1 (* Title: Library/Euclidean_Space
2 Author: Amine Chaieb, University of Cambridge
5 header {* (Real) Vectors in Euclidean space, and elementary linear algebra.*}
9 Complex_Main "~~/src/HOL/Decision_Procs/Dense_Linear_Order"
10 Finite_Cartesian_Product Glbs Infinite_Set Numeral_Type
12 uses "positivstellensatz.ML" ("normarith.ML")
15 text{* Some common special cases.*}
17 lemma forall_1[simp]: "(\<forall>i::1. P i) \<longleftrightarrow> P 1"
18 by (metis num1_eq_iff)
20 lemma ex_1[simp]: "(\<exists>x::1. P x) \<longleftrightarrow> P 1"
21 by auto (metis num1_eq_iff)
24 fixes x :: 2 shows "x = 1 \<or> x = 2"
27 then have "0 <= z" and "z < 2" by simp_all
28 then have "z = 0 | z = 1" by arith
29 then show ?case by auto
32 lemma forall_2: "(\<forall>i::2. P i) \<longleftrightarrow> P 1 \<and> P 2"
36 fixes x :: 3 shows "x = 1 \<or> x = 2 \<or> x = 3"
39 then have "0 <= z" and "z < 3" by simp_all
40 then have "z = 0 \<or> z = 1 \<or> z = 2" by arith
41 then show ?case by auto
44 lemma forall_3: "(\<forall>i::3. P i) \<longleftrightarrow> P 1 \<and> P 2 \<and> P 3"
47 lemma UNIV_1: "UNIV = {1::1}"
48 by (auto simp add: num1_eq_iff)
50 lemma UNIV_2: "UNIV = {1::2, 2::2}"
51 using exhaust_2 by auto
53 lemma UNIV_3: "UNIV = {1::3, 2::3, 3::3}"
54 using exhaust_3 by auto
56 lemma setsum_1: "setsum f (UNIV::1 set) = f 1"
57 unfolding UNIV_1 by simp
59 lemma setsum_2: "setsum f (UNIV::2 set) = f 1 + f 2"
60 unfolding UNIV_2 by simp
62 lemma setsum_3: "setsum f (UNIV::3 set) = f 1 + f 2 + f 3"
63 unfolding UNIV_3 by (simp add: add_ac)
65 subsection{* Basic componentwise operations on vectors. *}
67 instantiation cart :: (plus,finite) plus
69 definition vector_add_def : "op + \<equiv> (\<lambda> x y. (\<chi> i. (x$i) + (y$i)))"
73 instantiation cart :: (times,finite) times
75 definition vector_mult_def : "op * \<equiv> (\<lambda> x y. (\<chi> i. (x$i) * (y$i)))"
79 instantiation cart :: (minus,finite) minus begin
80 definition vector_minus_def : "op - \<equiv> (\<lambda> x y. (\<chi> i. (x$i) - (y$i)))"
84 instantiation cart :: (uminus,finite) uminus begin
85 definition vector_uminus_def : "uminus \<equiv> (\<lambda> x. (\<chi> i. - (x$i)))"
89 instantiation cart :: (zero,finite) zero begin
90 definition vector_zero_def : "0 \<equiv> (\<chi> i. 0)"
94 instantiation cart :: (one,finite) one begin
95 definition vector_one_def : "1 \<equiv> (\<chi> i. 1)"
99 instantiation cart :: (ord,finite) ord
101 definition vector_le_def:
102 "less_eq (x :: 'a ^'b) y = (ALL i. x$i <= y$i)"
103 definition vector_less_def: "less (x :: 'a ^'b) y = (ALL i. x$i < y$i)"
105 instance by (intro_classes)
108 instantiation cart :: (scaleR, finite) scaleR
110 definition vector_scaleR_def: "scaleR = (\<lambda> r x. (\<chi> i. scaleR r (x$i)))"
114 text{* Also the scalar-vector multiplication. *}
116 definition vector_scalar_mult:: "'a::times \<Rightarrow> 'a ^ 'n \<Rightarrow> 'a ^ 'n" (infixl "*s" 70)
117 where "c *s x = (\<chi> i. c * (x$i))"
119 text{* Constant Vectors *}
121 definition "vec x = (\<chi> i. x)"
123 text{* Dot products. *}
125 definition dot :: "'a::{comm_monoid_add, times} ^ 'n \<Rightarrow> 'a ^ 'n \<Rightarrow> 'a" (infix "\<bullet>" 70) where
126 "x \<bullet> y = setsum (\<lambda>i. x$i * y$i) UNIV"
128 lemma dot_1[simp]: "(x::'a::{comm_monoid_add, times}^1) \<bullet> y = (x$1) * (y$1)"
129 by (simp add: dot_def setsum_1)
131 lemma dot_2[simp]: "(x::'a::{comm_monoid_add, times}^2) \<bullet> y = (x$1) * (y$1) + (x$2) * (y$2)"
132 by (simp add: dot_def setsum_2)
134 lemma dot_3[simp]: "(x::'a::{comm_monoid_add, times}^3) \<bullet> y = (x$1) * (y$1) + (x$2) * (y$2) + (x$3) * (y$3)"
135 by (simp add: dot_def setsum_3)
137 subsection {* A naive proof procedure to lift really trivial arithmetic stuff from the basis of the vector space. *}
139 method_setup vector = {*
141 val ss1 = HOL_basic_ss addsimps [@{thm dot_def}, @{thm setsum_addf} RS sym,
142 @{thm setsum_subtractf} RS sym, @{thm setsum_right_distrib},
143 @{thm setsum_left_distrib}, @{thm setsum_negf} RS sym]
144 val ss2 = @{simpset} addsimps
145 [@{thm vector_add_def}, @{thm vector_mult_def},
146 @{thm vector_minus_def}, @{thm vector_uminus_def},
147 @{thm vector_one_def}, @{thm vector_zero_def}, @{thm vec_def},
148 @{thm vector_scaleR_def},
149 @{thm Cart_lambda_beta}, @{thm vector_scalar_mult_def}]
150 fun vector_arith_tac ths =
152 THEN' (fn i => rtac @{thm setsum_cong2} i
153 ORELSE rtac @{thm setsum_0'} i
154 ORELSE simp_tac (HOL_basic_ss addsimps [@{thm "Cart_eq"}]) i)
155 (* THEN' TRY o clarify_tac HOL_cs THEN' (TRY o rtac @{thm iffI}) *)
156 THEN' asm_full_simp_tac (ss2 addsimps ths)
158 Attrib.thms >> (fn ths => K (SIMPLE_METHOD' (vector_arith_tac ths)))
160 *} "Lifts trivial vector statements to real arith statements"
162 lemma vec_0[simp]: "vec 0 = 0" by (vector vector_zero_def)
163 lemma vec_1[simp]: "vec 1 = 1" by (vector vector_one_def)
167 text{* Obvious "component-pushing". *}
169 lemma vec_component [simp]: "vec x $ i = x"
172 lemma vector_add_component [simp]: "(x + y)$i = x$i + y$i"
175 lemma vector_minus_component [simp]: "(x - y)$i = x$i - y$i"
178 lemma vector_mult_component [simp]: "(x * y)$i = x$i * y$i"
181 lemma vector_smult_component [simp]: "(c *s y)$i = c * (y$i)"
184 lemma vector_uminus_component [simp]: "(- x)$i = - (x$i)"
187 lemma vector_scaleR_component [simp]: "(scaleR r x)$i = scaleR r (x$i)"
190 lemma cond_component: "(if b then x else y)$i = (if b then x$i else y$i)" by vector
192 lemmas vector_component =
193 vec_component vector_add_component vector_mult_component
194 vector_smult_component vector_minus_component vector_uminus_component
195 vector_scaleR_component cond_component
197 subsection {* Some frequently useful arithmetic lemmas over vectors. *}
199 instance cart :: (semigroup_add,finite) semigroup_add
200 apply (intro_classes) by (vector add_assoc)
202 instance cart :: (monoid_add,finite) monoid_add
203 apply (intro_classes) by vector+
205 instance cart :: (group_add,finite) group_add
206 apply (intro_classes) by (vector algebra_simps)+
208 instance cart :: (ab_semigroup_add,finite) ab_semigroup_add
209 apply (intro_classes) by (vector add_commute)
211 instance cart :: (comm_monoid_add,finite) comm_monoid_add
212 apply (intro_classes) by vector
214 instance cart :: (ab_group_add,finite) ab_group_add
215 apply (intro_classes) by vector+
217 instance cart :: (cancel_semigroup_add,finite) cancel_semigroup_add
218 apply (intro_classes)
221 instance cart :: (cancel_ab_semigroup_add,finite) cancel_ab_semigroup_add
222 apply (intro_classes)
225 instance cart :: (real_vector, finite) real_vector
226 by default (vector scaleR_left_distrib scaleR_right_distrib)+
228 instance cart :: (semigroup_mult,finite) semigroup_mult
229 apply (intro_classes) by (vector mult_assoc)
231 instance cart :: (monoid_mult,finite) monoid_mult
232 apply (intro_classes) by vector+
234 instance cart :: (ab_semigroup_mult,finite) ab_semigroup_mult
235 apply (intro_classes) by (vector mult_commute)
237 instance cart :: (ab_semigroup_idem_mult,finite) ab_semigroup_idem_mult
238 apply (intro_classes) by (vector mult_idem)
240 instance cart :: (comm_monoid_mult,finite) comm_monoid_mult
241 apply (intro_classes) by vector
243 fun vector_power where
244 "vector_power x 0 = 1"
245 | "vector_power x (Suc n) = x * vector_power x n"
247 instance cart :: (semiring,finite) semiring
248 apply (intro_classes) by (vector ring_simps)+
250 instance cart :: (semiring_0,finite) semiring_0
251 apply (intro_classes) by (vector ring_simps)+
252 instance cart :: (semiring_1,finite) semiring_1
253 apply (intro_classes) by vector
254 instance cart :: (comm_semiring,finite) comm_semiring
255 apply (intro_classes) by (vector ring_simps)+
257 instance cart :: (comm_semiring_0,finite) comm_semiring_0 by (intro_classes)
258 instance cart :: (cancel_comm_monoid_add, finite) cancel_comm_monoid_add ..
259 instance cart :: (semiring_0_cancel,finite) semiring_0_cancel by (intro_classes)
260 instance cart :: (comm_semiring_0_cancel,finite) comm_semiring_0_cancel by (intro_classes)
261 instance cart :: (ring,finite) ring by (intro_classes)
262 instance cart :: (semiring_1_cancel,finite) semiring_1_cancel by (intro_classes)
263 instance cart :: (comm_semiring_1,finite) comm_semiring_1 by (intro_classes)
265 instance cart :: (ring_1,finite) ring_1 ..
267 instance cart :: (real_algebra,finite) real_algebra
269 apply (simp_all add: vector_scaleR_def ring_simps)
274 instance cart :: (real_algebra_1,finite) real_algebra_1 ..
277 "(of_nat n :: 'a::semiring_1 ^'n)$i = of_nat n"
283 lemma zero_index[simp]:
284 "(0 :: 'a::zero ^'n)$i = 0" by vector
286 lemma one_index[simp]:
287 "(1 :: 'a::one ^'n)$i = 1" by vector
289 lemma one_plus_of_nat_neq_0: "(1::'a::semiring_char_0) + of_nat n \<noteq> 0"
291 have "(1::'a) + of_nat n = 0 \<longleftrightarrow> of_nat 1 + of_nat n = (of_nat 0 :: 'a)" by simp
292 also have "\<dots> \<longleftrightarrow> 1 + n = 0" by (simp only: of_nat_add[symmetric] of_nat_eq_iff)
293 finally show ?thesis by simp
296 instance cart :: (semiring_char_0,finite) semiring_char_0
297 proof (intro_classes)
299 show "(of_nat m :: 'a^'b) = of_nat n \<longleftrightarrow> m = n"
300 by (simp add: Cart_eq of_nat_index)
303 instance cart :: (comm_ring_1,finite) comm_ring_1 by intro_classes
304 instance cart :: (ring_char_0,finite) ring_char_0 by intro_classes
306 lemma vector_smult_assoc: "a *s (b *s x) = ((a::'a::semigroup_mult) * b) *s x"
307 by (vector mult_assoc)
308 lemma vector_sadd_rdistrib: "((a::'a::semiring) + b) *s x = a *s x + b *s x"
309 by (vector ring_simps)
310 lemma vector_add_ldistrib: "(c::'a::semiring) *s (x + y) = c *s x + c *s y"
311 by (vector ring_simps)
312 lemma vector_smult_lzero[simp]: "(0::'a::mult_zero) *s x = 0" by vector
313 lemma vector_smult_lid[simp]: "(1::'a::monoid_mult) *s x = x" by vector
314 lemma vector_ssub_ldistrib: "(c::'a::ring) *s (x - y) = c *s x - c *s y"
315 by (vector ring_simps)
316 lemma vector_smult_rneg: "(c::'a::ring) *s -x = -(c *s x)" by vector
317 lemma vector_smult_lneg: "- (c::'a::ring) *s x = -(c *s x)" by vector
318 lemma vector_sneg_minus1: "-x = (- (1::'a::ring_1)) *s x" by vector
319 lemma vector_smult_rzero[simp]: "c *s 0 = (0::'a::mult_zero ^ 'n)" by vector
320 lemma vector_sub_rdistrib: "((a::'a::ring) - b) *s x = a *s x - b *s x"
321 by (vector ring_simps)
323 lemma vec_eq[simp]: "(vec m = vec n) \<longleftrightarrow> (m = n)"
324 by (simp add: Cart_eq)
326 subsection {* Topological space *}
328 instantiation cart :: (topological_space, finite) topological_space
331 definition open_vector_def:
332 "open (S :: ('a ^ 'b) set) \<longleftrightarrow>
333 (\<forall>x\<in>S. \<exists>A. (\<forall>i. open (A i) \<and> x$i \<in> A i) \<and>
334 (\<forall>y. (\<forall>i. y$i \<in> A i) \<longrightarrow> y \<in> S))"
337 show "open (UNIV :: ('a ^ 'b) set)"
338 unfolding open_vector_def by auto
340 fix S T :: "('a ^ 'b) set"
341 assume "open S" "open T" thus "open (S \<inter> T)"
342 unfolding open_vector_def
344 apply (drule (1) bspec)+
345 apply (clarify, rename_tac Sa Ta)
346 apply (rule_tac x="\<lambda>i. Sa i \<inter> Ta i" in exI)
347 apply (simp add: open_Int)
350 fix K :: "('a ^ 'b) set set"
351 assume "\<forall>S\<in>K. open S" thus "open (\<Union>K)"
352 unfolding open_vector_def
354 apply (drule (1) bspec)
355 apply (drule (1) bspec)
357 apply (rule_tac x=A in exI)
364 lemma open_vector_box: "\<forall>i. open (S i) \<Longrightarrow> open {x. \<forall>i. x $ i \<in> S i}"
365 unfolding open_vector_def by auto
367 lemma open_vimage_Cart_nth: "open S \<Longrightarrow> open ((\<lambda>x. x $ i) -` S)"
368 unfolding open_vector_def
370 apply (rule_tac x="\<lambda>k. if k = i then S else UNIV" in exI, simp)
373 lemma closed_vimage_Cart_nth: "closed S \<Longrightarrow> closed ((\<lambda>x. x $ i) -` S)"
374 unfolding closed_open vimage_Compl [symmetric]
375 by (rule open_vimage_Cart_nth)
377 lemma closed_vector_box: "\<forall>i. closed (S i) \<Longrightarrow> closed {x. \<forall>i. x $ i \<in> S i}"
379 have "{x. \<forall>i. x $ i \<in> S i} = (\<Inter>i. (\<lambda>x. x $ i) -` S i)" by auto
380 thus "\<forall>i. closed (S i) \<Longrightarrow> closed {x. \<forall>i. x $ i \<in> S i}"
381 by (simp add: closed_INT closed_vimage_Cart_nth)
384 lemma tendsto_Cart_nth [tendsto_intros]:
385 assumes "((\<lambda>x. f x) ---> a) net"
386 shows "((\<lambda>x. f x $ i) ---> a $ i) net"
387 proof (rule topological_tendstoI)
388 fix S assume "open S" "a $ i \<in> S"
389 then have "open ((\<lambda>y. y $ i) -` S)" "a \<in> ((\<lambda>y. y $ i) -` S)"
390 by (simp_all add: open_vimage_Cart_nth)
391 with assms have "eventually (\<lambda>x. f x \<in> (\<lambda>y. y $ i) -` S) net"
392 by (rule topological_tendstoD)
393 then show "eventually (\<lambda>x. f x $ i \<in> S) net"
397 subsection {* Square root of sum of squares *}
400 "setL2 f A = sqrt (\<Sum>i\<in>A. (f i)\<twosuperior>)"
403 "\<lbrakk>A = B; \<And>x. x \<in> B \<Longrightarrow> f x = g x\<rbrakk> \<Longrightarrow> setL2 f A = setL2 g B"
404 unfolding setL2_def by simp
406 lemma strong_setL2_cong:
407 "\<lbrakk>A = B; \<And>x. x \<in> B =simp=> f x = g x\<rbrakk> \<Longrightarrow> setL2 f A = setL2 g B"
408 unfolding setL2_def simp_implies_def by simp
410 lemma setL2_infinite [simp]: "\<not> finite A \<Longrightarrow> setL2 f A = 0"
411 unfolding setL2_def by simp
413 lemma setL2_empty [simp]: "setL2 f {} = 0"
414 unfolding setL2_def by simp
416 lemma setL2_insert [simp]:
417 "\<lbrakk>finite F; a \<notin> F\<rbrakk> \<Longrightarrow>
418 setL2 f (insert a F) = sqrt ((f a)\<twosuperior> + (setL2 f F)\<twosuperior>)"
419 unfolding setL2_def by (simp add: setsum_nonneg)
421 lemma setL2_nonneg [simp]: "0 \<le> setL2 f A"
422 unfolding setL2_def by (simp add: setsum_nonneg)
424 lemma setL2_0': "\<forall>a\<in>A. f a = 0 \<Longrightarrow> setL2 f A = 0"
425 unfolding setL2_def by simp
427 lemma setL2_constant: "setL2 (\<lambda>x. y) A = sqrt (of_nat (card A)) * \<bar>y\<bar>"
428 unfolding setL2_def by (simp add: real_sqrt_mult)
431 assumes "\<And>i. i \<in> K \<Longrightarrow> f i \<le> g i"
432 assumes "\<And>i. i \<in> K \<Longrightarrow> 0 \<le> f i"
433 shows "setL2 f K \<le> setL2 g K"
435 by (simp add: setsum_nonneg setsum_mono power_mono prems)
437 lemma setL2_strict_mono:
438 assumes "finite K" and "K \<noteq> {}"
439 assumes "\<And>i. i \<in> K \<Longrightarrow> f i < g i"
440 assumes "\<And>i. i \<in> K \<Longrightarrow> 0 \<le> f i"
441 shows "setL2 f K < setL2 g K"
443 by (simp add: setsum_strict_mono power_strict_mono assms)
445 lemma setL2_right_distrib:
446 "0 \<le> r \<Longrightarrow> r * setL2 f A = setL2 (\<lambda>x. r * f x) A"
448 apply (simp add: power_mult_distrib)
449 apply (simp add: setsum_right_distrib [symmetric])
450 apply (simp add: real_sqrt_mult setsum_nonneg)
453 lemma setL2_left_distrib:
454 "0 \<le> r \<Longrightarrow> setL2 f A * r = setL2 (\<lambda>x. f x * r) A"
456 apply (simp add: power_mult_distrib)
457 apply (simp add: setsum_left_distrib [symmetric])
458 apply (simp add: real_sqrt_mult setsum_nonneg)
461 lemma setsum_nonneg_eq_0_iff:
462 fixes f :: "'a \<Rightarrow> 'b::ordered_ab_group_add"
463 shows "\<lbrakk>finite A; \<forall>x\<in>A. 0 \<le> f x\<rbrakk> \<Longrightarrow> setsum f A = 0 \<longleftrightarrow> (\<forall>x\<in>A. f x = 0)"
464 apply (induct set: finite, simp)
465 apply (simp add: add_nonneg_eq_0_iff setsum_nonneg)
468 lemma setL2_eq_0_iff: "finite A \<Longrightarrow> setL2 f A = 0 \<longleftrightarrow> (\<forall>x\<in>A. f x = 0)"
470 by (simp add: setsum_nonneg setsum_nonneg_eq_0_iff)
472 lemma setL2_triangle_ineq:
473 shows "setL2 (\<lambda>i. f i + g i) A \<le> setL2 f A + setL2 g A"
474 proof (cases "finite A")
480 proof (induct set: finite)
485 hence "sqrt ((f x + g x)\<twosuperior> + (setL2 (\<lambda>i. f i + g i) F)\<twosuperior>) \<le>
486 sqrt ((f x + g x)\<twosuperior> + (setL2 f F + setL2 g F)\<twosuperior>)"
487 by (intro real_sqrt_le_mono add_left_mono power_mono insert
488 setL2_nonneg add_increasing zero_le_power2)
490 "\<dots> \<le> sqrt ((f x)\<twosuperior> + (setL2 f F)\<twosuperior>) + sqrt ((g x)\<twosuperior> + (setL2 g F)\<twosuperior>)"
491 by (rule real_sqrt_sum_squares_triangle_ineq)
497 lemma sqrt_sum_squares_le_sum:
498 "\<lbrakk>0 \<le> x; 0 \<le> y\<rbrakk> \<Longrightarrow> sqrt (x\<twosuperior> + y\<twosuperior>) \<le> x + y"
499 apply (rule power2_le_imp_le)
500 apply (simp add: power2_sum)
501 apply (simp add: mult_nonneg_nonneg)
502 apply (simp add: add_nonneg_nonneg)
505 lemma setL2_le_setsum [rule_format]:
506 "(\<forall>i\<in>A. 0 \<le> f i) \<longrightarrow> setL2 f A \<le> setsum f A"
507 apply (cases "finite A")
508 apply (induct set: finite)
511 apply (erule order_trans [OF sqrt_sum_squares_le_sum])
517 lemma sqrt_sum_squares_le_sum_abs: "sqrt (x\<twosuperior> + y\<twosuperior>) \<le> \<bar>x\<bar> + \<bar>y\<bar>"
518 apply (rule power2_le_imp_le)
519 apply (simp add: power2_sum)
520 apply (simp add: mult_nonneg_nonneg)
521 apply (simp add: add_nonneg_nonneg)
524 lemma setL2_le_setsum_abs: "setL2 f A \<le> (\<Sum>i\<in>A. \<bar>f i\<bar>)"
525 apply (cases "finite A")
526 apply (induct set: finite)
529 apply (rule order_trans [OF sqrt_sum_squares_le_sum_abs])
534 lemma setL2_mult_ineq_lemma:
535 fixes a b c d :: real
536 shows "2 * (a * c) * (b * d) \<le> a\<twosuperior> * d\<twosuperior> + b\<twosuperior> * c\<twosuperior>"
538 have "0 \<le> (a * d - b * c)\<twosuperior>" by simp
539 also have "\<dots> = a\<twosuperior> * d\<twosuperior> + b\<twosuperior> * c\<twosuperior> - 2 * (a * d) * (b * c)"
540 by (simp only: power2_diff power_mult_distrib)
541 also have "\<dots> = a\<twosuperior> * d\<twosuperior> + b\<twosuperior> * c\<twosuperior> - 2 * (a * c) * (b * d)"
543 finally show "2 * (a * c) * (b * d) \<le> a\<twosuperior> * d\<twosuperior> + b\<twosuperior> * c\<twosuperior>"
547 lemma setL2_mult_ineq: "(\<Sum>i\<in>A. \<bar>f i\<bar> * \<bar>g i\<bar>) \<le> setL2 f A * setL2 g A"
548 apply (cases "finite A")
549 apply (induct set: finite)
551 apply (rule power2_le_imp_le, simp)
552 apply (rule order_trans)
553 apply (rule power_mono)
554 apply (erule add_left_mono)
555 apply (simp add: add_nonneg_nonneg mult_nonneg_nonneg setsum_nonneg)
556 apply (simp add: power2_sum)
557 apply (simp add: power_mult_distrib)
558 apply (simp add: right_distrib left_distrib)
559 apply (rule ord_le_eq_trans)
560 apply (rule setL2_mult_ineq_lemma)
562 apply (intro mult_nonneg_nonneg setL2_nonneg)
566 lemma member_le_setL2: "\<lbrakk>finite A; i \<in> A\<rbrakk> \<Longrightarrow> f i \<le> setL2 f A"
567 apply (rule_tac s="insert i (A - {i})" and t="A" in subst)
569 apply (subst setL2_insert)
575 subsection {* Metric *}
577 (* TODO: move somewhere else *)
578 lemma finite_choice: "finite A \<Longrightarrow> \<forall>x\<in>A. \<exists>y. P x y \<Longrightarrow> \<exists>f. \<forall>x\<in>A. P x (f x)"
579 apply (induct set: finite, simp_all)
580 apply (clarify, rename_tac y)
581 apply (rule_tac x="f(x:=y)" in exI, simp)
584 instantiation cart :: (metric_space, finite) metric_space
587 definition dist_vector_def:
588 "dist (x::'a^'b) (y::'a^'b) = setL2 (\<lambda>i. dist (x$i) (y$i)) UNIV"
590 lemma dist_nth_le: "dist (x $ i) (y $ i) \<le> dist x y"
591 unfolding dist_vector_def
592 by (rule member_le_setL2) simp_all
596 show "dist x y = 0 \<longleftrightarrow> x = y"
597 unfolding dist_vector_def
598 by (simp add: setL2_eq_0_iff Cart_eq)
600 fix x y z :: "'a ^ 'b"
601 show "dist x y \<le> dist x z + dist y z"
602 unfolding dist_vector_def
603 apply (rule order_trans [OF _ setL2_triangle_ineq])
604 apply (simp add: setL2_mono dist_triangle2)
607 (* FIXME: long proof! *)
608 fix S :: "('a ^ 'b) set"
609 show "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S)"
610 unfolding open_vector_def open_dist
612 apply (drule (1) bspec)
614 apply (subgoal_tac "\<exists>e>0. \<forall>i y. dist y (x$i) < e \<longrightarrow> y \<in> A i")
616 apply (rule_tac x=e in exI, clarify)
617 apply (drule spec, erule mp, clarify)
618 apply (drule spec, drule spec, erule mp)
619 apply (erule le_less_trans [OF dist_nth_le])
620 apply (subgoal_tac "\<forall>i\<in>UNIV. \<exists>e>0. \<forall>y. dist y (x$i) < e \<longrightarrow> y \<in> A i")
621 apply (drule finite_choice [OF finite], clarify)
622 apply (rule_tac x="Min (range f)" in exI, simp)
624 apply (drule_tac x=i in spec, clarify)
625 apply (erule (1) bspec)
626 apply (drule (1) bspec, clarify)
627 apply (subgoal_tac "\<exists>r. (\<forall>i::'b. 0 < r i) \<and> e = setL2 r UNIV")
629 apply (rule_tac x="\<lambda>i. {y. dist y (x$i) < r i}" in exI)
633 apply (clarify, rename_tac y)
634 apply (rule_tac x="r i - dist y (x$i)" in exI, rule conjI, simp)
636 apply (simp only: less_diff_eq)
637 apply (erule le_less_trans [OF dist_triangle])
640 apply (drule spec, erule mp)
641 apply (simp add: dist_vector_def setL2_strict_mono)
642 apply (rule_tac x="\<lambda>i. e / sqrt (of_nat CARD('b))" in exI)
643 apply (simp add: divide_pos_pos setL2_constant)
649 lemma LIMSEQ_Cart_nth:
650 "(X ----> a) \<Longrightarrow> (\<lambda>n. X n $ i) ----> a $ i"
651 unfolding LIMSEQ_conv_tendsto by (rule tendsto_Cart_nth)
654 "(f -- x --> y) \<Longrightarrow> (\<lambda>x. f x $ i) -- x --> y $ i"
655 unfolding LIM_conv_tendsto by (rule tendsto_Cart_nth)
657 lemma Cauchy_Cart_nth:
658 "Cauchy (\<lambda>n. X n) \<Longrightarrow> Cauchy (\<lambda>n. X n $ i)"
659 unfolding Cauchy_def by (fast intro: le_less_trans [OF dist_nth_le])
662 fixes X :: "nat \<Rightarrow> 'a::metric_space ^ 'n"
663 assumes X: "\<And>i. (\<lambda>n. X n $ i) ----> (a $ i)"
665 proof (rule metric_LIMSEQ_I)
666 fix r :: real assume "0 < r"
667 then have "0 < r / of_nat CARD('n)" (is "0 < ?s")
668 by (simp add: divide_pos_pos)
669 def N \<equiv> "\<lambda>i. LEAST N. \<forall>n\<ge>N. dist (X n $ i) (a $ i) < ?s"
670 def M \<equiv> "Max (range N)"
671 have "\<And>i. \<exists>N. \<forall>n\<ge>N. dist (X n $ i) (a $ i) < ?s"
672 using X `0 < ?s` by (rule metric_LIMSEQ_D)
673 hence "\<And>i. \<forall>n\<ge>N i. dist (X n $ i) (a $ i) < ?s"
674 unfolding N_def by (rule LeastI_ex)
675 hence M: "\<And>i. \<forall>n\<ge>M. dist (X n $ i) (a $ i) < ?s"
676 unfolding M_def by simp
678 fix n :: nat assume "M \<le> n"
679 have "dist (X n) a = setL2 (\<lambda>i. dist (X n $ i) (a $ i)) UNIV"
680 unfolding dist_vector_def ..
681 also have "\<dots> \<le> setsum (\<lambda>i. dist (X n $ i) (a $ i)) UNIV"
682 by (rule setL2_le_setsum [OF zero_le_dist])
683 also have "\<dots> < setsum (\<lambda>i::'n. ?s) UNIV"
684 by (rule setsum_strict_mono, simp_all add: M `M \<le> n`)
685 also have "\<dots> = r"
687 finally have "dist (X n) a < r" .
689 hence "\<forall>n\<ge>M. dist (X n) a < r"
691 then show "\<exists>M. \<forall>n\<ge>M. dist (X n) a < r" ..
695 fixes X :: "nat \<Rightarrow> 'a::metric_space ^ 'n"
696 assumes X: "\<And>i. Cauchy (\<lambda>n. X n $ i)"
697 shows "Cauchy (\<lambda>n. X n)"
698 proof (rule metric_CauchyI)
699 fix r :: real assume "0 < r"
700 then have "0 < r / of_nat CARD('n)" (is "0 < ?s")
701 by (simp add: divide_pos_pos)
702 def N \<equiv> "\<lambda>i. LEAST N. \<forall>m\<ge>N. \<forall>n\<ge>N. dist (X m $ i) (X n $ i) < ?s"
703 def M \<equiv> "Max (range N)"
704 have "\<And>i. \<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. dist (X m $ i) (X n $ i) < ?s"
705 using X `0 < ?s` by (rule metric_CauchyD)
706 hence "\<And>i. \<forall>m\<ge>N i. \<forall>n\<ge>N i. dist (X m $ i) (X n $ i) < ?s"
707 unfolding N_def by (rule LeastI_ex)
708 hence M: "\<And>i. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m $ i) (X n $ i) < ?s"
709 unfolding M_def by simp
712 assume "M \<le> m" "M \<le> n"
713 have "dist (X m) (X n) = setL2 (\<lambda>i. dist (X m $ i) (X n $ i)) UNIV"
714 unfolding dist_vector_def ..
715 also have "\<dots> \<le> setsum (\<lambda>i. dist (X m $ i) (X n $ i)) UNIV"
716 by (rule setL2_le_setsum [OF zero_le_dist])
717 also have "\<dots> < setsum (\<lambda>i::'n. ?s) UNIV"
718 by (rule setsum_strict_mono, simp_all add: M `M \<le> m` `M \<le> n`)
719 also have "\<dots> = r"
721 finally have "dist (X m) (X n) < r" .
723 hence "\<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m) (X n) < r"
725 then show "\<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m) (X n) < r" ..
728 instance cart :: (complete_space, finite) complete_space
730 fix X :: "nat \<Rightarrow> 'a ^ 'b" assume "Cauchy X"
731 have "\<And>i. (\<lambda>n. X n $ i) ----> lim (\<lambda>n. X n $ i)"
732 using Cauchy_Cart_nth [OF `Cauchy X`]
733 by (simp add: Cauchy_convergent_iff convergent_LIMSEQ_iff)
734 hence "X ----> Cart_lambda (\<lambda>i. lim (\<lambda>n. X n $ i))"
735 by (simp add: LIMSEQ_vector)
736 then show "convergent X"
737 by (rule convergentI)
740 subsection {* Norms *}
742 instantiation cart :: (real_normed_vector, finite) real_normed_vector
745 definition norm_vector_def:
746 "norm (x::'a^'b) = setL2 (\<lambda>i. norm (x$i)) UNIV"
748 definition vector_sgn_def:
749 "sgn (x::'a^'b) = scaleR (inverse (norm x)) x"
752 fix a :: real and x y :: "'a ^ 'b"
753 show "0 \<le> norm x"
754 unfolding norm_vector_def
755 by (rule setL2_nonneg)
756 show "norm x = 0 \<longleftrightarrow> x = 0"
757 unfolding norm_vector_def
758 by (simp add: setL2_eq_0_iff Cart_eq)
759 show "norm (x + y) \<le> norm x + norm y"
760 unfolding norm_vector_def
761 apply (rule order_trans [OF _ setL2_triangle_ineq])
762 apply (simp add: setL2_mono norm_triangle_ineq)
764 show "norm (scaleR a x) = \<bar>a\<bar> * norm x"
765 unfolding norm_vector_def
766 by (simp add: setL2_right_distrib)
767 show "sgn x = scaleR (inverse (norm x)) x"
768 by (rule vector_sgn_def)
769 show "dist x y = norm (x - y)"
770 unfolding dist_vector_def norm_vector_def
771 by (simp add: dist_norm)
776 lemma norm_nth_le: "norm (x $ i) \<le> norm x"
777 unfolding norm_vector_def
778 by (rule member_le_setL2) simp_all
780 interpretation Cart_nth: bounded_linear "\<lambda>x. x $ i"
782 apply (rule vector_add_component)
783 apply (rule vector_scaleR_component)
784 apply (rule_tac x="1" in exI, simp add: norm_nth_le)
787 instance cart :: (banach, finite) banach ..
789 subsection {* Inner products *}
791 instantiation cart :: (real_inner, finite) real_inner
794 definition inner_vector_def:
795 "inner x y = setsum (\<lambda>i. inner (x$i) (y$i)) UNIV"
798 fix r :: real and x y z :: "'a ^ 'b"
799 show "inner x y = inner y x"
800 unfolding inner_vector_def
801 by (simp add: inner_commute)
802 show "inner (x + y) z = inner x z + inner y z"
803 unfolding inner_vector_def
804 by (simp add: inner_add_left setsum_addf)
805 show "inner (scaleR r x) y = r * inner x y"
806 unfolding inner_vector_def
807 by (simp add: setsum_right_distrib)
808 show "0 \<le> inner x x"
809 unfolding inner_vector_def
810 by (simp add: setsum_nonneg)
811 show "inner x x = 0 \<longleftrightarrow> x = 0"
812 unfolding inner_vector_def
813 by (simp add: Cart_eq setsum_nonneg_eq_0_iff)
814 show "norm x = sqrt (inner x x)"
815 unfolding inner_vector_def norm_vector_def setL2_def
816 by (simp add: power2_norm_eq_inner)
821 subsection{* Properties of the dot product. *}
823 lemma dot_sym: "(x::'a:: {comm_monoid_add, ab_semigroup_mult} ^ 'n) \<bullet> y = y \<bullet> x"
824 by (vector mult_commute)
825 lemma dot_ladd: "((x::'a::ring ^ 'n) + y) \<bullet> z = (x \<bullet> z) + (y \<bullet> z)"
826 by (vector ring_simps)
827 lemma dot_radd: "x \<bullet> (y + (z::'a::ring ^ 'n)) = (x \<bullet> y) + (x \<bullet> z)"
828 by (vector ring_simps)
829 lemma dot_lsub: "((x::'a::ring ^ 'n) - y) \<bullet> z = (x \<bullet> z) - (y \<bullet> z)"
830 by (vector ring_simps)
831 lemma dot_rsub: "(x::'a::ring ^ 'n) \<bullet> (y - z) = (x \<bullet> y) - (x \<bullet> z)"
832 by (vector ring_simps)
833 lemma dot_lmult: "(c *s x) \<bullet> y = (c::'a::ring) * (x \<bullet> y)" by (vector ring_simps)
834 lemma dot_rmult: "x \<bullet> (c *s y) = (c::'a::comm_ring) * (x \<bullet> y)" by (vector ring_simps)
835 lemma dot_lneg: "(-x) \<bullet> (y::'a::ring ^ 'n) = -(x \<bullet> y)" by vector
836 lemma dot_rneg: "(x::'a::ring ^ 'n) \<bullet> (-y) = -(x \<bullet> y)" by vector
837 lemma dot_lzero[simp]: "0 \<bullet> x = (0::'a::{comm_monoid_add, mult_zero})" by vector
838 lemma dot_rzero[simp]: "x \<bullet> 0 = (0::'a::{comm_monoid_add, mult_zero})" by vector
839 lemma dot_pos_le[simp]: "(0::'a\<Colon>linordered_ring_strict) <= x \<bullet> x"
840 by (simp add: dot_def setsum_nonneg)
842 lemma setsum_squares_eq_0_iff: assumes fS: "finite F" and fp: "\<forall>x \<in> F. f x \<ge> (0 ::'a::ordered_ab_group_add)" shows "setsum f F = 0 \<longleftrightarrow> (ALL x:F. f x = 0)"
843 using fS fp setsum_nonneg[OF fp]
844 proof (induct set: finite)
845 case empty thus ?case by simp
848 from insert.prems have Fx: "f x \<ge> 0" and Fp: "\<forall> a \<in> F. f a \<ge> 0" by simp_all
849 from insert.hyps Fp setsum_nonneg[OF Fp]
850 have h: "setsum f F = 0 \<longleftrightarrow> (\<forall>a \<in>F. f a = 0)" by metis
851 from add_nonneg_eq_0_iff[OF Fx setsum_nonneg[OF Fp]] insert.hyps(1,2)
852 show ?case by (simp add: h)
855 lemma dot_eq_0: "x \<bullet> x = 0 \<longleftrightarrow> (x::'a::{linordered_ring_strict,ring_no_zero_divisors} ^ 'n) = 0"
856 by (simp add: dot_def setsum_squares_eq_0_iff Cart_eq)
858 lemma dot_pos_lt[simp]: "(0 < x \<bullet> x) \<longleftrightarrow> (x::'a::{linordered_ring_strict,ring_no_zero_divisors} ^ 'n) \<noteq> 0" using dot_eq_0[of x] dot_pos_le[of x]
859 by (auto simp add: le_less)
861 subsection{* The collapse of the general concepts to dimension one. *}
863 lemma vector_one: "(x::'a ^1) = (\<chi> i. (x$1))"
864 by (simp add: Cart_eq forall_1)
866 lemma forall_one: "(\<forall>(x::'a ^1). P x) \<longleftrightarrow> (\<forall>x. P(\<chi> i. x))"
868 apply (erule_tac x= "x$1" in allE)
869 apply (simp only: vector_one[symmetric])
872 lemma norm_vector_1: "norm (x :: _^1) = norm (x$1)"
873 by (simp add: norm_vector_def UNIV_1)
875 lemma norm_real: "norm(x::real ^ 1) = abs(x$1)"
876 by (simp add: norm_vector_1)
878 lemma dist_real: "dist(x::real ^ 1) y = abs((x$1) - (y$1))"
879 by (auto simp add: norm_real dist_norm)
881 subsection {* A connectedness or intermediate value lemma with several applications. *}
883 lemma connected_real_lemma:
884 fixes f :: "real \<Rightarrow> 'a::metric_space"
885 assumes ab: "a \<le> b" and fa: "f a \<in> e1" and fb: "f b \<in> e2"
886 and dst: "\<And>e x. a <= x \<Longrightarrow> x <= b \<Longrightarrow> 0 < e ==> \<exists>d > 0. \<forall>y. abs(y - x) < d \<longrightarrow> dist(f y) (f x) < e"
887 and e1: "\<forall>y \<in> e1. \<exists>e > 0. \<forall>y'. dist y' y < e \<longrightarrow> y' \<in> e1"
888 and e2: "\<forall>y \<in> e2. \<exists>e > 0. \<forall>y'. dist y' y < e \<longrightarrow> y' \<in> e2"
889 and e12: "~(\<exists>x \<ge> a. x <= b \<and> f x \<in> e1 \<and> f x \<in> e2)"
890 shows "\<exists>x \<ge> a. x <= b \<and> f x \<notin> e1 \<and> f x \<notin> e2" (is "\<exists> x. ?P x")
892 let ?S = "{c. \<forall>x \<ge> a. x <= c \<longrightarrow> f x \<in> e1}"
893 have Se: " \<exists>x. x \<in> ?S" apply (rule exI[where x=a]) by (auto simp add: fa)
894 have Sub: "\<exists>y. isUb UNIV ?S y"
895 apply (rule exI[where x= b])
896 using ab fb e12 by (auto simp add: isUb_def setle_def)
897 from reals_complete[OF Se Sub] obtain l where
898 l: "isLub UNIV ?S l"by blast
899 have alb: "a \<le> l" "l \<le> b" using l ab fa fb e12
900 apply (auto simp add: isLub_def leastP_def isUb_def setle_def setge_def)
901 by (metis linorder_linear)
902 have ale1: "\<forall>z \<ge> a. z < l \<longrightarrow> f z \<in> e1" using l
903 apply (auto simp add: isLub_def leastP_def isUb_def setle_def setge_def)
904 by (metis linorder_linear not_le)
905 have th1: "\<And>z x e d :: real. z <= x + e \<Longrightarrow> e < d ==> z < x \<or> abs(z - x) < d" by arith
906 have th2: "\<And>e x:: real. 0 < e ==> ~(x + e <= x)" by arith
907 have th3: "\<And>d::real. d > 0 \<Longrightarrow> \<exists>e > 0. e < d" by dlo
908 {assume le2: "f l \<in> e2"
909 from le2 fa fb e12 alb have la: "l \<noteq> a" by metis
910 hence lap: "l - a > 0" using alb by arith
911 from e2[rule_format, OF le2] obtain e where
912 e: "e > 0" "\<forall>y. dist y (f l) < e \<longrightarrow> y \<in> e2" by metis
913 from dst[OF alb e(1)] obtain d where
914 d: "d > 0" "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> dist (f y) (f l) < e" by metis
915 have "\<exists>d'. d' < d \<and> d' >0 \<and> l - d' > a" using lap d(1)
916 apply ferrack by arith
917 then obtain d' where d': "d' > 0" "d' < d" "l - d' > a" by metis
918 from d e have th0: "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> f y \<in> e2" by metis
919 from th0[rule_format, of "l - d'"] d' have "f (l - d') \<in> e2" by auto
921 have "f (l - d') \<in> e1" using ale1[rule_format, of "l -d'"] d' by auto
922 ultimately have False using e12 alb d' by auto}
924 {assume le1: "f l \<in> e1"
925 from le1 fa fb e12 alb have lb: "l \<noteq> b" by metis
926 hence blp: "b - l > 0" using alb by arith
927 from e1[rule_format, OF le1] obtain e where
928 e: "e > 0" "\<forall>y. dist y (f l) < e \<longrightarrow> y \<in> e1" by metis
929 from dst[OF alb e(1)] obtain d where
930 d: "d > 0" "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> dist (f y) (f l) < e" by metis
931 have "\<exists>d'. d' < d \<and> d' >0" using d(1) by dlo
932 then obtain d' where d': "d' > 0" "d' < d" by metis
933 from d e have th0: "\<forall>y. \<bar>y - l\<bar> < d \<longrightarrow> f y \<in> e1" by auto
934 hence "\<forall>y. l \<le> y \<and> y \<le> l + d' \<longrightarrow> f y \<in> e1" using d' by auto
935 with ale1 have "\<forall>y. a \<le> y \<and> y \<le> l + d' \<longrightarrow> f y \<in> e1" by auto
937 by (auto simp add: isLub_def isUb_def setle_def setge_def leastP_def) }
938 ultimately show ?thesis using alb by metis
941 text{* One immediately useful corollary is the existence of square roots! --- Should help to get rid of all the development of square-root for reals as a special case @{typ "real^1"} *}
943 lemma square_bound_lemma: "(x::real) < (1 + x) * (1 + x)"
945 have "(x + 1/2)^2 + 3/4 > 0" using zero_le_power2[of "x+1/2"] by arith
946 thus ?thesis by (simp add: ring_simps power2_eq_square)
949 lemma square_continuous: "0 < (e::real) ==> \<exists>d. 0 < d \<and> (\<forall>y. abs(y - x) < d \<longrightarrow> abs(y * y - x * x) < e)"
950 using isCont_power[OF isCont_ident, of 2, unfolded isCont_def LIM_eq, rule_format, of e x] apply (auto simp add: power2_eq_square)
951 apply (rule_tac x="s" in exI)
953 apply (erule_tac x=y in allE)
957 lemma real_le_lsqrt: "0 <= x \<Longrightarrow> 0 <= y \<Longrightarrow> x <= y^2 ==> sqrt x <= y"
958 using real_sqrt_le_iff[of x "y^2"] by simp
960 lemma real_le_rsqrt: "x^2 \<le> y \<Longrightarrow> x \<le> sqrt y"
961 using real_sqrt_le_mono[of "x^2" y] by simp
963 lemma real_less_rsqrt: "x^2 < y \<Longrightarrow> x < sqrt y"
964 using real_sqrt_less_mono[of "x^2" y] by simp
966 lemma sqrt_even_pow2: assumes n: "even n"
967 shows "sqrt(2 ^ n) = 2 ^ (n div 2)"
969 from n obtain m where m: "n = 2*m" unfolding even_nat_equiv_def2
970 by (auto simp add: nat_number)
971 from m have "sqrt(2 ^ n) = sqrt ((2 ^ m) ^ 2)"
972 by (simp only: power_mult[symmetric] mult_commute)
973 then show ?thesis using m by simp
976 lemma real_div_sqrt: "0 <= x ==> x / sqrt(x) = sqrt(x)"
977 apply (cases "x = 0", simp_all)
978 using sqrt_divide_self_eq[of x]
979 apply (simp add: inverse_eq_divide real_sqrt_ge_0_iff field_simps)
982 text{* Hence derive more interesting properties of the norm. *}
985 This type-specific version is only here
986 to make @{text normarith.ML} happy.
988 lemma norm_0: "norm (0::real ^ _) = 0"
991 lemma norm_mul[simp]: "norm(a *s x) = abs(a) * norm x"
992 by (simp add: norm_vector_def vector_component setL2_right_distrib
993 abs_mult cong: strong_setL2_cong)
994 lemma norm_eq_0_dot: "(norm x = 0) \<longleftrightarrow> (x \<bullet> x = (0::real))"
995 by (simp add: norm_vector_def dot_def setL2_def power2_eq_square)
996 lemma real_vector_norm_def: "norm x = sqrt (x \<bullet> x)"
997 by (simp add: norm_vector_def setL2_def dot_def power2_eq_square)
998 lemma norm_pow_2: "norm x ^ 2 = x \<bullet> x"
999 by (simp add: real_vector_norm_def)
1000 lemma norm_eq_0_imp: "norm x = 0 ==> x = (0::real ^'n)" by (metis norm_eq_zero)
1001 lemma vector_mul_eq_0[simp]: "(a *s x = 0) \<longleftrightarrow> a = (0::'a::idom) \<or> x = 0"
1003 lemma vector_mul_lcancel[simp]: "a *s x = a *s y \<longleftrightarrow> a = (0::real) \<or> x = y"
1004 by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_ssub_ldistrib)
1005 lemma vector_mul_rcancel[simp]: "a *s x = b *s x \<longleftrightarrow> (a::real) = b \<or> x = 0"
1006 by (metis eq_iff_diff_eq_0 vector_mul_eq_0 vector_sub_rdistrib)
1007 lemma vector_mul_lcancel_imp: "a \<noteq> (0::real) ==> a *s x = a *s y ==> (x = y)"
1008 by (metis vector_mul_lcancel)
1009 lemma vector_mul_rcancel_imp: "x \<noteq> 0 \<Longrightarrow> (a::real) *s x = b *s x ==> a = b"
1010 by (metis vector_mul_rcancel)
1011 lemma norm_cauchy_schwarz:
1012 fixes x y :: "real ^ 'n"
1013 shows "x \<bullet> y <= norm x * norm y"
1015 {assume "norm x = 0"
1016 hence ?thesis by (simp add: dot_lzero dot_rzero)}
1018 {assume "norm y = 0"
1019 hence ?thesis by (simp add: dot_lzero dot_rzero)}
1021 {assume h: "norm x \<noteq> 0" "norm y \<noteq> 0"
1022 let ?z = "norm y *s x - norm x *s y"
1023 from h have p: "norm x * norm y > 0" by (metis norm_ge_zero le_less zero_compare_simps)
1024 from dot_pos_le[of ?z]
1025 have "(norm x * norm y) * (x \<bullet> y) \<le> norm x ^2 * norm y ^2"
1026 apply (simp add: dot_rsub dot_lsub dot_lmult dot_rmult ring_simps)
1027 by (simp add: norm_pow_2[symmetric] power2_eq_square dot_sym)
1028 hence "x\<bullet>y \<le> (norm x ^2 * norm y ^2) / (norm x * norm y)" using p
1029 by (simp add: field_simps)
1030 hence ?thesis using h by (simp add: power2_eq_square)}
1031 ultimately show ?thesis by metis
1034 lemma norm_cauchy_schwarz_abs:
1035 fixes x y :: "real ^ 'n"
1036 shows "\<bar>x \<bullet> y\<bar> \<le> norm x * norm y"
1037 using norm_cauchy_schwarz[of x y] norm_cauchy_schwarz[of x "-y"]
1038 by (simp add: real_abs_def dot_rneg)
1040 lemma norm_triangle_sub:
1041 fixes x y :: "'a::real_normed_vector"
1042 shows "norm x \<le> norm y + norm (x - y)"
1043 using norm_triangle_ineq[of "y" "x - y"] by (simp add: ring_simps)
1045 lemma component_le_norm: "\<bar>x$i\<bar> <= norm x"
1046 apply (simp add: norm_vector_def)
1047 apply (rule member_le_setL2, simp_all)
1050 lemma norm_bound_component_le: "norm x <= e ==> \<bar>x$i\<bar> <= e"
1051 by (metis component_le_norm order_trans)
1053 lemma norm_bound_component_lt: "norm x < e ==> \<bar>x$i\<bar> < e"
1054 by (metis component_le_norm basic_trans_rules(21))
1056 lemma norm_le_l1: "norm x <= setsum(\<lambda>i. \<bar>x$i\<bar>) UNIV"
1057 by (simp add: norm_vector_def setL2_le_setsum)
1059 lemma real_abs_norm: "\<bar>norm x\<bar> = norm x"
1060 by (rule abs_norm_cancel)
1061 lemma real_abs_sub_norm: "\<bar>norm (x::real ^ 'n) - norm y\<bar> <= norm(x - y)"
1062 by (rule norm_triangle_ineq3)
1063 lemma norm_le: "norm(x::real ^ 'n) <= norm(y) \<longleftrightarrow> x \<bullet> x <= y \<bullet> y"
1064 by (simp add: real_vector_norm_def)
1065 lemma norm_lt: "norm(x::real ^ 'n) < norm(y) \<longleftrightarrow> x \<bullet> x < y \<bullet> y"
1066 by (simp add: real_vector_norm_def)
1067 lemma norm_eq: "norm(x::real ^ 'n) = norm y \<longleftrightarrow> x \<bullet> x = y \<bullet> y"
1068 by (simp add: order_eq_iff norm_le)
1069 lemma norm_eq_1: "norm(x::real ^ 'n) = 1 \<longleftrightarrow> x \<bullet> x = 1"
1070 by (simp add: real_vector_norm_def)
1072 text{* Squaring equations and inequalities involving norms. *}
1074 lemma dot_square_norm: "x \<bullet> x = norm(x)^2"
1075 by (simp add: real_vector_norm_def)
1077 lemma norm_eq_square: "norm(x) = a \<longleftrightarrow> 0 <= a \<and> x \<bullet> x = a^2"
1078 by (auto simp add: real_vector_norm_def)
1080 lemma real_abs_le_square_iff: "\<bar>x\<bar> \<le> \<bar>y\<bar> \<longleftrightarrow> (x::real)^2 \<le> y^2"
1082 have "x^2 \<le> y^2 \<longleftrightarrow> (x -y) * (y + x) \<le> 0" by (simp add: ring_simps power2_eq_square)
1083 also have "\<dots> \<longleftrightarrow> \<bar>x\<bar> \<le> \<bar>y\<bar>" apply (simp add: zero_compare_simps real_abs_def not_less) by arith
1084 finally show ?thesis ..
1087 lemma norm_le_square: "norm(x) <= a \<longleftrightarrow> 0 <= a \<and> x \<bullet> x <= a^2"
1088 apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
1089 using norm_ge_zero[of x]
1093 lemma norm_ge_square: "norm(x) >= a \<longleftrightarrow> a <= 0 \<or> x \<bullet> x >= a ^ 2"
1094 apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
1095 using norm_ge_zero[of x]
1099 lemma norm_lt_square: "norm(x) < a \<longleftrightarrow> 0 < a \<and> x \<bullet> x < a^2"
1100 by (metis not_le norm_ge_square)
1101 lemma norm_gt_square: "norm(x) > a \<longleftrightarrow> a < 0 \<or> x \<bullet> x > a^2"
1102 by (metis norm_le_square not_less)
1104 text{* Dot product in terms of the norm rather than conversely. *}
1106 lemma dot_norm: "x \<bullet> y = (norm(x + y) ^2 - norm x ^ 2 - norm y ^ 2) / 2"
1107 by (simp add: norm_pow_2 dot_ladd dot_radd dot_sym)
1109 lemma dot_norm_neg: "x \<bullet> y = ((norm x ^ 2 + norm y ^ 2) - norm(x - y) ^ 2) / 2"
1110 by (simp add: norm_pow_2 dot_ladd dot_radd dot_lsub dot_rsub dot_sym)
1113 text{* Equality of vectors in terms of @{term "op \<bullet>"} products. *}
1115 lemma vector_eq: "(x:: real ^ 'n) = y \<longleftrightarrow> x \<bullet> x = x \<bullet> y\<and> y \<bullet> y = x \<bullet> x" (is "?lhs \<longleftrightarrow> ?rhs")
1117 assume "?lhs" then show ?rhs by simp
1120 then have "x \<bullet> x - x \<bullet> y = 0 \<and> x \<bullet> y - y\<bullet> y = 0" by simp
1121 hence "x \<bullet> (x - y) = 0 \<and> y \<bullet> (x - y) = 0"
1122 by (simp add: dot_rsub dot_lsub dot_sym)
1123 then have "(x - y) \<bullet> (x - y) = 0" by (simp add: ring_simps dot_lsub dot_rsub)
1124 then show "x = y" by (simp add: dot_eq_0)
1128 subsection{* General linear decision procedure for normed spaces. *}
1130 lemma norm_cmul_rule_thm:
1131 fixes x :: "'a::real_normed_vector"
1132 shows "b >= norm(x) ==> \<bar>c\<bar> * b >= norm(scaleR c x)"
1133 unfolding norm_scaleR
1134 apply (erule mult_mono1)
1138 (* FIXME: Move all these theorems into the ML code using lemma antiquotation *)
1139 lemma norm_add_rule_thm:
1140 fixes x1 x2 :: "'a::real_normed_vector"
1141 shows "norm x1 \<le> b1 \<Longrightarrow> norm x2 \<le> b2 \<Longrightarrow> norm (x1 + x2) \<le> b1 + b2"
1142 by (rule order_trans [OF norm_triangle_ineq add_mono])
1144 lemma ge_iff_diff_ge_0: "(a::'a::linordered_ring) \<ge> b == a - b \<ge> 0"
1145 by (simp add: ring_simps)
1148 fixes x :: "'a::real_normed_vector"
1149 shows "x == scaleR 1 x" by simp
1152 fixes x :: "'a::real_normed_vector"
1153 shows "x - y == x + -y" by (atomize (full)) simp
1156 fixes x :: "'a::real_normed_vector"
1157 shows "- x == scaleR (-1) x" by simp
1160 fixes x :: "'a::real_normed_vector"
1161 shows "scaleR 0 x == 0" and "scaleR c 0 = (0::'a)" by simp_all
1164 fixes x :: "'a::real_normed_vector"
1165 shows "scaleR c (scaleR d x) == scaleR (c * d) x" by simp
1168 fixes x :: "'a::real_normed_vector"
1169 shows "scaleR c (x + y) == scaleR c x + scaleR c y"
1170 by (simp add: scaleR_right_distrib)
1173 fixes x :: "'a::real_normed_vector"
1174 shows "0 + x == x" and "x + 0 == x" by simp_all
1177 fixes x :: "'a::real_normed_vector"
1178 shows "scaleR c x + scaleR d x == scaleR (c + d) x"
1179 by (simp add: scaleR_left_distrib)
1182 fixes x :: "'a::real_normed_vector" shows
1183 "(scaleR c x + z) + scaleR d x == scaleR (c + d) x + z"
1184 "scaleR c x + (scaleR d x + z) == scaleR (c + d) x + z"
1185 "(scaleR c x + w) + (scaleR d x + z) == scaleR (c + d) x + (w + z)"
1186 by (simp_all add: algebra_simps)
1189 fixes x :: "'a::real_normed_vector"
1190 shows "scaleR 0 x + y == y" by simp
1193 fixes x :: "'a::real_normed_vector" shows
1194 "scaleR c x + scaleR d y == scaleR c x + scaleR d y"
1195 "(scaleR c x + z) + scaleR d y == scaleR c x + (z + scaleR d y)"
1196 "scaleR c x + (scaleR d y + z) == scaleR c x + (scaleR d y + z)"
1197 "(scaleR c x + w) + (scaleR d y + z) == scaleR c x + (w + (scaleR d y + z))"
1198 by (simp_all add: algebra_simps)
1201 fixes x :: "'a::real_normed_vector" shows
1202 "scaleR c x + scaleR d y == scaleR d y + scaleR c x"
1203 "(scaleR c x + z) + scaleR d y == scaleR d y + (scaleR c x + z)"
1204 "scaleR c x + (scaleR d y + z) == scaleR d y + (scaleR c x + z)"
1205 "(scaleR c x + w) + (scaleR d y + z) == scaleR d y + ((scaleR c x + w) + z)"
1206 by (simp_all add: algebra_simps)
1209 fixes x :: "'a::real_normed_vector"
1210 shows "x + 0 == x" by simp
1212 lemma norm_imp_pos_and_ge:
1213 fixes x :: "'a::real_normed_vector"
1214 shows "norm x == n \<Longrightarrow> norm x \<ge> 0 \<and> n \<ge> norm x"
1217 lemma real_eq_0_iff_le_ge_0: "(x::real) = 0 == x \<ge> 0 \<and> -x \<ge> 0" by arith
1220 fixes x :: "'a::real_normed_vector" shows
1221 "x = y \<longleftrightarrow> norm (x - y) \<le> 0"
1222 "x \<noteq> y \<longleftrightarrow> \<not> (norm (x - y) \<le> 0)"
1223 using norm_ge_zero[of "x - y"] by auto
1225 lemma vector_dist_norm:
1226 fixes x :: "'a::real_normed_vector"
1227 shows "dist x y = norm (x - y)"
1232 method_setup norm = {* Scan.succeed (SIMPLE_METHOD' o NormArith.norm_arith_tac)
1233 *} "Proves simple linear statements about vector norms"
1236 text{* Hence more metric properties. *}
1238 lemma dist_triangle_alt:
1239 fixes x y z :: "'a::metric_space"
1240 shows "dist y z <= dist x y + dist x z"
1241 using dist_triangle [of y z x] by (simp add: dist_commute)
1244 fixes x y :: "'a::metric_space"
1245 shows "x \<noteq> y ==> 0 < dist x y"
1246 by (simp add: zero_less_dist_iff)
1249 fixes x y :: "'a::metric_space"
1250 shows "x \<noteq> y \<longleftrightarrow> 0 < dist x y"
1251 by (simp add: zero_less_dist_iff)
1253 lemma dist_triangle_le:
1254 fixes x y z :: "'a::metric_space"
1255 shows "dist x z + dist y z <= e \<Longrightarrow> dist x y <= e"
1256 by (rule order_trans [OF dist_triangle2])
1258 lemma dist_triangle_lt:
1259 fixes x y z :: "'a::metric_space"
1260 shows "dist x z + dist y z < e ==> dist x y < e"
1261 by (rule le_less_trans [OF dist_triangle2])
1263 lemma dist_triangle_half_l:
1264 fixes x1 x2 y :: "'a::metric_space"
1265 shows "dist x1 y < e / 2 \<Longrightarrow> dist x2 y < e / 2 \<Longrightarrow> dist x1 x2 < e"
1266 by (rule dist_triangle_lt [where z=y], simp)
1268 lemma dist_triangle_half_r:
1269 fixes x1 x2 y :: "'a::metric_space"
1270 shows "dist y x1 < e / 2 \<Longrightarrow> dist y x2 < e / 2 \<Longrightarrow> dist x1 x2 < e"
1271 by (rule dist_triangle_half_l, simp_all add: dist_commute)
1274 lemma norm_triangle_half_r:
1275 shows "norm (y - x1) < e / 2 \<Longrightarrow> norm (y - x2) < e / 2 \<Longrightarrow> norm (x1 - x2) < e"
1276 using dist_triangle_half_r unfolding vector_dist_norm[THEN sym] by auto
1278 lemma norm_triangle_half_l: assumes "norm (x - y) < e / 2" "norm (x' - (y)) < e / 2"
1279 shows "norm (x - x') < e"
1280 using dist_triangle_half_l[OF assms[unfolded vector_dist_norm[THEN sym]]]
1281 unfolding vector_dist_norm[THEN sym] .
1283 lemma norm_triangle_le: "norm(x) + norm y <= e ==> norm(x + y) <= e"
1284 by (metis order_trans norm_triangle_ineq)
1286 lemma norm_triangle_lt: "norm(x) + norm(y) < e ==> norm(x + y) < e"
1287 by (metis basic_trans_rules(21) norm_triangle_ineq)
1289 lemma dist_triangle_add:
1290 fixes x y x' y' :: "'a::real_normed_vector"
1291 shows "dist (x + y) (x' + y') <= dist x x' + dist y y'"
1294 lemma dist_mul[simp]: "dist (c *s x) (c *s y) = \<bar>c\<bar> * dist x y"
1295 unfolding dist_norm vector_ssub_ldistrib[symmetric] norm_mul ..
1297 lemma dist_triangle_add_half:
1298 fixes x x' y y' :: "'a::real_normed_vector"
1299 shows "dist x x' < e / 2 \<Longrightarrow> dist y y' < e / 2 \<Longrightarrow> dist(x + y) (x' + y') < e"
1302 lemma setsum_component [simp]:
1303 fixes f:: " 'a \<Rightarrow> ('b::comm_monoid_add) ^'n"
1304 shows "(setsum f S)$i = setsum (\<lambda>x. (f x)$i) S"
1305 by (cases "finite S", induct S set: finite, simp_all)
1307 lemma setsum_eq: "setsum f S = (\<chi> i. setsum (\<lambda>x. (f x)$i ) S)"
1308 by (simp add: Cart_eq)
1310 lemma setsum_clauses:
1311 shows "setsum f {} = 0"
1312 and "finite S \<Longrightarrow> setsum f (insert x S) =
1313 (if x \<in> S then setsum f S else f x + setsum f S)"
1314 by (auto simp add: insert_absorb)
1317 fixes f:: "'c \<Rightarrow> ('a::semiring_1)^'n"
1318 shows "setsum (\<lambda>x. c *s f x) S = c *s setsum f S"
1319 by (simp add: Cart_eq setsum_right_distrib)
1322 fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
1323 assumes fS: "finite S"
1324 shows "norm (setsum f S) <= setsum (\<lambda>x. norm(f x)) S"
1325 proof(induct rule: finite_induct[OF fS])
1326 case 1 thus ?case by simp
1329 from "2.hyps" have "norm (setsum f (insert x S)) \<le> norm (f x) + norm (setsum f S)" by (simp add: norm_triangle_ineq)
1330 also have "\<dots> \<le> norm (f x) + setsum (\<lambda>x. norm(f x)) S"
1331 using "2.hyps" by simp
1332 finally show ?case using "2.hyps" by simp
1335 lemma real_setsum_norm:
1336 fixes f :: "'a \<Rightarrow> real ^'n"
1337 assumes fS: "finite S"
1338 shows "norm (setsum f S) <= setsum (\<lambda>x. norm(f x)) S"
1339 proof(induct rule: finite_induct[OF fS])
1340 case 1 thus ?case by simp
1343 from "2.hyps" have "norm (setsum f (insert x S)) \<le> norm (f x) + norm (setsum f S)" by (simp add: norm_triangle_ineq)
1344 also have "\<dots> \<le> norm (f x) + setsum (\<lambda>x. norm(f x)) S"
1345 using "2.hyps" by simp
1346 finally show ?case using "2.hyps" by simp
1349 lemma setsum_norm_le:
1350 fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
1351 assumes fS: "finite S"
1352 and fg: "\<forall>x \<in> S. norm (f x) \<le> g x"
1353 shows "norm (setsum f S) \<le> setsum g S"
1355 from fg have "setsum (\<lambda>x. norm(f x)) S <= setsum g S"
1356 by - (rule setsum_mono, simp)
1357 then show ?thesis using setsum_norm[OF fS, of f] fg
1361 lemma real_setsum_norm_le:
1362 fixes f :: "'a \<Rightarrow> real ^ 'n"
1363 assumes fS: "finite S"
1364 and fg: "\<forall>x \<in> S. norm (f x) \<le> g x"
1365 shows "norm (setsum f S) \<le> setsum g S"
1367 from fg have "setsum (\<lambda>x. norm(f x)) S <= setsum g S"
1368 by - (rule setsum_mono, simp)
1369 then show ?thesis using real_setsum_norm[OF fS, of f] fg
1373 lemma setsum_norm_bound:
1374 fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
1375 assumes fS: "finite S"
1376 and K: "\<forall>x \<in> S. norm (f x) \<le> K"
1377 shows "norm (setsum f S) \<le> of_nat (card S) * K"
1378 using setsum_norm_le[OF fS K] setsum_constant[symmetric]
1381 lemma real_setsum_norm_bound:
1382 fixes f :: "'a \<Rightarrow> real ^ 'n"
1383 assumes fS: "finite S"
1384 and K: "\<forall>x \<in> S. norm (f x) \<le> K"
1385 shows "norm (setsum f S) \<le> of_nat (card S) * K"
1386 using real_setsum_norm_le[OF fS K] setsum_constant[symmetric]
1390 fixes f :: "'a \<Rightarrow> 'b::{real_normed_vector,semiring, mult_zero}"
1391 assumes fS: "finite S"
1392 shows "setsum f S *s v = setsum (\<lambda>x. f x *s v) S"
1393 proof(induct rule: finite_induct[OF fS])
1394 case 1 then show ?case by (simp add: vector_smult_lzero)
1397 from "2.hyps" have "setsum f (insert x F) *s v = (f x + setsum f F) *s v"
1399 also have "\<dots> = f x *s v + setsum f F *s v"
1400 by (simp add: vector_sadd_rdistrib)
1401 also have "\<dots> = setsum (\<lambda>x. f x *s v) (insert x F)" using "2.hyps" by simp
1402 finally show ?case .
1405 (* FIXME : Problem thm setsum_vmul[of _ "f:: 'a \<Rightarrow> real ^'n"] ---
1406 Get rid of *s and use real_vector instead! Also prove that ^ creates a real_vector !! *)
1408 (* FIXME: Here too need stupid finiteness assumption on T!!! *)
1410 assumes fS: "finite S" and fT: "finite T" and fST: "f ` S \<subseteq> T"
1411 shows "setsum (\<lambda>y. setsum g {x. x\<in> S \<and> f x = y}) T = setsum g S"
1413 apply (subst setsum_image_gen[OF fS, of g f])
1414 apply (rule setsum_mono_zero_right[OF fT fST])
1415 by (auto intro: setsum_0')
1417 lemma vsum_norm_allsubsets_bound:
1418 fixes f:: "'a \<Rightarrow> real ^'n"
1419 assumes fP: "finite P" and fPs: "\<And>Q. Q \<subseteq> P \<Longrightarrow> norm (setsum f Q) \<le> e"
1420 shows "setsum (\<lambda>x. norm (f x)) P \<le> 2 * real CARD('n) * e"
1422 let ?d = "real CARD('n)"
1423 let ?nf = "\<lambda>x. norm (f x)"
1424 let ?U = "UNIV :: 'n set"
1425 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"
1426 by (rule setsum_commute)
1427 have th1: "2 * ?d * e = of_nat (card ?U) * (2 * e)" by (simp add: real_of_nat_def)
1428 have "setsum ?nf P \<le> setsum (\<lambda>x. setsum (\<lambda>i. \<bar>f x $ i\<bar>) ?U) P"
1429 apply (rule setsum_mono)
1430 by (rule norm_le_l1)
1431 also have "\<dots> \<le> 2 * ?d * e"
1433 proof(rule setsum_bounded)
1434 fix i assume i: "i \<in> ?U"
1435 let ?Pp = "{x. x\<in> P \<and> f x $ i \<ge> 0}"
1436 let ?Pn = "{x. x \<in> P \<and> f x $ i < 0}"
1437 have thp: "P = ?Pp \<union> ?Pn" by auto
1438 have thp0: "?Pp \<inter> ?Pn ={}" by auto
1439 have PpP: "?Pp \<subseteq> P" and PnP: "?Pn \<subseteq> P" by blast+
1440 have Ppe:"setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pp \<le> e"
1441 using component_le_norm[of "setsum (\<lambda>x. f x) ?Pp" i] fPs[OF PpP]
1442 by (auto intro: abs_le_D1)
1443 have Pne: "setsum (\<lambda>x. \<bar>f x $ i\<bar>) ?Pn \<le> e"
1444 using component_le_norm[of "setsum (\<lambda>x. - f x) ?Pn" i] fPs[OF PnP]
1445 by (auto simp add: setsum_negf intro: abs_le_D1)
1446 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"
1448 apply (rule setsum_Un_zero)
1449 using fP thp0 by auto
1450 also have "\<dots> \<le> 2*e" using Pne Ppe by arith
1451 finally show "setsum (\<lambda>x. \<bar>f x $ i\<bar>) P \<le> 2*e" .
1453 finally show ?thesis .
1456 lemma dot_lsum: "finite S \<Longrightarrow> setsum f S \<bullet> (y::'a::{comm_ring}^'n) = setsum (\<lambda>x. f x \<bullet> y) S "
1457 by (induct rule: finite_induct, auto simp add: dot_lzero dot_ladd dot_radd)
1459 lemma dot_rsum: "finite S \<Longrightarrow> (y::'a::{comm_ring}^'n) \<bullet> setsum f S = setsum (\<lambda>x. y \<bullet> f x) S "
1460 by (induct rule: finite_induct, auto simp add: dot_rzero dot_radd)
1462 subsection{* Basis vectors in coordinate directions. *}
1465 definition "basis k = (\<chi> i. if i = k then 1 else 0)"
1467 lemma basis_component [simp]: "basis k $ i = (if k=i then 1 else 0)"
1468 unfolding basis_def by simp
1470 lemma delta_mult_idempotent:
1471 "(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)
1474 shows "norm (basis k :: real ^'n) = 1"
1475 apply (simp add: basis_def real_vector_norm_def dot_def)
1476 apply (vector delta_mult_idempotent)
1477 using setsum_delta[of "UNIV :: 'n set" "k" "\<lambda>k. 1::real"]
1481 lemma norm_basis_1: "norm(basis 1 :: real ^'n::{finite,one}) = 1"
1482 by (rule norm_basis)
1484 lemma vector_choose_size: "0 <= c ==> \<exists>(x::real^'n). norm x = c"
1485 apply (rule exI[where x="c *s basis arbitrary"])
1486 by (simp only: norm_mul norm_basis)
1488 lemma vector_choose_dist: assumes e: "0 <= e"
1489 shows "\<exists>(y::real^'n). dist x y = e"
1491 from vector_choose_size[OF e] obtain c:: "real ^'n" where "norm c = e"
1493 then have "dist x (x - c) = e" by (simp add: dist_norm)
1494 then show ?thesis by blast
1497 lemma basis_inj: "inj (basis :: 'n \<Rightarrow> real ^'n)"
1498 by (simp add: inj_on_def Cart_eq)
1500 lemma cond_value_iff: "f (if b then x else y) = (if b then f x else f y)"
1503 lemma basis_expansion:
1504 "setsum (\<lambda>i. (x$i) *s basis i) UNIV = (x::('a::ring_1) ^'n)" (is "?lhs = ?rhs" is "setsum ?f ?S = _")
1505 by (auto simp add: Cart_eq cond_value_iff setsum_delta[of "?S", where ?'b = "'a", simplified] cong del: if_weak_cong)
1507 lemma basis_expansion_unique:
1508 "setsum (\<lambda>i. f i *s basis i) UNIV = (x::('a::comm_ring_1) ^'n) \<longleftrightarrow> (\<forall>i. f i = x$i)"
1509 by (simp add: Cart_eq setsum_delta cond_value_iff cong del: if_weak_cong)
1511 lemma cond_application_beta: "(if b then f else g) x = (if b then f x else g x)"
1515 shows "basis i \<bullet> x = x$i" "x \<bullet> (basis i :: 'a^'n) = (x$i :: 'a::semiring_1)"
1516 by (auto simp add: dot_def basis_def cond_application_beta cond_value_iff setsum_delta cong del: if_weak_cong)
1519 fixes x :: "'a::{real_inner, real_algebra_1} ^ 'n"
1520 shows "inner (basis i) x = inner 1 (x $ i)"
1521 and "inner x (basis i) = inner (x $ i) 1"
1522 unfolding inner_vector_def basis_def
1523 by (auto simp add: cond_application_beta cond_value_iff setsum_delta cong del: if_weak_cong)
1525 lemma basis_eq_0: "basis i = (0::'a::semiring_1^'n) \<longleftrightarrow> False"
1526 by (auto simp add: Cart_eq)
1528 lemma basis_nonzero:
1529 shows "basis k \<noteq> (0:: 'a::semiring_1 ^'n)"
1530 by (simp add: basis_eq_0)
1532 lemma vector_eq_ldot: "(\<forall>x. x \<bullet> y = x \<bullet> z) \<longleftrightarrow> y = (z::'a::semiring_1^'n)"
1533 apply (auto simp add: Cart_eq dot_basis)
1534 apply (erule_tac x="basis i" in allE)
1535 apply (simp add: dot_basis)
1536 apply (subgoal_tac "y = z")
1538 apply (simp add: Cart_eq)
1541 lemma vector_eq_rdot: "(\<forall>z. x \<bullet> z = y \<bullet> z) \<longleftrightarrow> x = (y::'a::semiring_1^'n)"
1542 apply (auto simp add: Cart_eq dot_basis)
1543 apply (erule_tac x="basis i" in allE)
1544 apply (simp add: dot_basis)
1545 apply (subgoal_tac "x = y")
1547 apply (simp add: Cart_eq)
1550 subsection{* Orthogonality. *}
1552 definition "orthogonal x y \<longleftrightarrow> (x \<bullet> y = 0)"
1554 lemma orthogonal_basis:
1555 shows "orthogonal (basis i :: 'a^'n) x \<longleftrightarrow> x$i = (0::'a::ring_1)"
1556 by (auto simp add: orthogonal_def dot_def basis_def cond_value_iff cond_application_beta setsum_delta cong del: if_weak_cong)
1558 lemma orthogonal_basis_basis:
1559 shows "orthogonal (basis i :: 'a::ring_1^'n) (basis j) \<longleftrightarrow> i \<noteq> j"
1560 unfolding orthogonal_basis[of i] basis_component[of j] by simp
1562 (* FIXME : Maybe some of these require less than comm_ring, but not all*)
1563 lemma orthogonal_clauses:
1564 "orthogonal a (0::'a::comm_ring ^'n)"
1565 "orthogonal a x ==> orthogonal a (c *s x)"
1566 "orthogonal a x ==> orthogonal a (-x)"
1567 "orthogonal a x \<Longrightarrow> orthogonal a y ==> orthogonal a (x + y)"
1568 "orthogonal a x \<Longrightarrow> orthogonal a y ==> orthogonal a (x - y)"
1570 "orthogonal x a ==> orthogonal (c *s x) a"
1571 "orthogonal x a ==> orthogonal (-x) a"
1572 "orthogonal x a \<Longrightarrow> orthogonal y a ==> orthogonal (x + y) a"
1573 "orthogonal x a \<Longrightarrow> orthogonal y a ==> orthogonal (x - y) a"
1574 unfolding orthogonal_def dot_rneg dot_rmult dot_radd dot_rsub
1575 dot_lzero dot_rzero dot_lneg dot_lmult dot_ladd dot_lsub
1578 lemma orthogonal_commute: "orthogonal (x::'a::{ab_semigroup_mult,comm_monoid_add} ^'n)y \<longleftrightarrow> orthogonal y x"
1579 by (simp add: orthogonal_def dot_sym)
1581 subsection{* Explicit vector construction from lists. *}
1583 primrec from_nat :: "nat \<Rightarrow> 'a::{monoid_add,one}"
1584 where "from_nat 0 = 0" | "from_nat (Suc n) = 1 + from_nat n"
1586 lemma from_nat [simp]: "from_nat = of_nat"
1587 by (rule ext, induct_tac x, simp_all)
1590 list_fun :: "nat \<Rightarrow> _ list \<Rightarrow> _ \<Rightarrow> _"
1592 "list_fun n [] = (\<lambda>x. 0)"
1593 | "list_fun n (x # xs) = fun_upd (list_fun (Suc n) xs) (from_nat n) x"
1595 definition "vector l = (\<chi> i. list_fun 1 l i)"
1596 (*definition "vector l = (\<chi> i. if i <= length l then l ! (i - 1) else 0)"*)
1598 lemma vector_1: "(vector[x]) $1 = x"
1599 unfolding vector_def by simp
1602 "(vector[x,y]) $1 = x"
1603 "(vector[x,y] :: 'a^2)$2 = (y::'a::zero)"
1604 unfolding vector_def by simp_all
1607 "(vector [x,y,z] ::('a::zero)^3)$1 = x"
1608 "(vector [x,y,z] ::('a::zero)^3)$2 = y"
1609 "(vector [x,y,z] ::('a::zero)^3)$3 = z"
1610 unfolding vector_def by simp_all
1612 lemma forall_vector_1: "(\<forall>v::'a::zero^1. P v) \<longleftrightarrow> (\<forall>x. P(vector[x]))"
1614 apply (erule_tac x="v$1" in allE)
1615 apply (subgoal_tac "vector [v$1] = v")
1617 apply (vector vector_def)
1618 apply (simp add: forall_1)
1621 lemma forall_vector_2: "(\<forall>v::'a::zero^2. P v) \<longleftrightarrow> (\<forall>x y. P(vector[x, y]))"
1623 apply (erule_tac x="v$1" in allE)
1624 apply (erule_tac x="v$2" in allE)
1625 apply (subgoal_tac "vector [v$1, v$2] = v")
1627 apply (vector vector_def)
1628 apply (simp add: forall_2)
1631 lemma forall_vector_3: "(\<forall>v::'a::zero^3. P v) \<longleftrightarrow> (\<forall>x y z. P(vector[x, y, z]))"
1633 apply (erule_tac x="v$1" in allE)
1634 apply (erule_tac x="v$2" in allE)
1635 apply (erule_tac x="v$3" in allE)
1636 apply (subgoal_tac "vector [v$1, v$2, v$3] = v")
1638 apply (vector vector_def)
1639 apply (simp add: forall_3)
1642 subsection{* Linear functions. *}
1644 definition "linear f \<longleftrightarrow> (\<forall>x y. f(x + y) = f x + f y) \<and> (\<forall>c x. f(c *s x) = c *s f x)"
1646 lemma linearI: assumes "\<And>x y. f (x + y) = f x + f y" "\<And>c x. f (c *s x) = c *s f x"
1647 shows "linear f" using assms unfolding linear_def by auto
1649 lemma linear_compose_cmul: "linear f ==> linear (\<lambda>x. (c::'a::comm_semiring) *s f x)"
1650 by (vector linear_def Cart_eq ring_simps)
1652 lemma linear_compose_neg: "linear (f :: 'a ^'n \<Rightarrow> 'a::comm_ring ^'m) ==> linear (\<lambda>x. -(f(x)))" by (vector linear_def Cart_eq)
1654 lemma linear_compose_add: "linear (f :: 'a ^'n \<Rightarrow> 'a::semiring_1 ^'m) \<Longrightarrow> linear g ==> linear (\<lambda>x. f(x) + g(x))"
1655 by (vector linear_def Cart_eq ring_simps)
1657 lemma linear_compose_sub: "linear (f :: 'a ^'n \<Rightarrow> 'a::ring_1 ^'m) \<Longrightarrow> linear g ==> linear (\<lambda>x. f x - g x)"
1658 by (vector linear_def Cart_eq ring_simps)
1660 lemma linear_compose: "linear f \<Longrightarrow> linear g ==> linear (g o f)"
1661 by (simp add: linear_def)
1663 lemma linear_id: "linear id" by (simp add: linear_def id_def)
1665 lemma linear_zero: "linear (\<lambda>x. 0::'a::semiring_1 ^ 'n)" by (simp add: linear_def)
1667 lemma linear_compose_setsum:
1668 assumes fS: "finite S" and lS: "\<forall>a \<in> S. linear (f a :: 'a::semiring_1 ^ 'n \<Rightarrow> 'a ^'m)"
1669 shows "linear(\<lambda>x. setsum (\<lambda>a. f a x :: 'a::semiring_1 ^'m) S)"
1671 apply (induct rule: finite_induct[OF fS])
1672 by (auto simp add: linear_zero intro: linear_compose_add)
1674 lemma linear_vmul_component:
1675 fixes f:: "'a::semiring_1^'m \<Rightarrow> 'a^'n"
1676 assumes lf: "linear f"
1677 shows "linear (\<lambda>x. f x $ k *s v)"
1679 apply (auto simp add: linear_def )
1680 by (vector ring_simps)+
1682 lemma linear_0: "linear f ==> f 0 = (0::'a::semiring_1 ^'n)"
1683 unfolding linear_def
1685 apply (erule allE[where x="0::'a"])
1689 lemma linear_cmul: "linear f ==> f(c*s x) = c *s f x" by (simp add: linear_def)
1691 lemma linear_neg: "linear (f :: 'a::ring_1 ^'n \<Rightarrow> _) ==> f (-x) = - f x"
1692 unfolding vector_sneg_minus1
1693 using linear_cmul[of f] by auto
1695 lemma linear_add: "linear f ==> f(x + y) = f x + f y" by (metis linear_def)
1697 lemma linear_sub: "linear (f::'a::ring_1 ^'n \<Rightarrow> _) ==> f(x - y) = f x - f y"
1698 by (simp add: diff_def linear_add linear_neg)
1700 lemma linear_setsum:
1701 fixes f:: "'a::semiring_1^'n \<Rightarrow> _"
1702 assumes lf: "linear f" and fS: "finite S"
1703 shows "f (setsum g S) = setsum (f o g) S"
1704 proof (induct rule: finite_induct[OF fS])
1705 case 1 thus ?case by (simp add: linear_0[OF lf])
1708 have "f (setsum g (insert x F)) = f (g x + setsum g F)" using "2.hyps"
1710 also have "\<dots> = f (g x) + f (setsum g F)" using linear_add[OF lf] by simp
1711 also have "\<dots> = setsum (f o g) (insert x F)" using "2.hyps" by simp
1712 finally show ?case .
1715 lemma linear_setsum_mul:
1716 fixes f:: "'a ^'n \<Rightarrow> 'a::semiring_1^'m"
1717 assumes lf: "linear f" and fS: "finite S"
1718 shows "f (setsum (\<lambda>i. c i *s v i) S) = setsum (\<lambda>i. c i *s f (v i)) S"
1719 using linear_setsum[OF lf fS, of "\<lambda>i. c i *s v i" , unfolded o_def]
1720 linear_cmul[OF lf] by simp
1722 lemma linear_injective_0:
1723 assumes lf: "linear (f:: 'a::ring_1 ^ 'n \<Rightarrow> _)"
1724 shows "inj f \<longleftrightarrow> (\<forall>x. f x = 0 \<longrightarrow> x = 0)"
1726 have "inj f \<longleftrightarrow> (\<forall> x y. f x = f y \<longrightarrow> x = y)" by (simp add: inj_on_def)
1727 also have "\<dots> \<longleftrightarrow> (\<forall> x y. f x - f y = 0 \<longrightarrow> x - y = 0)" by simp
1728 also have "\<dots> \<longleftrightarrow> (\<forall> x y. f (x - y) = 0 \<longrightarrow> x - y = 0)"
1729 by (simp add: linear_sub[OF lf])
1730 also have "\<dots> \<longleftrightarrow> (\<forall> x. f x = 0 \<longrightarrow> x = 0)" by auto
1731 finally show ?thesis .
1734 lemma linear_bounded:
1735 fixes f:: "real ^'m \<Rightarrow> real ^'n"
1736 assumes lf: "linear f"
1737 shows "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
1739 let ?S = "UNIV:: 'm set"
1740 let ?B = "setsum (\<lambda>i. norm(f(basis i))) ?S"
1741 have fS: "finite ?S" by simp
1742 {fix x:: "real ^ 'm"
1743 let ?g = "(\<lambda>i. (x$i) *s (basis i) :: real ^ 'm)"
1744 have "norm (f x) = norm (f (setsum (\<lambda>i. (x$i) *s (basis i)) ?S))"
1745 by (simp only: basis_expansion)
1746 also have "\<dots> = norm (setsum (\<lambda>i. (x$i) *s f (basis i))?S)"
1747 using linear_setsum[OF lf fS, of ?g, unfolded o_def] linear_cmul[OF lf]
1749 finally have th0: "norm (f x) = norm (setsum (\<lambda>i. (x$i) *s f (basis i))?S)" .
1750 {fix i assume i: "i \<in> ?S"
1751 from component_le_norm[of x i]
1752 have "norm ((x$i) *s f (basis i :: real ^'m)) \<le> norm (f (basis i)) * norm x"
1754 apply (simp only: mult_commute)
1755 apply (rule mult_mono)
1756 by (auto simp add: ring_simps norm_ge_zero) }
1757 then have th: "\<forall>i\<in> ?S. norm ((x$i) *s f (basis i :: real ^'m)) \<le> norm (f (basis i)) * norm x" by metis
1758 from real_setsum_norm_le[OF fS, of "\<lambda>i. (x$i) *s (f (basis i))", OF th]
1759 have "norm (f x) \<le> ?B * norm x" unfolding th0 setsum_left_distrib by metis}
1760 then show ?thesis by blast
1763 lemma linear_bounded_pos:
1764 fixes f:: "real ^'n \<Rightarrow> real ^'m"
1765 assumes lf: "linear f"
1766 shows "\<exists>B > 0. \<forall>x. norm (f x) \<le> B * norm x"
1768 from linear_bounded[OF lf] obtain B where
1769 B: "\<forall>x. norm (f x) \<le> B * norm x" by blast
1770 let ?K = "\<bar>B\<bar> + 1"
1771 have Kp: "?K > 0" by arith
1773 have "norm (1::real ^ 'n) > 0" by (simp add: zero_less_norm_iff)
1774 with C have "B * norm (1:: real ^ 'n) < 0"
1775 by (simp add: zero_compare_simps)
1776 with B[rule_format, of 1] norm_ge_zero[of "f 1"] have False by simp
1778 then have Bp: "B \<ge> 0" by ferrack
1780 have "norm (f x) \<le> ?K * norm x"
1781 using B[rule_format, of x] norm_ge_zero[of x] norm_ge_zero[of "f x"] Bp
1782 apply (auto simp add: ring_simps split add: abs_split)
1783 apply (erule order_trans, simp)
1786 then show ?thesis using Kp by blast
1789 lemma smult_conv_scaleR: "c *s x = scaleR c x"
1790 unfolding vector_scalar_mult_def vector_scaleR_def by simp
1792 lemma linear_conv_bounded_linear:
1793 fixes f :: "real ^ _ \<Rightarrow> real ^ _"
1794 shows "linear f \<longleftrightarrow> bounded_linear f"
1797 show "bounded_linear f"
1799 fix x y show "f (x + y) = f x + f y"
1800 using `linear f` unfolding linear_def by simp
1802 fix r x show "f (scaleR r x) = scaleR r (f x)"
1803 using `linear f` unfolding linear_def
1804 by (simp add: smult_conv_scaleR)
1806 have "\<exists>B. \<forall>x. norm (f x) \<le> B * norm x"
1807 using `linear f` by (rule linear_bounded)
1808 thus "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
1809 by (simp add: mult_commute)
1812 assume "bounded_linear f"
1813 then interpret f: bounded_linear f .
1815 unfolding linear_def smult_conv_scaleR
1816 by (simp add: f.add f.scaleR)
1819 lemma bounded_linearI': fixes f::"real^'n \<Rightarrow> real^'m"
1820 assumes "\<And>x y. f (x + y) = f x + f y" "\<And>c x. f (c *s x) = c *s f x"
1821 shows "bounded_linear f" unfolding linear_conv_bounded_linear[THEN sym]
1822 by(rule linearI[OF assms])
1824 subsection{* Bilinear functions. *}
1826 definition "bilinear f \<longleftrightarrow> (\<forall>x. linear(\<lambda>y. f x y)) \<and> (\<forall>y. linear(\<lambda>x. f x y))"
1828 lemma bilinear_ladd: "bilinear h ==> h (x + y) z = (h x z) + (h y z)"
1829 by (simp add: bilinear_def linear_def)
1830 lemma bilinear_radd: "bilinear h ==> h x (y + z) = (h x y) + (h x z)"
1831 by (simp add: bilinear_def linear_def)
1833 lemma bilinear_lmul: "bilinear h ==> h (c *s x) y = c *s (h x y)"
1834 by (simp add: bilinear_def linear_def)
1836 lemma bilinear_rmul: "bilinear h ==> h x (c *s y) = c *s (h x y)"
1837 by (simp add: bilinear_def linear_def)
1839 lemma bilinear_lneg: "bilinear h ==> h (- (x:: 'a::ring_1 ^ 'n)) y = -(h x y)"
1840 by (simp only: vector_sneg_minus1 bilinear_lmul)
1842 lemma bilinear_rneg: "bilinear h ==> h x (- (y:: 'a::ring_1 ^ 'n)) = - h x y"
1843 by (simp only: vector_sneg_minus1 bilinear_rmul)
1845 lemma (in ab_group_add) eq_add_iff: "x = x + y \<longleftrightarrow> y = 0"
1846 using add_imp_eq[of x y 0] by auto
1848 lemma bilinear_lzero:
1849 fixes h :: "'a::ring^'n \<Rightarrow> _" assumes bh: "bilinear h" shows "h 0 x = 0"
1850 using bilinear_ladd[OF bh, of 0 0 x]
1851 by (simp add: eq_add_iff ring_simps)
1853 lemma bilinear_rzero:
1854 fixes h :: "'a::ring^_ \<Rightarrow> _" assumes bh: "bilinear h" shows "h x 0 = 0"
1855 using bilinear_radd[OF bh, of x 0 0 ]
1856 by (simp add: eq_add_iff ring_simps)
1858 lemma bilinear_lsub: "bilinear h ==> h (x - (y:: 'a::ring_1 ^ _)) z = h x z - h y z"
1859 by (simp add: diff_def bilinear_ladd bilinear_lneg)
1861 lemma bilinear_rsub: "bilinear h ==> h z (x - (y:: 'a::ring_1 ^ _)) = h z x - h z y"
1862 by (simp add: diff_def bilinear_radd bilinear_rneg)
1864 lemma bilinear_setsum:
1865 fixes h:: "'a ^_ \<Rightarrow> 'a::semiring_1^_\<Rightarrow> 'a ^ _"
1866 assumes bh: "bilinear h" and fS: "finite S" and fT: "finite T"
1867 shows "h (setsum f S) (setsum g T) = setsum (\<lambda>(i,j). h (f i) (g j)) (S \<times> T) "
1869 have "h (setsum f S) (setsum g T) = setsum (\<lambda>x. h (f x) (setsum g T)) S"
1870 apply (rule linear_setsum[unfolded o_def])
1871 using bh fS by (auto simp add: bilinear_def)
1872 also have "\<dots> = setsum (\<lambda>x. setsum (\<lambda>y. h (f x) (g y)) T) S"
1873 apply (rule setsum_cong, simp)
1874 apply (rule linear_setsum[unfolded o_def])
1875 using bh fT by (auto simp add: bilinear_def)
1876 finally show ?thesis unfolding setsum_cartesian_product .
1879 lemma bilinear_bounded:
1880 fixes h:: "real ^'m \<Rightarrow> real^'n \<Rightarrow> real ^'k"
1881 assumes bh: "bilinear h"
1882 shows "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
1884 let ?M = "UNIV :: 'm set"
1885 let ?N = "UNIV :: 'n set"
1886 let ?B = "setsum (\<lambda>(i,j). norm (h (basis i) (basis j))) (?M \<times> ?N)"
1887 have fM: "finite ?M" and fN: "finite ?N" by simp_all
1888 {fix x:: "real ^ 'm" and y :: "real^'n"
1889 have "norm (h x y) = norm (h (setsum (\<lambda>i. (x$i) *s basis i) ?M) (setsum (\<lambda>i. (y$i) *s basis i) ?N))" unfolding basis_expansion ..
1890 also have "\<dots> = norm (setsum (\<lambda> (i,j). h ((x$i) *s basis i) ((y$j) *s basis j)) (?M \<times> ?N))" unfolding bilinear_setsum[OF bh fM fN] ..
1891 finally have th: "norm (h x y) = \<dots>" .
1892 have "norm (h x y) \<le> ?B * norm x * norm y"
1893 apply (simp add: setsum_left_distrib th)
1894 apply (rule real_setsum_norm_le)
1897 apply (auto simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh] norm_mul ring_simps)
1898 apply (rule mult_mono)
1899 apply (auto simp add: norm_ge_zero zero_le_mult_iff component_le_norm)
1900 apply (rule mult_mono)
1901 apply (auto simp add: norm_ge_zero zero_le_mult_iff component_le_norm)
1903 then show ?thesis by metis
1906 lemma bilinear_bounded_pos:
1907 fixes h:: "real ^'m \<Rightarrow> real^'n \<Rightarrow> real ^'k"
1908 assumes bh: "bilinear h"
1909 shows "\<exists>B > 0. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
1911 from bilinear_bounded[OF bh] obtain B where
1912 B: "\<forall>x y. norm (h x y) \<le> B * norm x * norm y" by blast
1913 let ?K = "\<bar>B\<bar> + 1"
1914 have Kp: "?K > 0" by arith
1915 have KB: "B < ?K" by arith
1916 {fix x::"real ^'m" and y :: "real ^'n"
1918 have "B * norm x * norm y \<le> ?K * norm x * norm y"
1920 apply (rule mult_right_mono, rule mult_right_mono)
1921 by (auto simp add: norm_ge_zero)
1922 then have "norm (h x y) \<le> ?K * norm x * norm y"
1923 using B[rule_format, of x y] by simp}
1924 with Kp show ?thesis by blast
1927 lemma bilinear_conv_bounded_bilinear:
1928 fixes h :: "real ^ _ \<Rightarrow> real ^ _ \<Rightarrow> real ^ _"
1929 shows "bilinear h \<longleftrightarrow> bounded_bilinear h"
1932 show "bounded_bilinear h"
1934 fix x y z show "h (x + y) z = h x z + h y z"
1935 using `bilinear h` unfolding bilinear_def linear_def by simp
1937 fix x y z show "h x (y + z) = h x y + h x z"
1938 using `bilinear h` unfolding bilinear_def linear_def by simp
1940 fix r x y show "h (scaleR r x) y = scaleR r (h x y)"
1941 using `bilinear h` unfolding bilinear_def linear_def
1942 by (simp add: smult_conv_scaleR)
1944 fix r x y show "h x (scaleR r y) = scaleR r (h x y)"
1945 using `bilinear h` unfolding bilinear_def linear_def
1946 by (simp add: smult_conv_scaleR)
1948 have "\<exists>B. \<forall>x y. norm (h x y) \<le> B * norm x * norm y"
1949 using `bilinear h` by (rule bilinear_bounded)
1950 thus "\<exists>K. \<forall>x y. norm (h x y) \<le> norm x * norm y * K"
1951 by (simp add: mult_ac)
1954 assume "bounded_bilinear h"
1955 then interpret h: bounded_bilinear h .
1957 unfolding bilinear_def linear_conv_bounded_linear
1958 using h.bounded_linear_left h.bounded_linear_right
1962 subsection{* Adjoints. *}
1964 definition "adjoint f = (SOME f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y)"
1966 lemma choice_iff: "(\<forall>x. \<exists>y. P x y) \<longleftrightarrow> (\<exists>f. \<forall>x. P x (f x))" by metis
1968 lemma adjoint_works_lemma:
1969 fixes f:: "'a::ring_1 ^'n \<Rightarrow> 'a ^'m"
1970 assumes lf: "linear f"
1971 shows "\<forall>x y. f x \<bullet> y = x \<bullet> adjoint f y"
1973 let ?N = "UNIV :: 'n set"
1974 let ?M = "UNIV :: 'm set"
1975 have fN: "finite ?N" by simp
1976 have fM: "finite ?M" by simp
1978 let ?w = "(\<chi> i. (f (basis i) \<bullet> y)) :: 'a ^ 'n"
1980 have "f x \<bullet> y = f (setsum (\<lambda>i. (x$i) *s basis i) ?N) \<bullet> y"
1981 by (simp only: basis_expansion)
1982 also have "\<dots> = (setsum (\<lambda>i. (x$i) *s f (basis i)) ?N) \<bullet> y"
1983 unfolding linear_setsum[OF lf fN]
1984 by (simp add: linear_cmul[OF lf])
1985 finally have "f x \<bullet> y = x \<bullet> ?w"
1987 apply (simp add: dot_def setsum_left_distrib setsum_right_distrib setsum_commute[of _ ?M ?N] ring_simps)
1990 then show ?thesis unfolding adjoint_def
1991 some_eq_ex[of "\<lambda>f'. \<forall>x y. f x \<bullet> y = x \<bullet> f' y"]
1992 using choice_iff[of "\<lambda>a b. \<forall>x. f x \<bullet> a = x \<bullet> b "]
1996 lemma adjoint_works:
1997 fixes f:: "'a::ring_1 ^'n \<Rightarrow> 'a ^'m"
1998 assumes lf: "linear f"
1999 shows "x \<bullet> adjoint f y = f x \<bullet> y"
2000 using adjoint_works_lemma[OF lf] by metis
2003 lemma adjoint_linear:
2004 fixes f :: "'a::comm_ring_1 ^'n \<Rightarrow> 'a ^'m"
2005 assumes lf: "linear f"
2006 shows "linear (adjoint f)"
2007 by (simp add: linear_def vector_eq_ldot[symmetric] dot_radd dot_rmult adjoint_works[OF lf])
2009 lemma adjoint_clauses:
2010 fixes f:: "'a::comm_ring_1 ^'n \<Rightarrow> 'a ^'m"
2011 assumes lf: "linear f"
2012 shows "x \<bullet> adjoint f y = f x \<bullet> y"
2013 and "adjoint f y \<bullet> x = y \<bullet> f x"
2014 by (simp_all add: adjoint_works[OF lf] dot_sym )
2016 lemma adjoint_adjoint:
2017 fixes f:: "'a::comm_ring_1 ^ 'n \<Rightarrow> 'a ^'m"
2018 assumes lf: "linear f"
2019 shows "adjoint (adjoint f) = f"
2021 by (simp add: vector_eq_ldot[symmetric] adjoint_clauses[OF adjoint_linear[OF lf]] adjoint_clauses[OF lf])
2023 lemma adjoint_unique:
2024 fixes f:: "'a::comm_ring_1 ^ 'n \<Rightarrow> 'a ^'m"
2025 assumes lf: "linear f" and u: "\<forall>x y. f' x \<bullet> y = x \<bullet> f y"
2026 shows "f' = adjoint f"
2029 by (simp add: vector_eq_rdot[symmetric] adjoint_clauses[OF lf])
2031 text{* Matrix notation. NB: an MxN matrix is of type @{typ "'a^'n^'m"}, not @{typ "'a^'m^'n"} *}
2033 definition matrix_matrix_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'p^'n \<Rightarrow> 'a ^ 'p ^'m" (infixl "**" 70)
2034 where "m ** m' == (\<chi> i j. setsum (\<lambda>k. ((m$i)$k) * ((m'$k)$j)) (UNIV :: 'n set)) ::'a ^ 'p ^'m"
2036 definition matrix_vector_mult :: "('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n \<Rightarrow> 'a ^ 'm" (infixl "*v" 70)
2037 where "m *v x \<equiv> (\<chi> i. setsum (\<lambda>j. ((m$i)$j) * (x$j)) (UNIV ::'n set)) :: 'a^'m"
2039 definition vector_matrix_mult :: "'a ^ 'm \<Rightarrow> ('a::semiring_1) ^'n^'m \<Rightarrow> 'a ^'n " (infixl "v*" 70)
2040 where "v v* m == (\<chi> j. setsum (\<lambda>i. ((m$i)$j) * (v$i)) (UNIV :: 'm set)) :: 'a^'n"
2042 definition "(mat::'a::zero => 'a ^'n^'n) k = (\<chi> i j. if i = j then k else 0)"
2043 definition transpose where
2044 "(transpose::'a^'n^'m \<Rightarrow> 'a^'m^'n) A = (\<chi> i j. ((A$j)$i))"
2045 definition "(row::'m => 'a ^'n^'m \<Rightarrow> 'a ^'n) i A = (\<chi> j. ((A$i)$j))"
2046 definition "(column::'n =>'a^'n^'m =>'a^'m) j A = (\<chi> i. ((A$i)$j))"
2047 definition "rows(A::'a^'n^'m) = { row i A | i. i \<in> (UNIV :: 'm set)}"
2048 definition "columns(A::'a^'n^'m) = { column i A | i. i \<in> (UNIV :: 'n set)}"
2050 lemma mat_0[simp]: "mat 0 = 0" by (vector mat_def)
2051 lemma matrix_add_ldistrib: "(A ** (B + C)) = (A ** B) + (A ** C)"
2052 by (vector matrix_matrix_mult_def setsum_addf[symmetric] ring_simps)
2054 lemma matrix_mul_lid:
2055 fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
2056 shows "mat 1 ** A = A"
2057 apply (simp add: matrix_matrix_mult_def mat_def)
2059 by (auto simp only: cond_value_iff cond_application_beta setsum_delta'[OF finite] mult_1_left mult_zero_left if_True UNIV_I)
2062 lemma matrix_mul_rid:
2063 fixes A :: "'a::semiring_1 ^ 'm ^ 'n"
2064 shows "A ** mat 1 = A"
2065 apply (simp add: matrix_matrix_mult_def mat_def)
2067 by (auto simp only: cond_value_iff cond_application_beta setsum_delta[OF finite] mult_1_right mult_zero_right if_True UNIV_I cong: if_cong)
2069 lemma matrix_mul_assoc: "A ** (B ** C) = (A ** B) ** C"
2070 apply (vector matrix_matrix_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
2071 apply (subst setsum_commute)
2075 lemma matrix_vector_mul_assoc: "A *v (B *v x) = (A ** B) *v x"
2076 apply (vector matrix_matrix_mult_def matrix_vector_mult_def setsum_right_distrib setsum_left_distrib mult_assoc)
2077 apply (subst setsum_commute)
2081 lemma matrix_vector_mul_lid: "mat 1 *v x = (x::'a::semiring_1 ^ 'n)"
2082 apply (vector matrix_vector_mult_def mat_def)
2083 by (simp add: cond_value_iff cond_application_beta
2084 setsum_delta' cong del: if_weak_cong)
2086 lemma matrix_transpose_mul: "transpose(A ** B) = transpose B ** transpose (A::'a::comm_semiring_1^_^_)"
2087 by (simp add: matrix_matrix_mult_def transpose_def Cart_eq mult_commute)
2090 fixes A B :: "'a::semiring_1 ^ 'n ^ 'm"
2091 shows "A = B \<longleftrightarrow> (\<forall>x. A *v x = B *v x)" (is "?lhs \<longleftrightarrow> ?rhs")
2093 apply (subst Cart_eq)
2095 apply (clarsimp simp add: matrix_vector_mult_def basis_def cond_value_iff cond_application_beta Cart_eq cong del: if_weak_cong)
2096 apply (erule_tac x="basis ia" in allE)
2097 apply (erule_tac x="i" in allE)
2098 by (auto simp add: basis_def cond_value_iff cond_application_beta setsum_delta[OF finite] cong del: if_weak_cong)
2100 lemma matrix_vector_mul_component:
2101 shows "((A::'a::semiring_1^_^_) *v x)$k = (A$k) \<bullet> x"
2102 by (simp add: matrix_vector_mult_def dot_def)
2104 lemma dot_lmul_matrix: "((x::'a::comm_semiring_1 ^_) v* A) \<bullet> y = x \<bullet> (A *v y)"
2105 apply (simp add: dot_def matrix_vector_mult_def vector_matrix_mult_def setsum_left_distrib setsum_right_distrib mult_ac)
2106 apply (subst setsum_commute)
2109 lemma transpose_mat: "transpose (mat n) = mat n"
2110 by (vector transpose_def mat_def)
2112 lemma transpose_transpose: "transpose(transpose A) = A"
2113 by (vector transpose_def)
2115 lemma row_transpose:
2116 fixes A:: "'a::semiring_1^_^_"
2117 shows "row i (transpose A) = column i A"
2118 by (simp add: row_def column_def transpose_def Cart_eq)
2120 lemma column_transpose:
2121 fixes A:: "'a::semiring_1^_^_"
2122 shows "column i (transpose A) = row i A"
2123 by (simp add: row_def column_def transpose_def Cart_eq)
2125 lemma rows_transpose: "rows(transpose (A::'a::semiring_1^_^_)) = columns A"
2126 by (auto simp add: rows_def columns_def row_transpose intro: set_ext)
2128 lemma columns_transpose: "columns(transpose (A::'a::semiring_1^_^_)) = rows A" by (metis transpose_transpose rows_transpose)
2130 text{* Two sometimes fruitful ways of looking at matrix-vector multiplication. *}
2132 lemma matrix_mult_dot: "A *v x = (\<chi> i. A$i \<bullet> x)"
2133 by (simp add: matrix_vector_mult_def dot_def)
2135 lemma matrix_mult_vsum: "(A::'a::comm_semiring_1^'n^'m) *v x = setsum (\<lambda>i. (x$i) *s column i A) (UNIV:: 'n set)"
2136 by (simp add: matrix_vector_mult_def Cart_eq column_def mult_commute)
2138 lemma vector_componentwise:
2139 "(x::'a::ring_1^'n) = (\<chi> j. setsum (\<lambda>i. (x$i) * (basis i :: 'a^'n)$j) (UNIV :: 'n set))"
2140 apply (subst basis_expansion[symmetric])
2141 by (vector Cart_eq setsum_component)
2143 lemma linear_componentwise:
2144 fixes f:: "'a::ring_1 ^'m \<Rightarrow> 'a ^ _"
2145 assumes lf: "linear f"
2146 shows "(f x)$j = setsum (\<lambda>i. (x$i) * (f (basis i)$j)) (UNIV :: 'm set)" (is "?lhs = ?rhs")
2148 let ?M = "(UNIV :: 'm set)"
2149 let ?N = "(UNIV :: 'n set)"
2150 have fM: "finite ?M" by simp
2151 have "?rhs = (setsum (\<lambda>i.(x$i) *s f (basis i) ) ?M)$j"
2152 unfolding vector_smult_component[symmetric]
2153 unfolding setsum_component[of "(\<lambda>i.(x$i) *s f (basis i :: 'a^'m))" ?M]
2155 then show ?thesis unfolding linear_setsum_mul[OF lf fM, symmetric] basis_expansion ..
2158 text{* Inverse matrices (not necessarily square) *}
2160 definition "invertible(A::'a::semiring_1^'n^'m) \<longleftrightarrow> (\<exists>A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
2162 definition "matrix_inv(A:: 'a::semiring_1^'n^'m) =
2163 (SOME A'::'a^'m^'n. A ** A' = mat 1 \<and> A' ** A = mat 1)"
2165 text{* Correspondence between matrices and linear operators. *}
2167 definition matrix:: "('a::{plus,times, one, zero}^'m \<Rightarrow> 'a ^ 'n) \<Rightarrow> 'a^'m^'n"
2168 where "matrix f = (\<chi> i j. (f(basis j))$i)"
2170 lemma matrix_vector_mul_linear: "linear(\<lambda>x. A *v (x::'a::comm_semiring_1 ^ _))"
2171 by (simp add: linear_def matrix_vector_mult_def Cart_eq ring_simps setsum_right_distrib setsum_addf)
2173 lemma matrix_works: assumes lf: "linear f" shows "matrix f *v x = f (x::'a::comm_ring_1 ^ 'n)"
2174 apply (simp add: matrix_def matrix_vector_mult_def Cart_eq mult_commute)
2176 apply (rule linear_componentwise[OF lf, symmetric])
2179 lemma matrix_vector_mul: "linear f ==> f = (\<lambda>x. matrix f *v (x::'a::comm_ring_1 ^ 'n))" by (simp add: ext matrix_works)
2181 lemma matrix_of_matrix_vector_mul: "matrix(\<lambda>x. A *v (x :: 'a:: comm_ring_1 ^ 'n)) = A"
2182 by (simp add: matrix_eq matrix_vector_mul_linear matrix_works)
2184 lemma matrix_compose:
2185 assumes lf: "linear (f::'a::comm_ring_1^'n \<Rightarrow> 'a^'m)"
2186 and lg: "linear (g::'a::comm_ring_1^'m \<Rightarrow> 'a^_)"
2187 shows "matrix (g o f) = matrix g ** matrix f"
2188 using lf lg linear_compose[OF lf lg] matrix_works[OF linear_compose[OF lf lg]]
2189 by (simp add: matrix_eq matrix_works matrix_vector_mul_assoc[symmetric] o_def)
2191 lemma matrix_vector_column:"(A::'a::comm_semiring_1^'n^_) *v x = setsum (\<lambda>i. (x$i) *s ((transpose A)$i)) (UNIV:: 'n set)"
2192 by (simp add: matrix_vector_mult_def transpose_def Cart_eq mult_commute)
2194 lemma adjoint_matrix: "adjoint(\<lambda>x. (A::'a::comm_ring_1^'n^'m) *v x) = (\<lambda>x. transpose A *v x)"
2195 apply (rule adjoint_unique[symmetric])
2196 apply (rule matrix_vector_mul_linear)
2197 apply (simp add: transpose_def dot_def matrix_vector_mult_def setsum_left_distrib setsum_right_distrib)
2198 apply (subst setsum_commute)
2199 apply (auto simp add: mult_ac)
2202 lemma matrix_adjoint: assumes lf: "linear (f :: 'a::comm_ring_1^'n \<Rightarrow> 'a ^'m)"
2203 shows "matrix(adjoint f) = transpose(matrix f)"
2204 apply (subst matrix_vector_mul[OF lf])
2205 unfolding adjoint_matrix matrix_of_matrix_vector_mul ..
2207 subsection{* Interlude: Some properties of real sets *}
2209 lemma seq_mono_lemma: assumes "\<forall>(n::nat) \<ge> m. (d n :: real) < e n" and "\<forall>n \<ge> m. e n <= e m"
2210 shows "\<forall>n \<ge> m. d n < e m"
2211 using prems apply auto
2212 apply (erule_tac x="n" in allE)
2213 apply (erule_tac x="n" in allE)
2218 lemma real_convex_bound_lt:
2219 assumes xa: "(x::real) < a" and ya: "y < a" and u: "0 <= u" and v: "0 <= v"
2221 shows "u * x + v * y < a"
2223 have uv': "u = 0 \<longrightarrow> v \<noteq> 0" using u v uv by arith
2224 have "a = a * (u + v)" unfolding uv by simp
2225 hence th: "u * a + v * a = a" by (simp add: ring_simps)
2226 from xa u have "u \<noteq> 0 \<Longrightarrow> u*x < u*a" by (simp add: mult_compare_simps)
2227 from ya v have "v \<noteq> 0 \<Longrightarrow> v * y < v * a" by (simp add: mult_compare_simps)
2228 from xa ya u v have "u * x + v * y < u * a + v * a"
2229 apply (cases "u = 0", simp_all add: uv')
2230 apply(rule mult_strict_left_mono)
2231 using uv' apply simp_all
2233 apply (rule add_less_le_mono)
2234 apply(rule mult_strict_left_mono)
2236 apply (rule mult_left_mono)
2239 thus ?thesis unfolding th .
2242 lemma real_convex_bound_le:
2243 assumes xa: "(x::real) \<le> a" and ya: "y \<le> a" and u: "0 <= u" and v: "0 <= v"
2245 shows "u * x + v * y \<le> a"
2247 from xa ya u v have "u * x + v * y \<le> u * a + v * a" by (simp add: add_mono mult_left_mono)
2248 also have "\<dots> \<le> (u + v) * a" by (simp add: ring_simps)
2249 finally show ?thesis unfolding uv by simp
2252 lemma infinite_enumerate: assumes fS: "infinite S"
2253 shows "\<exists>r. subseq r \<and> (\<forall>n. r n \<in> S)"
2254 unfolding subseq_def
2255 using enumerate_in_set[OF fS] enumerate_mono[of _ _ S] fS by auto
2257 lemma approachable_lt_le: "(\<exists>(d::real)>0. \<forall>x. f x < d \<longrightarrow> P x) \<longleftrightarrow> (\<exists>d>0. \<forall>x. f x \<le> d \<longrightarrow> P x)"
2259 apply (rule_tac x="d/2" in exI)
2264 lemma triangle_lemma:
2265 assumes x: "0 <= (x::real)" and y:"0 <= y" and z: "0 <= z" and xy: "x^2 <= y^2 + z^2"
2268 have "y^2 + z^2 \<le> y^2 + 2*y*z + z^2" using z y by (simp add: zero_compare_simps)
2269 with xy have th: "x ^2 \<le> (y+z)^2" by (simp add: power2_eq_square ring_simps)
2270 from y z have yz: "y + z \<ge> 0" by arith
2271 from power2_le_imp_le[OF th yz] show ?thesis .
2275 lemma lambda_skolem: "(\<forall>i. \<exists>x. P i x) \<longleftrightarrow>
2276 (\<exists>x::'a ^ 'n. \<forall>i. P i (x$i))" (is "?lhs \<longleftrightarrow> ?rhs")
2278 let ?S = "(UNIV :: 'n set)"
2280 then have ?lhs by auto}
2283 then obtain f where f:"\<forall>i. P i (f i)" unfolding choice_iff by metis
2284 let ?x = "(\<chi> i. (f i)) :: 'a ^ 'n"
2286 from f have "P i (f i)" by metis
2287 then have "P i (?x$i)" by auto
2289 hence "\<forall>i. P i (?x$i)" by metis
2290 hence ?rhs by metis }
2291 ultimately show ?thesis by metis
2294 subsection{* Operator norm. *}
2296 definition "onorm f = Sup {norm (f x)| x. norm x = 1}"
2298 lemma norm_bound_generalize:
2299 fixes f:: "real ^'n \<Rightarrow> real^'m"
2300 assumes lf: "linear f"
2301 shows "(\<forall>x. norm x = 1 \<longrightarrow> norm (f x) \<le> b) \<longleftrightarrow> (\<forall>x. norm (f x) \<le> b * norm x)" (is "?lhs \<longleftrightarrow> ?rhs")
2304 {fix x :: "real^'n" assume x: "norm x = 1"
2305 from H[rule_format, of x] x have "norm (f x) \<le> b" by simp}
2306 then have ?lhs by blast }
2310 from H[rule_format, of "basis arbitrary"]
2311 have bp: "b \<ge> 0" using norm_ge_zero[of "f (basis arbitrary)"]
2312 by (auto simp add: norm_basis elim: order_trans [OF norm_ge_zero])
2313 {fix x :: "real ^'n"
2315 then have "norm (f x) \<le> b * norm x" by (simp add: linear_0[OF lf] bp)}
2317 {assume x0: "x \<noteq> 0"
2318 hence n0: "norm x \<noteq> 0" by (metis norm_eq_zero)
2319 let ?c = "1/ norm x"
2320 have "norm (?c*s x) = 1" using x0 by (simp add: n0 norm_mul)
2321 with H have "norm (f(?c*s x)) \<le> b" by blast
2322 hence "?c * norm (f x) \<le> b"
2323 by (simp add: linear_cmul[OF lf] norm_mul)
2324 hence "norm (f x) \<le> b * norm x"
2325 using n0 norm_ge_zero[of x] by (auto simp add: field_simps)}
2326 ultimately have "norm (f x) \<le> b * norm x" by blast}
2327 then have ?rhs by blast}
2328 ultimately show ?thesis by blast
2332 fixes f:: "real ^'n \<Rightarrow> real ^'m"
2333 assumes lf: "linear f"
2334 shows "norm (f x) <= onorm f * norm x"
2335 and "\<forall>x. norm (f x) <= b * norm x \<Longrightarrow> onorm f <= b"
2338 let ?S = "{norm (f x) |x. norm x = 1}"
2339 have Se: "?S \<noteq> {}" using norm_basis by auto
2340 from linear_bounded[OF lf] have b: "\<exists> b. ?S *<= b"
2341 unfolding norm_bound_generalize[OF lf, symmetric] by (auto simp add: setle_def)
2342 {from Sup[OF Se b, unfolded onorm_def[symmetric]]
2343 show "norm (f x) <= onorm f * norm x"
2345 apply (rule spec[where x = x])
2346 unfolding norm_bound_generalize[OF lf, symmetric]
2347 by (auto simp add: isLub_def isUb_def leastP_def setge_def setle_def)}
2349 show "\<forall>x. norm (f x) <= b * norm x \<Longrightarrow> onorm f <= b"
2350 using Sup[OF Se b, unfolded onorm_def[symmetric]]
2351 unfolding norm_bound_generalize[OF lf, symmetric]
2352 by (auto simp add: isLub_def isUb_def leastP_def setge_def setle_def)}
2356 lemma onorm_pos_le: assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'m)" shows "0 <= onorm f"
2357 using order_trans[OF norm_ge_zero onorm(1)[OF lf, of "basis arbitrary"], unfolded norm_basis] by simp
2359 lemma onorm_eq_0: assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'m)"
2360 shows "onorm f = 0 \<longleftrightarrow> (\<forall>x. f x = 0)"
2362 apply (auto simp add: onorm_pos_le)
2364 apply (erule allE[where x="0::real"])
2365 using onorm_pos_le[OF lf]
2369 lemma onorm_const: "onorm(\<lambda>x::real^'n. (y::real ^'m)) = norm y"
2371 let ?f = "\<lambda>x::real^'n. (y::real ^ 'm)"
2372 have th: "{norm (?f x)| x. norm x = 1} = {norm y}"
2373 by(auto intro: vector_choose_size set_ext)
2375 unfolding onorm_def th
2376 apply (rule Sup_unique) by (simp_all add: setle_def)
2379 lemma onorm_pos_lt: assumes lf: "linear (f::real ^ 'n \<Rightarrow> real ^'m)"
2380 shows "0 < onorm f \<longleftrightarrow> ~(\<forall>x. f x = 0)"
2381 unfolding onorm_eq_0[OF lf, symmetric]
2382 using onorm_pos_le[OF lf] by arith
2384 lemma onorm_compose:
2385 assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'m)"
2386 and lg: "linear (g::real^'k \<Rightarrow> real^'n)"
2387 shows "onorm (f o g) <= onorm f * onorm g"
2388 apply (rule onorm(2)[OF linear_compose[OF lg lf], rule_format])
2390 apply (subst mult_assoc)
2391 apply (rule order_trans)
2392 apply (rule onorm(1)[OF lf])
2393 apply (rule mult_mono1)
2394 apply (rule onorm(1)[OF lg])
2395 apply (rule onorm_pos_le[OF lf])
2398 lemma onorm_neg_lemma: assumes lf: "linear (f::real ^'n \<Rightarrow> real^'m)"
2399 shows "onorm (\<lambda>x. - f x) \<le> onorm f"
2400 using onorm[OF linear_compose_neg[OF lf]] onorm[OF lf]
2401 unfolding norm_minus_cancel by metis
2403 lemma onorm_neg: assumes lf: "linear (f::real ^'n \<Rightarrow> real^'m)"
2404 shows "onorm (\<lambda>x. - f x) = onorm f"
2405 using onorm_neg_lemma[OF lf] onorm_neg_lemma[OF linear_compose_neg[OF lf]]
2408 lemma onorm_triangle:
2409 assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'m)" and lg: "linear g"
2410 shows "onorm (\<lambda>x. f x + g x) <= onorm f + onorm g"
2411 apply(rule onorm(2)[OF linear_compose_add[OF lf lg], rule_format])
2412 apply (rule order_trans)
2413 apply (rule norm_triangle_ineq)
2414 apply (simp add: distrib)
2415 apply (rule add_mono)
2416 apply (rule onorm(1)[OF lf])
2417 apply (rule onorm(1)[OF lg])
2420 lemma onorm_triangle_le: "linear (f::real ^'n \<Rightarrow> real ^'m) \<Longrightarrow> linear g \<Longrightarrow> onorm(f) + onorm(g) <= e
2421 \<Longrightarrow> onorm(\<lambda>x. f x + g x) <= e"
2422 apply (rule order_trans)
2423 apply (rule onorm_triangle)
2427 lemma onorm_triangle_lt: "linear (f::real ^'n \<Rightarrow> real ^'m) \<Longrightarrow> linear g \<Longrightarrow> onorm(f) + onorm(g) < e
2428 ==> onorm(\<lambda>x. f x + g x) < e"
2429 apply (rule order_le_less_trans)
2430 apply (rule onorm_triangle)
2433 (* "lift" from 'a to 'a^1 and "drop" from 'a^1 to 'a -- FIXME: potential use of transfer *)
2435 abbreviation vec1:: "'a \<Rightarrow> 'a ^ 1" where "vec1 x \<equiv> vec x"
2437 abbreviation dest_vec1:: "'a ^1 \<Rightarrow> 'a"
2438 where "dest_vec1 x \<equiv> (x$1)"
2440 lemma vec1_component[simp]: "(vec1 x)$1 = x"
2443 lemma vec1_dest_vec1[simp]: "vec1(dest_vec1 x) = x" "dest_vec1(vec1 y) = y"
2444 by (simp_all add: Cart_eq forall_1)
2446 lemma forall_vec1: "(\<forall>x. P x) \<longleftrightarrow> (\<forall>x. P (vec1 x))" by (metis vec1_dest_vec1)
2448 lemma exists_vec1: "(\<exists>x. P x) \<longleftrightarrow> (\<exists>x. P(vec1 x))" by (metis vec1_dest_vec1)
2450 lemma vec1_eq[simp]: "vec1 x = vec1 y \<longleftrightarrow> x = y" by (metis vec1_dest_vec1)
2452 lemma dest_vec1_eq[simp]: "dest_vec1 x = dest_vec1 y \<longleftrightarrow> x = y" by (metis vec1_dest_vec1)
2454 lemma vec_in_image_vec: "vec x \<in> (vec ` S) \<longleftrightarrow> x \<in> S" by auto
2456 lemma vec_add: "vec(x + y) = vec x + vec y" by (vector vec_def)
2457 lemma vec_sub: "vec(x - y) = vec x - vec y" by (vector vec_def)
2458 lemma vec_cmul: "vec(c* x) = c *s vec x " by (vector vec_def)
2459 lemma vec_neg: "vec(- x) = - vec x " by (vector vec_def)
2461 lemma range_vec1[simp]:"range vec1 = UNIV" apply(rule set_ext,rule) unfolding image_iff defer
2462 apply(rule_tac x="dest_vec1 x" in bexI) by auto
2464 lemma vec_setsum: assumes fS: "finite S"
2465 shows "vec(setsum f S) = setsum (vec o f) S"
2466 apply (induct rule: finite_induct[OF fS])
2468 apply (auto simp add: vec_add)
2471 lemma dest_vec1_lambda: "dest_vec1(\<chi> i. x i) = x 1"
2474 lemma dest_vec1_vec: "dest_vec1(vec x) = x"
2477 lemma dest_vec1_sum: assumes fS: "finite S"
2478 shows "dest_vec1(setsum f S) = setsum (dest_vec1 o f) S"
2479 apply (induct rule: finite_induct[OF fS])
2480 apply (simp add: dest_vec1_vec)
2481 apply (auto simp add:vector_minus_component)
2484 lemma norm_vec1: "norm(vec1 x) = abs(x)"
2485 by (simp add: vec_def norm_real)
2487 lemma dist_vec1: "dist(vec1 x) (vec1 y) = abs(x - y)"
2488 by (simp only: dist_real vec1_component)
2489 lemma abs_dest_vec1: "norm x = \<bar>dest_vec1 x\<bar>"
2490 by (metis vec1_dest_vec1 norm_vec1)
2492 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
2493 vec1_eq vec_cmul[THEN sym] smult_conv_scaleR[THEN sym] o_def dist_real_def norm_vec1 real_norm_def
2495 lemma bounded_linear_vec1:"bounded_linear (vec1::real\<Rightarrow>real^1)"
2496 unfolding bounded_linear_def additive_def bounded_linear_axioms_def
2497 unfolding smult_conv_scaleR[THEN sym] unfolding vec1_dest_vec1_simps
2498 apply(rule conjI) defer apply(rule conjI) defer apply(rule_tac x=1 in exI) by auto
2500 lemma linear_vmul_dest_vec1:
2501 fixes f:: "'a::semiring_1^_ \<Rightarrow> 'a^1"
2502 shows "linear f \<Longrightarrow> linear (\<lambda>x. dest_vec1(f x) *s v)"
2503 apply (rule linear_vmul_component)
2506 lemma linear_from_scalars:
2507 assumes lf: "linear (f::'a::comm_ring_1 ^1 \<Rightarrow> 'a^_)"
2508 shows "f = (\<lambda>x. dest_vec1 x *s column 1 (matrix f))"
2510 apply (subst matrix_works[OF lf, symmetric])
2511 apply (auto simp add: Cart_eq matrix_vector_mult_def column_def mult_commute UNIV_1)
2514 lemma linear_to_scalars: assumes lf: "linear (f::'a::comm_ring_1 ^'n \<Rightarrow> 'a^1)"
2515 shows "f = (\<lambda>x. vec1(row 1 (matrix f) \<bullet> x))"
2517 apply (subst matrix_works[OF lf, symmetric])
2518 apply (simp add: Cart_eq matrix_vector_mult_def row_def dot_def mult_commute forall_1)
2521 lemma dest_vec1_eq_0: "dest_vec1 x = 0 \<longleftrightarrow> x = 0"
2522 by (simp add: dest_vec1_eq[symmetric])
2524 lemma setsum_scalars: assumes fS: "finite S"
2525 shows "setsum f S = vec1 (setsum (dest_vec1 o f) S)"
2526 unfolding vec_setsum[OF fS] by simp
2528 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"
2529 apply (cases "dest_vec1 x \<le> dest_vec1 y")
2531 apply (subgoal_tac "dest_vec1 y \<le> dest_vec1 x")
2535 text{* Pasting vectors. *}
2537 lemma linear_fstcart[intro]: "linear fstcart"
2538 by (auto simp add: linear_def Cart_eq)
2540 lemma linear_sndcart[intro]: "linear sndcart"
2541 by (auto simp add: linear_def Cart_eq)
2543 lemma fstcart_vec[simp]: "fstcart(vec x) = vec x"
2544 by (simp add: Cart_eq)
2546 lemma fstcart_add[simp]:"fstcart(x + y) = fstcart (x::'a::{plus,times}^('b::finite + 'c::finite)) + fstcart y"
2547 by (simp add: Cart_eq)
2549 lemma fstcart_cmul[simp]:"fstcart(c*s x) = c*s fstcart (x::'a::{plus,times}^('b::finite + 'c::finite))"
2550 by (simp add: Cart_eq)
2552 lemma fstcart_neg[simp]:"fstcart(- x) = - fstcart (x::'a::ring_1^(_ + _))"
2553 by (simp add: Cart_eq)
2555 lemma fstcart_sub[simp]:"fstcart(x - y) = fstcart (x::'a::ring_1^(_ + _)) - fstcart y"
2556 by (simp add: Cart_eq)
2558 lemma fstcart_setsum:
2559 fixes f:: "'d \<Rightarrow> 'a::semiring_1^_"
2560 assumes fS: "finite S"
2561 shows "fstcart (setsum f S) = setsum (\<lambda>i. fstcart (f i)) S"
2562 by (induct rule: finite_induct[OF fS], simp_all add: vec_0[symmetric] del: vec_0)
2564 lemma sndcart_vec[simp]: "sndcart(vec x) = vec x"
2565 by (simp add: Cart_eq)
2567 lemma sndcart_add[simp]:"sndcart(x + y) = sndcart (x::'a::{plus,times}^(_ + _)) + sndcart y"
2568 by (simp add: Cart_eq)
2570 lemma sndcart_cmul[simp]:"sndcart(c*s x) = c*s sndcart (x::'a::{plus,times}^(_ + _))"
2571 by (simp add: Cart_eq)
2573 lemma sndcart_neg[simp]:"sndcart(- x) = - sndcart (x::'a::ring_1^(_ + _))"
2574 by (simp add: Cart_eq)
2576 lemma sndcart_sub[simp]:"sndcart(x - y) = sndcart (x::'a::ring_1^(_ + _)) - sndcart y"
2577 by (simp add: Cart_eq)
2579 lemma sndcart_setsum:
2580 fixes f:: "'d \<Rightarrow> 'a::semiring_1^_"
2581 assumes fS: "finite S"
2582 shows "sndcart (setsum f S) = setsum (\<lambda>i. sndcart (f i)) S"
2583 by (induct rule: finite_induct[OF fS], simp_all add: vec_0[symmetric] del: vec_0)
2585 lemma pastecart_vec[simp]: "pastecart (vec x) (vec x) = vec x"
2586 by (simp add: pastecart_eq fstcart_pastecart sndcart_pastecart)
2588 lemma pastecart_add[simp]:"pastecart (x1::'a::{plus,times}^_) y1 + pastecart x2 y2 = pastecart (x1 + x2) (y1 + y2)"
2589 by (simp add: pastecart_eq fstcart_pastecart sndcart_pastecart)
2591 lemma pastecart_cmul[simp]: "pastecart (c *s (x1::'a::{plus,times}^_)) (c *s y1) = c *s pastecart x1 y1"
2592 by (simp add: pastecart_eq fstcart_pastecart sndcart_pastecart)
2594 lemma pastecart_neg[simp]: "pastecart (- (x::'a::ring_1^_)) (- y) = - pastecart x y"
2595 unfolding vector_sneg_minus1 pastecart_cmul ..
2597 lemma pastecart_sub: "pastecart (x1::'a::ring_1^_) y1 - pastecart x2 y2 = pastecart (x1 - x2) (y1 - y2)"
2598 by (simp add: diff_def pastecart_neg[symmetric] del: pastecart_neg)
2600 lemma pastecart_setsum:
2601 fixes f:: "'d \<Rightarrow> 'a::semiring_1^_"
2602 assumes fS: "finite S"
2603 shows "pastecart (setsum f S) (setsum g S) = setsum (\<lambda>i. pastecart (f i) (g i)) S"
2604 by (simp add: pastecart_eq fstcart_setsum[OF fS] sndcart_setsum[OF fS] fstcart_pastecart sndcart_pastecart)
2607 "\<lbrakk>finite A; finite B\<rbrakk> \<Longrightarrow>
2608 (\<Sum>x\<in>A <+> B. g x) = (\<Sum>x\<in>A. g (Inl x)) + (\<Sum>x\<in>B. g (Inr x))"
2610 by (subst setsum_Un_disjoint, auto simp add: setsum_reindex)
2612 lemma setsum_UNIV_sum:
2613 fixes g :: "'a::finite + 'b::finite \<Rightarrow> _"
2614 shows "(\<Sum>x\<in>UNIV. g x) = (\<Sum>x\<in>UNIV. g (Inl x)) + (\<Sum>x\<in>UNIV. g (Inr x))"
2615 apply (subst UNIV_Plus_UNIV [symmetric])
2616 apply (rule setsum_Plus [OF finite finite])
2619 lemma norm_fstcart: "norm(fstcart x) <= norm (x::real ^('n::finite + 'm::finite))"
2621 have th0: "norm x = norm (pastecart (fstcart x) (sndcart x))"
2622 by (simp add: pastecart_fst_snd)
2623 have th1: "fstcart x \<bullet> fstcart x \<le> pastecart (fstcart x) (sndcart x) \<bullet> pastecart (fstcart x) (sndcart x)"
2624 by (simp add: dot_def setsum_UNIV_sum pastecart_def setsum_nonneg)
2627 unfolding real_vector_norm_def real_sqrt_le_iff id_def
2628 by (simp add: dot_def)
2631 lemma dist_fstcart: "dist(fstcart (x::real^_)) (fstcart y) <= dist x y"
2632 unfolding dist_norm by (metis fstcart_sub[symmetric] norm_fstcart)
2634 lemma norm_sndcart: "norm(sndcart x) <= norm (x::real ^('n::finite + 'm::finite))"
2636 have th0: "norm x = norm (pastecart (fstcart x) (sndcart x))"
2637 by (simp add: pastecart_fst_snd)
2638 have th1: "sndcart x \<bullet> sndcart x \<le> pastecart (fstcart x) (sndcart x) \<bullet> pastecart (fstcart x) (sndcart x)"
2639 by (simp add: dot_def setsum_UNIV_sum pastecart_def setsum_nonneg)
2642 unfolding real_vector_norm_def real_sqrt_le_iff id_def
2643 by (simp add: dot_def)
2646 lemma dist_sndcart: "dist(sndcart (x::real^_)) (sndcart y) <= dist x y"
2647 unfolding dist_norm by (metis sndcart_sub[symmetric] norm_sndcart)
2649 lemma dot_pastecart: "(pastecart (x1::'a::{times,comm_monoid_add}^'n) (x2::'a::{times,comm_monoid_add}^'m)) \<bullet> (pastecart y1 y2) = x1 \<bullet> y1 + x2 \<bullet> y2"
2650 by (simp add: dot_def setsum_UNIV_sum pastecart_def)
2652 text {* TODO: move to NthRoot *}
2653 lemma sqrt_add_le_add_sqrt:
2654 assumes x: "0 \<le> x" and y: "0 \<le> y"
2655 shows "sqrt (x + y) \<le> sqrt x + sqrt y"
2656 apply (rule power2_le_imp_le)
2657 apply (simp add: real_sum_squared_expand add_nonneg_nonneg x y)
2658 apply (simp add: mult_nonneg_nonneg x y)
2659 apply (simp add: add_nonneg_nonneg x y)
2662 lemma norm_pastecart: "norm (pastecart x y) <= norm x + norm y"
2663 unfolding norm_vector_def setL2_def setsum_UNIV_sum
2664 by (simp add: sqrt_add_le_add_sqrt setsum_nonneg)
2666 subsection {* A generic notion of "hull" (convex, affine, conic hull and closure). *}
2668 definition hull :: "'a set set \<Rightarrow> 'a set \<Rightarrow> 'a set" (infixl "hull" 75) where
2669 "S hull s = Inter {t. t \<in> S \<and> s \<subseteq> t}"
2671 lemma hull_same: "s \<in> S \<Longrightarrow> S hull s = s"
2672 unfolding hull_def by auto
2674 lemma hull_in: "(\<And>T. T \<subseteq> S ==> Inter T \<in> S) ==> (S hull s) \<in> S"
2675 unfolding hull_def subset_iff by auto
2677 lemma hull_eq: "(\<And>T. T \<subseteq> S ==> Inter T \<in> S) ==> (S hull s) = s \<longleftrightarrow> s \<in> S"
2678 using hull_same[of s S] hull_in[of S s] by metis
2681 lemma hull_hull: "S hull (S hull s) = S hull s"
2682 unfolding hull_def by blast
2684 lemma hull_subset[intro]: "s \<subseteq> (S hull s)"
2685 unfolding hull_def by blast
2687 lemma hull_mono: " s \<subseteq> t ==> (S hull s) \<subseteq> (S hull t)"
2688 unfolding hull_def by blast
2690 lemma hull_antimono: "S \<subseteq> T ==> (T hull s) \<subseteq> (S hull s)"
2691 unfolding hull_def by blast
2693 lemma hull_minimal: "s \<subseteq> t \<Longrightarrow> t \<in> S ==> (S hull s) \<subseteq> t"
2694 unfolding hull_def by blast
2696 lemma subset_hull: "t \<in> S ==> S hull s \<subseteq> t \<longleftrightarrow> s \<subseteq> t"
2697 unfolding hull_def by blast
2699 lemma hull_unique: "s \<subseteq> t \<Longrightarrow> t \<in> S \<Longrightarrow> (\<And>t'. s \<subseteq> t' \<Longrightarrow> t' \<in> S ==> t \<subseteq> t')
2701 unfolding hull_def by auto
2703 lemma hull_induct: "(\<And>x. x\<in> S \<Longrightarrow> P x) \<Longrightarrow> Q {x. P x} \<Longrightarrow> \<forall>x\<in> Q hull S. P x"
2704 using hull_minimal[of S "{x. P x}" Q]
2705 by (auto simp add: subset_eq Collect_def mem_def)
2707 lemma hull_inc: "x \<in> S \<Longrightarrow> x \<in> P hull S" by (metis hull_subset subset_eq)
2709 lemma hull_union_subset: "(S hull s) \<union> (S hull t) \<subseteq> (S hull (s \<union> t))"
2710 unfolding Un_subset_iff by (metis hull_mono Un_upper1 Un_upper2)
2712 lemma hull_union: assumes T: "\<And>T. T \<subseteq> S ==> Inter T \<in> S"
2713 shows "S hull (s \<union> t) = S hull (S hull s \<union> S hull t)"
2715 apply (rule hull_mono)
2716 unfolding Un_subset_iff
2717 apply (metis hull_subset Un_upper1 Un_upper2 subset_trans)
2718 apply (rule hull_minimal)
2719 apply (metis hull_union_subset)
2720 apply (metis hull_in T)
2723 lemma hull_redundant_eq: "a \<in> (S hull s) \<longleftrightarrow> (S hull (insert a s) = S hull s)"
2724 unfolding hull_def by blast
2726 lemma hull_redundant: "a \<in> (S hull s) ==> (S hull (insert a s) = S hull s)"
2727 by (metis hull_redundant_eq)
2729 text{* Archimedian properties and useful consequences. *}
2731 lemma real_arch_simple: "\<exists>n. x <= real (n::nat)"
2732 using reals_Archimedean2[of x] apply auto by (rule_tac x="Suc n" in exI, auto)
2733 lemmas real_arch_lt = reals_Archimedean2
2735 lemmas real_arch = reals_Archimedean3
2737 lemma real_arch_inv: "0 < e \<longleftrightarrow> (\<exists>n::nat. n \<noteq> 0 \<and> 0 < inverse (real n) \<and> inverse (real n) < e)"
2738 using reals_Archimedean
2739 apply (auto simp add: field_simps inverse_positive_iff_positive)
2740 apply (subgoal_tac "inverse (real n) > 0")
2745 lemma real_pow_lbound: "0 <= x ==> 1 + real n * x <= (1 + x) ^ n"
2747 case 0 thus ?case by simp
2750 hence h: "1 + real n * x \<le> (1 + x) ^ n" by simp
2751 from h have p: "1 \<le> (1 + x) ^ n" using Suc.prems by simp
2752 from h have "1 + real n * x + x \<le> (1 + x) ^ n + x" by simp
2753 also have "\<dots> \<le> (1 + x) ^ Suc n" apply (subst diff_le_0_iff_le[symmetric])
2754 apply (simp add: ring_simps)
2755 using mult_left_mono[OF p Suc.prems] by simp
2756 finally show ?case by (simp add: real_of_nat_Suc ring_simps)
2759 lemma real_arch_pow: assumes x: "1 < (x::real)" shows "\<exists>n. y < x^n"
2761 from x have x0: "x - 1 > 0" by arith
2762 from real_arch[OF x0, rule_format, of y]
2763 obtain n::nat where n:"y < real n * (x - 1)" by metis
2764 from x0 have x00: "x- 1 \<ge> 0" by arith
2765 from real_pow_lbound[OF x00, of n] n
2766 have "y < x^n" by auto
2767 then show ?thesis by metis
2770 lemma real_arch_pow2: "\<exists>n. (x::real) < 2^ n"
2771 using real_arch_pow[of 2 x] by simp
2773 lemma real_arch_pow_inv: assumes y: "(y::real) > 0" and x1: "x < 1"
2774 shows "\<exists>n. x^n < y"
2777 from x0 x1 have ix: "1 < 1/x" by (simp add: field_simps)
2778 from real_arch_pow[OF ix, of "1/y"]
2779 obtain n where n: "1/y < (1/x)^n" by blast
2781 have ?thesis using y x0 by (auto simp add: field_simps power_divide) }
2783 {assume "\<not> x > 0" with y x1 have ?thesis apply auto by (rule exI[where x=1], auto)}
2784 ultimately show ?thesis by metis
2787 lemma forall_pos_mono: "(\<And>d e::real. d < e \<Longrightarrow> P d ==> P e) \<Longrightarrow> (\<And>n::nat. n \<noteq> 0 ==> P(inverse(real n))) \<Longrightarrow> (\<And>e. 0 < e ==> P e)"
2788 by (metis real_arch_inv)
2790 lemma forall_pos_mono_1: "(\<And>d e::real. d < e \<Longrightarrow> P d ==> P e) \<Longrightarrow> (\<And>n. P(inverse(real (Suc n)))) ==> 0 < e ==> P e"
2791 apply (rule forall_pos_mono)
2794 apply (erule_tac x="n - 1" in allE)
2798 lemma real_archimedian_rdiv_eq_0: assumes x0: "x \<ge> 0" and c: "c \<ge> 0" and xc: "\<forall>(m::nat)>0. real m * x \<le> c"
2801 {assume "x \<noteq> 0" with x0 have xp: "x > 0" by arith
2802 from real_arch[OF xp, rule_format, of c] obtain n::nat where n: "c < real n * x" by blast
2803 with xc[rule_format, of n] have "n = 0" by arith
2804 with n c have False by simp}
2805 then show ?thesis by blast
2808 (* ------------------------------------------------------------------------- *)
2809 (* Geometric progression. *)
2810 (* ------------------------------------------------------------------------- *)
2812 lemma sum_gp_basic: "((1::'a::{field}) - x) * setsum (\<lambda>i. x^i) {0 .. n} = (1 - x^(Suc n))"
2815 {assume x1: "x = 1" hence ?thesis by simp}
2817 {assume x1: "x\<noteq>1"
2818 hence x1': "x - 1 \<noteq> 0" "1 - x \<noteq> 0" "x - 1 = - (1 - x)" "- (1 - x) \<noteq> 0" by auto
2819 from geometric_sum[OF x1, of "Suc n", unfolded x1']
2820 have "(- (1 - x)) * setsum (\<lambda>i. x^i) {0 .. n} = - (1 - x^(Suc n))"
2821 unfolding atLeastLessThanSuc_atLeastAtMost
2822 using x1' apply (auto simp only: field_simps)
2823 apply (simp add: ring_simps)
2825 then have ?thesis by (simp add: ring_simps) }
2826 ultimately show ?thesis by metis
2829 lemma sum_gp_multiplied: assumes mn: "m <= n"
2830 shows "((1::'a::{field}) - x) * setsum (op ^ x) {m..n} = x^m - x^ Suc n"
2833 let ?S = "{0..(n - m)}"
2834 from mn have mn': "n - m \<ge> 0" by arith
2836 have i: "inj_on ?f ?S" unfolding inj_on_def by auto
2837 have f: "?f ` ?S = {m..n}"
2838 using mn apply (auto simp add: image_iff Bex_def) by arith
2839 have th: "op ^ x o op + m = (\<lambda>i. x^m * x^i)"
2840 by (rule ext, simp add: power_add power_mult)
2841 from setsum_reindex[OF i, of "op ^ x", unfolded f th setsum_right_distrib[symmetric]]
2842 have "?lhs = x^m * ((1 - x) * setsum (op ^ x) {0..n - m})" by simp
2843 then show ?thesis unfolding sum_gp_basic using mn
2844 by (simp add: ring_simps power_add[symmetric])
2847 lemma sum_gp: "setsum (op ^ (x::'a::{field})) {m .. n} =
2848 (if n < m then 0 else if x = 1 then of_nat ((n + 1) - m)
2849 else (x^ m - x^ (Suc n)) / (1 - x))"
2851 {assume nm: "n < m" hence ?thesis by simp}
2853 {assume "\<not> n < m" hence nm: "m \<le> n" by arith
2854 {assume x: "x = 1" hence ?thesis by simp}
2856 {assume x: "x \<noteq> 1" hence nz: "1 - x \<noteq> 0" by simp
2857 from sum_gp_multiplied[OF nm, of x] nz have ?thesis by (simp add: field_simps)}
2858 ultimately have ?thesis by metis
2860 ultimately show ?thesis by metis
2863 lemma sum_gp_offset: "setsum (op ^ (x::'a::{field})) {m .. m+n} =
2864 (if x = 1 then of_nat n + 1 else x^m * (1 - x^Suc n) / (1 - x))"
2865 unfolding sum_gp[of x m "m + n"] power_Suc
2866 by (simp add: ring_simps power_add)
2869 subsection{* A bit of linear algebra. *}
2871 definition "subspace S \<longleftrightarrow> 0 \<in> S \<and> (\<forall>x\<in> S. \<forall>y \<in>S. x + y \<in> S) \<and> (\<forall>c. \<forall>x \<in>S. c *s x \<in>S )"
2872 definition "span S = (subspace hull S)"
2873 definition "dependent S \<longleftrightarrow> (\<exists>a \<in> S. a \<in> span(S - {a}))"
2874 abbreviation "independent s == ~(dependent s)"
2876 (* Closure properties of subspaces. *)
2878 lemma subspace_UNIV[simp]: "subspace(UNIV)" by (simp add: subspace_def)
2880 lemma subspace_0: "subspace S ==> 0 \<in> S" by (metis subspace_def)
2882 lemma subspace_add: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> y \<in> S ==> x + y \<in> S"
2883 by (metis subspace_def)
2885 lemma subspace_mul: "subspace S \<Longrightarrow> x \<in> S \<Longrightarrow> c *s x \<in> S"
2886 by (metis subspace_def)
2888 lemma subspace_neg: "subspace S \<Longrightarrow> (x::'a::ring_1^_) \<in> S \<Longrightarrow> - x \<in> S"
2889 by (metis vector_sneg_minus1 subspace_mul)
2891 lemma subspace_sub: "subspace S \<Longrightarrow> (x::'a::ring_1^_) \<in> S \<Longrightarrow> y \<in> S \<Longrightarrow> x - y \<in> S"
2892 by (metis diff_def subspace_add subspace_neg)
2894 lemma subspace_setsum:
2895 assumes sA: "subspace A" and fB: "finite B"
2896 and f: "\<forall>x\<in> B. f x \<in> A"
2897 shows "setsum f B \<in> A"
2899 apply(induct rule: finite_induct[OF fB])
2900 by (simp add: subspace_def sA, auto simp add: sA subspace_add)
2902 lemma subspace_linear_image:
2903 assumes lf: "linear (f::'a::semiring_1^_ \<Rightarrow> _)" and sS: "subspace S"
2904 shows "subspace(f ` S)"
2905 using lf sS linear_0[OF lf]
2906 unfolding linear_def subspace_def
2907 apply (auto simp add: image_iff)
2908 apply (rule_tac x="x + y" in bexI, auto)
2909 apply (rule_tac x="c*s x" in bexI, auto)
2912 lemma subspace_linear_preimage: "linear (f::'a::semiring_1^_ \<Rightarrow> _) ==> subspace S ==> subspace {x. f x \<in> S}"
2913 by (auto simp add: subspace_def linear_def linear_0[of f])
2915 lemma subspace_trivial: "subspace {0::'a::semiring_1 ^_}"
2916 by (simp add: subspace_def)
2918 lemma subspace_inter: "subspace A \<Longrightarrow> subspace B ==> subspace (A \<inter> B)"
2919 by (simp add: subspace_def)
2922 lemma span_mono: "A \<subseteq> B ==> span A \<subseteq> span B"
2923 by (metis span_def hull_mono)
2925 lemma subspace_span: "subspace(span S)"
2927 apply (rule hull_in[unfolded mem_def])
2928 apply (simp only: subspace_def Inter_iff Int_iff subset_eq)
2930 apply (erule_tac x="X" in ballE)
2931 apply (simp add: mem_def)
2933 apply (erule_tac x="X" in ballE)
2934 apply (erule_tac x="X" in ballE)
2935 apply (erule_tac x="X" in ballE)
2936 apply (clarsimp simp add: mem_def)
2940 apply (erule_tac x="X" in ballE)
2941 apply (erule_tac x="X" in ballE)
2942 apply (simp add: mem_def)
2948 "a \<in> S ==> a \<in> span S"
2950 "x\<in> span S \<Longrightarrow> y \<in> span S ==> x + y \<in> span S"
2951 "x \<in> span S \<Longrightarrow> c *s x \<in> span S"
2952 by (metis span_def hull_subset subset_eq subspace_span subspace_def)+
2954 lemma span_induct: assumes SP: "\<And>x. x \<in> S ==> P x"
2955 and P: "subspace P" and x: "x \<in> span S" shows "P x"
2957 from SP have SP': "S \<subseteq> P" by (simp add: mem_def subset_eq)
2958 from P have P': "P \<in> subspace" by (simp add: mem_def)
2959 from x hull_minimal[OF SP' P', unfolded span_def[symmetric]]
2960 show "P x" by (metis mem_def subset_eq)
2963 lemma span_empty: "span {} = {(0::'a::semiring_0 ^ _)}"
2964 apply (simp add: span_def)
2965 apply (rule hull_unique)
2966 apply (auto simp add: mem_def subspace_def)
2967 unfolding mem_def[of "0::'a^_", symmetric]
2971 lemma independent_empty: "independent {}"
2972 by (simp add: dependent_def)
2974 lemma independent_mono: "independent A \<Longrightarrow> B \<subseteq> A ==> independent B"
2975 apply (clarsimp simp add: dependent_def span_mono)
2976 apply (subgoal_tac "span (B - {a}) \<le> span (A - {a})")
2978 apply (rule span_mono)
2982 lemma span_subspace: "A \<subseteq> B \<Longrightarrow> B \<le> span A \<Longrightarrow> subspace B \<Longrightarrow> span A = B"
2983 by (metis order_antisym span_def hull_minimal mem_def)
2985 lemma span_induct': assumes SP: "\<forall>x \<in> S. P x"
2986 and P: "subspace P" shows "\<forall>x \<in> span S. P x"
2987 using span_induct SP P by blast
2989 inductive span_induct_alt_help for S:: "'a::semiring_1^_ \<Rightarrow> bool"
2991 span_induct_alt_help_0: "span_induct_alt_help S 0"
2992 | span_induct_alt_help_S: "x \<in> S \<Longrightarrow> span_induct_alt_help S z \<Longrightarrow> span_induct_alt_help S (c *s x + z)"
2994 lemma span_induct_alt':
2995 assumes h0: "h (0::'a::semiring_1^'n)" and hS: "\<And>c x y. x \<in> S \<Longrightarrow> h y \<Longrightarrow> h (c*s x + y)" shows "\<forall>x \<in> span S. h x"
2997 {fix x:: "'a^'n" assume x: "span_induct_alt_help S x"
2999 apply (rule span_induct_alt_help.induct[OF x])
3001 apply (rule hS, assumption, assumption)
3004 {fix x assume x: "x \<in> span S"
3006 have "span_induct_alt_help S x"
3007 proof(rule span_induct[where x=x and S=S])
3008 show "x \<in> span S" using x .
3010 fix x assume xS : "x \<in> S"
3011 from span_induct_alt_help_S[OF xS span_induct_alt_help_0, of 1]
3012 show "span_induct_alt_help S x" by simp
3014 have "span_induct_alt_help S 0" by (rule span_induct_alt_help_0)
3016 {fix x y assume h: "span_induct_alt_help S x" "span_induct_alt_help S y"
3018 have "span_induct_alt_help S (x + y)"
3019 apply (induct rule: span_induct_alt_help.induct)
3022 apply (rule span_induct_alt_help_S)
3027 {fix c x assume xt: "span_induct_alt_help S x"
3028 then have "span_induct_alt_help S (c*s x)"
3029 apply (induct rule: span_induct_alt_help.induct)
3030 apply (simp add: span_induct_alt_help_0)
3031 apply (simp add: vector_smult_assoc vector_add_ldistrib)
3032 apply (rule span_induct_alt_help_S)
3037 ultimately show "subspace (span_induct_alt_help S)"
3038 unfolding subspace_def mem_def Ball_def by blast
3040 with th0 show ?thesis by blast
3043 lemma span_induct_alt:
3044 assumes h0: "h (0::'a::semiring_1^'n)" and hS: "\<And>c x y. x \<in> S \<Longrightarrow> h y \<Longrightarrow> h (c*s x + y)" and x: "x \<in> span S"
3046 using span_induct_alt'[of h S] h0 hS x by blast
3048 (* Individual closure properties. *)
3050 lemma span_superset: "x \<in> S ==> x \<in> span S" by (metis span_clauses)
3052 lemma span_0: "0 \<in> span S" by (metis subspace_span subspace_0)
3054 lemma span_add: "x \<in> span S \<Longrightarrow> y \<in> span S ==> x + y \<in> span S"
3055 by (metis subspace_add subspace_span)
3057 lemma span_mul: "x \<in> span S ==> (c *s x) \<in> span S"
3058 by (metis subspace_span subspace_mul)
3060 lemma span_neg: "x \<in> span S ==> - (x::'a::ring_1^_) \<in> span S"
3061 by (metis subspace_neg subspace_span)
3063 lemma span_sub: "(x::'a::ring_1^_) \<in> span S \<Longrightarrow> y \<in> span S ==> x - y \<in> span S"
3064 by (metis subspace_span subspace_sub)
3066 lemma span_setsum: "finite A \<Longrightarrow> \<forall>x \<in> A. f x \<in> span S ==> setsum f A \<in> span S"
3067 apply (rule subspace_setsum)
3068 by (metis subspace_span subspace_setsum)+
3070 lemma span_add_eq: "(x::'a::ring_1^_) \<in> span S \<Longrightarrow> x + y \<in> span S \<longleftrightarrow> y \<in> span S"
3071 apply (auto simp only: span_add span_sub)
3072 apply (subgoal_tac "(x + y) - x \<in> span S", simp)
3073 by (simp only: span_add span_sub)
3075 (* Mapping under linear image. *)
3077 lemma span_linear_image: assumes lf: "linear (f::'a::semiring_1 ^ _ => _)"
3078 shows "span (f ` S) = f ` (span S)"
3081 assume x: "x \<in> span (f ` S)"
3082 have "x \<in> f ` span S"
3083 apply (rule span_induct[where x=x and S = "f ` S"])
3084 apply (clarsimp simp add: image_iff)
3085 apply (frule span_superset)
3087 apply (simp only: mem_def)
3088 apply (rule subspace_linear_image[OF lf])
3089 apply (rule subspace_span)
3093 {fix x assume x: "x \<in> span S"
3094 have th0:"(\<lambda>a. f a \<in> span (f ` S)) = {x. f x \<in> span (f ` S)}" apply (rule set_ext)
3095 unfolding mem_def Collect_def ..
3096 have "f x \<in> span (f ` S)"
3097 apply (rule span_induct[where S=S])
3098 apply (rule span_superset)
3101 apply (rule subspace_linear_preimage[OF lf subspace_span, of "f ` S"])
3104 ultimately show ?thesis by blast
3107 (* The key breakdown property. *)
3109 lemma span_breakdown:
3110 assumes bS: "(b::'a::ring_1 ^ _) \<in> S" and aS: "a \<in> span S"
3111 shows "\<exists>k. a - k*s b \<in> span (S - {b})" (is "?P a")
3113 {fix x assume xS: "x \<in> S"
3117 apply (rule exI[where x="1"], simp)
3120 {assume ab: "x \<noteq> b"
3121 then have "?P x" using xS
3123 apply (rule exI[where x=0])
3124 apply (rule span_superset)
3126 ultimately have "?P x" by blast}
3127 moreover have "subspace ?P"
3128 unfolding subspace_def
3130 apply (simp add: mem_def)
3131 apply (rule exI[where x=0])
3132 using span_0[of "S - {b}"]
3133 apply (simp add: mem_def)
3134 apply (clarsimp simp add: mem_def)
3135 apply (rule_tac x="k + ka" in exI)
3136 apply (subgoal_tac "x + y - (k + ka) *s b = (x - k*s b) + (y - ka *s b)")
3138 apply (rule span_add[unfolded mem_def])
3140 apply (vector ring_simps)
3141 apply (clarsimp simp add: mem_def)
3142 apply (rule_tac x= "c*k" in exI)
3143 apply (subgoal_tac "c *s x - (c * k) *s b = c*s (x - k*s b)")
3145 apply (rule span_mul[unfolded mem_def])
3147 by (vector ring_simps)
3148 ultimately show "?P a" using aS span_induct[where S=S and P= "?P"] by metis
3151 lemma span_breakdown_eq:
3152 "(x::'a::ring_1^_) \<in> span (insert a S) \<longleftrightarrow> (\<exists>k. (x - k *s a) \<in> span S)" (is "?lhs \<longleftrightarrow> ?rhs")
3154 {assume x: "x \<in> span (insert a S)"
3155 from x span_breakdown[of "a" "insert a S" "x"]
3156 have ?rhs apply clarsimp
3157 apply (rule_tac x= "k" in exI)
3158 apply (rule set_rev_mp[of _ "span (S - {a})" _])
3160 apply (rule span_mono)
3164 { fix k assume k: "x - k *s a \<in> span S"
3165 have eq: "x = (x - k *s a) + k *s a" by vector
3166 have "(x - k *s a) + k *s a \<in> span (insert a S)"
3167 apply (rule span_add)
3168 apply (rule set_rev_mp[of _ "span S" _])
3170 apply (rule span_mono)
3172 apply (rule span_mul)
3173 apply (rule span_superset)
3176 then have ?lhs using eq by metis}
3177 ultimately show ?thesis by blast
3180 (* Hence some "reversal" results.*)
3182 lemma in_span_insert:
3183 assumes a: "(a::'a::field^_) \<in> span (insert b S)" and na: "a \<notin> span S"
3184 shows "b \<in> span (insert a S)"
3186 from span_breakdown[of b "insert b S" a, OF insertI1 a]
3187 obtain k where k: "a - k*s b \<in> span (S - {b})" by auto
3189 with k have "a \<in> span S"
3191 apply (rule set_rev_mp)
3193 apply (rule span_mono)
3196 with na have ?thesis by blast}
3198 {assume k0: "k \<noteq> 0"
3199 have eq: "b = (1/k) *s a - ((1/k) *s a - b)" by vector
3200 from k0 have eq': "(1/k) *s (a - k*s b) = (1/k) *s a - b"
3201 by (vector field_simps)
3202 from k have "(1/k) *s (a - k*s b) \<in> span (S - {b})"
3204 hence th: "(1/k) *s a - b \<in> span (S - {b})"
3210 apply (rule span_sub)
3211 apply (rule span_mul)
3212 apply (rule span_superset)
3214 apply (rule set_rev_mp)
3216 apply (rule span_mono)
3218 ultimately show ?thesis by blast
3221 lemma in_span_delete:
3222 assumes a: "(a::'a::field^_) \<in> span S"
3223 and na: "a \<notin> span (S-{b})"
3224 shows "b \<in> span (insert a (S - {b}))"
3225 apply (rule in_span_insert)
3226 apply (rule set_rev_mp)
3228 apply (rule span_mono)
3233 (* Transitivity property. *)
3236 assumes x: "(x::'a::ring_1^_) \<in> span S" and y: "y \<in> span (insert x S)"
3237 shows "y \<in> span S"
3239 from span_breakdown[of x "insert x S" y, OF insertI1 y]
3240 obtain k where k: "y -k*s x \<in> span (S - {x})" by auto
3241 have eq: "y = (y - k *s x) + k *s x" by vector
3244 apply (rule span_add)
3245 apply (rule set_rev_mp)
3247 apply (rule span_mono)
3249 apply (rule span_mul)
3253 (* ------------------------------------------------------------------------- *)
3254 (* An explicit expansion is sometimes needed. *)
3255 (* ------------------------------------------------------------------------- *)
3257 lemma span_explicit:
3258 "span P = {y::'a::semiring_1^_. \<exists>S u. finite S \<and> S \<subseteq> P \<and> setsum (\<lambda>v. u v *s v) S = y}"
3259 (is "_ = ?E" is "_ = {y. ?h y}" is "_ = {y. \<exists>S u. ?Q S u y}")
3261 {fix x assume x: "x \<in> ?E"
3262 then obtain S u where fS: "finite S" and SP: "S\<subseteq>P" and u: "setsum (\<lambda>v. u v *s v) S = x"
3264 have "x \<in> span P"
3265 unfolding u[symmetric]
3266 apply (rule span_setsum[OF fS])
3267 using span_mono[OF SP]
3268 by (auto intro: span_superset span_mul)}
3270 have "\<forall>x \<in> span P. x \<in> ?E"
3271 unfolding mem_def Collect_def
3272 proof(rule span_induct_alt')
3274 apply (rule exI[where x="{}"]) by simp
3277 assume x: "x \<in> P" and hy: "?h y"
3278 from hy obtain S u where fS: "finite S" and SP: "S\<subseteq>P"
3279 and u: "setsum (\<lambda>v. u v *s v) S = y" by blast
3280 let ?S = "insert x S"
3281 let ?u = "\<lambda>y. if y = x then (if x \<in> S then u y + c else c)
3283 from fS SP x have th0: "finite (insert x S)" "insert x S \<subseteq> P" by blast+
3284 {assume xS: "x \<in> S"
3285 have S1: "S = (S - {x}) \<union> {x}"
3286 and Sss:"finite (S - {x})" "finite {x}" "(S -{x}) \<inter> {x} = {}" using xS fS by auto
3287 have "setsum (\<lambda>v. ?u v *s v) ?S =(\<Sum>v\<in>S - {x}. u v *s v) + (u x + c) *s x"
3289 by (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]]
3290 setsum_clauses(2)[OF fS] cong del: if_weak_cong)
3291 also have "\<dots> = (\<Sum>v\<in>S. u v *s v) + c *s x"
3292 apply (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]])
3293 by (vector ring_simps)
3294 also have "\<dots> = c*s x + y"
3295 by (simp add: add_commute u)
3296 finally have "setsum (\<lambda>v. ?u v *s v) ?S = c*s x + y" .
3297 then have "?Q ?S ?u (c*s x + y)" using th0 by blast}
3299 {assume xS: "x \<notin> S"
3300 have th00: "(\<Sum>v\<in>S. (if v = x then c else u v) *s v) = y"
3301 unfolding u[symmetric]
3302 apply (rule setsum_cong2)
3304 have "?Q ?S ?u (c*s x + y)" using fS xS th0
3305 by (simp add: th00 setsum_clauses add_commute cong del: if_weak_cong)}
3306 ultimately have "?Q ?S ?u (c*s x + y)"
3307 by (cases "x \<in> S", simp, simp)
3308 then show "?h (c*s x + y)"
3310 apply (rule exI[where x="?S"])
3311 apply (rule exI[where x="?u"]) by metis
3313 ultimately show ?thesis by blast
3316 lemma dependent_explicit:
3317 "dependent P \<longleftrightarrow> (\<exists>S u. finite S \<and> S \<subseteq> P \<and> (\<exists>(v::'a::{idom,field}^_) \<in>S. u v \<noteq> 0 \<and> setsum (\<lambda>v. u v *s v) S = 0))" (is "?lhs = ?rhs")
3319 {assume dP: "dependent P"
3320 then obtain a S u where aP: "a \<in> P" and fS: "finite S"
3321 and SP: "S \<subseteq> P - {a}" and ua: "setsum (\<lambda>v. u v *s v) S = a"
3322 unfolding dependent_def span_explicit by blast
3323 let ?S = "insert a S"
3324 let ?u = "\<lambda>y. if y = a then - 1 else u y"
3326 from aP SP have aS: "a \<notin> S" by blast
3327 from fS SP aP have th0: "finite ?S" "?S \<subseteq> P" "?v \<in> ?S" "?u ?v \<noteq> 0" by auto
3328 have s0: "setsum (\<lambda>v. ?u v *s v) ?S = 0"
3330 apply (simp add: vector_smult_lneg vector_smult_lid setsum_clauses ring_simps )
3331 apply (subst (2) ua[symmetric])
3332 apply (rule setsum_cong2)
3336 apply (rule exI[where x= "?S"])
3337 apply (rule exI[where x= "?u"])
3340 {fix S u v assume fS: "finite S"
3341 and SP: "S \<subseteq> P" and vS: "v \<in> S" and uv: "u v \<noteq> 0"
3342 and u: "setsum (\<lambda>v. u v *s v) S = 0"
3345 let ?u = "\<lambda>i. (- u i) / u v"
3346 have th0: "?a \<in> P" "finite ?S" "?S \<subseteq> P" using fS SP vS by auto
3347 have "setsum (\<lambda>v. ?u v *s v) ?S = setsum (\<lambda>v. (- (inverse (u ?a))) *s (u v *s v)) S - ?u v *s v"
3349 by (simp add: setsum_diff1 vector_smult_lneg divide_inverse
3350 vector_smult_assoc field_simps)
3351 also have "\<dots> = ?a"
3352 unfolding setsum_cmul u
3353 using uv by (simp add: vector_smult_lneg)
3354 finally have "setsum (\<lambda>v. ?u v *s v) ?S = ?a" .
3356 unfolding dependent_def span_explicit
3358 apply (rule bexI[where x= "?a"])
3360 apply (rule exI[where x= "?S"])
3362 ultimately show ?thesis by blast
3367 assumes fS: "finite S"
3368 shows "span S = {(y::'a::semiring_1^_). \<exists>u. setsum (\<lambda>v. u v *s v) S = y}"
3371 {fix y assume y: "y \<in> span S"
3372 from y obtain S' u where fS': "finite S'" and SS': "S' \<subseteq> S" and
3373 u: "setsum (\<lambda>v. u v *s v) S' = y" unfolding span_explicit by blast
3374 let ?u = "\<lambda>x. if x \<in> S' then u x else 0"
3375 from setsum_restrict_set[OF fS, of "\<lambda>v. u v *s v" S', symmetric] SS'
3376 have "setsum (\<lambda>v. ?u v *s v) S = setsum (\<lambda>v. u v *s v) S'"
3377 unfolding cond_value_iff cond_application_beta
3378 by (simp add: cond_value_iff inf_absorb2 cong del: if_weak_cong)
3379 hence "setsum (\<lambda>v. ?u v *s v) S = y" by (metis u)
3380 hence "y \<in> ?rhs" by auto}
3382 {fix y u assume u: "setsum (\<lambda>v. u v *s v) S = y"
3383 then have "y \<in> span S" using fS unfolding span_explicit by auto}
3384 ultimately show ?thesis by blast
3388 (* Standard bases are a spanning set, and obviously finite. *)
3390 lemma span_stdbasis:"span {basis i :: 'a::ring_1^'n | i. i \<in> (UNIV :: 'n set)} = UNIV"
3391 apply (rule set_ext)
3393 apply (subst basis_expansion[symmetric])
3394 apply (rule span_setsum)
3397 apply (rule span_mul)
3398 apply (rule span_superset)
3399 apply (auto simp add: Collect_def mem_def)
3402 lemma finite_stdbasis: "finite {basis i ::real^'n |i. i\<in> (UNIV:: 'n set)}" (is "finite ?S")
3404 have eq: "?S = basis ` UNIV" by blast
3405 show ?thesis unfolding eq by auto
3408 lemma card_stdbasis: "card {basis i ::real^'n |i. i\<in> (UNIV :: 'n set)} = CARD('n)" (is "card ?S = _")
3410 have eq: "?S = basis ` UNIV" by blast
3411 show ?thesis unfolding eq using card_image[OF basis_inj] by simp
3415 lemma independent_stdbasis_lemma:
3416 assumes x: "(x::'a::semiring_1 ^ _) \<in> span (basis ` S)"
3417 and iS: "i \<notin> S"
3420 let ?U = "UNIV :: 'n set"
3421 let ?B = "basis ` S"
3422 let ?P = "\<lambda>(x::'a^_). \<forall>i\<in> ?U. i \<notin> S \<longrightarrow> x$i =0"
3423 {fix x::"'a^_" assume xS: "x\<in> ?B"
3424 from xS have "?P x" by auto}
3427 by (auto simp add: subspace_def Collect_def mem_def)
3428 ultimately show ?thesis
3429 using x span_induct[of ?B ?P x] iS by blast
3432 lemma independent_stdbasis: "independent {basis i ::real^'n |i. i\<in> (UNIV :: 'n set)}"
3434 let ?I = "UNIV :: 'n set"
3435 let ?b = "basis :: _ \<Rightarrow> real ^'n"
3437 have eq: "{?b i|i. i \<in> ?I} = ?B"
3439 {assume d: "dependent ?B"
3440 then obtain k where k: "k \<in> ?I" "?b k \<in> span (?B - {?b k})"
3441 unfolding dependent_def by auto
3442 have eq1: "?B - {?b k} = ?B - ?b ` {k}" by simp
3443 have eq2: "?B - {?b k} = ?b ` (?I - {k})"
3445 apply (rule inj_on_image_set_diff[symmetric])
3446 apply (rule basis_inj) using k(1) by auto
3447 from k(2) have th0: "?b k \<in> span (?b ` (?I - {k}))" unfolding eq2 .
3448 from independent_stdbasis_lemma[OF th0, of k, simplified]
3450 then show ?thesis unfolding eq dependent_def ..
3453 (* This is useful for building a basis step-by-step. *)
3455 lemma independent_insert:
3456 "independent(insert (a::'a::field ^_) S) \<longleftrightarrow>
3457 (if a \<in> S then independent S
3458 else independent S \<and> a \<notin> span S)" (is "?lhs \<longleftrightarrow> ?rhs")
3460 {assume aS: "a \<in> S"
3461 hence ?thesis using insert_absorb[OF aS] by simp}
3463 {assume aS: "a \<notin> S"
3465 then have ?rhs using aS
3468 apply (rule independent_mono)
3471 by (simp add: dependent_def)}
3474 have ?lhs using i aS
3476 apply (auto simp add: dependent_def)
3477 apply (case_tac "aa = a", auto)
3478 apply (subgoal_tac "insert a S - {aa} = insert a (S - {aa})")
3480 apply (subgoal_tac "a \<in> span (insert aa (S - {aa}))")
3481 apply (subgoal_tac "insert aa (S - {aa}) = S")
3484 apply (rule in_span_insert)
3489 ultimately have ?thesis by blast}
3490 ultimately show ?thesis by blast
3493 (* The degenerate case of the Exchange Lemma. *)
3495 lemma mem_delete: "x \<in> (A - {a}) \<longleftrightarrow> x \<noteq> a \<and> x \<in> A"
3498 lemma span_span: "span (span A) = span A"
3499 unfolding span_def hull_hull ..
3501 lemma span_inc: "S \<subseteq> span S"
3502 by (metis subset_eq span_superset)
3504 lemma spanning_subset_independent:
3505 assumes BA: "B \<subseteq> A" and iA: "independent (A::('a::field ^_) set)"
3506 and AsB: "A \<subseteq> span B"
3509 from BA show "B \<subseteq> A" .
3511 from span_mono[OF BA] span_mono[OF AsB]
3512 have sAB: "span A = span B" unfolding span_span by blast
3514 {fix x assume x: "x \<in> A"
3515 from iA have th0: "x \<notin> span (A - {x})"
3516 unfolding dependent_def using x by blast
3517 from x have xsA: "x \<in> span A" by (blast intro: span_superset)
3518 have "A - {x} \<subseteq> A" by blast
3519 hence th1:"span (A - {x}) \<subseteq> span A" by (metis span_mono)
3520 {assume xB: "x \<notin> B"
3521 from xB BA have "B \<subseteq> A -{x}" by blast
3522 hence "span B \<subseteq> span (A - {x})" by (metis span_mono)
3523 with th1 th0 sAB have "x \<notin> span A" by blast
3524 with x have False by (metis span_superset)}
3525 then have "x \<in> B" by blast}
3526 then show "A \<subseteq> B" by blast
3529 (* The general case of the Exchange Lemma, the key to what follows. *)
3531 lemma exchange_lemma:
3532 assumes f:"finite (t:: ('a::field^'n) set)" and i: "independent s"
3533 and sp:"s \<subseteq> span t"
3534 shows "\<exists>t'. (card t' = card t) \<and> finite t' \<and> s \<subseteq> t' \<and> t' \<subseteq> s \<union> t \<and> s \<subseteq> span t'"
3536 proof(induct "card (t - s)" arbitrary: s t rule: less_induct)
3538 note ft = `finite t` and s = `independent s` and sp = `s \<subseteq> span t`
3539 let ?P = "\<lambda>t'. (card t' = card t) \<and> finite t' \<and> s \<subseteq> t' \<and> t' \<subseteq> s \<union> t \<and> s \<subseteq> span t'"
3540 let ?ths = "\<exists>t'. ?P t'"
3541 {assume st: "s \<subseteq> t"
3542 from st ft span_mono[OF st] have ?ths apply - apply (rule exI[where x=t])
3543 by (auto intro: span_superset)}
3545 {assume st: "t \<subseteq> s"
3547 from spanning_subset_independent[OF st s sp]
3548 st ft span_mono[OF st] have ?ths apply - apply (rule exI[where x=t])
3549 by (auto intro: span_superset)}
3551 {assume st: "\<not> s \<subseteq> t" "\<not> t \<subseteq> s"
3552 from st(2) obtain b where b: "b \<in> t" "b \<notin> s" by blast
3553 from b have "t - {b} - s \<subset> t - s" by blast
3554 then have cardlt: "card (t - {b} - s) < card (t - s)" using ft
3555 by (auto intro: psubset_card_mono)
3556 from b ft have ct0: "card t \<noteq> 0" by auto
3557 {assume stb: "s \<subseteq> span(t -{b})"
3558 from ft have ftb: "finite (t -{b})" by auto
3559 from less(1)[OF cardlt ftb s stb]
3560 obtain u where u: "card u = card (t-{b})" "s \<subseteq> u" "u \<subseteq> s \<union> (t - {b})" "s \<subseteq> span u" and fu: "finite u" by blast
3561 let ?w = "insert b u"
3562 have th0: "s \<subseteq> insert b u" using u by blast
3563 from u(3) b have "u \<subseteq> s \<union> t" by blast
3564 then have th1: "insert b u \<subseteq> s \<union> t" using u b by blast
3565 have bu: "b \<notin> u" using b u by blast
3566 from u(1) ft b have "card u = (card t - 1)" by auto
3568 have th2: "card (insert b u) = card t"
3569 using card_insert_disjoint[OF fu bu] ct0 by auto
3570 from u(4) have "s \<subseteq> span u" .
3571 also have "\<dots> \<subseteq> span (insert b u)" apply (rule span_mono) by blast
3572 finally have th3: "s \<subseteq> span (insert b u)" .
3573 from th0 th1 th2 th3 fu have th: "?P ?w" by blast
3574 from th have ?ths by blast}
3576 {assume stb: "\<not> s \<subseteq> span(t -{b})"
3577 from stb obtain a where a: "a \<in> s" "a \<notin> span (t - {b})" by blast
3578 have ab: "a \<noteq> b" using a b by blast
3579 have at: "a \<notin> t" using a ab span_superset[of a "t- {b}"] by auto
3580 have mlt: "card ((insert a (t - {b})) - s) < card (t - s)"
3581 using cardlt ft a b by auto
3582 have ft': "finite (insert a (t - {b}))" using ft by auto
3583 {fix x assume xs: "x \<in> s"
3584 have t: "t \<subseteq> (insert b (insert a (t -{b})))" using b by auto
3585 from b(1) have "b \<in> span t" by (simp add: span_superset)
3586 have bs: "b \<in> span (insert a (t - {b}))"
3587 by (metis in_span_delete a sp mem_def subset_eq)
3588 from xs sp have "x \<in> span t" by blast
3589 with span_mono[OF t]
3590 have x: "x \<in> span (insert b (insert a (t - {b})))" ..
3591 from span_trans[OF bs x] have "x \<in> span (insert a (t - {b}))" .}
3592 then have sp': "s \<subseteq> span (insert a (t - {b}))" by blast
3594 from less(1)[OF mlt ft' s sp'] obtain u where
3595 u: "card u = card (insert a (t -{b}))" "finite u" "s \<subseteq> u" "u \<subseteq> s \<union> insert a (t -{b})"
3596 "s \<subseteq> span u" by blast
3597 from u a b ft at ct0 have "?P u" by auto
3598 then have ?ths by blast }
3599 ultimately have ?ths by blast
3605 (* This implies corresponding size bounds. *)
3607 lemma independent_span_bound:
3608 assumes f: "finite t" and i: "independent (s::('a::field^_) set)" and sp:"s \<subseteq> span t"
3609 shows "finite s \<and> card s \<le> card t"
3610 by (metis exchange_lemma[OF f i sp] finite_subset card_mono)
3613 lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x\<in> (UNIV::'a::finite set)}"
3615 have eq: "{f x |x. x\<in> UNIV} = f ` UNIV" by auto
3616 show ?thesis unfolding eq
3617 apply (rule finite_imageI)
3623 lemma independent_bound:
3624 fixes S:: "(real^'n) set"
3625 shows "independent S \<Longrightarrow> finite S \<and> card S <= CARD('n)"
3626 apply (subst card_stdbasis[symmetric])
3627 apply (rule independent_span_bound)
3628 apply (rule finite_Atleast_Atmost_nat)
3630 unfolding span_stdbasis
3631 apply (rule subset_UNIV)
3634 lemma dependent_biggerset: "(finite (S::(real ^'n) set) ==> card S > CARD('n)) ==> dependent S"
3635 by (metis independent_bound not_less)
3637 (* Hence we can create a maximal independent subset. *)
3639 lemma maximal_independent_subset_extend:
3640 assumes sv: "(S::(real^'n) set) \<subseteq> V" and iS: "independent S"
3641 shows "\<exists>B. S \<subseteq> B \<and> B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
3643 proof(induct "CARD('n) - card S" arbitrary: S rule: less_induct)
3645 note sv = `S \<subseteq> V` and i = `independent S`
3646 let ?P = "\<lambda>B. S \<subseteq> B \<and> B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
3647 let ?ths = "\<exists>x. ?P x"
3649 {assume "V \<subseteq> span S"
3650 then have ?ths using sv i by blast }
3652 {assume VS: "\<not> V \<subseteq> span S"
3653 from VS obtain a where a: "a \<in> V" "a \<notin> span S" by blast
3654 from a have aS: "a \<notin> S" by (auto simp add: span_superset)
3655 have th0: "insert a S \<subseteq> V" using a sv by blast
3656 from independent_insert[of a S] i a
3657 have th1: "independent (insert a S)" by auto
3658 have mlt: "?d - card (insert a S) < ?d - card S"
3659 using aS a independent_bound[OF th1]
3662 from less(1)[OF mlt th0 th1]
3663 obtain B where B: "insert a S \<subseteq> B" "B \<subseteq> V" "independent B" " V \<subseteq> span B"
3665 from B have "?P B" by auto
3666 then have ?ths by blast}
3667 ultimately show ?ths by blast
3670 lemma maximal_independent_subset:
3671 "\<exists>(B:: (real ^'n) set). B\<subseteq> V \<and> independent B \<and> V \<subseteq> span B"
3672 by (metis maximal_independent_subset_extend[of "{}:: (real ^'n) set"] empty_subsetI independent_empty)
3674 (* Notion of dimension. *)
3676 definition "dim V = (SOME n. \<exists>B. B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = n))"
3678 lemma basis_exists: "\<exists>B. (B :: (real ^'n) set) \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = dim V)"
3679 unfolding dim_def some_eq_ex[of "\<lambda>n. \<exists>B. B \<subseteq> V \<and> independent B \<and> V \<subseteq> span B \<and> (card B = n)"]
3680 using maximal_independent_subset[of V] independent_bound
3683 (* Consequences of independence or spanning for cardinality. *)
3685 lemma independent_card_le_dim:
3686 assumes "(B::(real ^'n) set) \<subseteq> V" and "independent B" shows "card B \<le> dim V"
3688 from basis_exists[of V] `B \<subseteq> V`
3689 obtain B' where "independent B'" and "B \<subseteq> span B'" and "card B' = dim V" by blast
3690 with independent_span_bound[OF _ `independent B` `B \<subseteq> span B'`] independent_bound[of B']
3691 show ?thesis by auto
3694 lemma span_card_ge_dim: "(B::(real ^'n) set) \<subseteq> V \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> finite B \<Longrightarrow> dim V \<le> card B"
3695 by (metis basis_exists[of V] independent_span_bound subset_trans)
3697 lemma basis_card_eq_dim:
3698 "B \<subseteq> (V:: (real ^'n) set) \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> independent B \<Longrightarrow> finite B \<and> card B = dim V"
3699 by (metis order_eq_iff independent_card_le_dim span_card_ge_dim independent_mono independent_bound)
3701 lemma dim_unique: "(B::(real ^'n) set) \<subseteq> V \<Longrightarrow> V \<subseteq> span B \<Longrightarrow> independent B \<Longrightarrow> card B = n \<Longrightarrow> dim V = n"
3702 by (metis basis_card_eq_dim)
3704 (* More lemmas about dimension. *)
3706 lemma dim_univ: "dim (UNIV :: (real^'n) set) = CARD('n)"
3707 apply (rule dim_unique[of "{basis i |i. i\<in> (UNIV :: 'n set)}"])
3708 by (auto simp only: span_stdbasis card_stdbasis finite_stdbasis independent_stdbasis)
3711 "(S:: (real ^'n) set) \<subseteq> T \<Longrightarrow> dim S \<le> dim T"
3712 using basis_exists[of T] basis_exists[of S]
3713 by (metis independent_card_le_dim subset_trans)
3715 lemma dim_subset_univ: "dim (S:: (real^'n) set) \<le> CARD('n)"
3716 by (metis dim_subset subset_UNIV dim_univ)
3718 (* Converses to those. *)
3720 lemma card_ge_dim_independent:
3721 assumes BV:"(B::(real ^'n) set) \<subseteq> V" and iB:"independent B" and dVB:"dim V \<le> card B"
3722 shows "V \<subseteq> span B"
3724 {fix a assume aV: "a \<in> V"
3725 {assume aB: "a \<notin> span B"
3726 then have iaB: "independent (insert a B)" using iB aV BV by (simp add: independent_insert)
3727 from aV BV have th0: "insert a B \<subseteq> V" by blast
3728 from aB have "a \<notin>B" by (auto simp add: span_superset)
3729 with independent_card_le_dim[OF th0 iaB] dVB independent_bound[OF iB] have False by auto }
3730 then have "a \<in> span B" by blast}
3731 then show ?thesis by blast
3734 lemma card_le_dim_spanning:
3735 assumes BV: "(B:: (real ^'n) set) \<subseteq> V" and VB: "V \<subseteq> span B"
3736 and fB: "finite B" and dVB: "dim V \<ge> card B"
3737 shows "independent B"
3739 {fix a assume a: "a \<in> B" "a \<in> span (B -{a})"
3740 from a fB have c0: "card B \<noteq> 0" by auto
3741 from a fB have cb: "card (B -{a}) = card B - 1" by auto
3742 from BV a have th0: "B -{a} \<subseteq> V" by blast
3743 {fix x assume x: "x \<in> V"
3744 from a have eq: "insert a (B -{a}) = B" by blast
3745 from x VB have x': "x \<in> span B" by blast
3746 from span_trans[OF a(2), unfolded eq, OF x']
3747 have "x \<in> span (B -{a})" . }
3748 then have th1: "V \<subseteq> span (B -{a})" by blast
3749 have th2: "finite (B -{a})" using fB by auto
3750 from span_card_ge_dim[OF th0 th1 th2]
3751 have c: "dim V \<le> card (B -{a})" .
3752 from c c0 dVB cb have False by simp}
3753 then show ?thesis unfolding dependent_def by blast
3756 lemma card_eq_dim: "(B:: (real ^'n) set) \<subseteq> V \<Longrightarrow> card B = dim V \<Longrightarrow> finite B \<Longrightarrow> independent B \<longleftrightarrow> V \<subseteq> span B"
3757 by (metis order_eq_iff card_le_dim_spanning
3758 card_ge_dim_independent)
3760 (* ------------------------------------------------------------------------- *)
3761 (* More general size bound lemmas. *)
3762 (* ------------------------------------------------------------------------- *)
3764 lemma independent_bound_general:
3765 "independent (S:: (real^'n) set) \<Longrightarrow> finite S \<and> card S \<le> dim S"
3766 by (metis independent_card_le_dim independent_bound subset_refl)
3768 lemma dependent_biggerset_general: "(finite (S:: (real^'n) set) \<Longrightarrow> card S > dim S) \<Longrightarrow> dependent S"
3769 using independent_bound_general[of S] by (metis linorder_not_le)
3771 lemma dim_span: "dim (span (S:: (real ^'n) set)) = dim S"
3773 have th0: "dim S \<le> dim (span S)"
3774 by (auto simp add: subset_eq intro: dim_subset span_superset)
3775 from basis_exists[of S]
3776 obtain B where B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" by blast
3777 from B have fB: "finite B" "card B = dim S" using independent_bound by blast+
3778 have bSS: "B \<subseteq> span S" using B(1) by (metis subset_eq span_inc)
3779 have sssB: "span S \<subseteq> span B" using span_mono[OF B(3)] by (simp add: span_span)
3780 from span_card_ge_dim[OF bSS sssB fB(1)] th0 show ?thesis
3781 using fB(2) by arith
3784 lemma subset_le_dim: "(S:: (real ^'n) set) \<subseteq> span T \<Longrightarrow> dim S \<le> dim T"
3785 by (metis dim_span dim_subset)
3787 lemma span_eq_dim: "span (S:: (real ^'n) set) = span T ==> dim S = dim T"
3791 assumes lf: "linear (f::'a::semiring_1^_ \<Rightarrow> _)" and VB: "V \<subseteq> span B"
3792 shows "f ` V \<subseteq> span (f ` B)"
3793 unfolding span_linear_image[OF lf]
3794 by (metis VB image_mono)
3797 fixes f :: "real^'n \<Rightarrow> real^'m"
3798 assumes lf: "linear f" shows "dim (f ` S) \<le> dim (S:: (real ^'n) set)"
3800 from basis_exists[of S] obtain B where
3801 B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" by blast
3802 from B have fB: "finite B" "card B = dim S" using independent_bound by blast+
3803 have "dim (f ` S) \<le> card (f ` B)"
3804 apply (rule span_card_ge_dim)
3805 using lf B fB by (auto simp add: span_linear_image spans_image subset_image_iff)
3806 also have "\<dots> \<le> dim S" using card_image_le[OF fB(1)] fB by simp
3807 finally show ?thesis .
3810 (* Relation between bases and injectivity/surjectivity of map. *)
3812 lemma spanning_surjective_image:
3813 assumes us: "UNIV \<subseteq> span (S:: ('a::semiring_1 ^_) set)"
3814 and lf: "linear f" and sf: "surj f"
3815 shows "UNIV \<subseteq> span (f ` S)"
3817 have "UNIV \<subseteq> f ` UNIV" using sf by (auto simp add: surj_def)
3818 also have " \<dots> \<subseteq> span (f ` S)" using spans_image[OF lf us] .
3819 finally show ?thesis .
3822 lemma independent_injective_image:
3823 assumes iS: "independent (S::('a::semiring_1^_) set)" and lf: "linear f" and fi: "inj f"
3824 shows "independent (f ` S)"
3826 {fix a assume a: "a \<in> S" "f a \<in> span (f ` S - {f a})"
3827 have eq: "f ` S - {f a} = f ` (S - {a})" using fi
3828 by (auto simp add: inj_on_def)
3829 from a have "f a \<in> f ` span (S -{a})"
3830 unfolding eq span_linear_image[OF lf, of "S - {a}"] by blast
3831 hence "a \<in> span (S -{a})" using fi by (auto simp add: inj_on_def)
3832 with a(1) iS have False by (simp add: dependent_def) }
3833 then show ?thesis unfolding dependent_def by blast
3836 (* ------------------------------------------------------------------------- *)
3837 (* Picking an orthogonal replacement for a spanning set. *)
3838 (* ------------------------------------------------------------------------- *)
3839 (* FIXME : Move to some general theory ?*)
3840 definition "pairwise R S \<longleftrightarrow> (\<forall>x \<in> S. \<forall>y\<in> S. x\<noteq>y \<longrightarrow> R x y)"
3842 lemma vector_sub_project_orthogonal: "(b::'a::linordered_field^'n) \<bullet> (x - ((b \<bullet> x) / (b\<bullet>b)) *s b) = 0"
3843 apply (cases "b = 0", simp)
3844 apply (simp add: dot_rsub dot_rmult)
3845 unfolding times_divide_eq_right[symmetric]
3846 by (simp add: field_simps dot_eq_0)
3848 lemma basis_orthogonal:
3849 fixes B :: "(real ^'n) set"
3850 assumes fB: "finite B"
3851 shows "\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C"
3852 (is " \<exists>C. ?P B C")
3853 proof(induct rule: finite_induct[OF fB])
3854 case 1 thus ?case apply (rule exI[where x="{}"]) by (auto simp add: pairwise_def)
3857 note fB = `finite B` and aB = `a \<notin> B`
3858 from `\<exists>C. finite C \<and> card C \<le> card B \<and> span C = span B \<and> pairwise orthogonal C`
3859 obtain C where C: "finite C" "card C \<le> card B"
3860 "span C = span B" "pairwise orthogonal C" by blast
3861 let ?a = "a - setsum (\<lambda>x. (x\<bullet>a / (x\<bullet>x)) *s x) C"
3862 let ?C = "insert ?a C"
3863 from C(1) have fC: "finite ?C" by simp
3864 from fB aB C(1,2) have cC: "card ?C \<le> card (insert a B)" by (simp add: card_insert_if)
3866 have th0: "\<And>(a::'b::comm_ring) b c. a - (b - c) = c + (a - b)" by (simp add: ring_simps)
3867 have "x - k *s (a - (\<Sum>x\<in>C. (x \<bullet> a / (x \<bullet> x)) *s x)) \<in> span C \<longleftrightarrow> x - k *s a \<in> span C"
3868 apply (simp only: vector_ssub_ldistrib th0)
3869 apply (rule span_add_eq)
3870 apply (rule span_mul)
3871 apply (rule span_setsum[OF C(1)])
3873 apply (rule span_mul)
3874 by (rule span_superset)}
3875 then have SC: "span ?C = span (insert a B)"
3876 unfolding expand_set_eq span_breakdown_eq C(3)[symmetric] by auto
3878 {fix x y assume xC: "x \<in> ?C" and yC: "y \<in> ?C" and xy: "x \<noteq> y"
3879 {assume xa: "x = ?a" and ya: "y = ?a"
3880 have "orthogonal x y" using xa ya xy by blast}
3882 {assume xa: "x = ?a" and ya: "y \<noteq> ?a" "y \<in> C"
3883 from ya have Cy: "C = insert y (C - {y})" by blast
3884 have fth: "finite (C - {y})" using C by simp
3885 have "orthogonal x y"
3887 unfolding orthogonal_def xa dot_lsub dot_rsub diff_eq_0_iff_eq
3891 apply (simp only: setsum_clauses)
3893 apply (auto simp add: dot_ladd dot_radd dot_lmult dot_rmult dot_eq_0 dot_sym[of y a] dot_lsum[OF fth])
3894 apply (rule setsum_0')
3896 apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
3899 {assume xa: "x \<noteq> ?a" "x \<in> C" and ya: "y = ?a"
3900 from xa have Cx: "C = insert x (C - {x})" by blast
3901 have fth: "finite (C - {x})" using C by simp
3902 have "orthogonal x y"
3904 unfolding orthogonal_def ya dot_rsub dot_lsub diff_eq_0_iff_eq
3908 apply (simp only: setsum_clauses)
3909 apply (subst dot_sym[of x])
3910 apply (auto simp add: dot_radd dot_rmult dot_eq_0 dot_sym[of x a] dot_rsum[OF fth])
3911 apply (rule setsum_0')
3913 apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
3916 {assume xa: "x \<in> C" and ya: "y \<in> C"
3917 have "orthogonal x y" using xa ya xy C(4) unfolding pairwise_def by blast}
3918 ultimately have "orthogonal x y" using xC yC by blast}
3919 then have CPO: "pairwise orthogonal ?C" unfolding pairwise_def by blast
3920 from fC cC SC CPO have "?P (insert a B) ?C" by blast
3921 then show ?case by blast
3924 lemma orthogonal_basis_exists:
3925 fixes V :: "(real ^'n) set"
3926 shows "\<exists>B. independent B \<and> B \<subseteq> span V \<and> V \<subseteq> span B \<and> (card B = dim V) \<and> pairwise orthogonal B"
3928 from basis_exists[of V] obtain B where B: "B \<subseteq> V" "independent B" "V \<subseteq> span B" "card B = dim V" by blast
3929 from B have fB: "finite B" "card B = dim V" using independent_bound by auto
3930 from basis_orthogonal[OF fB(1)] obtain C where
3931 C: "finite C" "card C \<le> card B" "span C = span B" "pairwise orthogonal C" by blast
3933 have CSV: "C \<subseteq> span V" by (metis span_inc span_mono subset_trans)
3934 from span_mono[OF B(3)] C have SVC: "span V \<subseteq> span C" by (simp add: span_span)
3935 from card_le_dim_spanning[OF CSV SVC C(1)] C(2,3) fB
3936 have iC: "independent C" by (simp add: dim_span)
3937 from C fB have "card C \<le> dim V" by simp
3938 moreover have "dim V \<le> card C" using span_card_ge_dim[OF CSV SVC C(1)]
3939 by (simp add: dim_span)
3940 ultimately have CdV: "card C = dim V" using C(1) by simp
3941 from C B CSV CdV iC show ?thesis by auto
3944 lemma span_eq: "span S = span T \<longleftrightarrow> S \<subseteq> span T \<and> T \<subseteq> span S"
3945 by (metis set_eq_subset span_mono span_span span_inc) (* FIXME: slow *)
3947 (* ------------------------------------------------------------------------- *)
3948 (* Low-dimensional subset is in a hyperplane (weak orthogonal complement). *)
3949 (* ------------------------------------------------------------------------- *)
3951 lemma span_not_univ_orthogonal:
3952 assumes sU: "span S \<noteq> UNIV"
3953 shows "\<exists>(a:: real ^'n). a \<noteq>0 \<and> (\<forall>x \<in> span S. a \<bullet> x = 0)"
3955 from sU obtain a where a: "a \<notin> span S" by blast
3956 from orthogonal_basis_exists obtain B where
3957 B: "independent B" "B \<subseteq> span S" "S \<subseteq> span B" "card B = dim S" "pairwise orthogonal B"
3959 from B have fB: "finite B" "card B = dim S" using independent_bound by auto
3960 from span_mono[OF B(2)] span_mono[OF B(3)]
3961 have sSB: "span S = span B" by (simp add: span_span)
3962 let ?a = "a - setsum (\<lambda>b. (a\<bullet>b / (b\<bullet>b)) *s b) B"
3963 have "setsum (\<lambda>b. (a\<bullet>b / (b\<bullet>b)) *s b) B \<in> span S"
3965 apply (rule span_setsum[OF fB(1)])
3967 apply (rule span_mul)
3968 by (rule span_superset)
3969 with a have a0:"?a \<noteq> 0" by auto
3970 have "\<forall>x\<in>span B. ?a \<bullet> x = 0"
3971 proof(rule span_induct')
3972 show "subspace (\<lambda>x. ?a \<bullet> x = 0)"
3973 by (auto simp add: subspace_def mem_def dot_radd dot_rmult)
3975 {fix x assume x: "x \<in> B"
3976 from x have B': "B = insert x (B - {x})" by blast
3977 have fth: "finite (B - {x})" using fB by simp
3978 have "?a \<bullet> x = 0"
3979 apply (subst B') using fB fth
3980 unfolding setsum_clauses(2)[OF fth]
3982 apply (clarsimp simp add: dot_lsub dot_ladd dot_lmult dot_lsum dot_eq_0)
3983 apply (rule setsum_0', rule ballI)
3985 by (auto simp add: x field_simps dot_eq_0 intro: B(5)[unfolded pairwise_def orthogonal_def, rule_format])}
3986 then show "\<forall>x \<in> B. ?a \<bullet> x = 0" by blast
3988 with a0 show ?thesis unfolding sSB by (auto intro: exI[where x="?a"])
3991 lemma span_not_univ_subset_hyperplane:
3992 assumes SU: "span S \<noteq> (UNIV ::(real^'n) set)"
3993 shows "\<exists> a. a \<noteq>0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
3994 using span_not_univ_orthogonal[OF SU] by auto
3996 lemma lowdim_subset_hyperplane:
3997 assumes d: "dim S < CARD('n::finite)"
3998 shows "\<exists>(a::real ^'n). a \<noteq> 0 \<and> span S \<subseteq> {x. a \<bullet> x = 0}"
4000 {assume "span S = UNIV"
4001 hence "dim (span S) = dim (UNIV :: (real ^'n) set)" by simp
4002 hence "dim S = CARD('n)" by (simp add: dim_span dim_univ)
4003 with d have False by arith}
4004 hence th: "span S \<noteq> UNIV" by blast
4005 from span_not_univ_subset_hyperplane[OF th] show ?thesis .
4008 (* We can extend a linear basis-basis injection to the whole set. *)
4010 lemma linear_indep_image_lemma:
4011 assumes lf: "linear f" and fB: "finite B"
4012 and ifB: "independent (f ` B)"
4013 and fi: "inj_on f B" and xsB: "x \<in> span B"
4014 and fx: "f (x::'a::field^_) = 0"
4016 using fB ifB fi xsB fx
4017 proof(induct arbitrary: x rule: finite_induct[OF fB])
4018 case 1 thus ?case by (auto simp add: span_empty)
4021 have fb: "finite b" using "2.prems" by simp
4022 have th0: "f ` b \<subseteq> f ` (insert a b)"
4023 apply (rule image_mono) by blast
4024 from independent_mono[ OF "2.prems"(2) th0]
4025 have ifb: "independent (f ` b)" .
4026 have fib: "inj_on f b"
4027 apply (rule subset_inj_on [OF "2.prems"(3)])
4029 from span_breakdown[of a "insert a b", simplified, OF "2.prems"(4)]
4030 obtain k where k: "x - k*s a \<in> span (b -{a})" by blast
4031 have "f (x - k*s a) \<in> span (f ` b)"
4032 unfolding span_linear_image[OF lf]
4034 using k span_mono[of "b-{a}" b] by blast
4035 hence "f x - k*s f a \<in> span (f ` b)"
4036 by (simp add: linear_sub[OF lf] linear_cmul[OF lf])
4037 hence th: "-k *s f a \<in> span (f ` b)"
4038 using "2.prems"(5) by (simp add: vector_smult_lneg)
4040 from k0 k have "x \<in> span (b -{a})" by simp
4041 then have "x \<in> span b" using span_mono[of "b-{a}" b]
4044 {assume k0: "k \<noteq> 0"
4045 from span_mul[OF th, of "- 1/ k"] k0
4046 have th1: "f a \<in> span (f ` b)"
4047 by (auto simp add: vector_smult_assoc)
4048 from inj_on_image_set_diff[OF "2.prems"(3), of "insert a b " "{a}", symmetric]
4049 have tha: "f ` insert a b - f ` {a} = f ` (insert a b - {a})" by blast
4050 from "2.prems"(2)[unfolded dependent_def bex_simps(10), rule_format, of "f a"]
4051 have "f a \<notin> span (f ` b)" using tha
4053 "2.prems"(3) by auto
4054 with th1 have False by blast
4055 then have "x \<in> span b" by blast}
4056 ultimately have xsb: "x \<in> span b" by blast
4057 from "2.hyps"(3)[OF fb ifb fib xsb "2.prems"(5)]
4061 (* We can extend a linear mapping from basis. *)
4063 lemma linear_independent_extend_lemma:
4064 assumes fi: "finite B" and ib: "independent B"
4065 shows "\<exists>g. (\<forall>x\<in> span B. \<forall>y\<in> span B. g ((x::'a::field^'n) + y) = g x + g y)
4066 \<and> (\<forall>x\<in> span B. \<forall>c. g (c*s x) = c *s g x)
4067 \<and> (\<forall>x\<in> B. g x = f x)"
4069 proof(induct rule: finite_induct[OF fi])
4070 case 1 thus ?case by (auto simp add: span_empty)
4073 from "2.prems" "2.hyps" have ibf: "independent b" "finite b"
4074 by (simp_all add: independent_insert)
4075 from "2.hyps"(3)[OF ibf] obtain g where
4076 g: "\<forall>x\<in>span b. \<forall>y\<in>span b. g (x + y) = g x + g y"
4077 "\<forall>x\<in>span b. \<forall>c. g (c *s x) = c *s g x" "\<forall>x\<in>b. g x = f x" by blast
4078 let ?h = "\<lambda>z. SOME k. (z - k *s a) \<in> span b"
4079 {fix z assume z: "z \<in> span (insert a b)"
4080 have th0: "z - ?h z *s a \<in> span b"
4081 apply (rule someI_ex)
4082 unfolding span_breakdown_eq[symmetric]
4084 {fix k assume k: "z - k *s a \<in> span b"
4085 have eq: "z - ?h z *s a - (z - k*s a) = (k - ?h z) *s a"
4086 by (simp add: ring_simps vector_sadd_rdistrib[symmetric])
4087 from span_sub[OF th0 k]
4088 have khz: "(k - ?h z) *s a \<in> span b" by (simp add: eq)
4089 {assume "k \<noteq> ?h z" hence k0: "k - ?h z \<noteq> 0" by simp
4090 from k0 span_mul[OF khz, of "1 /(k - ?h z)"]
4091 have "a \<in> span b" by (simp add: vector_smult_assoc)
4092 with "2.prems"(1) "2.hyps"(2) have False
4093 by (auto simp add: dependent_def)}
4094 then have "k = ?h z" by blast}
4095 with th0 have "z - ?h z *s a \<in> span b \<and> (\<forall>k. z - k *s a \<in> span b \<longrightarrow> k = ?h z)" by blast}
4097 let ?g = "\<lambda>z. ?h z *s f a + g (z - ?h z *s a)"
4098 {fix x y assume x: "x \<in> span (insert a b)" and y: "y \<in> span (insert a b)"
4099 have tha: "\<And>(x::'a^'n) y a k l. (x + y) - (k + l) *s a = (x - k *s a) + (y - l *s a)"
4100 by (vector ring_simps)
4101 have addh: "?h (x + y) = ?h x + ?h y"
4102 apply (rule conjunct2[OF h, rule_format, symmetric])
4103 apply (rule span_add[OF x y])
4105 by (metis span_add x y conjunct1[OF h, rule_format])
4106 have "?g (x + y) = ?g x + ?g y"
4108 g(1)[rule_format,OF conjunct1[OF h, OF x] conjunct1[OF h, OF y]]
4109 by (simp add: vector_sadd_rdistrib)}
4111 {fix x:: "'a^'n" and c:: 'a assume x: "x \<in> span (insert a b)"
4112 have tha: "\<And>(x::'a^'n) c k a. c *s x - (c * k) *s a = c *s (x - k *s a)"
4113 by (vector ring_simps)
4114 have hc: "?h (c *s x) = c * ?h x"
4115 apply (rule conjunct2[OF h, rule_format, symmetric])
4116 apply (metis span_mul x)
4117 by (metis tha span_mul x conjunct1[OF h])
4118 have "?g (c *s x) = c*s ?g x"
4119 unfolding hc tha g(2)[rule_format, OF conjunct1[OF h, OF x]]
4120 by (vector ring_simps)}
4122 {fix x assume x: "x \<in> (insert a b)"
4124 have ha1: "1 = ?h a"
4125 apply (rule conjunct2[OF h, rule_format])
4126 apply (metis span_superset insertI1)
4127 using conjunct1[OF h, OF span_superset, OF insertI1]
4128 by (auto simp add: span_0)
4130 from xa ha1[symmetric] have "?g x = f x"
4132 using g(2)[rule_format, OF span_0, of 0]
4135 {assume xb: "x \<in> b"
4137 apply (rule conjunct2[OF h, rule_format])
4138 apply (metis span_superset insertI1 xb x)
4140 apply (metis span_superset xb)
4143 by (simp add: h0[symmetric] g(3)[rule_format, OF xb])}
4144 ultimately have "?g x = f x" using x by blast }
4145 ultimately show ?case apply - apply (rule exI[where x="?g"]) by blast
4148 lemma linear_independent_extend:
4149 assumes iB: "independent (B:: (real ^'n) set)"
4150 shows "\<exists>g. linear g \<and> (\<forall>x\<in>B. g x = f x)"
4152 from maximal_independent_subset_extend[of B UNIV] iB
4153 obtain C where C: "B \<subseteq> C" "independent C" "\<And>x. x \<in> span C" by auto
4155 from C(2) independent_bound[of C] linear_independent_extend_lemma[of C f]
4156 obtain g where g: "(\<forall>x\<in> span C. \<forall>y\<in> span C. g (x + y) = g x + g y)
4157 \<and> (\<forall>x\<in> span C. \<forall>c. g (c*s x) = c *s g x)
4158 \<and> (\<forall>x\<in> C. g x = f x)" by blast
4159 from g show ?thesis unfolding linear_def using C
4160 apply clarsimp by blast
4163 (* Can construct an isomorphism between spaces of same dimension. *)
4165 lemma card_le_inj: assumes fA: "finite A" and fB: "finite B"
4166 and c: "card A \<le> card B" shows "(\<exists>f. f ` A \<subseteq> B \<and> inj_on f A)"
4168 proof(induct arbitrary: B rule: finite_induct[OF fA])
4169 case 1 thus ?case by simp
4173 proof(induct rule: finite_induct[OF "2.prems"(1)])
4174 case 1 then show ?case by simp
4177 from "2.prems"(1,2,5) "2.hyps"(1,2) have cst:"card s \<le> card t" by simp
4178 from "2.prems"(3) [OF "2.hyps"(1) cst] obtain f where
4179 f: "f ` s \<subseteq> t \<and> inj_on f s" by blast
4180 from f "2.prems"(2) "2.hyps"(2) show ?case
4182 apply (rule exI[where x = "\<lambda>z. if z = x then y else f z"])
4183 by (auto simp add: inj_on_def)
4187 lemma card_subset_eq: assumes fB: "finite B" and AB: "A \<subseteq> B" and
4188 c: "card A = card B"
4191 from fB AB have fA: "finite A" by (auto intro: finite_subset)
4192 from fA fB have fBA: "finite (B - A)" by auto
4193 have e: "A \<inter> (B - A) = {}" by blast
4194 have eq: "A \<union> (B - A) = B" using AB by blast
4195 from card_Un_disjoint[OF fA fBA e, unfolded eq c]
4196 have "card (B - A) = 0" by arith
4197 hence "B - A = {}" unfolding card_eq_0_iff using fA fB by simp
4198 with AB show "A = B" by blast
4201 lemma subspace_isomorphism:
4202 assumes s: "subspace (S:: (real ^'n) set)"
4203 and t: "subspace (T :: (real ^'m) set)"
4204 and d: "dim S = dim T"
4205 shows "\<exists>f. linear f \<and> f ` S = T \<and> inj_on f S"
4207 from basis_exists[of S] independent_bound obtain B where
4208 B: "B \<subseteq> S" "independent B" "S \<subseteq> span B" "card B = dim S" and fB: "finite B" by blast
4209 from basis_exists[of T] independent_bound obtain C where
4210 C: "C \<subseteq> T" "independent C" "T \<subseteq> span C" "card C = dim T" and fC: "finite C" by blast
4211 from B(4) C(4) card_le_inj[of B C] d obtain f where
4212 f: "f ` B \<subseteq> C" "inj_on f B" using `finite B` `finite C` by auto
4213 from linear_independent_extend[OF B(2)] obtain g where
4214 g: "linear g" "\<forall>x\<in> B. g x = f x" by blast
4215 from inj_on_iff_eq_card[OF fB, of f] f(2)
4216 have "card (f ` B) = card B" by simp
4217 with B(4) C(4) have ceq: "card (f ` B) = card C" using d
4219 have "g ` B = f ` B" using g(2)
4220 by (auto simp add: image_iff)
4221 also have "\<dots> = C" using card_subset_eq[OF fC f(1) ceq] .
4222 finally have gBC: "g ` B = C" .
4223 have gi: "inj_on g B" using f(2) g(2)
4224 by (auto simp add: inj_on_def)
4225 note g0 = linear_indep_image_lemma[OF g(1) fB, unfolded gBC, OF C(2) gi]
4226 {fix x y assume x: "x \<in> S" and y: "y \<in> S" and gxy:"g x = g y"
4227 from B(3) x y have x': "x \<in> span B" and y': "y \<in> span B" by blast+
4228 from gxy have th0: "g (x - y) = 0" by (simp add: linear_sub[OF g(1)])
4229 have th1: "x - y \<in> span B" using x' y' by (metis span_sub)
4230 have "x=y" using g0[OF th1 th0] by simp }
4231 then have giS: "inj_on g S"
4232 unfolding inj_on_def by blast
4233 from span_subspace[OF B(1,3) s]
4234 have "g ` S = span (g ` B)" by (simp add: span_linear_image[OF g(1)])
4235 also have "\<dots> = span C" unfolding gBC ..
4236 also have "\<dots> = T" using span_subspace[OF C(1,3) t] .
4237 finally have gS: "g ` S = T" .
4238 from g(1) gS giS show ?thesis by blast
4241 (* linear functions are equal on a subspace if they are on a spanning set. *)
4243 lemma subspace_kernel:
4244 assumes lf: "linear (f::'a::semiring_1 ^_ \<Rightarrow> _)"
4245 shows "subspace {x. f x = 0}"
4246 apply (simp add: subspace_def)
4247 by (simp add: linear_add[OF lf] linear_cmul[OF lf] linear_0[OF lf])
4249 lemma linear_eq_0_span:
4250 assumes lf: "linear f" and f0: "\<forall>x\<in>B. f x = 0"
4251 shows "\<forall>x \<in> span B. f x = (0::'a::semiring_1 ^_)"
4253 fix x assume x: "x \<in> span B"
4254 let ?P = "\<lambda>x. f x = 0"
4255 from subspace_kernel[OF lf] have "subspace ?P" unfolding Collect_def .
4256 with x f0 span_induct[of B "?P" x] show "f x = 0" by blast
4260 assumes lf: "linear f" and SB: "S \<subseteq> span B" and f0: "\<forall>x\<in>B. f x = 0"
4261 shows "\<forall>x \<in> S. f x = (0::'a::semiring_1^_)"
4262 by (metis linear_eq_0_span[OF lf] subset_eq SB f0)
4265 assumes lf: "linear (f::'a::ring_1^_ \<Rightarrow> _)" and lg: "linear g" and S: "S \<subseteq> span B"
4266 and fg: "\<forall> x\<in> B. f x = g x"
4267 shows "\<forall>x\<in> S. f x = g x"
4269 let ?h = "\<lambda>x. f x - g x"
4270 from fg have fg': "\<forall>x\<in> B. ?h x = 0" by simp
4271 from linear_eq_0[OF linear_compose_sub[OF lf lg] S fg']
4272 show ?thesis by simp
4275 lemma linear_eq_stdbasis:
4276 assumes lf: "linear (f::'a::ring_1^'m \<Rightarrow> 'a^'n)" and lg: "linear g"
4277 and fg: "\<forall>i. f (basis i) = g(basis i)"
4280 let ?U = "UNIV :: 'm set"
4281 let ?I = "{basis i:: 'a^'m|i. i \<in> ?U}"
4282 {fix x assume x: "x \<in> (UNIV :: ('a^'m) set)"
4283 from equalityD2[OF span_stdbasis]
4284 have IU: " (UNIV :: ('a^'m) set) \<subseteq> span ?I" by blast
4285 from linear_eq[OF lf lg IU] fg x
4286 have "f x = g x" unfolding Collect_def Ball_def mem_def by metis}
4287 then show ?thesis by (auto intro: ext)
4290 (* Similar results for bilinear functions. *)
4293 assumes bf: "bilinear (f:: 'a::ring^_ \<Rightarrow> 'a^_ \<Rightarrow> 'a^_)"
4294 and bg: "bilinear g"
4295 and SB: "S \<subseteq> span B" and TC: "T \<subseteq> span C"
4296 and fg: "\<forall>x\<in> B. \<forall>y\<in> C. f x y = g x y"
4297 shows "\<forall>x\<in>S. \<forall>y\<in>T. f x y = g x y "
4299 let ?P = "\<lambda>x. \<forall>y\<in> span C. f x y = g x y"
4300 from bf bg have sp: "subspace ?P"
4301 unfolding bilinear_def linear_def subspace_def bf bg
4302 by(auto simp add: span_0 mem_def bilinear_lzero[OF bf] bilinear_lzero[OF bg] span_add Ball_def intro: bilinear_ladd[OF bf])
4304 have "\<forall>x \<in> span B. \<forall>y\<in> span C. f x y = g x y"
4307 apply (rule span_induct[of B ?P])
4311 apply (clarsimp simp add: Ball_def)
4312 apply (rule_tac P="\<lambda>y. f xa y = g xa y" and S=C in span_induct)
4314 apply (auto simp add: subspace_def)
4315 using bf bg unfolding bilinear_def linear_def
4316 by(auto simp add: span_0 mem_def bilinear_rzero[OF bf] bilinear_rzero[OF bg] span_add Ball_def intro: bilinear_ladd[OF bf])
4317 then show ?thesis using SB TC by (auto intro: ext)
4320 lemma bilinear_eq_stdbasis:
4321 assumes bf: "bilinear (f:: 'a::ring_1^'m \<Rightarrow> 'a^'n \<Rightarrow> 'a^_)"
4322 and bg: "bilinear g"
4323 and fg: "\<forall>i j. f (basis i) (basis j) = g (basis i) (basis j)"
4326 from fg have th: "\<forall>x \<in> {basis i| i. i\<in> (UNIV :: 'm set)}. \<forall>y\<in> {basis j |j. j \<in> (UNIV :: 'n set)}. f x y = g x y" by blast
4327 from bilinear_eq[OF bf bg equalityD2[OF span_stdbasis] equalityD2[OF span_stdbasis] th] show ?thesis by (blast intro: ext)
4330 (* Detailed theorems about left and right invertibility in general case. *)
4332 lemma left_invertible_transpose:
4333 "(\<exists>(B). B ** transpose (A) = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). A ** B = mat 1)"
4334 by (metis matrix_transpose_mul transpose_mat transpose_transpose)
4336 lemma right_invertible_transpose:
4337 "(\<exists>(B). transpose (A) ** B = mat (1::'a::comm_semiring_1)) \<longleftrightarrow> (\<exists>(B). B ** A = mat 1)"
4338 by (metis matrix_transpose_mul transpose_mat transpose_transpose)
4340 lemma linear_injective_left_inverse:
4341 assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'m)" and fi: "inj f"
4342 shows "\<exists>g. linear g \<and> g o f = id"
4344 from linear_independent_extend[OF independent_injective_image, OF independent_stdbasis, OF lf fi]
4345 obtain h:: "real ^'m \<Rightarrow> real ^'n" where h: "linear h" " \<forall>x \<in> f ` {basis i|i. i \<in> (UNIV::'n set)}. h x = inv f x" by blast
4347 have th: "\<forall>i. (h \<circ> f) (basis i) = id (basis i)"
4348 using inv_o_cancel[OF fi, unfolded stupid_ext[symmetric] id_def o_def]
4351 from linear_eq_stdbasis[OF linear_compose[OF lf h(1)] linear_id th]
4353 then show ?thesis using h(1) by blast
4356 lemma linear_surjective_right_inverse:
4357 assumes lf: "linear (f:: real ^'m \<Rightarrow> real ^'n)" and sf: "surj f"
4358 shows "\<exists>g. linear g \<and> f o g = id"
4360 from linear_independent_extend[OF independent_stdbasis]
4361 obtain h:: "real ^'n \<Rightarrow> real ^'m" where
4362 h: "linear h" "\<forall> x\<in> {basis i| i. i\<in> (UNIV :: 'n set)}. h x = inv f x" by blast
4364 have th: "\<forall>i. (f o h) (basis i) = id (basis i)"
4366 apply (auto simp add: surj_iff o_def stupid_ext[symmetric])
4367 apply (erule_tac x="basis i" in allE)
4370 from linear_eq_stdbasis[OF linear_compose[OF h(1) lf] linear_id th]
4372 then show ?thesis using h(1) by blast
4375 lemma matrix_left_invertible_injective:
4376 "(\<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)"
4378 {fix B:: "real^'m^'n" and x y assume B: "B ** A = mat 1" and xy: "A *v x = A*v y"
4379 from xy have "B*v (A *v x) = B *v (A*v y)" by simp
4381 unfolding matrix_vector_mul_assoc B matrix_vector_mul_lid .}
4383 {assume A: "\<forall>x y. A *v x = A *v y \<longrightarrow> x = y"
4384 hence i: "inj (op *v A)" unfolding inj_on_def by auto
4385 from linear_injective_left_inverse[OF matrix_vector_mul_linear i]
4386 obtain g where g: "linear g" "g o op *v A = id" by blast
4387 have "matrix g ** A = mat 1"
4388 unfolding matrix_eq matrix_vector_mul_lid matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
4389 using g(2) by (simp add: o_def id_def stupid_ext)
4390 then have "\<exists>B. (B::real ^'m^'n) ** A = mat 1" by blast}
4391 ultimately show ?thesis by blast
4394 lemma matrix_left_invertible_ker:
4395 "(\<exists>B. (B::real ^'m^'n) ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> (\<forall>x. A *v x = 0 \<longrightarrow> x = 0)"
4396 unfolding matrix_left_invertible_injective
4397 using linear_injective_0[OF matrix_vector_mul_linear, of A]
4398 by (simp add: inj_on_def)
4400 lemma matrix_right_invertible_surjective:
4401 "(\<exists>B. (A::real^'n^'m) ** (B::real^'m^'n) = mat 1) \<longleftrightarrow> surj (\<lambda>x. A *v x)"
4403 {fix B :: "real ^'m^'n" assume AB: "A ** B = mat 1"
4404 {fix x :: "real ^ 'm"
4405 have "A *v (B *v x) = x"
4406 by (simp add: matrix_vector_mul_lid matrix_vector_mul_assoc AB)}
4407 hence "surj (op *v A)" unfolding surj_def by metis }
4409 {assume sf: "surj (op *v A)"
4410 from linear_surjective_right_inverse[OF matrix_vector_mul_linear sf]
4411 obtain g:: "real ^'m \<Rightarrow> real ^'n" where g: "linear g" "op *v A o g = id"
4414 have "A ** (matrix g) = mat 1"
4415 unfolding matrix_eq matrix_vector_mul_lid
4416 matrix_vector_mul_assoc[symmetric] matrix_works[OF g(1)]
4417 using g(2) unfolding o_def stupid_ext[symmetric] id_def
4419 hence "\<exists>B. A ** (B::real^'m^'n) = mat 1" by blast
4421 ultimately show ?thesis unfolding surj_def by blast
4424 lemma matrix_left_invertible_independent_columns:
4425 fixes A :: "real^'n^'m"
4426 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))"
4427 (is "?lhs \<longleftrightarrow> ?rhs")
4429 let ?U = "UNIV :: 'n set"
4430 {assume k: "\<forall>x. A *v x = 0 \<longrightarrow> x = 0"
4431 {fix c i assume c: "setsum (\<lambda>i. c i *s column i A) ?U = 0"
4433 let ?x = "\<chi> i. c i"
4434 have th0:"A *v ?x = 0"
4436 unfolding matrix_mult_vsum Cart_eq
4438 from k[rule_format, OF th0] i
4439 have "c i = 0" by (vector Cart_eq)}
4440 hence ?rhs by blast}
4443 {fix x assume x: "A *v x = 0"
4444 let ?c = "\<lambda>i. ((x$i ):: real)"
4445 from H[rule_format, of ?c, unfolded matrix_mult_vsum[symmetric], OF x]
4446 have "x = 0" by vector}}
4447 ultimately show ?thesis unfolding matrix_left_invertible_ker by blast
4450 lemma matrix_right_invertible_independent_rows:
4451 fixes A :: "real^'n^'m"
4452 shows "(\<exists>(B::real^'m^'n). A ** B = mat 1) \<longleftrightarrow> (\<forall>c. setsum (\<lambda>i. c i *s row i A) (UNIV :: 'm set) = 0 \<longrightarrow> (\<forall>i. c i = 0))"
4453 unfolding left_invertible_transpose[symmetric]
4454 matrix_left_invertible_independent_columns
4455 by (simp add: column_transpose)
4457 lemma matrix_right_invertible_span_columns:
4458 "(\<exists>(B::real ^'n^'m). (A::real ^'m^'n) ** B = mat 1) \<longleftrightarrow> span (columns A) = UNIV" (is "?lhs = ?rhs")
4460 let ?U = "UNIV :: 'm set"
4461 have fU: "finite ?U" by simp
4462 have lhseq: "?lhs \<longleftrightarrow> (\<forall>y. \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y)"
4463 unfolding matrix_right_invertible_surjective matrix_mult_vsum surj_def
4464 apply (subst eq_commute) ..
4465 have rhseq: "?rhs \<longleftrightarrow> (\<forall>x. x \<in> span (columns A))" by blast
4468 from h[unfolded lhseq, rule_format, of x] obtain y:: "real ^'m"
4469 where y: "setsum (\<lambda>i. (y$i) *s column i A) ?U = x" by blast
4470 have "x \<in> span (columns A)"
4471 unfolding y[symmetric]
4472 apply (rule span_setsum[OF fU])
4474 apply (rule span_mul)
4475 apply (rule span_superset)
4476 unfolding columns_def
4478 then have ?rhs unfolding rhseq by blast}
4481 let ?P = "\<lambda>(y::real ^'n). \<exists>(x::real^'m). setsum (\<lambda>i. (x$i) *s column i A) ?U = y"
4483 proof(rule span_induct_alt[of ?P "columns A"])
4484 show "\<exists>x\<Colon>real ^ 'm. setsum (\<lambda>i. (x$i) *s column i A) ?U = 0"
4485 apply (rule exI[where x=0])
4486 by (simp add: zero_index vector_smult_lzero)
4488 fix c y1 y2 assume y1: "y1 \<in> columns A" and y2: "?P y2"
4489 from y1 obtain i where i: "i \<in> ?U" "y1 = column i A"
4490 unfolding columns_def by blast
4491 from y2 obtain x:: "real ^'m" where
4492 x: "setsum (\<lambda>i. (x$i) *s column i A) ?U = y2" by blast
4493 let ?x = "(\<chi> j. if j = i then c + (x$i) else (x$j))::real^'m"
4494 show "?P (c*s y1 + y2)"
4495 proof(rule exI[where x= "?x"], vector, auto simp add: i x[symmetric] cond_value_iff right_distrib cond_application_beta cong del: if_weak_cong)
4497 have th: "\<forall>xa \<in> ?U. (if xa = i then (c + (x$i)) * ((column xa A)$j)
4498 else (x$xa) * ((column xa A$j))) = (if xa = i then c * ((column i A)$j) else 0) + ((x$xa) * ((column xa A)$j))" using i(1)
4499 by (simp add: ring_simps)
4500 have "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
4501 else (x$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"
4502 apply (rule setsum_cong[OF refl])
4504 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)$j))) ?U"
4505 by (simp add: setsum_addf)
4506 also have "\<dots> = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U"
4507 unfolding setsum_delta[OF fU]
4509 finally show "setsum (\<lambda>xa. if xa = i then (c + (x$i)) * ((column xa A)$j)
4510 else (x$xa) * ((column xa A$j))) ?U = c * ((column i A)$j) + setsum (\<lambda>xa. ((x$xa) * ((column xa A)$j))) ?U" .
4513 show "y \<in> span (columns A)" unfolding h by blast
4515 then have ?lhs unfolding lhseq ..}
4516 ultimately show ?thesis by blast
4519 lemma matrix_left_invertible_span_rows:
4520 "(\<exists>(B::real^'m^'n). B ** (A::real^'n^'m) = mat 1) \<longleftrightarrow> span (rows A) = UNIV"
4521 unfolding right_invertible_transpose[symmetric]
4522 unfolding columns_transpose[symmetric]
4523 unfolding matrix_right_invertible_span_columns
4526 (* An injective map real^'n->real^'n is also surjective. *)
4528 lemma linear_injective_imp_surjective:
4529 assumes lf: "linear (f:: real ^'n \<Rightarrow> real ^'n)" and fi: "inj f"
4532 let ?U = "UNIV :: (real ^'n) set"
4533 from basis_exists[of ?U] obtain B
4534 where B: "B \<subseteq> ?U" "independent B" "?U \<subseteq> span B" "card B = dim ?U"
4536 from B(4) have d: "dim ?U = card B" by simp
4537 have th: "?U \<subseteq> span (f ` B)"
4538 apply (rule card_ge_dim_independent)
4540 apply (rule independent_injective_image[OF B(2) lf fi])
4541 apply (rule order_eq_refl)
4544 apply (rule card_image)
4545 apply (rule subset_inj_on[OF fi])
4547 from th show ?thesis
4548 unfolding span_linear_image[OF lf] surj_def
4552 (* And vice versa. *)
4554 lemma surjective_iff_injective_gen:
4555 assumes fS: "finite S" and fT: "finite T" and c: "card S = card T"
4556 and ST: "f ` S \<subseteq> T"
4557 shows "(\<forall>y \<in> T. \<exists>x \<in> S. f x = y) \<longleftrightarrow> inj_on f S" (is "?lhs \<longleftrightarrow> ?rhs")
4560 {fix x y assume x: "x \<in> S" and y: "y \<in> S" and f: "f x = f y"
4561 from x fS have S0: "card S \<noteq> 0" by auto
4562 {assume xy: "x \<noteq> y"
4563 have th: "card S \<le> card (f ` (S - {y}))"
4565 apply (rule card_mono)
4566 apply (rule finite_imageI)
4568 using h xy x y f unfolding subset_eq image_iff
4570 apply (case_tac "xa = f x")
4571 apply (rule bexI[where x=x])
4574 also have " \<dots> \<le> card (S -{y})"
4575 apply (rule card_image_le)
4577 also have "\<dots> \<le> card S - 1" using y fS by simp
4578 finally have False using S0 by arith }
4579 then have "x = y" by blast}
4580 then have ?rhs unfolding inj_on_def by blast}
4584 apply (rule card_subset_eq[OF fT ST])
4585 unfolding card_image[OF h] using c .
4586 then have ?lhs by blast}
4587 ultimately show ?thesis by blast
4590 lemma linear_surjective_imp_injective:
4591 assumes lf: "linear (f::real ^'n => real ^'n)" and sf: "surj f"
4594 let ?U = "UNIV :: (real ^'n) set"
4595 from basis_exists[of ?U] obtain B
4596 where B: "B \<subseteq> ?U" "independent B" "?U \<subseteq> span B" and d: "card B = dim ?U"
4598 {fix x assume x: "x \<in> span B" and fx: "f x = 0"
4599 from B(2) have fB: "finite B" using independent_bound by auto
4600 have fBi: "independent (f ` B)"
4601 apply (rule card_le_dim_spanning[of "f ` B" ?U])
4604 unfolding span_linear_image[OF lf] surj_def subset_eq image_iff
4606 using fB apply (blast intro: finite_imageI)
4607 unfolding d[symmetric]
4608 apply (rule card_image_le)
4611 have th0: "dim ?U \<le> card (f ` B)"
4612 apply (rule span_card_ge_dim)
4614 unfolding span_linear_image[OF lf]
4615 apply (rule subset_trans[where B = "f ` UNIV"])
4616 using sf unfolding surj_def apply blast
4617 apply (rule image_mono)
4619 apply (metis finite_imageI fB)
4622 moreover have "card (f ` B) \<le> card B"
4623 by (rule card_image_le, rule fB)
4624 ultimately have th1: "card B = card (f ` B)" unfolding d by arith
4625 have fiB: "inj_on f B"
4626 unfolding surjective_iff_injective_gen[OF fB finite_imageI[OF fB] th1 subset_refl, symmetric] by blast
4627 from linear_indep_image_lemma[OF lf fB fBi fiB x] fx
4628 have "x = 0" by blast}
4630 from th show ?thesis unfolding linear_injective_0[OF lf]
4634 (* Hence either is enough for isomorphism. *)
4636 lemma left_right_inverse_eq:
4637 assumes fg: "f o g = id" and gh: "g o h = id"
4640 have "f = f o (g o h)" unfolding gh by simp
4641 also have "\<dots> = (f o g) o h" by (simp add: o_assoc)
4642 finally show "f = h" unfolding fg by simp
4645 lemma isomorphism_expand:
4646 "f o g = id \<and> g o f = id \<longleftrightarrow> (\<forall>x. f(g x) = x) \<and> (\<forall>x. g(f x) = x)"
4647 by (simp add: expand_fun_eq o_def id_def)
4649 lemma linear_injective_isomorphism:
4650 assumes lf: "linear (f :: real^'n \<Rightarrow> real ^'n)" and fi: "inj f"
4651 shows "\<exists>f'. linear f' \<and> (\<forall>x. f' (f x) = x) \<and> (\<forall>x. f (f' x) = x)"
4652 unfolding isomorphism_expand[symmetric]
4653 using linear_surjective_right_inverse[OF lf linear_injective_imp_surjective[OF lf fi]] linear_injective_left_inverse[OF lf fi]
4654 by (metis left_right_inverse_eq)
4656 lemma linear_surjective_isomorphism:
4657 assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'n)" and sf: "surj f"
4658 shows "\<exists>f'. linear f' \<and> (\<forall>x. f' (f x) = x) \<and> (\<forall>x. f (f' x) = x)"
4659 unfolding isomorphism_expand[symmetric]
4660 using linear_surjective_right_inverse[OF lf sf] linear_injective_left_inverse[OF lf linear_surjective_imp_injective[OF lf sf]]
4661 by (metis left_right_inverse_eq)
4663 (* Left and right inverses are the same for R^N->R^N. *)
4665 lemma linear_inverse_left:
4666 assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'n)" and lf': "linear f'"
4667 shows "f o f' = id \<longleftrightarrow> f' o f = id"
4669 {fix f f':: "real ^'n \<Rightarrow> real ^'n"
4670 assume lf: "linear f" "linear f'" and f: "f o f' = id"
4671 from f have sf: "surj f"
4673 apply (auto simp add: o_def stupid_ext[symmetric] id_def surj_def)
4675 from linear_surjective_isomorphism[OF lf(1) sf] lf f
4676 have "f' o f = id" unfolding stupid_ext[symmetric] o_def id_def
4678 then show ?thesis using lf lf' by metis
4681 (* Moreover, a one-sided inverse is automatically linear. *)
4683 lemma left_inverse_linear:
4684 assumes lf: "linear (f::real ^'n \<Rightarrow> real ^'n)" and gf: "g o f = id"
4687 from gf have fi: "inj f" apply (auto simp add: inj_on_def o_def id_def stupid_ext[symmetric])
4689 from linear_injective_isomorphism[OF lf fi]
4690 obtain h:: "real ^'n \<Rightarrow> real ^'n" where
4691 h: "linear h" "\<forall>x. h (f x) = x" "\<forall>x. f (h x) = x" by blast
4692 have "h = g" apply (rule ext) using gf h(2,3)
4693 apply (simp add: o_def id_def stupid_ext[symmetric])
4695 with h(1) show ?thesis by blast
4698 lemma right_inverse_linear:
4699 assumes lf: "linear (f:: real ^'n \<Rightarrow> real ^'n)" and gf: "f o g = id"
4702 from gf have fi: "surj f" apply (auto simp add: surj_def o_def id_def stupid_ext[symmetric])
4704 from linear_surjective_isomorphism[OF lf fi]
4705 obtain h:: "real ^'n \<Rightarrow> real ^'n" where
4706 h: "linear h" "\<forall>x. h (f x) = x" "\<forall>x. f (h x) = x" by blast
4707 have "h = g" apply (rule ext) using gf h(2,3)
4708 apply (simp add: o_def id_def stupid_ext[symmetric])
4710 with h(1) show ?thesis by blast
4713 (* The same result in terms of square matrices. *)
4715 lemma matrix_left_right_inverse:
4716 fixes A A' :: "real ^'n^'n"
4717 shows "A ** A' = mat 1 \<longleftrightarrow> A' ** A = mat 1"
4719 {fix A A' :: "real ^'n^'n" assume AA': "A ** A' = mat 1"
4720 have sA: "surj (op *v A)"
4723 apply (rule_tac x="(A' *v y)" in exI)
4724 by (simp add: matrix_vector_mul_assoc AA' matrix_vector_mul_lid)
4725 from linear_surjective_isomorphism[OF matrix_vector_mul_linear sA]
4726 obtain f' :: "real ^'n \<Rightarrow> real ^'n"
4727 where f': "linear f'" "\<forall>x. f' (A *v x) = x" "\<forall>x. A *v f' x = x" by blast
4728 have th: "matrix f' ** A = mat 1"
4729 by (simp add: matrix_eq matrix_works[OF f'(1)] matrix_vector_mul_assoc[symmetric] matrix_vector_mul_lid f'(2)[rule_format])
4730 hence "(matrix f' ** A) ** A' = mat 1 ** A'" by simp
4731 hence "matrix f' = A'" by (simp add: matrix_mul_assoc[symmetric] AA' matrix_mul_rid matrix_mul_lid)
4732 hence "matrix f' ** A = A' ** A" by simp
4733 hence "A' ** A = mat 1" by (simp add: th)}
4734 then show ?thesis by blast
4737 (* Considering an n-element vector as an n-by-1 or 1-by-n matrix. *)
4739 definition "rowvector v = (\<chi> i j. (v$j))"
4741 definition "columnvector v = (\<chi> i j. (v$i))"
4743 lemma transpose_columnvector:
4744 "transpose(columnvector v) = rowvector v"
4745 by (simp add: transpose_def rowvector_def columnvector_def Cart_eq)
4747 lemma transpose_rowvector: "transpose(rowvector v) = columnvector v"
4748 by (simp add: transpose_def columnvector_def rowvector_def Cart_eq)
4750 lemma dot_rowvector_columnvector:
4751 "columnvector (A *v v) = A ** columnvector v"
4752 by (vector columnvector_def matrix_matrix_mult_def matrix_vector_mult_def)
4754 lemma dot_matrix_product: "(x::'a::semiring_1^'n) \<bullet> y = (((rowvector x ::'a^'n^1) ** (columnvector y :: 'a^1^'n))$1)$1"
4755 by (vector matrix_matrix_mult_def rowvector_def columnvector_def dot_def)
4757 lemma dot_matrix_vector_mul:
4758 fixes A B :: "real ^'n ^'n" and x y :: "real ^'n"
4759 shows "(A *v x) \<bullet> (B *v y) =
4760 (((rowvector x :: real^'n^1) ** ((transpose A ** B) ** (columnvector y :: real ^1^'n)))$1)$1"
4761 unfolding dot_matrix_product transpose_columnvector[symmetric]
4762 dot_rowvector_columnvector matrix_transpose_mul matrix_mul_assoc ..
4764 (* Infinity norm. *)
4766 definition "infnorm (x::real^'n) = Sup {abs(x$i) |i. i\<in> (UNIV :: 'n set)}"
4768 lemma numseg_dimindex_nonempty: "\<exists>i. i \<in> (UNIV :: 'n set)"
4771 lemma infnorm_set_image:
4772 "{abs(x$i) |i. i\<in> (UNIV :: _ set)} =
4773 (\<lambda>i. abs(x$i)) ` (UNIV)" by blast
4775 lemma infnorm_set_lemma:
4776 shows "finite {abs((x::'a::abs ^'n)$i) |i. i\<in> (UNIV :: 'n set)}"
4777 and "{abs(x$i) |i. i\<in> (UNIV :: 'n::finite set)} \<noteq> {}"
4778 unfolding infnorm_set_image
4779 by (auto intro: finite_imageI)
4781 lemma infnorm_pos_le: "0 \<le> infnorm (x::real^'n)"
4782 unfolding infnorm_def
4783 unfolding Sup_finite_ge_iff[ OF infnorm_set_lemma]
4784 unfolding infnorm_set_image
4787 lemma infnorm_triangle: "infnorm ((x::real^'n) + y) \<le> infnorm x + infnorm y"
4789 have th: "\<And>x y (z::real). x - y <= z \<longleftrightarrow> x - z <= y" by arith
4790 have th1: "\<And>S f. f ` S = { f i| i. i \<in> S}" by blast
4791 have th2: "\<And>x (y::real). abs(x + y) - abs(x) <= abs(y)" by arith
4793 unfolding infnorm_def
4794 unfolding Sup_finite_le_iff[ OF infnorm_set_lemma]
4795 apply (subst diff_le_eq[symmetric])
4796 unfolding Sup_finite_ge_iff[ OF infnorm_set_lemma]
4797 unfolding infnorm_set_image bex_simps
4800 unfolding Sup_finite_ge_iff[ OF infnorm_set_lemma]
4802 unfolding infnorm_set_image ball_simps bex_simps
4808 lemma infnorm_eq_0: "infnorm x = 0 \<longleftrightarrow> (x::real ^'n) = 0"
4810 have "infnorm x <= 0 \<longleftrightarrow> x = 0"
4811 unfolding infnorm_def
4812 unfolding Sup_finite_le_iff[OF infnorm_set_lemma]
4813 unfolding infnorm_set_image ball_simps
4815 then show ?thesis using infnorm_pos_le[of x] by simp
4818 lemma infnorm_0: "infnorm 0 = 0"
4819 by (simp add: infnorm_eq_0)
4821 lemma infnorm_neg: "infnorm (- x) = infnorm x"
4822 unfolding infnorm_def
4823 apply (rule cong[of "Sup" "Sup"])
4825 apply (rule set_ext)
4829 lemma infnorm_sub: "infnorm (x - y) = infnorm (y - x)"
4831 have "y - x = - (x - y)" by simp
4832 then show ?thesis by (metis infnorm_neg)
4835 lemma real_abs_sub_infnorm: "\<bar> infnorm x - infnorm y\<bar> \<le> infnorm (x - y)"
4837 have th: "\<And>(nx::real) n ny. nx <= n + ny \<Longrightarrow> ny <= n + nx ==> \<bar>nx - ny\<bar> <= n"
4839 from infnorm_triangle[of "x - y" " y"] infnorm_triangle[of "x - y" "-x"]
4840 have ths: "infnorm x \<le> infnorm (x - y) + infnorm y"
4841 "infnorm y \<le> infnorm (x - y) + infnorm x"
4842 by (simp_all add: ring_simps infnorm_neg diff_def[symmetric])
4843 from th[OF ths] show ?thesis .
4846 lemma real_abs_infnorm: " \<bar>infnorm x\<bar> = infnorm x"
4847 using infnorm_pos_le[of x] by arith
4849 lemma component_le_infnorm:
4850 shows "\<bar>x$i\<bar> \<le> infnorm (x::real^'n)"
4852 let ?U = "UNIV :: 'n set"
4853 let ?S = "{\<bar>x$i\<bar> |i. i\<in> ?U}"
4854 have fS: "finite ?S" unfolding image_Collect[symmetric]
4855 apply (rule finite_imageI) unfolding Collect_def mem_def by simp
4856 have S0: "?S \<noteq> {}" by blast
4857 have th1: "\<And>S f. f ` S = { f i| i. i \<in> S}" by blast
4858 from Sup_finite_in[OF fS S0]
4859 show ?thesis unfolding infnorm_def infnorm_set_image
4860 by (metis Sup_finite_ge_iff finite finite_imageI UNIV_not_empty image_is_empty
4861 rangeI real_le_refl)
4864 lemma infnorm_mul_lemma: "infnorm(a *s x) <= \<bar>a\<bar> * infnorm x"
4865 apply (subst infnorm_def)
4866 unfolding Sup_finite_le_iff[OF infnorm_set_lemma]
4867 unfolding infnorm_set_image ball_simps
4868 apply (simp add: abs_mult)
4870 apply (cut_tac component_le_infnorm[of x])
4871 apply (rule mult_mono)
4875 lemma infnorm_mul: "infnorm(a *s x) = abs a * infnorm x"
4877 {assume a0: "a = 0" hence ?thesis by (simp add: infnorm_0) }
4879 {assume a0: "a \<noteq> 0"
4880 from a0 have th: "(1/a) *s (a *s x) = x"
4881 by (simp add: vector_smult_assoc)
4882 from a0 have ap: "\<bar>a\<bar> > 0" by arith
4883 from infnorm_mul_lemma[of "1/a" "a *s x"]
4884 have "infnorm x \<le> 1/\<bar>a\<bar> * infnorm (a*s x)"
4885 unfolding th by simp
4886 with ap have "\<bar>a\<bar> * infnorm x \<le> \<bar>a\<bar> * (1/\<bar>a\<bar> * infnorm (a *s x))" by (simp add: field_simps)
4887 then have "\<bar>a\<bar> * infnorm x \<le> infnorm (a*s x)"
4888 using ap by (simp add: field_simps)
4889 with infnorm_mul_lemma[of a x] have ?thesis by arith }
4890 ultimately show ?thesis by blast
4893 lemma infnorm_pos_lt: "infnorm x > 0 \<longleftrightarrow> x \<noteq> 0"
4894 using infnorm_pos_le[of x] infnorm_eq_0[of x] by arith
4896 (* Prove that it differs only up to a bound from Euclidean norm. *)
4898 lemma infnorm_le_norm: "infnorm x \<le> norm x"
4899 unfolding infnorm_def Sup_finite_le_iff[OF infnorm_set_lemma]
4900 unfolding infnorm_set_image ball_simps
4901 by (metis component_le_norm)
4902 lemma card_enum: "card {1 .. n} = n" by auto
4903 lemma norm_le_infnorm: "norm(x) <= sqrt(real CARD('n)) * infnorm(x::real ^'n)"
4906 have "real ?d \<ge> 0" by simp
4907 hence d2: "(sqrt (real ?d))^2 = real ?d"
4908 by (auto intro: real_sqrt_pow2)
4909 have th: "sqrt (real ?d) * infnorm x \<ge> 0"
4910 by (simp add: zero_le_mult_iff real_sqrt_ge_0_iff infnorm_pos_le)
4911 have th1: "x\<bullet>x \<le> (sqrt (real ?d) * infnorm x)^2"
4912 unfolding power_mult_distrib d2
4913 apply (subst power2_abs[symmetric])
4914 unfolding real_of_nat_def dot_def power2_eq_square[symmetric]
4915 apply (subst power2_abs[symmetric])
4916 apply (rule setsum_bounded)
4917 apply (rule power_mono)
4918 unfolding abs_of_nonneg[OF infnorm_pos_le]
4919 unfolding infnorm_def Sup_finite_ge_iff[OF infnorm_set_lemma]
4920 unfolding infnorm_set_image bex_simps
4922 by (rule abs_ge_zero)
4923 from real_le_lsqrt[OF dot_pos_le th th1]
4924 show ?thesis unfolding real_vector_norm_def id_def .
4927 (* Equality in Cauchy-Schwarz and triangle inequalities. *)
4929 lemma norm_cauchy_schwarz_eq: "(x::real ^'n) \<bullet> y = norm x * norm y \<longleftrightarrow> norm x *s y = norm y *s x" (is "?lhs \<longleftrightarrow> ?rhs")
4932 hence ?thesis by simp}
4935 hence ?thesis by simp}
4937 {assume x: "x \<noteq> 0" and y: "y \<noteq> 0"
4938 from dot_eq_0[of "norm y *s x - norm x *s y"]
4939 have "?rhs \<longleftrightarrow> (norm y * (norm y * norm x * norm x - norm x * (x \<bullet> y)) - norm x * (norm y * (y \<bullet> x) - norm x * norm y * norm y) = 0)"
4941 unfolding dot_rsub dot_lsub dot_lmult dot_rmult
4942 unfolding norm_pow_2[symmetric] power2_eq_square diff_eq_0_iff_eq apply (simp add: dot_sym)
4943 apply (simp add: ring_simps)
4946 also have "\<dots> \<longleftrightarrow> (2 * norm x * norm y * (norm x * norm y - x \<bullet> y) = 0)" using x y
4947 by (simp add: ring_simps dot_sym)
4948 also have "\<dots> \<longleftrightarrow> ?lhs" using x y
4951 finally have ?thesis by blast}
4952 ultimately show ?thesis by blast
4955 lemma norm_cauchy_schwarz_abs_eq:
4956 fixes x y :: "real ^ 'n"
4957 shows "abs(x \<bullet> y) = norm x * norm y \<longleftrightarrow>
4958 norm x *s y = norm y *s x \<or> norm(x) *s y = - norm y *s x" (is "?lhs \<longleftrightarrow> ?rhs")
4960 have th: "\<And>(x::real) a. a \<ge> 0 \<Longrightarrow> abs x = a \<longleftrightarrow> x = a \<or> x = - a" by arith
4961 have "?rhs \<longleftrightarrow> norm x *s y = norm y *s x \<or> norm (- x) *s y = norm y *s (- x)"
4962 apply simp by vector
4963 also have "\<dots> \<longleftrightarrow>(x \<bullet> y = norm x * norm y \<or>
4964 (-x) \<bullet> y = norm x * norm y)"
4965 unfolding norm_cauchy_schwarz_eq[symmetric]
4966 unfolding norm_minus_cancel
4968 also have "\<dots> \<longleftrightarrow> ?lhs"
4969 unfolding th[OF mult_nonneg_nonneg, OF norm_ge_zero[of x] norm_ge_zero[of y]] dot_lneg
4971 finally show ?thesis ..
4974 lemma norm_triangle_eq:
4975 fixes x y :: "real ^ 'n"
4976 shows "norm(x + y) = norm x + norm y \<longleftrightarrow> norm x *s y = norm y *s x"
4978 {assume x: "x =0 \<or> y =0"
4979 hence ?thesis by (cases "x=0", simp_all)}
4981 {assume x: "x \<noteq> 0" and y: "y \<noteq> 0"
4982 hence "norm x \<noteq> 0" "norm y \<noteq> 0"
4984 hence n: "norm x > 0" "norm y > 0"
4985 using norm_ge_zero[of x] norm_ge_zero[of y]
4987 have th: "\<And>(a::real) b c. a + b + c \<noteq> 0 ==> (a = b + c \<longleftrightarrow> a^2 = (b + c)^2)" by algebra
4988 have "norm(x + y) = norm x + norm y \<longleftrightarrow> norm(x + y)^ 2 = (norm x + norm y) ^2"
4989 apply (rule th) using n norm_ge_zero[of "x + y"]
4991 also have "\<dots> \<longleftrightarrow> norm x *s y = norm y *s x"
4992 unfolding norm_cauchy_schwarz_eq[symmetric]
4993 unfolding norm_pow_2 dot_ladd dot_radd
4994 by (simp add: norm_pow_2[symmetric] power2_eq_square dot_sym ring_simps)
4995 finally have ?thesis .}
4996 ultimately show ?thesis by blast
5001 definition "collinear S \<longleftrightarrow> (\<exists>u. \<forall>x \<in> S. \<forall> y \<in> S. \<exists>c. x - y = c *s u)"
5003 lemma collinear_empty: "collinear {}" by (simp add: collinear_def)
5005 lemma collinear_sing: "collinear {(x::'a::ring_1^_)}"
5006 apply (simp add: collinear_def)
5007 apply (rule exI[where x=0])
5010 lemma collinear_2: "collinear {(x::'a::ring_1^_),y}"
5011 apply (simp add: collinear_def)
5012 apply (rule exI[where x="x - y"])
5014 apply (rule exI[where x=0], simp)
5015 apply (rule exI[where x=1], simp)
5016 apply (rule exI[where x="- 1"], simp add: vector_sneg_minus1[symmetric])
5017 apply (rule exI[where x=0], simp)
5020 lemma collinear_lemma: "collinear {(0::real^_),x,y} \<longleftrightarrow> x = 0 \<or> y = 0 \<or> (\<exists>c. y = c *s x)" (is "?lhs \<longleftrightarrow> ?rhs")
5022 {assume "x=0 \<or> y = 0" hence ?thesis
5023 by (cases "x = 0", simp_all add: collinear_2 insert_commute)}
5025 {assume x: "x \<noteq> 0" and y: "y \<noteq> 0"
5027 then obtain u where u: "\<forall> x\<in> {0,x,y}. \<forall>y\<in> {0,x,y}. \<exists>c. x - y = c *s u" unfolding collinear_def by blast
5028 from u[rule_format, of x 0] u[rule_format, of y 0]
5029 obtain cx and cy where
5030 cx: "x = cx*s u" and cy: "y = cy*s u"
5032 from cx x have cx0: "cx \<noteq> 0" by auto
5033 from cy y have cy0: "cy \<noteq> 0" by auto
5035 from cx cy cx0 have "y = ?d *s x"
5036 by (simp add: vector_smult_assoc)
5037 hence ?rhs using x y by blast}
5040 then obtain c where c: "y = c*s x" using x y by blast
5041 have ?lhs unfolding collinear_def c
5042 apply (rule exI[where x=x])
5044 apply (rule exI[where x="- 1"], simp only: vector_smult_lneg vector_smult_lid)
5045 apply (rule exI[where x= "-c"], simp only: vector_smult_lneg)
5046 apply (rule exI[where x=1], simp)
5047 apply (rule exI[where x="1 - c"], simp add: vector_smult_lneg vector_sub_rdistrib)
5048 apply (rule exI[where x="c - 1"], simp add: vector_smult_lneg vector_sub_rdistrib)
5050 ultimately have ?thesis by blast}
5051 ultimately show ?thesis by blast
5054 lemma norm_cauchy_schwarz_equal:
5055 fixes x y :: "real ^ 'n"
5056 shows "abs(x \<bullet> y) = norm x * norm y \<longleftrightarrow> collinear {(0::real^'n),x,y}"
5057 unfolding norm_cauchy_schwarz_abs_eq
5058 apply (cases "x=0", simp_all add: collinear_2)
5059 apply (cases "y=0", simp_all add: collinear_2 insert_commute)
5060 unfolding collinear_lemma
5062 apply (subgoal_tac "norm x \<noteq> 0")
5063 apply (subgoal_tac "norm y \<noteq> 0")
5065 apply (cases "norm x *s y = norm y *s x")
5066 apply (rule exI[where x="(1/norm x) * norm y"])
5068 unfolding vector_smult_assoc[symmetric]
5069 apply (simp add: vector_smult_assoc field_simps)
5070 apply (rule exI[where x="(1/norm x) * - norm y"])
5073 unfolding vector_smult_assoc[symmetric]
5074 apply (simp add: vector_smult_assoc field_simps)
5076 apply (erule ssubst)
5077 unfolding vector_smult_assoc
5079 apply (subgoal_tac "norm x * c = \<bar>c\<bar> * norm x \<or> norm x * c = - \<bar>c\<bar> * norm x")
5080 apply (case_tac "c <= 0", simp add: ring_simps)
5081 apply (simp add: ring_simps)
5082 apply (case_tac "c <= 0", simp add: ring_simps)
5083 apply (simp add: ring_simps)