a type class for euclidean spaces, port most lemmas from real^'n to this type class.
2 header {*Instanciates the finite cartesian product of euclidean spaces as a euclidean space.*}
4 theory Cartesian_Euclidean_Space
5 imports Finite_Cartesian_Product Integration
8 (* TODO: real_vector^'n is instance of real_vector *)
10 (* Some strange lemmas, are they really needed? *)
12 lemma delta_mult_idempotent:
13 "(if k=a then 1 else (0::'a::semiring_1)) * (if k=a then 1 else 0) = (if k=a then 1 else 0)" by (cases "k=a", auto)
16 "\<lbrakk>finite A; finite B\<rbrakk> \<Longrightarrow>
17 (\<Sum>x\<in>A <+> B. g x) = (\<Sum>x\<in>A. g (Inl x)) + (\<Sum>x\<in>B. g (Inr x))"
19 by (subst setsum_Un_disjoint, auto simp add: setsum_reindex)
21 lemma setsum_UNIV_sum:
22 fixes g :: "'a::finite + 'b::finite \<Rightarrow> _"
23 shows "(\<Sum>x\<in>UNIV. g x) = (\<Sum>x\<in>UNIV. g (Inl x)) + (\<Sum>x\<in>UNIV. g (Inr x))"
24 apply (subst UNIV_Plus_UNIV [symmetric])
25 apply (rule setsum_Plus [OF finite finite])
28 lemma setsum_mult_product:
29 "setsum h {..<A * B :: nat} = (\<Sum>i\<in>{..<A}. \<Sum>j\<in>{..<B}. h (j + i * B))"
30 unfolding sumr_group[of h B A, unfolded atLeast0LessThan, symmetric]
31 proof (rule setsum_cong, simp, rule setsum_reindex_cong)
32 fix i show "inj_on (\<lambda>j. j + i * B) {..<B}" by (auto intro!: inj_onI)
33 show "{i * B..<i * B + B} = (\<lambda>j. j + i * B) ` {..<B}"
35 fix j assume "j \<in> {i * B..<i * B + B}"
36 thus "j \<in> (\<lambda>j. j + i * B) ` {..<B}"
37 by (auto intro!: image_eqI[of _ _ "j - i * B"])
41 subsection{* Basic componentwise operations on vectors. *}
43 instantiation cart :: (times,finite) times
45 definition vector_mult_def : "op * \<equiv> (\<lambda> x y. (\<chi> i. (x$i) * (y$i)))"
49 instantiation cart :: (one,finite) one
51 definition vector_one_def : "1 \<equiv> (\<chi> i. 1)"
55 instantiation cart :: (ord,finite) ord
57 definition vector_le_def:
58 "less_eq (x :: 'a ^'b) y = (ALL i. x$i <= y$i)"
59 definition vector_less_def: "less (x :: 'a ^'b) y = (ALL i. x$i < y$i)"
60 instance by (intro_classes)
63 text{* The ordering on one-dimensional vectors is linear. *}
65 class cart_one = assumes UNIV_one: "card (UNIV \<Colon> 'a set) = Suc 0"
68 proof from UNIV_one show "finite (UNIV :: 'a set)"
69 by (auto intro!: card_ge_0_finite) qed
72 instantiation cart :: (linorder,cart_one) linorder begin
74 guess a B using UNIV_one[where 'a='b] unfolding card_Suc_eq apply- by(erule exE)+
75 hence *:"UNIV = {a}" by auto
76 have "\<And>P. (\<forall>i\<in>UNIV. P i) \<longleftrightarrow> P a" unfolding * by auto hence all:"\<And>P. (\<forall>i. P i) \<longleftrightarrow> P a" by auto
77 fix x y z::"'a^'b::cart_one" note * = vector_le_def vector_less_def all Cart_eq
78 show "x\<le>x" "(x < y) = (x \<le> y \<and> \<not> y \<le> x)" "x\<le>y \<or> y\<le>x" unfolding * by(auto simp only:field_simps)
79 { assume "x\<le>y" "y\<le>z" thus "x\<le>z" unfolding * by(auto simp only:field_simps) }
80 { assume "x\<le>y" "y\<le>x" thus "x=y" unfolding * by(auto simp only:field_simps) }
83 text{* Constant Vectors *}
85 definition "vec x = (\<chi> i. x)"
87 text{* Also the scalar-vector multiplication. *}
89 definition vector_scalar_mult:: "'a::times \<Rightarrow> 'a ^ 'n \<Rightarrow> 'a ^ 'n" (infixl "*s" 70)
90 where "c *s x = (\<chi> i. c * (x$i))"
92 subsection {* A naive proof procedure to lift really trivial arithmetic stuff from the basis of the vector space. *}
94 method_setup vector = {*
96 val ss1 = HOL_basic_ss addsimps [@{thm setsum_addf} RS sym,
97 @{thm setsum_subtractf} RS sym, @{thm setsum_right_distrib},
98 @{thm setsum_left_distrib}, @{thm setsum_negf} RS sym]
99 val ss2 = @{simpset} addsimps
100 [@{thm vector_add_def}, @{thm vector_mult_def},
101 @{thm vector_minus_def}, @{thm vector_uminus_def},
102 @{thm vector_one_def}, @{thm vector_zero_def}, @{thm vec_def},
103 @{thm vector_scaleR_def},
104 @{thm Cart_lambda_beta}, @{thm vector_scalar_mult_def}]
105 fun vector_arith_tac ths =
107 THEN' (fn i => rtac @{thm setsum_cong2} i
108 ORELSE rtac @{thm setsum_0'} i
109 ORELSE simp_tac (HOL_basic_ss addsimps [@{thm "Cart_eq"}]) i)
110 (* THEN' TRY o clarify_tac HOL_cs THEN' (TRY o rtac @{thm iffI}) *)
111 THEN' asm_full_simp_tac (ss2 addsimps ths)
113 Attrib.thms >> (fn ths => K (SIMPLE_METHOD' (vector_arith_tac ths)))
115 *} "Lifts trivial vector statements to real arith statements"
117 lemma vec_0[simp]: "vec 0 = 0" by (vector vector_zero_def)
118 lemma vec_1[simp]: "vec 1 = 1" by (vector vector_one_def)
120 lemma vec_inj[simp]: "vec x = vec y \<longleftrightarrow> x = y" by vector
122 lemma vec_in_image_vec: "vec x \<in> (vec ` S) \<longleftrightarrow> x \<in> S" by auto
124 lemma vec_add: "vec(x + y) = vec x + vec y" by (vector vec_def)
125 lemma vec_sub: "vec(x - y) = vec x - vec y" by (vector vec_def)
126 lemma vec_cmul: "vec(c * x) = c *s vec x " by (vector vec_def)
127 lemma vec_neg: "vec(- x) = - vec x " by (vector vec_def)
129 lemma vec_setsum: assumes fS: "finite S"
130 shows "vec(setsum f S) = setsum (vec o f) S"
131 apply (induct rule: finite_induct[OF fS])
133 apply (auto simp add: vec_add)
136 text{* Obvious "component-pushing". *}
138 lemma vec_component [simp]: "vec x $ i = x"
141 lemma vector_mult_component [simp]: "(x * y)$i = x$i * y$i"
144 lemma vector_smult_component [simp]: "(c *s y)$i = c * (y$i)"
147 lemma cond_component: "(if b then x else y)$i = (if b then x$i else y$i)" by vector
149 lemmas vector_component =
150 vec_component vector_add_component vector_mult_component
151 vector_smult_component vector_minus_component vector_uminus_component
152 vector_scaleR_component cond_component
154 subsection {* Some frequently useful arithmetic lemmas over vectors. *}
156 instance cart :: (semigroup_mult,finite) semigroup_mult
157 apply (intro_classes) by (vector mult_assoc)
159 instance cart :: (monoid_mult,finite) monoid_mult
160 apply (intro_classes) by vector+
162 instance cart :: (ab_semigroup_mult,finite) ab_semigroup_mult
163 apply (intro_classes) by (vector mult_commute)
165 instance cart :: (ab_semigroup_idem_mult,finite) ab_semigroup_idem_mult
166 apply (intro_classes) by (vector mult_idem)
168 instance cart :: (comm_monoid_mult,finite) comm_monoid_mult
169 apply (intro_classes) by vector
171 instance cart :: (semiring,finite) semiring
172 apply (intro_classes) by (vector field_simps)+
174 instance cart :: (semiring_0,finite) semiring_0
175 apply (intro_classes) by (vector field_simps)+
176 instance cart :: (semiring_1,finite) semiring_1
177 apply (intro_classes) by vector
178 instance cart :: (comm_semiring,finite) comm_semiring
179 apply (intro_classes) by (vector field_simps)+
181 instance cart :: (comm_semiring_0,finite) comm_semiring_0 by (intro_classes)
182 instance cart :: (cancel_comm_monoid_add, finite) cancel_comm_monoid_add ..
183 instance cart :: (semiring_0_cancel,finite) semiring_0_cancel by (intro_classes)
184 instance cart :: (comm_semiring_0_cancel,finite) comm_semiring_0_cancel by (intro_classes)
185 instance cart :: (ring,finite) ring by (intro_classes)
186 instance cart :: (semiring_1_cancel,finite) semiring_1_cancel by (intro_classes)
187 instance cart :: (comm_semiring_1,finite) comm_semiring_1 by (intro_classes)
189 instance cart :: (ring_1,finite) ring_1 ..
191 instance cart :: (real_algebra,finite) real_algebra
193 apply (simp_all add: vector_scaleR_def field_simps)
198 instance cart :: (real_algebra_1,finite) real_algebra_1 ..
201 "(of_nat n :: 'a::semiring_1 ^'n)$i = of_nat n"
207 lemma one_index[simp]:
208 "(1 :: 'a::one ^'n)$i = 1" by vector
210 instance cart :: (semiring_char_0,finite) semiring_char_0
211 proof (intro_classes)
213 show "(of_nat m :: 'a^'b) = of_nat n \<longleftrightarrow> m = n"
214 by (simp add: Cart_eq of_nat_index)
217 instance cart :: (comm_ring_1,finite) comm_ring_1 by intro_classes
218 instance cart :: (ring_char_0,finite) ring_char_0 by intro_classes
220 instance cart :: (real_vector,finite) real_vector ..
222 lemma vector_smult_assoc: "a *s (b *s x) = ((a::'a::semigroup_mult) * b) *s x"
223 by (vector mult_assoc)
224 lemma vector_sadd_rdistrib: "((a::'a::semiring) + b) *s x = a *s x + b *s x"
225 by (vector field_simps)
226 lemma vector_add_ldistrib: "(c::'a::semiring) *s (x + y) = c *s x + c *s y"
227 by (vector field_simps)
228 lemma vector_smult_lzero[simp]: "(0::'a::mult_zero) *s x = 0" by vector
229 lemma vector_smult_lid[simp]: "(1::'a::monoid_mult) *s x = x" by vector
230 lemma vector_ssub_ldistrib: "(c::'a::ring) *s (x - y) = c *s x - c *s y"
231 by (vector field_simps)
232 lemma vector_smult_rneg: "(c::'a::ring) *s -x = -(c *s x)" by vector
233 lemma vector_smult_lneg: "- (c::'a::ring) *s x = -(c *s x)" by vector
234 lemma vector_sneg_minus1: "-x = (- (1::'a::ring_1)) *s x" by vector
235 lemma vector_smult_rzero[simp]: "c *s 0 = (0::'a::mult_zero ^ 'n)" by vector
236 lemma vector_sub_rdistrib: "((a::'a::ring) - b) *s x = a *s x - b *s x"
237 by (vector field_simps)
239 lemma vec_eq[simp]: "(vec m = vec n) \<longleftrightarrow> (m = n)"
240 by (simp add: Cart_eq)
242 lemma norm_eq_0_imp: "norm x = 0 ==> x = (0::real ^'n)" by (metis norm_eq_zero)
243 lemma vector_mul_eq_0[simp]: "(a *s x = 0) \<longleftrightarrow> a = (0::'a::idom) \<or> x = 0"
245 lemma vector_mul_lcancel[simp]: "a *s x = a *s y \<longleftrightarrow> a = (0::real) \<or> x = y"
246 by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_ssub_ldistrib)
247 lemma vector_mul_rcancel[simp]: "a *s x = b *s x \<longleftrightarrow> (a::real) = b \<or> x = 0"
248 by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_sub_rdistrib)
249 lemma vector_mul_lcancel_imp: "a \<noteq> (0::real) ==> a *s x = a *s y ==> (x = y)"
250 by (metis vector_mul_lcancel)
251 lemma vector_mul_rcancel_imp: "x \<noteq> 0 \<Longrightarrow> (a::real) *s x = b *s x ==> a = b"
252 by (metis vector_mul_rcancel)
254 lemma component_le_norm_cart: "\<bar>x$i\<bar> <= norm x"
255 apply (simp add: norm_vector_def)
256 apply (rule member_le_setL2, simp_all)
259 lemma norm_bound_component_le_cart: "norm x <= e ==> \<bar>x$i\<bar> <= e"
260 by (metis component_le_norm_cart order_trans)
262 lemma norm_bound_component_lt_cart: "norm x < e ==> \<bar>x$i\<bar> < e"
263 by (metis component_le_norm_cart basic_trans_rules(21))
265 lemma norm_le_l1_cart: "norm x <= setsum(\<lambda>i. \<bar>x$i\<bar>) UNIV"
266 by (simp add: norm_vector_def setL2_le_setsum)
268 lemma scalar_mult_eq_scaleR: "c *s x = c *\<^sub>R x"
269 unfolding vector_scaleR_def vector_scalar_mult_def by simp
271 lemma dist_mul[simp]: "dist (c *s x) (c *s y) = \<bar>c\<bar> * dist x y"
272 unfolding dist_norm scalar_mult_eq_scaleR
273 unfolding scaleR_right_diff_distrib[symmetric] by simp
275 lemma setsum_component [simp]:
276 fixes f:: " 'a \<Rightarrow> ('b::comm_monoid_add) ^'n"
277 shows "(setsum f S)$i = setsum (\<lambda>x. (f x)$i) S"
278 by (cases "finite S", induct S set: finite, simp_all)
280 lemma setsum_eq: "setsum f S = (\<chi> i. setsum (\<lambda>x. (f x)$i ) S)"
281 by (simp add: Cart_eq)
284 fixes f:: "'c \<Rightarrow> ('a::semiring_1)^'n"
285 shows "setsum (\<lambda>x. c *s f x) S = c *s setsum f S"
286 by (simp add: Cart_eq setsum_right_distrib)
288 (* TODO: use setsum_norm_allsubsets_bound *)
289 lemma setsum_norm_allsubsets_bound_cart:
290 fixes f:: "'a \<Rightarrow> real ^'n"
291 assumes fP: "finite P" and fPs: "\<And>Q. Q \<subseteq> P \<Longrightarrow> norm (setsum f Q) \<le> e"
292 shows "setsum (\<lambda>x. norm (f x)) P \<le> 2 * real CARD('n) * e"
294 let ?d = "real CARD('n)"
295 let ?nf = "\<lambda>x. norm (f x)"
296 let ?U = "UNIV :: 'n set"
297 have th0: "setsum (\<lambda>x. setsum (\<lambda>i. \<bar>f x $ i\<bar>) ?U) P = setsum (\<lambda>i. setsum (\<lambda>x. \<bar>f x $ i\<bar>) P) ?U"
298 by (rule setsum_commute)
299 have th1: "2 * ?d * e = of_nat (card ?U) * (2 * e)" by (simp add: real_of_nat_def)
300 have "setsum ?nf P \<le> setsum (\<lambda>x. setsum (\<lambda>i. \<bar>f x $ i\<bar>) ?U) P"
301 apply (rule setsum_mono) by (rule norm_le_l1_cart)
302 also have "\<dots> \<le> 2 * ?d * e"
304 proof(rule setsum_bounded)
305 fix i assume i: "i \<in> ?U"
306 let ?Pp = "{x. x\<in> P \<and> f x $ i \<ge> 0}"
307 let ?Pn = "{x. x \<in> P \<and> f x $ i < 0}"
308 have thp: "P = ?Pp \<union> ?Pn" by auto
309 have thp0: "?Pp \<inter> ?Pn ={}" by auto
310 have PpP: "?Pp \<subseteq> P" and PnP: "?Pn \<subseteq> P" by blast+
311 have Ppe:"setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pp \<le> e"
312 using component_le_norm_cart[of "setsum (\<lambda>x. f x) ?Pp" i] fPs[OF PpP]
313 by (auto intro: abs_le_D1)
314 have Pne: "setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pn \<le> e"
315 using component_le_norm_cart[of "setsum (\<lambda>x. - f x) ?Pn" i] fPs[OF PnP]
316 by (auto simp add: setsum_negf intro: abs_le_D1)
317 have "setsum (\<lambda>x. \<bar>f x $ i\<bar>) P = setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pp + setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pn"
319 apply (rule setsum_Un_zero)
320 using fP thp0 by auto
321 also have "\<dots> \<le> 2*e" using Pne Ppe by arith
322 finally show "setsum (\<lambda>x. \<bar>f x $ i\<bar>) P \<le> 2*e" .
324 finally show ?thesis .
327 subsection {* A bijection between 'n::finite and {..<CARD('n)} *}
329 definition cart_bij_nat :: "nat \<Rightarrow> ('n::finite)" where
330 "cart_bij_nat = (SOME p. bij_betw p {..<CARD('n)} (UNIV::'n set) )"
332 abbreviation "\<pi> \<equiv> cart_bij_nat"
333 definition "\<pi>' = inv_into {..<CARD('n)} (\<pi>::nat \<Rightarrow> ('n::finite))"
336 "bij_betw \<pi> {..<CARD('n::finite)} (UNIV::('n::finite) set)"
337 using ex_bij_betw_nat_finite[of "UNIV::'n set"]
338 by (auto simp: cart_bij_nat_def atLeast0LessThan
339 intro!: someI_ex[of "\<lambda>x. bij_betw x {..<CARD('n)} (UNIV::'n set)"])
341 lemma bij_betw_pi'[intro]: "bij_betw \<pi>' (UNIV::'n set) {..<CARD('n::finite)}"
342 using bij_betw_inv_into[OF bij_betw_pi] unfolding \<pi>'_def by auto
344 lemma pi'_inj[intro]: "inj \<pi>'"
345 using bij_betw_pi' unfolding bij_betw_def by auto
347 lemma pi'_range[intro]: "\<And>i::'n. \<pi>' i < CARD('n::finite)"
348 using bij_betw_pi' unfolding bij_betw_def by auto
350 lemma \<pi>\<pi>'[simp]: "\<And>i::'n::finite. \<pi> (\<pi>' i) = i"
351 using bij_betw_pi by (auto intro!: f_inv_into_f simp: \<pi>'_def bij_betw_def)
353 lemma \<pi>'\<pi>[simp]: "\<And>i. i\<in>{..<CARD('n::finite)} \<Longrightarrow> \<pi>' (\<pi> i::'n) = i"
354 using bij_betw_pi by (auto intro!: inv_into_f_eq simp: \<pi>'_def bij_betw_def)
356 lemma \<pi>\<pi>'_alt[simp]: "\<And>i. i<CARD('n::finite) \<Longrightarrow> \<pi>' (\<pi> i::'n) = i"
359 lemma \<pi>_inj_on: "inj_on (\<pi>::nat\<Rightarrow>'n::finite) {..<CARD('n)}"
360 using bij_betw_pi[where 'n='n] by (simp add: bij_betw_def)
362 instantiation cart :: (real_basis,finite) real_basis
365 definition "(basis i::'a^'b) =
366 (if i < (CARD('b) * DIM('a))
367 then (\<chi> j::'b. if j = \<pi>(i div DIM('a)) then basis (i mod DIM('a)) else 0)
371 assumes "i < CARD('b)" and "j < DIM('a)"
372 shows "basis (j + i * DIM('a)) = (\<chi> k. if k = \<pi> i then basis j else 0)"
374 have "j + i * DIM('a) < DIM('a) * (i + 1)" using assms by (auto simp: field_simps)
375 also have "\<dots> \<le> DIM('a) * CARD('b)" using assms unfolding mult_le_cancel1 by auto
377 unfolding basis_cart_def using assms by (auto simp: Cart_eq not_less field_simps)
381 assumes "j < DIM('a)"
382 shows "basis (j + \<pi>' i * DIM('a)) $ k = (if k = i then basis j else 0)"
383 apply (subst basis_eq)
384 using pi'_range assms by simp_all
386 lemma split_times_into_modulo[consumes 1]:
389 obtains i j where "i < A" and "j < B" and "k = j + i * B"
391 have "A * B \<noteq> 0"
392 proof assume "A * B = 0" with assms show False by simp qed
393 hence "0 < B" by auto
394 thus "k mod B < B" using `0 < B` by auto
396 have "k div B * B \<le> k div B * B + k mod B" by (rule le_add1)
397 also have "... < A * B" using assms by simp
398 finally show "k div B < A" by auto
401 lemma split_CARD_DIM[consumes 1]:
403 assumes k: "k < CARD('b) * DIM('a)"
404 obtains i and j::'b where "i < DIM('a)" "k = i + \<pi>' j * DIM('a)"
406 from split_times_into_modulo[OF k] guess i j . note ij = this
409 show "j < DIM('a)" using ij by simp
410 show "k = j + \<pi>' (\<pi> i :: 'b) * DIM('a)"
415 lemma linear_less_than_times:
416 fixes i j A B :: nat assumes "i < B" "j < A"
417 shows "j + i * A < B * A"
419 have "i * A + j < (Suc i)*A" using `j < A` by simp
420 also have "\<dots> \<le> B * A" using `i < B` unfolding mult_le_cancel2 by simp
421 finally show ?thesis by simp
426 let ?b = "basis :: nat \<Rightarrow> 'a^'b"
427 let ?b' = "basis :: nat \<Rightarrow> 'a"
429 { fix D :: nat and f :: "nat \<Rightarrow> 'c::real_vector"
430 assume "inj_on f {..<D}"
431 hence eq: "\<And>i. i < D \<Longrightarrow> f ` {..<D} - {f i} = f`({..<D} - {i})"
432 and inj: "\<And>i. inj_on f ({..<D} - {i})"
433 by (auto simp: inj_on_def)
434 have *: "\<And>i. finite (f ` {..<D} - {i})" by simp
435 have "independent (f ` {..<D}) \<longleftrightarrow> (\<forall>a u. a < D \<longrightarrow> (\<Sum>i\<in>{..<D}-{a}. u (f i) *\<^sub>R f i) \<noteq> f a)"
436 unfolding dependent_def span_finite[OF *]
437 by (auto simp: eq setsum_reindex[OF inj]) }
438 note independentI = this
441 "\<And>f. (\<Sum>x\<in>range basis. f (x::'a)) = f 0 + (\<Sum>i<DIM('a). f (basis i))"
442 unfolding range_basis apply (subst setsum.insert)
443 by (auto simp: basis_eq_0_iff setsum.insert setsum_reindex[OF basis_inj])
445 have inj: "inj_on ?b {..<CARD('b)*DIM('a)}"
446 by (auto intro!: inj_onI elim!: split_CARD_DIM split: split_if_asm
447 simp add: Cart_eq basis_eq_pi' all_conj_distrib basis_neq_0
448 inj_on_iff[OF basis_inj])
450 hence indep: "independent (?b ` {..<CARD('b) * DIM('a)})"
451 proof (rule independentI[THEN iffD2], safe elim!: split_CARD_DIM del: notI)
452 fix j and i :: 'b and u :: "'a^'b \<Rightarrow> real" assume "j < DIM('a)"
453 let ?x = "j + \<pi>' i * DIM('a)"
454 show "(\<Sum>k\<in>{..<CARD('b) * DIM('a)} - {?x}. u(?b k) *\<^sub>R ?b k) \<noteq> ?b ?x"
455 unfolding Cart_eq not_all
457 have "(\<lambda>j. j + \<pi>' i*DIM('a))`({..<DIM('a)}-{j}) =
458 {\<pi>' i*DIM('a)..<Suc (\<pi>' i) * DIM('a)} - {?x}"(is "?S = ?I - _")
460 fix y assume "y \<in> ?I"
461 moreover def k \<equiv> "y - \<pi>' i*DIM('a)"
462 ultimately have "k < DIM('a)" and "y = k + \<pi>' i * DIM('a)" by auto
463 moreover assume "y \<notin> ?S"
464 ultimately show "y = j + \<pi>' i * DIM('a)" by auto
467 have "(\<Sum>k\<in>{..<CARD('b) * DIM('a)} - {?x}. u(?b k) *\<^sub>R ?b k) $ i =
468 (\<Sum>k\<in>{..<CARD('b) * DIM('a)} - {?x}. u(?b k) *\<^sub>R ?b k $ i)" by simp
469 also have "\<dots> = (\<Sum>k\<in>?S. u(?b k) *\<^sub>R ?b k $ i)"
470 unfolding `?S = ?I - {?x}`
471 proof (safe intro!: setsum_mono_zero_cong_right)
472 fix y assume "y \<in> {\<pi>' i*DIM('a)..<Suc (\<pi>' i) * DIM('a)}"
473 moreover have "Suc (\<pi>' i) * DIM('a) \<le> CARD('b) * DIM('a)"
474 unfolding mult_le_cancel2 using pi'_range[of i] by simp
475 ultimately show "y < CARD('b) * DIM('a)" by simp
477 fix y assume "y < CARD('b) * DIM('a)"
478 with split_CARD_DIM guess l k . note y = this
479 moreover assume "u (?b y) *\<^sub>R ?b y $ i \<noteq> 0"
480 ultimately show "y \<in> {\<pi>' i*DIM('a)..<Suc (\<pi>' i) * DIM('a)}"
481 by (auto simp: basis_eq_pi' split: split_if_asm)
483 also have "\<dots> = (\<Sum>k\<in>{..<DIM('a)} - {j}. u (?b (k + \<pi>' i*DIM('a))) *\<^sub>R (?b' k))"
484 by (subst setsum_reindex) (auto simp: basis_eq_pi' intro!: inj_onI)
485 also have "\<dots> \<noteq> ?b ?x $ i"
487 note independentI[THEN iffD1, OF basis_inj independent_basis, rule_format]
488 note this[of j "\<lambda>v. u (\<chi> ka::'b. if ka = i then v else (0\<Colon>'a))"]
489 thus ?thesis by (simp add: `j < DIM('a)` basis_eq pi'_range)
491 finally show "(\<Sum>k\<in>{..<CARD('b) * DIM('a)} - {?x}. u(?b k) *\<^sub>R ?b k) $ i \<noteq> ?b ?x $ i" .
495 show "\<exists>d>0. ?b ` {d..} = {0} \<and> independent (?b ` {..<d}) \<and> inj_on ?b {..<d}"
496 by (auto intro!: exI[of _ "CARD('b) * DIM('a)"] simp: basis_cart_def)
498 from indep have exclude_0: "0 \<notin> ?b ` {..<CARD('b) * DIM('a)}"
499 using dependent_0[of "?b ` {..<CARD('b) * DIM('a)}"] by blast
501 show "span (range ?b) = UNIV"
504 let "?if i y" = "(\<chi> k::'b. if k = i then ?b' y else (0\<Colon>'a))"
505 have The_if: "\<And>i j. j < DIM('a) \<Longrightarrow> (THE k. (?if i j) $ k \<noteq> 0) = i"
506 by (rule the_equality) (simp_all split: split_if_asm add: basis_neq_0)
508 have "x \<in> span (range basis)"
509 using span_basis by (auto simp: basis_range)
510 hence "\<exists>u. (\<Sum>x<DIM('a). u (?b' x) *\<^sub>R ?b' x) = x"
511 by (subst (asm) span_finite) (auto simp: setsum_basis) }
512 hence "\<forall>i. \<exists>u. (\<Sum>x<DIM('a). u (?b' x) *\<^sub>R ?b' x) = i" by auto
513 then obtain u where u: "\<forall>i. (\<Sum>x<DIM('a). u i (?b' x) *\<^sub>R ?b' x) = i"
514 by (auto dest: choice)
515 have "\<exists>u. \<forall>i. (\<Sum>j<DIM('a). u (?if i j) *\<^sub>R ?b' j) = x $ i"
516 apply (rule exI[of _ "\<lambda>v. let i = (THE i. v$i \<noteq> 0) in u (x$i) (v$i)"])
517 using The_if u by simp }
519 have "\<And>i::'b. {..<CARD('b)} \<inter> {x. i = \<pi> x} = {\<pi>' i}"
520 using pi'_range[where 'n='b] by auto
522 have "range ?b = {0} \<union> ?b ` {..<CARD('b) * DIM('a)}"
523 by (auto simp: image_def basis_cart_def)
526 by (auto simp add: Cart_eq setsum_reindex[OF inj] basis_range
527 setsum_mult_product basis_eq if_distrib setsum_cases span_finite
528 setsum_reindex[OF basis_inj])
534 lemma DIM_cart[simp]: "DIM('a^'b) = CARD('b) * DIM('a::real_basis)"
535 proof (safe intro!: dimension_eq elim!: split_times_into_modulo del: notI)
536 fix i j assume *: "i < CARD('b)" "j < DIM('a)"
537 hence A: "(i * DIM('a) + j) div DIM('a) = i"
538 by (subst div_add1_eq) simp
539 from * have B: "(i * DIM('a) + j) mod DIM('a) = j"
540 unfolding mod_mult_self3 by simp
541 show "basis (j + i * DIM('a)) \<noteq> (0::'a^'b)" unfolding basis_cart_def
542 using * basis_finite[where 'a='a]
543 linear_less_than_times[of i "CARD('b)" j "DIM('a)"]
544 by (auto simp: A B field_simps Cart_eq basis_eq_0_iff)
545 qed (auto simp: basis_cart_def)
547 lemma if_distr: "(if P then f else g) $ i = (if P then f $ i else g $ i)" by simp
549 lemma split_dimensions'[consumes 1]:
550 assumes "k < DIM('a::real_basis^'b)"
551 obtains i j where "i < CARD('b::finite)" and "j < DIM('a::real_basis)" and "k = j + i * DIM('a::real_basis)"
552 using split_times_into_modulo[OF assms[simplified]] .
554 lemma cart_euclidean_bound[intro]:
555 assumes j:"j < DIM('a::{real_basis})"
556 shows "j + \<pi>' (i::'b::finite) * DIM('a) < CARD('b) * DIM('a::real_basis)"
557 using linear_less_than_times[OF pi'_range j, of i] .
559 instance cart :: (real_basis_with_inner,finite) real_basis_with_inner ..
561 lemma (in real_basis) forall_CARD_DIM:
562 "(\<forall>i<CARD('b) * DIM('a). P i) \<longleftrightarrow> (\<forall>(i::'b::finite) j. j<DIM('a) \<longrightarrow> P (j + \<pi>' i * DIM('a)))"
563 (is "?l \<longleftrightarrow> ?r")
564 proof (safe elim!: split_times_into_modulo)
565 fix i :: 'b and j assume "j < DIM('a)"
566 note linear_less_than_times[OF pi'_range[of i] this]
568 ultimately show "P (j + \<pi>' i * DIM('a))" by auto
570 fix i j assume "i < CARD('b)" "j < DIM('a)" and "?r"
571 from `?r`[rule_format, OF `j < DIM('a)`, of "\<pi> i"] `i < CARD('b)`
572 show "P (j + i * DIM('a))" by simp
575 lemma (in real_basis) exists_CARD_DIM:
576 "(\<exists>i<CARD('b) * DIM('a). P i) \<longleftrightarrow> (\<exists>i::'b::finite. \<exists>j<DIM('a). P (j + \<pi>' i * DIM('a)))"
577 using forall_CARD_DIM[where 'b='b, of "\<lambda>x. \<not> P x"] by blast
580 "(\<forall>i<CARD('b). P i) \<longleftrightarrow> (\<forall>i::'b::finite. P (\<pi>' i))"
581 using forall_CARD_DIM[where 'a=real, of P] by simp
584 "(\<exists>i<CARD('b). P i) \<longleftrightarrow> (\<exists>i::'b::finite. P (\<pi>' i))"
585 using exists_CARD_DIM[where 'a=real, of P] by simp
587 lemmas cart_simps = forall_CARD_DIM exists_CARD_DIM forall_CARD exists_CARD
589 lemma cart_euclidean_nth[simp]:
590 fixes x :: "('a::real_basis_with_inner, 'b::finite) cart"
591 assumes j:"j < DIM('a)"
592 shows "x $$ (j + \<pi>' i * DIM('a)) = x $ i $$ j"
593 unfolding euclidean_component_def inner_vector_def basis_eq_pi'[OF j] if_distrib cond_application_beta
594 by (simp add: setsum_cases)
596 lemma real_euclidean_nth:
598 shows "x $$ \<pi>' i = (x $ i :: real)"
599 using cart_euclidean_nth[where 'a=real, of 0 x i] by simp
601 lemmas nth_conv_component = real_euclidean_nth[symmetric]
604 fixes A :: nat assumes "x < A" "y < A"
605 shows "x + i * A = y + j * A \<longleftrightarrow> x = y \<and> i = j"
607 assume *: "x + i * A = y + j * A"
608 { fix x y i j assume "i < j" "x < A" and *: "x + i * A = y + j * A"
609 hence "x + i * A < Suc i * A" using `x < A` by simp
610 also have "\<dots> \<le> j * A" using `i < j` unfolding mult_le_cancel2 by simp
611 also have "\<dots> \<le> y + j * A" by simp
612 finally have "i = j" using * by simp }
616 proof (cases rule: linorder_cases)
617 assume "i < j" from eq[OF this `x < A` *] show "i = j" by simp
619 assume "j < i" from eq[OF this `y < A` *[symmetric]] show "i = j" by simp
621 thus "x = y \<and> i = j" using * by simp
624 instance cart :: (euclidean_space,finite) euclidean_space
625 proof (default, safe elim!: split_dimensions')
626 let ?b = "basis :: nat \<Rightarrow> 'a^'b"
627 have if_distrib_op: "\<And>f P Q a b c d.
628 f (if P then a else b) (if Q then c else d) =
629 (if P then if Q then f a c else f a d else if Q then f b c else f b d)"
633 assume "i < CARD('b)" "k < CARD('b)" "j < DIM('a)" "l < DIM('a)"
634 thus "?b (j + i * DIM('a)) \<bullet> ?b (l + k * DIM('a)) =
635 (if j + i * DIM('a) = l + k * DIM('a) then 1 else 0)"
636 using inj_on_iff[OF \<pi>_inj_on[where 'n='b], of k i]
637 by (auto simp add: basis_eq inner_vector_def if_distrib_op[of inner] setsum_cases basis_orthonormal mult_split_eq)
640 instance cart :: (ordered_euclidean_space,finite) ordered_euclidean_space
643 show "(x \<le> y) = (\<forall>i<DIM(('a, 'b) cart). x $$ i \<le> y $$ i)"
644 unfolding vector_le_def apply(subst eucl_le) by (simp add: cart_simps)
645 show"(x < y) = (\<forall>i<DIM(('a, 'b) cart). x $$ i < y $$ i)"
646 unfolding vector_less_def apply(subst eucl_less) by (simp add: cart_simps)
649 subsection{* Basis vectors in coordinate directions. *}
651 definition "cart_basis k = (\<chi> i. if i = k then 1 else 0)"
653 lemma basis_component [simp]: "cart_basis k $ i = (if k=i then 1 else 0)"
654 unfolding cart_basis_def by simp
656 lemma norm_basis[simp]:
657 shows "norm (cart_basis k :: real ^'n) = 1"
658 apply (simp add: cart_basis_def norm_eq_sqrt_inner) unfolding inner_vector_def
659 apply (vector delta_mult_idempotent)
660 using setsum_delta[of "UNIV :: 'n set" "k" "\<lambda>k. 1::real"] by auto
662 lemma norm_basis_1: "norm(cart_basis 1 :: real ^'n::{finite,one}) = 1"
665 lemma vector_choose_size: "0 <= c ==> \<exists>(x::real^'n). norm x = c"
666 by (rule exI[where x="c *\<^sub>R cart_basis arbitrary"]) simp
668 lemma vector_choose_dist: assumes e: "0 <= e"
669 shows "\<exists>(y::real^'n). dist x y = e"
671 from vector_choose_size[OF e] obtain c:: "real ^'n" where "norm c = e"
673 then have "dist x (x - c) = e" by (simp add: dist_norm)
674 then show ?thesis by blast
677 lemma basis_inj[intro]: "inj (cart_basis :: 'n \<Rightarrow> real ^'n)"
678 by (simp add: inj_on_def Cart_eq)
680 lemma basis_expansion:
681 "setsum (\<lambda>i. (x$i) *s cart_basis i) UNIV = (x::('a::ring_1) ^'n)" (is "?lhs = ?rhs" is "setsum ?f ?S = _")
682 by (auto simp add: Cart_eq if_distrib setsum_delta[of "?S", where ?'b = "'a", simplified] cong del: if_weak_cong)
684 lemma smult_conv_scaleR: "c *s x = scaleR c x"
685 unfolding vector_scalar_mult_def vector_scaleR_def by simp
687 lemma basis_expansion':
688 "setsum (\<lambda>i. (x$i) *\<^sub>R cart_basis i) UNIV = x"
689 by (rule basis_expansion [where 'a=real, unfolded smult_conv_scaleR])
691 lemma basis_expansion_unique:
692 "setsum (\<lambda>i. f i *s cart_basis i) UNIV = (x::('a::comm_ring_1) ^'n) \<longleftrightarrow> (\<forall>i. f i = x$i)"
693 by (simp add: Cart_eq setsum_delta if_distrib cong del: if_weak_cong)
696 shows "cart_basis i \<bullet> x = x$i" "x \<bullet> (cart_basis i) = (x$i)"
697 by (auto simp add: inner_vector_def cart_basis_def cond_application_beta if_distrib setsum_delta
698 cong del: if_weak_cong)
701 fixes x :: "'a::{real_inner, real_algebra_1} ^ 'n"
702 shows "inner (cart_basis i) x = inner 1 (x $ i)"
703 and "inner x (cart_basis i) = inner (x $ i) 1"
704 unfolding inner_vector_def cart_basis_def
705 by (auto simp add: cond_application_beta if_distrib setsum_delta cong del: if_weak_cong)
707 lemma basis_eq_0: "cart_basis i = (0::'a::semiring_1^'n) \<longleftrightarrow> False"
708 by (auto simp add: Cart_eq)
711 shows "cart_basis k \<noteq> (0:: 'a::semiring_1 ^'n)"
712 by (simp add: basis_eq_0)
714 text {* some lemmas to map between Eucl and Cart *}
715 lemma basis_real_n[simp]:"(basis (\<pi>' i)::real^'a) = cart_basis i"
716 unfolding basis_cart_def using pi'_range[where 'n='a]
717 by (auto simp: Cart_eq Cart_lambda_beta)
719 subsection {* Orthogonality on cartesian products *}
721 lemma orthogonal_basis:
722 shows "orthogonal (cart_basis i) x \<longleftrightarrow> x$i = (0::real)"
723 by (auto simp add: orthogonal_def inner_vector_def cart_basis_def if_distrib
724 cond_application_beta setsum_delta cong del: if_weak_cong)
726 lemma orthogonal_basis_basis:
727 shows "orthogonal (cart_basis i :: real^'n) (cart_basis j) \<longleftrightarrow> i \<noteq> j"
728 unfolding orthogonal_basis[of i] basis_component[of j] by simp
730 subsection {* Linearity on cartesian products *}
732 lemma linear_vmul_component:
733 assumes lf: "linear f"
734 shows "linear (\<lambda>x. f x $ k *\<^sub>R v)"
736 by (auto simp add: linear_def algebra_simps)
739 subsection{* Adjoints on cartesian products *}
741 text {* TODO: The following lemmas about adjoints should hold for any
742 Hilbert space (i.e. complete inner product space).
743 (see \url{http://en.wikipedia.org/wiki/Hermitian_adjoint})
746 lemma adjoint_works_lemma:
747 fixes f:: "real ^'n \<Rightarrow> real ^'m"
748 assumes lf: "linear f"
749 shows "\<forall>x y. f x \<bullet> y = x \<bullet> adjoint f y"
751 let ?N = "UNIV :: 'n set"
752 let ?M = "UNIV :: 'm set"
753 have fN: "finite ?N" by simp
754 have fM: "finite ?M" by simp
756 let ?w = "(\<chi> i. (f (cart_basis i) \<bullet> y)) :: real ^ 'n"
758 have "f x \<bullet> y = f (setsum (\<lambda>i. (x$i) *\<^sub>R cart_basis i) ?N) \<bullet> y"
759 by (simp only: basis_expansion')
760 also have "\<dots> = (setsum (\<lambda>i. (x$i) *\<^sub>R f (cart_basis i)) ?N) \<bullet> y"
761 unfolding linear_setsum[OF lf fN]
762 by (simp add: linear_cmul[OF lf])
763 finally have "f x \<bullet> y = x \<bullet> ?w"
765 apply (simp add: inner_vector_def setsum_left_distrib setsum_right_distrib setsum_commute[of _ ?M ?N] field_simps)
768 then show ?thesis unfolding adjoint_def
769 some_eq_ex[of "\<lambda>f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y"]
770 using choice_iff[of "\<lambda>a b. \<forall>x. f x \<bullet> a = x \<bullet> b "]
775 fixes f:: "real ^'n \<Rightarrow> real ^'m"
776 assumes lf: "linear f"
777 shows "x \<bullet> adjoint f y = f x \<bullet> y"
778 using adjoint_works_lemma[OF lf] by metis
780 lemma adjoint_linear:
781 fixes f:: "real ^'n \<Rightarrow> real ^'m"
782 assumes lf: "linear f"
783 shows "linear (adjoint f)"
784 unfolding linear_def vector_eq_ldot[where 'a="real^'n", symmetric] apply safe
785 unfolding inner_simps smult_conv_scaleR adjoint_works[OF lf] by auto
787 lemma adjoint_clauses:
788 fixes f:: "real ^'n \<Rightarrow> real ^'m"
789 assumes lf: "linear f"
790 shows "x \<bullet> adjoint f y = f x \<bullet> y"
791 and "adjoint f y \<bullet> x = y \<bullet> f x"
792 by (simp_all add: adjoint_works[OF lf] inner_commute)
794 lemma adjoint_adjoint:
795 fixes f:: "real ^'n \<Rightarrow> real ^'m"
796 assumes lf: "linear f"
797 shows "adjoint (adjoint f) = f"
798 by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])
801 subsection {* Matrix operations *}
803 text{* Matrix notation. NB: an MxN matrix is of type @{typ "'a^'n^'m"}, not @{typ "'a^'m^'n"} *}
805 definition matrix_matrix_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'p^'n \<Rightarrow> 'a ^ 'p ^'m" (infixl "**" 70)
806 where "m ** m' == (\<chi> i j. setsum (\<lambda>k. ((m$i)$k) * ((m'$k)$j)) (UNIV :: 'n set)) ::'a ^ 'p ^'m"
808 definition matrix_vector_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n \<Rightarrow> 'a ^ 'm" (infixl "*v" 70)
809 where "m *v x \<equiv> (\<chi> i. setsum (\<lambda>j. ((m$i)$j) * (x$j)) (UNIV ::'n set)) :: 'a^'m"
811 definition vector_matrix_mult :: "'a ^ 'm \<Rightarrow> ('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n " (infixl "v*" 70)
812 where "v v* m == (\<chi> j. setsum (\<lambda>i. ((m$i)$j) * (v$i)) (UNIV :: 'm set)) :: 'a^'n"
814 definition "(mat::'a::zero => 'a ^'n^'n) k = (\<chi> i j. if i = j then k else 0)"
815 definition transpose where
816 "(transpose::'a^'n^'m \<Rightarrow> 'a^'m^'n) A = (\<chi> i j. ((A$j)$i))"
817 definition "(row::'m => 'a ^'n^'m \<Rightarrow> 'a ^'n) i A = (\<chi> j. ((A$i)$j))"
818 definition "(column::'n =>'a^'n^'m =>'a^'m) j A = (\<chi> i. ((A$i)$j))"
819 definition "rows(A::'a^'n^'m) = { row i A | i. i \<in> (UNIV :: 'm set)}"
820 definition "columns(A::'a^'n^'m) = { column i A | i. i \<in> (UNIV :: 'n set)}"
822 lemma mat_0[simp]: "mat 0 = 0" by (vector mat_def)
823 lemma matrix_add_ldistrib: "(A ** (B + C)) = (A ** B) + (A ** C)"
824 by (vector matrix_matrix_mult_def setsum_addf[symmetric] field_simps)
826 lemma matrix_mul_lid:
827 fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
828 shows "mat 1 ** A = A"
829 apply (simp add: matrix_matrix_mult_def mat_def)
831 by (auto simp only: if_distrib cond_application_beta setsum_delta'[OF finite] mult_1_left mult_zero_left if_True UNIV_I)
834 lemma matrix_mul_rid:
835 fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
836 shows "A ** mat 1 = A"
837 apply (simp add: matrix_matrix_mult_def mat_def)
839 by (auto simp only: if_distrib cond_application_beta setsum_delta[OF finite] mult_1_right mult_zero_right if_True UNIV_I cong: if_cong)
841 lemma matrix_mul_assoc: "A ** (B ** C) = (A ** B) ** C"
842 apply (vector matrix_matrix_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
843 apply (subst setsum_commute)
847 lemma matrix_vector_mul_assoc: "A *v (B *v x) = (A ** B) *v x"
848 apply (vector matrix_matrix_mult_def matrix_vector_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
849 apply (subst setsum_commute)
853 lemma matrix_vector_mul_lid: "mat 1 *v x = (x::'a::semiring_1 ^ 'n)"
854 apply (vector matrix_vector_mult_def mat_def)
855 by (simp add: if_distrib cond_application_beta
856 setsum_delta' cong del: if_weak_cong)
858 lemma matrix_transpose_mul: "transpose(A ** B) = transpose B ** transpose (A::'a::comm_semiring_1^_^_)"
859 by (simp add: matrix_matrix_mult_def transpose_def Cart_eq mult_commute)
862 fixes A B :: "'a::semiring_1 ^ 'n ^ 'm"
863 shows "A = B \<longleftrightarrow> (\<forall>x. A *v x = B *v x)" (is "?lhs \<longleftrightarrow> ?rhs")
865 apply (subst Cart_eq)
867 apply (clarsimp simp add: matrix_vector_mult_def cart_basis_def if_distrib cond_application_beta Cart_eq cong del: if_weak_cong)
868 apply (erule_tac x="cart_basis ia" in allE)
869 apply (erule_tac x="i" in allE)
870 by (auto simp add: cart_basis_def if_distrib cond_application_beta setsum_delta[OF finite] cong del: if_weak_cong)
872 lemma matrix_vector_mul_component:
873 shows "((A::real^_^_) *v x)$k = (A$k) \<bullet> x"
874 by (simp add: matrix_vector_mult_def inner_vector_def)
876 lemma dot_lmul_matrix: "((x::real ^_) v* A) \<bullet> y = x \<bullet> (A *v y)"
877 apply (simp add: inner_vector_def matrix_vector_mult_def vector_matrix_mult_def setsum_left_distrib setsum_right_distrib mult_ac)
878 apply (subst setsum_commute)
881 lemma transpose_mat: "transpose (mat n) = mat n"
882 by (vector transpose_def mat_def)
884 lemma transpose_transpose: "transpose(transpose A) = A"
885 by (vector transpose_def)
888 fixes A:: "'a::semiring_1^_^_"
889 shows "row i (transpose A) = column i A"
890 by (simp add: row_def column_def transpose_def Cart_eq)
892 lemma column_transpose:
893 fixes A:: "'a::semiring_1^_^_"
894 shows "column i (transpose A) = row i A"
895 by (simp add: row_def column_def transpose_def Cart_eq)
897 lemma rows_transpose: "rows(transpose (A::'a::semiring_1^_^_)) = columns A"
898 by (auto simp add: rows_def columns_def row_transpose intro: set_ext)
900 lemma columns_transpose: "columns(transpose (A::'a::semiring_1^_^_)) = rows A" by (metis transpose_transpose rows_transpose)
902 text{* Two sometimes fruitful ways of looking at matrix-vector multiplication. *}
904 lemma matrix_mult_dot: "A *v x = (\<chi> i. A$i \<bullet> x)"
905 by (simp add: matrix_vector_mult_def inner_vector_def)
907 lemma matrix_mult_vsum: "(A::'a::comm_semiring_1^'n^'m) *v x = setsum (\<lambda>i. (x$i) *s column i A) (UNIV:: 'n set)"
908 by (simp add: matrix_vector_mult_def Cart_eq column_def mult_commute)
910 lemma vector_componentwise:
911 "(x::'a::ring_1^'n) = (\<chi> j. setsum (\<lambda>i. (x$i) * (cart_basis i :: 'a^'n)$j) (UNIV :: 'n set))"
912 apply (subst basis_expansion[symmetric])
913 by (vector Cart_eq setsum_component)
915 lemma linear_componentwise:
916 fixes f:: "real ^'m \<Rightarrow> real ^ _"
917 assumes lf: "linear f"
918 shows "(f x)$j = setsum (\<lambda>i. (x$i) * (f (cart_basis i)$j)) (UNIV :: 'm set)" (is "?lhs = ?rhs")
920 let ?M = "(UNIV :: 'm set)"
921 let ?N = "(UNIV :: 'n set)"
922 have fM: "finite ?M" by simp
923 have "?rhs = (setsum (\<lambda>i.(x$i) *\<^sub>R f (cart_basis i) ) ?M)$j"
924 unfolding vector_smult_component[symmetric] smult_conv_scaleR
925 unfolding setsum_component[of "(\<lambda>i.(x$i) *\<^sub>R f (cart_basis i :: real^'m))" ?M]
927 then show ?thesis unfolding linear_setsum_mul[OF lf fM, symmetric] basis_expansion' ..
930 text{* Inverse matrices (not necessarily square) *}
932 definition "invertible(A::'a::semiring_1^'n^'m) \<longleftrightarrow> (\<exists>A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
934 definition "matrix_inv(A:: 'a::semiring_1^'n^'m) =
935 (SOME A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
937 text{* Correspondence between matrices and linear operators. *}
939 definition matrix:: "('a::{plus,times, one, zero}^'m \<Rightarrow> 'a ^ 'n) \<Rightarrow> 'a^'m^'n"
940 where "matrix f = (\<chi> i j. (f(cart_basis j))$i)"
942 lemma matrix_vector_mul_linear: "linear(\<lambda>x. A *v (x::real ^ _))"
943 by (simp add: linear_def matrix_vector_mult_def Cart_eq field_simps setsum_right_distrib setsum_addf)
945 lemma matrix_works: assumes lf: "linear f" shows "matrix f *v x = f (x::real ^ 'n)"
946 apply (simp add: matrix_def matrix_vector_mult_def Cart_eq mult_commute)
948 apply (rule linear_componentwise[OF lf, symmetric])
951 lemma matrix_vector_mul: "linear f ==> f = (\<lambda>x. matrix f *v (x::real ^ 'n))" by (simp add: ext matrix_works)
953 lemma matrix_of_matrix_vector_mul: "matrix(\<lambda>x. A *v (x :: real ^ 'n)) = A"
954 by (simp add: matrix_eq matrix_vector_mul_linear matrix_works)
956 lemma matrix_compose:
957 assumes lf: "linear (f::real^'n \<Rightarrow> real^'m)"
958 and lg: "linear (g::real^'m \<Rightarrow> real^_)"
959 shows "matrix (g o f) = matrix g ** matrix f"
960 using lf lg linear_compose[OF lf lg] matrix_works[OF linear_compose[OF lf lg]]
961 by (simp add: matrix_eq matrix_works matrix_vector_mul_assoc[symmetric] o_def)
963 lemma matrix_vector_column:"(A::'a::comm_semiring_1^'n^_) *v x = setsum (\<lambda>i. (x$i) *s ((transpose A)$i)) (UNIV:: 'n set)"
964 by (simp add: matrix_vector_mult_def transpose_def Cart_eq mult_commute)
966 lemma adjoint_matrix: "adjoint(\<lambda>x. (A::real^'n^'m) *v x) = (\<lambda>x. transpose A *v x)"
967 apply (rule adjoint_unique)
968 apply (simp add: transpose_def inner_vector_def matrix_vector_mult_def setsum_left_distrib setsum_right_distrib)
969 apply (subst setsum_commute)
970 apply (auto simp add: mult_ac)
973 lemma matrix_adjoint: assumes lf: "linear (f :: real^'n \<Rightarrow> real ^'m)"
974 shows "matrix(adjoint f) = transpose(matrix f)"
975 apply (subst matrix_vector_mul[OF lf])
976 unfolding adjoint_matrix matrix_of_matrix_vector_mul ..
978 section {* lambda_skolem on cartesian products *}
980 (* FIXME: rename do choice_cart *)
982 lemma lambda_skolem: "(\<forall>i. \<exists>x. P i x) \<longleftrightarrow>
983 (\<exists>x::'a ^ 'n. \<forall>i. P i (x$i))" (is "?lhs \<longleftrightarrow> ?rhs")
985 let ?S = "(UNIV :: 'n set)"
987 then have ?lhs by auto}
990 then obtain f where f:"\<forall>i. P i (f i)" unfolding choice_iff by metis
991 let ?x = "(\<chi> i. (f i)) :: 'a ^ 'n"
993 from f have "P i (f i)" by metis
994 then have "P i (?x$i)" by auto
996 hence "\<forall>i. P i (?x$i)" by metis
997 hence ?rhs by metis }
998 ultimately show ?thesis by metis
1001 subsection {* Standard bases are a spanning set, and obviously finite. *}
1003 lemma span_stdbasis:"span {cart_basis i :: real^'n | i. i \<in> (UNIV :: 'n set)} = UNIV"
1004 apply (rule set_ext)
1006 apply (subst basis_expansion'[symmetric])
1007 apply (rule span_setsum)
1010 apply (rule span_mul)
1011 apply (rule span_superset)
1012 apply (auto simp add: Collect_def mem_def)
1015 lemma finite_stdbasis: "finite {cart_basis i ::real^'n |i. i\<in> (UNIV:: 'n set)}" (is "finite ?S")
1017 have eq: "?S = cart_basis ` UNIV" by blast
1018 show ?thesis unfolding eq by auto
1021 lemma card_stdbasis: "card {cart_basis i ::real^'n |i. i\<in> (UNIV :: 'n set)} = CARD('n)" (is "card ?S = _")
1023 have eq: "?S = cart_basis ` UNIV" by blast
1024 show ?thesis unfolding eq using card_image[OF basis_inj] by simp
1028 lemma independent_stdbasis_lemma:
1029 assumes x: "(x::real ^ 'n) \<in> span (cart_basis ` S)"
1030 and iS: "i \<notin> S"
1033 let ?U = "UNIV :: 'n set"
1034 let ?B = "cart_basis ` S"
1035 let ?P = "\<lambda>(x::real^_). \<forall>i\<in> ?U. i \<notin> S \<longrightarrow> x$i =0"
1036 {fix x::"real^_" assume xS: "x\<in> ?B"
1037 from xS have "?P x" by auto}
1040 by (auto simp add: subspace_def Collect_def mem_def)
1041 ultimately show ?thesis
1042 using x span_induct[of ?B ?P x] iS by blast
1045 lemma independent_stdbasis: "independent {cart_basis i ::real^'n |i. i\<in> (UNIV :: 'n set)}"
1047 let ?I = "UNIV :: 'n set"
1048 let ?b = "cart_basis :: _ \<Rightarrow> real ^'n"
1050 have eq: "{?b i|i. i \<in> ?I} = ?B"
1052 {assume d: "dependent ?B"
1053 then obtain k where k: "k \<in> ?I" "?b k \<in> span (?B - {?b k})"
1054 unfolding dependent_def by auto
1055 have eq1: "?B - {?b k} = ?B - ?b ` {k}" by simp
1056 have eq2: "?B - {?b k} = ?b ` (?I - {k})"
1058 apply (rule inj_on_image_set_diff[symmetric])
1059 apply (rule basis_inj) using k(1) by auto
1060 from k(2) have th0: "?b k \<in> span (?b ` (?I - {k}))" unfolding eq2 .
1061 from independent_stdbasis_lemma[OF th0, of k, simplified]
1063 then show ?thesis unfolding eq dependent_def ..
1066 lemma vector_sub_project_orthogonal_cart: "(b::real^'n) \<bullet> (x - ((b \<bullet> x) / (b \<bullet> b)) *s b) = 0"
1067 unfolding inner_simps smult_conv_scaleR by auto
1069 lemma linear_eq_stdbasis_cart:
1070 assumes lf: "linear (f::real^'m \<Rightarrow> _)" and lg: "linear g"
1071 and fg: "\<forall>i. f (cart_basis i) = g(cart_basis i)"
1074 let ?U = "UNIV :: 'm set"
1075 let ?I = "{cart_basis i:: real^'m|i. i \<in> ?U}"
1076 {fix x assume x: "x \<in> (UNIV :: (real^'m) set)"
1077 from equalityD2[OF span_stdbasis]
1078 have IU: " (UNIV :: (real^'m) set) \<subseteq> span ?I" by blast
1079 from linear_eq[OF lf lg IU] fg x
1080 have "f x = g x" unfolding Collect_def Ball_def mem_def by metis}
1081 then show ?thesis by (auto intro: ext)
1084 lemma bilinear_eq_stdbasis_cart:
1085 assumes bf: "bilinear (f:: real^'m \<Rightarrow> real^'n \<Rightarrow> _)"
1086 and bg: "bilinear g"
1087 and fg: "\<forall>i j. f (cart_basis i) (cart_basis j) = g (cart_basis i) (cart_basis j)"
1090 from fg have th: "\<forall>x \<in> {cart_basis i| i. i\<in> (UNIV :: 'm set)}. \<forall>y\<in> {cart_basis j |j. j \<in> (UNIV :: 'n set)}. f x y = g x y" by blast
1091 from bilinear_eq[OF bf bg equalityD2[OF span_stdbasis] equalityD2[OF span_stdbasis] th] show ?thesis by (blast intro: ext)
1094 lemma left_invertible_transpose:
1095 "(\<exists>(B). B ** transpose (A) = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). A ** B = mat 1)"
1096 by (metis matrix_transpose_mul transpose_mat transpose_transpose)
1098 lemma right_invertible_transpose:
1099 "(\<exists>(B). transpose (A) ** B = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). B ** A = mat 1)"
1100 by (metis matrix_transpose_mul transpose_mat transpose_transpose)
1102 lemma matrix_left_invertible_injective:
1103 "(\<exists>B. (B::real^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x y. A *v x = A *v y \<longrightarrow> x = y)"
1105 {fix B:: "real^'m^'n" and x y assume B: "B ** A = mat 1" and xy: "A *v x = A*v y"
1106 from xy have "B*v (A *v x) = B *v (A*v y)" by simp
1108 unfolding matrix_vector_mul_assoc B matrix_vector_mul_lid .}
1110 {assume A: "\<forall>x y. A *v x = A *v y \<longrightarrow> x = y"
1111 hence i: "inj (op *v A)" unfolding inj_on_def by auto
1112 from linear_injective_left_inverse[OF matrix_vector_mul_linear i]
1113 obtain g where g: "linear g" "g o op *v A = id" by blast
1114 have "matrix g ** A = mat 1"
1115 unfolding matrix_eq matrix_vector_mul_lid matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
1116 using g(2) by (simp add: o_def id_def stupid_ext)
1117 then have "\<exists>B. (B::real ^'m^'n) ** A = mat 1" by blast}
1118 ultimately show ?thesis by blast
1121 lemma matrix_left_invertible_ker:
1122 "(\<exists>B. (B::real ^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x. A *v x = 0 \<longrightarrow> x = 0)"
1123 unfolding matrix_left_invertible_injective
1124 using linear_injective_0[OF matrix_vector_mul_linear, of A]
1125 by (simp add: inj_on_def)
1127 lemma matrix_right_invertible_surjective:
1128 "(\<exists>B. (A::real^'n^'m) ** (B::real^'m^'n) = mat 1) \<longleftrightarrow> surj (\<lambda>x. A *v x)"
1130 {fix B :: "real ^'m^'n" assume AB: "A ** B = mat 1"
1131 {fix x :: "real ^ 'm"
1132 have "A *v (B *v x) = x"
1133 by (simp add: matrix_vector_mul_lid matrix_vector_mul_assoc AB)}
1134 hence "surj (op *v A)" unfolding surj_def by metis }
1136 {assume sf: "surj (op *v A)"
1137 from linear_surjective_right_inverse[OF matrix_vector_mul_linear sf]
1138 obtain g:: "real ^'m \<Rightarrow> real ^'n" where g: "linear g" "op *v A o g = id"
1141 have "A ** (matrix g) = mat 1"
1142 unfolding matrix_eq matrix_vector_mul_lid
1143 matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
1144 using g(2) unfolding o_def stupid_ext[symmetric] id_def
1146 hence "\<exists>B. A ** (B::real^'m^'n) = mat 1" by blast
1148 ultimately show ?thesis unfolding surj_def by blast
1151 lemma matrix_left_invertible_independent_columns:
1152 fixes A :: "real^'n^'m"
1153 shows "(\<exists>(B::real ^'m^'n). B ** A = mat 1) \<longleftrightarrow> (\<forall>c. setsum (\<lambda>i. c i *s column i A) (UNIV :: 'n set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
1154 (is "?lhs \<longleftrightarrow> ?rhs")
1156 let ?U = "UNIV :: 'n set"
1157 {assume k: "\<forall>x. A *v x = 0 \<longrightarrow> x = 0"
1158 {fix c i assume c: "setsum (\<lambda>i. c i *s column i A) ?U = 0"
1160 let ?x = "\<chi> i. c i"
1161 have th0:"A *v ?x = 0"
1163 unfolding matrix_mult_vsum Cart_eq
1165 from k[rule_format, OF th0] i
1166 have "c i = 0" by (vector Cart_eq)}
1167 hence ?rhs by blast}
1170 {fix x assume x: "A *v x = 0"
1171 let ?c = "\<lambda>i. ((x$i ):: real)"
1172 from H[rule_format, of ?c, unfolded matrix_mult_vsum[symmetric], OF x]
1173 have "x = 0" by vector}}
1174 ultimately show ?thesis unfolding matrix_left_invertible_ker by blast
1177 lemma matrix_right_invertible_independent_rows:
1178 fixes A :: "real^'n^'m"
1179 shows "(\<exists>(B::real^'m^'n). A ** B = mat 1) \<longleftrightarrow> (\<forall>c. setsum (\<lambda>i. c i *s row i A) (UNIV :: 'm set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
1180 unfolding left_invertible_transpose[symmetric]
1181 matrix_left_invertible_independent_columns
1182 by (simp add: column_transpose)
1184 lemma matrix_right_invertible_span_columns:
1185 "(\<exists>(B::real ^'n^'m). (A::real ^'m^'n) ** B = mat 1) \<longleftrightarrow> span (columns A) = UNIV" (is "?lhs = ?rhs")
1187 let ?U = "UNIV :: 'm set"
1188 have fU: "finite ?U" by simp
1189 have lhseq: "?lhs \<longleftrightarrow> (\<forall>y. \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y)"
1190 unfolding matrix_right_invertible_surjective matrix_mult_vsum surj_def
1191 apply (subst eq_commute) ..
1192 have rhseq: "?rhs \<longleftrightarrow> (\<forall>x. x \<in> span (columns A))" by blast
1195 from h[unfolded lhseq, rule_format, of x] obtain y:: "real ^'m"
1196 where y: "setsum (\<lambda>i. (y$i) *s column i A) ?U = x" by blast
1197 have "x \<in> span (columns A)"
1198 unfolding y[symmetric]
1199 apply (rule span_setsum[OF fU])
1201 unfolding smult_conv_scaleR
1202 apply (rule span_mul)
1203 apply (rule span_superset)
1204 unfolding columns_def
1206 then have ?rhs unfolding rhseq by blast}
1209 let ?P = "\<lambda>(y::real ^'n). \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y"
1211 proof(rule span_induct_alt[of ?P "columns A", folded smult_conv_scaleR])
1212 show "\<exists>x\<Colon>real ^ 'm. setsum (\<lambda>i. (x$i) *s column i A) ?U = 0"
1213 by (rule exI[where x=0], simp)
1215 fix c y1 y2 assume y1: "y1 \<in> columns A" and y2: "?P y2"
1216 from y1 obtain i where i: "i \<in> ?U" "y1 = column i A"
1217 unfolding columns_def by blast
1218 from y2 obtain x:: "real ^'m" where
1219 x: "setsum (\<lambda>i. (x$i) *s column i A) ?U = y2" by blast
1220 let ?x = "(\<chi> j. if j = i then c + (x$i) else (x$j))::real^'m"
1221 show "?P (c*s y1 + y2)"
1222 proof(rule exI[where x= "?x"], vector, auto simp add: i x[symmetric] if_distrib right_distrib cond_application_beta cong del: if_weak_cong)
1224 have th: "\<forall>xa \<in> ?U. (if xa = i then (c + (x$i)) * ((column xa A)$j)
1225 else (x$xa) * ((column xa A$j))) = (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))" using i(1)
1226 by (simp add: field_simps)
1227 have "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
1228 else (x$xa) * ((column xa A$j))) ?U = setsum (\<lambda>xa. (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))) ?U"
1229 apply (rule setsum_cong[OF refl])
1231 also have "\<dots> = setsum (\<lambda>xa. if xa = i then c * ((column i A)$j) else 0) ?U + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
1232 by (simp add: setsum_addf)
1233 also have "\<dots> = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
1234 unfolding setsum_delta[OF fU]
1236 finally show "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
1237 else (x$xa) * ((column xa A$j))) ?U = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U" .
1240 show "y \<in> span (columns A)" unfolding h by blast
1242 then have ?lhs unfolding lhseq ..}
1243 ultimately show ?thesis by blast
1246 lemma matrix_left_invertible_span_rows:
1247 "(\<exists>(B::real^'m^'n). B ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> span (rows A) = UNIV"
1248 unfolding right_invertible_transpose[symmetric]
1249 unfolding columns_transpose[symmetric]
1250 unfolding matrix_right_invertible_span_columns
1253 text {* The same result in terms of square matrices. *}
1255 lemma matrix_left_right_inverse:
1256 fixes A A' :: "real ^'n^'n"
1257 shows "A ** A' = mat 1 \<longleftrightarrow> A' ** A = mat 1"
1259 {fix A A' :: "real ^'n^'n" assume AA': "A ** A' = mat 1"
1260 have sA: "surj (op *v A)"
1263 apply (rule_tac x="(A' *v y)" in exI)
1264 by (simp add: matrix_vector_mul_assoc AA' matrix_vector_mul_lid)
1265 from linear_surjective_isomorphism[OF matrix_vector_mul_linear sA]
1266 obtain f' :: "real ^'n \<Rightarrow> real ^'n"
1267 where f': "linear f'" "\<forall>x. f' (A *v x) = x" "\<forall>x. A *v f' x = x" by blast
1268 have th: "matrix f' ** A = mat 1"
1269 by (simp add: matrix_eq matrix_works[OF f'(1)] matrix_vector_mul_assoc[symmetric] matrix_vector_mul_lid f'(2)[rule_format])
1270 hence "(matrix f' ** A) ** A' = mat 1 ** A'" by simp
1271 hence "matrix f' = A'" by (simp add: matrix_mul_assoc[symmetric] AA' matrix_mul_rid matrix_mul_lid)
1272 hence "matrix f' ** A = A' ** A" by simp
1273 hence "A' ** A = mat 1" by (simp add: th)}
1274 then show ?thesis by blast
1277 text {* Considering an n-element vector as an n-by-1 or 1-by-n matrix. *}
1279 definition "rowvector v = (\<chi> i j. (v$j))"
1281 definition "columnvector v = (\<chi> i j. (v$i))"
1283 lemma transpose_columnvector:
1284 "transpose(columnvector v) = rowvector v"
1285 by (simp add: transpose_def rowvector_def columnvector_def Cart_eq)
1287 lemma transpose_rowvector: "transpose(rowvector v) = columnvector v"
1288 by (simp add: transpose_def columnvector_def rowvector_def Cart_eq)
1290 lemma dot_rowvector_columnvector:
1291 "columnvector (A *v v) = A ** columnvector v"
1292 by (vector columnvector_def matrix_matrix_mult_def matrix_vector_mult_def)
1294 lemma dot_matrix_product: "(x::real^'n) \<bullet> y = (((rowvector x ::real^'n^1) ** (columnvector y :: real^1^'n))$1)$1"
1295 by (vector matrix_matrix_mult_def rowvector_def columnvector_def inner_vector_def)
1297 lemma dot_matrix_vector_mul:
1298 fixes A B :: "real ^'n ^'n" and x y :: "real ^'n"
1299 shows "(A *v x) \<bullet> (B *v y) =
1300 (((rowvector x :: real^'n^1) ** ((transpose A ** B) ** (columnvector y :: real ^1^'n)))$1)$1"
1301 unfolding dot_matrix_product transpose_columnvector[symmetric]
1302 dot_rowvector_columnvector matrix_transpose_mul matrix_mul_assoc ..
1305 lemma infnorm_cart:"infnorm (x::real^'n) = Sup {abs(x$i) |i. i\<in> (UNIV :: 'n set)}"
1306 unfolding infnorm_def apply(rule arg_cong[where f=Sup]) apply safe
1307 apply(rule_tac x="\<pi> i" in exI) defer
1308 apply(rule_tac x="\<pi>' i" in exI) unfolding nth_conv_component using pi'_range by auto
1310 lemma infnorm_set_image_cart:
1311 "{abs(x$i) |i. i\<in> (UNIV :: _ set)} =
1312 (\<lambda>i. abs(x$i)) ` (UNIV)" by blast
1314 lemma infnorm_set_lemma_cart:
1315 shows "finite {abs((x::'a::abs ^'n)$i) |i. i\<in> (UNIV :: 'n set)}"
1316 and "{abs(x$i) |i. i\<in> (UNIV :: 'n::finite set)} \<noteq> {}"
1317 unfolding infnorm_set_image_cart
1318 by (auto intro: finite_imageI)
1320 lemma component_le_infnorm_cart:
1321 shows "\<bar>x$i\<bar> \<le> infnorm (x::real^'n)"
1322 unfolding nth_conv_component
1323 using component_le_infnorm[of x] .
1325 lemma dist_nth_le_cart: "dist (x $ i) (y $ i) \<le> dist x y"
1326 unfolding dist_vector_def
1327 by (rule member_le_setL2) simp_all
1329 instance cart :: (perfect_space, finite) perfect_space
1333 fix e :: real assume "0 < e"
1334 def a \<equiv> "x $ undefined"
1335 have "a islimpt UNIV" by (rule islimpt_UNIV)
1336 with `0 < e` obtain b where "b \<noteq> a" and "dist b a < e"
1337 unfolding islimpt_approachable by auto
1338 def y \<equiv> "Cart_lambda ((Cart_nth x)(undefined := b))"
1339 from `b \<noteq> a` have "y \<noteq> x"
1340 unfolding a_def y_def by (simp add: Cart_eq)
1341 from `dist b a < e` have "dist y x < e"
1342 unfolding dist_vector_def a_def y_def
1344 apply (rule le_less_trans [OF setL2_le_setsum [OF zero_le_dist]])
1345 apply (subst setsum_diff1' [where a=undefined], simp, simp, simp)
1347 from `y \<noteq> x` and `dist y x < e`
1348 have "\<exists>y\<in>UNIV. y \<noteq> x \<and> dist y x < e" by auto
1350 then show "x islimpt UNIV" unfolding islimpt_approachable by blast
1353 lemma closed_positive_orthant: "closed {x::real^'n. \<forall>i. 0 \<le>x$i}"
1355 let ?U = "UNIV :: 'n set"
1356 let ?O = "{x::real^'n. \<forall>i. x$i\<ge>0}"
1357 {fix x:: "real^'n" and i::'n assume H: "\<forall>e>0. \<exists>x'\<in>?O. x' \<noteq> x \<and> dist x' x < e"
1359 from xi have th0: "-x$i > 0" by arith
1360 from H[rule_format, OF th0] obtain x' where x': "x' \<in>?O" "x' \<noteq> x" "dist x' x < -x $ i" by blast
1361 have th:" \<And>b a (x::real). abs x <= b \<Longrightarrow> b <= a ==> ~(a + x < 0)" by arith
1362 have th': "\<And>x (y::real). x < 0 \<Longrightarrow> 0 <= y ==> abs x <= abs (y - x)" by arith
1363 have th1: "\<bar>x$i\<bar> \<le> \<bar>(x' - x)$i\<bar>" using x'(1) xi
1364 apply (simp only: vector_component)
1366 have th2: "\<bar>dist x x'\<bar> \<ge> \<bar>(x' - x)$i\<bar>" using component_le_norm_cart[of "x'-x" i]
1367 apply (simp add: dist_norm) by norm
1368 from th[OF th1 th2] x'(3) have False by (simp add: dist_commute) }
1369 then show ?thesis unfolding closed_limpt islimpt_approachable
1370 unfolding not_le[symmetric] by blast
1372 lemma Lim_component_cart:
1373 fixes f :: "'a \<Rightarrow> 'b::metric_space ^ 'n"
1374 shows "(f ---> l) net \<Longrightarrow> ((\<lambda>a. f a $i) ---> l$i) net"
1375 unfolding tendsto_iff
1377 apply (drule spec, drule (1) mp)
1378 apply (erule eventually_elim1)
1379 apply (erule le_less_trans [OF dist_nth_le_cart])
1382 lemma bounded_component_cart: "bounded s \<Longrightarrow> bounded ((\<lambda>x. x $ i) ` s)"
1383 unfolding bounded_def
1385 apply (rule_tac x="x $ i" in exI)
1386 apply (rule_tac x="e" in exI)
1388 apply (rule order_trans [OF dist_nth_le_cart], simp)
1391 lemma compact_lemma_cart:
1392 fixes f :: "nat \<Rightarrow> 'a::heine_borel ^ 'n"
1393 assumes "bounded s" and "\<forall>n. f n \<in> s"
1395 \<exists>l r. subseq r \<and>
1396 (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
1398 fix d::"'n set" have "finite d" by simp
1399 thus "\<exists>l::'a ^ 'n. \<exists>r. subseq r \<and>
1400 (\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r n) $ i) (l $ i) < e) sequentially)"
1401 proof(induct d) case empty thus ?case unfolding subseq_def by auto
1402 next case (insert k d)
1403 have s': "bounded ((\<lambda>x. x $ k) ` s)" using `bounded s` by (rule bounded_component_cart)
1404 obtain l1::"'a^'n" and r1 where r1:"subseq r1" and lr1:"\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $ i) (l1 $ i) < e) sequentially"
1405 using insert(3) by auto
1406 have f': "\<forall>n. f (r1 n) $ k \<in> (\<lambda>x. x $ k) ` s" using `\<forall>n. f n \<in> s` by simp
1407 obtain l2 r2 where r2:"subseq r2" and lr2:"((\<lambda>i. f (r1 (r2 i)) $ k) ---> l2) sequentially"
1408 using bounded_imp_convergent_subsequence[OF s' f'] unfolding o_def by auto
1409 def r \<equiv> "r1 \<circ> r2" have r:"subseq r"
1410 using r1 and r2 unfolding r_def o_def subseq_def by auto
1412 def l \<equiv> "(\<chi> i. if i = k then l2 else l1$i)::'a^'n"
1413 { fix e::real assume "e>0"
1414 from lr1 `e>0` have N1:"eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 n) $ i) (l1 $ i) < e) sequentially" by blast
1415 from lr2 `e>0` have N2:"eventually (\<lambda>n. dist (f (r1 (r2 n)) $ k) l2 < e) sequentially" by (rule tendstoD)
1416 from r2 N1 have N1': "eventually (\<lambda>n. \<forall>i\<in>d. dist (f (r1 (r2 n)) $ i) (l1 $ i) < e) sequentially"
1417 by (rule eventually_subseq)
1418 have "eventually (\<lambda>n. \<forall>i\<in>(insert k d). dist (f (r n) $ i) (l $ i) < e) sequentially"
1419 using N1' N2 by (rule eventually_elim2, simp add: l_def r_def)
1421 ultimately show ?case by auto
1425 instance cart :: (heine_borel, finite) heine_borel
1427 fix s :: "('a ^ 'b) set" and f :: "nat \<Rightarrow> 'a ^ 'b"
1428 assume s: "bounded s" and f: "\<forall>n. f n \<in> s"
1429 then obtain l r where r: "subseq r"
1430 and l: "\<forall>e>0. eventually (\<lambda>n. \<forall>i\<in>UNIV. dist (f (r n) $ i) (l $ i) < e) sequentially"
1431 using compact_lemma_cart [OF s f] by blast
1432 let ?d = "UNIV::'b set"
1433 { fix e::real assume "e>0"
1434 hence "0 < e / (real_of_nat (card ?d))"
1435 using zero_less_card_finite using divide_pos_pos[of e, of "real_of_nat (card ?d)"] by auto
1436 with l have "eventually (\<lambda>n. \<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))) sequentially"
1439 { fix n assume n: "\<forall>i. dist (f (r n) $ i) (l $ i) < e / (real_of_nat (card ?d))"
1440 have "dist (f (r n)) l \<le> (\<Sum>i\<in>?d. dist (f (r n) $ i) (l $ i))"
1441 unfolding dist_vector_def using zero_le_dist by (rule setL2_le_setsum)
1442 also have "\<dots> < (\<Sum>i\<in>?d. e / (real_of_nat (card ?d)))"
1443 by (rule setsum_strict_mono) (simp_all add: n)
1444 finally have "dist (f (r n)) l < e" by simp
1446 ultimately have "eventually (\<lambda>n. dist (f (r n)) l < e) sequentially"
1447 by (rule eventually_elim1)
1449 hence *:"((f \<circ> r) ---> l) sequentially" unfolding o_def tendsto_iff by simp
1450 with r show "\<exists>l r. subseq r \<and> ((f \<circ> r) ---> l) sequentially" by auto
1453 lemma continuous_at_component: "continuous (at a) (\<lambda>x. x $ i)"
1454 unfolding continuous_at by (intro tendsto_intros)
1456 lemma continuous_on_component: "continuous_on s (\<lambda>x. x $ i)"
1457 unfolding continuous_on_def by (intro ballI tendsto_intros)
1459 lemma interval_cart: fixes a :: "'a::ord^'n" shows
1460 "{a <..< b} = {x::'a^'n. \<forall>i. a$i < x$i \<and> x$i < b$i}" and
1461 "{a .. b} = {x::'a^'n. \<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i}"
1462 by (auto simp add: expand_set_eq vector_less_def vector_le_def)
1464 lemma mem_interval_cart: fixes a :: "'a::ord^'n" shows
1465 "x \<in> {a<..<b} \<longleftrightarrow> (\<forall>i. a$i < x$i \<and> x$i < b$i)"
1466 "x \<in> {a .. b} \<longleftrightarrow> (\<forall>i. a$i \<le> x$i \<and> x$i \<le> b$i)"
1467 using interval_cart[of a b] by(auto simp add: expand_set_eq vector_less_def vector_le_def)
1469 lemma interval_eq_empty_cart: fixes a :: "real^'n" shows
1470 "({a <..< b} = {} \<longleftrightarrow> (\<exists>i. b$i \<le> a$i))" (is ?th1) and
1471 "({a .. b} = {} \<longleftrightarrow> (\<exists>i. b$i < a$i))" (is ?th2)
1473 { fix i x assume as:"b$i \<le> a$i" and x:"x\<in>{a <..< b}"
1474 hence "a $ i < x $ i \<and> x $ i < b $ i" unfolding mem_interval_cart by auto
1475 hence "a$i < b$i" by auto
1476 hence False using as by auto }
1478 { assume as:"\<forall>i. \<not> (b$i \<le> a$i)"
1479 let ?x = "(1/2) *\<^sub>R (a + b)"
1481 have "a$i < b$i" using as[THEN spec[where x=i]] by auto
1482 hence "a$i < ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i < b$i"
1483 unfolding vector_smult_component and vector_add_component
1485 hence "{a <..< b} \<noteq> {}" using mem_interval_cart(1)[of "?x" a b] by auto }
1486 ultimately show ?th1 by blast
1488 { fix i x assume as:"b$i < a$i" and x:"x\<in>{a .. b}"
1489 hence "a $ i \<le> x $ i \<and> x $ i \<le> b $ i" unfolding mem_interval_cart by auto
1490 hence "a$i \<le> b$i" by auto
1491 hence False using as by auto }
1493 { assume as:"\<forall>i. \<not> (b$i < a$i)"
1494 let ?x = "(1/2) *\<^sub>R (a + b)"
1496 have "a$i \<le> b$i" using as[THEN spec[where x=i]] by auto
1497 hence "a$i \<le> ((1/2) *\<^sub>R (a+b)) $ i" "((1/2) *\<^sub>R (a+b)) $ i \<le> b$i"
1498 unfolding vector_smult_component and vector_add_component
1500 hence "{a .. b} \<noteq> {}" using mem_interval_cart(2)[of "?x" a b] by auto }
1501 ultimately show ?th2 by blast
1504 lemma interval_ne_empty_cart: fixes a :: "real^'n" shows
1505 "{a .. b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i \<le> b$i)" and
1506 "{a <..< b} \<noteq> {} \<longleftrightarrow> (\<forall>i. a$i < b$i)"
1507 unfolding interval_eq_empty_cart[of a b] by (auto simp add: not_less not_le)
1508 (* BH: Why doesn't just "auto" work here? *)
1510 lemma subset_interval_imp_cart: fixes a :: "real^'n" shows
1511 "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c .. d} \<subseteq> {a .. b}" and
1512 "(\<forall>i. a$i < c$i \<and> d$i < b$i) \<Longrightarrow> {c .. d} \<subseteq> {a<..<b}" and
1513 "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a .. b}" and
1514 "(\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i) \<Longrightarrow> {c<..<d} \<subseteq> {a<..<b}"
1515 unfolding subset_eq[unfolded Ball_def] unfolding mem_interval_cart
1516 by (auto intro: order_trans less_le_trans le_less_trans less_imp_le) (* BH: Why doesn't just "auto" work here? *)
1518 lemma interval_sing: fixes a :: "'a::linorder^'n" shows
1519 "{a .. a} = {a} \<and> {a<..<a} = {}"
1520 apply(auto simp add: expand_set_eq vector_less_def vector_le_def Cart_eq)
1521 apply (simp add: order_eq_iff)
1522 apply (auto simp add: not_less less_imp_le)
1525 lemma interval_open_subset_closed_cart: fixes a :: "'a::preorder^'n" shows
1526 "{a<..<b} \<subseteq> {a .. b}"
1527 proof(simp add: subset_eq, rule)
1529 assume x:"x \<in>{a<..<b}"
1531 have "a $ i \<le> x $ i"
1532 using x order_less_imp_le[of "a$i" "x$i"]
1533 by(simp add: expand_set_eq vector_less_def vector_le_def Cart_eq)
1537 have "x $ i \<le> b $ i"
1538 using x order_less_imp_le[of "x$i" "b$i"]
1539 by(simp add: expand_set_eq vector_less_def vector_le_def Cart_eq)
1542 show "a \<le> x \<and> x \<le> b"
1543 by(simp add: expand_set_eq vector_less_def vector_le_def Cart_eq)
1546 lemma subset_interval_cart: fixes a :: "real^'n" shows
1547 "{c .. d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th1) and
1548 "{c .. d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i. c$i \<le> d$i) --> (\<forall>i. a$i < c$i \<and> d$i < b$i)" (is ?th2) and
1549 "{c<..<d} \<subseteq> {a .. b} \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th3) and
1550 "{c<..<d} \<subseteq> {a<..<b} \<longleftrightarrow> (\<forall>i. c$i < d$i) --> (\<forall>i. a$i \<le> c$i \<and> d$i \<le> b$i)" (is ?th4)
1551 using subset_interval[of c d a b] by (simp_all add: cart_simps real_euclidean_nth)
1553 lemma disjoint_interval_cart: fixes a::"real^'n" shows
1554 "{a .. b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i < c$i \<or> b$i < c$i \<or> d$i < a$i))" (is ?th1) and
1555 "{a .. b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i. (b$i < a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th2) and
1556 "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i < c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th3) and
1557 "{a<..<b} \<inter> {c<..<d} = {} \<longleftrightarrow> (\<exists>i. (b$i \<le> a$i \<or> d$i \<le> c$i \<or> b$i \<le> c$i \<or> d$i \<le> a$i))" (is ?th4)
1558 using disjoint_interval[of a b c d] by (simp_all add: cart_simps real_euclidean_nth)
1560 lemma inter_interval_cart: fixes a :: "'a::linorder^'n" shows
1561 "{a .. b} \<inter> {c .. d} = {(\<chi> i. max (a$i) (c$i)) .. (\<chi> i. min (b$i) (d$i))}"
1562 unfolding expand_set_eq and Int_iff and mem_interval_cart
1565 lemma closed_interval_left_cart: fixes b::"real^'n"
1566 shows "closed {x::real^'n. \<forall>i. x$i \<le> b$i}"
1569 fix x::"real^'n" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i. x $ i \<le> b $ i}. x' \<noteq> x \<and> dist x' x < e"
1570 { assume "x$i > b$i"
1571 then obtain y where "y $ i \<le> b $ i" "y \<noteq> x" "dist y x < x$i - b$i" using x[THEN spec[where x="x$i - b$i"]] by auto
1572 hence False using component_le_norm_cart[of "y - x" i] unfolding dist_norm and vector_minus_component by auto }
1573 hence "x$i \<le> b$i" by(rule ccontr)auto }
1574 thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
1577 lemma closed_interval_right_cart: fixes a::"real^'n"
1578 shows "closed {x::real^'n. \<forall>i. a$i \<le> x$i}"
1581 fix x::"real^'n" assume x:"\<forall>e>0. \<exists>x'\<in>{x. \<forall>i. a $ i \<le> x $ i}. x' \<noteq> x \<and> dist x' x < e"
1582 { assume "a$i > x$i"
1583 then obtain y where "a $ i \<le> y $ i" "y \<noteq> x" "dist y x < a$i - x$i" using x[THEN spec[where x="a$i - x$i"]] by auto
1584 hence False using component_le_norm_cart[of "y - x" i] unfolding dist_norm and vector_minus_component by auto }
1585 hence "a$i \<le> x$i" by(rule ccontr)auto }
1586 thus ?thesis unfolding closed_limpt unfolding islimpt_approachable by blast
1589 lemma is_interval_cart:"is_interval (s::(real^'n) set) \<longleftrightarrow>
1590 (\<forall>a\<in>s. \<forall>b\<in>s. \<forall>x. (\<forall>i. ((a$i \<le> x$i \<and> x$i \<le> b$i) \<or> (b$i \<le> x$i \<and> x$i \<le> a$i))) \<longrightarrow> x \<in> s)"
1591 unfolding is_interval_def Ball_def by (simp add: cart_simps real_euclidean_nth)
1593 lemma closed_halfspace_component_le_cart:
1594 shows "closed {x::real^'n. x$i \<le> a}"
1595 using closed_halfspace_le[of "(cart_basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
1597 lemma closed_halfspace_component_ge_cart:
1598 shows "closed {x::real^'n. x$i \<ge> a}"
1599 using closed_halfspace_ge[of a "(cart_basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
1601 lemma open_halfspace_component_lt_cart:
1602 shows "open {x::real^'n. x$i < a}"
1603 using open_halfspace_lt[of "(cart_basis i)::real^'n" a] unfolding inner_basis[OF assms] by auto
1605 lemma open_halfspace_component_gt_cart:
1606 shows "open {x::real^'n. x$i > a}"
1607 using open_halfspace_gt[of a "(cart_basis i)::real^'n"] unfolding inner_basis[OF assms] by auto
1609 lemma Lim_component_le_cart: fixes f :: "'a \<Rightarrow> real^'n"
1610 assumes "(f ---> l) net" "\<not> (trivial_limit net)" "eventually (\<lambda>x. f(x)$i \<le> b) net"
1613 { fix x have "x \<in> {x::real^'n. inner (cart_basis i) x \<le> b} \<longleftrightarrow> x$i \<le> b" unfolding inner_basis by auto } note * = this
1614 show ?thesis using Lim_in_closed_set[of "{x. inner (cart_basis i) x \<le> b}" f net l] unfolding *
1615 using closed_halfspace_le[of "(cart_basis i)::real^'n" b] and assms(1,2,3) by auto
1618 lemma Lim_component_ge_cart: fixes f :: "'a \<Rightarrow> real^'n"
1619 assumes "(f ---> l) net" "\<not> (trivial_limit net)" "eventually (\<lambda>x. b \<le> (f x)$i) net"
1622 { fix x have "x \<in> {x::real^'n. inner (cart_basis i) x \<ge> b} \<longleftrightarrow> x$i \<ge> b" unfolding inner_basis by auto } note * = this
1623 show ?thesis using Lim_in_closed_set[of "{x. inner (cart_basis i) x \<ge> b}" f net l] unfolding *
1624 using closed_halfspace_ge[of b "(cart_basis i)::real^'n"] and assms(1,2,3) by auto
1627 lemma Lim_component_eq_cart: fixes f :: "'a \<Rightarrow> real^'n"
1628 assumes net:"(f ---> l) net" "~(trivial_limit net)" and ev:"eventually (\<lambda>x. f(x)$i = b) net"
1630 using ev[unfolded order_eq_iff eventually_and] using Lim_component_ge_cart[OF net, of b i] and
1631 Lim_component_le_cart[OF net, of i b] by auto
1633 lemma connected_ivt_component_cart: fixes x::"real^'n" shows
1634 "connected s \<Longrightarrow> x \<in> s \<Longrightarrow> y \<in> s \<Longrightarrow> x$k \<le> a \<Longrightarrow> a \<le> y$k \<Longrightarrow> (\<exists>z\<in>s. z$k = a)"
1635 using connected_ivt_hyperplane[of s x y "(cart_basis k)::real^'n" a] by (auto simp add: inner_basis)
1637 lemma subspace_substandard_cart:
1638 "subspace {x::real^_. (\<forall>i. P i \<longrightarrow> x$i = 0)}"
1639 unfolding subspace_def by auto
1641 lemma closed_substandard_cart:
1642 "closed {x::real^'n. \<forall>i. P i --> x$i = 0}" (is "closed ?A")
1645 let ?Bs = "{{x::real^'n. inner (cart_basis i) x = 0}| i. i \<in> ?D}"
1648 hence x:"\<forall>i\<in>?D. x $ i = 0" by auto
1649 hence "x\<in> \<Inter> ?Bs" by(auto simp add: inner_basis x) }
1651 { assume x:"x\<in>\<Inter>?Bs"
1652 { fix i assume i:"i \<in> ?D"
1653 then obtain B where BB:"B \<in> ?Bs" and B:"B = {x::real^'n. inner (cart_basis i) x = 0}" by auto
1654 hence "x $ i = 0" unfolding B using x unfolding inner_basis by auto }
1655 hence "x\<in>?A" by auto }
1656 ultimately have "x\<in>?A \<longleftrightarrow> x\<in> \<Inter>?Bs" .. }
1657 hence "?A = \<Inter> ?Bs" by auto
1658 thus ?thesis by(auto simp add: closed_Inter closed_hyperplane)
1661 lemma dim_substandard_cart:
1662 shows "dim {x::real^'n. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0} = card d" (is "dim ?A = _")
1663 proof- have *:"{x. \<forall>i<DIM((real, 'n) cart). i \<notin> \<pi>' ` d \<longrightarrow> x $$ i = 0} =
1664 {x::real^'n. \<forall>i. i \<notin> d \<longrightarrow> x$i = 0}"apply safe
1665 apply(erule_tac x="\<pi>' i" in allE) defer
1666 apply(erule_tac x="\<pi> i" in allE)
1667 unfolding image_iff real_euclidean_nth[symmetric] by (auto simp: pi'_inj[THEN inj_eq])
1668 have " \<pi>' ` d \<subseteq> {..<DIM((real, 'n) cart)}" using pi'_range[where 'n='n] by auto
1669 thus ?thesis using dim_substandard[of "\<pi>' ` d", where 'a="real^'n"]
1670 unfolding * using card_image[of "\<pi>'" d] using pi'_inj unfolding inj_on_def by auto
1673 lemma affinity_inverses:
1674 assumes m0: "m \<noteq> (0::'a::field)"
1675 shows "(\<lambda>x. m *s x + c) o (\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) = id"
1676 "(\<lambda>x. inverse(m) *s x + (-(inverse(m) *s c))) o (\<lambda>x. m *s x + c) = id"
1678 apply (auto simp add: expand_fun_eq vector_add_ldistrib)
1679 by (simp_all add: vector_smult_lneg[symmetric] vector_smult_assoc vector_sneg_minus1[symmetric])
1681 lemma vector_affinity_eq:
1682 assumes m0: "(m::'a::field) \<noteq> 0"
1683 shows "m *s x + c = y \<longleftrightarrow> x = inverse m *s y + -(inverse m *s c)"
1685 assume h: "m *s x + c = y"
1686 hence "m *s x = y - c" by (simp add: field_simps)
1687 hence "inverse m *s (m *s x) = inverse m *s (y - c)" by simp
1688 then show "x = inverse m *s y + - (inverse m *s c)"
1689 using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
1691 assume h: "x = inverse m *s y + - (inverse m *s c)"
1692 show "m *s x + c = y" unfolding h diff_minus[symmetric]
1693 using m0 by (simp add: vector_smult_assoc vector_ssub_ldistrib)
1696 lemma vector_eq_affinity:
1697 "(m::'a::field) \<noteq> 0 ==> (y = m *s x + c \<longleftrightarrow> inverse(m) *s y + -(inverse(m) *s c) = x)"
1698 using vector_affinity_eq[where m=m and x=x and y=y and c=c]
1701 lemma const_vector_cart:"((\<chi> i. d)::real^'n) = (\<chi>\<chi> i. d)"
1702 apply(subst euclidean_eq)
1703 proof safe case goal1
1704 hence *:"(basis i::real^'n) = cart_basis (\<pi> i)"
1705 unfolding basis_real_n[THEN sym] by auto
1706 have "((\<chi> i. d)::real^'n) $$ i = d" unfolding euclidean_component_def *
1707 unfolding dot_basis by auto
1708 thus ?case using goal1 by auto
1711 section "Convex Euclidean Space"
1713 lemma Cart_1:"(1::real^'n) = (\<chi>\<chi> i. 1)"
1714 apply(subst euclidean_eq)
1715 proof safe case goal1 thus ?case using nth_conv_component[THEN sym,where i1="\<pi> i" and x1="1::real^'n"] by auto
1718 declare vector_add_ldistrib[simp] vector_ssub_ldistrib[simp] vector_smult_assoc[simp] vector_smult_rneg[simp]
1719 declare vector_sadd_rdistrib[simp] vector_sub_rdistrib[simp]
1721 lemmas vector_component_simps = vector_minus_component vector_smult_component vector_add_component vector_le_def Cart_lambda_beta basis_component vector_uminus_component
1723 lemma convex_box_cart:
1724 assumes "\<And>i. convex {x. P i x}"
1725 shows "convex {x. \<forall>i. P i (x$i)}"
1726 using assms unfolding convex_def by auto
1728 lemma convex_positive_orthant_cart: "convex {x::real^'n. (\<forall>i. 0 \<le> x$i)}"
1729 by (rule convex_box_cart) (simp add: atLeast_def[symmetric] convex_real_interval)
1731 lemma unit_interval_convex_hull_cart:
1732 "{0::real^'n .. 1} = convex hull {x. \<forall>i. (x$i = 0) \<or> (x$i = 1)}" (is "?int = convex hull ?points")
1733 unfolding Cart_1 unit_interval_convex_hull[where 'a="real^'n"]
1734 apply(rule arg_cong[where f="\<lambda>x. convex hull x"]) apply(rule set_ext) unfolding mem_Collect_eq
1735 apply safe apply(erule_tac x="\<pi>' i" in allE) unfolding nth_conv_component defer
1736 apply(erule_tac x="\<pi> i" in allE) by auto
1738 lemma cube_convex_hull_cart:
1739 assumes "0 < d" obtains s::"(real^'n) set" where "finite s" "{x - (\<chi> i. d) .. x + (\<chi> i. d)} = convex hull s"
1740 proof- from cube_convex_hull[OF assms, where 'a="real^'n" and x=x] guess s . note s=this
1741 show thesis apply(rule that[OF s(1)]) unfolding s(2)[THEN sym] const_vector_cart ..
1744 lemma std_simplex_cart:
1745 "(insert (0::real^'n) { cart_basis i | i. i\<in>UNIV}) =
1746 (insert 0 { basis i | i. i<DIM((real,'n) cart)})"
1747 apply(rule arg_cong[where f="\<lambda>s. (insert 0 s)"])
1748 unfolding basis_real_n[THEN sym] apply safe
1749 apply(rule_tac x="\<pi>' i" in exI) defer
1750 apply(rule_tac x="\<pi> i" in exI) using pi'_range[where 'n='n] by auto
1752 subsection "Brouwer Fixpoint"
1754 lemma kuhn_labelling_lemma_cart:
1755 assumes "(\<forall>x::real^_. P x \<longrightarrow> P (f x))" "\<forall>x. P x \<longrightarrow> (\<forall>i. Q i \<longrightarrow> 0 \<le> x$i \<and> x$i \<le> 1)"
1756 shows "\<exists>l. (\<forall>x i. l x i \<le> (1::nat)) \<and>
1757 (\<forall>x i. P x \<and> Q i \<and> (x$i = 0) \<longrightarrow> (l x i = 0)) \<and>
1758 (\<forall>x i. P x \<and> Q i \<and> (x$i = 1) \<longrightarrow> (l x i = 1)) \<and>
1759 (\<forall>x i. P x \<and> Q i \<and> (l x i = 0) \<longrightarrow> x$i \<le> f(x)$i) \<and>
1760 (\<forall>x i. P x \<and> Q i \<and> (l x i = 1) \<longrightarrow> f(x)$i \<le> x$i)" proof-
1761 have and_forall_thm:"\<And>P Q. (\<forall>x. P x) \<and> (\<forall>x. Q x) \<longleftrightarrow> (\<forall>x. P x \<and> Q x)" by auto
1762 have *:"\<forall>x y::real. 0 \<le> x \<and> x \<le> 1 \<and> 0 \<le> y \<and> y \<le> 1 \<longrightarrow> (x \<noteq> 1 \<and> x \<le> y \<or> x \<noteq> 0 \<and> y \<le> x)" by auto
1763 show ?thesis unfolding and_forall_thm apply(subst choice_iff[THEN sym])+ proof(rule,rule) case goal1
1764 let ?R = "\<lambda>y. (P x \<and> Q xa \<and> x $ xa = 0 \<longrightarrow> y = (0::nat)) \<and>
1765 (P x \<and> Q xa \<and> x $ xa = 1 \<longrightarrow> y = 1) \<and> (P x \<and> Q xa \<and> y = 0 \<longrightarrow> x $ xa \<le> f x $ xa) \<and> (P x \<and> Q xa \<and> y = 1 \<longrightarrow> f x $ xa \<le> x $ xa)"
1766 { assume "P x" "Q xa" hence "0 \<le> f x $ xa \<and> f x $ xa \<le> 1" using assms(2)[rule_format,of "f x" xa]
1767 apply(drule_tac assms(1)[rule_format]) by auto }
1768 hence "?R 0 \<or> ?R 1" by auto thus ?case by auto qed qed
1770 lemma interval_bij_cart:"interval_bij = (\<lambda> (a,b) (u,v) (x::real^'n).
1771 (\<chi> i. u$i + (x$i - a$i) / (b$i - a$i) * (v$i - u$i))::real^'n)"
1772 unfolding interval_bij_def apply(rule ext)+ apply safe
1773 unfolding Cart_eq Cart_lambda_beta unfolding nth_conv_component
1774 apply rule apply(subst euclidean_lambda_beta) using pi'_range by auto
1776 lemma interval_bij_affine_cart:
1777 "interval_bij (a,b) (u,v) = (\<lambda>x. (\<chi> i. (v$i - u$i) / (b$i - a$i) * x$i) +
1778 (\<chi> i. u$i - (v$i - u$i) / (b$i - a$i) * a$i)::real^'n)"
1779 apply rule unfolding Cart_eq interval_bij_cart vector_component_simps
1780 by(auto simp add: field_simps add_divide_distrib[THEN sym])
1782 subsection "Derivative"
1784 lemma has_derivative_vmul_component_cart: fixes c::"real^'a \<Rightarrow> real^'b" and v::"real^'c"
1785 assumes "(c has_derivative c') net"
1786 shows "((\<lambda>x. c(x)$k *\<^sub>R v) has_derivative (\<lambda>x. (c' x)$k *\<^sub>R v)) net"
1787 using has_derivative_vmul_component[OF assms]
1788 unfolding nth_conv_component .
1790 lemma differentiable_at_imp_differentiable_on: "(\<forall>x\<in>(s::(real^'n) set). f differentiable at x) \<Longrightarrow> f differentiable_on s"
1791 unfolding differentiable_on_def by(auto intro!: differentiable_at_withinI)
1793 definition "jacobian f net = matrix(frechet_derivative f net)"
1795 lemma jacobian_works: "(f::(real^'a) \<Rightarrow> (real^'b)) differentiable net \<longleftrightarrow> (f has_derivative (\<lambda>h. (jacobian f net) *v h)) net"
1796 apply rule unfolding jacobian_def apply(simp only: matrix_works[OF linear_frechet_derivative]) defer
1797 apply(rule differentiableI) apply assumption unfolding frechet_derivative_works by assumption
1799 subsection {* Component of the differential must be zero if it exists at a local *)
1800 (* maximum or minimum for that corresponding component. *}
1802 lemma differential_zero_maxmin_component: fixes f::"real^'a \<Rightarrow> real^'b"
1803 assumes "0 < e" "((\<forall>y \<in> ball x e. (f y)$k \<le> (f x)$k) \<or> (\<forall>y\<in>ball x e. (f x)$k \<le> (f y)$k))"
1804 "f differentiable (at x)" shows "jacobian f (at x) $ k = 0"
1805 (* FIXME: reuse proof of generic differential_zero_maxmin_component*)
1808 def D \<equiv> "jacobian f (at x)" assume "jacobian f (at x) $ k \<noteq> 0"
1809 then obtain j where j:"D$k$j \<noteq> 0" unfolding Cart_eq D_def by auto
1810 hence *:"abs (jacobian f (at x) $ k $ j) / 2 > 0" unfolding D_def by auto
1811 note as = assms(3)[unfolded jacobian_works has_derivative_at_alt]
1812 guess e' using as[THEN conjunct2,rule_format,OF *] .. note e' = this
1813 guess d using real_lbound_gt_zero[OF assms(1) e'[THEN conjunct1]] .. note d = this
1814 { fix c assume "abs c \<le> d"
1815 hence *:"norm (x + c *\<^sub>R cart_basis j - x) < e'" using norm_basis[of j] d by auto
1816 have "\<bar>(f (x + c *\<^sub>R cart_basis j) - f x - D *v (c *\<^sub>R cart_basis j)) $ k\<bar> \<le> norm (f (x + c *\<^sub>R cart_basis j) - f x - D *v (c *\<^sub>R cart_basis j))"
1817 by(rule component_le_norm_cart)
1818 also have "\<dots> \<le> \<bar>D $ k $ j\<bar> / 2 * \<bar>c\<bar>" using e'[THEN conjunct2,rule_format,OF *] and norm_basis[of j] unfolding D_def[symmetric] by auto
1819 finally have "\<bar>(f (x + c *\<^sub>R cart_basis j) - f x - D *v (c *\<^sub>R cart_basis j)) $ k\<bar> \<le> \<bar>D $ k $ j\<bar> / 2 * \<bar>c\<bar>" by simp
1820 hence "\<bar>f (x + c *\<^sub>R cart_basis j) $ k - f x $ k - c * D $ k $ j\<bar> \<le> \<bar>D $ k $ j\<bar> / 2 * \<bar>c\<bar>"
1821 unfolding vector_component_simps matrix_vector_mul_component unfolding smult_conv_scaleR[symmetric]
1822 unfolding inner_simps dot_basis smult_conv_scaleR by simp } note * = this
1823 have "x + d *\<^sub>R cart_basis j \<in> ball x e" "x - d *\<^sub>R cart_basis j \<in> ball x e"
1824 unfolding mem_ball dist_norm using norm_basis[of j] d by auto
1825 hence **:"((f (x - d *\<^sub>R cart_basis j))$k \<le> (f x)$k \<and> (f (x + d *\<^sub>R cart_basis j))$k \<le> (f x)$k) \<or>
1826 ((f (x - d *\<^sub>R cart_basis j))$k \<ge> (f x)$k \<and> (f (x + d *\<^sub>R cart_basis j))$k \<ge> (f x)$k)" using assms(2) by auto
1827 have ***:"\<And>y y1 y2 d dx::real. (y1\<le>y\<and>y2\<le>y) \<or> (y\<le>y1\<and>y\<le>y2) \<Longrightarrow> d < abs dx \<Longrightarrow> abs(y1 - y - - dx) \<le> d \<Longrightarrow> (abs (y2 - y - dx) \<le> d) \<Longrightarrow> False" by arith
1828 show False apply(rule ***[OF **, where dx="d * D $ k $ j" and d="\<bar>D $ k $ j\<bar> / 2 * \<bar>d\<bar>"])
1829 using *[of "-d"] and *[of d] and d[THEN conjunct1] and j unfolding mult_minus_left
1830 unfolding abs_mult diff_minus_eq_add scaleR.minus_left unfolding algebra_simps by (auto intro: mult_pos_pos)
1833 subsection {* Lemmas for working on real^1 *}
1835 lemma forall_1[simp]: "(\<forall>i::1. P i) \<longleftrightarrow> P 1"
1836 by (metis num1_eq_iff)
1838 lemma ex_1[simp]: "(\<exists>x::1. P x) \<longleftrightarrow> P 1"
1839 by auto (metis num1_eq_iff)
1842 fixes x :: 2 shows "x = 1 \<or> x = 2"
1845 then have "0 <= z" and "z < 2" by simp_all
1846 then have "z = 0 | z = 1" by arith
1847 then show ?case by auto
1850 lemma forall_2: "(\<forall>i::2. P i) \<longleftrightarrow> P 1 \<and> P 2"
1851 by (metis exhaust_2)
1854 fixes x :: 3 shows "x = 1 \<or> x = 2 \<or> x = 3"
1857 then have "0 <= z" and "z < 3" by simp_all
1858 then have "z = 0 \<or> z = 1 \<or> z = 2" by arith
1859 then show ?case by auto
1862 lemma forall_3: "(\<forall>i::3. P i) \<longleftrightarrow> P 1 \<and> P 2 \<and> P 3"
1863 by (metis exhaust_3)
1865 lemma UNIV_1 [simp]: "UNIV = {1::1}"
1866 by (auto simp add: num1_eq_iff)
1868 lemma UNIV_2: "UNIV = {1::2, 2::2}"
1869 using exhaust_2 by auto
1871 lemma UNIV_3: "UNIV = {1::3, 2::3, 3::3}"
1872 using exhaust_3 by auto
1874 lemma setsum_1: "setsum f (UNIV::1 set) = f 1"
1875 unfolding UNIV_1 by simp
1877 lemma setsum_2: "setsum f (UNIV::2 set) = f 1 + f 2"
1878 unfolding UNIV_2 by simp
1880 lemma setsum_3: "setsum f (UNIV::3 set) = f 1 + f 2 + f 3"
1881 unfolding UNIV_3 by (simp add: add_ac)
1883 instantiation num1 :: cart_one begin
1885 show "CARD(1) = Suc 0" by auto
1888 (* "lift" from 'a to 'a^1 and "drop" from 'a^1 to 'a -- FIXME: potential use of transfer *)
1890 abbreviation vec1:: "'a \<Rightarrow> 'a ^ 1" where "vec1 x \<equiv> vec x"
1892 abbreviation dest_vec1:: "'a ^1 \<Rightarrow> 'a"
1893 where "dest_vec1 x \<equiv> (x$1)"
1895 lemma vec1_dest_vec1[simp]: "vec1(dest_vec1 x) = x" "dest_vec1(vec1 y) = y"
1896 by (simp_all add: Cart_eq)
1898 lemma vec1_component[simp]: "(vec1 x)$1 = x"
1899 by (simp_all add: Cart_eq)
1901 declare vec1_dest_vec1(1) [simp]
1903 lemma forall_vec1: "(\<forall>x. P x) \<longleftrightarrow> (\<forall>x. P (vec1 x))"
1904 by (metis vec1_dest_vec1(1))
1906 lemma exists_vec1: "(\<exists>x. P x) \<longleftrightarrow> (\<exists>x. P(vec1 x))"
1907 by (metis vec1_dest_vec1(1))
1909 lemma vec1_eq[simp]: "vec1 x = vec1 y \<longleftrightarrow> x = y"
1910 by (metis vec1_dest_vec1(2))
1912 lemma dest_vec1_eq[simp]: "dest_vec1 x = dest_vec1 y \<longleftrightarrow> x = y"
1913 by (metis vec1_dest_vec1(1))
1915 subsection{* The collapse of the general concepts to dimension one. *}
1917 lemma vector_one: "(x::'a ^1) = (\<chi> i. (x$1))"
1918 by (simp add: Cart_eq)
1920 lemma forall_one: "(\<forall>(x::'a ^1). P x) \<longleftrightarrow> (\<forall>x. P(\<chi> i. x))"
1922 apply (erule_tac x= "x$1" in allE)
1923 apply (simp only: vector_one[symmetric])
1926 lemma norm_vector_1: "norm (x :: _^1) = norm (x$1)"
1927 by (simp add: norm_vector_def)
1929 lemma norm_real: "norm(x::real ^ 1) = abs(x$1)"
1930 by (simp add: norm_vector_1)
1932 lemma dist_real: "dist(x::real ^ 1) y = abs((x$1) - (y$1))"
1933 by (auto simp add: norm_real dist_norm)
1935 subsection{* Explicit vector construction from lists. *}
1937 primrec from_nat :: "nat \<Rightarrow> 'a::{monoid_add,one}"
1938 where "from_nat 0 = 0" | "from_nat (Suc n) = 1 + from_nat n"
1940 lemma from_nat [simp]: "from_nat = of_nat"
1941 by (rule ext, induct_tac x, simp_all)
1944 list_fun :: "nat \<Rightarrow> _ list \<Rightarrow> _ \<Rightarrow> _"
1946 "list_fun n [] = (\<lambda>x. 0)"
1947 | "list_fun n (x # xs) = fun_upd (list_fun (Suc n) xs) (from_nat n) x"
1949 definition "vector l = (\<chi> i. list_fun 1 l i)"
1950 (*definition "vector l = (\<chi> i. if i <= length l then l ! (i - 1) else 0)"*)
1952 lemma vector_1: "(vector[x]) $1 = x"
1953 unfolding vector_def by simp
1956 "(vector[x,y]) $1 = x"
1957 "(vector[x,y] :: 'a^2)$2 = (y::'a::zero)"
1958 unfolding vector_def by simp_all
1961 "(vector [x,y,z] ::('a::zero)^3)$1 = x"
1962 "(vector [x,y,z] ::('a::zero)^3)$2 = y"
1963 "(vector [x,y,z] ::('a::zero)^3)$3 = z"
1964 unfolding vector_def by simp_all
1966 lemma forall_vector_1: "(\<forall>v::'a::zero^1. P v) \<longleftrightarrow> (\<forall>x. P(vector[x]))"
1968 apply (erule_tac x="v$1" in allE)
1969 apply (subgoal_tac "vector [v$1] = v")
1971 apply (vector vector_def)
1975 lemma forall_vector_2: "(\<forall>v::'a::zero^2. P v) \<longleftrightarrow> (\<forall>x y. P(vector[x, y]))"
1977 apply (erule_tac x="v$1" in allE)
1978 apply (erule_tac x="v$2" in allE)
1979 apply (subgoal_tac "vector [v$1, v$2] = v")
1981 apply (vector vector_def)
1982 apply (simp add: forall_2)
1985 lemma forall_vector_3: "(\<forall>v::'a::zero^3. P v) \<longleftrightarrow> (\<forall>x y z. P(vector[x, y, z]))"
1987 apply (erule_tac x="v$1" in allE)
1988 apply (erule_tac x="v$2" in allE)
1989 apply (erule_tac x="v$3" in allE)
1990 apply (subgoal_tac "vector [v$1, v$2, v$3] = v")
1992 apply (vector vector_def)
1993 apply (simp add: forall_3)
1996 lemma range_vec1[simp]:"range vec1 = UNIV" apply(rule set_ext,rule) unfolding image_iff defer
1997 apply(rule_tac x="dest_vec1 x" in bexI) by auto
1999 lemma dest_vec1_lambda: "dest_vec1(\<chi> i. x i) = x 1"
2002 lemma dest_vec1_vec: "dest_vec1(vec x) = x"
2005 lemma dest_vec1_sum: assumes fS: "finite S"
2006 shows "dest_vec1(setsum f S) = setsum (dest_vec1 o f) S"
2007 apply (induct rule: finite_induct[OF fS])
2012 lemma norm_vec1 [simp]: "norm(vec1 x) = abs(x)"
2013 by (simp add: vec_def norm_real)
2015 lemma dist_vec1: "dist(vec1 x) (vec1 y) = abs(x - y)"
2016 by (simp only: dist_real vec1_component)
2017 lemma abs_dest_vec1: "norm x = \<bar>dest_vec1 x\<bar>"
2018 by (metis vec1_dest_vec1(1) norm_vec1)
2020 lemmas vec1_dest_vec1_simps = forall_vec1 vec_add[THEN sym] dist_vec1 vec_sub[THEN sym] vec1_dest_vec1 norm_vec1 vector_smult_component
2021 vec1_eq vec_cmul[THEN sym] smult_conv_scaleR[THEN sym] o_def dist_real_def norm_vec1 real_norm_def
2023 lemma bounded_linear_vec1:"bounded_linear (vec1::real\<Rightarrow>real^1)"
2024 unfolding bounded_linear_def additive_def bounded_linear_axioms_def
2025 unfolding smult_conv_scaleR[THEN sym] unfolding vec1_dest_vec1_simps
2026 apply(rule conjI) defer apply(rule conjI) defer apply(rule_tac x=1 in exI) by auto
2028 lemma linear_vmul_dest_vec1:
2029 fixes f:: "real^_ \<Rightarrow> real^1"
2030 shows "linear f \<Longrightarrow> linear (\<lambda>x. dest_vec1(f x) *s v)"
2031 unfolding smult_conv_scaleR
2032 by (rule linear_vmul_component)
2034 lemma linear_from_scalars:
2035 assumes lf: "linear (f::real^1 \<Rightarrow> real^_)"
2036 shows "f = (\<lambda>x. dest_vec1 x *s column 1 (matrix f))"
2037 unfolding smult_conv_scaleR
2039 apply (subst matrix_works[OF lf, symmetric])
2040 apply (auto simp add: Cart_eq matrix_vector_mult_def column_def mult_commute)
2043 lemma linear_to_scalars: assumes lf: "linear (f::real ^'n \<Rightarrow> real^1)"
2044 shows "f = (\<lambda>x. vec1(row 1 (matrix f) \<bullet> x))"
2046 apply (subst matrix_works[OF lf, symmetric])
2047 apply (simp add: Cart_eq matrix_vector_mult_def row_def inner_vector_def mult_commute)
2050 lemma dest_vec1_eq_0: "dest_vec1 x = 0 \<longleftrightarrow> x = 0"
2051 by (simp add: dest_vec1_eq[symmetric])
2053 lemma setsum_scalars: assumes fS: "finite S"
2054 shows "setsum f S = vec1 (setsum (dest_vec1 o f) S)"
2055 unfolding vec_setsum[OF fS] by simp
2057 lemma dest_vec1_wlog_le: "(\<And>(x::'a::linorder ^ 1) y. P x y \<longleftrightarrow> P y x) \<Longrightarrow> (\<And>x y. dest_vec1 x <= dest_vec1 y ==> P x y) \<Longrightarrow> P x y"
2058 apply (cases "dest_vec1 x \<le> dest_vec1 y")
2060 apply (subgoal_tac "dest_vec1 y \<le> dest_vec1 x")
2064 text{* Lifting and dropping *}
2066 lemma continuous_on_o_dest_vec1: fixes f::"real \<Rightarrow> 'a::real_normed_vector"
2067 assumes "continuous_on {a..b::real} f" shows "continuous_on {vec1 a..vec1 b} (f o dest_vec1)"
2068 using assms unfolding continuous_on_iff apply safe
2069 apply(erule_tac x="x$1" in ballE,erule_tac x=e in allE) apply safe
2070 apply(rule_tac x=d in exI) apply safe unfolding o_def dist_real_def dist_real
2071 apply(erule_tac x="dest_vec1 x'" in ballE) by(auto simp add:vector_le_def)
2073 lemma continuous_on_o_vec1: fixes f::"real^1 \<Rightarrow> 'a::real_normed_vector"
2074 assumes "continuous_on {a..b} f" shows "continuous_on {dest_vec1 a..dest_vec1 b} (f o vec1)"
2075 using assms unfolding continuous_on_iff apply safe
2076 apply(erule_tac x="vec x" in ballE,erule_tac x=e in allE) apply safe
2077 apply(rule_tac x=d in exI) apply safe unfolding o_def dist_real_def dist_real
2078 apply(erule_tac x="vec1 x'" in ballE) by(auto simp add:vector_le_def)
2080 lemma continuous_on_vec1:"continuous_on A (vec1::real\<Rightarrow>real^1)"
2081 by(rule linear_continuous_on[OF bounded_linear_vec1])
2083 lemma mem_interval_1: fixes x :: "real^1" shows
2084 "(x \<in> {a .. b} \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 x \<and> dest_vec1 x \<le> dest_vec1 b)"
2085 "(x \<in> {a<..<b} \<longleftrightarrow> dest_vec1 a < dest_vec1 x \<and> dest_vec1 x < dest_vec1 b)"
2086 by(simp_all add: Cart_eq vector_less_def vector_le_def)
2088 lemma vec1_interval:fixes a::"real" shows
2089 "vec1 ` {a .. b} = {vec1 a .. vec1 b}"
2090 "vec1 ` {a<..<b} = {vec1 a<..<vec1 b}"
2091 apply(rule_tac[!] set_ext) unfolding image_iff vector_less_def unfolding mem_interval_cart
2092 unfolding forall_1 unfolding vec1_dest_vec1_simps
2093 apply rule defer apply(rule_tac x="dest_vec1 x" in bexI) prefer 3 apply rule defer
2094 apply(rule_tac x="dest_vec1 x" in bexI) by auto
2096 (* Some special cases for intervals in R^1. *)
2098 lemma interval_cases_1: fixes x :: "real^1" shows
2099 "x \<in> {a .. b} ==> x \<in> {a<..<b} \<or> (x = a) \<or> (x = b)"
2100 unfolding Cart_eq vector_less_def vector_le_def mem_interval_cart by(auto simp del:dest_vec1_eq)
2102 lemma in_interval_1: fixes x :: "real^1" shows
2103 "(x \<in> {a .. b} \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 x \<and> dest_vec1 x \<le> dest_vec1 b) \<and>
2104 (x \<in> {a<..<b} \<longleftrightarrow> dest_vec1 a < dest_vec1 x \<and> dest_vec1 x < dest_vec1 b)"
2105 unfolding Cart_eq vector_less_def vector_le_def mem_interval_cart by(auto simp del:dest_vec1_eq)
2107 lemma interval_eq_empty_1: fixes a :: "real^1" shows
2108 "{a .. b} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a"
2109 "{a<..<b} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a"
2110 unfolding interval_eq_empty_cart and ex_1 by auto
2112 lemma subset_interval_1: fixes a :: "real^1" shows
2113 "({a .. b} \<subseteq> {c .. d} \<longleftrightarrow> dest_vec1 b < dest_vec1 a \<or>
2114 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a \<le> dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
2115 "({a .. b} \<subseteq> {c<..<d} \<longleftrightarrow> dest_vec1 b < dest_vec1 a \<or>
2116 dest_vec1 c < dest_vec1 a \<and> dest_vec1 a \<le> dest_vec1 b \<and> dest_vec1 b < dest_vec1 d)"
2117 "({a<..<b} \<subseteq> {c .. d} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or>
2118 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a < dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
2119 "({a<..<b} \<subseteq> {c<..<d} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or>
2120 dest_vec1 c \<le> dest_vec1 a \<and> dest_vec1 a < dest_vec1 b \<and> dest_vec1 b \<le> dest_vec1 d)"
2121 unfolding subset_interval_cart[of a b c d] unfolding forall_1 by auto
2123 lemma eq_interval_1: fixes a :: "real^1" shows
2124 "{a .. b} = {c .. d} \<longleftrightarrow>
2125 dest_vec1 b < dest_vec1 a \<and> dest_vec1 d < dest_vec1 c \<or>
2126 dest_vec1 a = dest_vec1 c \<and> dest_vec1 b = dest_vec1 d"
2127 unfolding set_eq_subset[of "{a .. b}" "{c .. d}"]
2128 unfolding subset_interval_1(1)[of a b c d]
2129 unfolding subset_interval_1(1)[of c d a b]
2132 lemma disjoint_interval_1: fixes a :: "real^1" shows
2133 "{a .. b} \<inter> {c .. d} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a \<or> dest_vec1 d < dest_vec1 c \<or> dest_vec1 b < dest_vec1 c \<or> dest_vec1 d < dest_vec1 a"
2134 "{a .. b} \<inter> {c<..<d} = {} \<longleftrightarrow> dest_vec1 b < dest_vec1 a \<or> dest_vec1 d \<le> dest_vec1 c \<or> dest_vec1 b \<le> dest_vec1 c \<or> dest_vec1 d \<le> dest_vec1 a"
2135 "{a<..<b} \<inter> {c .. d} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or> dest_vec1 d < dest_vec1 c \<or> dest_vec1 b \<le> dest_vec1 c \<or> dest_vec1 d \<le> dest_vec1 a"
2136 "{a<..<b} \<inter> {c<..<d} = {} \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a \<or> dest_vec1 d \<le> dest_vec1 c \<or> dest_vec1 b \<le> dest_vec1 c \<or> dest_vec1 d \<le> dest_vec1 a"
2137 unfolding disjoint_interval_cart and ex_1 by auto
2139 lemma open_closed_interval_1: fixes a :: "real^1" shows
2140 "{a<..<b} = {a .. b} - {a, b}"
2141 unfolding expand_set_eq apply simp unfolding vector_less_def and vector_le_def and forall_1 and dest_vec1_eq[THEN sym] by(auto simp del:dest_vec1_eq)
2143 lemma closed_open_interval_1: "dest_vec1 (a::real^1) \<le> dest_vec1 b ==> {a .. b} = {a<..<b} \<union> {a,b}"
2144 unfolding expand_set_eq apply simp unfolding vector_less_def and vector_le_def and forall_1 and dest_vec1_eq[THEN sym] by(auto simp del:dest_vec1_eq)
2146 lemma Lim_drop_le: fixes f :: "'a \<Rightarrow> real^1" shows
2147 "(f ---> l) net \<Longrightarrow> ~(trivial_limit net) \<Longrightarrow> eventually (\<lambda>x. dest_vec1 (f x) \<le> b) net ==> dest_vec1 l \<le> b"
2148 using Lim_component_le_cart[of f l net 1 b] by auto
2150 lemma Lim_drop_ge: fixes f :: "'a \<Rightarrow> real^1" shows
2151 "(f ---> l) net \<Longrightarrow> ~(trivial_limit net) \<Longrightarrow> eventually (\<lambda>x. b \<le> dest_vec1 (f x)) net ==> b \<le> dest_vec1 l"
2152 using Lim_component_ge_cart[of f l net b 1] by auto
2154 text{* Also more convenient formulations of monotone convergence. *}
2156 lemma bounded_increasing_convergent: fixes s::"nat \<Rightarrow> real^1"
2157 assumes "bounded {s n| n::nat. True}" "\<forall>n. dest_vec1(s n) \<le> dest_vec1(s(Suc n))"
2158 shows "\<exists>l. (s ---> l) sequentially"
2160 obtain a where a:"\<forall>n. \<bar>dest_vec1 (s n)\<bar> \<le> a" using assms(1)[unfolded bounded_iff abs_dest_vec1] by auto
2162 have "\<And> n. n\<ge>m \<longrightarrow> dest_vec1 (s m) \<le> dest_vec1 (s n)"
2163 apply(induct_tac n) apply simp using assms(2) apply(erule_tac x="na" in allE) by(auto simp add: not_less_eq_eq) }
2164 hence "\<forall>m n. m \<le> n \<longrightarrow> dest_vec1 (s m) \<le> dest_vec1 (s n)" by auto
2165 then obtain l where "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<bar>dest_vec1 (s n) - l\<bar> < e" using convergent_bounded_monotone[OF a] unfolding monoseq_def by auto
2166 thus ?thesis unfolding Lim_sequentially apply(rule_tac x="vec1 l" in exI)
2167 unfolding dist_norm unfolding abs_dest_vec1 by auto
2170 lemma dest_vec1_simps[simp]: fixes a::"real^1"
2171 shows "a$1 = 0 \<longleftrightarrow> a = 0" (*"a \<le> 1 \<longleftrightarrow> dest_vec1 a \<le> 1" "0 \<le> a \<longleftrightarrow> 0 \<le> dest_vec1 a"*)
2172 "a \<le> b \<longleftrightarrow> dest_vec1 a \<le> dest_vec1 b" "dest_vec1 (1::real^1) = 1"
2173 by(auto simp add: vector_le_def Cart_eq)
2175 lemma dest_vec1_inverval:
2176 "dest_vec1 ` {a .. b} = {dest_vec1 a .. dest_vec1 b}"
2177 "dest_vec1 ` {a<.. b} = {dest_vec1 a<.. dest_vec1 b}"
2178 "dest_vec1 ` {a ..<b} = {dest_vec1 a ..<dest_vec1 b}"
2179 "dest_vec1 ` {a<..<b} = {dest_vec1 a<..<dest_vec1 b}"
2180 apply(rule_tac [!] equalityI)
2181 unfolding subset_eq Ball_def Bex_def mem_interval_1 image_iff
2182 apply(rule_tac [!] allI)apply(rule_tac [!] impI)
2183 apply(rule_tac[2] x="vec1 x" in exI)apply(rule_tac[4] x="vec1 x" in exI)
2184 apply(rule_tac[6] x="vec1 x" in exI)apply(rule_tac[8] x="vec1 x" in exI)
2185 by (auto simp add: vector_less_def vector_le_def)
2187 lemma dest_vec1_setsum: assumes "finite S"
2188 shows " dest_vec1 (setsum f S) = setsum (\<lambda>x. dest_vec1 (f x)) S"
2189 using dest_vec1_sum[OF assms] by auto
2191 lemma open_dest_vec1_vimage: "open S \<Longrightarrow> open (dest_vec1 -` S)"
2192 unfolding open_vector_def forall_1 by auto
2194 lemma tendsto_dest_vec1 [tendsto_intros]:
2195 "(f ---> l) net \<Longrightarrow> ((\<lambda>x. dest_vec1 (f x)) ---> dest_vec1 l) net"
2196 by(rule tendsto_Cart_nth)
2198 lemma continuous_dest_vec1: "continuous net f \<Longrightarrow> continuous net (\<lambda>x. dest_vec1 (f x))"
2199 unfolding continuous_def by (rule tendsto_dest_vec1)
2201 lemma forall_dest_vec1: "(\<forall>x. P x) \<longleftrightarrow> (\<forall>x. P(dest_vec1 x))"
2202 apply safe defer apply(erule_tac x="vec1 x" in allE) by auto
2204 lemma forall_of_dest_vec1: "(\<forall>v. P (\<lambda>x. dest_vec1 (v x))) \<longleftrightarrow> (\<forall>x. P x)"
2205 apply rule apply rule apply(erule_tac x="(vec1 \<circ> x)" in allE) unfolding o_def vec1_dest_vec1 by auto
2207 lemma forall_of_dest_vec1': "(\<forall>v. P (dest_vec1 v)) \<longleftrightarrow> (\<forall>x. P x)"
2208 apply rule apply rule apply(erule_tac x="(vec1 x)" in allE) defer apply rule
2209 apply(erule_tac x="dest_vec1 v" in allE) unfolding o_def vec1_dest_vec1 by auto
2211 lemma dist_vec1_0[simp]: "dist(vec1 (x::real)) 0 = norm x" unfolding dist_norm by auto
2213 lemma bounded_linear_vec1_dest_vec1: fixes f::"real \<Rightarrow> real"
2214 shows "linear (vec1 \<circ> f \<circ> dest_vec1) = bounded_linear f" (is "?l = ?r") proof-
2215 { assume ?l guess K using linear_bounded[OF `?l`] ..
2216 hence "\<exists>K. \<forall>x. \<bar>f x\<bar> \<le> \<bar>x\<bar> * K" apply(rule_tac x=K in exI)
2217 unfolding vec1_dest_vec1_simps by (auto simp add:field_simps) }
2218 thus ?thesis unfolding linear_def bounded_linear_def additive_def bounded_linear_axioms_def o_def
2219 unfolding vec1_dest_vec1_simps by auto qed
2221 lemma vec1_le[simp]:fixes a::real shows "vec1 a \<le> vec1 b \<longleftrightarrow> a \<le> b"
2222 unfolding vector_le_def by auto
2223 lemma vec1_less[simp]:fixes a::real shows "vec1 a < vec1 b \<longleftrightarrow> a < b"
2224 unfolding vector_less_def by auto
2227 subsection {* Derivatives on real = Derivatives on @{typ "real^1"} *}
2229 lemma has_derivative_within_vec1_dest_vec1: fixes f::"real\<Rightarrow>real" shows
2230 "((vec1 \<circ> f \<circ> dest_vec1) has_derivative (vec1 \<circ> f' \<circ> dest_vec1)) (at (vec1 x) within vec1 ` s)
2231 = (f has_derivative f') (at x within s)"
2232 unfolding has_derivative_within unfolding bounded_linear_vec1_dest_vec1[unfolded linear_conv_bounded_linear]
2233 unfolding o_def Lim_within Ball_def unfolding forall_vec1
2234 unfolding vec1_dest_vec1_simps dist_vec1_0 image_iff by auto
2236 lemma has_derivative_at_vec1_dest_vec1: fixes f::"real\<Rightarrow>real" shows
2237 "((vec1 \<circ> f \<circ> dest_vec1) has_derivative (vec1 \<circ> f' \<circ> dest_vec1)) (at (vec1 x)) = (f has_derivative f') (at x)"
2238 using has_derivative_within_vec1_dest_vec1[where s=UNIV, unfolded range_vec1 within_UNIV] by auto
2240 lemma bounded_linear_vec1': fixes f::"'a::real_normed_vector\<Rightarrow>real"
2241 shows "bounded_linear f = bounded_linear (vec1 \<circ> f)"
2242 unfolding bounded_linear_def additive_def bounded_linear_axioms_def o_def
2243 unfolding vec1_dest_vec1_simps by auto
2245 lemma bounded_linear_dest_vec1: fixes f::"real\<Rightarrow>'a::real_normed_vector"
2246 shows "bounded_linear f = bounded_linear (f \<circ> dest_vec1)"
2247 unfolding bounded_linear_def additive_def bounded_linear_axioms_def o_def
2248 unfolding vec1_dest_vec1_simps by auto
2250 lemma has_derivative_at_vec1: fixes f::"'a::real_normed_vector\<Rightarrow>real" shows
2251 "(f has_derivative f') (at x) = ((vec1 \<circ> f) has_derivative (vec1 \<circ> f')) (at x)"
2252 unfolding has_derivative_at unfolding bounded_linear_vec1'[unfolded linear_conv_bounded_linear]
2253 unfolding o_def Lim_at unfolding vec1_dest_vec1_simps dist_vec1_0 by auto
2255 lemma has_derivative_within_dest_vec1:fixes f::"real\<Rightarrow>'a::real_normed_vector" shows
2256 "((f \<circ> dest_vec1) has_derivative (f' \<circ> dest_vec1)) (at (vec1 x) within vec1 ` s) = (f has_derivative f') (at x within s)"
2257 unfolding has_derivative_within bounded_linear_dest_vec1 unfolding o_def Lim_within Ball_def
2258 unfolding vec1_dest_vec1_simps dist_vec1_0 image_iff by auto
2260 lemma has_derivative_at_dest_vec1:fixes f::"real\<Rightarrow>'a::real_normed_vector" shows
2261 "((f \<circ> dest_vec1) has_derivative (f' \<circ> dest_vec1)) (at (vec1 x)) = (f has_derivative f') (at x)"
2262 using has_derivative_within_dest_vec1[where s=UNIV] by(auto simp add:within_UNIV)
2264 subsection {* In particular if we have a mapping into @{typ "real^1"}. *}
2266 lemma onorm_vec1: fixes f::"real \<Rightarrow> real"
2267 shows "onorm (\<lambda>x. vec1 (f (dest_vec1 x))) = onorm f" proof-
2268 have "\<forall>x::real^1. norm x = 1 \<longleftrightarrow> x\<in>{vec1 -1, vec1 (1::real)}" unfolding forall_vec1 by(auto simp add:Cart_eq)
2269 hence 1:"{x. norm x = 1} = {vec1 -1, vec1 (1::real)}" by auto
2270 have 2:"{norm (vec1 (f (dest_vec1 x))) |x. norm x = 1} = (\<lambda>x. norm (vec1 (f (dest_vec1 x)))) ` {x. norm x=1}" by auto
2271 have "\<forall>x::real. norm x = 1 \<longleftrightarrow> x\<in>{-1, 1}" by auto hence 3:"{x. norm x = 1} = {-1, (1::real)}" by auto
2272 have 4:"{norm (f x) |x. norm x = 1} = (\<lambda>x. norm (f x)) ` {x. norm x=1}" by auto
2273 show ?thesis unfolding onorm_def 1 2 3 4 by(simp add:Sup_finite_Max) qed
2275 lemma convex_vec1:"convex (vec1 ` s) = convex (s::real set)"
2276 unfolding convex_def Ball_def forall_vec1 unfolding vec1_dest_vec1_simps image_iff by auto
2278 lemma bounded_linear_component_cart[intro]: "bounded_linear (\<lambda>x::real^'n. x $ k)"
2279 apply(rule bounded_linearI[where K=1])
2280 using component_le_norm_cart[of _ k] unfolding real_norm_def by auto
2282 lemma bounded_vec1[intro]: "bounded s \<Longrightarrow> bounded (vec1 ` (s::real set))"
2283 unfolding bounded_def apply safe apply(rule_tac x="vec1 x" in exI,rule_tac x=e in exI)
2284 by(auto simp add: dist_real dist_real_def)
2286 (*lemma content_closed_interval_cases_cart:
2287 "content {a..b::real^'n} =
2288 (if {a..b} = {} then 0 else setprod (\<lambda>i. b$i - a$i) UNIV)"
2289 proof(cases "{a..b} = {}")
2290 case True thus ?thesis unfolding content_def by auto
2291 next case Falsethus ?thesis unfolding content_def unfolding if_not_P[OF False]
2292 proof(cases "\<forall>i. a $ i \<le> b $ i")
2293 case False thus ?thesis unfolding content_def using t by auto
2294 next case True note interval_eq_empty
2299 lemma integral_component_eq_cart[simp]: fixes f::"'n::ordered_euclidean_space \<Rightarrow> real^'m"
2300 assumes "f integrable_on s" shows "integral s (\<lambda>x. f x $ k) = integral s f $ k"
2301 using integral_linear[OF assms(1) bounded_linear_component_cart,unfolded o_def] .
2303 lemma interval_split_cart:
2304 "{a..b::real^'n} \<inter> {x. x$k \<le> c} = {a .. (\<chi> i. if i = k then min (b$k) c else b$i)}"
2305 "{a..b} \<inter> {x. x$k \<ge> c} = {(\<chi> i. if i = k then max (a$k) c else a$i) .. b}"
2306 apply(rule_tac[!] set_ext) unfolding Int_iff mem_interval_cart mem_Collect_eq
2307 unfolding Cart_lambda_beta by auto
2309 (*lemma content_split_cart:
2310 "content {a..b::real^'n} = content({a..b} \<inter> {x. x$k \<le> c}) + content({a..b} \<inter> {x. x$k >= c})"
2311 proof- note simps = interval_split_cart content_closed_interval_cases_cart Cart_lambda_beta vector_le_def
2312 { presume "a\<le>b \<Longrightarrow> ?thesis" thus ?thesis apply(cases "a\<le>b") unfolding simps by auto }
2313 have *:"UNIV = insert k (UNIV - {k})" "\<And>x. finite (UNIV-{x::'n})" "\<And>x. x\<notin>UNIV-{x}" by auto
2314 have *:"\<And>X Y Z. (\<Prod>i\<in>UNIV. Z i (if i = k then X else Y i)) = Z k X * (\<Prod>i\<in>UNIV-{k}. Z i (Y i))"
2315 "(\<Prod>i\<in>UNIV. b$i - a$i) = (\<Prod>i\<in>UNIV-{k}. b$i - a$i) * (b$k - a$k)"
2316 apply(subst *(1)) defer apply(subst *(1)) unfolding setprod_insert[OF *(2-)] by auto
2317 assume as:"a\<le>b" moreover have "\<And>x. min (b $ k) c = max (a $ k) c
2318 \<Longrightarrow> x* (b$k - a$k) = x*(max (a $ k) c - a $ k) + x*(b $ k - max (a $ k) c)"
2319 by (auto simp add:field_simps)
2320 moreover have "\<not> a $ k \<le> c \<Longrightarrow> \<not> c \<le> b $ k \<Longrightarrow> False"
2321 unfolding not_le using as[unfolded vector_le_def,rule_format,of k] by auto
2322 ultimately show ?thesis
2323 unfolding simps unfolding *(1)[of "\<lambda>i x. b$i - x"] *(1)[of "\<lambda>i x. x - a$i"] *(2) by(auto)
2326 lemma has_integral_vec1: assumes "(f has_integral k) {a..b}"
2327 shows "((\<lambda>x. vec1 (f x)) has_integral (vec1 k)) {a..b}"
2328 proof- have *:"\<And>p. (\<Sum>(x, k)\<in>p. content k *\<^sub>R vec1 (f x)) - vec1 k = vec1 ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - k)"
2329 unfolding vec_sub Cart_eq by(auto simp add: split_beta)
2330 show ?thesis using assms unfolding has_integral apply safe
2331 apply(erule_tac x=e in allE,safe) apply(rule_tac x=d in exI,safe)
2332 apply(erule_tac x=p in allE,safe) unfolding * norm_vector_1 by auto qed