1 (* Title: HOL/Hahn_Banach/Hahn_Banach_Ext_Lemmas.thy
2 Author: Gertrud Bauer, TU Munich
5 header {* Extending non-maximal functions *}
7 theory Hahn_Banach_Ext_Lemmas
12 In this section the following context is presumed. Let @{text E} be
13 a real vector space with a seminorm @{text q} on @{text E}. @{text
14 F} is a subspace of @{text E} and @{text f} a linear function on
15 @{text F}. We consider a subspace @{text H} of @{text E} that is a
16 superspace of @{text F} and a linear form @{text h} on @{text
17 H}. @{text H} is a not equal to @{text E} and @{text "x\<^sub>0"} is
18 an element in @{text "E - H"}. @{text H} is extended to the direct
19 sum @{text "H' = H + lin x\<^sub>0"}, so for any @{text "x \<in> H'"}
20 the decomposition of @{text "x = y + a \<cdot> x"} with @{text "y \<in> H"} is
21 unique. @{text h'} is defined on @{text H'} by @{text "h' x = h y +
22 a \<cdot> \<xi>"} for a certain @{text \<xi>}.
24 Subsequently we show some properties of this extension @{text h'} of
27 \medskip This lemma will be used to show the existence of a linear
28 extension of @{text f} (see page \pageref{ex-xi-use}). It is a
29 consequence of the completeness of @{text \<real>}. To show
32 @{text "\<exists>\<xi>. \<forall>y \<in> F. a y \<le> \<xi> \<and> \<xi> \<le> b y"}
35 \noindent it suffices to show that
38 @{text "\<forall>u \<in> F. \<forall>v \<in> F. a u \<le> b v"}
44 assumes "vectorspace F"
45 assumes r: "\<And>u v. u \<in> F \<Longrightarrow> v \<in> F \<Longrightarrow> a u \<le> b v"
46 shows "\<exists>xi::real. \<forall>y \<in> F. a y \<le> xi \<and> xi \<le> b y"
48 interpret vectorspace F by fact
49 txt {* From the completeness of the reals follows:
50 The set @{text "S = {a u. u \<in> F}"} has a supremum, if it is
51 non-empty and has an upper bound. *}
53 let ?S = "{a u | u. u \<in> F}"
54 have "\<exists>xi. lub ?S xi"
55 proof (rule real_complete)
56 have "a 0 \<in> ?S" by blast
57 then show "\<exists>X. X \<in> ?S" ..
58 have "\<forall>y \<in> ?S. y \<le> b 0"
60 fix y assume y: "y \<in> ?S"
61 then obtain u where u: "u \<in> F" and y: "y = a u" by blast
62 from u and zero have "a u \<le> b 0" by (rule r)
63 with y show "y \<le> b 0" by (simp only:)
65 then show "\<exists>u. \<forall>y \<in> ?S. y \<le> u" ..
67 then obtain xi where xi: "lub ?S xi" ..
69 fix y assume "y \<in> F"
70 then have "a y \<in> ?S" by blast
71 with xi have "a y \<le> xi" by (rule lub.upper)
73 fix y assume y: "y \<in> F"
74 from xi have "xi \<le> b y"
75 proof (rule lub.least)
76 fix au assume "au \<in> ?S"
77 then obtain u where u: "u \<in> F" and au: "au = a u" by blast
78 from u y have "a u \<le> b y" by (rule r)
79 with au show "au \<le> b y" by (simp only:)
81 } ultimately show "\<exists>xi. \<forall>y \<in> F. a y \<le> xi \<and> xi \<le> b y" by blast
85 \medskip The function @{text h'} is defined as a @{text "h' x = h y
86 + a \<cdot> \<xi>"} where @{text "x = y + a \<cdot> \<xi>"} is a linear extension of
87 @{text h} to @{text H'}.
91 assumes h'_def: "h' \<equiv> \<lambda>x. let (y, a) =
92 SOME (y, a). x = y + a \<cdot> x0 \<and> y \<in> H in h y + a * xi"
93 and H'_def: "H' \<equiv> H + lin x0"
94 and HE: "H \<unlhd> E"
95 assumes "linearform H h"
96 assumes x0: "x0 \<notin> H" "x0 \<in> E" "x0 \<noteq> 0"
97 assumes E: "vectorspace E"
98 shows "linearform H' h'"
100 interpret linearform H h by fact
101 interpret vectorspace E by fact
104 note E = `vectorspace E`
105 have H': "vectorspace H'"
106 proof (unfold H'_def)
108 have "lin x0 \<unlhd> E" ..
109 with HE show "vectorspace (H + lin x0)" using E ..
112 fix x1 x2 assume x1: "x1 \<in> H'" and x2: "x2 \<in> H'"
113 show "h' (x1 + x2) = h' x1 + h' x2"
115 from H' x1 x2 have "x1 + x2 \<in> H'"
116 by (rule vectorspace.add_closed)
117 with x1 x2 obtain y y1 y2 a a1 a2 where
118 x1x2: "x1 + x2 = y + a \<cdot> x0" and y: "y \<in> H"
119 and x1_rep: "x1 = y1 + a1 \<cdot> x0" and y1: "y1 \<in> H"
120 and x2_rep: "x2 = y2 + a2 \<cdot> x0" and y2: "y2 \<in> H"
121 unfolding H'_def sum_def lin_def by blast
123 have ya: "y1 + y2 = y \<and> a1 + a2 = a" using E HE _ y x0
124 proof (rule decomp_H') txt_raw {* \label{decomp-H-use} *}
125 from HE y1 y2 show "y1 + y2 \<in> H"
126 by (rule subspace.add_closed)
127 from x0 and HE y y1 y2
128 have "x0 \<in> E" "y \<in> E" "y1 \<in> E" "y2 \<in> E" by auto
129 with x1_rep x2_rep have "(y1 + y2) + (a1 + a2) \<cdot> x0 = x1 + x2"
130 by (simp add: add_ac add_mult_distrib2)
132 finally show "(y1 + y2) + (a1 + a2) \<cdot> x0 = y + a \<cdot> x0" .
135 from h'_def x1x2 E HE y x0
136 have "h' (x1 + x2) = h y + a * xi"
137 by (rule h'_definite)
138 also have "\<dots> = h (y1 + y2) + (a1 + a2) * xi"
140 also from y1 y2 have "h (y1 + y2) = h y1 + h y2"
142 also have "\<dots> + (a1 + a2) * xi = (h y1 + a1 * xi) + (h y2 + a2 * xi)"
143 by (simp add: left_distrib)
144 also from h'_def x1_rep E HE y1 x0
145 have "h y1 + a1 * xi = h' x1"
146 by (rule h'_definite [symmetric])
147 also from h'_def x2_rep E HE y2 x0
148 have "h y2 + a2 * xi = h' x2"
149 by (rule h'_definite [symmetric])
150 finally show ?thesis .
153 fix x1 c assume x1: "x1 \<in> H'"
154 show "h' (c \<cdot> x1) = c * (h' x1)"
156 from H' x1 have ax1: "c \<cdot> x1 \<in> H'"
157 by (rule vectorspace.mult_closed)
158 with x1 obtain y a y1 a1 where
159 cx1_rep: "c \<cdot> x1 = y + a \<cdot> x0" and y: "y \<in> H"
160 and x1_rep: "x1 = y1 + a1 \<cdot> x0" and y1: "y1 \<in> H"
161 unfolding H'_def sum_def lin_def by blast
163 have ya: "c \<cdot> y1 = y \<and> c * a1 = a" using E HE _ y x0
164 proof (rule decomp_H')
165 from HE y1 show "c \<cdot> y1 \<in> H"
166 by (rule subspace.mult_closed)
168 have "x0 \<in> E" "y \<in> E" "y1 \<in> E" by auto
169 with x1_rep have "c \<cdot> y1 + (c * a1) \<cdot> x0 = c \<cdot> x1"
170 by (simp add: mult_assoc add_mult_distrib1)
172 finally show "c \<cdot> y1 + (c * a1) \<cdot> x0 = y + a \<cdot> x0" .
175 from h'_def cx1_rep E HE y x0 have "h' (c \<cdot> x1) = h y + a * xi"
176 by (rule h'_definite)
177 also have "\<dots> = h (c \<cdot> y1) + (c * a1) * xi"
179 also from y1 have "h (c \<cdot> y1) = c * h y1"
181 also have "\<dots> + (c * a1) * xi = c * (h y1 + a1 * xi)"
182 by (simp only: right_distrib)
183 also from h'_def x1_rep E HE y1 x0 have "h y1 + a1 * xi = h' x1"
184 by (rule h'_definite [symmetric])
185 finally show ?thesis .
191 text {* \medskip The linear extension @{text h'} of @{text h}
192 is bounded by the seminorm @{text p}. *}
195 assumes h'_def: "h' \<equiv> \<lambda>x. let (y, a) =
196 SOME (y, a). x = y + a \<cdot> x0 \<and> y \<in> H in h y + a * xi"
197 and H'_def: "H' \<equiv> H + lin x0"
198 and x0: "x0 \<notin> H" "x0 \<in> E" "x0 \<noteq> 0"
199 assumes E: "vectorspace E" and HE: "subspace H E"
200 and "seminorm E p" and "linearform H h"
201 assumes a: "\<forall>y \<in> H. h y \<le> p y"
202 and a': "\<forall>y \<in> H. - p (y + x0) - h y \<le> xi \<and> xi \<le> p (y + x0) - h y"
203 shows "\<forall>x \<in> H'. h' x \<le> p x"
205 interpret vectorspace E by fact
206 interpret subspace H E by fact
207 interpret seminorm E p by fact
208 interpret linearform H h by fact
211 fix x assume x': "x \<in> H'"
212 show "h' x \<le> p x"
214 from a' have a1: "\<forall>ya \<in> H. - p (ya + x0) - h ya \<le> xi"
215 and a2: "\<forall>ya \<in> H. xi \<le> p (ya + x0) - h ya" by auto
216 from x' obtain y a where
217 x_rep: "x = y + a \<cdot> x0" and y: "y \<in> H"
218 unfolding H'_def sum_def lin_def by blast
219 from y have y': "y \<in> E" ..
220 from y have ay: "inverse a \<cdot> y \<in> H" by simp
222 from h'_def x_rep E HE y x0 have "h' x = h y + a * xi"
223 by (rule h'_definite)
224 also have "\<dots> \<le> p (y + a \<cdot> x0)"
225 proof (rule linorder_cases)
227 then have "h y + a * xi = h y" by simp
228 also from a y have "\<dots> \<le> p y" ..
229 also from x0 y' z have "p y = p (y + a \<cdot> x0)" by simp
230 finally show ?thesis .
232 txt {* In the case @{text "a < 0"}, we use @{text "a\<^sub>1"}
233 with @{text ya} taken as @{text "y / a"}: *}
234 assume lz: "a < 0" then have nz: "a \<noteq> 0" by simp
236 have "- p (inverse a \<cdot> y + x0) - h (inverse a \<cdot> y) \<le> xi" ..
237 with lz have "a * xi \<le>
238 a * (- p (inverse a \<cdot> y + x0) - h (inverse a \<cdot> y))"
239 by (simp add: mult_left_mono_neg order_less_imp_le)
242 - a * (p (inverse a \<cdot> y + x0)) - a * (h (inverse a \<cdot> y))"
243 by (simp add: right_diff_distrib)
244 also from lz x0 y' have "- a * (p (inverse a \<cdot> y + x0)) =
245 p (a \<cdot> (inverse a \<cdot> y + x0))"
246 by (simp add: abs_homogenous)
247 also from nz x0 y' have "\<dots> = p (y + a \<cdot> x0)"
248 by (simp add: add_mult_distrib1 mult_assoc [symmetric])
249 also from nz y have "a * (h (inverse a \<cdot> y)) = h y"
251 finally have "a * xi \<le> p (y + a \<cdot> x0) - h y" .
252 then show ?thesis by simp
254 txt {* In the case @{text "a > 0"}, we use @{text "a\<^sub>2"}
255 with @{text ya} taken as @{text "y / a"}: *}
256 assume gz: "0 < a" then have nz: "a \<noteq> 0" by simp
258 have "xi \<le> p (inverse a \<cdot> y + x0) - h (inverse a \<cdot> y)" ..
259 with gz have "a * xi \<le>
260 a * (p (inverse a \<cdot> y + x0) - h (inverse a \<cdot> y))"
262 also have "\<dots> = a * p (inverse a \<cdot> y + x0) - a * h (inverse a \<cdot> y)"
263 by (simp add: right_diff_distrib)
265 have "a * p (inverse a \<cdot> y + x0) = p (a \<cdot> (inverse a \<cdot> y + x0))"
266 by (simp add: abs_homogenous)
267 also from nz x0 y' have "\<dots> = p (y + a \<cdot> x0)"
268 by (simp add: add_mult_distrib1 mult_assoc [symmetric])
269 also from nz y have "a * h (inverse a \<cdot> y) = h y"
271 finally have "a * xi \<le> p (y + a \<cdot> x0) - h y" .
272 then show ?thesis by simp
274 also from x_rep have "\<dots> = p x" by (simp only:)
275 finally show ?thesis .