Theory Linear_Algebra

theory Linear_Algebra
imports Euclidean_Space Infinite_Set
(*  Title:      HOL/Multivariate_Analysis/Linear_Algebra.thy
Author: Amine Chaieb, University of Cambridge
*)


header {* Elementary linear algebra on Euclidean spaces *}

theory Linear_Algebra
imports
Euclidean_Space
"~~/src/HOL/Library/Infinite_Set"
begin

lemma cond_application_beta: "(if b then f else g) x = (if b then f x else g x)"
by auto

notation inner (infix "•" 70)

lemma square_bound_lemma:
fixes x :: real
shows "x < (1 + x) * (1 + x)"
proof -
have "(x + 1/2)2 + 3/4 > 0"
using zero_le_power2[of "x+1/2"] by arith
then show ?thesis
by (simp add: field_simps power2_eq_square)
qed

lemma square_continuous:
fixes e :: real
shows "e > 0 ==> ∃d. 0 < d ∧ (∀y. abs (y - x) < d --> abs (y * y - x * x) < e)"
using isCont_power[OF isCont_ident, of x, unfolded isCont_def LIM_eq, rule_format, of e 2]
apply (auto simp add: power2_eq_square)
apply (rule_tac x="s" in exI)
apply auto
apply (erule_tac x=y in allE)
apply auto
done

lemma real_le_lsqrt: "0 ≤ x ==> 0 ≤ y ==> x ≤ y2 ==> sqrt x ≤ y"
using real_sqrt_le_iff[of x "y2"] by simp

lemma real_le_rsqrt: "x2 ≤ y ==> x ≤ sqrt y"
using real_sqrt_le_mono[of "x2" y] by simp

lemma real_less_rsqrt: "x2 < y ==> x < sqrt y"
using real_sqrt_less_mono[of "x2" y] by simp

lemma sqrt_even_pow2:
assumes n: "even n"
shows "sqrt (2 ^ n) = 2 ^ (n div 2)"
proof -
from n obtain m where m: "n = 2 * m"
unfolding even_mult_two_ex ..
from m have "sqrt (2 ^ n) = sqrt ((2 ^ m)2)"
by (simp only: power_mult[symmetric] mult_commute)
then show ?thesis
using m by simp
qed

lemma real_div_sqrt: "0 ≤ x ==> x / sqrt x = sqrt x"
apply (cases "x = 0")
apply simp_all
using sqrt_divide_self_eq[of x]
apply (simp add: inverse_eq_divide field_simps)
done

text{* Hence derive more interesting properties of the norm. *}

lemma norm_eq_0_dot: "norm x = 0 <-> x • x = (0::real)"
by simp (* TODO: delete *)

lemma norm_triangle_sub:
fixes x y :: "'a::real_normed_vector"
shows "norm x ≤ norm y + norm (x - y)"
using norm_triangle_ineq[of "y" "x - y"] by (simp add: field_simps)

lemma norm_le: "norm x ≤ norm y <-> x • x ≤ y • y"
by (simp add: norm_eq_sqrt_inner)

lemma norm_lt: "norm x < norm y <-> x • x < y • y"
by (simp add: norm_eq_sqrt_inner)

lemma norm_eq: "norm x = norm y <-> x • x = y • y"
apply (subst order_eq_iff)
apply (auto simp: norm_le)
done

lemma norm_eq_1: "norm x = 1 <-> x • x = 1"
by (simp add: norm_eq_sqrt_inner)

text{* Squaring equations and inequalities involving norms. *}

lemma dot_square_norm: "x • x = (norm x)2"
by (simp only: power2_norm_eq_inner) (* TODO: move? *)

lemma norm_eq_square: "norm x = a <-> 0 ≤ a ∧ x • x = a2"
by (auto simp add: norm_eq_sqrt_inner)

lemma real_abs_le_square_iff: "¦x¦ ≤ ¦y¦ <-> (x::real)2 ≤ y2"
proof
assume "¦x¦ ≤ ¦y¦"
then have "¦x¦2 ≤ ¦y¦2" by (rule power_mono, simp)
then show "x2 ≤ y2" by simp
next
assume "x2 ≤ y2"
then have "sqrt (x2) ≤ sqrt (y2)" by (rule real_sqrt_le_mono)
then show "¦x¦ ≤ ¦y¦" by simp
qed

lemma norm_le_square: "norm x ≤ a <-> 0 ≤ a ∧ x • x ≤ a2"
apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
using norm_ge_zero[of x]
apply arith
done

lemma norm_ge_square: "norm x ≥ a <-> a ≤ 0 ∨ x • x ≥ a2"
apply (simp add: dot_square_norm real_abs_le_square_iff[symmetric])
using norm_ge_zero[of x]
apply arith
done

lemma norm_lt_square: "norm x < a <-> 0 < a ∧ x • x < a2"
by (metis not_le norm_ge_square)

lemma norm_gt_square: "norm x > a <-> a < 0 ∨ x • x > a2"
by (metis norm_le_square not_less)

text{* Dot product in terms of the norm rather than conversely. *}

lemmas inner_simps = inner_add_left inner_add_right inner_diff_right inner_diff_left
inner_scaleR_left inner_scaleR_right

lemma dot_norm: "x • y = ((norm (x + y))2 - (norm x)2 - (norm y)2) / 2"
unfolding power2_norm_eq_inner inner_simps inner_commute by auto

lemma dot_norm_neg: "x • y = (((norm x)2 + (norm y)2) - (norm (x - y))2) / 2"
unfolding power2_norm_eq_inner inner_simps inner_commute
by (auto simp add: algebra_simps)

text{* Equality of vectors in terms of @{term "op •"} products. *}

lemma vector_eq: "x = y <-> x • x = x • y ∧ y • y = x • x"
(is "?lhs <-> ?rhs")
proof
assume ?lhs
then show ?rhs by simp
next
assume ?rhs
then have "x • x - x • y = 0 ∧ x • y - y • y = 0"
by simp
then have "x • (x - y) = 0 ∧ y • (x - y) = 0"
by (simp add: inner_diff inner_commute)
then have "(x - y) • (x - y) = 0"
by (simp add: field_simps inner_diff inner_commute)
then show "x = y" by simp
qed

lemma norm_triangle_half_r:
"norm (y - x1) < e / 2 ==> norm (y - x2) < e / 2 ==> norm (x1 - x2) < e"
using dist_triangle_half_r unfolding dist_norm[symmetric] by auto

lemma norm_triangle_half_l:
assumes "norm (x - y) < e / 2"
and "norm (x' - y) < e / 2"
shows "norm (x - x') < e"
using dist_triangle_half_l[OF assms[unfolded dist_norm[symmetric]]]
unfolding dist_norm[symmetric] .

lemma norm_triangle_le: "norm x + norm y ≤ e ==> norm (x + y) ≤ e"
by (rule norm_triangle_ineq [THEN order_trans])

lemma norm_triangle_lt: "norm x + norm y < e ==> norm (x + y) < e"
by (rule norm_triangle_ineq [THEN le_less_trans])

lemma setsum_clauses:
shows "setsum f {} = 0"
and "finite S ==> setsum f (insert x S) = (if x ∈ S then setsum f S else f x + setsum f S)"
by (auto simp add: insert_absorb)

lemma setsum_norm_le:
fixes f :: "'a => 'b::real_normed_vector"
assumes fg: "∀x ∈ S. norm (f x) ≤ g x"
shows "norm (setsum f S) ≤ setsum g S"
by (rule order_trans [OF norm_setsum setsum_mono]) (simp add: fg)

lemma setsum_norm_bound:
fixes f :: "'a => 'b::real_normed_vector"
assumes fS: "finite S"
and K: "∀x ∈ S. norm (f x) ≤ K"
shows "norm (setsum f S) ≤ of_nat (card S) * K"
using setsum_norm_le[OF K] setsum_constant[symmetric]
by simp

lemma setsum_group:
assumes fS: "finite S" and fT: "finite T" and fST: "f ` S ⊆ T"
shows "setsum (λy. setsum g {x. x ∈ S ∧ f x = y}) T = setsum g S"
apply (subst setsum_image_gen[OF fS, of g f])
apply (rule setsum_mono_zero_right[OF fT fST])
apply (auto intro: setsum_0')
done

lemma vector_eq_ldot: "(∀x. x • y = x • z) <-> y = z"
proof
assume "∀x. x • y = x • z"
then have "∀x. x • (y - z) = 0"
by (simp add: inner_diff)
then have "(y - z) • (y - z) = 0" ..
then show "y = z" by simp
qed simp

lemma vector_eq_rdot: "(∀z. x • z = y • z) <-> x = y"
proof
assume "∀z. x • z = y • z"
then have "∀z. (x - y) • z = 0"
by (simp add: inner_diff)
then have "(x - y) • (x - y) = 0" ..
then show "x = y" by simp
qed simp


subsection {* Orthogonality. *}

context real_inner
begin

definition "orthogonal x y <-> x • y = 0"

lemma orthogonal_clauses:
"orthogonal a 0"
"orthogonal a x ==> orthogonal a (c *R x)"
"orthogonal a x ==> orthogonal a (- x)"
"orthogonal a x ==> orthogonal a y ==> orthogonal a (x + y)"
"orthogonal a x ==> orthogonal a y ==> orthogonal a (x - y)"
"orthogonal 0 a"
"orthogonal x a ==> orthogonal (c *R x) a"
"orthogonal x a ==> orthogonal (- x) a"
"orthogonal x a ==> orthogonal y a ==> orthogonal (x + y) a"
"orthogonal x a ==> orthogonal y a ==> orthogonal (x - y) a"
unfolding orthogonal_def inner_add inner_diff by auto

end

lemma orthogonal_commute: "orthogonal x y <-> orthogonal y x"
by (simp add: orthogonal_def inner_commute)


subsection {* Linear functions. *}

lemma linear_iff:
"linear f <-> (∀x y. f (x + y) = f x + f y) ∧ (∀c x. f (c *R x) = c *R f x)"
(is "linear f <-> ?rhs")
proof
assume "linear f" then interpret f: linear f .
show "?rhs" by (simp add: f.add f.scaleR)
next
assume "?rhs" then show "linear f" by unfold_locales simp_all
qed

lemma linear_compose_cmul: "linear f ==> linear (λx. c *R f x)"
by (simp add: linear_iff algebra_simps)

lemma linear_compose_neg: "linear f ==> linear (λx. - f x)"
by (simp add: linear_iff)

lemma linear_compose_add: "linear f ==> linear g ==> linear (λx. f x + g x)"
by (simp add: linear_iff algebra_simps)

lemma linear_compose_sub: "linear f ==> linear g ==> linear (λx. f x - g x)"
by (simp add: linear_iff algebra_simps)

lemma linear_compose: "linear f ==> linear g ==> linear (g o f)"
by (simp add: linear_iff)

lemma linear_id: "linear id"
by (simp add: linear_iff id_def)

lemma linear_zero: "linear (λx. 0)"
by (simp add: linear_iff)

lemma linear_compose_setsum:
assumes fS: "finite S"
and lS: "∀a ∈ S. linear (f a)"
shows "linear (λx. setsum (λa. f a x) S)"
using lS
apply (induct rule: finite_induct[OF fS])
apply (auto simp add: linear_zero intro: linear_compose_add)
done

lemma linear_0: "linear f ==> f 0 = 0"
unfolding linear_iff
apply clarsimp
apply (erule allE[where x="0::'a"])
apply simp
done

lemma linear_cmul: "linear f ==> f (c *R x) = c *R f x"
by (simp add: linear_iff)

lemma linear_neg: "linear f ==> f (- x) = - f x"
using linear_cmul [where c="-1"] by simp

lemma linear_add: "linear f ==> f (x + y) = f x + f y"
by (metis linear_iff)

lemma linear_sub: "linear f ==> f (x - y) = f x - f y"
by (simp add: diff_minus linear_add linear_neg)

lemma linear_setsum:
assumes lin: "linear f"
and fin: "finite S"
shows "f (setsum g S) = setsum (f o g) S"
using fin
proof induct
case empty
then show ?case
by (simp add: linear_0[OF lin])
next
case (insert x F)
have "f (setsum g (insert x F)) = f (g x + setsum g F)"
using insert.hyps by simp
also have "… = f (g x) + f (setsum g F)"
using linear_add[OF lin] by simp
also have "… = setsum (f o g) (insert x F)"
using insert.hyps by simp
finally show ?case .
qed

lemma linear_setsum_mul:
assumes lin: "linear f"
and fin: "finite S"
shows "f (setsum (λi. c i *R v i) S) = setsum (λi. c i *R f (v i)) S"
using linear_setsum[OF lin fin, of "λi. c i *R v i" , unfolded o_def] linear_cmul[OF lin]
by simp

lemma linear_injective_0:
assumes lin: "linear f"
shows "inj f <-> (∀x. f x = 0 --> x = 0)"
proof -
have "inj f <-> (∀ x y. f x = f y --> x = y)"
by (simp add: inj_on_def)
also have "… <-> (∀ x y. f x - f y = 0 --> x - y = 0)"
by simp
also have "… <-> (∀ x y. f (x - y) = 0 --> x - y = 0)"
by (simp add: linear_sub[OF lin])
also have "… <-> (∀ x. f x = 0 --> x = 0)"
by auto
finally show ?thesis .
qed


subsection {* Bilinear functions. *}

definition "bilinear f <-> (∀x. linear (λy. f x y)) ∧ (∀y. linear (λx. f x y))"

lemma bilinear_ladd: "bilinear h ==> h (x + y) z = h x z + h y z"
by (simp add: bilinear_def linear_iff)

lemma bilinear_radd: "bilinear h ==> h x (y + z) = h x y + h x z"
by (simp add: bilinear_def linear_iff)

lemma bilinear_lmul: "bilinear h ==> h (c *R x) y = c *R h x y"
by (simp add: bilinear_def linear_iff)

lemma bilinear_rmul: "bilinear h ==> h x (c *R y) = c *R h x y"
by (simp add: bilinear_def linear_iff)

lemma bilinear_lneg: "bilinear h ==> h (- x) y = - h x y"
by (simp only: scaleR_minus1_left [symmetric] bilinear_lmul)

lemma bilinear_rneg: "bilinear h ==> h x (- y) = - h x y"
by (simp only: scaleR_minus1_left [symmetric] bilinear_rmul)

lemma (in ab_group_add) eq_add_iff: "x = x + y <-> y = 0"
using add_imp_eq[of x y 0] by auto

lemma bilinear_lzero:
assumes "bilinear h"
shows "h 0 x = 0"
using bilinear_ladd [OF assms, of 0 0 x] by (simp add: eq_add_iff field_simps)

lemma bilinear_rzero:
assumes "bilinear h"
shows "h x 0 = 0"
using bilinear_radd [OF assms, of x 0 0 ] by (simp add: eq_add_iff field_simps)

lemma bilinear_lsub: "bilinear h ==> h (x - y) z = h x z - h y z"
by (simp add: diff_minus bilinear_ladd bilinear_lneg)

lemma bilinear_rsub: "bilinear h ==> h z (x - y) = h z x - h z y"
by (simp add: diff_minus bilinear_radd bilinear_rneg)

lemma bilinear_setsum:
assumes bh: "bilinear h"
and fS: "finite S"
and fT: "finite T"
shows "h (setsum f S) (setsum g T) = setsum (λ(i,j). h (f i) (g j)) (S × T) "
proof -
have "h (setsum f S) (setsum g T) = setsum (λx. h (f x) (setsum g T)) S"
apply (rule linear_setsum[unfolded o_def])
using bh fS
apply (auto simp add: bilinear_def)
done
also have "… = setsum (λx. setsum (λy. h (f x) (g y)) T) S"
apply (rule setsum_cong, simp)
apply (rule linear_setsum[unfolded o_def])
using bh fT
apply (auto simp add: bilinear_def)
done
finally show ?thesis
unfolding setsum_cartesian_product .
qed


subsection {* Adjoints. *}

definition "adjoint f = (SOME f'. ∀x y. f x • y = x • f' y)"

lemma adjoint_unique:
assumes "∀x y. inner (f x) y = inner x (g y)"
shows "adjoint f = g"
unfolding adjoint_def
proof (rule some_equality)
show "∀x y. inner (f x) y = inner x (g y)"
by (rule assms)
next
fix h
assume "∀x y. inner (f x) y = inner x (h y)"
then have "∀x y. inner x (g y) = inner x (h y)"
using assms by simp
then have "∀x y. inner x (g y - h y) = 0"
by (simp add: inner_diff_right)
then have "∀y. inner (g y - h y) (g y - h y) = 0"
by simp
then have "∀y. h y = g y"
by simp
then show "h = g" by (simp add: ext)
qed

text {* TODO: The following lemmas about adjoints should hold for any
Hilbert space (i.e. complete inner product space).
(see \url{http://en.wikipedia.org/wiki/Hermitian_adjoint})
*}


lemma adjoint_works:
fixes f:: "'n::euclidean_space => 'm::euclidean_space"
assumes lf: "linear f"
shows "x • adjoint f y = f x • y"
proof -
have "∀y. ∃w. ∀x. f x • y = x • w"
proof (intro allI exI)
fix y :: "'m" and x
let ?w = "(∑i∈Basis. (f i • y) *R i) :: 'n"
have "f x • y = f (∑i∈Basis. (x • i) *R i) • y"
by (simp add: euclidean_representation)
also have "… = (∑i∈Basis. (x • i) *R f i) • y"
unfolding linear_setsum[OF lf finite_Basis]
by (simp add: linear_cmul[OF lf])
finally show "f x • y = x • ?w"
by (simp add: inner_setsum_left inner_setsum_right mult_commute)
qed
then show ?thesis
unfolding adjoint_def choice_iff
by (intro someI2_ex[where Q="λf'. x • f' y = f x • y"]) auto
qed

lemma adjoint_clauses:
fixes f:: "'n::euclidean_space => 'm::euclidean_space"
assumes lf: "linear f"
shows "x • adjoint f y = f x • y"
and "adjoint f y • x = y • f x"
by (simp_all add: adjoint_works[OF lf] inner_commute)

lemma adjoint_linear:
fixes f:: "'n::euclidean_space => 'm::euclidean_space"
assumes lf: "linear f"
shows "linear (adjoint f)"
by (simp add: lf linear_iff euclidean_eq_iff[where 'a='n] euclidean_eq_iff[where 'a='m]
adjoint_clauses[OF lf] inner_distrib)

lemma adjoint_adjoint:
fixes f:: "'n::euclidean_space => 'm::euclidean_space"
assumes lf: "linear f"
shows "adjoint (adjoint f) = f"
by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])


subsection {* Interlude: Some properties of real sets *}

lemma seq_mono_lemma:
assumes "∀(n::nat) ≥ m. (d n :: real) < e n"
and "∀n ≥ m. e n ≤ e m"
shows "∀n ≥ m. d n < e m"
using assms
apply auto
apply (erule_tac x="n" in allE)
apply (erule_tac x="n" in allE)
apply auto
done

lemma infinite_enumerate:
assumes fS: "infinite S"
shows "∃r. subseq r ∧ (∀n. r n ∈ S)"
unfolding subseq_def
using enumerate_in_set[OF fS] enumerate_mono[of _ _ S] fS by auto

lemma approachable_lt_le: "(∃(d::real)>0. ∀x. f x < d --> P x) <-> (∃d>0. ∀x. f x ≤ d --> P x)"
apply auto
apply (rule_tac x="d/2" in exI)
apply auto
done

lemma triangle_lemma:
fixes x y z :: real
assumes x: "0 ≤ x"
and y: "0 ≤ y"
and z: "0 ≤ z"
and xy: "x2 ≤ y2 + z2"
shows "x ≤ y + z"
proof -
have "y2 + z2 ≤ y2 + 2 *y * z + z2"
using z y by (simp add: mult_nonneg_nonneg)
with xy have th: "x2 ≤ (y + z)2"
by (simp add: power2_eq_square field_simps)
from y z have yz: "y + z ≥ 0"
by arith
from power2_le_imp_le[OF th yz] show ?thesis .
qed


subsection {* A generic notion of "hull" (convex, affine, conic hull and closure). *}

definition hull :: "('a set => bool) => 'a set => 'a set" (infixl "hull" 75)
where "S hull s = \<Inter>{t. S t ∧ s ⊆ t}"

lemma hull_same: "S s ==> S hull s = s"
unfolding hull_def by auto

lemma hull_in: "(!!T. Ball T S ==> S (\<Inter>T)) ==> S (S hull s)"
unfolding hull_def Ball_def by auto

lemma hull_eq: "(!!T. Ball T S ==> S (\<Inter>T)) ==> (S hull s) = s <-> S s"
using hull_same[of S s] hull_in[of S s] by metis

lemma hull_hull: "S hull (S hull s) = S hull s"
unfolding hull_def by blast

lemma hull_subset[intro]: "s ⊆ (S hull s)"
unfolding hull_def by blast

lemma hull_mono: "s ⊆ t ==> (S hull s) ⊆ (S hull t)"
unfolding hull_def by blast

lemma hull_antimono: "∀x. S x --> T x ==> (T hull s) ⊆ (S hull s)"
unfolding hull_def by blast

lemma hull_minimal: "s ⊆ t ==> S t ==> (S hull s) ⊆ t"
unfolding hull_def by blast

lemma subset_hull: "S t ==> S hull s ⊆ t <-> s ⊆ t"
unfolding hull_def by blast

lemma hull_UNIV: "S hull UNIV = UNIV"
unfolding hull_def by auto

lemma hull_unique: "s ⊆ t ==> S t ==> (!!t'. s ⊆ t' ==> S t' ==> t ⊆ t') ==> (S hull s = t)"
unfolding hull_def by auto

lemma hull_induct: "(!!x. x∈ S ==> P x) ==> Q {x. P x} ==> ∀x∈ Q hull S. P x"
using hull_minimal[of S "{x. P x}" Q]
by (auto simp add: subset_eq)

lemma hull_inc: "x ∈ S ==> x ∈ P hull S"
by (metis hull_subset subset_eq)

lemma hull_union_subset: "(S hull s) ∪ (S hull t) ⊆ (S hull (s ∪ t))"
unfolding Un_subset_iff by (metis hull_mono Un_upper1 Un_upper2)

lemma hull_union:
assumes T: "!!T. Ball T S ==> S (\<Inter>T)"
shows "S hull (s ∪ t) = S hull (S hull s ∪ S hull t)"
apply rule
apply (rule hull_mono)
unfolding Un_subset_iff
apply (metis hull_subset Un_upper1 Un_upper2 subset_trans)
apply (rule hull_minimal)
apply (metis hull_union_subset)
apply (metis hull_in T)
done

lemma hull_redundant_eq: "a ∈ (S hull s) <-> (S hull (insert a s) = S hull s)"
unfolding hull_def by blast

lemma hull_redundant: "a ∈ (S hull s) ==> (S hull (insert a s) = S hull s)"
by (metis hull_redundant_eq)


subsection {* Archimedean properties and useful consequences *}

lemma real_arch_simple: "∃n. x ≤ real (n::nat)"
unfolding real_of_nat_def by (rule ex_le_of_nat)

lemma real_arch_inv: "0 < e <-> (∃n::nat. n ≠ 0 ∧ 0 < inverse (real n) ∧ inverse (real n) < e)"
using reals_Archimedean
apply (auto simp add: field_simps)
apply (subgoal_tac "inverse (real n) > 0")
apply arith
apply simp
done

lemma real_pow_lbound: "0 ≤ x ==> 1 + real n * x ≤ (1 + x) ^ n"
proof (induct n)
case 0
then show ?case by simp
next
case (Suc n)
then have h: "1 + real n * x ≤ (1 + x) ^ n"
by simp
from h have p: "1 ≤ (1 + x) ^ n"
using Suc.prems by simp
from h have "1 + real n * x + x ≤ (1 + x) ^ n + x"
by simp
also have "… ≤ (1 + x) ^ Suc n"
apply (subst diff_le_0_iff_le[symmetric])
apply (simp add: field_simps)
using mult_left_mono[OF p Suc.prems]
apply simp
done
finally show ?case
by (simp add: real_of_nat_Suc field_simps)
qed

lemma real_arch_pow:
fixes x :: real
assumes x: "1 < x"
shows "∃n. y < x^n"
proof -
from x have x0: "x - 1 > 0"
by arith
from reals_Archimedean3[OF x0, rule_format, of y]
obtain n :: nat where n: "y < real n * (x - 1)" by metis
from x0 have x00: "x- 1 ≥ 0" by arith
from real_pow_lbound[OF x00, of n] n
have "y < x^n" by auto
then show ?thesis by metis
qed

lemma real_arch_pow2:
fixes x :: real
shows "∃n. x < 2^ n"
using real_arch_pow[of 2 x] by simp

lemma real_arch_pow_inv:
fixes x y :: real
assumes y: "y > 0"
and x1: "x < 1"
shows "∃n. x^n < y"
proof (cases "x > 0")
case True
with x1 have ix: "1 < 1/x" by (simp add: field_simps)
from real_arch_pow[OF ix, of "1/y"]
obtain n where n: "1/y < (1/x)^n" by blast
then show ?thesis using y `x > 0`
by (auto simp add: field_simps power_divide)
next
case False
with y x1 show ?thesis
apply auto
apply (rule exI[where x=1])
apply auto
done
qed

lemma forall_pos_mono:
"(!!d e::real. d < e ==> P d ==> P e) ==>
(!!n::nat. n ≠ 0 ==> P (inverse (real n))) ==> (!!e. 0 < e ==> P e)"

by (metis real_arch_inv)

lemma forall_pos_mono_1:
"(!!d e::real. d < e ==> P d ==> P e) ==>
(!!n. P (inverse (real (Suc n)))) ==> 0 < e ==> P e"

apply (rule forall_pos_mono)
apply auto
apply (atomize)
apply (erule_tac x="n - 1" in allE)
apply auto
done

lemma real_archimedian_rdiv_eq_0:
assumes x0: "x ≥ 0"
and c: "c ≥ 0"
and xc: "∀(m::nat)>0. real m * x ≤ c"
shows "x = 0"
proof (rule ccontr)
assume "x ≠ 0"
with x0 have xp: "x > 0" by arith
from reals_Archimedean3[OF xp, rule_format, of c]
obtain n :: nat where n: "c < real n * x"
by blast
with xc[rule_format, of n] have "n = 0"
by arith
with n c show False
by simp
qed


subsection{* A bit of linear algebra. *}

definition (in real_vector) subspace :: "'a set => bool"
where "subspace S <-> 0 ∈ S ∧ (∀x∈ S. ∀y ∈S. x + y ∈ S) ∧ (∀c. ∀x ∈S. c *R x ∈S )"

definition (in real_vector) "span S = (subspace hull S)"
definition (in real_vector) "dependent S <-> (∃a ∈ S. a ∈ span (S - {a}))"
abbreviation (in real_vector) "independent s ≡ ¬ dependent s"

text {* Closure properties of subspaces. *}

lemma subspace_UNIV[simp]: "subspace UNIV"
by (simp add: subspace_def)

lemma (in real_vector) subspace_0: "subspace S ==> 0 ∈ S"
by (metis subspace_def)

lemma (in real_vector) subspace_add: "subspace S ==> x ∈ S ==> y ∈ S ==> x + y ∈ S"
by (metis subspace_def)

lemma (in real_vector) subspace_mul: "subspace S ==> x ∈ S ==> c *R x ∈ S"
by (metis subspace_def)

lemma subspace_neg: "subspace S ==> x ∈ S ==> - x ∈ S"
by (metis scaleR_minus1_left subspace_mul)

lemma subspace_sub: "subspace S ==> x ∈ S ==> y ∈ S ==> x - y ∈ S"
by (metis diff_minus subspace_add subspace_neg)

lemma (in real_vector) subspace_setsum:
assumes sA: "subspace A"
and fB: "finite B"
and f: "∀x∈ B. f x ∈ A"
shows "setsum f B ∈ A"
using fB f sA
by (induct rule: finite_induct[OF fB])
(simp add: subspace_def sA, auto simp add: sA subspace_add)

lemma subspace_linear_image:
assumes lf: "linear f"
and sS: "subspace S"
shows "subspace (f ` S)"
using lf sS linear_0[OF lf]
unfolding linear_iff subspace_def
apply (auto simp add: image_iff)
apply (rule_tac x="x + y" in bexI)
apply auto
apply (rule_tac x="c *R x" in bexI)
apply auto
done

lemma subspace_linear_vimage: "linear f ==> subspace S ==> subspace (f -` S)"
by (auto simp add: subspace_def linear_iff linear_0[of f])

lemma subspace_linear_preimage: "linear f ==> subspace S ==> subspace {x. f x ∈ S}"
by (auto simp add: subspace_def linear_iff linear_0[of f])

lemma subspace_trivial: "subspace {0}"
by (simp add: subspace_def)

lemma (in real_vector) subspace_inter: "subspace A ==> subspace B ==> subspace (A ∩ B)"
by (simp add: subspace_def)

lemma subspace_Times: "subspace A ==> subspace B ==> subspace (A × B)"
unfolding subspace_def zero_prod_def by simp

text {* Properties of span. *}

lemma (in real_vector) span_mono: "A ⊆ B ==> span A ⊆ span B"
by (metis span_def hull_mono)

lemma (in real_vector) subspace_span: "subspace (span S)"
unfolding span_def
apply (rule hull_in)
apply (simp only: subspace_def Inter_iff Int_iff subset_eq)
apply auto
done

lemma (in real_vector) span_clauses:
"a ∈ S ==> a ∈ span S"
"0 ∈ span S"
"x∈ span S ==> y ∈ span S ==> x + y ∈ span S"
"x ∈ span S ==> c *R x ∈ span S"
by (metis span_def hull_subset subset_eq) (metis subspace_span subspace_def)+

lemma span_unique:
"S ⊆ T ==> subspace T ==> (!!T'. S ⊆ T' ==> subspace T' ==> T ⊆ T') ==> span S = T"
unfolding span_def by (rule hull_unique)

lemma span_minimal: "S ⊆ T ==> subspace T ==> span S ⊆ T"
unfolding span_def by (rule hull_minimal)

lemma (in real_vector) span_induct:
assumes x: "x ∈ span S"
and P: "subspace P"
and SP: "!!x. x ∈ S ==> x ∈ P"
shows "x ∈ P"
proof -
from SP have SP': "S ⊆ P"
by (simp add: subset_eq)
from x hull_minimal[where S=subspace, OF SP' P, unfolded span_def[symmetric]]
show "x ∈ P"
by (metis subset_eq)
qed

lemma span_empty[simp]: "span {} = {0}"
apply (simp add: span_def)
apply (rule hull_unique)
apply (auto simp add: subspace_def)
done

lemma (in real_vector) independent_empty[intro]: "independent {}"
by (simp add: dependent_def)

lemma dependent_single[simp]: "dependent {x} <-> x = 0"
unfolding dependent_def by auto

lemma (in real_vector) independent_mono: "independent A ==> B ⊆ A ==> independent B"
apply (clarsimp simp add: dependent_def span_mono)
apply (subgoal_tac "span (B - {a}) ≤ span (A - {a})")
apply force
apply (rule span_mono)
apply auto
done

lemma (in real_vector) span_subspace: "A ⊆ B ==> B ≤ span A ==> subspace B ==> span A = B"
by (metis order_antisym span_def hull_minimal)

lemma (in real_vector) span_induct':
assumes SP: "∀x ∈ S. P x"
and P: "subspace {x. P x}"
shows "∀x ∈ span S. P x"
using span_induct SP P by blast

inductive_set (in real_vector) span_induct_alt_help for S:: "'a set"
where
span_induct_alt_help_0: "0 ∈ span_induct_alt_help S"
| span_induct_alt_help_S:
"x ∈ S ==> z ∈ span_induct_alt_help S ==>
(c *R x + z) ∈ span_induct_alt_help S"


lemma span_induct_alt':
assumes h0: "h 0"
and hS: "!!c x y. x ∈ S ==> h y ==> h (c *R x + y)"
shows "∀x ∈ span S. h x"
proof -
{
fix x :: 'a
assume x: "x ∈ span_induct_alt_help S"
have "h x"
apply (rule span_induct_alt_help.induct[OF x])
apply (rule h0)
apply (rule hS)
apply assumption
apply assumption
done
}
note th0 = this
{
fix x
assume x: "x ∈ span S"
have "x ∈ span_induct_alt_help S"
proof (rule span_induct[where x=x and S=S])
show "x ∈ span S" by (rule x)
next
fix x
assume xS: "x ∈ S"
from span_induct_alt_help_S[OF xS span_induct_alt_help_0, of 1]
show "x ∈ span_induct_alt_help S"
by simp
next
have "0 ∈ span_induct_alt_help S" by (rule span_induct_alt_help_0)
moreover
{
fix x y
assume h: "x ∈ span_induct_alt_help S" "y ∈ span_induct_alt_help S"
from h have "(x + y) ∈ span_induct_alt_help S"
apply (induct rule: span_induct_alt_help.induct)
apply simp
unfolding add_assoc
apply (rule span_induct_alt_help_S)
apply assumption
apply simp
done
}
moreover
{
fix c x
assume xt: "x ∈ span_induct_alt_help S"
then have "(c *R x) ∈ span_induct_alt_help S"
apply (induct rule: span_induct_alt_help.induct)
apply (simp add: span_induct_alt_help_0)
apply (simp add: scaleR_right_distrib)
apply (rule span_induct_alt_help_S)
apply assumption
apply simp
done }
ultimately show "subspace (span_induct_alt_help S)"
unfolding subspace_def Ball_def by blast
qed
}
with th0 show ?thesis by blast
qed

lemma span_induct_alt:
assumes h0: "h 0"
and hS: "!!c x y. x ∈ S ==> h y ==> h (c *R x + y)"
and x: "x ∈ span S"
shows "h x"
using span_induct_alt'[of h S] h0 hS x by blast

text {* Individual closure properties. *}

lemma span_span: "span (span A) = span A"
unfolding span_def hull_hull ..

lemma (in real_vector) span_superset: "x ∈ S ==> x ∈ span S"
by (metis span_clauses(1))

lemma (in real_vector) span_0: "0 ∈ span S"
by (metis subspace_span subspace_0)

lemma span_inc: "S ⊆ span S"
by (metis subset_eq span_superset)

lemma (in real_vector) dependent_0:
assumes "0 ∈ A"
shows "dependent A"
unfolding dependent_def
apply (rule_tac x=0 in bexI)
using assms span_0
apply auto
done

lemma (in real_vector) span_add: "x ∈ span S ==> y ∈ span S ==> x + y ∈ span S"
by (metis subspace_add subspace_span)

lemma (in real_vector) span_mul: "x ∈ span S ==> c *R x ∈ span S"
by (metis subspace_span subspace_mul)

lemma span_neg: "x ∈ span S ==> - x ∈ span S"
by (metis subspace_neg subspace_span)

lemma span_sub: "x ∈ span S ==> y ∈ span S ==> x - y ∈ span S"
by (metis subspace_span subspace_sub)

lemma (in real_vector) span_setsum: "finite A ==> ∀x ∈ A. f x ∈ span S ==> setsum f A ∈ span S"
by (rule subspace_setsum, rule subspace_span)

lemma span_add_eq: "x ∈ span S ==> x + y ∈ span S <-> y ∈ span S"
apply (auto simp only: span_add span_sub)
apply (subgoal_tac "(x + y) - x ∈ span S")
apply simp
apply (simp only: span_add span_sub)
done

text {* Mapping under linear image. *}

lemma image_subset_iff_subset_vimage: "f ` A ⊆ B <-> A ⊆ f -` B"
by auto (* TODO: move *)

lemma span_linear_image:
assumes lf: "linear f"
shows "span (f ` S) = f ` (span S)"
proof (rule span_unique)
show "f ` S ⊆ f ` span S"
by (intro image_mono span_inc)
show "subspace (f ` span S)"
using lf subspace_span by (rule subspace_linear_image)
next
fix T
assume "f ` S ⊆ T" and "subspace T"
then show "f ` span S ⊆ T"
unfolding image_subset_iff_subset_vimage
by (intro span_minimal subspace_linear_vimage lf)
qed

lemma span_union: "span (A ∪ B) = (λ(a, b). a + b) ` (span A × span B)"
proof (rule span_unique)
show "A ∪ B ⊆ (λ(a, b). a + b) ` (span A × span B)"
by safe (force intro: span_clauses)+
next
have "linear (λ(a, b). a + b)"
by (simp add: linear_iff scaleR_add_right)
moreover have "subspace (span A × span B)"
by (intro subspace_Times subspace_span)
ultimately show "subspace ((λ(a, b). a + b) ` (span A × span B))"
by (rule subspace_linear_image)
next
fix T
assume "A ∪ B ⊆ T" and "subspace T"
then show "(λ(a, b). a + b) ` (span A × span B) ⊆ T"
by (auto intro!: subspace_add elim: span_induct)
qed

text {* The key breakdown property. *}

lemma span_singleton: "span {x} = range (λk. k *R x)"
proof (rule span_unique)
show "{x} ⊆ range (λk. k *R x)"
by (fast intro: scaleR_one [symmetric])
show "subspace (range (λk. k *R x))"
unfolding subspace_def
by (auto intro: scaleR_add_left [symmetric])
next
fix T
assume "{x} ⊆ T" and "subspace T"
then show "range (λk. k *R x) ⊆ T"
unfolding subspace_def by auto
qed

lemma span_insert: "span (insert a S) = {x. ∃k. (x - k *R a) ∈ span S}"
proof -
have "span ({a} ∪ S) = {x. ∃k. (x - k *R a) ∈ span S}"
unfolding span_union span_singleton
apply safe
apply (rule_tac x=k in exI, simp)
apply (erule rev_image_eqI [OF SigmaI [OF rangeI]])
apply simp
apply (rule right_minus)
done
then show ?thesis by simp
qed

lemma span_breakdown:
assumes bS: "b ∈ S"
and aS: "a ∈ span S"
shows "∃k. a - k *R b ∈ span (S - {b})"
using assms span_insert [of b "S - {b}"]
by (simp add: insert_absorb)

lemma span_breakdown_eq: "x ∈ span (insert a S) <-> (∃k. x - k *R a ∈ span S)"
by (simp add: span_insert)

text {* Hence some "reversal" results. *}

lemma in_span_insert:
assumes a: "a ∈ span (insert b S)"
and na: "a ∉ span S"
shows "b ∈ span (insert a S)"
proof -
from span_breakdown[of b "insert b S" a, OF insertI1 a]
obtain k where k: "a - k*R b ∈ span (S - {b})" by auto
show ?thesis
proof (cases "k = 0")
case True
with k have "a ∈ span S"
apply (simp)
apply (rule set_rev_mp)
apply assumption
apply (rule span_mono)
apply blast
done
with na show ?thesis by blast
next
case False
have eq: "b = (1/k) *R a - ((1/k) *R a - b)" by simp
from False have eq': "(1/k) *R (a - k*R b) = (1/k) *R a - b"
by (simp add: algebra_simps)
from k have "(1/k) *R (a - k*R b) ∈ span (S - {b})"
by (rule span_mul)
then have th: "(1/k) *R a - b ∈ span (S - {b})"
unfolding eq' .
from k show ?thesis
apply (subst eq)
apply (rule span_sub)
apply (rule span_mul)
apply (rule span_superset)
apply blast
apply (rule set_rev_mp)
apply (rule th)
apply (rule span_mono)
using na
apply blast
done
qed
qed

lemma in_span_delete:
assumes a: "a ∈ span S"
and na: "a ∉ span (S - {b})"
shows "b ∈ span (insert a (S - {b}))"
apply (rule in_span_insert)
apply (rule set_rev_mp)
apply (rule a)
apply (rule span_mono)
apply blast
apply (rule na)
done

text {* Transitivity property. *}

lemma span_redundant: "x ∈ span S ==> span (insert x S) = span S"
unfolding span_def by (rule hull_redundant)

lemma span_trans:
assumes x: "x ∈ span S"
and y: "y ∈ span (insert x S)"
shows "y ∈ span S"
using assms by (simp only: span_redundant)

lemma span_insert_0[simp]: "span (insert 0 S) = span S"
by (simp only: span_redundant span_0)

text {* An explicit expansion is sometimes needed. *}

lemma span_explicit:
"span P = {y. ∃S u. finite S ∧ S ⊆ P ∧ setsum (λv. u v *R v) S = y}"
(is "_ = ?E" is "_ = {y. ?h y}" is "_ = {y. ∃S u. ?Q S u y}")
proof -
{
fix x
assume x: "x ∈ ?E"
then obtain S u where fS: "finite S" and SP: "S⊆P" and u: "setsum (λv. u v *R v) S = x"
by blast
have "x ∈ span P"
unfolding u[symmetric]
apply (rule span_setsum[OF fS])
using span_mono[OF SP]
apply (auto intro: span_superset span_mul)
done
}
moreover
have "∀x ∈ span P. x ∈ ?E"
proof (rule span_induct_alt')
show "0 ∈ Collect ?h"
unfolding mem_Collect_eq
apply (rule exI[where x="{}"])
apply simp
done
next
fix c x y
assume x: "x ∈ P"
assume hy: "y ∈ Collect ?h"
from hy obtain S u where fS: "finite S" and SP: "S⊆P"
and u: "setsum (λv. u v *R v) S = y" by blast
let ?S = "insert x S"
let ?u = "λy. if y = x then (if x ∈ S then u y + c else c) else u y"
from fS SP x have th0: "finite (insert x S)" "insert x S ⊆ P"
by blast+
have "?Q ?S ?u (c*R x + y)"
proof cases
assume xS: "x ∈ S"
have S1: "S = (S - {x}) ∪ {x}"
and Sss:"finite (S - {x})" "finite {x}" "(S - {x}) ∩ {x} = {}"
using xS fS by auto
have "setsum (λv. ?u v *R v) ?S =(∑v∈S - {x}. u v *R v) + (u x + c) *R x"
using xS
by (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]]
setsum_clauses(2)[OF fS] cong del: if_weak_cong)
also have "… = (∑v∈S. u v *R v) + c *R x"
apply (simp add: setsum_Un_disjoint[OF Sss, unfolded S1[symmetric]])
apply (simp add: algebra_simps)
done
also have "… = c*R x + y"
by (simp add: add_commute u)
finally have "setsum (λv. ?u v *R v) ?S = c*R x + y" .
then show ?thesis using th0 by blast
next
assume xS: "x ∉ S"
have th00: "(∑v∈S. (if v = x then c else u v) *R v) = y"
unfolding u[symmetric]
apply (rule setsum_cong2)
using xS
apply auto
done
show ?thesis using fS xS th0
by (simp add: th00 setsum_clauses add_commute cong del: if_weak_cong)
qed
then show "(c*R x + y) ∈ Collect ?h"
unfolding mem_Collect_eq
apply -
apply (rule exI[where x="?S"])
apply (rule exI[where x="?u"])
apply metis
done
qed
ultimately show ?thesis by blast
qed

lemma dependent_explicit:
"dependent P <-> (∃S u. finite S ∧ S ⊆ P ∧ (∃v∈S. u v ≠ 0 ∧ setsum (λv. u v *R v) S = 0))"
(is "?lhs = ?rhs")
proof -
{
assume dP: "dependent P"
then obtain a S u where aP: "a ∈ P" and fS: "finite S"
and SP: "S ⊆ P - {a}" and ua: "setsum (λv. u v *R v) S = a"
unfolding dependent_def span_explicit by blast
let ?S = "insert a S"
let ?u = "λy. if y = a then - 1 else u y"
let ?v = a
from aP SP have aS: "a ∉ S"
by blast
from fS SP aP have th0: "finite ?S" "?S ⊆ P" "?v ∈ ?S" "?u ?v ≠ 0"
by auto
have s0: "setsum (λv. ?u v *R v) ?S = 0"
using fS aS
apply (simp add: setsum_clauses field_simps)
apply (subst (2) ua[symmetric])
apply (rule setsum_cong2)
apply auto
done
with th0 have ?rhs
apply -
apply (rule exI[where x= "?S"])
apply (rule exI[where x= "?u"])
apply auto
done
}
moreover
{
fix S u v
assume fS: "finite S"
and SP: "S ⊆ P"
and vS: "v ∈ S"
and uv: "u v ≠ 0"
and u: "setsum (λv. u v *R v) S = 0"
let ?a = v
let ?S = "S - {v}"
let ?u = "λi. (- u i) / u v"
have th0: "?a ∈ P" "finite ?S" "?S ⊆ P"
using fS SP vS by auto
have "setsum (λv. ?u v *R v) ?S =
setsum (λv. (- (inverse (u ?a))) *R (u v *R v)) S - ?u v *R v"

using fS vS uv by (simp add: setsum_diff1 divide_inverse field_simps)
also have "… = ?a"
unfolding scaleR_right.setsum [symmetric] u using uv by simp
finally have "setsum (λv. ?u v *R v) ?S = ?a" .
with th0 have ?lhs
unfolding dependent_def span_explicit
apply -
apply (rule bexI[where x= "?a"])
apply (simp_all del: scaleR_minus_left)
apply (rule exI[where x= "?S"])
apply (auto simp del: scaleR_minus_left)
done
}
ultimately show ?thesis by blast
qed


lemma span_finite:
assumes fS: "finite S"
shows "span S = {y. ∃u. setsum (λv. u v *R v) S = y}"
(is "_ = ?rhs")
proof -
{
fix y
assume y: "y ∈ span S"
from y obtain S' u where fS': "finite S'"
and SS': "S' ⊆ S"
and u: "setsum (λv. u v *R v) S' = y"
unfolding span_explicit by blast
let ?u = "λx. if x ∈ S' then u x else 0"
have "setsum (λv. ?u v *R v) S = setsum (λv. u v *R v) S'"
using SS' fS by (auto intro!: setsum_mono_zero_cong_right)
then have "setsum (λv. ?u v *R v) S = y" by (metis u)
then have "y ∈ ?rhs" by auto
}
moreover
{
fix y u
assume u: "setsum (λv. u v *R v) S = y"
then have "y ∈ span S" using fS unfolding span_explicit by auto
}
ultimately show ?thesis by blast
qed

text {* This is useful for building a basis step-by-step. *}

lemma independent_insert:
"independent (insert a S) <->
(if a ∈ S then independent S else independent S ∧ a ∉ span S)"

(is "?lhs <-> ?rhs")
proof (cases "a ∈ S")
case True
then show ?thesis
using insert_absorb[OF True] by simp
next
case False
show ?thesis
proof
assume i: ?lhs
then show ?rhs
using False
apply simp
apply (rule conjI)
apply (rule independent_mono)
apply assumption
apply blast
apply (simp add: dependent_def)
done
next
assume i: ?rhs
show ?lhs
using i False
apply simp
apply (auto simp add: dependent_def)
apply (case_tac "aa = a")
apply auto
apply (subgoal_tac "insert a S - {aa} = insert a (S - {aa})")
apply simp
apply (subgoal_tac "a ∈ span (insert aa (S - {aa}))")
apply (subgoal_tac "insert aa (S - {aa}) = S")
apply simp
apply blast
apply (rule in_span_insert)
apply assumption
apply blast
apply blast
done
qed
qed

text {* The degenerate case of the Exchange Lemma. *}

lemma mem_delete: "x ∈ (A - {a}) <-> x ≠ a ∧ x ∈ A"
by blast

lemma spanning_subset_independent:
assumes BA: "B ⊆ A"
and iA: "independent A"
and AsB: "A ⊆ span B"
shows "A = B"
proof
show "B ⊆ A" by (rule BA)

from span_mono[OF BA] span_mono[OF AsB]
have sAB: "span A = span B" unfolding span_span by blast

{
fix x
assume x: "x ∈ A"
from iA have th0: "x ∉ span (A - {x})"
unfolding dependent_def using x by blast
from x have xsA: "x ∈ span A"
by (blast intro: span_superset)
have "A - {x} ⊆ A" by blast
then have th1: "span (A - {x}) ⊆ span A"
by (metis span_mono)
{
assume xB: "x ∉ B"
from xB BA have "B ⊆ A - {x}"
by blast
then have "span B ⊆ span (A - {x})"
by (metis span_mono)
with th1 th0 sAB have "x ∉ span A"
by blast
with x have False
by (metis span_superset)
}
then have "x ∈ B" by blast
}
then show "A ⊆ B" by blast
qed

text {* The general case of the Exchange Lemma, the key to what follows. *}

lemma exchange_lemma:
assumes f:"finite t"
and i: "independent s"
and sp: "s ⊆ span t"
shows "∃t'. card t' = card t ∧ finite t' ∧ s ⊆ t' ∧ t' ⊆ s ∪ t ∧ s ⊆ span t'"
using f i sp
proof (induct "card (t - s)" arbitrary: s t rule: less_induct)
case less
note ft = `finite t` and s = `independent s` and sp = `s ⊆ span t`
let ?P = "λt'. card t' = card t ∧ finite t' ∧ s ⊆ t' ∧ t' ⊆ s ∪ t ∧ s ⊆ span t'"
let ?ths = "∃t'. ?P t'"
{
assume st: "s ⊆ t"
from st ft span_mono[OF st]
have ?ths
apply -
apply (rule exI[where x=t])
apply (auto intro: span_superset)
done
}
moreover
{
assume st: "t ⊆ s"
from spanning_subset_independent[OF st s sp] st ft span_mono[OF st]
have ?ths
apply -
apply (rule exI[where x=t])
apply (auto intro: span_superset)
done
}
moreover
{
assume st: "¬ s ⊆ t" "¬ t ⊆ s"
from st(2) obtain b where b: "b ∈ t" "b ∉ s"
by blast
from b have "t - {b} - s ⊂ t - s"
by blast
then have cardlt: "card (t - {b} - s) < card (t - s)"
using ft by (auto intro: psubset_card_mono)
from b ft have ct0: "card t ≠ 0"
by auto
have ?ths
proof cases
assume stb: "s ⊆ span (t - {b})"
from ft have ftb: "finite (t - {b})"
by auto
from less(1)[OF cardlt ftb s stb]
obtain u where u: "card u = card (t - {b})" "s ⊆ u" "u ⊆ s ∪ (t - {b})" "s ⊆ span u"
and fu: "finite u" by blast
let ?w = "insert b u"
have th0: "s ⊆ insert b u"
using u by blast
from u(3) b have "u ⊆ s ∪ t"
by blast
then have th1: "insert b u ⊆ s ∪ t"
using u b by blast
have bu: "b ∉ u"
using b u by blast
from u(1) ft b have "card u = (card t - 1)"
by auto
then have th2: "card (insert b u) = card t"
using card_insert_disjoint[OF fu bu] ct0 by auto
from u(4) have "s ⊆ span u" .
also have "… ⊆ span (insert b u)"
by (rule span_mono) blast
finally have th3: "s ⊆ span (insert b u)" .
from th0 th1 th2 th3 fu have th: "?P ?w"
by blast
from th show ?thesis by blast
next
assume stb: "¬ s ⊆ span (t - {b})"
from stb obtain a where a: "a ∈ s" "a ∉ span (t - {b})"
by blast
have ab: "a ≠ b"
using a b by blast
have at: "a ∉ t"
using a ab span_superset[of a "t- {b}"] by auto
have mlt: "card ((insert a (t - {b})) - s) < card (t - s)"
using cardlt ft a b by auto
have ft': "finite (insert a (t - {b}))"
using ft by auto
{
fix x
assume xs: "x ∈ s"
have t: "t ⊆ insert b (insert a (t - {b}))"
using b by auto
from b(1) have "b ∈ span t"
by (simp add: span_superset)
have bs: "b ∈ span (insert a (t - {b}))"
apply (rule in_span_delete)
using a sp unfolding subset_eq
apply auto
done
from xs sp have "x ∈ span t"
by blast
with span_mono[OF t] have x: "x ∈ span (insert b (insert a (t - {b})))" ..
from span_trans[OF bs x] have "x ∈ span (insert a (t - {b}))" .
}
then have sp': "s ⊆ span (insert a (t - {b}))"
by blast
from less(1)[OF mlt ft' s sp'] obtain u where u:
"card u = card (insert a (t - {b}))"
"finite u" "s ⊆ u" "u ⊆ s ∪ insert a (t - {b})"
"s ⊆ span u" by blast
from u a b ft at ct0 have "?P u"
by auto
then show ?thesis by blast
qed
}
ultimately show ?ths by blast
qed

text {* This implies corresponding size bounds. *}

lemma independent_span_bound:
assumes f: "finite t"
and i: "independent s"
and sp: "s ⊆ span t"
shows "finite s ∧ card s ≤ card t"
by (metis exchange_lemma[OF f i sp] finite_subset card_mono)

lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x∈ (UNIV::'a::finite set)}"
proof -
have eq: "{f x |x. x∈ UNIV} = f ` UNIV"
by auto
show ?thesis unfolding eq
apply (rule finite_imageI)
apply (rule finite)
done
qed


subsection {* Euclidean Spaces as Typeclass *}

lemma independent_Basis: "independent Basis"
unfolding dependent_def
apply (subst span_finite)
apply simp
apply clarify
apply (drule_tac f="inner a" in arg_cong)
apply (simp add: inner_Basis inner_setsum_right eq_commute)
done

lemma span_Basis [simp]: "span Basis = UNIV"
unfolding span_finite [OF finite_Basis]
by (fast intro: euclidean_representation)

lemma in_span_Basis: "x ∈ span Basis"
unfolding span_Basis ..

lemma Basis_le_norm: "b ∈ Basis ==> ¦x • b¦ ≤ norm x"
by (rule order_trans [OF Cauchy_Schwarz_ineq2]) simp

lemma norm_bound_Basis_le: "b ∈ Basis ==> norm x ≤ e ==> ¦x • b¦ ≤ e"
by (metis Basis_le_norm order_trans)

lemma norm_bound_Basis_lt: "b ∈ Basis ==> norm x < e ==> ¦x • b¦ < e"
by (metis Basis_le_norm le_less_trans)

lemma norm_le_l1: "norm x ≤ (∑b∈Basis. ¦x • b¦)"
apply (subst euclidean_representation[of x, symmetric])
apply (rule order_trans[OF norm_setsum])
apply (auto intro!: setsum_mono)
done

lemma setsum_norm_allsubsets_bound:
fixes f:: "'a => 'n::euclidean_space"
assumes fP: "finite P"
and fPs: "!!Q. Q ⊆ P ==> norm (setsum f Q) ≤ e"
shows "(∑x∈P. norm (f x)) ≤ 2 * real DIM('n) * e"
proof -
have "(∑x∈P. norm (f x)) ≤ (∑x∈P. ∑b∈Basis. ¦f x • b¦)"
by (rule setsum_mono) (rule norm_le_l1)
also have "(∑x∈P. ∑b∈Basis. ¦f x • b¦) = (∑b∈Basis. ∑x∈P. ¦f x • b¦)"
by (rule setsum_commute)
also have "… ≤ of_nat (card (Basis :: 'n set)) * (2 * e)"
proof (rule setsum_bounded)
fix i :: 'n
assume i: "i ∈ Basis"
have "norm (∑x∈P. ¦f x • i¦) ≤
norm ((∑x∈P ∩ - {x. f x • i < 0}. f x) • i) + norm ((∑x∈P ∩ {x. f x • i < 0}. f x) • i)"

by (simp add: abs_real_def setsum_cases[OF fP] setsum_negf uminus_add_conv_diff
norm_triangle_ineq4 inner_setsum_left del: real_norm_def)
also have "… ≤ e + e"
unfolding real_norm_def
by (intro add_mono norm_bound_Basis_le i fPs) auto
finally show "(∑x∈P. ¦f x • i¦) ≤ 2*e" by simp
qed
also have "… = 2 * real DIM('n) * e"
by (simp add: real_of_nat_def)
finally show ?thesis .
qed


subsection {* Linearity and Bilinearity continued *}

lemma linear_bounded:
fixes f:: "'a::euclidean_space => 'b::real_normed_vector"
assumes lf: "linear f"
shows "∃B. ∀x. norm (f x) ≤ B * norm x"
proof
let ?B = "∑b∈Basis. norm (f b)"
show "∀x. norm (f x) ≤ ?B * norm x"
proof
fix x :: 'a
let ?g = "λb. (x • b) *R f b"
have "norm (f x) = norm (f (∑b∈Basis. (x • b) *R b))"
unfolding euclidean_representation ..
also have "… = norm (setsum ?g Basis)"
by (simp add: linear_setsum [OF lf] linear_cmul [OF lf])
finally have th0: "norm (f x) = norm (setsum ?g Basis)" .
have th: "∀b∈Basis. norm (?g b) ≤ norm (f b) * norm x"
proof
fix i :: 'a
assume i: "i ∈ Basis"
from Basis_le_norm[OF i, of x]
show "norm (?g i) ≤ norm (f i) * norm x"
unfolding norm_scaleR
apply (subst mult_commute)
apply (rule mult_mono)
apply (auto simp add: field_simps)
done
qed
from setsum_norm_le[of _ ?g, OF th]
show "norm (f x) ≤ ?B * norm x"
unfolding th0 setsum_left_distrib by metis
qed
qed

lemma linear_conv_bounded_linear:
fixes f :: "'a::euclidean_space => 'b::real_normed_vector"
shows "linear f <-> bounded_linear f"
proof
assume "linear f"
then interpret f: linear f .
show "bounded_linear f"
proof
have "∃B. ∀x. norm (f x) ≤ B * norm x"
using `linear f` by (rule linear_bounded)
then show "∃K. ∀x. norm (f x) ≤ norm x * K"
by (simp add: mult_commute)
qed
next
assume "bounded_linear f"
then interpret f: bounded_linear f .
show "linear f" ..
qed

lemma linear_bounded_pos:
fixes f:: "'a::euclidean_space => 'b::real_normed_vector"
assumes lf: "linear f"
shows "∃B > 0. ∀x. norm (f x) ≤ B * norm x"
proof -
have "∃B > 0. ∀x. norm (f x) ≤ norm x * B"
using lf unfolding linear_conv_bounded_linear
by (rule bounded_linear.pos_bounded)
then show ?thesis
by (simp only: mult_commute)
qed

lemma bounded_linearI':
fixes f::"'a::euclidean_space => 'b::real_normed_vector"
assumes "!!x y. f (x + y) = f x + f y"
and "!!c x. f (c *R x) = c *R f x"
shows "bounded_linear f"
unfolding linear_conv_bounded_linear[symmetric]
by (rule linearI[OF assms])

lemma bilinear_bounded:
fixes h:: "'m::euclidean_space => 'n::euclidean_space => 'k::real_normed_vector"
assumes bh: "bilinear h"
shows "∃B. ∀x y. norm (h x y) ≤ B * norm x * norm y"
proof (clarify intro!: exI[of _ "∑i∈Basis. ∑j∈Basis. norm (h i j)"])
fix x :: 'm
fix y :: 'n
have "norm (h x y) = norm (h (setsum (λi. (x • i) *R i) Basis) (setsum (λi. (y • i) *R i) Basis))"
apply (subst euclidean_representation[where 'a='m])
apply (subst euclidean_representation[where 'a='n])
apply rule
done
also have "… = norm (setsum (λ (i,j). h ((x • i) *R i) ((y • j) *R j)) (Basis × Basis))"
unfolding bilinear_setsum[OF bh finite_Basis finite_Basis] ..
finally have th: "norm (h x y) = …" .
show "norm (h x y) ≤ (∑i∈Basis. ∑j∈Basis. norm (h i j)) * norm x * norm y"
apply (auto simp add: setsum_left_distrib th setsum_cartesian_product)
apply (rule setsum_norm_le)
apply simp
apply (auto simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh]
field_simps simp del: scaleR_scaleR)
apply (rule mult_mono)
apply (auto simp add: zero_le_mult_iff Basis_le_norm)
apply (rule mult_mono)
apply (auto simp add: zero_le_mult_iff Basis_le_norm)
done
qed

lemma bilinear_conv_bounded_bilinear:
fixes h :: "'a::euclidean_space => 'b::euclidean_space => 'c::real_normed_vector"
shows "bilinear h <-> bounded_bilinear h"
proof
assume "bilinear h"
show "bounded_bilinear h"
proof
fix x y z
show "h (x + y) z = h x z + h y z"
using `bilinear h` unfolding bilinear_def linear_iff by simp
next
fix x y z
show "h x (y + z) = h x y + h x z"
using `bilinear h` unfolding bilinear_def linear_iff by simp
next
fix r x y
show "h (scaleR r x) y = scaleR r (h x y)"
using `bilinear h` unfolding bilinear_def linear_iff
by simp
next
fix r x y
show "h x (scaleR r y) = scaleR r (h x y)"
using `bilinear h` unfolding bilinear_def linear_iff
by simp
next
have "∃B. ∀x y. norm (h x y) ≤ B * norm x * norm y"
using `bilinear h` by (rule bilinear_bounded)
then show "∃K. ∀x y. norm (h x y) ≤ norm x * norm y * K"
by (simp add: mult_ac)
qed
next
assume "bounded_bilinear h"
then interpret h: bounded_bilinear h .
show "bilinear h"
unfolding bilinear_def linear_conv_bounded_linear
using h.bounded_linear_left h.bounded_linear_right by simp
qed

lemma bilinear_bounded_pos:
fixes h:: "'a::euclidean_space => 'b::euclidean_space => 'c::real_normed_vector"
assumes bh: "bilinear h"
shows "∃B > 0. ∀x y. norm (h x y) ≤ B * norm x * norm y"
proof -
have "∃B > 0. ∀x y. norm (h x y) ≤ norm x * norm y * B"
using bh [unfolded bilinear_conv_bounded_bilinear]
by (rule bounded_bilinear.pos_bounded)
then show ?thesis
by (simp only: mult_ac)
qed


subsection {* We continue. *}

lemma independent_bound:
fixes S :: "'a::euclidean_space set"
shows "independent S ==> finite S ∧ card S ≤ DIM('a)"
using independent_span_bound[OF finite_Basis, of S] by auto

lemma dependent_biggerset:
"(finite (S::('a::euclidean_space) set) ==> card S > DIM('a)) ==> dependent S"
by (metis independent_bound not_less)

text {* Hence we can create a maximal independent subset. *}

lemma maximal_independent_subset_extend:
fixes S :: "'a::euclidean_space set"
assumes sv: "S ⊆ V"
and iS: "independent S"
shows "∃B. S ⊆ B ∧ B ⊆ V ∧ independent B ∧ V ⊆ span B"
using sv iS
proof (induct "DIM('a) - card S" arbitrary: S rule: less_induct)
case less
note sv = `S ⊆ V` and i = `independent S`
let ?P = "λB. S ⊆ B ∧ B ⊆ V ∧ independent B ∧ V ⊆ span B"
let ?ths = "∃x. ?P x"
let ?d = "DIM('a)"
show ?ths
proof (cases "V ⊆ span S")
case True
then show ?thesis
using sv i by blast
next
case False
then obtain a where a: "a ∈ V" "a ∉ span S"
by blast
from a have aS: "a ∉ S"
by (auto simp add: span_superset)
have th0: "insert a S ⊆ V"
using a sv by blast
from independent_insert[of a S] i a
have th1: "independent (insert a S)"
by auto
have mlt: "?d - card (insert a S) < ?d - card S"
using aS a independent_bound[OF th1] by auto

from less(1)[OF mlt th0 th1]
obtain B where B: "insert a S ⊆ B" "B ⊆ V" "independent B" " V ⊆ span B"
by blast
from B have "?P B" by auto
then show ?thesis by blast
qed
qed

lemma maximal_independent_subset:
"∃(B:: ('a::euclidean_space) set). B⊆ V ∧ independent B ∧ V ⊆ span B"
by (metis maximal_independent_subset_extend[of "{}:: ('a::euclidean_space) set"]
empty_subsetI independent_empty)


text {* Notion of dimension. *}

definition "dim V = (SOME n. ∃B. B ⊆ V ∧ independent B ∧ V ⊆ span B ∧ card B = n)"

lemma basis_exists:
"∃B. (B :: ('a::euclidean_space) set) ⊆ V ∧ independent B ∧ V ⊆ span B ∧ (card B = dim V)"
unfolding dim_def some_eq_ex[of "λn. ∃B. B ⊆ V ∧ independent B ∧ V ⊆ span B ∧ (card B = n)"]
using maximal_independent_subset[of V] independent_bound
by auto

text {* Consequences of independence or spanning for cardinality. *}

lemma independent_card_le_dim:
fixes B :: "'a::euclidean_space set"
assumes "B ⊆ V"
and "independent B"
shows "card B ≤ dim V"
proof -
from basis_exists[of V] `B ⊆ V`
obtain B' where "independent B'"
and "B ⊆ span B'"
and "card B' = dim V"
by blast
with independent_span_bound[OF _ `independent B` `B ⊆ span B'`] independent_bound[of B']
show ?thesis by auto
qed

lemma span_card_ge_dim:
fixes B :: "'a::euclidean_space set"
shows "B ⊆ V ==> V ⊆ span B ==> finite B ==> dim V ≤ card B"
by (metis basis_exists[of V] independent_span_bound subset_trans)

lemma basis_card_eq_dim:
fixes V :: "'a::euclidean_space set"
shows "B ⊆ V ==> V ⊆ span B ==> independent B ==> finite B ∧ card B = dim V"
by (metis order_eq_iff independent_card_le_dim span_card_ge_dim independent_bound)

lemma dim_unique:
fixes B :: "'a::euclidean_space set"
shows "B ⊆ V ==> V ⊆ span B ==> independent B ==> card B = n ==> dim V = n"
by (metis basis_card_eq_dim)

text {* More lemmas about dimension. *}

lemma dim_UNIV: "dim (UNIV :: 'a::euclidean_space set) = DIM('a)"
using independent_Basis
by (intro dim_unique[of Basis]) auto

lemma dim_subset:
fixes S :: "'a::euclidean_space set"
shows "S ⊆ T ==> dim S ≤ dim T"
using basis_exists[of T] basis_exists[of S]
by (metis independent_card_le_dim subset_trans)

lemma dim_subset_UNIV:
fixes S :: "'a::euclidean_space set"
shows "dim S ≤ DIM('a)"
by (metis dim_subset subset_UNIV dim_UNIV)

text {* Converses to those. *}

lemma card_ge_dim_independent:
fixes B :: "'a::euclidean_space set"
assumes BV: "B ⊆ V"
and iB: "independent B"
and dVB: "dim V ≤ card B"
shows "V ⊆ span B"
proof
fix a
assume aV: "a ∈ V"
{
assume aB: "a ∉ span B"
then have iaB: "independent (insert a B)"
using iB aV BV by (simp add: independent_insert)
from aV BV have th0: "insert a B ⊆ V"
by blast
from aB have "a ∉B"
by (auto simp add: span_superset)
with independent_card_le_dim[OF th0 iaB] dVB independent_bound[OF iB]
have False by auto
}
then show "a ∈ span B" by blast
qed

lemma card_le_dim_spanning:
assumes BV: "(B:: ('a::euclidean_space) set) ⊆ V"
and VB: "V ⊆ span B"
and fB: "finite B"
and dVB: "dim V ≥ card B"
shows "independent B"
proof -
{
fix a
assume a: "a ∈ B" "a ∈ span (B - {a})"
from a fB have c0: "card B ≠ 0"
by auto
from a fB have cb: "card (B - {a}) = card B - 1"
by auto
from BV a have th0: "B - {a} ⊆ V"
by blast
{
fix x
assume x: "x ∈ V"
from a have eq: "insert a (B - {a}) = B"
by blast
from x VB have x': "x ∈ span B"
by blast
from span_trans[OF a(2), unfolded eq, OF x']
have "x ∈ span (B - {a})" .
}
then have th1: "V ⊆ span (B - {a})"
by blast
have th2: "finite (B - {a})"
using fB by auto
from span_card_ge_dim[OF th0 th1 th2]
have c: "dim V ≤ card (B - {a})" .
from c c0 dVB cb have False by simp
}
then show ?thesis
unfolding dependent_def by blast
qed

lemma card_eq_dim:
fixes B :: "'a::euclidean_space set"
shows "B ⊆ V ==> card B = dim V ==> finite B ==> independent B <-> V ⊆ span B"
by (metis order_eq_iff card_le_dim_spanning card_ge_dim_independent)

text {* More general size bound lemmas. *}

lemma independent_bound_general:
fixes S :: "'a::euclidean_space set"
shows "independent S ==> finite S ∧ card S ≤ dim S"
by (metis independent_card_le_dim independent_bound subset_refl)

lemma dependent_biggerset_general:
fixes S :: "'a::euclidean_space set"
shows "(finite S ==> card S > dim S) ==> dependent S"
using independent_bound_general[of S] by (metis linorder_not_le)

lemma dim_span:
fixes S :: "'a::euclidean_space set"
shows "dim (span S) = dim S"
proof -
have th0: "dim S ≤ dim (span S)"
by (auto simp add: subset_eq intro: dim_subset span_superset)
from basis_exists[of S]
obtain B where B: "B ⊆ S" "independent B" "S ⊆ span B" "card B = dim S"
by blast
from B have fB: "finite B" "card B = dim S"
using independent_bound by blast+
have bSS: "B ⊆ span S"
using B(1) by (metis subset_eq span_inc)
have sssB: "span S ⊆ span B"
using span_mono[OF B(3)] by (simp add: span_span)
from span_card_ge_dim[OF bSS sssB fB(1)] th0 show ?thesis
using fB(2) by arith
qed

lemma subset_le_dim:
fixes S :: "'a::euclidean_space set"
shows "S ⊆ span T ==> dim S ≤ dim T"
by (metis dim_span dim_subset)

lemma span_eq_dim:
fixes S:: "'a::euclidean_space set"
shows "span S = span T ==> dim S = dim T"
by (metis dim_span)

lemma spans_image:
assumes lf: "linear f"
and VB: "V ⊆ span B"
shows "f ` V ⊆ span (f ` B)"
unfolding span_linear_image[OF lf] by (metis VB image_mono)

lemma dim_image_le:
fixes f :: "'a::euclidean_space => 'b::euclidean_space"
assumes lf: "linear f"
shows "dim (f ` S) ≤ dim (S)"
proof -
from basis_exists[of S] obtain B where
B: "B ⊆ S" "independent B" "S ⊆ span B" "card B = dim S" by blast
from B have fB: "finite B" "card B = dim S"
using independent_bound by blast+
have "dim (f ` S) ≤ card (f ` B)"
apply (rule span_card_ge_dim)
using lf B fB
apply (auto simp add: span_linear_image spans_image subset_image_iff)
done
also have "… ≤ dim S"
using card_image_le[OF fB(1)] fB by simp
finally show ?thesis .
qed

text {* Relation between bases and injectivity/surjectivity of map. *}

lemma spanning_surjective_image:
assumes us: "UNIV ⊆ span S"
and lf: "linear f"
and sf: "surj f"
shows "UNIV ⊆ span (f ` S)"
proof -
have "UNIV ⊆ f ` UNIV"
using sf by (auto simp add: surj_def)
also have " … ⊆ span (f ` S)"
using spans_image[OF lf us] .
finally show ?thesis .
qed

lemma independent_injective_image:
assumes iS: "independent S"
and lf: "linear f"
and fi: "inj f"
shows "independent (f ` S)"
proof -
{
fix a
assume a: "a ∈ S" "f a ∈ span (f ` S - {f a})"
have eq: "f ` S - {f a} = f ` (S - {a})"
using fi by (auto simp add: inj_on_def)
from a have "f a ∈ f ` span (S - {a})"
unfolding eq span_linear_image[OF lf, of "S - {a}"] by blast
then have "a ∈ span (S - {a})"
using fi by (auto simp add: inj_on_def)
with a(1) iS have False
by (simp add: dependent_def)
}
then show ?thesis
unfolding dependent_def by blast
qed

text {* Picking an orthogonal replacement for a spanning set. *}

(* FIXME : Move to some general theory ?*)
definition "pairwise R S <-> (∀x ∈ S. ∀y∈ S. x≠y --> R x y)"

lemma vector_sub_project_orthogonal:
fixes b x :: "'a::euclidean_space"
shows "b • (x - ((b • x) / (b • b)) *R b) = 0"
unfolding inner_simps by auto

lemma pairwise_orthogonal_insert:
assumes "pairwise orthogonal S"
and "!!y. y ∈ S ==> orthogonal x y"
shows "pairwise orthogonal (insert x S)"
using assms unfolding pairwise_def
by (auto simp add: orthogonal_commute)

lemma basis_orthogonal:
fixes B :: "'a::real_inner set"
assumes fB: "finite B"
shows "∃C. finite C ∧ card C ≤ card B ∧ span C = span B ∧ pairwise orthogonal C"
(is " ∃C. ?P B C")
using fB
proof (induct rule: finite_induct)
case empty
then show ?case
apply (rule exI[where x="{}"])
apply (auto simp add: pairwise_def)
done
next
case (insert a B)
note fB = `finite B` and aB = `a ∉ B`
from `∃C. finite C ∧ card C ≤ card B ∧ span C = span B ∧ pairwise orthogonal C`
obtain C where C: "finite C" "card C ≤ card B"
"span C = span B" "pairwise orthogonal C" by blast
let ?a = "a - setsum (λx. (x • a / (x • x)) *R x) C"
let ?C = "insert ?a C"
from C(1) have fC: "finite ?C"
by simp
from fB aB C(1,2) have cC: "card ?C ≤ card (insert a B)"
by (simp add: card_insert_if)
{
fix x k
have th0: "!!(a::'a) b c. a - (b - c) = c + (a - b)"
by (simp add: field_simps)
have "x - k *R (a - (∑x∈C. (x • a / (x • x)) *R x)) ∈ span C <-> x - k *R a ∈ span C"
apply (simp only: scaleR_right_diff_distrib th0)
apply (rule span_add_eq)
apply (rule span_mul)
apply (rule span_setsum[OF C(1)])
apply clarify
apply (rule span_mul)
apply (rule span_superset)
apply assumption
done
}
then have SC: "span ?C = span (insert a B)"
unfolding set_eq_iff span_breakdown_eq C(3)[symmetric] by auto
{
fix y
assume yC: "y ∈ C"
then have Cy: "C = insert y (C - {y})"
by blast
have fth: "finite (C - {y})"
using C by simp
have "orthogonal ?a y"
unfolding orthogonal_def
unfolding inner_diff inner_setsum_left diff_eq_0_iff_eq
unfolding setsum_diff1' [OF `finite C` `y ∈ C`]
apply (clarsimp simp add: inner_commute[of y a])
apply (rule setsum_0')
apply clarsimp
apply (rule C(4)[unfolded pairwise_def orthogonal_def, rule_format])
using `y ∈ C` by auto
}
with `pairwise orthogonal C` have CPO: "pairwise orthogonal ?C"
by (rule pairwise_orthogonal_insert)
from fC cC SC CPO have "?P (insert a B) ?C"
by blast
then show ?case by blast
qed

lemma orthogonal_basis_exists:
fixes V :: "('a::euclidean_space) set"
shows "∃B. independent B ∧ B ⊆ span V ∧ V ⊆ span B ∧ (card B = dim V) ∧ pairwise orthogonal B"
proof -
from basis_exists[of V] obtain B where
B: "B ⊆ V" "independent B" "V ⊆ span B" "card B = dim V"
by blast
from B have fB: "finite B" "card B = dim V"
using independent_bound by auto
from basis_orthogonal[OF fB(1)] obtain C where
C: "finite C" "card C ≤ card B" "span C = span B" "pairwise orthogonal C"
by blast
from C B have CSV: "C ⊆ span V"
by (metis span_inc span_mono subset_trans)
from span_mono[OF B(3)] C have SVC: "span V ⊆ span C"
by (simp add: span_span)
from card_le_dim_spanning[OF CSV SVC C(1)] C(2,3) fB
have iC: "independent C"
by (simp add: dim_span)
from C fB have "card C ≤ dim V"
by simp
moreover have "dim V ≤ card C"
using span_card_ge_dim[OF CSV SVC C(1)]
by (simp add: dim_span)
ultimately have CdV: "card C = dim V"
using C(1) by simp
from C B CSV CdV iC show ?thesis
by auto
qed

lemma span_eq: "span S = span T <-> S ⊆ span T ∧ T ⊆ span S"
using span_inc[unfolded subset_eq] using span_mono[of T "span S"] span_mono[of S "span T"]
by (auto simp add: span_span)

text {* Low-dimensional subset is in a hyperplane (weak orthogonal complement). *}

lemma span_not_univ_orthogonal:
fixes S :: "'a::euclidean_space set"
assumes sU: "span S ≠ UNIV"
shows "∃(a::'a). a ≠0 ∧ (∀x ∈ span S. a • x = 0)"
proof -
from sU obtain a where a: "a ∉ span S"
by blast
from orthogonal_basis_exists obtain B where
B: "independent B" "B ⊆ span S" "S ⊆ span B" "card B = dim S" "pairwise orthogonal B"
by blast
from B have fB: "finite B" "card B = dim S"
using independent_bound by auto
from span_mono[OF B(2)] span_mono[OF B(3)]
have sSB: "span S = span B"
by (simp add: span_span)
let ?a = "a - setsum (λb. (a • b / (b • b)) *R b) B"
have "setsum (λb. (a • b / (b • b)) *R b) B ∈ span S"
unfolding sSB
apply (rule span_setsum[OF fB(1)])
apply clarsimp
apply (rule span_mul)
apply (rule span_superset)
apply assumption
done
with a have a0:"?a ≠ 0"
by auto
have "∀x∈span B. ?a • x = 0"
proof (rule span_induct')
show "subspace {x. ?a • x = 0}"
by (auto simp add: subspace_def inner_add)
next
{
fix x
assume x: "x ∈ B"
from x have B': "B = insert x (B - {x})"
by blast
have fth: "finite (B - {x})"
using fB by simp
have "?a • x = 0"
apply (subst B')
using fB fth
unfolding setsum_clauses(2)[OF fth]
apply simp unfolding inner_simps
apply (clarsimp simp add: inner_add inner_setsum_left)
apply (rule setsum_0', rule ballI)
unfolding inner_commute
apply (auto simp add: x field_simps
intro: B(5)[unfolded pairwise_def orthogonal_def, rule_format])
done
}
then show "∀x ∈ B. ?a • x = 0"
by blast
qed
with a0 show ?thesis
unfolding sSB by (auto intro: exI[where x="?a"])
qed

lemma span_not_univ_subset_hyperplane:
fixes S :: "'a::euclidean_space set"
assumes SU: "span S ≠ UNIV"
shows "∃ a. a ≠0 ∧ span S ⊆ {x. a • x = 0}"
using span_not_univ_orthogonal[OF SU] by auto

lemma lowdim_subset_hyperplane:
fixes S :: "'a::euclidean_space set"
assumes d: "dim S < DIM('a)"
shows "∃(a::'a). a ≠ 0 ∧ span S ⊆ {x. a • x = 0}"
proof -
{
assume "span S = UNIV"
then have "dim (span S) = dim (UNIV :: ('a) set)"
by simp
then have "dim S = DIM('a)"
by (simp add: dim_span dim_UNIV)
with d have False by arith
}
then have th: "span S ≠ UNIV"
by blast
from span_not_univ_subset_hyperplane[OF th] show ?thesis .
qed

text {* We can extend a linear basis-basis injection to the whole set. *}

lemma linear_indep_image_lemma:
assumes lf: "linear f"
and fB: "finite B"
and ifB: "independent (f ` B)"
and fi: "inj_on f B"
and xsB: "x ∈ span B"
and fx: "f x = 0"
shows "x = 0"
using fB ifB fi xsB fx
proof (induct arbitrary: x rule: finite_induct[OF fB])
case 1
then show ?case by auto
next
case (2 a b x)
have fb: "finite b" using "2.prems" by simp
have th0: "f ` b ⊆ f ` (insert a b)"
apply (rule image_mono)
apply blast
done
from independent_mono[ OF "2.prems"(2) th0]
have ifb: "independent (f ` b)" .
have fib: "inj_on f b"
apply (rule subset_inj_on [OF "2.prems"(3)])
apply blast
done
from span_breakdown[of a "insert a b", simplified, OF "2.prems"(4)]
obtain k where k: "x - k*R a ∈ span (b - {a})"
by blast
have "f (x - k*R a) ∈ span (f ` b)"
unfolding span_linear_image[OF lf]
apply (rule imageI)
using k span_mono[of "b - {a}" b]
apply blast
done
then have "f x - k*R f a ∈ span (f ` b)"
by (simp add: linear_sub[OF lf] linear_cmul[OF lf])
then have th: "-k *R f a ∈ span (f ` b)"
using "2.prems"(5) by simp
have xsb: "x ∈ span b"
proof (cases "k = 0")
case True
with k have "x ∈ span (b - {a})" by simp
then show ?thesis using span_mono[of "b - {a}" b]
by blast
next
case False
with span_mul[OF th, of "- 1/ k"]
have th1: "f a ∈ span (f ` b)"
by auto
from inj_on_image_set_diff[OF "2.prems"(3), of "insert a b " "{a}", symmetric]
have tha: "f ` insert a b - f ` {a} = f ` (insert a b - {a})" by blast
from "2.prems"(2) [unfolded dependent_def bex_simps(8), rule_format, of "f a"]
have "f a ∉ span (f ` b)" using tha
using "2.hyps"(2)
"2.prems"(3) by auto
with th1 have False by blast
then show ?thesis by blast
qed
from "2.hyps"(3)[OF fb ifb fib xsb "2.prems"(5)] show "x = 0" .
qed

text {* We can extend a linear mapping from basis. *}

lemma linear_independent_extend_lemma:
fixes f :: "'a::real_vector => 'b::real_vector"
assumes fi: "finite B"
and ib: "independent B"
shows "∃g.
(∀x∈ span B. ∀y∈ span B. g (x + y) = g x + g y) ∧
(∀x∈ span B. ∀c. g (c*R x) = c *R g x) ∧
(∀x∈ B. g x = f x)"

using ib fi
proof (induct rule: finite_induct[OF fi])
case 1
then show ?case by auto
next
case (2 a b)
from "2.prems" "2.hyps" have ibf: "independent b" "finite b"
by (simp_all add: independent_insert)
from "2.hyps"(3)[OF ibf] obtain g where
g: "∀x∈span b. ∀y∈span b. g (x + y) = g x + g y"
"∀x∈span b. ∀c. g (c *R x) = c *R g x" "∀x∈b. g x = f x" by blast
let ?h = "λz. SOME k. (z - k *R a) ∈ span b"
{
fix z
assume z: "z ∈ span (insert a b)"
have th0: "z - ?h z *R a ∈ span b"
apply (rule someI_ex)
unfolding span_breakdown_eq[symmetric]
apply (rule z)
done
{
fix k
assume k: "z - k *R a ∈ span b"
have eq: "z - ?h z *R a - (z - k*R a) = (k - ?h z) *R a"
by (simp add: field_simps scaleR_left_distrib [symmetric])
from span_sub[OF th0 k] have khz: "(k - ?h z) *R a ∈ span b"
by (simp add: eq)
{
assume "k ≠ ?h z"
then have k0: "k - ?h z ≠ 0" by simp
from k0 span_mul[OF khz, of "1 /(k - ?h z)"]
have "a ∈ span b" by simp
with "2.prems"(1) "2.hyps"(2) have False
by (auto simp add: dependent_def)
}
then have "k = ?h z" by blast
}
with th0 have "z - ?h z *R a ∈ span b ∧ (∀k. z - k *R a ∈ span b --> k = ?h z)"
by blast
}
note h = this
let ?g = "λz. ?h z *R f a + g (z - ?h z *R a)"
{
fix x y
assume x: "x ∈ span (insert a b)"
and y: "y ∈ span (insert a b)"
have tha: "!!(x::'a) y a k l. (x + y) - (k + l) *R a = (x - k *R a) + (y - l *R a)"
by (simp add: algebra_simps)
have addh: "?h (x + y) = ?h x + ?h y"
apply (rule conjunct2[OF h, rule_format, symmetric])
apply (rule span_add[OF x y])
unfolding tha
apply (metis span_add x y conjunct1[OF h, rule_format])
done
have "?g (x + y) = ?g x + ?g y"
unfolding addh tha
g(1)[rule_format,OF conjunct1[OF h, OF x] conjunct1[OF h, OF y]]
by (simp add: scaleR_left_distrib)}
moreover
{
fix x :: "'a"
fix c :: real
assume x: "x ∈ span (insert a b)"
have tha: "!!(x::'a) c k a. c *R x - (c * k) *R a = c *R (x - k *R a)"
by (simp add: algebra_simps)
have hc: "?h (c *R x) = c * ?h x"
apply (rule conjunct2[OF h, rule_format, symmetric])
apply (metis span_mul x)
apply (metis tha span_mul x conjunct1[OF h])
done
have "?g (c *R x) = c*R ?g x"
unfolding hc tha g(2)[rule_format, OF conjunct1[OF h, OF x]]
by (simp add: algebra_simps)
}
moreover
{
fix x
assume x: "x ∈ insert a b"
{
assume xa: "x = a"
have ha1: "1 = ?h a"
apply (rule conjunct2[OF h, rule_format])
apply (metis span_superset insertI1)
using conjunct1[OF h, OF span_superset, OF insertI1]
apply (auto simp add: span_0)
done
from xa ha1[symmetric] have "?g x = f x"
apply simp
using g(2)[rule_format, OF span_0, of 0]
apply simp
done
}
moreover
{
assume xb: "x ∈ b"
have h0: "0 = ?h x"
apply (rule conjunct2[OF h, rule_format])
apply (metis span_superset x)
apply simp
apply (metis span_superset xb)
done
have "?g x = f x"
by (simp add: h0[symmetric] g(3)[rule_format, OF xb])
}
ultimately have "?g x = f x"
using x by blast
}
ultimately show ?case
apply -
apply (rule exI[where x="?g"])
apply blast
done
qed

lemma linear_independent_extend:
fixes B :: "'a::euclidean_space set"
assumes iB: "independent B"
shows "∃g. linear g ∧ (∀x∈B. g x = f x)"
proof -
from maximal_independent_subset_extend[of B UNIV] iB
obtain C where C: "B ⊆ C" "independent C" "!!x. x ∈ span C"
by auto

from C(2) independent_bound[of C] linear_independent_extend_lemma[of C f]
obtain g where g:
"(∀x∈ span C. ∀y∈ span C. g (x + y) = g x + g y) ∧
(∀x∈ span C. ∀c. g (c*R x) = c *R g x) ∧
(∀x∈ C. g x = f x)"
by blast
from g show ?thesis
unfolding linear_iff
using C
apply clarsimp
apply blast
done
qed

text {* Can construct an isomorphism between spaces of same dimension. *}

lemma card_le_inj:
assumes fA: "finite A"
and fB: "finite B"
and c: "card A ≤ card B"
shows "∃f. f ` A ⊆ B ∧ inj_on f A"
using fA fB c
proof (induct arbitrary: B rule: finite_induct)
case empty
then show ?case by simp
next
case (insert x s t)
then show ?case
proof (induct rule: finite_induct[OF "insert.prems"(1)])
case 1
then show ?case by simp
next
case (2 y t)
from "2.prems"(1,2,5) "2.hyps"(1,2) have cst: "card s ≤ card t"
by simp
from "2.prems"(3) [OF "2.hyps"(1) cst]
obtain f where "f ` s ⊆ t" "inj_on f s"
by blast
with "2.prems"(2) "2.hyps"(2) show ?case
apply -
apply (rule exI[where x = "λz. if z = x then y else f z"])
apply (auto simp add: inj_on_def)
done
qed
qed

lemma card_subset_eq:
assumes fB: "finite B"
and AB: "A ⊆ B"
and c: "card A = card B"
shows "A = B"
proof -
from fB AB have fA: "finite A"
by (auto intro: finite_subset)
from fA fB have fBA: "finite (B - A)"
by auto
have e: "A ∩ (B - A) = {}"
by blast
have eq: "A ∪ (B - A) = B"
using AB by blast
from card_Un_disjoint[OF fA fBA e, unfolded eq c] have "card (B - A) = 0"
by arith
then have "B - A = {}"
unfolding card_eq_0_iff using fA fB by simp
with AB show "A = B"
by blast
qed

lemma subspace_isomorphism:
fixes S :: "'a::euclidean_space set"
and T :: "'b::euclidean_space set"
assumes s: "subspace S"
and t: "subspace T"
and d: "dim S = dim T"
shows "∃f. linear f ∧ f ` S = T ∧ inj_on f S"
proof -
from basis_exists[of S] independent_bound
obtain B where B: "B ⊆ S" "independent B" "S ⊆ span B" "card B = dim S" and fB: "finite B"
by blast
from basis_exists[of T] independent_bound
obtain C where C: "C ⊆ T" "independent C" "T ⊆ span C" "card C = dim T" and fC: "finite C"
by blast
from B(4) C(4) card_le_inj[of B C] d
obtain f where f: "f ` B ⊆ C" "inj_on f B" using `finite B` `finite C`
by auto
from linear_independent_extend[OF B(2)]
obtain g where g: "linear g" "∀x∈ B. g x = f x"
by blast
from inj_on_iff_eq_card[OF fB, of f] f(2) have "card (f ` B) = card B"
by simp
with B(4) C(4) have ceq: "card (f ` B) = card C"
using d by simp
have "g ` B = f ` B"
using g(2) by (auto simp add: image_iff)
also have "… = C" using card_subset_eq[OF fC f(1) ceq] .
finally have gBC: "g ` B = C" .
have gi: "inj_on g B"
using f(2) g(2) by (auto simp add: inj_on_def)
note g0 = linear_indep_image_lemma[OF g(1) fB, unfolded gBC, OF C(2) gi]
{
fix x y
assume x: "x ∈ S" and y: "y ∈ S" and gxy: "g x = g y"
from B(3) x y have x': "x ∈ span B" and y': "y ∈ span B"
by blast+
from gxy have th0: "g (x - y) = 0"
by (simp add: linear_sub[OF g(1)])
have th1: "x - y ∈ span B"
using x' y' by (metis span_sub)
have "x = y"
using g0[OF th1 th0] by simp
}
then have giS: "inj_on g S"
unfolding inj_on_def by blast
from span_subspace[OF B(1,3) s] have "g ` S = span (g ` B)"
by (simp add: span_linear_image[OF g(1)])
also have "… = span C" unfolding gBC ..
also have "… = T" using span_subspace[OF C(1,3) t] .
finally have gS: "g ` S = T" .
from g(1) gS giS show ?thesis
by blast
qed

text {* Linear functions are equal on a subspace if they are on a spanning set. *}

lemma subspace_kernel:
assumes lf: "linear f"
shows "subspace {x. f x = 0}"
apply (simp add: subspace_def)
apply (simp add: linear_add[OF lf] linear_cmul[OF lf] linear_0[OF lf])
done

lemma linear_eq_0_span:
assumes lf: "linear f" and f0: "∀x∈B. f x = 0"
shows "∀x ∈ span B. f x = 0"
using f0 subspace_kernel[OF lf]
by (rule span_induct')

lemma linear_eq_0:
assumes lf: "linear f"
and SB: "S ⊆ span B"
and f0: "∀x∈B. f x = 0"
shows "∀x ∈ S. f x = 0"
by (metis linear_eq_0_span[OF lf] subset_eq SB f0)

lemma linear_eq:
assumes lf: "linear f"
and lg: "linear g"
and S: "S ⊆ span B"
and fg: "∀ x∈ B. f x = g x"
shows "∀x∈ S. f x = g x"
proof -
let ?h = "λx. f x - g x"
from fg have fg': "∀x∈ B. ?h x = 0" by simp
from linear_eq_0[OF linear_compose_sub[OF lf lg] S fg']
show ?thesis by simp
qed

lemma linear_eq_stdbasis:
assumes lf: "linear (f::'a::euclidean_space => _)"
and lg: "linear g"
and fg: "∀b∈Basis. f b = g b"
shows "f = g"
using linear_eq[OF lf lg, of _ Basis] fg by auto

text {* Similar results for bilinear functions. *}

lemma bilinear_eq:
assumes bf: "bilinear f"
and bg: "bilinear g"
and SB: "S ⊆ span B"
and TC: "T ⊆ span C"
and fg: "∀x∈ B. ∀y∈ C. f x y = g x y"
shows "∀x∈S. ∀y∈T. f x y = g x y "
proof -
let ?P = "{x. ∀y∈ span C. f x y = g x y}"
from bf bg have sp: "subspace ?P"
unfolding bilinear_def linear_iff subspace_def bf bg
by (auto simp add: span_0 bilinear_lzero[OF bf] bilinear_lzero[OF bg] span_add Ball_def
intro: bilinear_ladd[OF bf])

have "∀x ∈ span B. ∀y∈ span C. f x y = g x y"
apply (rule span_induct' [OF _ sp])
apply (rule ballI)
apply (rule span_induct')
apply (simp add: fg)
apply (auto simp add: subspace_def)
using bf bg unfolding bilinear_def linear_iff
apply (auto simp add: span_0 bilinear_rzero[OF bf] bilinear_rzero[OF bg] span_add Ball_def
intro: bilinear_ladd[OF bf])
done
then show ?thesis
using SB TC by auto
qed

lemma bilinear_eq_stdbasis:
fixes f :: "'a::euclidean_space => 'b::euclidean_space => _"
assumes bf: "bilinear f"
and bg: "bilinear g"
and fg: "∀i∈Basis. ∀j∈Basis. f i j = g i j"
shows "f = g"
using bilinear_eq[OF bf bg equalityD2[OF span_Basis] equalityD2[OF span_Basis] fg] by blast

text {* Detailed theorems about left and right invertibility in general case. *}

lemma linear_injective_left_inverse:
fixes f::"'a::euclidean_space => 'b::euclidean_space"
assumes lf: "linear f" and fi: "inj f"
shows "∃g. linear g ∧ g o f = id"
proof -
from linear_independent_extend[OF independent_injective_image, OF independent_Basis, OF lf fi]
obtain h:: "'b => 'a" where h: "linear h" "∀x ∈ f ` Basis. h x = inv f x"
by blast
from h(2) have th: "∀i∈Basis. (h o f) i = id i"
using inv_o_cancel[OF fi, unfolded fun_eq_iff id_def o_def]
by auto
from linear_eq_stdbasis[OF linear_compose[OF lf h(1)] linear_id th]
have "h o f = id" .
then show ?thesis
using h(1) by blast
qed

lemma linear_surjective_right_inverse:
fixes f :: "'a::euclidean_space => 'b::euclidean_space"
assumes lf: "linear f"
and sf: "surj f"
shows "∃g. linear g ∧ f o g = id"
proof -
from linear_independent_extend[OF independent_Basis[where 'a='b],of "inv f"]
obtain h:: "'b => 'a" where h: "linear h" "∀x∈Basis. h x = inv f x"
by blast
from h(2) have th: "∀i∈Basis. (f o h) i = id i"
using sf by (auto simp add: surj_iff_all)
from linear_eq_stdbasis[OF linear_compose[OF h(1) lf] linear_id th]
have "f o h = id" .
then show ?thesis
using h(1) by blast
qed

text {* An injective map @{typ "'a::euclidean_space => 'b::euclidean_space"} is also surjective. *}

lemma linear_injective_imp_surjective:
fixes f::"'a::euclidean_space => 'a::euclidean_space"
assumes lf: "linear f"
and fi: "inj f"
shows "surj f"
proof -
let ?U = "UNIV :: 'a set"
from basis_exists[of ?U] obtain B
where B: "B ⊆ ?U" "independent B" "?U ⊆ span B" "card B = dim ?U"
by blast
from B(4) have d: "dim ?U = card B"
by simp
have th: "?U ⊆ span (f ` B)"
apply (rule card_ge_dim_independent)
apply blast
apply (rule independent_injective_image[OF B(2) lf fi])
apply (rule order_eq_refl)
apply (rule sym)
unfolding d
apply (rule card_image)
apply (rule subset_inj_on[OF fi])
apply blast
done
from th show ?thesis
unfolding span_linear_image[OF lf] surj_def
using B(3) by blast
qed

text {* And vice versa. *}

lemma surjective_iff_injective_gen:
assumes fS: "finite S"
and fT: "finite T"
and c: "card S = card T"
and ST: "f ` S ⊆ T"
shows "(∀y ∈ T. ∃x ∈ S. f x = y) <-> inj_on f S"
(is "?lhs <-> ?rhs")
proof
assume h: "?lhs"
{
fix x y
assume x: "x ∈ S"
assume y: "y ∈ S"
assume f: "f x = f y"
from x fS have S0: "card S ≠ 0"
by auto
have "x = y"
proof (rule ccontr)
assume xy: "¬ ?thesis"
have th: "card S ≤ card (f ` (S - {y}))"
unfolding c
apply (rule card_mono)
apply (rule finite_imageI)
using fS apply simp
using h xy x y f unfolding subset_eq image_iff
apply auto
apply (case_tac "xa = f x")
apply (rule bexI[where x=x])
apply auto
done
also have " … ≤ card (S - {y})"
apply (rule card_image_le)
using fS by simp
also have "… ≤ card S - 1" using y fS by simp
finally show False using S0 by arith
qed
}
then show ?rhs
unfolding inj_on_def by blast
next
assume h: ?rhs
have "f ` S = T"
apply (rule card_subset_eq[OF fT ST])
unfolding card_image[OF h]
apply (rule c)
done
then show ?lhs by blast
qed

lemma linear_surjective_imp_injective:
fixes f :: "'a::euclidean_space => 'a::euclidean_space"
assumes lf: "linear f"
and sf: "surj f"
shows "inj f"
proof -
let ?U = "UNIV :: 'a set"
from basis_exists[of ?U] obtain B
where B: "B ⊆ ?U" "independent B" "?U ⊆ span B" and d: "card B = dim ?U"
by blast
{
fix x
assume x: "x ∈ span B"
assume fx: "f x = 0"
from B(2) have fB: "finite B"
using independent_bound by auto
have fBi: "independent (f ` B)"
apply (rule card_le_dim_spanning[of "f ` B" ?U])
apply blast
using sf B(3)
unfolding span_linear_image[OF lf] surj_def subset_eq image_iff
apply blast
using fB apply blast
unfolding d[symmetric]
apply (rule card_image_le)
apply (rule fB)
done
have th0: "dim ?U ≤ card (f ` B)"
apply (rule span_card_ge_dim)
apply blast
unfolding span_linear_image[OF lf]
apply (rule subset_trans[where B = "f ` UNIV"])
using sf unfolding surj_def
apply blast
apply (rule image_mono)
apply (rule B(3))
apply (metis finite_imageI fB)
done
moreover have "card (f ` B) ≤ card B"
by (rule card_image_le, rule fB)
ultimately have th1: "card B = card (f ` B)"
unfolding d by arith
have fiB: "inj_on f B"
unfolding surjective_iff_injective_gen[OF fB finite_imageI[OF fB] th1 subset_refl, symmetric]
by blast
from linear_indep_image_lemma[OF lf fB fBi fiB x] fx
have "x = 0" by blast
}
then show ?thesis
unfolding linear_injective_0[OF lf]
using B(3)
by blast
qed

text {* Hence either is enough for isomorphism. *}

lemma left_right_inverse_eq:
assumes fg: "f o g = id"
and gh: "g o h = id"
shows "f = h"
proof -
have "f = f o (g o h)"
unfolding gh by simp
also have "… = (f o g) o h"
by (simp add: o_assoc)
finally show "f = h"
unfolding fg by simp
qed

lemma isomorphism_expand:
"f o g = id ∧ g o f = id <-> (∀x. f (g x) = x) ∧ (∀x. g (f x) = x)"
by (simp add: fun_eq_iff o_def id_def)

lemma linear_injective_isomorphism:
fixes f::"'a::euclidean_space => 'a::euclidean_space"
assumes lf: "linear f"
and fi: "inj f"
shows "∃f'. linear f' ∧ (∀x. f' (f x) = x) ∧ (∀x. f (f' x) = x)"
unfolding isomorphism_expand[symmetric]
using linear_surjective_right_inverse[OF lf linear_injective_imp_surjective[OF lf fi]]
linear_injective_left_inverse[OF lf fi]
by (metis left_right_inverse_eq)

lemma linear_surjective_isomorphism:
fixes f :: "'a::euclidean_space => 'a::euclidean_space"
assumes lf: "linear f"
and sf: "surj f"
shows "∃f'. linear f' ∧ (∀x. f' (f x) = x) ∧ (∀x. f (f' x) = x)"
unfolding isomorphism_expand[symmetric]
using linear_surjective_right_inverse[OF lf sf]
linear_injective_left_inverse[OF lf linear_surjective_imp_injective[OF lf sf]]
by (metis left_right_inverse_eq)

text {* Left and right inverses are the same for
@{typ "'a::euclidean_space => 'a::euclidean_space"}. *}


lemma linear_inverse_left:
fixes f :: "'a::euclidean_space => 'a::euclidean_space"
assumes lf: "linear f"
and lf': "linear f'"
shows "f o f' = id <-> f' o f = id"
proof -
{
fix f f':: "'a => 'a"
assume lf: "linear f" "linear f'"
assume f: "f o f' = id"
from f have sf: "surj f"
apply (auto simp add: o_def id_def surj_def)
apply metis
done
from linear_surjective_isomorphism[OF lf(1) sf] lf f
have "f' o f = id"
unfolding fun_eq_iff o_def id_def by metis
}
then show ?thesis
using lf lf' by metis
qed

text {* Moreover, a one-sided inverse is automatically linear. *}

lemma left_inverse_linear:
fixes f :: "'a::euclidean_space => 'a::euclidean_space"
assumes lf: "linear f"
and gf: "g o f = id"
shows "linear g"
proof -
from gf have fi: "inj f"
apply (auto simp add: inj_on_def o_def id_def fun_eq_iff)
apply metis
done
from linear_injective_isomorphism[OF lf fi]
obtain h :: "'a => 'a" where h: "linear h" "∀x. h (f x) = x" "∀x. f (h x) = x"
by blast
have "h = g"
apply (rule ext) using gf h(2,3)
apply (simp add: o_def id_def fun_eq_iff)
apply metis
done
with h(1) show ?thesis by blast
qed


subsection {* Infinity norm *}

definition "infnorm (x::'a::euclidean_space) = Sup {abs (x • b) |b. b ∈ Basis}"

lemma infnorm_set_image:
fixes x :: "'a::euclidean_space"
shows "{abs (x • i) |i. i ∈ Basis} = (λi. abs (x • i)) ` Basis"
by blast

lemma infnorm_Max:
fixes x :: "'a::euclidean_space"
shows "infnorm x = Max ((λi. abs (x • i)) ` Basis)"
by (simp add: infnorm_def infnorm_set_image cSup_eq_Max)

lemma infnorm_set_lemma:
fixes x :: "'a::euclidean_space"
shows "finite {abs (x • i) |i. i ∈ Basis}"
and "{abs (x • i) |i. i ∈ Basis} ≠ {}"
unfolding infnorm_set_image
by auto

lemma infnorm_pos_le:
fixes x :: "'a::euclidean_space"
shows "0 ≤ infnorm x"
by (simp add: infnorm_Max Max_ge_iff ex_in_conv)

lemma infnorm_triangle:
fixes x :: "'a::euclidean_space"
shows "infnorm (x + y) ≤ infnorm x + infnorm y"
proof -
have *: "!!a b c d :: real. ¦a¦ ≤ c ==> ¦b¦ ≤ d ==> ¦a + b¦ ≤ c + d"
by simp
show ?thesis
by (auto simp: infnorm_Max inner_add_left intro!: *)
qed

lemma infnorm_eq_0:
fixes x :: "'a::euclidean_space"
shows "infnorm x = 0 <-> x = 0"
proof -
have "infnorm x ≤ 0 <-> x = 0"
unfolding infnorm_Max by (simp add: euclidean_all_zero_iff)
then show ?thesis
using infnorm_pos_le[of x] by simp
qed

lemma infnorm_0: "infnorm 0 = 0"
by (simp add: infnorm_eq_0)

lemma infnorm_neg: "infnorm (- x) = infnorm x"
unfolding infnorm_def
apply (rule cong[of "Sup" "Sup"])
apply blast
apply auto
done

lemma infnorm_sub: "infnorm (x - y) = infnorm (y - x)"
proof -
have "y - x = - (x - y)" by simp
then show ?thesis
by (metis infnorm_neg)
qed

lemma real_abs_sub_infnorm: "¦infnorm x - infnorm y¦ ≤ infnorm (x - y)"
proof -
have th: "!!(nx::real) n ny. nx ≤ n + ny ==> ny <= n + nx ==> ¦nx - ny¦ ≤ n"
by arith
from infnorm_triangle[of "x - y" " y"] infnorm_triangle[of "x - y" "-x"]
have ths: "infnorm x ≤ infnorm (x - y) + infnorm y"
"infnorm y ≤ infnorm (x - y) + infnorm x"
by (simp_all add: field_simps infnorm_neg)
from th[OF ths] show ?thesis .
qed

lemma real_abs_infnorm: "¦infnorm x¦ = infnorm x"
using infnorm_pos_le[of x] by arith

lemma Basis_le_infnorm:
fixes x :: "'a::euclidean_space"
shows "b ∈ Basis ==> ¦x • b¦ ≤ infnorm x"
by (simp add: infnorm_Max)

lemma infnorm_mul: "infnorm (a *R x) = abs a * infnorm x"
unfolding infnorm_Max
proof (safe intro!: Max_eqI)
let ?B = "(λi. ¦x • i¦) ` Basis"
{
fix b :: 'a
assume "b ∈ Basis"
then show "¦a *R x • b¦ ≤ ¦a¦ * Max ?B"
by (simp add: abs_mult mult_left_mono)
next
from Max_in[of ?B] obtain b where "b ∈ Basis" "Max ?B = ¦x • b¦"
by (auto simp del: Max_in)
then show "¦a¦ * Max ((λi. ¦x • i¦) ` Basis) ∈ (λi. ¦a *R x • i¦) ` Basis"
by (intro image_eqI[where x=b]) (auto simp: abs_mult)
}
qed simp

lemma infnorm_mul_lemma: "infnorm (a *R x) ≤ ¦a¦ * infnorm x"
unfolding infnorm_mul ..

lemma infnorm_pos_lt: "infnorm x > 0 <-> x ≠ 0"
using infnorm_pos_le[of x] infnorm_eq_0[of x] by arith

text {* Prove that it differs only up to a bound from Euclidean norm. *}

lemma infnorm_le_norm: "infnorm x ≤ norm x"
by (simp add: Basis_le_norm infnorm_Max)

lemma euclidean_inner: "inner x y = (∑b∈Basis. (x • b) * (y • b))"
by (subst (1 2) euclidean_representation[symmetric, where 'a='a])
(simp add: inner_setsum_left inner_setsum_right setsum_cases inner_Basis ac_simps if_distrib)

lemma norm_le_infnorm:
fixes x :: "'a::euclidean_space"
shows "norm x ≤ sqrt DIM('a) * infnorm x"
proof -
let ?d = "DIM('a)"
have "real ?d ≥ 0"
by simp
then have d2: "(sqrt (real ?d))2 = real ?d"
by (auto intro: real_sqrt_pow2)
have th: "sqrt (real ?d) * infnorm x ≥ 0"
by (simp add: zero_le_mult_iff infnorm_pos_le)
have th1: "x • x ≤ (sqrt (real ?d) * infnorm x)2"
unfolding power_mult_distrib d2
unfolding real_of_nat_def
apply (subst euclidean_inner)
apply (subst power2_abs[symmetric])
apply (rule order_trans[OF setsum_bounded[where K="¦infnorm x¦2"]])
apply (auto simp add: power2_eq_square[symmetric])
apply (subst power2_abs[symmetric])
apply (rule power_mono)
apply (auto simp: infnorm_Max)
done
from real_le_lsqrt[OF inner_ge_zero th th1]
show ?thesis
unfolding norm_eq_sqrt_inner id_def .
qed

lemma tendsto_infnorm [tendsto_intros]:
assumes "(f ---> a) F"
shows "((λx. infnorm (f x)) ---> infnorm a) F"
proof (rule tendsto_compose [OF LIM_I assms])
fix r :: real
assume "r > 0"
then show "∃s>0. ∀x. x ≠ a ∧ norm (x - a) < s --> norm (infnorm x - infnorm a) < r"
by (metis real_norm_def le_less_trans real_abs_sub_infnorm infnorm_le_norm)
qed

text {* Equality in Cauchy-Schwarz and triangle inequalities. *}

lemma norm_cauchy_schwarz_eq: "x • y = norm x * norm y <-> norm x *R y = norm y *R x"
(is "?lhs <-> ?rhs")
proof -
{
assume h: "x = 0"
then have ?thesis by simp
}
moreover
{
assume h: "y = 0"
then have ?thesis by simp
}
moreover
{
assume x: "x ≠ 0" and y: "y ≠ 0"
from inner_eq_zero_iff[of "norm y *R x - norm x *R y"]
have "?rhs <->
(norm y * (norm y * norm x * norm x - norm x * (x • y)) -
norm x * (norm y * (y • x) - norm x * norm y * norm y) = 0)"

using x y
unfolding inner_simps
unfolding power2_norm_eq_inner[symmetric] power2_eq_square diff_eq_0_iff_eq
apply (simp add: inner_commute)
apply (simp add: field_simps)
apply metis
done
also have "… <-> (2 * norm x * norm y * (norm x * norm y - x • y) = 0)" using x y
by (simp add: field_simps inner_commute)
also have "… <-> ?lhs" using x y
apply simp
apply metis
done
finally have ?thesis by blast
}
ultimately show ?thesis by blast
qed

lemma norm_cauchy_schwarz_abs_eq:
"abs (x • y) = norm x * norm y <->
norm x *R y = norm y *R x ∨ norm x *R y = - norm y *R x"

(is "?lhs <-> ?rhs")
proof -
have th: "!!(x::real) a. a ≥ 0 ==> abs x = a <-> x = a ∨ x = - a"
by arith
have "?rhs <-> norm x *R y = norm y *R x ∨ norm (- x) *R y = norm y *R (- x)"
by simp
also have "… <->(x • y = norm x * norm y ∨ (- x) • y = norm x * norm y)"
unfolding norm_cauchy_schwarz_eq[symmetric]
unfolding norm_minus_cancel norm_scaleR ..
also have "… <-> ?lhs"
unfolding th[OF mult_nonneg_nonneg, OF norm_ge_zero[of x] norm_ge_zero[of y]] inner_simps
by auto
finally show ?thesis ..
qed

lemma norm_triangle_eq:
fixes x y :: "'a::real_inner"
shows "norm (x + y) = norm x + norm y <-> norm x *R y = norm y *R x"
proof -
{
assume x: "x = 0 ∨ y = 0"
then have ?thesis
by (cases "x = 0") simp_all
}
moreover
{
assume x: "x ≠ 0" and y: "y ≠ 0"
then have "norm x ≠ 0" "norm y ≠ 0"
by simp_all
then have n: "norm x > 0" "norm y > 0"
using norm_ge_zero[of x] norm_ge_zero[of y] by arith+
have th: "!!(a::real) b c. a + b + c ≠ 0 ==> a = b + c <-> a2 = (b + c)2"
by algebra
have "norm (x + y) = norm x + norm y <-> (norm (x + y))2 = (norm x + norm y)2"
apply (rule th)
using n norm_ge_zero[of "x + y"]
apply arith
done
also have "… <-> norm x *R y = norm y *R x"
unfolding norm_cauchy_schwarz_eq[symmetric]
unfolding power2_norm_eq_inner inner_simps
by (simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
finally have ?thesis .
}
ultimately show ?thesis by blast
qed


subsection {* Collinearity *}

definition collinear :: "'a::real_vector set => bool"
where "collinear S <-> (∃u. ∀x ∈ S. ∀ y ∈ S. ∃c. x - y = c *R u)"

lemma collinear_empty: "collinear {}"
by (simp add: collinear_def)

lemma collinear_sing: "collinear {x}"
by (simp add: collinear_def)

lemma collinear_2: "collinear {x, y}"
apply (simp add: collinear_def)
apply (rule exI[where x="x - y"])
apply auto
apply (rule exI[where x=1], simp)
apply (rule exI[where x="- 1"], simp)
done

lemma collinear_lemma: "collinear {0,x,y} <-> x = 0 ∨ y = 0 ∨ (∃c. y = c *R x)"
(is "?lhs <-> ?rhs")
proof -
{
assume "x = 0 ∨ y = 0"
then have ?thesis
by (cases "x = 0") (simp_all add: collinear_2 insert_commute)
}
moreover
{
assume x: "x ≠ 0" and y: "y ≠ 0"
have ?thesis
proof
assume h: "?lhs"
then obtain u where u: "∀ x∈ {0,x,y}. ∀y∈ {0,x,y}. ∃c. x - y = c *R u"
unfolding collinear_def by blast
from u[rule_format, of x 0] u[rule_format, of y 0]
obtain cx and cy where
cx: "x = cx *R u" and cy: "y = cy *R u"
by auto
from cx x have cx0: "cx ≠ 0" by auto
from cy y have cy0: "cy ≠ 0" by auto
let ?d = "cy / cx"
from cx cy cx0 have "y = ?d *R x"
by simp
then show ?rhs using x y by blast
next
assume h: "?rhs"
then obtain c where c: "y = c *R x"
using x y by blast
show ?lhs
unfolding collinear_def c
apply (rule exI[where x=x])
apply auto
apply (rule exI[where x="- 1"], simp)
apply (rule exI[where x= "-c"], simp)
apply (rule exI[where x=1], simp)
apply (rule exI[where x="1 - c"], simp add: scaleR_left_diff_distrib)
apply (rule exI[where x="c - 1"], simp add: scaleR_left_diff_distrib)
done
qed
}
ultimately show ?thesis by blast
qed

lemma norm_cauchy_schwarz_equal: "abs (x • y) = norm x * norm y <-> collinear {0, x, y}"
unfolding norm_cauchy_schwarz_abs_eq
apply (cases "x=0", simp_all add: collinear_2)
apply (cases "y=0", simp_all add: collinear_2 insert_commute)
unfolding collinear_lemma
apply simp
apply (subgoal_tac "norm x ≠ 0")
apply (subgoal_tac "norm y ≠ 0")
apply (rule iffI)
apply (cases "norm x *R y = norm y *R x")
apply (rule exI[where x="(1/norm x) * norm y"])
apply (drule sym)
unfolding scaleR_scaleR[symmetric]
apply (simp add: field_simps)
apply (rule exI[where x="(1/norm x) * - norm y"])
apply clarify
apply (drule sym)
unfolding scaleR_scaleR[symmetric]
apply (simp add: field_simps)
apply (erule exE)
apply (erule ssubst)
unfolding scaleR_scaleR
unfolding norm_scaleR
apply (subgoal_tac "norm x * c = ¦c¦ * norm x ∨ norm x * c = - ¦c¦ * norm x")
apply (case_tac "c ≤ 0", simp add: field_simps)
apply (simp add: field_simps)
apply (case_tac "c ≤ 0", simp add: field_simps)
apply (simp add: field_simps)
apply simp
apply simp
done


subsection {* An ordering on euclidean spaces that will allow us to talk about intervals *}

class ordered_euclidean_space = ord + euclidean_space +
assumes eucl_le: "x ≤ y <-> (∀i∈Basis. x • i ≤ y • i)"
and eucl_less: "x < y <-> (∀i∈Basis. x • i < y • i)"

lemma eucl_less_not_refl[simp, intro!]: "¬ x < (x::'a::ordered_euclidean_space)"
unfolding eucl_less[where 'a='a] by auto

lemma euclidean_trans[trans]:
fixes x y z :: "'a::ordered_euclidean_space"
shows "x < y ==> y < z ==> x < z"
and "x ≤ y ==> y < z ==> x < z"
and "x ≤ y ==> y ≤ z ==> x ≤ z"
unfolding eucl_less[where 'a='a] eucl_le[where 'a='a]
by (fast intro: less_trans, fast intro: le_less_trans,
fast intro: order_trans)

lemma atLeastAtMost_singleton_euclidean[simp]:
fixes a :: "'a::ordered_euclidean_space"
shows "{a .. a} = {a}"
by (force simp: eucl_le[where 'a='a] euclidean_eq_iff[where 'a='a])

instance real :: ordered_euclidean_space
by default auto

instantiation prod :: (ordered_euclidean_space, ordered_euclidean_space) ordered_euclidean_space
begin

definition "x ≤ (y::('a×'b)) <-> (∀i∈Basis. x • i ≤ y • i)"
definition "x < (y::('a×'b)) <-> (∀i∈Basis. x • i < y • i)"

instance
by default (auto simp: less_prod_def less_eq_prod_def)

end

end