Context stringlengths 57 6.04k | file_name stringlengths 21 79 | start int64 14 1.49k | end int64 18 1.5k | theorem stringlengths 25 1.55k | proof stringlengths 5 7.36k | rank int64 0 2.4k |
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import Mathlib.MeasureTheory.Measure.Doubling
import Mathlib.MeasureTheory.Covering.Vitali
import Mathlib.MeasureTheory.Covering.Differentiation
#align_import measure_theory.covering.density_theorem from "leanprover-community/mathlib"@"5f6e827d81dfbeb6151d7016586ceeb0099b9655"
noncomputable section
open Set Filter Metric MeasureTheory TopologicalSpace
open scoped NNReal Topology
namespace IsUnifLocDoublingMeasure
variable {α : Type*} [MetricSpace α] [MeasurableSpace α] (μ : Measure α)
[IsUnifLocDoublingMeasure μ]
section
variable [SecondCountableTopology α] [BorelSpace α] [IsLocallyFiniteMeasure μ]
open scoped Topology
irreducible_def vitaliFamily (K : ℝ) : VitaliFamily μ := by
let R := scalingScaleOf μ (max (4 * K + 3) 3)
have Rpos : 0 < R := scalingScaleOf_pos _ _
have A : ∀ x : α, ∃ᶠ r in 𝓝[>] (0 : ℝ),
μ (closedBall x (3 * r)) ≤ scalingConstantOf μ (max (4 * K + 3) 3) * μ (closedBall x r) := by
intro x
apply frequently_iff.2 fun {U} hU => ?_
obtain ⟨ε, εpos, hε⟩ := mem_nhdsWithin_Ioi_iff_exists_Ioc_subset.1 hU
refine ⟨min ε R, hε ⟨lt_min εpos Rpos, min_le_left _ _⟩, ?_⟩
exact measure_mul_le_scalingConstantOf_mul μ
⟨zero_lt_three, le_max_right _ _⟩ (min_le_right _ _)
exact (Vitali.vitaliFamily μ (scalingConstantOf μ (max (4 * K + 3) 3)) A).enlarge (R / 4)
(by linarith)
#align is_unif_loc_doubling_measure.vitali_family IsUnifLocDoublingMeasure.vitaliFamily
theorem closedBall_mem_vitaliFamily_of_dist_le_mul {K : ℝ} {x y : α} {r : ℝ} (h : dist x y ≤ K * r)
(rpos : 0 < r) : closedBall y r ∈ (vitaliFamily μ K).setsAt x := by
let R := scalingScaleOf μ (max (4 * K + 3) 3)
simp only [vitaliFamily, VitaliFamily.enlarge, Vitali.vitaliFamily, mem_union, mem_setOf_eq,
isClosed_ball, true_and_iff, (nonempty_ball.2 rpos).mono ball_subset_interior_closedBall,
measurableSet_closedBall]
by_cases H : closedBall y r ⊆ closedBall x (R / 4)
swap; · exact Or.inr H
left
rcases le_or_lt r R with (hr | hr)
· refine ⟨(K + 1) * r, ?_⟩
constructor
· apply closedBall_subset_closedBall'
rw [dist_comm]
linarith
· have I1 : closedBall x (3 * ((K + 1) * r)) ⊆ closedBall y ((4 * K + 3) * r) := by
apply closedBall_subset_closedBall'
linarith
have I2 : closedBall y ((4 * K + 3) * r) ⊆ closedBall y (max (4 * K + 3) 3 * r) := by
apply closedBall_subset_closedBall
exact mul_le_mul_of_nonneg_right (le_max_left _ _) rpos.le
apply (measure_mono (I1.trans I2)).trans
exact measure_mul_le_scalingConstantOf_mul _
⟨zero_lt_three.trans_le (le_max_right _ _), le_rfl⟩ hr
· refine ⟨R / 4, H, ?_⟩
have : closedBall x (3 * (R / 4)) ⊆ closedBall y r := by
apply closedBall_subset_closedBall'
have A : y ∈ closedBall y r := mem_closedBall_self rpos.le
have B := mem_closedBall'.1 (H A)
linarith
apply (measure_mono this).trans _
refine le_mul_of_one_le_left (zero_le _) ?_
exact ENNReal.one_le_coe_iff.2 (le_max_right _ _)
#align is_unif_loc_doubling_measure.closed_ball_mem_vitali_family_of_dist_le_mul IsUnifLocDoublingMeasure.closedBall_mem_vitaliFamily_of_dist_le_mul
| Mathlib/MeasureTheory/Covering/DensityTheorem.lean | 112 | 132 | theorem tendsto_closedBall_filterAt {K : ℝ} {x : α} {ι : Type*} {l : Filter ι} (w : ι → α)
(δ : ι → ℝ) (δlim : Tendsto δ l (𝓝[>] 0)) (xmem : ∀ᶠ j in l, x ∈ closedBall (w j) (K * δ j)) :
Tendsto (fun j => closedBall (w j) (δ j)) l ((vitaliFamily μ K).filterAt x) := by |
refine (vitaliFamily μ K).tendsto_filterAt_iff.mpr ⟨?_, fun ε hε => ?_⟩
· filter_upwards [xmem, δlim self_mem_nhdsWithin] with j hj h'j
exact closedBall_mem_vitaliFamily_of_dist_le_mul μ hj h'j
· rcases l.eq_or_neBot with rfl | h
· simp
have hK : 0 ≤ K := by
rcases (xmem.and (δlim self_mem_nhdsWithin)).exists with ⟨j, hj, h'j⟩
have : 0 ≤ K * δ j := nonempty_closedBall.1 ⟨x, hj⟩
exact (mul_nonneg_iff_left_nonneg_of_pos (mem_Ioi.1 h'j)).1 this
have δpos := eventually_mem_of_tendsto_nhdsWithin δlim
replace δlim := tendsto_nhds_of_tendsto_nhdsWithin δlim
replace hK : 0 < K + 1 := by linarith
apply (((Metric.tendsto_nhds.mp δlim _ (div_pos hε hK)).and δpos).and xmem).mono
rintro j ⟨⟨hjε, hj₀ : 0 < δ j⟩, hx⟩ y hy
replace hjε : (K + 1) * δ j < ε := by
simpa [abs_eq_self.mpr hj₀.le] using (lt_div_iff' hK).mp hjε
simp only [mem_closedBall] at hx hy ⊢
linarith [dist_triangle_right y x (w j)]
| 2,209 |
import Mathlib.MeasureTheory.Covering.DensityTheorem
#align_import measure_theory.covering.liminf_limsup from "leanprover-community/mathlib"@"5f6e827d81dfbeb6151d7016586ceeb0099b9655"
open Set Filter Metric MeasureTheory TopologicalSpace
open scoped NNReal ENNReal Topology
variable {α : Type*} [MetricSpace α] [SecondCountableTopology α] [MeasurableSpace α] [BorelSpace α]
variable (μ : Measure α) [IsLocallyFiniteMeasure μ] [IsUnifLocDoublingMeasure μ]
| Mathlib/MeasureTheory/Covering/LiminfLimsup.lean | 41 | 150 | theorem blimsup_cthickening_ae_le_of_eventually_mul_le_aux (p : ℕ → Prop) {s : ℕ → Set α}
(hs : ∀ i, IsClosed (s i)) {r₁ r₂ : ℕ → ℝ} (hr : Tendsto r₁ atTop (𝓝[>] 0)) (hrp : 0 ≤ r₁)
{M : ℝ} (hM : 0 < M) (hM' : M < 1) (hMr : ∀ᶠ i in atTop, M * r₁ i ≤ r₂ i) :
(blimsup (fun i => cthickening (r₁ i) (s i)) atTop p : Set α) ≤ᵐ[μ]
(blimsup (fun i => cthickening (r₂ i) (s i)) atTop p : Set α) := by |
/- Sketch of proof:
Assume that `p` is identically true for simplicity. Let `Y₁ i = cthickening (r₁ i) (s i)`, define
`Y₂` similarly except using `r₂`, and let `(Z i) = ⋃_{j ≥ i} (Y₂ j)`. Our goal is equivalent to
showing that `μ ((limsup Y₁) \ (Z i)) = 0` for all `i`.
Assume for contradiction that `μ ((limsup Y₁) \ (Z i)) ≠ 0` for some `i` and let
`W = (limsup Y₁) \ (Z i)`. Apply Lebesgue's density theorem to obtain a point `d` in `W` of
density `1`. Since `d ∈ limsup Y₁`, there is a subsequence of `j ↦ Y₁ j`, indexed by
`f 0 < f 1 < ...`, such that `d ∈ Y₁ (f j)` for all `j`. For each `j`, we may thus choose
`w j ∈ s (f j)` such that `d ∈ B j`, where `B j = closedBall (w j) (r₁ (f j))`. Note that
since `d` has density one, `μ (W ∩ (B j)) / μ (B j) → 1`.
We obtain our contradiction by showing that there exists `η < 1` such that
`μ (W ∩ (B j)) / μ (B j) ≤ η` for sufficiently large `j`. In fact we claim that `η = 1 - C⁻¹`
is such a value where `C` is the scaling constant of `M⁻¹` for the uniformly locally doubling
measure `μ`.
To prove the claim, let `b j = closedBall (w j) (M * r₁ (f j))` and for given `j` consider the
sets `b j` and `W ∩ (B j)`. These are both subsets of `B j` and are disjoint for large enough `j`
since `M * r₁ j ≤ r₂ j` and thus `b j ⊆ Z i ⊆ Wᶜ`. We thus have:
`μ (b j) + μ (W ∩ (B j)) ≤ μ (B j)`. Combining this with `μ (B j) ≤ C * μ (b j)` we obtain
the required inequality. -/
set Y₁ : ℕ → Set α := fun i => cthickening (r₁ i) (s i)
set Y₂ : ℕ → Set α := fun i => cthickening (r₂ i) (s i)
let Z : ℕ → Set α := fun i => ⋃ (j) (_ : p j ∧ i ≤ j), Y₂ j
suffices ∀ i, μ (atTop.blimsup Y₁ p \ Z i) = 0 by
rwa [ae_le_set, @blimsup_eq_iInf_biSup_of_nat _ _ _ Y₂, iInf_eq_iInter, diff_iInter,
measure_iUnion_null_iff]
intros i
set W := atTop.blimsup Y₁ p \ Z i
by_contra contra
obtain ⟨d, hd, hd'⟩ : ∃ d, d ∈ W ∧ ∀ {ι : Type _} {l : Filter ι} (w : ι → α) (δ : ι → ℝ),
Tendsto δ l (𝓝[>] 0) → (∀ᶠ j in l, d ∈ closedBall (w j) (2 * δ j)) →
Tendsto (fun j => μ (W ∩ closedBall (w j) (δ j)) / μ (closedBall (w j) (δ j))) l (𝓝 1) :=
Measure.exists_mem_of_measure_ne_zero_of_ae contra
(IsUnifLocDoublingMeasure.ae_tendsto_measure_inter_div μ W 2)
replace hd : d ∈ blimsup Y₁ atTop p := ((mem_diff _).mp hd).1
obtain ⟨f : ℕ → ℕ, hf⟩ := exists_forall_mem_of_hasBasis_mem_blimsup' atTop_basis hd
simp only [forall_and] at hf
obtain ⟨hf₀ : ∀ j, d ∈ cthickening (r₁ (f j)) (s (f j)), hf₁, hf₂ : ∀ j, j ≤ f j⟩ := hf
have hf₃ : Tendsto f atTop atTop :=
tendsto_atTop_atTop.mpr fun j => ⟨f j, fun i hi => (hf₂ j).trans (hi.trans <| hf₂ i)⟩
replace hr : Tendsto (r₁ ∘ f) atTop (𝓝[>] 0) := hr.comp hf₃
replace hMr : ∀ᶠ j in atTop, M * r₁ (f j) ≤ r₂ (f j) := hf₃.eventually hMr
replace hf₀ : ∀ j, ∃ w ∈ s (f j), d ∈ closedBall w (2 * r₁ (f j)) := by
intro j
specialize hrp (f j)
rw [Pi.zero_apply] at hrp
rcases eq_or_lt_of_le hrp with (hr0 | hrp')
· specialize hf₀ j
rw [← hr0, cthickening_zero, (hs (f j)).closure_eq] at hf₀
exact ⟨d, hf₀, by simp [← hr0]⟩
· simpa using mem_iUnion₂.mp (cthickening_subset_iUnion_closedBall_of_lt (s (f j))
(by positivity) (lt_two_mul_self hrp') (hf₀ j))
choose w hw hw' using hf₀
let C := IsUnifLocDoublingMeasure.scalingConstantOf μ M⁻¹
have hC : 0 < C :=
lt_of_lt_of_le zero_lt_one (IsUnifLocDoublingMeasure.one_le_scalingConstantOf μ M⁻¹)
suffices ∃ η < (1 : ℝ≥0),
∀ᶠ j in atTop, μ (W ∩ closedBall (w j) (r₁ (f j))) / μ (closedBall (w j) (r₁ (f j))) ≤ η by
obtain ⟨η, hη, hη'⟩ := this
replace hη' : 1 ≤ η := by
simpa only [ENNReal.one_le_coe_iff] using
le_of_tendsto (hd' w (fun j => r₁ (f j)) hr <| eventually_of_forall hw') hη'
exact (lt_self_iff_false _).mp (lt_of_lt_of_le hη hη')
refine ⟨1 - C⁻¹, tsub_lt_self zero_lt_one (inv_pos.mpr hC), ?_⟩
replace hC : C ≠ 0 := ne_of_gt hC
let b : ℕ → Set α := fun j => closedBall (w j) (M * r₁ (f j))
let B : ℕ → Set α := fun j => closedBall (w j) (r₁ (f j))
have h₁ : ∀ j, b j ⊆ B j := fun j =>
closedBall_subset_closedBall (mul_le_of_le_one_left (hrp (f j)) hM'.le)
have h₂ : ∀ j, W ∩ B j ⊆ B j := fun j => inter_subset_right
have h₃ : ∀ᶠ j in atTop, Disjoint (b j) (W ∩ B j) := by
apply hMr.mp
rw [eventually_atTop]
refine
⟨i, fun j hj hj' => Disjoint.inf_right (B j) <| Disjoint.inf_right' (blimsup Y₁ atTop p) ?_⟩
change Disjoint (b j) (Z i)ᶜ
rw [disjoint_compl_right_iff_subset]
refine (closedBall_subset_cthickening (hw j) (M * r₁ (f j))).trans
((cthickening_mono hj' _).trans fun a ha => ?_)
simp only [Z, mem_iUnion, exists_prop]
exact ⟨f j, ⟨hf₁ j, hj.le.trans (hf₂ j)⟩, ha⟩
have h₄ : ∀ᶠ j in atTop, μ (B j) ≤ C * μ (b j) :=
(hr.eventually (IsUnifLocDoublingMeasure.eventually_measure_le_scaling_constant_mul'
μ M hM)).mono fun j hj => hj (w j)
refine (h₃.and h₄).mono fun j hj₀ => ?_
change μ (W ∩ B j) / μ (B j) ≤ ↑(1 - C⁻¹)
rcases eq_or_ne (μ (B j)) ∞ with (hB | hB); · simp [hB]
apply ENNReal.div_le_of_le_mul
rw [ENNReal.coe_sub, ENNReal.coe_one, ENNReal.sub_mul fun _ _ => hB, one_mul]
replace hB : ↑C⁻¹ * μ (B j) ≠ ∞ := by
refine ENNReal.mul_ne_top ?_ hB
rwa [ENNReal.coe_inv hC, Ne, ENNReal.inv_eq_top, ENNReal.coe_eq_zero]
obtain ⟨hj₁ : Disjoint (b j) (W ∩ B j), hj₂ : μ (B j) ≤ C * μ (b j)⟩ := hj₀
replace hj₂ : ↑C⁻¹ * μ (B j) ≤ μ (b j) := by
rw [ENNReal.coe_inv hC, ← ENNReal.div_eq_inv_mul]
exact ENNReal.div_le_of_le_mul' hj₂
have hj₃ : ↑C⁻¹ * μ (B j) + μ (W ∩ B j) ≤ μ (B j) := by
refine le_trans (add_le_add_right hj₂ _) ?_
rw [← measure_union' hj₁ measurableSet_closedBall]
exact measure_mono (union_subset (h₁ j) (h₂ j))
replace hj₃ := tsub_le_tsub_right hj₃ (↑C⁻¹ * μ (B j))
rwa [ENNReal.add_sub_cancel_left hB] at hj₃
| 2,210 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
variable {α β : Type*} {m : MeasurableSpace α}
namespace MeasureTheory
open TopologicalSpace
variable {μ ν : Measure α}
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
def Measure.withDensityᵥ {m : MeasurableSpace α} (μ : Measure α) (f : α → E) : VectorMeasure α E :=
if hf : Integrable f μ then
{ measureOf' := fun s => if MeasurableSet s then ∫ x in s, f x ∂μ else 0
empty' := by simp
not_measurable' := fun s hs => if_neg hs
m_iUnion' := fun s hs₁ hs₂ => by
dsimp only
convert hasSum_integral_iUnion hs₁ hs₂ hf.integrableOn with n
· rw [if_pos (hs₁ n)]
· rw [if_pos (MeasurableSet.iUnion hs₁)] }
else 0
#align measure_theory.measure.with_densityᵥ MeasureTheory.Measure.withDensityᵥ
open Measure
variable {f g : α → E}
| Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 59 | 60 | theorem withDensityᵥ_apply (hf : Integrable f μ) {s : Set α} (hs : MeasurableSet s) :
μ.withDensityᵥ f s = ∫ x in s, f x ∂μ := by | rw [withDensityᵥ, dif_pos hf]; exact dif_pos hs
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
variable {α β : Type*} {m : MeasurableSpace α}
namespace MeasureTheory
open TopologicalSpace
variable {μ ν : Measure α}
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
def Measure.withDensityᵥ {m : MeasurableSpace α} (μ : Measure α) (f : α → E) : VectorMeasure α E :=
if hf : Integrable f μ then
{ measureOf' := fun s => if MeasurableSet s then ∫ x in s, f x ∂μ else 0
empty' := by simp
not_measurable' := fun s hs => if_neg hs
m_iUnion' := fun s hs₁ hs₂ => by
dsimp only
convert hasSum_integral_iUnion hs₁ hs₂ hf.integrableOn with n
· rw [if_pos (hs₁ n)]
· rw [if_pos (MeasurableSet.iUnion hs₁)] }
else 0
#align measure_theory.measure.with_densityᵥ MeasureTheory.Measure.withDensityᵥ
open Measure
variable {f g : α → E}
theorem withDensityᵥ_apply (hf : Integrable f μ) {s : Set α} (hs : MeasurableSet s) :
μ.withDensityᵥ f s = ∫ x in s, f x ∂μ := by rw [withDensityᵥ, dif_pos hf]; exact dif_pos hs
#align measure_theory.with_densityᵥ_apply MeasureTheory.withDensityᵥ_apply
@[simp]
| Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 64 | 65 | theorem withDensityᵥ_zero : μ.withDensityᵥ (0 : α → E) = 0 := by |
ext1 s hs; erw [withDensityᵥ_apply (integrable_zero α E μ) hs]; simp
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
variable {α β : Type*} {m : MeasurableSpace α}
namespace MeasureTheory
open TopologicalSpace
variable {μ ν : Measure α}
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
def Measure.withDensityᵥ {m : MeasurableSpace α} (μ : Measure α) (f : α → E) : VectorMeasure α E :=
if hf : Integrable f μ then
{ measureOf' := fun s => if MeasurableSet s then ∫ x in s, f x ∂μ else 0
empty' := by simp
not_measurable' := fun s hs => if_neg hs
m_iUnion' := fun s hs₁ hs₂ => by
dsimp only
convert hasSum_integral_iUnion hs₁ hs₂ hf.integrableOn with n
· rw [if_pos (hs₁ n)]
· rw [if_pos (MeasurableSet.iUnion hs₁)] }
else 0
#align measure_theory.measure.with_densityᵥ MeasureTheory.Measure.withDensityᵥ
open Measure
variable {f g : α → E}
theorem withDensityᵥ_apply (hf : Integrable f μ) {s : Set α} (hs : MeasurableSet s) :
μ.withDensityᵥ f s = ∫ x in s, f x ∂μ := by rw [withDensityᵥ, dif_pos hf]; exact dif_pos hs
#align measure_theory.with_densityᵥ_apply MeasureTheory.withDensityᵥ_apply
@[simp]
theorem withDensityᵥ_zero : μ.withDensityᵥ (0 : α → E) = 0 := by
ext1 s hs; erw [withDensityᵥ_apply (integrable_zero α E μ) hs]; simp
#align measure_theory.with_densityᵥ_zero MeasureTheory.withDensityᵥ_zero
@[simp]
| Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 69 | 76 | theorem withDensityᵥ_neg : μ.withDensityᵥ (-f) = -μ.withDensityᵥ f := by |
by_cases hf : Integrable f μ
· ext1 i hi
rw [VectorMeasure.neg_apply, withDensityᵥ_apply hf hi, ← integral_neg,
withDensityᵥ_apply hf.neg hi]
rfl
· rw [withDensityᵥ, withDensityᵥ, dif_neg hf, dif_neg, neg_zero]
rwa [integrable_neg_iff]
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
variable {α β : Type*} {m : MeasurableSpace α}
namespace MeasureTheory
open TopologicalSpace
variable {μ ν : Measure α}
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
def Measure.withDensityᵥ {m : MeasurableSpace α} (μ : Measure α) (f : α → E) : VectorMeasure α E :=
if hf : Integrable f μ then
{ measureOf' := fun s => if MeasurableSet s then ∫ x in s, f x ∂μ else 0
empty' := by simp
not_measurable' := fun s hs => if_neg hs
m_iUnion' := fun s hs₁ hs₂ => by
dsimp only
convert hasSum_integral_iUnion hs₁ hs₂ hf.integrableOn with n
· rw [if_pos (hs₁ n)]
· rw [if_pos (MeasurableSet.iUnion hs₁)] }
else 0
#align measure_theory.measure.with_densityᵥ MeasureTheory.Measure.withDensityᵥ
open Measure
variable {f g : α → E}
theorem withDensityᵥ_apply (hf : Integrable f μ) {s : Set α} (hs : MeasurableSet s) :
μ.withDensityᵥ f s = ∫ x in s, f x ∂μ := by rw [withDensityᵥ, dif_pos hf]; exact dif_pos hs
#align measure_theory.with_densityᵥ_apply MeasureTheory.withDensityᵥ_apply
@[simp]
theorem withDensityᵥ_zero : μ.withDensityᵥ (0 : α → E) = 0 := by
ext1 s hs; erw [withDensityᵥ_apply (integrable_zero α E μ) hs]; simp
#align measure_theory.with_densityᵥ_zero MeasureTheory.withDensityᵥ_zero
@[simp]
theorem withDensityᵥ_neg : μ.withDensityᵥ (-f) = -μ.withDensityᵥ f := by
by_cases hf : Integrable f μ
· ext1 i hi
rw [VectorMeasure.neg_apply, withDensityᵥ_apply hf hi, ← integral_neg,
withDensityᵥ_apply hf.neg hi]
rfl
· rw [withDensityᵥ, withDensityᵥ, dif_neg hf, dif_neg, neg_zero]
rwa [integrable_neg_iff]
#align measure_theory.with_densityᵥ_neg MeasureTheory.withDensityᵥ_neg
theorem withDensityᵥ_neg' : (μ.withDensityᵥ fun x => -f x) = -μ.withDensityᵥ f :=
withDensityᵥ_neg
#align measure_theory.with_densityᵥ_neg' MeasureTheory.withDensityᵥ_neg'
@[simp]
| Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 84 | 92 | theorem withDensityᵥ_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ.withDensityᵥ (f + g) = μ.withDensityᵥ f + μ.withDensityᵥ g := by |
ext1 i hi
rw [withDensityᵥ_apply (hf.add hg) hi, VectorMeasure.add_apply, withDensityᵥ_apply hf hi,
withDensityᵥ_apply hg hi]
simp_rw [Pi.add_apply]
rw [integral_add] <;> rw [← integrableOn_univ]
· exact hf.integrableOn.restrict MeasurableSet.univ
· exact hg.integrableOn.restrict MeasurableSet.univ
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
variable {α β : Type*} {m : MeasurableSpace α}
namespace MeasureTheory
open TopologicalSpace
variable {μ ν : Measure α}
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
def Measure.withDensityᵥ {m : MeasurableSpace α} (μ : Measure α) (f : α → E) : VectorMeasure α E :=
if hf : Integrable f μ then
{ measureOf' := fun s => if MeasurableSet s then ∫ x in s, f x ∂μ else 0
empty' := by simp
not_measurable' := fun s hs => if_neg hs
m_iUnion' := fun s hs₁ hs₂ => by
dsimp only
convert hasSum_integral_iUnion hs₁ hs₂ hf.integrableOn with n
· rw [if_pos (hs₁ n)]
· rw [if_pos (MeasurableSet.iUnion hs₁)] }
else 0
#align measure_theory.measure.with_densityᵥ MeasureTheory.Measure.withDensityᵥ
open Measure
variable {f g : α → E}
theorem withDensityᵥ_apply (hf : Integrable f μ) {s : Set α} (hs : MeasurableSet s) :
μ.withDensityᵥ f s = ∫ x in s, f x ∂μ := by rw [withDensityᵥ, dif_pos hf]; exact dif_pos hs
#align measure_theory.with_densityᵥ_apply MeasureTheory.withDensityᵥ_apply
@[simp]
theorem withDensityᵥ_zero : μ.withDensityᵥ (0 : α → E) = 0 := by
ext1 s hs; erw [withDensityᵥ_apply (integrable_zero α E μ) hs]; simp
#align measure_theory.with_densityᵥ_zero MeasureTheory.withDensityᵥ_zero
@[simp]
theorem withDensityᵥ_neg : μ.withDensityᵥ (-f) = -μ.withDensityᵥ f := by
by_cases hf : Integrable f μ
· ext1 i hi
rw [VectorMeasure.neg_apply, withDensityᵥ_apply hf hi, ← integral_neg,
withDensityᵥ_apply hf.neg hi]
rfl
· rw [withDensityᵥ, withDensityᵥ, dif_neg hf, dif_neg, neg_zero]
rwa [integrable_neg_iff]
#align measure_theory.with_densityᵥ_neg MeasureTheory.withDensityᵥ_neg
theorem withDensityᵥ_neg' : (μ.withDensityᵥ fun x => -f x) = -μ.withDensityᵥ f :=
withDensityᵥ_neg
#align measure_theory.with_densityᵥ_neg' MeasureTheory.withDensityᵥ_neg'
@[simp]
theorem withDensityᵥ_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ.withDensityᵥ (f + g) = μ.withDensityᵥ f + μ.withDensityᵥ g := by
ext1 i hi
rw [withDensityᵥ_apply (hf.add hg) hi, VectorMeasure.add_apply, withDensityᵥ_apply hf hi,
withDensityᵥ_apply hg hi]
simp_rw [Pi.add_apply]
rw [integral_add] <;> rw [← integrableOn_univ]
· exact hf.integrableOn.restrict MeasurableSet.univ
· exact hg.integrableOn.restrict MeasurableSet.univ
#align measure_theory.with_densityᵥ_add MeasureTheory.withDensityᵥ_add
theorem withDensityᵥ_add' (hf : Integrable f μ) (hg : Integrable g μ) :
(μ.withDensityᵥ fun x => f x + g x) = μ.withDensityᵥ f + μ.withDensityᵥ g :=
withDensityᵥ_add hf hg
#align measure_theory.with_densityᵥ_add' MeasureTheory.withDensityᵥ_add'
@[simp]
| Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 101 | 103 | theorem withDensityᵥ_sub (hf : Integrable f μ) (hg : Integrable g μ) :
μ.withDensityᵥ (f - g) = μ.withDensityᵥ f - μ.withDensityᵥ g := by |
rw [sub_eq_add_neg, sub_eq_add_neg, withDensityᵥ_add hf hg.neg, withDensityᵥ_neg]
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
variable {α β : Type*} {m : MeasurableSpace α}
namespace MeasureTheory
open TopologicalSpace
variable {μ ν : Measure α}
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
def Measure.withDensityᵥ {m : MeasurableSpace α} (μ : Measure α) (f : α → E) : VectorMeasure α E :=
if hf : Integrable f μ then
{ measureOf' := fun s => if MeasurableSet s then ∫ x in s, f x ∂μ else 0
empty' := by simp
not_measurable' := fun s hs => if_neg hs
m_iUnion' := fun s hs₁ hs₂ => by
dsimp only
convert hasSum_integral_iUnion hs₁ hs₂ hf.integrableOn with n
· rw [if_pos (hs₁ n)]
· rw [if_pos (MeasurableSet.iUnion hs₁)] }
else 0
#align measure_theory.measure.with_densityᵥ MeasureTheory.Measure.withDensityᵥ
open Measure
variable {f g : α → E}
theorem withDensityᵥ_apply (hf : Integrable f μ) {s : Set α} (hs : MeasurableSet s) :
μ.withDensityᵥ f s = ∫ x in s, f x ∂μ := by rw [withDensityᵥ, dif_pos hf]; exact dif_pos hs
#align measure_theory.with_densityᵥ_apply MeasureTheory.withDensityᵥ_apply
@[simp]
theorem withDensityᵥ_zero : μ.withDensityᵥ (0 : α → E) = 0 := by
ext1 s hs; erw [withDensityᵥ_apply (integrable_zero α E μ) hs]; simp
#align measure_theory.with_densityᵥ_zero MeasureTheory.withDensityᵥ_zero
@[simp]
theorem withDensityᵥ_neg : μ.withDensityᵥ (-f) = -μ.withDensityᵥ f := by
by_cases hf : Integrable f μ
· ext1 i hi
rw [VectorMeasure.neg_apply, withDensityᵥ_apply hf hi, ← integral_neg,
withDensityᵥ_apply hf.neg hi]
rfl
· rw [withDensityᵥ, withDensityᵥ, dif_neg hf, dif_neg, neg_zero]
rwa [integrable_neg_iff]
#align measure_theory.with_densityᵥ_neg MeasureTheory.withDensityᵥ_neg
theorem withDensityᵥ_neg' : (μ.withDensityᵥ fun x => -f x) = -μ.withDensityᵥ f :=
withDensityᵥ_neg
#align measure_theory.with_densityᵥ_neg' MeasureTheory.withDensityᵥ_neg'
@[simp]
theorem withDensityᵥ_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ.withDensityᵥ (f + g) = μ.withDensityᵥ f + μ.withDensityᵥ g := by
ext1 i hi
rw [withDensityᵥ_apply (hf.add hg) hi, VectorMeasure.add_apply, withDensityᵥ_apply hf hi,
withDensityᵥ_apply hg hi]
simp_rw [Pi.add_apply]
rw [integral_add] <;> rw [← integrableOn_univ]
· exact hf.integrableOn.restrict MeasurableSet.univ
· exact hg.integrableOn.restrict MeasurableSet.univ
#align measure_theory.with_densityᵥ_add MeasureTheory.withDensityᵥ_add
theorem withDensityᵥ_add' (hf : Integrable f μ) (hg : Integrable g μ) :
(μ.withDensityᵥ fun x => f x + g x) = μ.withDensityᵥ f + μ.withDensityᵥ g :=
withDensityᵥ_add hf hg
#align measure_theory.with_densityᵥ_add' MeasureTheory.withDensityᵥ_add'
@[simp]
theorem withDensityᵥ_sub (hf : Integrable f μ) (hg : Integrable g μ) :
μ.withDensityᵥ (f - g) = μ.withDensityᵥ f - μ.withDensityᵥ g := by
rw [sub_eq_add_neg, sub_eq_add_neg, withDensityᵥ_add hf hg.neg, withDensityᵥ_neg]
#align measure_theory.with_densityᵥ_sub MeasureTheory.withDensityᵥ_sub
theorem withDensityᵥ_sub' (hf : Integrable f μ) (hg : Integrable g μ) :
(μ.withDensityᵥ fun x => f x - g x) = μ.withDensityᵥ f - μ.withDensityᵥ g :=
withDensityᵥ_sub hf hg
#align measure_theory.with_densityᵥ_sub' MeasureTheory.withDensityᵥ_sub'
@[simp]
| Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 112 | 122 | theorem withDensityᵥ_smul {𝕜 : Type*} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E]
[SMulCommClass ℝ 𝕜 E] (f : α → E) (r : 𝕜) : μ.withDensityᵥ (r • f) = r • μ.withDensityᵥ f := by |
by_cases hf : Integrable f μ
· ext1 i hi
rw [withDensityᵥ_apply (hf.smul r) hi, VectorMeasure.smul_apply, withDensityᵥ_apply hf hi, ←
integral_smul r f]
rfl
· by_cases hr : r = 0
· rw [hr, zero_smul, zero_smul, withDensityᵥ_zero]
· rw [withDensityᵥ, withDensityᵥ, dif_neg hf, dif_neg, smul_zero]
rwa [integrable_smul_iff hr f]
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
variable {α β : Type*} {m : MeasurableSpace α}
namespace MeasureTheory
open TopologicalSpace
variable {μ ν : Measure α}
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
def Measure.withDensityᵥ {m : MeasurableSpace α} (μ : Measure α) (f : α → E) : VectorMeasure α E :=
if hf : Integrable f μ then
{ measureOf' := fun s => if MeasurableSet s then ∫ x in s, f x ∂μ else 0
empty' := by simp
not_measurable' := fun s hs => if_neg hs
m_iUnion' := fun s hs₁ hs₂ => by
dsimp only
convert hasSum_integral_iUnion hs₁ hs₂ hf.integrableOn with n
· rw [if_pos (hs₁ n)]
· rw [if_pos (MeasurableSet.iUnion hs₁)] }
else 0
#align measure_theory.measure.with_densityᵥ MeasureTheory.Measure.withDensityᵥ
open Measure
variable {f g : α → E}
theorem withDensityᵥ_apply (hf : Integrable f μ) {s : Set α} (hs : MeasurableSet s) :
μ.withDensityᵥ f s = ∫ x in s, f x ∂μ := by rw [withDensityᵥ, dif_pos hf]; exact dif_pos hs
#align measure_theory.with_densityᵥ_apply MeasureTheory.withDensityᵥ_apply
@[simp]
theorem withDensityᵥ_zero : μ.withDensityᵥ (0 : α → E) = 0 := by
ext1 s hs; erw [withDensityᵥ_apply (integrable_zero α E μ) hs]; simp
#align measure_theory.with_densityᵥ_zero MeasureTheory.withDensityᵥ_zero
@[simp]
theorem withDensityᵥ_neg : μ.withDensityᵥ (-f) = -μ.withDensityᵥ f := by
by_cases hf : Integrable f μ
· ext1 i hi
rw [VectorMeasure.neg_apply, withDensityᵥ_apply hf hi, ← integral_neg,
withDensityᵥ_apply hf.neg hi]
rfl
· rw [withDensityᵥ, withDensityᵥ, dif_neg hf, dif_neg, neg_zero]
rwa [integrable_neg_iff]
#align measure_theory.with_densityᵥ_neg MeasureTheory.withDensityᵥ_neg
theorem withDensityᵥ_neg' : (μ.withDensityᵥ fun x => -f x) = -μ.withDensityᵥ f :=
withDensityᵥ_neg
#align measure_theory.with_densityᵥ_neg' MeasureTheory.withDensityᵥ_neg'
@[simp]
theorem withDensityᵥ_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ.withDensityᵥ (f + g) = μ.withDensityᵥ f + μ.withDensityᵥ g := by
ext1 i hi
rw [withDensityᵥ_apply (hf.add hg) hi, VectorMeasure.add_apply, withDensityᵥ_apply hf hi,
withDensityᵥ_apply hg hi]
simp_rw [Pi.add_apply]
rw [integral_add] <;> rw [← integrableOn_univ]
· exact hf.integrableOn.restrict MeasurableSet.univ
· exact hg.integrableOn.restrict MeasurableSet.univ
#align measure_theory.with_densityᵥ_add MeasureTheory.withDensityᵥ_add
theorem withDensityᵥ_add' (hf : Integrable f μ) (hg : Integrable g μ) :
(μ.withDensityᵥ fun x => f x + g x) = μ.withDensityᵥ f + μ.withDensityᵥ g :=
withDensityᵥ_add hf hg
#align measure_theory.with_densityᵥ_add' MeasureTheory.withDensityᵥ_add'
@[simp]
theorem withDensityᵥ_sub (hf : Integrable f μ) (hg : Integrable g μ) :
μ.withDensityᵥ (f - g) = μ.withDensityᵥ f - μ.withDensityᵥ g := by
rw [sub_eq_add_neg, sub_eq_add_neg, withDensityᵥ_add hf hg.neg, withDensityᵥ_neg]
#align measure_theory.with_densityᵥ_sub MeasureTheory.withDensityᵥ_sub
theorem withDensityᵥ_sub' (hf : Integrable f μ) (hg : Integrable g μ) :
(μ.withDensityᵥ fun x => f x - g x) = μ.withDensityᵥ f - μ.withDensityᵥ g :=
withDensityᵥ_sub hf hg
#align measure_theory.with_densityᵥ_sub' MeasureTheory.withDensityᵥ_sub'
@[simp]
theorem withDensityᵥ_smul {𝕜 : Type*} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E]
[SMulCommClass ℝ 𝕜 E] (f : α → E) (r : 𝕜) : μ.withDensityᵥ (r • f) = r • μ.withDensityᵥ f := by
by_cases hf : Integrable f μ
· ext1 i hi
rw [withDensityᵥ_apply (hf.smul r) hi, VectorMeasure.smul_apply, withDensityᵥ_apply hf hi, ←
integral_smul r f]
rfl
· by_cases hr : r = 0
· rw [hr, zero_smul, zero_smul, withDensityᵥ_zero]
· rw [withDensityᵥ, withDensityᵥ, dif_neg hf, dif_neg, smul_zero]
rwa [integrable_smul_iff hr f]
#align measure_theory.with_densityᵥ_smul MeasureTheory.withDensityᵥ_smul
theorem withDensityᵥ_smul' {𝕜 : Type*} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E]
[SMulCommClass ℝ 𝕜 E] (f : α → E) (r : 𝕜) :
(μ.withDensityᵥ fun x => r • f x) = r • μ.withDensityᵥ f :=
withDensityᵥ_smul f r
#align measure_theory.with_densityᵥ_smul' MeasureTheory.withDensityᵥ_smul'
| Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 131 | 138 | theorem withDensityᵥ_smul_eq_withDensityᵥ_withDensity {f : α → ℝ≥0} {g : α → E}
(hf : AEMeasurable f μ) (hfg : Integrable (f • g) μ) :
μ.withDensityᵥ (f • g) = (μ.withDensity (fun x ↦ f x)).withDensityᵥ g := by |
ext s hs
rw [withDensityᵥ_apply hfg hs,
withDensityᵥ_apply ((integrable_withDensity_iff_integrable_smul₀ hf).mpr hfg) hs,
setIntegral_withDensity_eq_setIntegral_smul₀ hf.restrict _ hs]
rfl
| 2,211 |
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
import Mathlib.MeasureTheory.Decomposition.Jordan
import Mathlib.MeasureTheory.Measure.WithDensityVectorMeasure
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `inferInstance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
| Mathlib/MeasureTheory/Decomposition/SignedLebesgue.lean | 131 | 145 | theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by |
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
| 2,212 |
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
import Mathlib.MeasureTheory.Decomposition.Jordan
import Mathlib.MeasureTheory.Measure.WithDensityVectorMeasure
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α}
namespace MeasureTheory
namespace SignedMeasure
open Measure
class HaveLebesgueDecomposition (s : SignedMeasure α) (μ : Measure α) : Prop where
posPart : s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ
negPart : s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ
#align measure_theory.signed_measure.have_lebesgue_decomposition MeasureTheory.SignedMeasure.HaveLebesgueDecomposition
#align measure_theory.signed_measure.have_lebesgue_decomposition.pos_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.posPart
#align measure_theory.signed_measure.have_lebesgue_decomposition.neg_part MeasureTheory.SignedMeasure.HaveLebesgueDecomposition.negPart
attribute [instance] HaveLebesgueDecomposition.posPart
attribute [instance] HaveLebesgueDecomposition.negPart
theorem not_haveLebesgueDecomposition_iff (s : SignedMeasure α) (μ : Measure α) :
¬s.HaveLebesgueDecomposition μ ↔
¬s.toJordanDecomposition.posPart.HaveLebesgueDecomposition μ ∨
¬s.toJordanDecomposition.negPart.HaveLebesgueDecomposition μ :=
⟨fun h => not_or_of_imp fun hp hn => h ⟨hp, hn⟩, fun h hl => (not_and_or.2 h) ⟨hl.1, hl.2⟩⟩
#align measure_theory.signed_measure.not_have_lebesgue_decomposition_iff MeasureTheory.SignedMeasure.not_haveLebesgueDecomposition_iff
-- `inferInstance` directly does not work
-- see Note [lower instance priority]
instance (priority := 100) haveLebesgueDecomposition_of_sigmaFinite (s : SignedMeasure α)
(μ : Measure α) [SigmaFinite μ] : s.HaveLebesgueDecomposition μ where
posPart := inferInstance
negPart := inferInstance
#align measure_theory.signed_measure.have_lebesgue_decomposition_of_sigma_finite MeasureTheory.SignedMeasure.haveLebesgueDecomposition_of_sigmaFinite
instance haveLebesgueDecomposition_neg (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] : (-s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_neg, JordanDecomposition.neg_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_neg MeasureTheory.SignedMeasure.haveLebesgueDecomposition_neg
instance haveLebesgueDecomposition_smul (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ≥0) : (r • s).HaveLebesgueDecomposition μ where
posPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_posPart]
infer_instance
negPart := by
rw [toJordanDecomposition_smul, JordanDecomposition.smul_negPart]
infer_instance
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul
instance haveLebesgueDecomposition_smul_real (s : SignedMeasure α) (μ : Measure α)
[s.HaveLebesgueDecomposition μ] (r : ℝ) : (r • s).HaveLebesgueDecomposition μ := by
by_cases hr : 0 ≤ r
· lift r to ℝ≥0 using hr
exact s.haveLebesgueDecomposition_smul μ _
· rw [not_le] at hr
refine
{ posPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_posPart_neg _ _ hr]
infer_instance
negPart := by
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
infer_instance }
#align measure_theory.signed_measure.have_lebesgue_decomposition_smul_real MeasureTheory.SignedMeasure.haveLebesgueDecomposition_smul_real
def singularPart (s : SignedMeasure α) (μ : Measure α) : SignedMeasure α :=
(s.toJordanDecomposition.posPart.singularPart μ).toSignedMeasure -
(s.toJordanDecomposition.negPart.singularPart μ).toSignedMeasure
#align measure_theory.signed_measure.singular_part MeasureTheory.SignedMeasure.singularPart
section
theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] at hpos hneg
exact ⟨i, hi, hpos.1, hneg.1⟩
· rw [not_haveLebesgueDecomposition_iff] at hl
cases' hl with hp hn
· rw [Measure.singularPart, dif_neg hp]
exact MutuallySingular.zero_left
· rw [Measure.singularPart, Measure.singularPart, dif_neg hn]
exact MutuallySingular.zero_right
#align measure_theory.signed_measure.singular_part_mutually_singular MeasureTheory.SignedMeasure.singularPart_mutuallySingular
| Mathlib/MeasureTheory/Decomposition/SignedLebesgue.lean | 148 | 158 | theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by |
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine JordanDecomposition.toSignedMeasure_injective ?_
rw [toSignedMeasure_toJordanDecomposition, singularPart, JordanDecomposition.toSignedMeasure]
rw [totalVariation, this]
| 2,212 |
import Mathlib.MeasureTheory.Decomposition.SignedLebesgue
import Mathlib.MeasureTheory.Measure.WithDensityVectorMeasure
#align_import measure_theory.decomposition.radon_nikodym from "leanprover-community/mathlib"@"fc75855907eaa8ff39791039710f567f37d4556f"
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
variable {α β : Type*} {m : MeasurableSpace α}
namespace MeasureTheory
namespace Measure
| Mathlib/MeasureTheory/Decomposition/RadonNikodym.lean | 56 | 66 | theorem withDensity_rnDeriv_eq (μ ν : Measure α) [HaveLebesgueDecomposition μ ν] (h : μ ≪ ν) :
ν.withDensity (rnDeriv μ ν) = μ := by |
suffices μ.singularPart ν = 0 by
conv_rhs => rw [haveLebesgueDecomposition_add μ ν, this, zero_add]
suffices μ.singularPart ν Set.univ = 0 by simpa using this
have h_sing := mutuallySingular_singularPart μ ν
rw [← measure_add_measure_compl h_sing.measurableSet_nullSet]
simp only [MutuallySingular.measure_nullSet, zero_add]
refine le_antisymm ?_ (zero_le _)
refine (singularPart_le μ ν ?_ ).trans_eq ?_
exact h h_sing.measure_compl_nullSet
| 2,213 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.ConditionalProbability
open scoped ENNReal
namespace MeasureTheory
variable {α : Type*} {mα : MeasurableSpace α} {μ : Measure α}
noncomputable def Measure.toFiniteAux (μ : Measure α) [SFinite μ] : Measure α :=
Measure.sum (fun n ↦ (2 ^ (n + 1) * sFiniteSeq μ n Set.univ)⁻¹ • sFiniteSeq μ n)
noncomputable def Measure.toFinite (μ : Measure α) [SFinite μ] : Measure α :=
ProbabilityTheory.cond μ.toFiniteAux Set.univ
lemma toFiniteAux_apply (μ : Measure α) [SFinite μ] (s : Set α) :
μ.toFiniteAux s = ∑' n, (2 ^ (n + 1) * sFiniteSeq μ n Set.univ)⁻¹ * sFiniteSeq μ n s := by
rw [Measure.toFiniteAux, Measure.sum_apply_of_countable]; rfl
lemma toFinite_apply (μ : Measure α) [SFinite μ] (s : Set α) :
μ.toFinite s = (μ.toFiniteAux Set.univ)⁻¹ * μ.toFiniteAux s := by
rw [Measure.toFinite, ProbabilityTheory.cond_apply _ MeasurableSet.univ, Set.univ_inter]
lemma toFiniteAux_zero : Measure.toFiniteAux (0 : Measure α) = 0 := by
ext s
simp [toFiniteAux_apply]
@[simp]
lemma toFinite_zero : Measure.toFinite (0 : Measure α) = 0 := by
simp [Measure.toFinite, toFiniteAux_zero]
lemma toFiniteAux_eq_zero_iff [SFinite μ] : μ.toFiniteAux = 0 ↔ μ = 0 := by
refine ⟨fun h ↦ ?_, fun h ↦ by simp [h, toFiniteAux_zero]⟩
ext s hs
rw [Measure.ext_iff] at h
specialize h s hs
simp only [toFiniteAux_apply, Measure.coe_zero, Pi.zero_apply,
ENNReal.tsum_eq_zero, mul_eq_zero, ENNReal.inv_eq_zero] at h
rw [← sum_sFiniteSeq μ, Measure.sum_apply _ hs]
simp only [Measure.coe_zero, Pi.zero_apply, ENNReal.tsum_eq_zero]
intro n
specialize h n
simpa [ENNReal.mul_eq_top, measure_ne_top] using h
lemma toFiniteAux_univ_le_one (μ : Measure α) [SFinite μ] : μ.toFiniteAux Set.univ ≤ 1 := by
rw [toFiniteAux_apply]
have h_le_pow : ∀ n, (2 ^ (n + 1) * sFiniteSeq μ n Set.univ)⁻¹ * sFiniteSeq μ n Set.univ
≤ (2 ^ (n + 1))⁻¹ := by
intro n
by_cases h_zero : sFiniteSeq μ n = 0
· simp [h_zero]
· rw [ENNReal.le_inv_iff_mul_le, mul_assoc, mul_comm (sFiniteSeq μ n Set.univ),
ENNReal.inv_mul_cancel]
· simp [h_zero]
· exact ENNReal.mul_ne_top (by simp) (measure_ne_top _ _)
refine (tsum_le_tsum h_le_pow ENNReal.summable ENNReal.summable).trans ?_
simp [ENNReal.inv_pow, ENNReal.tsum_geometric_add_one, ENNReal.inv_mul_cancel]
instance [SFinite μ] : IsFiniteMeasure μ.toFiniteAux :=
⟨(toFiniteAux_univ_le_one μ).trans_lt ENNReal.one_lt_top⟩
@[simp]
lemma toFinite_eq_zero_iff [SFinite μ] : μ.toFinite = 0 ↔ μ = 0 := by
simp [Measure.toFinite, measure_ne_top μ.toFiniteAux Set.univ, toFiniteAux_eq_zero_iff]
instance [SFinite μ] : IsFiniteMeasure μ.toFinite := by
rw [Measure.toFinite]
infer_instance
instance [SFinite μ] [h_zero : NeZero μ] : IsProbabilityMeasure μ.toFinite := by
refine ProbabilityTheory.cond_isProbabilityMeasure μ.toFiniteAux ?_
simp [toFiniteAux_eq_zero_iff, h_zero.out]
lemma sFiniteSeq_absolutelyContinuous_toFiniteAux (μ : Measure α) [SFinite μ] (n : ℕ) :
sFiniteSeq μ n ≪ μ.toFiniteAux := by
refine Measure.absolutelyContinuous_sum_right n (Measure.absolutelyContinuous_smul ?_)
simp only [ne_eq, ENNReal.inv_eq_zero]
exact ENNReal.mul_ne_top (by simp) (measure_ne_top _ _)
lemma toFiniteAux_absolutelyContinuous_toFinite (μ : Measure α) [SFinite μ] :
μ.toFiniteAux ≪ μ.toFinite := ProbabilityTheory.absolutelyContinuous_cond_univ
lemma sFiniteSeq_absolutelyContinuous_toFinite (μ : Measure α) [SFinite μ] (n : ℕ) :
sFiniteSeq μ n ≪ μ.toFinite :=
(sFiniteSeq_absolutelyContinuous_toFiniteAux μ n).trans
(toFiniteAux_absolutelyContinuous_toFinite μ)
lemma absolutelyContinuous_toFinite (μ : Measure α) [SFinite μ] : μ ≪ μ.toFinite := by
conv_lhs => rw [← sum_sFiniteSeq μ]
exact Measure.absolutelyContinuous_sum_left (sFiniteSeq_absolutelyContinuous_toFinite μ)
lemma toFinite_absolutelyContinuous (μ : Measure α) [SFinite μ] : μ.toFinite ≪ μ := by
conv_rhs => rw [← sum_sFiniteSeq μ]
refine Measure.AbsolutelyContinuous.mk (fun s hs hs0 ↦ ?_)
simp only [Measure.sum_apply _ hs, ENNReal.tsum_eq_zero] at hs0
simp [toFinite_apply, toFiniteAux_apply, hs0]
noncomputable
def Measure.densityToFinite (μ : Measure α) [SFinite μ] (a : α) : ℝ≥0∞ :=
∑' n, (sFiniteSeq μ n).rnDeriv μ.toFinite a
lemma densityToFinite_def (μ : Measure α) [SFinite μ] :
μ.densityToFinite = fun a ↦ ∑' n, (sFiniteSeq μ n).rnDeriv μ.toFinite a := rfl
lemma measurable_densityToFinite (μ : Measure α) [SFinite μ] : Measurable μ.densityToFinite :=
Measurable.ennreal_tsum fun _ ↦ Measure.measurable_rnDeriv _ _
| Mathlib/MeasureTheory/Measure/WithDensityFinite.lean | 158 | 168 | theorem withDensity_densitytoFinite (μ : Measure α) [SFinite μ] :
μ.toFinite.withDensity μ.densityToFinite = μ := by |
have : (μ.toFinite.withDensity fun a ↦ ∑' n, (sFiniteSeq μ n).rnDeriv μ.toFinite a)
= μ.toFinite.withDensity (∑' n, (sFiniteSeq μ n).rnDeriv μ.toFinite) := by
congr with a
rw [ENNReal.tsum_apply]
rw [densityToFinite_def, this, withDensity_tsum (fun i ↦ Measure.measurable_rnDeriv _ _)]
conv_rhs => rw [← sum_sFiniteSeq μ]
congr with n
rw [Measure.withDensity_rnDeriv_eq]
exact sFiniteSeq_absolutelyContinuous_toFinite μ n
| 2,214 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal MeasureTheory Topology
namespace MeasureTheory.Measure
variable {α β : Type*} {mα : MeasurableSpace α} (ρ : Measure (α × ℝ))
noncomputable def IicSnd (r : ℝ) : Measure α :=
(ρ.restrict (univ ×ˢ Iic r)).fst
#align measure_theory.measure.Iic_snd MeasureTheory.Measure.IicSnd
| Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 54 | 58 | theorem IicSnd_apply (r : ℝ) {s : Set α} (hs : MeasurableSet s) :
ρ.IicSnd r s = ρ (s ×ˢ Iic r) := by |
rw [IicSnd, fst_apply hs,
restrict_apply' (MeasurableSet.univ.prod (measurableSet_Iic : MeasurableSet (Iic r))), ←
prod_univ, prod_inter_prod, inter_univ, univ_inter]
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal MeasureTheory Topology
namespace MeasureTheory.Measure
variable {α β : Type*} {mα : MeasurableSpace α} (ρ : Measure (α × ℝ))
noncomputable def IicSnd (r : ℝ) : Measure α :=
(ρ.restrict (univ ×ˢ Iic r)).fst
#align measure_theory.measure.Iic_snd MeasureTheory.Measure.IicSnd
theorem IicSnd_apply (r : ℝ) {s : Set α} (hs : MeasurableSet s) :
ρ.IicSnd r s = ρ (s ×ˢ Iic r) := by
rw [IicSnd, fst_apply hs,
restrict_apply' (MeasurableSet.univ.prod (measurableSet_Iic : MeasurableSet (Iic r))), ←
prod_univ, prod_inter_prod, inter_univ, univ_inter]
#align measure_theory.measure.Iic_snd_apply MeasureTheory.Measure.IicSnd_apply
theorem IicSnd_univ (r : ℝ) : ρ.IicSnd r univ = ρ (univ ×ˢ Iic r) :=
IicSnd_apply ρ r MeasurableSet.univ
#align measure_theory.measure.Iic_snd_univ MeasureTheory.Measure.IicSnd_univ
| Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 65 | 69 | theorem IicSnd_mono {r r' : ℝ} (h_le : r ≤ r') : ρ.IicSnd r ≤ ρ.IicSnd r' := by |
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [IicSnd_apply ρ _ hs]
refine measure_mono (prod_subset_prod_iff.mpr (Or.inl ⟨subset_rfl, Iic_subset_Iic.mpr ?_⟩))
exact mod_cast h_le
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal MeasureTheory Topology
namespace MeasureTheory.Measure
variable {α β : Type*} {mα : MeasurableSpace α} (ρ : Measure (α × ℝ))
noncomputable def IicSnd (r : ℝ) : Measure α :=
(ρ.restrict (univ ×ˢ Iic r)).fst
#align measure_theory.measure.Iic_snd MeasureTheory.Measure.IicSnd
theorem IicSnd_apply (r : ℝ) {s : Set α} (hs : MeasurableSet s) :
ρ.IicSnd r s = ρ (s ×ˢ Iic r) := by
rw [IicSnd, fst_apply hs,
restrict_apply' (MeasurableSet.univ.prod (measurableSet_Iic : MeasurableSet (Iic r))), ←
prod_univ, prod_inter_prod, inter_univ, univ_inter]
#align measure_theory.measure.Iic_snd_apply MeasureTheory.Measure.IicSnd_apply
theorem IicSnd_univ (r : ℝ) : ρ.IicSnd r univ = ρ (univ ×ˢ Iic r) :=
IicSnd_apply ρ r MeasurableSet.univ
#align measure_theory.measure.Iic_snd_univ MeasureTheory.Measure.IicSnd_univ
theorem IicSnd_mono {r r' : ℝ} (h_le : r ≤ r') : ρ.IicSnd r ≤ ρ.IicSnd r' := by
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [IicSnd_apply ρ _ hs]
refine measure_mono (prod_subset_prod_iff.mpr (Or.inl ⟨subset_rfl, Iic_subset_Iic.mpr ?_⟩))
exact mod_cast h_le
#align measure_theory.measure.Iic_snd_mono MeasureTheory.Measure.IicSnd_mono
| Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 72 | 75 | theorem IicSnd_le_fst (r : ℝ) : ρ.IicSnd r ≤ ρ.fst := by |
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [fst_apply hs, IicSnd_apply ρ r hs]
exact measure_mono (prod_subset_preimage_fst _ _)
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal MeasureTheory Topology
namespace MeasureTheory.Measure
variable {α β : Type*} {mα : MeasurableSpace α} (ρ : Measure (α × ℝ))
noncomputable def IicSnd (r : ℝ) : Measure α :=
(ρ.restrict (univ ×ˢ Iic r)).fst
#align measure_theory.measure.Iic_snd MeasureTheory.Measure.IicSnd
theorem IicSnd_apply (r : ℝ) {s : Set α} (hs : MeasurableSet s) :
ρ.IicSnd r s = ρ (s ×ˢ Iic r) := by
rw [IicSnd, fst_apply hs,
restrict_apply' (MeasurableSet.univ.prod (measurableSet_Iic : MeasurableSet (Iic r))), ←
prod_univ, prod_inter_prod, inter_univ, univ_inter]
#align measure_theory.measure.Iic_snd_apply MeasureTheory.Measure.IicSnd_apply
theorem IicSnd_univ (r : ℝ) : ρ.IicSnd r univ = ρ (univ ×ˢ Iic r) :=
IicSnd_apply ρ r MeasurableSet.univ
#align measure_theory.measure.Iic_snd_univ MeasureTheory.Measure.IicSnd_univ
theorem IicSnd_mono {r r' : ℝ} (h_le : r ≤ r') : ρ.IicSnd r ≤ ρ.IicSnd r' := by
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [IicSnd_apply ρ _ hs]
refine measure_mono (prod_subset_prod_iff.mpr (Or.inl ⟨subset_rfl, Iic_subset_Iic.mpr ?_⟩))
exact mod_cast h_le
#align measure_theory.measure.Iic_snd_mono MeasureTheory.Measure.IicSnd_mono
theorem IicSnd_le_fst (r : ℝ) : ρ.IicSnd r ≤ ρ.fst := by
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [fst_apply hs, IicSnd_apply ρ r hs]
exact measure_mono (prod_subset_preimage_fst _ _)
#align measure_theory.measure.Iic_snd_le_fst MeasureTheory.Measure.IicSnd_le_fst
theorem IicSnd_ac_fst (r : ℝ) : ρ.IicSnd r ≪ ρ.fst :=
Measure.absolutelyContinuous_of_le (IicSnd_le_fst ρ r)
#align measure_theory.measure.Iic_snd_ac_fst MeasureTheory.Measure.IicSnd_ac_fst
theorem IsFiniteMeasure.IicSnd {ρ : Measure (α × ℝ)} [IsFiniteMeasure ρ] (r : ℝ) :
IsFiniteMeasure (ρ.IicSnd r) :=
isFiniteMeasure_of_le _ (IicSnd_le_fst ρ _)
#align measure_theory.measure.is_finite_measure.Iic_snd MeasureTheory.Measure.IsFiniteMeasure.IicSnd
| Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 87 | 89 | theorem iInf_IicSnd_gt (t : ℚ) {s : Set α} (hs : MeasurableSet s) [IsFiniteMeasure ρ] :
⨅ r : { r' : ℚ // t < r' }, ρ.IicSnd r s = ρ.IicSnd t s := by |
simp_rw [ρ.IicSnd_apply _ hs, Measure.iInf_rat_gt_prod_Iic hs]
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal MeasureTheory Topology
namespace MeasureTheory.Measure
variable {α β : Type*} {mα : MeasurableSpace α} (ρ : Measure (α × ℝ))
noncomputable def IicSnd (r : ℝ) : Measure α :=
(ρ.restrict (univ ×ˢ Iic r)).fst
#align measure_theory.measure.Iic_snd MeasureTheory.Measure.IicSnd
theorem IicSnd_apply (r : ℝ) {s : Set α} (hs : MeasurableSet s) :
ρ.IicSnd r s = ρ (s ×ˢ Iic r) := by
rw [IicSnd, fst_apply hs,
restrict_apply' (MeasurableSet.univ.prod (measurableSet_Iic : MeasurableSet (Iic r))), ←
prod_univ, prod_inter_prod, inter_univ, univ_inter]
#align measure_theory.measure.Iic_snd_apply MeasureTheory.Measure.IicSnd_apply
theorem IicSnd_univ (r : ℝ) : ρ.IicSnd r univ = ρ (univ ×ˢ Iic r) :=
IicSnd_apply ρ r MeasurableSet.univ
#align measure_theory.measure.Iic_snd_univ MeasureTheory.Measure.IicSnd_univ
theorem IicSnd_mono {r r' : ℝ} (h_le : r ≤ r') : ρ.IicSnd r ≤ ρ.IicSnd r' := by
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [IicSnd_apply ρ _ hs]
refine measure_mono (prod_subset_prod_iff.mpr (Or.inl ⟨subset_rfl, Iic_subset_Iic.mpr ?_⟩))
exact mod_cast h_le
#align measure_theory.measure.Iic_snd_mono MeasureTheory.Measure.IicSnd_mono
theorem IicSnd_le_fst (r : ℝ) : ρ.IicSnd r ≤ ρ.fst := by
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [fst_apply hs, IicSnd_apply ρ r hs]
exact measure_mono (prod_subset_preimage_fst _ _)
#align measure_theory.measure.Iic_snd_le_fst MeasureTheory.Measure.IicSnd_le_fst
theorem IicSnd_ac_fst (r : ℝ) : ρ.IicSnd r ≪ ρ.fst :=
Measure.absolutelyContinuous_of_le (IicSnd_le_fst ρ r)
#align measure_theory.measure.Iic_snd_ac_fst MeasureTheory.Measure.IicSnd_ac_fst
theorem IsFiniteMeasure.IicSnd {ρ : Measure (α × ℝ)} [IsFiniteMeasure ρ] (r : ℝ) :
IsFiniteMeasure (ρ.IicSnd r) :=
isFiniteMeasure_of_le _ (IicSnd_le_fst ρ _)
#align measure_theory.measure.is_finite_measure.Iic_snd MeasureTheory.Measure.IsFiniteMeasure.IicSnd
theorem iInf_IicSnd_gt (t : ℚ) {s : Set α} (hs : MeasurableSet s) [IsFiniteMeasure ρ] :
⨅ r : { r' : ℚ // t < r' }, ρ.IicSnd r s = ρ.IicSnd t s := by
simp_rw [ρ.IicSnd_apply _ hs, Measure.iInf_rat_gt_prod_Iic hs]
#align measure_theory.measure.infi_Iic_snd_gt MeasureTheory.Measure.iInf_IicSnd_gt
| Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 92 | 99 | theorem tendsto_IicSnd_atTop {s : Set α} (hs : MeasurableSet s) :
Tendsto (fun r : ℚ ↦ ρ.IicSnd r s) atTop (𝓝 (ρ.fst s)) := by |
simp_rw [ρ.IicSnd_apply _ hs, fst_apply hs, ← prod_univ]
rw [← Real.iUnion_Iic_rat, prod_iUnion]
refine tendsto_measure_iUnion fun r q hr_le_q x ↦ ?_
simp only [mem_prod, mem_Iic, and_imp]
refine fun hxs hxr ↦ ⟨hxs, hxr.trans ?_⟩
exact mod_cast hr_le_q
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal MeasureTheory Topology
namespace MeasureTheory.Measure
variable {α β : Type*} {mα : MeasurableSpace α} (ρ : Measure (α × ℝ))
noncomputable def IicSnd (r : ℝ) : Measure α :=
(ρ.restrict (univ ×ˢ Iic r)).fst
#align measure_theory.measure.Iic_snd MeasureTheory.Measure.IicSnd
theorem IicSnd_apply (r : ℝ) {s : Set α} (hs : MeasurableSet s) :
ρ.IicSnd r s = ρ (s ×ˢ Iic r) := by
rw [IicSnd, fst_apply hs,
restrict_apply' (MeasurableSet.univ.prod (measurableSet_Iic : MeasurableSet (Iic r))), ←
prod_univ, prod_inter_prod, inter_univ, univ_inter]
#align measure_theory.measure.Iic_snd_apply MeasureTheory.Measure.IicSnd_apply
theorem IicSnd_univ (r : ℝ) : ρ.IicSnd r univ = ρ (univ ×ˢ Iic r) :=
IicSnd_apply ρ r MeasurableSet.univ
#align measure_theory.measure.Iic_snd_univ MeasureTheory.Measure.IicSnd_univ
theorem IicSnd_mono {r r' : ℝ} (h_le : r ≤ r') : ρ.IicSnd r ≤ ρ.IicSnd r' := by
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [IicSnd_apply ρ _ hs]
refine measure_mono (prod_subset_prod_iff.mpr (Or.inl ⟨subset_rfl, Iic_subset_Iic.mpr ?_⟩))
exact mod_cast h_le
#align measure_theory.measure.Iic_snd_mono MeasureTheory.Measure.IicSnd_mono
theorem IicSnd_le_fst (r : ℝ) : ρ.IicSnd r ≤ ρ.fst := by
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [fst_apply hs, IicSnd_apply ρ r hs]
exact measure_mono (prod_subset_preimage_fst _ _)
#align measure_theory.measure.Iic_snd_le_fst MeasureTheory.Measure.IicSnd_le_fst
theorem IicSnd_ac_fst (r : ℝ) : ρ.IicSnd r ≪ ρ.fst :=
Measure.absolutelyContinuous_of_le (IicSnd_le_fst ρ r)
#align measure_theory.measure.Iic_snd_ac_fst MeasureTheory.Measure.IicSnd_ac_fst
theorem IsFiniteMeasure.IicSnd {ρ : Measure (α × ℝ)} [IsFiniteMeasure ρ] (r : ℝ) :
IsFiniteMeasure (ρ.IicSnd r) :=
isFiniteMeasure_of_le _ (IicSnd_le_fst ρ _)
#align measure_theory.measure.is_finite_measure.Iic_snd MeasureTheory.Measure.IsFiniteMeasure.IicSnd
theorem iInf_IicSnd_gt (t : ℚ) {s : Set α} (hs : MeasurableSet s) [IsFiniteMeasure ρ] :
⨅ r : { r' : ℚ // t < r' }, ρ.IicSnd r s = ρ.IicSnd t s := by
simp_rw [ρ.IicSnd_apply _ hs, Measure.iInf_rat_gt_prod_Iic hs]
#align measure_theory.measure.infi_Iic_snd_gt MeasureTheory.Measure.iInf_IicSnd_gt
theorem tendsto_IicSnd_atTop {s : Set α} (hs : MeasurableSet s) :
Tendsto (fun r : ℚ ↦ ρ.IicSnd r s) atTop (𝓝 (ρ.fst s)) := by
simp_rw [ρ.IicSnd_apply _ hs, fst_apply hs, ← prod_univ]
rw [← Real.iUnion_Iic_rat, prod_iUnion]
refine tendsto_measure_iUnion fun r q hr_le_q x ↦ ?_
simp only [mem_prod, mem_Iic, and_imp]
refine fun hxs hxr ↦ ⟨hxs, hxr.trans ?_⟩
exact mod_cast hr_le_q
#align measure_theory.measure.tendsto_Iic_snd_at_top MeasureTheory.Measure.tendsto_IicSnd_atTop
| Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 102 | 124 | theorem tendsto_IicSnd_atBot [IsFiniteMeasure ρ] {s : Set α} (hs : MeasurableSet s) :
Tendsto (fun r : ℚ ↦ ρ.IicSnd r s) atBot (𝓝 0) := by |
simp_rw [ρ.IicSnd_apply _ hs]
have h_empty : ρ (s ×ˢ ∅) = 0 := by simp only [prod_empty, measure_empty]
rw [← h_empty, ← Real.iInter_Iic_rat, prod_iInter]
suffices h_neg :
Tendsto (fun r : ℚ ↦ ρ (s ×ˢ Iic ↑(-r))) atTop (𝓝 (ρ (⋂ r : ℚ, s ×ˢ Iic ↑(-r)))) by
have h_inter_eq : ⋂ r : ℚ, s ×ˢ Iic ↑(-r) = ⋂ r : ℚ, s ×ˢ Iic (r : ℝ) := by
ext1 x
simp only [Rat.cast_eq_id, id, mem_iInter, mem_prod, mem_Iic]
refine ⟨fun h i ↦ ⟨(h i).1, ?_⟩, fun h i ↦ ⟨(h i).1, ?_⟩⟩ <;> have h' := h (-i)
· rw [neg_neg] at h'; exact h'.2
· exact h'.2
rw [h_inter_eq] at h_neg
have h_fun_eq : (fun r : ℚ ↦ ρ (s ×ˢ Iic (r : ℝ))) = fun r : ℚ ↦ ρ (s ×ˢ Iic ↑(- -r)) := by
simp_rw [neg_neg]
rw [h_fun_eq]
exact h_neg.comp tendsto_neg_atBot_atTop
refine tendsto_measure_iInter (fun q ↦ hs.prod measurableSet_Iic) ?_ ⟨0, measure_ne_top ρ _⟩
refine fun q r hqr ↦ prod_subset_prod_iff.mpr (Or.inl ⟨subset_rfl, fun x hx ↦ ?_⟩)
simp only [Rat.cast_neg, mem_Iic] at hx ⊢
refine hx.trans (neg_le_neg ?_)
exact mod_cast hqr
| 2,215 |
import Mathlib.Topology.Algebra.Algebra
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.of_norm from "leanprover-community/mathlib"@"baa88307f3e699fa7054ef04ec79fa4f056169cb"
open RCLike
open scoped ComplexConjugate
variable {𝕜 : Type*} [RCLike 𝕜] (E : Type*) [NormedAddCommGroup E]
class InnerProductSpaceable : Prop where
parallelogram_identity :
∀ x y : E, ‖x + y‖ * ‖x + y‖ + ‖x - y‖ * ‖x - y‖ = 2 * (‖x‖ * ‖x‖ + ‖y‖ * ‖y‖)
#align inner_product_spaceable InnerProductSpaceable
variable (𝕜) {E}
theorem InnerProductSpace.toInnerProductSpaceable [InnerProductSpace 𝕜 E] :
InnerProductSpaceable E :=
⟨parallelogram_law_with_norm 𝕜⟩
#align inner_product_space.to_inner_product_spaceable InnerProductSpace.toInnerProductSpaceable
-- See note [lower instance priority]
instance (priority := 100) InnerProductSpace.toInnerProductSpaceable_ofReal
[InnerProductSpace ℝ E] : InnerProductSpaceable E :=
⟨parallelogram_law_with_norm ℝ⟩
#align inner_product_space.to_inner_product_spaceable_of_real InnerProductSpace.toInnerProductSpaceable_ofReal
variable [NormedSpace 𝕜 E]
local notation "𝓚" => algebraMap ℝ 𝕜
private noncomputable def inner_ (x y : E) : 𝕜 :=
4⁻¹ * (𝓚 ‖x + y‖ * 𝓚 ‖x + y‖ - 𝓚 ‖x - y‖ * 𝓚 ‖x - y‖ +
(I : 𝕜) * 𝓚 ‖(I : 𝕜) • x + y‖ * 𝓚 ‖(I : 𝕜) • x + y‖ -
(I : 𝕜) * 𝓚 ‖(I : 𝕜) • x - y‖ * 𝓚 ‖(I : 𝕜) • x - y‖)
namespace InnerProductSpaceable
variable {𝕜} (E)
-- Porting note: prime added to avoid clashing with public `innerProp`
private def innerProp' (r : 𝕜) : Prop :=
∀ x y : E, inner_ 𝕜 (r • x) y = conj r * inner_ 𝕜 x y
variable {E}
| Mathlib/Analysis/InnerProductSpace/OfNorm.lean | 105 | 117 | theorem innerProp_neg_one : innerProp' E ((-1 : ℤ) : 𝕜) := by |
intro x y
simp only [inner_, neg_mul_eq_neg_mul, one_mul, Int.cast_one, one_smul, RingHom.map_one, map_neg,
Int.cast_neg, neg_smul, neg_one_mul]
rw [neg_mul_comm]
congr 1
have h₁ : ‖-x - y‖ = ‖x + y‖ := by rw [← neg_add', norm_neg]
have h₂ : ‖-x + y‖ = ‖x - y‖ := by rw [← neg_sub, norm_neg, sub_eq_neg_add]
have h₃ : ‖(I : 𝕜) • -x + y‖ = ‖(I : 𝕜) • x - y‖ := by
rw [← neg_sub, norm_neg, sub_eq_neg_add, ← smul_neg]
have h₄ : ‖(I : 𝕜) • -x - y‖ = ‖(I : 𝕜) • x + y‖ := by rw [smul_neg, ← neg_add', norm_neg]
rw [h₁, h₂, h₃, h₄]
ring
| 2,216 |
import Mathlib.Topology.Algebra.Algebra
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.of_norm from "leanprover-community/mathlib"@"baa88307f3e699fa7054ef04ec79fa4f056169cb"
open RCLike
open scoped ComplexConjugate
variable {𝕜 : Type*} [RCLike 𝕜] (E : Type*) [NormedAddCommGroup E]
class InnerProductSpaceable : Prop where
parallelogram_identity :
∀ x y : E, ‖x + y‖ * ‖x + y‖ + ‖x - y‖ * ‖x - y‖ = 2 * (‖x‖ * ‖x‖ + ‖y‖ * ‖y‖)
#align inner_product_spaceable InnerProductSpaceable
variable (𝕜) {E}
theorem InnerProductSpace.toInnerProductSpaceable [InnerProductSpace 𝕜 E] :
InnerProductSpaceable E :=
⟨parallelogram_law_with_norm 𝕜⟩
#align inner_product_space.to_inner_product_spaceable InnerProductSpace.toInnerProductSpaceable
-- See note [lower instance priority]
instance (priority := 100) InnerProductSpace.toInnerProductSpaceable_ofReal
[InnerProductSpace ℝ E] : InnerProductSpaceable E :=
⟨parallelogram_law_with_norm ℝ⟩
#align inner_product_space.to_inner_product_spaceable_of_real InnerProductSpace.toInnerProductSpaceable_ofReal
variable [NormedSpace 𝕜 E]
local notation "𝓚" => algebraMap ℝ 𝕜
private noncomputable def inner_ (x y : E) : 𝕜 :=
4⁻¹ * (𝓚 ‖x + y‖ * 𝓚 ‖x + y‖ - 𝓚 ‖x - y‖ * 𝓚 ‖x - y‖ +
(I : 𝕜) * 𝓚 ‖(I : 𝕜) • x + y‖ * 𝓚 ‖(I : 𝕜) • x + y‖ -
(I : 𝕜) * 𝓚 ‖(I : 𝕜) • x - y‖ * 𝓚 ‖(I : 𝕜) • x - y‖)
namespace InnerProductSpaceable
variable {𝕜} (E)
-- Porting note: prime added to avoid clashing with public `innerProp`
private def innerProp' (r : 𝕜) : Prop :=
∀ x y : E, inner_ 𝕜 (r • x) y = conj r * inner_ 𝕜 x y
variable {E}
theorem innerProp_neg_one : innerProp' E ((-1 : ℤ) : 𝕜) := by
intro x y
simp only [inner_, neg_mul_eq_neg_mul, one_mul, Int.cast_one, one_smul, RingHom.map_one, map_neg,
Int.cast_neg, neg_smul, neg_one_mul]
rw [neg_mul_comm]
congr 1
have h₁ : ‖-x - y‖ = ‖x + y‖ := by rw [← neg_add', norm_neg]
have h₂ : ‖-x + y‖ = ‖x - y‖ := by rw [← neg_sub, norm_neg, sub_eq_neg_add]
have h₃ : ‖(I : 𝕜) • -x + y‖ = ‖(I : 𝕜) • x - y‖ := by
rw [← neg_sub, norm_neg, sub_eq_neg_add, ← smul_neg]
have h₄ : ‖(I : 𝕜) • -x - y‖ = ‖(I : 𝕜) • x + y‖ := by rw [smul_neg, ← neg_add', norm_neg]
rw [h₁, h₂, h₃, h₄]
ring
#align inner_product_spaceable.inner_prop_neg_one InnerProductSpaceable.innerProp_neg_one
| Mathlib/Analysis/InnerProductSpace/OfNorm.lean | 120 | 124 | theorem _root_.Continuous.inner_ {f g : ℝ → E} (hf : Continuous f) (hg : Continuous g) :
Continuous fun x => inner_ 𝕜 (f x) (g x) := by |
unfold inner_
have := Continuous.const_smul (M := 𝕜) hf I
continuity
| 2,216 |
import Mathlib.Topology.Algebra.Algebra
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.of_norm from "leanprover-community/mathlib"@"baa88307f3e699fa7054ef04ec79fa4f056169cb"
open RCLike
open scoped ComplexConjugate
variable {𝕜 : Type*} [RCLike 𝕜] (E : Type*) [NormedAddCommGroup E]
class InnerProductSpaceable : Prop where
parallelogram_identity :
∀ x y : E, ‖x + y‖ * ‖x + y‖ + ‖x - y‖ * ‖x - y‖ = 2 * (‖x‖ * ‖x‖ + ‖y‖ * ‖y‖)
#align inner_product_spaceable InnerProductSpaceable
variable (𝕜) {E}
theorem InnerProductSpace.toInnerProductSpaceable [InnerProductSpace 𝕜 E] :
InnerProductSpaceable E :=
⟨parallelogram_law_with_norm 𝕜⟩
#align inner_product_space.to_inner_product_spaceable InnerProductSpace.toInnerProductSpaceable
-- See note [lower instance priority]
instance (priority := 100) InnerProductSpace.toInnerProductSpaceable_ofReal
[InnerProductSpace ℝ E] : InnerProductSpaceable E :=
⟨parallelogram_law_with_norm ℝ⟩
#align inner_product_space.to_inner_product_spaceable_of_real InnerProductSpace.toInnerProductSpaceable_ofReal
variable [NormedSpace 𝕜 E]
local notation "𝓚" => algebraMap ℝ 𝕜
private noncomputable def inner_ (x y : E) : 𝕜 :=
4⁻¹ * (𝓚 ‖x + y‖ * 𝓚 ‖x + y‖ - 𝓚 ‖x - y‖ * 𝓚 ‖x - y‖ +
(I : 𝕜) * 𝓚 ‖(I : 𝕜) • x + y‖ * 𝓚 ‖(I : 𝕜) • x + y‖ -
(I : 𝕜) * 𝓚 ‖(I : 𝕜) • x - y‖ * 𝓚 ‖(I : 𝕜) • x - y‖)
namespace InnerProductSpaceable
variable {𝕜} (E)
-- Porting note: prime added to avoid clashing with public `innerProp`
private def innerProp' (r : 𝕜) : Prop :=
∀ x y : E, inner_ 𝕜 (r • x) y = conj r * inner_ 𝕜 x y
variable {E}
theorem innerProp_neg_one : innerProp' E ((-1 : ℤ) : 𝕜) := by
intro x y
simp only [inner_, neg_mul_eq_neg_mul, one_mul, Int.cast_one, one_smul, RingHom.map_one, map_neg,
Int.cast_neg, neg_smul, neg_one_mul]
rw [neg_mul_comm]
congr 1
have h₁ : ‖-x - y‖ = ‖x + y‖ := by rw [← neg_add', norm_neg]
have h₂ : ‖-x + y‖ = ‖x - y‖ := by rw [← neg_sub, norm_neg, sub_eq_neg_add]
have h₃ : ‖(I : 𝕜) • -x + y‖ = ‖(I : 𝕜) • x - y‖ := by
rw [← neg_sub, norm_neg, sub_eq_neg_add, ← smul_neg]
have h₄ : ‖(I : 𝕜) • -x - y‖ = ‖(I : 𝕜) • x + y‖ := by rw [smul_neg, ← neg_add', norm_neg]
rw [h₁, h₂, h₃, h₄]
ring
#align inner_product_spaceable.inner_prop_neg_one InnerProductSpaceable.innerProp_neg_one
theorem _root_.Continuous.inner_ {f g : ℝ → E} (hf : Continuous f) (hg : Continuous g) :
Continuous fun x => inner_ 𝕜 (f x) (g x) := by
unfold inner_
have := Continuous.const_smul (M := 𝕜) hf I
continuity
#align inner_product_spaceable.continuous.inner_ Continuous.inner_
| Mathlib/Analysis/InnerProductSpace/OfNorm.lean | 127 | 136 | theorem inner_.norm_sq (x : E) : ‖x‖ ^ 2 = re (inner_ 𝕜 x x) := by |
simp only [inner_]
have h₁ : RCLike.normSq (4 : 𝕜) = 16 := by
have : ((4 : ℝ) : 𝕜) = (4 : 𝕜) := by norm_cast
rw [← this, normSq_eq_def', RCLike.norm_of_nonneg (by norm_num : (0 : ℝ) ≤ 4)]
norm_num
have h₂ : ‖x + x‖ = 2 * ‖x‖ := by rw [← two_smul 𝕜, norm_smul, RCLike.norm_two]
simp only [h₁, h₂, algebraMap_eq_ofReal, sub_self, norm_zero, mul_re, inv_re, ofNat_re, map_sub,
map_add, ofReal_re, ofNat_im, ofReal_im, mul_im, I_re, inv_im]
ring
| 2,216 |
import Mathlib.Topology.Algebra.Algebra
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.of_norm from "leanprover-community/mathlib"@"baa88307f3e699fa7054ef04ec79fa4f056169cb"
open RCLike
open scoped ComplexConjugate
variable {𝕜 : Type*} [RCLike 𝕜] (E : Type*) [NormedAddCommGroup E]
class InnerProductSpaceable : Prop where
parallelogram_identity :
∀ x y : E, ‖x + y‖ * ‖x + y‖ + ‖x - y‖ * ‖x - y‖ = 2 * (‖x‖ * ‖x‖ + ‖y‖ * ‖y‖)
#align inner_product_spaceable InnerProductSpaceable
variable (𝕜) {E}
theorem InnerProductSpace.toInnerProductSpaceable [InnerProductSpace 𝕜 E] :
InnerProductSpaceable E :=
⟨parallelogram_law_with_norm 𝕜⟩
#align inner_product_space.to_inner_product_spaceable InnerProductSpace.toInnerProductSpaceable
-- See note [lower instance priority]
instance (priority := 100) InnerProductSpace.toInnerProductSpaceable_ofReal
[InnerProductSpace ℝ E] : InnerProductSpaceable E :=
⟨parallelogram_law_with_norm ℝ⟩
#align inner_product_space.to_inner_product_spaceable_of_real InnerProductSpace.toInnerProductSpaceable_ofReal
variable [NormedSpace 𝕜 E]
local notation "𝓚" => algebraMap ℝ 𝕜
private noncomputable def inner_ (x y : E) : 𝕜 :=
4⁻¹ * (𝓚 ‖x + y‖ * 𝓚 ‖x + y‖ - 𝓚 ‖x - y‖ * 𝓚 ‖x - y‖ +
(I : 𝕜) * 𝓚 ‖(I : 𝕜) • x + y‖ * 𝓚 ‖(I : 𝕜) • x + y‖ -
(I : 𝕜) * 𝓚 ‖(I : 𝕜) • x - y‖ * 𝓚 ‖(I : 𝕜) • x - y‖)
namespace InnerProductSpaceable
variable {𝕜} (E)
-- Porting note: prime added to avoid clashing with public `innerProp`
private def innerProp' (r : 𝕜) : Prop :=
∀ x y : E, inner_ 𝕜 (r • x) y = conj r * inner_ 𝕜 x y
variable {E}
theorem innerProp_neg_one : innerProp' E ((-1 : ℤ) : 𝕜) := by
intro x y
simp only [inner_, neg_mul_eq_neg_mul, one_mul, Int.cast_one, one_smul, RingHom.map_one, map_neg,
Int.cast_neg, neg_smul, neg_one_mul]
rw [neg_mul_comm]
congr 1
have h₁ : ‖-x - y‖ = ‖x + y‖ := by rw [← neg_add', norm_neg]
have h₂ : ‖-x + y‖ = ‖x - y‖ := by rw [← neg_sub, norm_neg, sub_eq_neg_add]
have h₃ : ‖(I : 𝕜) • -x + y‖ = ‖(I : 𝕜) • x - y‖ := by
rw [← neg_sub, norm_neg, sub_eq_neg_add, ← smul_neg]
have h₄ : ‖(I : 𝕜) • -x - y‖ = ‖(I : 𝕜) • x + y‖ := by rw [smul_neg, ← neg_add', norm_neg]
rw [h₁, h₂, h₃, h₄]
ring
#align inner_product_spaceable.inner_prop_neg_one InnerProductSpaceable.innerProp_neg_one
theorem _root_.Continuous.inner_ {f g : ℝ → E} (hf : Continuous f) (hg : Continuous g) :
Continuous fun x => inner_ 𝕜 (f x) (g x) := by
unfold inner_
have := Continuous.const_smul (M := 𝕜) hf I
continuity
#align inner_product_spaceable.continuous.inner_ Continuous.inner_
theorem inner_.norm_sq (x : E) : ‖x‖ ^ 2 = re (inner_ 𝕜 x x) := by
simp only [inner_]
have h₁ : RCLike.normSq (4 : 𝕜) = 16 := by
have : ((4 : ℝ) : 𝕜) = (4 : 𝕜) := by norm_cast
rw [← this, normSq_eq_def', RCLike.norm_of_nonneg (by norm_num : (0 : ℝ) ≤ 4)]
norm_num
have h₂ : ‖x + x‖ = 2 * ‖x‖ := by rw [← two_smul 𝕜, norm_smul, RCLike.norm_two]
simp only [h₁, h₂, algebraMap_eq_ofReal, sub_self, norm_zero, mul_re, inv_re, ofNat_re, map_sub,
map_add, ofReal_re, ofNat_im, ofReal_im, mul_im, I_re, inv_im]
ring
#align inner_product_spaceable.inner_.norm_sq InnerProductSpaceable.inner_.norm_sq
| Mathlib/Analysis/InnerProductSpace/OfNorm.lean | 139 | 161 | theorem inner_.conj_symm (x y : E) : conj (inner_ 𝕜 y x) = inner_ 𝕜 x y := by |
simp only [inner_]
have h4 : conj (4⁻¹ : 𝕜) = 4⁻¹ := by norm_num
rw [map_mul, h4]
congr 1
simp only [map_sub, map_add, algebraMap_eq_ofReal, ← ofReal_mul, conj_ofReal, map_mul, conj_I]
rw [add_comm y x, norm_sub_rev]
by_cases hI : (I : 𝕜) = 0
· simp only [hI, neg_zero, zero_mul]
-- Porting note: this replaces `norm_I_of_ne_zero` which does not exist in Lean 4
have : ‖(I : 𝕜)‖ = 1 := by
rw [← mul_self_inj_of_nonneg (norm_nonneg I) zero_le_one, one_mul, ← norm_mul,
I_mul_I_of_nonzero hI, norm_neg, norm_one]
have h₁ : ‖(I : 𝕜) • y - x‖ = ‖(I : 𝕜) • x + y‖ := by
trans ‖(I : 𝕜) • ((I : 𝕜) • y - x)‖
· rw [norm_smul, this, one_mul]
· rw [smul_sub, smul_smul, I_mul_I_of_nonzero hI, neg_one_smul, ← neg_add', add_comm, norm_neg]
have h₂ : ‖(I : 𝕜) • y + x‖ = ‖(I : 𝕜) • x - y‖ := by
trans ‖(I : 𝕜) • ((I : 𝕜) • y + x)‖
· rw [norm_smul, this, one_mul]
· rw [smul_add, smul_smul, I_mul_I_of_nonzero hI, neg_one_smul, ← neg_add_eq_sub]
rw [h₁, h₂, ← sub_add_eq_add_sub]
simp only [neg_mul, sub_eq_add_neg, neg_neg]
| 2,216 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable {𝕜 E E' F G : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
variable [NormedAddCommGroup G] [InnerProductSpace 𝕜 G]
variable [NormedAddCommGroup E'] [InnerProductSpace ℝ E']
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace LinearMap
def IsSymmetric (T : E →ₗ[𝕜] E) : Prop :=
∀ x y, ⟪T x, y⟫ = ⟪x, T y⟫
#align linear_map.is_symmetric LinearMap.IsSymmetric
| Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 71 | 72 | theorem IsSymmetric.conj_inner_sym {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) (x y : E) :
conj ⟪T x, y⟫ = ⟪T y, x⟫ := by | rw [hT x y, inner_conj_symm]
| 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable {𝕜 E E' F G : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
variable [NormedAddCommGroup G] [InnerProductSpace 𝕜 G]
variable [NormedAddCommGroup E'] [InnerProductSpace ℝ E']
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace LinearMap
def IsSymmetric (T : E →ₗ[𝕜] E) : Prop :=
∀ x y, ⟪T x, y⟫ = ⟪x, T y⟫
#align linear_map.is_symmetric LinearMap.IsSymmetric
theorem IsSymmetric.conj_inner_sym {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) (x y : E) :
conj ⟪T x, y⟫ = ⟪T y, x⟫ := by rw [hT x y, inner_conj_symm]
#align linear_map.is_symmetric.conj_inner_sym LinearMap.IsSymmetric.conj_inner_sym
@[simp]
theorem IsSymmetric.apply_clm {T : E →L[𝕜] E} (hT : IsSymmetric (T : E →ₗ[𝕜] E)) (x y : E) :
⟪T x, y⟫ = ⟪x, T y⟫ :=
hT x y
#align linear_map.is_symmetric.apply_clm LinearMap.IsSymmetric.apply_clm
theorem isSymmetric_zero : (0 : E →ₗ[𝕜] E).IsSymmetric := fun x y =>
(inner_zero_right x : ⟪x, 0⟫ = 0).symm ▸ (inner_zero_left y : ⟪0, y⟫ = 0)
#align linear_map.is_symmetric_zero LinearMap.isSymmetric_zero
theorem isSymmetric_id : (LinearMap.id : E →ₗ[𝕜] E).IsSymmetric := fun _ _ => rfl
#align linear_map.is_symmetric_id LinearMap.isSymmetric_id
| Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 88 | 92 | theorem IsSymmetric.add {T S : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (hS : S.IsSymmetric) :
(T + S).IsSymmetric := by |
intro x y
rw [LinearMap.add_apply, inner_add_left, hT x y, hS x y, ← inner_add_right]
rfl
| 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable {𝕜 E E' F G : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
variable [NormedAddCommGroup G] [InnerProductSpace 𝕜 G]
variable [NormedAddCommGroup E'] [InnerProductSpace ℝ E']
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace LinearMap
def IsSymmetric (T : E →ₗ[𝕜] E) : Prop :=
∀ x y, ⟪T x, y⟫ = ⟪x, T y⟫
#align linear_map.is_symmetric LinearMap.IsSymmetric
theorem IsSymmetric.conj_inner_sym {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) (x y : E) :
conj ⟪T x, y⟫ = ⟪T y, x⟫ := by rw [hT x y, inner_conj_symm]
#align linear_map.is_symmetric.conj_inner_sym LinearMap.IsSymmetric.conj_inner_sym
@[simp]
theorem IsSymmetric.apply_clm {T : E →L[𝕜] E} (hT : IsSymmetric (T : E →ₗ[𝕜] E)) (x y : E) :
⟪T x, y⟫ = ⟪x, T y⟫ :=
hT x y
#align linear_map.is_symmetric.apply_clm LinearMap.IsSymmetric.apply_clm
theorem isSymmetric_zero : (0 : E →ₗ[𝕜] E).IsSymmetric := fun x y =>
(inner_zero_right x : ⟪x, 0⟫ = 0).symm ▸ (inner_zero_left y : ⟪0, y⟫ = 0)
#align linear_map.is_symmetric_zero LinearMap.isSymmetric_zero
theorem isSymmetric_id : (LinearMap.id : E →ₗ[𝕜] E).IsSymmetric := fun _ _ => rfl
#align linear_map.is_symmetric_id LinearMap.isSymmetric_id
theorem IsSymmetric.add {T S : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (hS : S.IsSymmetric) :
(T + S).IsSymmetric := by
intro x y
rw [LinearMap.add_apply, inner_add_left, hT x y, hS x y, ← inner_add_right]
rfl
#align linear_map.is_symmetric.add LinearMap.IsSymmetric.add
| Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 97 | 110 | theorem IsSymmetric.continuous [CompleteSpace E] {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) :
Continuous T := by |
-- We prove it by using the closed graph theorem
refine T.continuous_of_seq_closed_graph fun u x y hu hTu => ?_
rw [← sub_eq_zero, ← @inner_self_eq_zero 𝕜]
have hlhs : ∀ k : ℕ, ⟪T (u k) - T x, y - T x⟫ = ⟪u k - x, T (y - T x)⟫ := by
intro k
rw [← T.map_sub, hT]
refine tendsto_nhds_unique ((hTu.sub_const _).inner tendsto_const_nhds) ?_
simp_rw [Function.comp_apply, hlhs]
rw [← inner_zero_left (T (y - T x))]
refine Filter.Tendsto.inner ?_ tendsto_const_nhds
rw [← sub_self x]
exact hu.sub_const _
| 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable {𝕜 E E' F G : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
variable [NormedAddCommGroup G] [InnerProductSpace 𝕜 G]
variable [NormedAddCommGroup E'] [InnerProductSpace ℝ E']
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace LinearMap
def IsSymmetric (T : E →ₗ[𝕜] E) : Prop :=
∀ x y, ⟪T x, y⟫ = ⟪x, T y⟫
#align linear_map.is_symmetric LinearMap.IsSymmetric
theorem IsSymmetric.conj_inner_sym {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) (x y : E) :
conj ⟪T x, y⟫ = ⟪T y, x⟫ := by rw [hT x y, inner_conj_symm]
#align linear_map.is_symmetric.conj_inner_sym LinearMap.IsSymmetric.conj_inner_sym
@[simp]
theorem IsSymmetric.apply_clm {T : E →L[𝕜] E} (hT : IsSymmetric (T : E →ₗ[𝕜] E)) (x y : E) :
⟪T x, y⟫ = ⟪x, T y⟫ :=
hT x y
#align linear_map.is_symmetric.apply_clm LinearMap.IsSymmetric.apply_clm
theorem isSymmetric_zero : (0 : E →ₗ[𝕜] E).IsSymmetric := fun x y =>
(inner_zero_right x : ⟪x, 0⟫ = 0).symm ▸ (inner_zero_left y : ⟪0, y⟫ = 0)
#align linear_map.is_symmetric_zero LinearMap.isSymmetric_zero
theorem isSymmetric_id : (LinearMap.id : E →ₗ[𝕜] E).IsSymmetric := fun _ _ => rfl
#align linear_map.is_symmetric_id LinearMap.isSymmetric_id
theorem IsSymmetric.add {T S : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (hS : S.IsSymmetric) :
(T + S).IsSymmetric := by
intro x y
rw [LinearMap.add_apply, inner_add_left, hT x y, hS x y, ← inner_add_right]
rfl
#align linear_map.is_symmetric.add LinearMap.IsSymmetric.add
theorem IsSymmetric.continuous [CompleteSpace E] {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) :
Continuous T := by
-- We prove it by using the closed graph theorem
refine T.continuous_of_seq_closed_graph fun u x y hu hTu => ?_
rw [← sub_eq_zero, ← @inner_self_eq_zero 𝕜]
have hlhs : ∀ k : ℕ, ⟪T (u k) - T x, y - T x⟫ = ⟪u k - x, T (y - T x)⟫ := by
intro k
rw [← T.map_sub, hT]
refine tendsto_nhds_unique ((hTu.sub_const _).inner tendsto_const_nhds) ?_
simp_rw [Function.comp_apply, hlhs]
rw [← inner_zero_left (T (y - T x))]
refine Filter.Tendsto.inner ?_ tendsto_const_nhds
rw [← sub_self x]
exact hu.sub_const _
#align linear_map.is_symmetric.continuous LinearMap.IsSymmetric.continuous
@[simp]
| Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 115 | 120 | theorem IsSymmetric.coe_reApplyInnerSelf_apply {T : E →L[𝕜] E} (hT : IsSymmetric (T : E →ₗ[𝕜] E))
(x : E) : (T.reApplyInnerSelf x : 𝕜) = ⟪T x, x⟫ := by |
rsuffices ⟨r, hr⟩ : ∃ r : ℝ, ⟪T x, x⟫ = r
· simp [hr, T.reApplyInnerSelf_apply]
rw [← conj_eq_iff_real]
exact hT.conj_inner_sym x x
| 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable {𝕜 E E' F G : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
variable [NormedAddCommGroup G] [InnerProductSpace 𝕜 G]
variable [NormedAddCommGroup E'] [InnerProductSpace ℝ E']
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace LinearMap
def IsSymmetric (T : E →ₗ[𝕜] E) : Prop :=
∀ x y, ⟪T x, y⟫ = ⟪x, T y⟫
#align linear_map.is_symmetric LinearMap.IsSymmetric
theorem IsSymmetric.conj_inner_sym {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) (x y : E) :
conj ⟪T x, y⟫ = ⟪T y, x⟫ := by rw [hT x y, inner_conj_symm]
#align linear_map.is_symmetric.conj_inner_sym LinearMap.IsSymmetric.conj_inner_sym
@[simp]
theorem IsSymmetric.apply_clm {T : E →L[𝕜] E} (hT : IsSymmetric (T : E →ₗ[𝕜] E)) (x y : E) :
⟪T x, y⟫ = ⟪x, T y⟫ :=
hT x y
#align linear_map.is_symmetric.apply_clm LinearMap.IsSymmetric.apply_clm
theorem isSymmetric_zero : (0 : E →ₗ[𝕜] E).IsSymmetric := fun x y =>
(inner_zero_right x : ⟪x, 0⟫ = 0).symm ▸ (inner_zero_left y : ⟪0, y⟫ = 0)
#align linear_map.is_symmetric_zero LinearMap.isSymmetric_zero
theorem isSymmetric_id : (LinearMap.id : E →ₗ[𝕜] E).IsSymmetric := fun _ _ => rfl
#align linear_map.is_symmetric_id LinearMap.isSymmetric_id
theorem IsSymmetric.add {T S : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (hS : S.IsSymmetric) :
(T + S).IsSymmetric := by
intro x y
rw [LinearMap.add_apply, inner_add_left, hT x y, hS x y, ← inner_add_right]
rfl
#align linear_map.is_symmetric.add LinearMap.IsSymmetric.add
theorem IsSymmetric.continuous [CompleteSpace E] {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) :
Continuous T := by
-- We prove it by using the closed graph theorem
refine T.continuous_of_seq_closed_graph fun u x y hu hTu => ?_
rw [← sub_eq_zero, ← @inner_self_eq_zero 𝕜]
have hlhs : ∀ k : ℕ, ⟪T (u k) - T x, y - T x⟫ = ⟪u k - x, T (y - T x)⟫ := by
intro k
rw [← T.map_sub, hT]
refine tendsto_nhds_unique ((hTu.sub_const _).inner tendsto_const_nhds) ?_
simp_rw [Function.comp_apply, hlhs]
rw [← inner_zero_left (T (y - T x))]
refine Filter.Tendsto.inner ?_ tendsto_const_nhds
rw [← sub_self x]
exact hu.sub_const _
#align linear_map.is_symmetric.continuous LinearMap.IsSymmetric.continuous
@[simp]
theorem IsSymmetric.coe_reApplyInnerSelf_apply {T : E →L[𝕜] E} (hT : IsSymmetric (T : E →ₗ[𝕜] E))
(x : E) : (T.reApplyInnerSelf x : 𝕜) = ⟪T x, x⟫ := by
rsuffices ⟨r, hr⟩ : ∃ r : ℝ, ⟪T x, x⟫ = r
· simp [hr, T.reApplyInnerSelf_apply]
rw [← conj_eq_iff_real]
exact hT.conj_inner_sym x x
#align linear_map.is_symmetric.coe_re_apply_inner_self_apply LinearMap.IsSymmetric.coe_reApplyInnerSelf_apply
theorem IsSymmetric.restrict_invariant {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) {V : Submodule 𝕜 E}
(hV : ∀ v ∈ V, T v ∈ V) : IsSymmetric (T.restrict hV) := fun v w => hT v w
#align linear_map.is_symmetric.restrict_invariant LinearMap.IsSymmetric.restrict_invariant
theorem IsSymmetric.restrictScalars {T : E →ₗ[𝕜] E} (hT : T.IsSymmetric) :
@LinearMap.IsSymmetric ℝ E _ _ (InnerProductSpace.rclikeToReal 𝕜 E)
(@LinearMap.restrictScalars ℝ 𝕜 _ _ _ _ _ _ (InnerProductSpace.rclikeToReal 𝕜 E).toModule
(InnerProductSpace.rclikeToReal 𝕜 E).toModule _ _ _ T) :=
fun x y => by simp [hT x y, real_inner_eq_re_inner, LinearMap.coe_restrictScalars ℝ]
#align linear_map.is_symmetric.restrict_scalars LinearMap.IsSymmetric.restrictScalars
section Complex
variable {V : Type*} [NormedAddCommGroup V] [InnerProductSpace ℂ V]
| Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 142 | 156 | theorem isSymmetric_iff_inner_map_self_real (T : V →ₗ[ℂ] V) :
IsSymmetric T ↔ ∀ v : V, conj ⟪T v, v⟫_ℂ = ⟪T v, v⟫_ℂ := by |
constructor
· intro hT v
apply IsSymmetric.conj_inner_sym hT
· intro h x y
rw [← inner_conj_symm x (T y)]
rw [inner_map_polarization T x y]
simp only [starRingEnd_apply, star_div', star_sub, star_add, star_mul]
simp only [← starRingEnd_apply]
rw [h (x + y), h (x - y), h (x + Complex.I • y), h (x - Complex.I • y)]
simp only [Complex.conj_I]
rw [inner_map_polarization']
norm_num
ring
| 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable {𝕜 E E' F G : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
variable [NormedAddCommGroup G] [InnerProductSpace 𝕜 G]
variable [NormedAddCommGroup E'] [InnerProductSpace ℝ E']
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace LinearMap
def IsSymmetric (T : E →ₗ[𝕜] E) : Prop :=
∀ x y, ⟪T x, y⟫ = ⟪x, T y⟫
#align linear_map.is_symmetric LinearMap.IsSymmetric
theorem IsSymmetric.conj_inner_sym {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) (x y : E) :
conj ⟪T x, y⟫ = ⟪T y, x⟫ := by rw [hT x y, inner_conj_symm]
#align linear_map.is_symmetric.conj_inner_sym LinearMap.IsSymmetric.conj_inner_sym
@[simp]
theorem IsSymmetric.apply_clm {T : E →L[𝕜] E} (hT : IsSymmetric (T : E →ₗ[𝕜] E)) (x y : E) :
⟪T x, y⟫ = ⟪x, T y⟫ :=
hT x y
#align linear_map.is_symmetric.apply_clm LinearMap.IsSymmetric.apply_clm
theorem isSymmetric_zero : (0 : E →ₗ[𝕜] E).IsSymmetric := fun x y =>
(inner_zero_right x : ⟪x, 0⟫ = 0).symm ▸ (inner_zero_left y : ⟪0, y⟫ = 0)
#align linear_map.is_symmetric_zero LinearMap.isSymmetric_zero
theorem isSymmetric_id : (LinearMap.id : E →ₗ[𝕜] E).IsSymmetric := fun _ _ => rfl
#align linear_map.is_symmetric_id LinearMap.isSymmetric_id
theorem IsSymmetric.add {T S : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (hS : S.IsSymmetric) :
(T + S).IsSymmetric := by
intro x y
rw [LinearMap.add_apply, inner_add_left, hT x y, hS x y, ← inner_add_right]
rfl
#align linear_map.is_symmetric.add LinearMap.IsSymmetric.add
theorem IsSymmetric.continuous [CompleteSpace E] {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) :
Continuous T := by
-- We prove it by using the closed graph theorem
refine T.continuous_of_seq_closed_graph fun u x y hu hTu => ?_
rw [← sub_eq_zero, ← @inner_self_eq_zero 𝕜]
have hlhs : ∀ k : ℕ, ⟪T (u k) - T x, y - T x⟫ = ⟪u k - x, T (y - T x)⟫ := by
intro k
rw [← T.map_sub, hT]
refine tendsto_nhds_unique ((hTu.sub_const _).inner tendsto_const_nhds) ?_
simp_rw [Function.comp_apply, hlhs]
rw [← inner_zero_left (T (y - T x))]
refine Filter.Tendsto.inner ?_ tendsto_const_nhds
rw [← sub_self x]
exact hu.sub_const _
#align linear_map.is_symmetric.continuous LinearMap.IsSymmetric.continuous
@[simp]
theorem IsSymmetric.coe_reApplyInnerSelf_apply {T : E →L[𝕜] E} (hT : IsSymmetric (T : E →ₗ[𝕜] E))
(x : E) : (T.reApplyInnerSelf x : 𝕜) = ⟪T x, x⟫ := by
rsuffices ⟨r, hr⟩ : ∃ r : ℝ, ⟪T x, x⟫ = r
· simp [hr, T.reApplyInnerSelf_apply]
rw [← conj_eq_iff_real]
exact hT.conj_inner_sym x x
#align linear_map.is_symmetric.coe_re_apply_inner_self_apply LinearMap.IsSymmetric.coe_reApplyInnerSelf_apply
theorem IsSymmetric.restrict_invariant {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) {V : Submodule 𝕜 E}
(hV : ∀ v ∈ V, T v ∈ V) : IsSymmetric (T.restrict hV) := fun v w => hT v w
#align linear_map.is_symmetric.restrict_invariant LinearMap.IsSymmetric.restrict_invariant
theorem IsSymmetric.restrictScalars {T : E →ₗ[𝕜] E} (hT : T.IsSymmetric) :
@LinearMap.IsSymmetric ℝ E _ _ (InnerProductSpace.rclikeToReal 𝕜 E)
(@LinearMap.restrictScalars ℝ 𝕜 _ _ _ _ _ _ (InnerProductSpace.rclikeToReal 𝕜 E).toModule
(InnerProductSpace.rclikeToReal 𝕜 E).toModule _ _ _ T) :=
fun x y => by simp [hT x y, real_inner_eq_re_inner, LinearMap.coe_restrictScalars ℝ]
#align linear_map.is_symmetric.restrict_scalars LinearMap.IsSymmetric.restrictScalars
| Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 163 | 180 | theorem IsSymmetric.inner_map_polarization {T : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (x y : E) :
⟪T x, y⟫ =
(⟪T (x + y), x + y⟫ - ⟪T (x - y), x - y⟫ - I * ⟪T (x + (I : 𝕜) • y), x + (I : 𝕜) • y⟫ +
I * ⟪T (x - (I : 𝕜) • y), x - (I : 𝕜) • y⟫) /
4 := by |
rcases@I_mul_I_ax 𝕜 _ with (h | h)
· simp_rw [h, zero_mul, sub_zero, add_zero, map_add, map_sub, inner_add_left,
inner_add_right, inner_sub_left, inner_sub_right, hT x, ← inner_conj_symm x (T y)]
suffices (re ⟪T y, x⟫ : 𝕜) = ⟪T y, x⟫ by
rw [conj_eq_iff_re.mpr this]
ring
rw [← re_add_im ⟪T y, x⟫]
simp_rw [h, mul_zero, add_zero]
norm_cast
· simp_rw [map_add, map_sub, inner_add_left, inner_add_right, inner_sub_left, inner_sub_right,
LinearMap.map_smul, inner_smul_left, inner_smul_right, RCLike.conj_I, mul_add, mul_sub,
sub_sub, ← mul_assoc, mul_neg, h, neg_neg, one_mul, neg_one_mul]
ring
| 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.MeasureTheory.Constructions.BorelSpace.Complex
#align_import measure_theory.function.special_functions.inner from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
variable {α : Type*} {𝕜 : Type*} {E : Type*}
variable [RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
@[aesop safe 20 apply (rule_sets := [Measurable])]
theorem Measurable.inner {_ : MeasurableSpace α} [MeasurableSpace E] [OpensMeasurableSpace E]
[SecondCountableTopology E] {f g : α → E} (hf : Measurable f)
(hg : Measurable g) : Measurable fun t => ⟪f t, g t⟫ :=
Continuous.measurable2 continuous_inner hf hg
#align measurable.inner Measurable.inner
@[measurability]
theorem Measurable.const_inner {_ : MeasurableSpace α} [MeasurableSpace E] [OpensMeasurableSpace E]
[SecondCountableTopology E] {c : E} {f : α → E} (hf : Measurable f) :
Measurable fun t => ⟪c, f t⟫ :=
Measurable.inner measurable_const hf
@[measurability]
theorem Measurable.inner_const {_ : MeasurableSpace α} [MeasurableSpace E] [OpensMeasurableSpace E]
[SecondCountableTopology E] {c : E} {f : α → E} (hf : Measurable f) :
Measurable fun t => ⟪f t, c⟫ :=
Measurable.inner hf measurable_const
@[aesop safe 20 apply (rule_sets := [Measurable])]
| Mathlib/MeasureTheory/Function/SpecialFunctions/Inner.lean | 41 | 47 | theorem AEMeasurable.inner {m : MeasurableSpace α} [MeasurableSpace E] [OpensMeasurableSpace E]
[SecondCountableTopology E] {μ : MeasureTheory.Measure α} {f g : α → E}
(hf : AEMeasurable f μ) (hg : AEMeasurable g μ) : AEMeasurable (fun x => ⟪f x, g x⟫) μ := by |
refine ⟨fun x => ⟪hf.mk f x, hg.mk g x⟫, hf.measurable_mk.inner hg.measurable_mk, ?_⟩
refine hf.ae_eq_mk.mp (hg.ae_eq_mk.mono fun x hxg hxf => ?_)
dsimp only
congr
| 2,218 |
import Mathlib.Analysis.NormedSpace.ConformalLinearMap
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.conformal_linear_map from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
variable {E F : Type*}
variable [NormedAddCommGroup E] [NormedAddCommGroup F]
variable [InnerProductSpace ℝ E] [InnerProductSpace ℝ F]
open LinearIsometry ContinuousLinearMap
open RealInnerProductSpace
| Mathlib/Analysis/InnerProductSpace/ConformalLinearMap.lean | 29 | 43 | theorem isConformalMap_iff (f : E →L[ℝ] F) :
IsConformalMap f ↔ ∃ c : ℝ, 0 < c ∧ ∀ u v : E, ⟪f u, f v⟫ = c * ⟪u, v⟫ := by |
constructor
· rintro ⟨c₁, hc₁, li, rfl⟩
refine ⟨c₁ * c₁, mul_self_pos.2 hc₁, fun u v => ?_⟩
simp only [real_inner_smul_left, real_inner_smul_right, mul_assoc, coe_smul',
coe_toContinuousLinearMap, Pi.smul_apply, inner_map_map]
· rintro ⟨c₁, hc₁, huv⟩
obtain ⟨c, hc, rfl⟩ : ∃ c : ℝ, 0 < c ∧ c₁ = c * c :=
⟨√c₁, Real.sqrt_pos.2 hc₁, (Real.mul_self_sqrt hc₁.le).symm⟩
refine ⟨c, hc.ne', (c⁻¹ • f : E →ₗ[ℝ] F).isometryOfInner fun u v => ?_, ?_⟩
· simp only [real_inner_smul_left, real_inner_smul_right, huv, mul_assoc, coe_smul,
inv_mul_cancel_left₀ hc.ne', LinearMap.smul_apply, ContinuousLinearMap.coe_coe]
· ext1 x
exact (smul_inv_smul₀ hc.ne' (f x)).symm
| 2,219 |
import Mathlib.Analysis.Calculus.Conformal.NormedSpace
import Mathlib.Analysis.InnerProductSpace.ConformalLinearMap
#align_import analysis.calculus.conformal.inner_product from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
variable {E F : Type*}
variable [NormedAddCommGroup E] [NormedAddCommGroup F]
variable [InnerProductSpace ℝ E] [InnerProductSpace ℝ F]
open RealInnerProductSpace
| Mathlib/Analysis/Calculus/Conformal/InnerProduct.lean | 29 | 31 | theorem conformalAt_iff' {f : E → F} {x : E} : ConformalAt f x ↔
∃ c : ℝ, 0 < c ∧ ∀ u v : E, ⟪fderiv ℝ f x u, fderiv ℝ f x v⟫ = c * ⟪u, v⟫ := by |
rw [conformalAt_iff_isConformalMap_fderiv, isConformalMap_iff]
| 2,220 |
import Mathlib.Analysis.Calculus.Conformal.NormedSpace
import Mathlib.Analysis.InnerProductSpace.ConformalLinearMap
#align_import analysis.calculus.conformal.inner_product from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
variable {E F : Type*}
variable [NormedAddCommGroup E] [NormedAddCommGroup F]
variable [InnerProductSpace ℝ E] [InnerProductSpace ℝ F]
open RealInnerProductSpace
theorem conformalAt_iff' {f : E → F} {x : E} : ConformalAt f x ↔
∃ c : ℝ, 0 < c ∧ ∀ u v : E, ⟪fderiv ℝ f x u, fderiv ℝ f x v⟫ = c * ⟪u, v⟫ := by
rw [conformalAt_iff_isConformalMap_fderiv, isConformalMap_iff]
#align conformal_at_iff' conformalAt_iff'
| Mathlib/Analysis/Calculus/Conformal/InnerProduct.lean | 36 | 38 | theorem conformalAt_iff {f : E → F} {x : E} {f' : E →L[ℝ] F} (h : HasFDerivAt f f' x) :
ConformalAt f x ↔ ∃ c : ℝ, 0 < c ∧ ∀ u v : E, ⟪f' u, f' v⟫ = c * ⟪u, v⟫ := by |
simp only [conformalAt_iff', h.fderiv]
| 2,220 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 56 | 57 | theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by |
simp_rw [mem_orthogonal, inner_eq_zero_symm]
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by
simp_rw [mem_orthogonal, inner_eq_zero_symm]
#align submodule.mem_orthogonal' Submodule.mem_orthogonal'
variable {K}
theorem inner_right_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪u, v⟫ = 0 :=
(K.mem_orthogonal v).1 hv u hu
#align submodule.inner_right_of_mem_orthogonal Submodule.inner_right_of_mem_orthogonal
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 68 | 69 | theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by |
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by
simp_rw [mem_orthogonal, inner_eq_zero_symm]
#align submodule.mem_orthogonal' Submodule.mem_orthogonal'
variable {K}
theorem inner_right_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪u, v⟫ = 0 :=
(K.mem_orthogonal v).1 hv u hu
#align submodule.inner_right_of_mem_orthogonal Submodule.inner_right_of_mem_orthogonal
theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
#align submodule.inner_left_of_mem_orthogonal Submodule.inner_left_of_mem_orthogonal
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 73 | 78 | theorem mem_orthogonal_singleton_iff_inner_right {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪u, v⟫ = 0 := by |
refine ⟨inner_right_of_mem_orthogonal (mem_span_singleton_self u), ?_⟩
intro hv w hw
rw [mem_span_singleton] at hw
obtain ⟨c, rfl⟩ := hw
simp [inner_smul_left, hv]
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by
simp_rw [mem_orthogonal, inner_eq_zero_symm]
#align submodule.mem_orthogonal' Submodule.mem_orthogonal'
variable {K}
theorem inner_right_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪u, v⟫ = 0 :=
(K.mem_orthogonal v).1 hv u hu
#align submodule.inner_right_of_mem_orthogonal Submodule.inner_right_of_mem_orthogonal
theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
#align submodule.inner_left_of_mem_orthogonal Submodule.inner_left_of_mem_orthogonal
theorem mem_orthogonal_singleton_iff_inner_right {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪u, v⟫ = 0 := by
refine ⟨inner_right_of_mem_orthogonal (mem_span_singleton_self u), ?_⟩
intro hv w hw
rw [mem_span_singleton] at hw
obtain ⟨c, rfl⟩ := hw
simp [inner_smul_left, hv]
#align submodule.mem_orthogonal_singleton_iff_inner_right Submodule.mem_orthogonal_singleton_iff_inner_right
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 82 | 83 | theorem mem_orthogonal_singleton_iff_inner_left {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪v, u⟫ = 0 := by |
rw [mem_orthogonal_singleton_iff_inner_right, inner_eq_zero_symm]
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by
simp_rw [mem_orthogonal, inner_eq_zero_symm]
#align submodule.mem_orthogonal' Submodule.mem_orthogonal'
variable {K}
theorem inner_right_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪u, v⟫ = 0 :=
(K.mem_orthogonal v).1 hv u hu
#align submodule.inner_right_of_mem_orthogonal Submodule.inner_right_of_mem_orthogonal
theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
#align submodule.inner_left_of_mem_orthogonal Submodule.inner_left_of_mem_orthogonal
theorem mem_orthogonal_singleton_iff_inner_right {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪u, v⟫ = 0 := by
refine ⟨inner_right_of_mem_orthogonal (mem_span_singleton_self u), ?_⟩
intro hv w hw
rw [mem_span_singleton] at hw
obtain ⟨c, rfl⟩ := hw
simp [inner_smul_left, hv]
#align submodule.mem_orthogonal_singleton_iff_inner_right Submodule.mem_orthogonal_singleton_iff_inner_right
theorem mem_orthogonal_singleton_iff_inner_left {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪v, u⟫ = 0 := by
rw [mem_orthogonal_singleton_iff_inner_right, inner_eq_zero_symm]
#align submodule.mem_orthogonal_singleton_iff_inner_left Submodule.mem_orthogonal_singleton_iff_inner_left
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 86 | 90 | theorem sub_mem_orthogonal_of_inner_left {x y : E} (h : ∀ v : K, ⟪x, v⟫ = ⟪y, v⟫) : x - y ∈ Kᗮ := by |
rw [mem_orthogonal']
intro u hu
rw [inner_sub_left, sub_eq_zero]
exact h ⟨u, hu⟩
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by
simp_rw [mem_orthogonal, inner_eq_zero_symm]
#align submodule.mem_orthogonal' Submodule.mem_orthogonal'
variable {K}
theorem inner_right_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪u, v⟫ = 0 :=
(K.mem_orthogonal v).1 hv u hu
#align submodule.inner_right_of_mem_orthogonal Submodule.inner_right_of_mem_orthogonal
theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
#align submodule.inner_left_of_mem_orthogonal Submodule.inner_left_of_mem_orthogonal
theorem mem_orthogonal_singleton_iff_inner_right {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪u, v⟫ = 0 := by
refine ⟨inner_right_of_mem_orthogonal (mem_span_singleton_self u), ?_⟩
intro hv w hw
rw [mem_span_singleton] at hw
obtain ⟨c, rfl⟩ := hw
simp [inner_smul_left, hv]
#align submodule.mem_orthogonal_singleton_iff_inner_right Submodule.mem_orthogonal_singleton_iff_inner_right
theorem mem_orthogonal_singleton_iff_inner_left {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪v, u⟫ = 0 := by
rw [mem_orthogonal_singleton_iff_inner_right, inner_eq_zero_symm]
#align submodule.mem_orthogonal_singleton_iff_inner_left Submodule.mem_orthogonal_singleton_iff_inner_left
theorem sub_mem_orthogonal_of_inner_left {x y : E} (h : ∀ v : K, ⟪x, v⟫ = ⟪y, v⟫) : x - y ∈ Kᗮ := by
rw [mem_orthogonal']
intro u hu
rw [inner_sub_left, sub_eq_zero]
exact h ⟨u, hu⟩
#align submodule.sub_mem_orthogonal_of_inner_left Submodule.sub_mem_orthogonal_of_inner_left
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 93 | 97 | theorem sub_mem_orthogonal_of_inner_right {x y : E} (h : ∀ v : K, ⟪(v : E), x⟫ = ⟪(v : E), y⟫) :
x - y ∈ Kᗮ := by |
intro u hu
rw [inner_sub_right, sub_eq_zero]
exact h ⟨u, hu⟩
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by
simp_rw [mem_orthogonal, inner_eq_zero_symm]
#align submodule.mem_orthogonal' Submodule.mem_orthogonal'
variable {K}
theorem inner_right_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪u, v⟫ = 0 :=
(K.mem_orthogonal v).1 hv u hu
#align submodule.inner_right_of_mem_orthogonal Submodule.inner_right_of_mem_orthogonal
theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
#align submodule.inner_left_of_mem_orthogonal Submodule.inner_left_of_mem_orthogonal
theorem mem_orthogonal_singleton_iff_inner_right {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪u, v⟫ = 0 := by
refine ⟨inner_right_of_mem_orthogonal (mem_span_singleton_self u), ?_⟩
intro hv w hw
rw [mem_span_singleton] at hw
obtain ⟨c, rfl⟩ := hw
simp [inner_smul_left, hv]
#align submodule.mem_orthogonal_singleton_iff_inner_right Submodule.mem_orthogonal_singleton_iff_inner_right
theorem mem_orthogonal_singleton_iff_inner_left {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪v, u⟫ = 0 := by
rw [mem_orthogonal_singleton_iff_inner_right, inner_eq_zero_symm]
#align submodule.mem_orthogonal_singleton_iff_inner_left Submodule.mem_orthogonal_singleton_iff_inner_left
theorem sub_mem_orthogonal_of_inner_left {x y : E} (h : ∀ v : K, ⟪x, v⟫ = ⟪y, v⟫) : x - y ∈ Kᗮ := by
rw [mem_orthogonal']
intro u hu
rw [inner_sub_left, sub_eq_zero]
exact h ⟨u, hu⟩
#align submodule.sub_mem_orthogonal_of_inner_left Submodule.sub_mem_orthogonal_of_inner_left
theorem sub_mem_orthogonal_of_inner_right {x y : E} (h : ∀ v : K, ⟪(v : E), x⟫ = ⟪(v : E), y⟫) :
x - y ∈ Kᗮ := by
intro u hu
rw [inner_sub_right, sub_eq_zero]
exact h ⟨u, hu⟩
#align submodule.sub_mem_orthogonal_of_inner_right Submodule.sub_mem_orthogonal_of_inner_right
variable (K)
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 103 | 107 | theorem inf_orthogonal_eq_bot : K ⊓ Kᗮ = ⊥ := by |
rw [eq_bot_iff]
intro x
rw [mem_inf]
exact fun ⟨hx, ho⟩ => inner_self_eq_zero.1 (ho x hx)
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by
simp_rw [mem_orthogonal, inner_eq_zero_symm]
#align submodule.mem_orthogonal' Submodule.mem_orthogonal'
variable {K}
theorem inner_right_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪u, v⟫ = 0 :=
(K.mem_orthogonal v).1 hv u hu
#align submodule.inner_right_of_mem_orthogonal Submodule.inner_right_of_mem_orthogonal
theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
#align submodule.inner_left_of_mem_orthogonal Submodule.inner_left_of_mem_orthogonal
theorem mem_orthogonal_singleton_iff_inner_right {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪u, v⟫ = 0 := by
refine ⟨inner_right_of_mem_orthogonal (mem_span_singleton_self u), ?_⟩
intro hv w hw
rw [mem_span_singleton] at hw
obtain ⟨c, rfl⟩ := hw
simp [inner_smul_left, hv]
#align submodule.mem_orthogonal_singleton_iff_inner_right Submodule.mem_orthogonal_singleton_iff_inner_right
theorem mem_orthogonal_singleton_iff_inner_left {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪v, u⟫ = 0 := by
rw [mem_orthogonal_singleton_iff_inner_right, inner_eq_zero_symm]
#align submodule.mem_orthogonal_singleton_iff_inner_left Submodule.mem_orthogonal_singleton_iff_inner_left
theorem sub_mem_orthogonal_of_inner_left {x y : E} (h : ∀ v : K, ⟪x, v⟫ = ⟪y, v⟫) : x - y ∈ Kᗮ := by
rw [mem_orthogonal']
intro u hu
rw [inner_sub_left, sub_eq_zero]
exact h ⟨u, hu⟩
#align submodule.sub_mem_orthogonal_of_inner_left Submodule.sub_mem_orthogonal_of_inner_left
theorem sub_mem_orthogonal_of_inner_right {x y : E} (h : ∀ v : K, ⟪(v : E), x⟫ = ⟪(v : E), y⟫) :
x - y ∈ Kᗮ := by
intro u hu
rw [inner_sub_right, sub_eq_zero]
exact h ⟨u, hu⟩
#align submodule.sub_mem_orthogonal_of_inner_right Submodule.sub_mem_orthogonal_of_inner_right
variable (K)
theorem inf_orthogonal_eq_bot : K ⊓ Kᗮ = ⊥ := by
rw [eq_bot_iff]
intro x
rw [mem_inf]
exact fun ⟨hx, ho⟩ => inner_self_eq_zero.1 (ho x hx)
#align submodule.inf_orthogonal_eq_bot Submodule.inf_orthogonal_eq_bot
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 111 | 111 | theorem orthogonal_disjoint : Disjoint K Kᗮ := by | simp [disjoint_iff, K.inf_orthogonal_eq_bot]
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by
simp_rw [mem_orthogonal, inner_eq_zero_symm]
#align submodule.mem_orthogonal' Submodule.mem_orthogonal'
variable {K}
theorem inner_right_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪u, v⟫ = 0 :=
(K.mem_orthogonal v).1 hv u hu
#align submodule.inner_right_of_mem_orthogonal Submodule.inner_right_of_mem_orthogonal
theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
#align submodule.inner_left_of_mem_orthogonal Submodule.inner_left_of_mem_orthogonal
theorem mem_orthogonal_singleton_iff_inner_right {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪u, v⟫ = 0 := by
refine ⟨inner_right_of_mem_orthogonal (mem_span_singleton_self u), ?_⟩
intro hv w hw
rw [mem_span_singleton] at hw
obtain ⟨c, rfl⟩ := hw
simp [inner_smul_left, hv]
#align submodule.mem_orthogonal_singleton_iff_inner_right Submodule.mem_orthogonal_singleton_iff_inner_right
theorem mem_orthogonal_singleton_iff_inner_left {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪v, u⟫ = 0 := by
rw [mem_orthogonal_singleton_iff_inner_right, inner_eq_zero_symm]
#align submodule.mem_orthogonal_singleton_iff_inner_left Submodule.mem_orthogonal_singleton_iff_inner_left
theorem sub_mem_orthogonal_of_inner_left {x y : E} (h : ∀ v : K, ⟪x, v⟫ = ⟪y, v⟫) : x - y ∈ Kᗮ := by
rw [mem_orthogonal']
intro u hu
rw [inner_sub_left, sub_eq_zero]
exact h ⟨u, hu⟩
#align submodule.sub_mem_orthogonal_of_inner_left Submodule.sub_mem_orthogonal_of_inner_left
theorem sub_mem_orthogonal_of_inner_right {x y : E} (h : ∀ v : K, ⟪(v : E), x⟫ = ⟪(v : E), y⟫) :
x - y ∈ Kᗮ := by
intro u hu
rw [inner_sub_right, sub_eq_zero]
exact h ⟨u, hu⟩
#align submodule.sub_mem_orthogonal_of_inner_right Submodule.sub_mem_orthogonal_of_inner_right
variable (K)
theorem inf_orthogonal_eq_bot : K ⊓ Kᗮ = ⊥ := by
rw [eq_bot_iff]
intro x
rw [mem_inf]
exact fun ⟨hx, ho⟩ => inner_self_eq_zero.1 (ho x hx)
#align submodule.inf_orthogonal_eq_bot Submodule.inf_orthogonal_eq_bot
theorem orthogonal_disjoint : Disjoint K Kᗮ := by simp [disjoint_iff, K.inf_orthogonal_eq_bot]
#align submodule.orthogonal_disjoint Submodule.orthogonal_disjoint
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 116 | 123 | theorem orthogonal_eq_inter : Kᗮ = ⨅ v : K, LinearMap.ker (innerSL 𝕜 (v : E)) := by |
apply le_antisymm
· rw [le_iInf_iff]
rintro ⟨v, hv⟩ w hw
simpa using hw _ hv
· intro v hv w hw
simp only [mem_iInf] at hv
exact hv ⟨w, hw⟩
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
namespace Submodule
variable (K : Submodule 𝕜 E)
def orthogonal : Submodule 𝕜 E where
carrier := { v | ∀ u ∈ K, ⟪u, v⟫ = 0 }
zero_mem' _ _ := inner_zero_right _
add_mem' hx hy u hu := by rw [inner_add_right, hx u hu, hy u hu, add_zero]
smul_mem' c x hx u hu := by rw [inner_smul_right, hx u hu, mul_zero]
#align submodule.orthogonal Submodule.orthogonal
@[inherit_doc]
notation:1200 K "ᗮ" => orthogonal K
theorem mem_orthogonal (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪u, v⟫ = 0 :=
Iff.rfl
#align submodule.mem_orthogonal Submodule.mem_orthogonal
theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by
simp_rw [mem_orthogonal, inner_eq_zero_symm]
#align submodule.mem_orthogonal' Submodule.mem_orthogonal'
variable {K}
theorem inner_right_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪u, v⟫ = 0 :=
(K.mem_orthogonal v).1 hv u hu
#align submodule.inner_right_of_mem_orthogonal Submodule.inner_right_of_mem_orthogonal
theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
#align submodule.inner_left_of_mem_orthogonal Submodule.inner_left_of_mem_orthogonal
theorem mem_orthogonal_singleton_iff_inner_right {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪u, v⟫ = 0 := by
refine ⟨inner_right_of_mem_orthogonal (mem_span_singleton_self u), ?_⟩
intro hv w hw
rw [mem_span_singleton] at hw
obtain ⟨c, rfl⟩ := hw
simp [inner_smul_left, hv]
#align submodule.mem_orthogonal_singleton_iff_inner_right Submodule.mem_orthogonal_singleton_iff_inner_right
theorem mem_orthogonal_singleton_iff_inner_left {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪v, u⟫ = 0 := by
rw [mem_orthogonal_singleton_iff_inner_right, inner_eq_zero_symm]
#align submodule.mem_orthogonal_singleton_iff_inner_left Submodule.mem_orthogonal_singleton_iff_inner_left
theorem sub_mem_orthogonal_of_inner_left {x y : E} (h : ∀ v : K, ⟪x, v⟫ = ⟪y, v⟫) : x - y ∈ Kᗮ := by
rw [mem_orthogonal']
intro u hu
rw [inner_sub_left, sub_eq_zero]
exact h ⟨u, hu⟩
#align submodule.sub_mem_orthogonal_of_inner_left Submodule.sub_mem_orthogonal_of_inner_left
theorem sub_mem_orthogonal_of_inner_right {x y : E} (h : ∀ v : K, ⟪(v : E), x⟫ = ⟪(v : E), y⟫) :
x - y ∈ Kᗮ := by
intro u hu
rw [inner_sub_right, sub_eq_zero]
exact h ⟨u, hu⟩
#align submodule.sub_mem_orthogonal_of_inner_right Submodule.sub_mem_orthogonal_of_inner_right
variable (K)
theorem inf_orthogonal_eq_bot : K ⊓ Kᗮ = ⊥ := by
rw [eq_bot_iff]
intro x
rw [mem_inf]
exact fun ⟨hx, ho⟩ => inner_self_eq_zero.1 (ho x hx)
#align submodule.inf_orthogonal_eq_bot Submodule.inf_orthogonal_eq_bot
theorem orthogonal_disjoint : Disjoint K Kᗮ := by simp [disjoint_iff, K.inf_orthogonal_eq_bot]
#align submodule.orthogonal_disjoint Submodule.orthogonal_disjoint
theorem orthogonal_eq_inter : Kᗮ = ⨅ v : K, LinearMap.ker (innerSL 𝕜 (v : E)) := by
apply le_antisymm
· rw [le_iInf_iff]
rintro ⟨v, hv⟩ w hw
simpa using hw _ hv
· intro v hv w hw
simp only [mem_iInf] at hv
exact hv ⟨w, hw⟩
#align submodule.orthogonal_eq_inter Submodule.orthogonal_eq_inter
| Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 127 | 131 | theorem isClosed_orthogonal : IsClosed (Kᗮ : Set E) := by |
rw [orthogonal_eq_inter K]
have := fun v : K => ContinuousLinearMap.isClosed_ker (innerSL 𝕜 (v : E))
convert isClosed_iInter this
simp only [iInf_coe]
| 2,221 |
import Mathlib.Analysis.Convex.Basic
import Mathlib.Analysis.InnerProductSpace.Orthogonal
import Mathlib.Analysis.InnerProductSpace.Symmetric
import Mathlib.Analysis.NormedSpace.RCLike
import Mathlib.Analysis.RCLike.Lemmas
import Mathlib.Algebra.DirectSum.Decomposition
#align_import analysis.inner_product_space.projection from "leanprover-community/mathlib"@"0b7c740e25651db0ba63648fbae9f9d6f941e31b"
noncomputable section
open RCLike Real Filter
open LinearMap (ker range)
open Topology
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [NormedAddCommGroup F]
variable [InnerProductSpace 𝕜 E] [InnerProductSpace ℝ F]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
local notation "absR" => abs
-- FIXME this monolithic proof causes a deterministic timeout with `-T50000`
-- It should be broken in a sequence of more manageable pieces,
-- perhaps with individual statements for the three steps below.
| Mathlib/Analysis/InnerProductSpace/Projection.lean | 70 | 177 | theorem exists_norm_eq_iInf_of_complete_convex {K : Set F} (ne : K.Nonempty) (h₁ : IsComplete K)
(h₂ : Convex ℝ K) : ∀ u : F, ∃ v ∈ K, ‖u - v‖ = ⨅ w : K, ‖u - w‖ := fun u => by
let δ := ⨅ w : K, ‖u - w‖
letI : Nonempty K := ne.to_subtype
have zero_le_δ : 0 ≤ δ := le_ciInf fun _ => norm_nonneg _
have δ_le : ∀ w : K, δ ≤ ‖u - w‖ := ciInf_le ⟨0, Set.forall_mem_range.2 fun _ => norm_nonneg _⟩
have δ_le' : ∀ w ∈ K, δ ≤ ‖u - w‖ := fun w hw => δ_le ⟨w, hw⟩
-- Step 1: since `δ` is the infimum, can find a sequence `w : ℕ → K` in `K`
-- such that `‖u - w n‖ < δ + 1 / (n + 1)` (which implies `‖u - w n‖ --> δ`);
-- maybe this should be a separate lemma
have exists_seq : ∃ w : ℕ → K, ∀ n, ‖u - w n‖ < δ + 1 / (n + 1) := by |
have hδ : ∀ n : ℕ, δ < δ + 1 / (n + 1) := fun n =>
lt_add_of_le_of_pos le_rfl Nat.one_div_pos_of_nat
have h := fun n => exists_lt_of_ciInf_lt (hδ n)
let w : ℕ → K := fun n => Classical.choose (h n)
exact ⟨w, fun n => Classical.choose_spec (h n)⟩
rcases exists_seq with ⟨w, hw⟩
have norm_tendsto : Tendsto (fun n => ‖u - w n‖) atTop (𝓝 δ) := by
have h : Tendsto (fun _ : ℕ => δ) atTop (𝓝 δ) := tendsto_const_nhds
have h' : Tendsto (fun n : ℕ => δ + 1 / (n + 1)) atTop (𝓝 δ) := by
convert h.add tendsto_one_div_add_atTop_nhds_zero_nat
simp only [add_zero]
exact tendsto_of_tendsto_of_tendsto_of_le_of_le h h' (fun x => δ_le _) fun x => le_of_lt (hw _)
-- Step 2: Prove that the sequence `w : ℕ → K` is a Cauchy sequence
have seq_is_cauchy : CauchySeq fun n => (w n : F) := by
rw [cauchySeq_iff_le_tendsto_0]
-- splits into three goals
let b := fun n : ℕ => 8 * δ * (1 / (n + 1)) + 4 * (1 / (n + 1)) * (1 / (n + 1))
use fun n => √(b n)
constructor
-- first goal : `∀ (n : ℕ), 0 ≤ √(b n)`
· intro n
exact sqrt_nonneg _
constructor
-- second goal : `∀ (n m N : ℕ), N ≤ n → N ≤ m → dist ↑(w n) ↑(w m) ≤ √(b N)`
· intro p q N hp hq
let wp := (w p : F)
let wq := (w q : F)
let a := u - wq
let b := u - wp
let half := 1 / (2 : ℝ)
let div := 1 / ((N : ℝ) + 1)
have :
4 * ‖u - half • (wq + wp)‖ * ‖u - half • (wq + wp)‖ + ‖wp - wq‖ * ‖wp - wq‖ =
2 * (‖a‖ * ‖a‖ + ‖b‖ * ‖b‖) :=
calc
4 * ‖u - half • (wq + wp)‖ * ‖u - half • (wq + wp)‖ + ‖wp - wq‖ * ‖wp - wq‖ =
2 * ‖u - half • (wq + wp)‖ * (2 * ‖u - half • (wq + wp)‖) + ‖wp - wq‖ * ‖wp - wq‖ :=
by ring
_ =
absR (2 : ℝ) * ‖u - half • (wq + wp)‖ * (absR (2 : ℝ) * ‖u - half • (wq + wp)‖) +
‖wp - wq‖ * ‖wp - wq‖ := by
rw [_root_.abs_of_nonneg]
exact zero_le_two
_ =
‖(2 : ℝ) • (u - half • (wq + wp))‖ * ‖(2 : ℝ) • (u - half • (wq + wp))‖ +
‖wp - wq‖ * ‖wp - wq‖ := by simp [norm_smul]
_ = ‖a + b‖ * ‖a + b‖ + ‖a - b‖ * ‖a - b‖ := by
rw [smul_sub, smul_smul, mul_one_div_cancel (_root_.two_ne_zero : (2 : ℝ) ≠ 0), ←
one_add_one_eq_two, add_smul]
simp only [one_smul]
have eq₁ : wp - wq = a - b := (sub_sub_sub_cancel_left _ _ _).symm
have eq₂ : u + u - (wq + wp) = a + b := by
show u + u - (wq + wp) = u - wq + (u - wp)
abel
rw [eq₁, eq₂]
_ = 2 * (‖a‖ * ‖a‖ + ‖b‖ * ‖b‖) := parallelogram_law_with_norm ℝ _ _
have eq : δ ≤ ‖u - half • (wq + wp)‖ := by
rw [smul_add]
apply δ_le'
apply h₂
repeat' exact Subtype.mem _
repeat' exact le_of_lt one_half_pos
exact add_halves 1
have eq₁ : 4 * δ * δ ≤ 4 * ‖u - half • (wq + wp)‖ * ‖u - half • (wq + wp)‖ := by
simp_rw [mul_assoc]
gcongr
have eq₂ : ‖a‖ ≤ δ + div :=
le_trans (le_of_lt <| hw q) (add_le_add_left (Nat.one_div_le_one_div hq) _)
have eq₂' : ‖b‖ ≤ δ + div :=
le_trans (le_of_lt <| hw p) (add_le_add_left (Nat.one_div_le_one_div hp) _)
rw [dist_eq_norm]
apply nonneg_le_nonneg_of_sq_le_sq
· exact sqrt_nonneg _
rw [mul_self_sqrt]
· calc
‖wp - wq‖ * ‖wp - wq‖ =
2 * (‖a‖ * ‖a‖ + ‖b‖ * ‖b‖) - 4 * ‖u - half • (wq + wp)‖ * ‖u - half • (wq + wp)‖ := by
simp [← this]
_ ≤ 2 * (‖a‖ * ‖a‖ + ‖b‖ * ‖b‖) - 4 * δ * δ := by gcongr
_ ≤ 2 * ((δ + div) * (δ + div) + (δ + div) * (δ + div)) - 4 * δ * δ := by gcongr
_ = 8 * δ * div + 4 * div * div := by ring
positivity
-- third goal : `Tendsto (fun (n : ℕ) => √(b n)) atTop (𝓝 0)`
suffices Tendsto (fun x ↦ √(8 * δ * x + 4 * x * x) : ℝ → ℝ) (𝓝 0) (𝓝 0)
from this.comp tendsto_one_div_add_atTop_nhds_zero_nat
exact Continuous.tendsto' (by continuity) _ _ (by simp)
-- Step 3: By completeness of `K`, let `w : ℕ → K` converge to some `v : K`.
-- Prove that it satisfies all requirements.
rcases cauchySeq_tendsto_of_isComplete h₁ (fun n => Subtype.mem _) seq_is_cauchy with
⟨v, hv, w_tendsto⟩
use v
use hv
have h_cont : Continuous fun v => ‖u - v‖ :=
Continuous.comp continuous_norm (Continuous.sub continuous_const continuous_id)
have : Tendsto (fun n => ‖u - w n‖) atTop (𝓝 ‖u - v‖) := by
convert Tendsto.comp h_cont.continuousAt w_tendsto
exact tendsto_nhds_unique this norm_tendsto
| 2,222 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Dynamics.BirkhoffSum.NormedSpace
open Filter Finset Function Bornology
open scoped Topology
variable {𝕜 E : Type*} [RCLike 𝕜] [NormedAddCommGroup E]
| Mathlib/Analysis/InnerProductSpace/MeanErgodic.lean | 43 | 71 | theorem LinearMap.tendsto_birkhoffAverage_of_ker_subset_closure [NormedSpace 𝕜 E]
(f : E →ₗ[𝕜] E) (hf : LipschitzWith 1 f) (g : E →L[𝕜] LinearMap.eqLocus f 1)
(hg_proj : ∀ x : LinearMap.eqLocus f 1, g x = x)
(hg_ker : (LinearMap.ker g : Set E) ⊆ closure (LinearMap.range (f - 1))) (x : E) :
Tendsto (birkhoffAverage 𝕜 f _root_.id · x) atTop (𝓝 (g x)) := by |
/- Any point can be represented as a sum of `y ∈ LinearMap.ker g` and a fixed point `z`. -/
obtain ⟨y, hy, z, hz, rfl⟩ : ∃ y, g y = 0 ∧ ∃ z, IsFixedPt f z ∧ x = y + z :=
⟨x - g x, by simp [hg_proj], g x, (g x).2, by simp⟩
/- For a fixed point, the theorem is trivial,
so it suffices to prove it for `y ∈ LinearMap.ker g`. -/
suffices Tendsto (birkhoffAverage 𝕜 f _root_.id · y) atTop (𝓝 0) by
have hgz : g z = z := congr_arg Subtype.val (hg_proj ⟨z, hz⟩)
simpa [hy, hgz, birkhoffAverage, birkhoffSum, Finset.sum_add_distrib, smul_add]
using this.add (hz.tendsto_birkhoffAverage 𝕜 _root_.id)
/- By continuity, it suffices to prove the theorem on a dense subset of `LinearMap.ker g`.
By assumption, `LinearMap.range (f - 1)` is dense in the kernel of `g`,
so it suffices to prove the theorem for `y = f x - x`. -/
have : IsClosed {x | Tendsto (birkhoffAverage 𝕜 f _root_.id · x) atTop (𝓝 0)} :=
isClosed_setOf_tendsto_birkhoffAverage 𝕜 hf uniformContinuous_id continuous_const
refine closure_minimal (Set.forall_mem_range.2 fun x ↦ ?_) this (hg_ker hy)
/- Finally, for `y = f x - x` the average is equal to the difference between averages
along the orbits of `f x` and `x`, and most of the terms cancel. -/
have : IsBounded (Set.range (_root_.id <| f^[·] x)) :=
isBounded_iff_forall_norm_le.2 ⟨‖x‖, Set.forall_mem_range.2 fun n ↦ by
have H : f^[n] 0 = 0 := iterate_map_zero (f : E →+ E) n
simpa [H] using (hf.iterate n).dist_le_mul x 0⟩
have H : ∀ n x y, f^[n] (x - y) = f^[n] x - f^[n] y := iterate_map_sub (f : E →+ E)
simpa [birkhoffAverage, birkhoffSum, Finset.sum_sub_distrib, smul_sub, H]
using tendsto_birkhoffAverage_apply_sub_birkhoffAverage 𝕜 this
| 2,223 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Dynamics.BirkhoffSum.NormedSpace
open Filter Finset Function Bornology
open scoped Topology
variable {𝕜 E : Type*} [RCLike 𝕜] [NormedAddCommGroup E]
theorem LinearMap.tendsto_birkhoffAverage_of_ker_subset_closure [NormedSpace 𝕜 E]
(f : E →ₗ[𝕜] E) (hf : LipschitzWith 1 f) (g : E →L[𝕜] LinearMap.eqLocus f 1)
(hg_proj : ∀ x : LinearMap.eqLocus f 1, g x = x)
(hg_ker : (LinearMap.ker g : Set E) ⊆ closure (LinearMap.range (f - 1))) (x : E) :
Tendsto (birkhoffAverage 𝕜 f _root_.id · x) atTop (𝓝 (g x)) := by
obtain ⟨y, hy, z, hz, rfl⟩ : ∃ y, g y = 0 ∧ ∃ z, IsFixedPt f z ∧ x = y + z :=
⟨x - g x, by simp [hg_proj], g x, (g x).2, by simp⟩
suffices Tendsto (birkhoffAverage 𝕜 f _root_.id · y) atTop (𝓝 0) by
have hgz : g z = z := congr_arg Subtype.val (hg_proj ⟨z, hz⟩)
simpa [hy, hgz, birkhoffAverage, birkhoffSum, Finset.sum_add_distrib, smul_add]
using this.add (hz.tendsto_birkhoffAverage 𝕜 _root_.id)
have : IsClosed {x | Tendsto (birkhoffAverage 𝕜 f _root_.id · x) atTop (𝓝 0)} :=
isClosed_setOf_tendsto_birkhoffAverage 𝕜 hf uniformContinuous_id continuous_const
refine closure_minimal (Set.forall_mem_range.2 fun x ↦ ?_) this (hg_ker hy)
have : IsBounded (Set.range (_root_.id <| f^[·] x)) :=
isBounded_iff_forall_norm_le.2 ⟨‖x‖, Set.forall_mem_range.2 fun n ↦ by
have H : f^[n] 0 = 0 := iterate_map_zero (f : E →+ E) n
simpa [H] using (hf.iterate n).dist_le_mul x 0⟩
have H : ∀ n x y, f^[n] (x - y) = f^[n] x - f^[n] y := iterate_map_sub (f : E →+ E)
simpa [birkhoffAverage, birkhoffSum, Finset.sum_sub_distrib, smul_sub, H]
using tendsto_birkhoffAverage_apply_sub_birkhoffAverage 𝕜 this
variable [InnerProductSpace 𝕜 E] [CompleteSpace E]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
| Mathlib/Analysis/InnerProductSpace/MeanErgodic.lean | 84 | 103 | theorem ContinuousLinearMap.tendsto_birkhoffAverage_orthogonalProjection (f : E →L[𝕜] E)
(hf : ‖f‖ ≤ 1) (x : E) :
Tendsto (birkhoffAverage 𝕜 f _root_.id · x) atTop
(𝓝 <| orthogonalProjection (LinearMap.eqLocus f 1) x) := by |
/- Due to the previous theorem, it suffices to verify
that the range of `f - 1` is dense in the orthogonal complement
to the submodule of fixed points of `f`. -/
apply (f : E →ₗ[𝕜] E).tendsto_birkhoffAverage_of_ker_subset_closure (f.lipschitz.weaken hf)
· exact orthogonalProjection_mem_subspace_eq_self (K := LinearMap.eqLocus f 1)
· clear x
/- In other words, we need to verify that any vector that is orthogonal to the range of `f - 1`
is a fixed point of `f`. -/
rw [ker_orthogonalProjection, ← Submodule.topologicalClosure_coe, SetLike.coe_subset_coe,
← Submodule.orthogonal_orthogonal_eq_closure]
/- To verify this, we verify `‖f x‖ ≤ ‖x‖` (because `‖f‖ ≤ 1`) and `⟪f x, x⟫ = ‖x‖²`. -/
refine Submodule.orthogonal_le fun x hx ↦ eq_of_norm_le_re_inner_eq_norm_sq (𝕜 := 𝕜) ?_ ?_
· simpa using f.le_of_opNorm_le hf x
· have : ∀ y, ⟪f y, x⟫ = ⟪y, x⟫ := by
simpa [Submodule.mem_orthogonal, inner_sub_left, sub_eq_zero] using hx
simp [this, ← norm_sq_eq_inner]
| 2,223 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique
import Mathlib.MeasureTheory.Function.L2Space
#align_import measure_theory.function.conditional_expectation.condexp_L2 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
set_option linter.uppercaseLean3 false
open TopologicalSpace Filter ContinuousLinearMap
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α E E' F G G' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- E for an inner product space
[NormedAddCommGroup E]
[InnerProductSpace 𝕜 E] [CompleteSpace E]
-- E' for an inner product space on which we compute integrals
[NormedAddCommGroup E']
[InnerProductSpace 𝕜 E'] [CompleteSpace E'] [NormedSpace ℝ E']
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- G for a Lp add_subgroup
[NormedAddCommGroup G]
-- G' for integrals on a Lp add_subgroup
[NormedAddCommGroup G']
[NormedSpace ℝ G'] [CompleteSpace G']
variable {m m0 : MeasurableSpace α} {μ : Measure α} {s t : Set α}
local notation "⟪" x ", " y "⟫" => @inner 𝕜 E _ x y
local notation "⟪" x ", " y "⟫₂" => @inner 𝕜 (α →₂[μ] E) _ x y
-- Porting note: the argument `E` of `condexpL2` is not automatically filled in Lean 4.
-- To avoid typing `(E := _)` every time it is made explicit.
variable (E 𝕜)
noncomputable def condexpL2 (hm : m ≤ m0) : (α →₂[μ] E) →L[𝕜] lpMeas E 𝕜 m 2 μ :=
@orthogonalProjection 𝕜 (α →₂[μ] E) _ _ _ (lpMeas E 𝕜 m 2 μ)
haveI : Fact (m ≤ m0) := ⟨hm⟩
inferInstance
#align measure_theory.condexp_L2 MeasureTheory.condexpL2
variable {E 𝕜}
theorem aeStronglyMeasurable'_condexpL2 (hm : m ≤ m0) (f : α →₂[μ] E) :
AEStronglyMeasurable' (β := E) m (condexpL2 E 𝕜 hm f) μ :=
lpMeas.aeStronglyMeasurable' _
#align measure_theory.ae_strongly_measurable'_condexp_L2 MeasureTheory.aeStronglyMeasurable'_condexpL2
theorem integrableOn_condexpL2_of_measure_ne_top (hm : m ≤ m0) (hμs : μ s ≠ ∞) (f : α →₂[μ] E) :
IntegrableOn (E := E) (condexpL2 E 𝕜 hm f) s μ :=
integrableOn_Lp_of_measure_ne_top (condexpL2 E 𝕜 hm f : α →₂[μ] E) fact_one_le_two_ennreal.elim
hμs
#align measure_theory.integrable_on_condexp_L2_of_measure_ne_top MeasureTheory.integrableOn_condexpL2_of_measure_ne_top
theorem integrable_condexpL2_of_isFiniteMeasure (hm : m ≤ m0) [IsFiniteMeasure μ] {f : α →₂[μ] E} :
Integrable (β := E) (condexpL2 E 𝕜 hm f) μ :=
integrableOn_univ.mp <| integrableOn_condexpL2_of_measure_ne_top hm (measure_ne_top _ _) f
#align measure_theory.integrable_condexp_L2_of_is_finite_measure MeasureTheory.integrable_condexpL2_of_isFiniteMeasure
theorem norm_condexpL2_le_one (hm : m ≤ m0) : ‖@condexpL2 α E 𝕜 _ _ _ _ _ _ μ hm‖ ≤ 1 :=
haveI : Fact (m ≤ m0) := ⟨hm⟩
orthogonalProjection_norm_le _
#align measure_theory.norm_condexp_L2_le_one MeasureTheory.norm_condexpL2_le_one
theorem norm_condexpL2_le (hm : m ≤ m0) (f : α →₂[μ] E) : ‖condexpL2 E 𝕜 hm f‖ ≤ ‖f‖ :=
((@condexpL2 _ E 𝕜 _ _ _ _ _ _ μ hm).le_opNorm f).trans
(mul_le_of_le_one_left (norm_nonneg _) (norm_condexpL2_le_one hm))
#align measure_theory.norm_condexp_L2_le MeasureTheory.norm_condexpL2_le
| Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL2.lean | 106 | 110 | theorem snorm_condexpL2_le (hm : m ≤ m0) (f : α →₂[μ] E) :
snorm (F := E) (condexpL2 E 𝕜 hm f) 2 μ ≤ snorm f 2 μ := by |
rw [lpMeas_coe, ← ENNReal.toReal_le_toReal (Lp.snorm_ne_top _) (Lp.snorm_ne_top _), ←
Lp.norm_def, ← Lp.norm_def, Submodule.norm_coe]
exact norm_condexpL2_le hm f
| 2,224 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique
import Mathlib.MeasureTheory.Function.L2Space
#align_import measure_theory.function.conditional_expectation.condexp_L2 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
set_option linter.uppercaseLean3 false
open TopologicalSpace Filter ContinuousLinearMap
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α E E' F G G' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- E for an inner product space
[NormedAddCommGroup E]
[InnerProductSpace 𝕜 E] [CompleteSpace E]
-- E' for an inner product space on which we compute integrals
[NormedAddCommGroup E']
[InnerProductSpace 𝕜 E'] [CompleteSpace E'] [NormedSpace ℝ E']
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- G for a Lp add_subgroup
[NormedAddCommGroup G]
-- G' for integrals on a Lp add_subgroup
[NormedAddCommGroup G']
[NormedSpace ℝ G'] [CompleteSpace G']
variable {m m0 : MeasurableSpace α} {μ : Measure α} {s t : Set α}
local notation "⟪" x ", " y "⟫" => @inner 𝕜 E _ x y
local notation "⟪" x ", " y "⟫₂" => @inner 𝕜 (α →₂[μ] E) _ x y
-- Porting note: the argument `E` of `condexpL2` is not automatically filled in Lean 4.
-- To avoid typing `(E := _)` every time it is made explicit.
variable (E 𝕜)
noncomputable def condexpL2 (hm : m ≤ m0) : (α →₂[μ] E) →L[𝕜] lpMeas E 𝕜 m 2 μ :=
@orthogonalProjection 𝕜 (α →₂[μ] E) _ _ _ (lpMeas E 𝕜 m 2 μ)
haveI : Fact (m ≤ m0) := ⟨hm⟩
inferInstance
#align measure_theory.condexp_L2 MeasureTheory.condexpL2
variable {E 𝕜}
theorem aeStronglyMeasurable'_condexpL2 (hm : m ≤ m0) (f : α →₂[μ] E) :
AEStronglyMeasurable' (β := E) m (condexpL2 E 𝕜 hm f) μ :=
lpMeas.aeStronglyMeasurable' _
#align measure_theory.ae_strongly_measurable'_condexp_L2 MeasureTheory.aeStronglyMeasurable'_condexpL2
theorem integrableOn_condexpL2_of_measure_ne_top (hm : m ≤ m0) (hμs : μ s ≠ ∞) (f : α →₂[μ] E) :
IntegrableOn (E := E) (condexpL2 E 𝕜 hm f) s μ :=
integrableOn_Lp_of_measure_ne_top (condexpL2 E 𝕜 hm f : α →₂[μ] E) fact_one_le_two_ennreal.elim
hμs
#align measure_theory.integrable_on_condexp_L2_of_measure_ne_top MeasureTheory.integrableOn_condexpL2_of_measure_ne_top
theorem integrable_condexpL2_of_isFiniteMeasure (hm : m ≤ m0) [IsFiniteMeasure μ] {f : α →₂[μ] E} :
Integrable (β := E) (condexpL2 E 𝕜 hm f) μ :=
integrableOn_univ.mp <| integrableOn_condexpL2_of_measure_ne_top hm (measure_ne_top _ _) f
#align measure_theory.integrable_condexp_L2_of_is_finite_measure MeasureTheory.integrable_condexpL2_of_isFiniteMeasure
theorem norm_condexpL2_le_one (hm : m ≤ m0) : ‖@condexpL2 α E 𝕜 _ _ _ _ _ _ μ hm‖ ≤ 1 :=
haveI : Fact (m ≤ m0) := ⟨hm⟩
orthogonalProjection_norm_le _
#align measure_theory.norm_condexp_L2_le_one MeasureTheory.norm_condexpL2_le_one
theorem norm_condexpL2_le (hm : m ≤ m0) (f : α →₂[μ] E) : ‖condexpL2 E 𝕜 hm f‖ ≤ ‖f‖ :=
((@condexpL2 _ E 𝕜 _ _ _ _ _ _ μ hm).le_opNorm f).trans
(mul_le_of_le_one_left (norm_nonneg _) (norm_condexpL2_le_one hm))
#align measure_theory.norm_condexp_L2_le MeasureTheory.norm_condexpL2_le
theorem snorm_condexpL2_le (hm : m ≤ m0) (f : α →₂[μ] E) :
snorm (F := E) (condexpL2 E 𝕜 hm f) 2 μ ≤ snorm f 2 μ := by
rw [lpMeas_coe, ← ENNReal.toReal_le_toReal (Lp.snorm_ne_top _) (Lp.snorm_ne_top _), ←
Lp.norm_def, ← Lp.norm_def, Submodule.norm_coe]
exact norm_condexpL2_le hm f
#align measure_theory.snorm_condexp_L2_le MeasureTheory.snorm_condexpL2_le
| Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL2.lean | 113 | 117 | theorem norm_condexpL2_coe_le (hm : m ≤ m0) (f : α →₂[μ] E) :
‖(condexpL2 E 𝕜 hm f : α →₂[μ] E)‖ ≤ ‖f‖ := by |
rw [Lp.norm_def, Lp.norm_def, ← lpMeas_coe]
refine (ENNReal.toReal_le_toReal ?_ (Lp.snorm_ne_top _)).mpr (snorm_condexpL2_le hm f)
exact Lp.snorm_ne_top _
| 2,224 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2
#align_import measure_theory.function.conditional_expectation.condexp_L1 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α β F F' G G' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
-- G for a Lp add_subgroup
[NormedAddCommGroup G]
-- G' for integrals on a Lp add_subgroup
[NormedAddCommGroup G']
[NormedSpace ℝ G'] [CompleteSpace G']
section CondexpInd
variable {m m0 : MeasurableSpace α} {μ : Measure α} {s t : Set α} [NormedSpace ℝ G]
section CondexpIndL1Fin
set_option linter.uppercaseLean3 false
def condexpIndL1Fin (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hs : MeasurableSet s) (hμs : μ s ≠ ∞)
(x : G) : α →₁[μ] G :=
(integrable_condexpIndSMul hm hs hμs x).toL1 _
#align measure_theory.condexp_ind_L1_fin MeasureTheory.condexpIndL1Fin
theorem condexpIndL1Fin_ae_eq_condexpIndSMul (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x : G) :
condexpIndL1Fin hm hs hμs x =ᵐ[μ] condexpIndSMul hm hs hμs x :=
(integrable_condexpIndSMul hm hs hμs x).coeFn_toL1
#align measure_theory.condexp_ind_L1_fin_ae_eq_condexp_ind_smul MeasureTheory.condexpIndL1Fin_ae_eq_condexpIndSMul
variable {hm : m ≤ m0} [SigmaFinite (μ.trim hm)]
-- Porting note: this lemma fills the hole in `refine' (Memℒp.coeFn_toLp _) ...`
-- which is not automatically filled in Lean 4
private theorem q {hs : MeasurableSet s} {hμs : μ s ≠ ∞} {x : G} :
Memℒp (condexpIndSMul hm hs hμs x) 1 μ := by
rw [memℒp_one_iff_integrable]; apply integrable_condexpIndSMul
| Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean | 92 | 102 | theorem condexpIndL1Fin_add (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x y : G) :
condexpIndL1Fin hm hs hμs (x + y) =
condexpIndL1Fin hm hs hμs x + condexpIndL1Fin hm hs hμs y := by |
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_add _ _).symm
refine EventuallyEq.trans ?_
(EventuallyEq.add (Memℒp.coeFn_toLp q).symm (Memℒp.coeFn_toLp q).symm)
rw [condexpIndSMul_add]
refine (Lp.coeFn_add _ _).trans (eventually_of_forall fun a => ?_)
rfl
| 2,225 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2
#align_import measure_theory.function.conditional_expectation.condexp_L1 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α β F F' G G' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
-- G for a Lp add_subgroup
[NormedAddCommGroup G]
-- G' for integrals on a Lp add_subgroup
[NormedAddCommGroup G']
[NormedSpace ℝ G'] [CompleteSpace G']
section CondexpInd
variable {m m0 : MeasurableSpace α} {μ : Measure α} {s t : Set α} [NormedSpace ℝ G]
section CondexpIndL1Fin
set_option linter.uppercaseLean3 false
def condexpIndL1Fin (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hs : MeasurableSet s) (hμs : μ s ≠ ∞)
(x : G) : α →₁[μ] G :=
(integrable_condexpIndSMul hm hs hμs x).toL1 _
#align measure_theory.condexp_ind_L1_fin MeasureTheory.condexpIndL1Fin
theorem condexpIndL1Fin_ae_eq_condexpIndSMul (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x : G) :
condexpIndL1Fin hm hs hμs x =ᵐ[μ] condexpIndSMul hm hs hμs x :=
(integrable_condexpIndSMul hm hs hμs x).coeFn_toL1
#align measure_theory.condexp_ind_L1_fin_ae_eq_condexp_ind_smul MeasureTheory.condexpIndL1Fin_ae_eq_condexpIndSMul
variable {hm : m ≤ m0} [SigmaFinite (μ.trim hm)]
-- Porting note: this lemma fills the hole in `refine' (Memℒp.coeFn_toLp _) ...`
-- which is not automatically filled in Lean 4
private theorem q {hs : MeasurableSet s} {hμs : μ s ≠ ∞} {x : G} :
Memℒp (condexpIndSMul hm hs hμs x) 1 μ := by
rw [memℒp_one_iff_integrable]; apply integrable_condexpIndSMul
theorem condexpIndL1Fin_add (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x y : G) :
condexpIndL1Fin hm hs hμs (x + y) =
condexpIndL1Fin hm hs hμs x + condexpIndL1Fin hm hs hμs y := by
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_add _ _).symm
refine EventuallyEq.trans ?_
(EventuallyEq.add (Memℒp.coeFn_toLp q).symm (Memℒp.coeFn_toLp q).symm)
rw [condexpIndSMul_add]
refine (Lp.coeFn_add _ _).trans (eventually_of_forall fun a => ?_)
rfl
#align measure_theory.condexp_ind_L1_fin_add MeasureTheory.condexpIndL1Fin_add
| Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean | 105 | 113 | theorem condexpIndL1Fin_smul (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : ℝ) (x : G) :
condexpIndL1Fin hm hs hμs (c • x) = c • condexpIndL1Fin hm hs hμs x := by |
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_smul _ _).symm
rw [condexpIndSMul_smul hs hμs c x]
refine (Lp.coeFn_smul _ _).trans ?_
refine (condexpIndL1Fin_ae_eq_condexpIndSMul hm hs hμs x).mono fun y hy => ?_
simp only [Pi.smul_apply, hy]
| 2,225 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2
#align_import measure_theory.function.conditional_expectation.condexp_L1 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α β F F' G G' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
-- G for a Lp add_subgroup
[NormedAddCommGroup G]
-- G' for integrals on a Lp add_subgroup
[NormedAddCommGroup G']
[NormedSpace ℝ G'] [CompleteSpace G']
section CondexpInd
variable {m m0 : MeasurableSpace α} {μ : Measure α} {s t : Set α} [NormedSpace ℝ G]
section CondexpIndL1Fin
set_option linter.uppercaseLean3 false
def condexpIndL1Fin (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hs : MeasurableSet s) (hμs : μ s ≠ ∞)
(x : G) : α →₁[μ] G :=
(integrable_condexpIndSMul hm hs hμs x).toL1 _
#align measure_theory.condexp_ind_L1_fin MeasureTheory.condexpIndL1Fin
theorem condexpIndL1Fin_ae_eq_condexpIndSMul (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x : G) :
condexpIndL1Fin hm hs hμs x =ᵐ[μ] condexpIndSMul hm hs hμs x :=
(integrable_condexpIndSMul hm hs hμs x).coeFn_toL1
#align measure_theory.condexp_ind_L1_fin_ae_eq_condexp_ind_smul MeasureTheory.condexpIndL1Fin_ae_eq_condexpIndSMul
variable {hm : m ≤ m0} [SigmaFinite (μ.trim hm)]
-- Porting note: this lemma fills the hole in `refine' (Memℒp.coeFn_toLp _) ...`
-- which is not automatically filled in Lean 4
private theorem q {hs : MeasurableSet s} {hμs : μ s ≠ ∞} {x : G} :
Memℒp (condexpIndSMul hm hs hμs x) 1 μ := by
rw [memℒp_one_iff_integrable]; apply integrable_condexpIndSMul
theorem condexpIndL1Fin_add (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x y : G) :
condexpIndL1Fin hm hs hμs (x + y) =
condexpIndL1Fin hm hs hμs x + condexpIndL1Fin hm hs hμs y := by
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_add _ _).symm
refine EventuallyEq.trans ?_
(EventuallyEq.add (Memℒp.coeFn_toLp q).symm (Memℒp.coeFn_toLp q).symm)
rw [condexpIndSMul_add]
refine (Lp.coeFn_add _ _).trans (eventually_of_forall fun a => ?_)
rfl
#align measure_theory.condexp_ind_L1_fin_add MeasureTheory.condexpIndL1Fin_add
theorem condexpIndL1Fin_smul (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : ℝ) (x : G) :
condexpIndL1Fin hm hs hμs (c • x) = c • condexpIndL1Fin hm hs hμs x := by
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_smul _ _).symm
rw [condexpIndSMul_smul hs hμs c x]
refine (Lp.coeFn_smul _ _).trans ?_
refine (condexpIndL1Fin_ae_eq_condexpIndSMul hm hs hμs x).mono fun y hy => ?_
simp only [Pi.smul_apply, hy]
#align measure_theory.condexp_ind_L1_fin_smul MeasureTheory.condexpIndL1Fin_smul
| Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean | 116 | 125 | theorem condexpIndL1Fin_smul' [NormedSpace ℝ F] [SMulCommClass ℝ 𝕜 F] (hs : MeasurableSet s)
(hμs : μ s ≠ ∞) (c : 𝕜) (x : F) :
condexpIndL1Fin hm hs hμs (c • x) = c • condexpIndL1Fin hm hs hμs x := by |
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_smul _ _).symm
rw [condexpIndSMul_smul' hs hμs c x]
refine (Lp.coeFn_smul _ _).trans ?_
refine (condexpIndL1Fin_ae_eq_condexpIndSMul hm hs hμs x).mono fun y hy => ?_
simp only [Pi.smul_apply, hy]
| 2,225 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2
#align_import measure_theory.function.conditional_expectation.condexp_L1 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α β F F' G G' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
-- G for a Lp add_subgroup
[NormedAddCommGroup G]
-- G' for integrals on a Lp add_subgroup
[NormedAddCommGroup G']
[NormedSpace ℝ G'] [CompleteSpace G']
section CondexpInd
variable {m m0 : MeasurableSpace α} {μ : Measure α} {s t : Set α} [NormedSpace ℝ G]
section CondexpIndL1Fin
set_option linter.uppercaseLean3 false
def condexpIndL1Fin (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hs : MeasurableSet s) (hμs : μ s ≠ ∞)
(x : G) : α →₁[μ] G :=
(integrable_condexpIndSMul hm hs hμs x).toL1 _
#align measure_theory.condexp_ind_L1_fin MeasureTheory.condexpIndL1Fin
theorem condexpIndL1Fin_ae_eq_condexpIndSMul (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x : G) :
condexpIndL1Fin hm hs hμs x =ᵐ[μ] condexpIndSMul hm hs hμs x :=
(integrable_condexpIndSMul hm hs hμs x).coeFn_toL1
#align measure_theory.condexp_ind_L1_fin_ae_eq_condexp_ind_smul MeasureTheory.condexpIndL1Fin_ae_eq_condexpIndSMul
variable {hm : m ≤ m0} [SigmaFinite (μ.trim hm)]
-- Porting note: this lemma fills the hole in `refine' (Memℒp.coeFn_toLp _) ...`
-- which is not automatically filled in Lean 4
private theorem q {hs : MeasurableSet s} {hμs : μ s ≠ ∞} {x : G} :
Memℒp (condexpIndSMul hm hs hμs x) 1 μ := by
rw [memℒp_one_iff_integrable]; apply integrable_condexpIndSMul
theorem condexpIndL1Fin_add (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x y : G) :
condexpIndL1Fin hm hs hμs (x + y) =
condexpIndL1Fin hm hs hμs x + condexpIndL1Fin hm hs hμs y := by
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_add _ _).symm
refine EventuallyEq.trans ?_
(EventuallyEq.add (Memℒp.coeFn_toLp q).symm (Memℒp.coeFn_toLp q).symm)
rw [condexpIndSMul_add]
refine (Lp.coeFn_add _ _).trans (eventually_of_forall fun a => ?_)
rfl
#align measure_theory.condexp_ind_L1_fin_add MeasureTheory.condexpIndL1Fin_add
theorem condexpIndL1Fin_smul (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : ℝ) (x : G) :
condexpIndL1Fin hm hs hμs (c • x) = c • condexpIndL1Fin hm hs hμs x := by
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_smul _ _).symm
rw [condexpIndSMul_smul hs hμs c x]
refine (Lp.coeFn_smul _ _).trans ?_
refine (condexpIndL1Fin_ae_eq_condexpIndSMul hm hs hμs x).mono fun y hy => ?_
simp only [Pi.smul_apply, hy]
#align measure_theory.condexp_ind_L1_fin_smul MeasureTheory.condexpIndL1Fin_smul
theorem condexpIndL1Fin_smul' [NormedSpace ℝ F] [SMulCommClass ℝ 𝕜 F] (hs : MeasurableSet s)
(hμs : μ s ≠ ∞) (c : 𝕜) (x : F) :
condexpIndL1Fin hm hs hμs (c • x) = c • condexpIndL1Fin hm hs hμs x := by
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_smul _ _).symm
rw [condexpIndSMul_smul' hs hμs c x]
refine (Lp.coeFn_smul _ _).trans ?_
refine (condexpIndL1Fin_ae_eq_condexpIndSMul hm hs hμs x).mono fun y hy => ?_
simp only [Pi.smul_apply, hy]
#align measure_theory.condexp_ind_L1_fin_smul' MeasureTheory.condexpIndL1Fin_smul'
| Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean | 128 | 143 | theorem norm_condexpIndL1Fin_le (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x : G) :
‖condexpIndL1Fin hm hs hμs x‖ ≤ (μ s).toReal * ‖x‖ := by |
have : 0 ≤ ∫ a : α, ‖condexpIndL1Fin hm hs hμs x a‖ ∂μ := by positivity
rw [L1.norm_eq_integral_norm, ← ENNReal.toReal_ofReal (norm_nonneg x), ← ENNReal.toReal_mul, ←
ENNReal.toReal_ofReal this,
ENNReal.toReal_le_toReal ENNReal.ofReal_ne_top (ENNReal.mul_ne_top hμs ENNReal.ofReal_ne_top),
ofReal_integral_norm_eq_lintegral_nnnorm]
swap; · rw [← memℒp_one_iff_integrable]; exact Lp.memℒp _
have h_eq :
∫⁻ a, ‖condexpIndL1Fin hm hs hμs x a‖₊ ∂μ = ∫⁻ a, ‖condexpIndSMul hm hs hμs x a‖₊ ∂μ := by
refine lintegral_congr_ae ?_
refine (condexpIndL1Fin_ae_eq_condexpIndSMul hm hs hμs x).mono fun z hz => ?_
dsimp only
rw [hz]
rw [h_eq, ofReal_norm_eq_coe_nnnorm]
exact lintegral_nnnorm_condexpIndSMul_le hm hs hμs x
| 2,225 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α F F' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
open scoped Classical
variable {m m0 : MeasurableSpace α} {μ : Measure α} {f g : α → F'} {s : Set α}
noncomputable irreducible_def condexp (m : MeasurableSpace α) {m0 : MeasurableSpace α}
(μ : Measure α) (f : α → F') : α → F' :=
if hm : m ≤ m0 then
if h : SigmaFinite (μ.trim hm) ∧ Integrable f μ then
if StronglyMeasurable[m] f then f
else (@aestronglyMeasurable'_condexpL1 _ _ _ _ _ m m0 μ hm h.1 _).mk
(@condexpL1 _ _ _ _ _ _ _ hm μ h.1 f)
else 0
else 0
#align measure_theory.condexp MeasureTheory.condexp
-- We define notation `μ[f|m]` for the conditional expectation of `f` with respect to `m`.
scoped notation μ "[" f "|" m "]" => MeasureTheory.condexp m μ f
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 106 | 106 | theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by | rw [condexp, dif_neg hm_not]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α F F' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
open scoped Classical
variable {m m0 : MeasurableSpace α} {μ : Measure α} {f g : α → F'} {s : Set α}
noncomputable irreducible_def condexp (m : MeasurableSpace α) {m0 : MeasurableSpace α}
(μ : Measure α) (f : α → F') : α → F' :=
if hm : m ≤ m0 then
if h : SigmaFinite (μ.trim hm) ∧ Integrable f μ then
if StronglyMeasurable[m] f then f
else (@aestronglyMeasurable'_condexpL1 _ _ _ _ _ m m0 μ hm h.1 _).mk
(@condexpL1 _ _ _ _ _ _ _ hm μ h.1 f)
else 0
else 0
#align measure_theory.condexp MeasureTheory.condexp
-- We define notation `μ[f|m]` for the conditional expectation of `f` with respect to `m`.
scoped notation μ "[" f "|" m "]" => MeasureTheory.condexp m μ f
theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by rw [condexp, dif_neg hm_not]
#align measure_theory.condexp_of_not_le MeasureTheory.condexp_of_not_le
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 109 | 110 | theorem condexp_of_not_sigmaFinite (hm : m ≤ m0) (hμm_not : ¬SigmaFinite (μ.trim hm)) :
μ[f|m] = 0 := by | rw [condexp, dif_pos hm, dif_neg]; push_neg; exact fun h => absurd h hμm_not
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α F F' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
open scoped Classical
variable {m m0 : MeasurableSpace α} {μ : Measure α} {f g : α → F'} {s : Set α}
noncomputable irreducible_def condexp (m : MeasurableSpace α) {m0 : MeasurableSpace α}
(μ : Measure α) (f : α → F') : α → F' :=
if hm : m ≤ m0 then
if h : SigmaFinite (μ.trim hm) ∧ Integrable f μ then
if StronglyMeasurable[m] f then f
else (@aestronglyMeasurable'_condexpL1 _ _ _ _ _ m m0 μ hm h.1 _).mk
(@condexpL1 _ _ _ _ _ _ _ hm μ h.1 f)
else 0
else 0
#align measure_theory.condexp MeasureTheory.condexp
-- We define notation `μ[f|m]` for the conditional expectation of `f` with respect to `m`.
scoped notation μ "[" f "|" m "]" => MeasureTheory.condexp m μ f
theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by rw [condexp, dif_neg hm_not]
#align measure_theory.condexp_of_not_le MeasureTheory.condexp_of_not_le
theorem condexp_of_not_sigmaFinite (hm : m ≤ m0) (hμm_not : ¬SigmaFinite (μ.trim hm)) :
μ[f|m] = 0 := by rw [condexp, dif_pos hm, dif_neg]; push_neg; exact fun h => absurd h hμm_not
#align measure_theory.condexp_of_not_sigma_finite MeasureTheory.condexp_of_not_sigmaFinite
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 113 | 123 | theorem condexp_of_sigmaFinite (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] :
μ[f|m] =
if Integrable f μ then
if StronglyMeasurable[m] f then f
else aestronglyMeasurable'_condexpL1.mk (condexpL1 hm μ f)
else 0 := by |
rw [condexp, dif_pos hm]
simp only [hμm, Ne, true_and_iff]
by_cases hf : Integrable f μ
· rw [dif_pos hf, if_pos hf]
· rw [dif_neg hf, if_neg hf]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α F F' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
open scoped Classical
variable {m m0 : MeasurableSpace α} {μ : Measure α} {f g : α → F'} {s : Set α}
noncomputable irreducible_def condexp (m : MeasurableSpace α) {m0 : MeasurableSpace α}
(μ : Measure α) (f : α → F') : α → F' :=
if hm : m ≤ m0 then
if h : SigmaFinite (μ.trim hm) ∧ Integrable f μ then
if StronglyMeasurable[m] f then f
else (@aestronglyMeasurable'_condexpL1 _ _ _ _ _ m m0 μ hm h.1 _).mk
(@condexpL1 _ _ _ _ _ _ _ hm μ h.1 f)
else 0
else 0
#align measure_theory.condexp MeasureTheory.condexp
-- We define notation `μ[f|m]` for the conditional expectation of `f` with respect to `m`.
scoped notation μ "[" f "|" m "]" => MeasureTheory.condexp m μ f
theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by rw [condexp, dif_neg hm_not]
#align measure_theory.condexp_of_not_le MeasureTheory.condexp_of_not_le
theorem condexp_of_not_sigmaFinite (hm : m ≤ m0) (hμm_not : ¬SigmaFinite (μ.trim hm)) :
μ[f|m] = 0 := by rw [condexp, dif_pos hm, dif_neg]; push_neg; exact fun h => absurd h hμm_not
#align measure_theory.condexp_of_not_sigma_finite MeasureTheory.condexp_of_not_sigmaFinite
theorem condexp_of_sigmaFinite (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] :
μ[f|m] =
if Integrable f μ then
if StronglyMeasurable[m] f then f
else aestronglyMeasurable'_condexpL1.mk (condexpL1 hm μ f)
else 0 := by
rw [condexp, dif_pos hm]
simp only [hμm, Ne, true_and_iff]
by_cases hf : Integrable f μ
· rw [dif_pos hf, if_pos hf]
· rw [dif_neg hf, if_neg hf]
#align measure_theory.condexp_of_sigma_finite MeasureTheory.condexp_of_sigmaFinite
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 126 | 128 | theorem condexp_of_stronglyMeasurable (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : StronglyMeasurable[m] f) (hfi : Integrable f μ) : μ[f|m] = f := by |
rw [condexp_of_sigmaFinite hm, if_pos hfi, if_pos hf]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α F F' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
open scoped Classical
variable {m m0 : MeasurableSpace α} {μ : Measure α} {f g : α → F'} {s : Set α}
noncomputable irreducible_def condexp (m : MeasurableSpace α) {m0 : MeasurableSpace α}
(μ : Measure α) (f : α → F') : α → F' :=
if hm : m ≤ m0 then
if h : SigmaFinite (μ.trim hm) ∧ Integrable f μ then
if StronglyMeasurable[m] f then f
else (@aestronglyMeasurable'_condexpL1 _ _ _ _ _ m m0 μ hm h.1 _).mk
(@condexpL1 _ _ _ _ _ _ _ hm μ h.1 f)
else 0
else 0
#align measure_theory.condexp MeasureTheory.condexp
-- We define notation `μ[f|m]` for the conditional expectation of `f` with respect to `m`.
scoped notation μ "[" f "|" m "]" => MeasureTheory.condexp m μ f
theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by rw [condexp, dif_neg hm_not]
#align measure_theory.condexp_of_not_le MeasureTheory.condexp_of_not_le
theorem condexp_of_not_sigmaFinite (hm : m ≤ m0) (hμm_not : ¬SigmaFinite (μ.trim hm)) :
μ[f|m] = 0 := by rw [condexp, dif_pos hm, dif_neg]; push_neg; exact fun h => absurd h hμm_not
#align measure_theory.condexp_of_not_sigma_finite MeasureTheory.condexp_of_not_sigmaFinite
theorem condexp_of_sigmaFinite (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] :
μ[f|m] =
if Integrable f μ then
if StronglyMeasurable[m] f then f
else aestronglyMeasurable'_condexpL1.mk (condexpL1 hm μ f)
else 0 := by
rw [condexp, dif_pos hm]
simp only [hμm, Ne, true_and_iff]
by_cases hf : Integrable f μ
· rw [dif_pos hf, if_pos hf]
· rw [dif_neg hf, if_neg hf]
#align measure_theory.condexp_of_sigma_finite MeasureTheory.condexp_of_sigmaFinite
theorem condexp_of_stronglyMeasurable (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : StronglyMeasurable[m] f) (hfi : Integrable f μ) : μ[f|m] = f := by
rw [condexp_of_sigmaFinite hm, if_pos hfi, if_pos hf]
#align measure_theory.condexp_of_strongly_measurable MeasureTheory.condexp_of_stronglyMeasurable
theorem condexp_const (hm : m ≤ m0) (c : F') [IsFiniteMeasure μ] :
μ[fun _ : α => c|m] = fun _ => c :=
condexp_of_stronglyMeasurable hm (@stronglyMeasurable_const _ _ m _ _) (integrable_const c)
#align measure_theory.condexp_const MeasureTheory.condexp_const
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 136 | 148 | theorem condexp_ae_eq_condexpL1 (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (f : α → F') :
μ[f|m] =ᵐ[μ] condexpL1 hm μ f := by |
rw [condexp_of_sigmaFinite hm]
by_cases hfi : Integrable f μ
· rw [if_pos hfi]
by_cases hfm : StronglyMeasurable[m] f
· rw [if_pos hfm]
exact (condexpL1_of_aestronglyMeasurable' (StronglyMeasurable.aeStronglyMeasurable' hfm)
hfi).symm
· rw [if_neg hfm]
exact (AEStronglyMeasurable'.ae_eq_mk aestronglyMeasurable'_condexpL1).symm
rw [if_neg hfi, condexpL1_undef hfi]
exact (coeFn_zero _ _ _).symm
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α F F' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
open scoped Classical
variable {m m0 : MeasurableSpace α} {μ : Measure α} {f g : α → F'} {s : Set α}
noncomputable irreducible_def condexp (m : MeasurableSpace α) {m0 : MeasurableSpace α}
(μ : Measure α) (f : α → F') : α → F' :=
if hm : m ≤ m0 then
if h : SigmaFinite (μ.trim hm) ∧ Integrable f μ then
if StronglyMeasurable[m] f then f
else (@aestronglyMeasurable'_condexpL1 _ _ _ _ _ m m0 μ hm h.1 _).mk
(@condexpL1 _ _ _ _ _ _ _ hm μ h.1 f)
else 0
else 0
#align measure_theory.condexp MeasureTheory.condexp
-- We define notation `μ[f|m]` for the conditional expectation of `f` with respect to `m`.
scoped notation μ "[" f "|" m "]" => MeasureTheory.condexp m μ f
theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by rw [condexp, dif_neg hm_not]
#align measure_theory.condexp_of_not_le MeasureTheory.condexp_of_not_le
theorem condexp_of_not_sigmaFinite (hm : m ≤ m0) (hμm_not : ¬SigmaFinite (μ.trim hm)) :
μ[f|m] = 0 := by rw [condexp, dif_pos hm, dif_neg]; push_neg; exact fun h => absurd h hμm_not
#align measure_theory.condexp_of_not_sigma_finite MeasureTheory.condexp_of_not_sigmaFinite
theorem condexp_of_sigmaFinite (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] :
μ[f|m] =
if Integrable f μ then
if StronglyMeasurable[m] f then f
else aestronglyMeasurable'_condexpL1.mk (condexpL1 hm μ f)
else 0 := by
rw [condexp, dif_pos hm]
simp only [hμm, Ne, true_and_iff]
by_cases hf : Integrable f μ
· rw [dif_pos hf, if_pos hf]
· rw [dif_neg hf, if_neg hf]
#align measure_theory.condexp_of_sigma_finite MeasureTheory.condexp_of_sigmaFinite
theorem condexp_of_stronglyMeasurable (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : StronglyMeasurable[m] f) (hfi : Integrable f μ) : μ[f|m] = f := by
rw [condexp_of_sigmaFinite hm, if_pos hfi, if_pos hf]
#align measure_theory.condexp_of_strongly_measurable MeasureTheory.condexp_of_stronglyMeasurable
theorem condexp_const (hm : m ≤ m0) (c : F') [IsFiniteMeasure μ] :
μ[fun _ : α => c|m] = fun _ => c :=
condexp_of_stronglyMeasurable hm (@stronglyMeasurable_const _ _ m _ _) (integrable_const c)
#align measure_theory.condexp_const MeasureTheory.condexp_const
theorem condexp_ae_eq_condexpL1 (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (f : α → F') :
μ[f|m] =ᵐ[μ] condexpL1 hm μ f := by
rw [condexp_of_sigmaFinite hm]
by_cases hfi : Integrable f μ
· rw [if_pos hfi]
by_cases hfm : StronglyMeasurable[m] f
· rw [if_pos hfm]
exact (condexpL1_of_aestronglyMeasurable' (StronglyMeasurable.aeStronglyMeasurable' hfm)
hfi).symm
· rw [if_neg hfm]
exact (AEStronglyMeasurable'.ae_eq_mk aestronglyMeasurable'_condexpL1).symm
rw [if_neg hfi, condexpL1_undef hfi]
exact (coeFn_zero _ _ _).symm
set_option linter.uppercaseLean3 false in
#align measure_theory.condexp_ae_eq_condexp_L1 MeasureTheory.condexp_ae_eq_condexpL1
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 152 | 155 | theorem condexp_ae_eq_condexpL1CLM (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
μ[f|m] =ᵐ[μ] condexpL1CLM F' hm μ (hf.toL1 f) := by |
refine (condexp_ae_eq_condexpL1 hm f).trans (eventually_of_forall fun x => ?_)
rw [condexpL1_eq hf]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α F F' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
open scoped Classical
variable {m m0 : MeasurableSpace α} {μ : Measure α} {f g : α → F'} {s : Set α}
noncomputable irreducible_def condexp (m : MeasurableSpace α) {m0 : MeasurableSpace α}
(μ : Measure α) (f : α → F') : α → F' :=
if hm : m ≤ m0 then
if h : SigmaFinite (μ.trim hm) ∧ Integrable f μ then
if StronglyMeasurable[m] f then f
else (@aestronglyMeasurable'_condexpL1 _ _ _ _ _ m m0 μ hm h.1 _).mk
(@condexpL1 _ _ _ _ _ _ _ hm μ h.1 f)
else 0
else 0
#align measure_theory.condexp MeasureTheory.condexp
-- We define notation `μ[f|m]` for the conditional expectation of `f` with respect to `m`.
scoped notation μ "[" f "|" m "]" => MeasureTheory.condexp m μ f
theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by rw [condexp, dif_neg hm_not]
#align measure_theory.condexp_of_not_le MeasureTheory.condexp_of_not_le
theorem condexp_of_not_sigmaFinite (hm : m ≤ m0) (hμm_not : ¬SigmaFinite (μ.trim hm)) :
μ[f|m] = 0 := by rw [condexp, dif_pos hm, dif_neg]; push_neg; exact fun h => absurd h hμm_not
#align measure_theory.condexp_of_not_sigma_finite MeasureTheory.condexp_of_not_sigmaFinite
theorem condexp_of_sigmaFinite (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] :
μ[f|m] =
if Integrable f μ then
if StronglyMeasurable[m] f then f
else aestronglyMeasurable'_condexpL1.mk (condexpL1 hm μ f)
else 0 := by
rw [condexp, dif_pos hm]
simp only [hμm, Ne, true_and_iff]
by_cases hf : Integrable f μ
· rw [dif_pos hf, if_pos hf]
· rw [dif_neg hf, if_neg hf]
#align measure_theory.condexp_of_sigma_finite MeasureTheory.condexp_of_sigmaFinite
theorem condexp_of_stronglyMeasurable (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : StronglyMeasurable[m] f) (hfi : Integrable f μ) : μ[f|m] = f := by
rw [condexp_of_sigmaFinite hm, if_pos hfi, if_pos hf]
#align measure_theory.condexp_of_strongly_measurable MeasureTheory.condexp_of_stronglyMeasurable
theorem condexp_const (hm : m ≤ m0) (c : F') [IsFiniteMeasure μ] :
μ[fun _ : α => c|m] = fun _ => c :=
condexp_of_stronglyMeasurable hm (@stronglyMeasurable_const _ _ m _ _) (integrable_const c)
#align measure_theory.condexp_const MeasureTheory.condexp_const
theorem condexp_ae_eq_condexpL1 (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (f : α → F') :
μ[f|m] =ᵐ[μ] condexpL1 hm μ f := by
rw [condexp_of_sigmaFinite hm]
by_cases hfi : Integrable f μ
· rw [if_pos hfi]
by_cases hfm : StronglyMeasurable[m] f
· rw [if_pos hfm]
exact (condexpL1_of_aestronglyMeasurable' (StronglyMeasurable.aeStronglyMeasurable' hfm)
hfi).symm
· rw [if_neg hfm]
exact (AEStronglyMeasurable'.ae_eq_mk aestronglyMeasurable'_condexpL1).symm
rw [if_neg hfi, condexpL1_undef hfi]
exact (coeFn_zero _ _ _).symm
set_option linter.uppercaseLean3 false in
#align measure_theory.condexp_ae_eq_condexp_L1 MeasureTheory.condexp_ae_eq_condexpL1
theorem condexp_ae_eq_condexpL1CLM (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
μ[f|m] =ᵐ[μ] condexpL1CLM F' hm μ (hf.toL1 f) := by
refine (condexp_ae_eq_condexpL1 hm f).trans (eventually_of_forall fun x => ?_)
rw [condexpL1_eq hf]
set_option linter.uppercaseLean3 false in
#align measure_theory.condexp_ae_eq_condexp_L1_clm MeasureTheory.condexp_ae_eq_condexpL1CLM
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 159 | 165 | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 := by |
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
haveI : SigmaFinite (μ.trim hm) := hμm
rw [condexp_of_sigmaFinite, if_neg hf]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α F F' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
open scoped Classical
variable {m m0 : MeasurableSpace α} {μ : Measure α} {f g : α → F'} {s : Set α}
noncomputable irreducible_def condexp (m : MeasurableSpace α) {m0 : MeasurableSpace α}
(μ : Measure α) (f : α → F') : α → F' :=
if hm : m ≤ m0 then
if h : SigmaFinite (μ.trim hm) ∧ Integrable f μ then
if StronglyMeasurable[m] f then f
else (@aestronglyMeasurable'_condexpL1 _ _ _ _ _ m m0 μ hm h.1 _).mk
(@condexpL1 _ _ _ _ _ _ _ hm μ h.1 f)
else 0
else 0
#align measure_theory.condexp MeasureTheory.condexp
-- We define notation `μ[f|m]` for the conditional expectation of `f` with respect to `m`.
scoped notation μ "[" f "|" m "]" => MeasureTheory.condexp m μ f
theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by rw [condexp, dif_neg hm_not]
#align measure_theory.condexp_of_not_le MeasureTheory.condexp_of_not_le
theorem condexp_of_not_sigmaFinite (hm : m ≤ m0) (hμm_not : ¬SigmaFinite (μ.trim hm)) :
μ[f|m] = 0 := by rw [condexp, dif_pos hm, dif_neg]; push_neg; exact fun h => absurd h hμm_not
#align measure_theory.condexp_of_not_sigma_finite MeasureTheory.condexp_of_not_sigmaFinite
theorem condexp_of_sigmaFinite (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] :
μ[f|m] =
if Integrable f μ then
if StronglyMeasurable[m] f then f
else aestronglyMeasurable'_condexpL1.mk (condexpL1 hm μ f)
else 0 := by
rw [condexp, dif_pos hm]
simp only [hμm, Ne, true_and_iff]
by_cases hf : Integrable f μ
· rw [dif_pos hf, if_pos hf]
· rw [dif_neg hf, if_neg hf]
#align measure_theory.condexp_of_sigma_finite MeasureTheory.condexp_of_sigmaFinite
theorem condexp_of_stronglyMeasurable (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : StronglyMeasurable[m] f) (hfi : Integrable f μ) : μ[f|m] = f := by
rw [condexp_of_sigmaFinite hm, if_pos hfi, if_pos hf]
#align measure_theory.condexp_of_strongly_measurable MeasureTheory.condexp_of_stronglyMeasurable
theorem condexp_const (hm : m ≤ m0) (c : F') [IsFiniteMeasure μ] :
μ[fun _ : α => c|m] = fun _ => c :=
condexp_of_stronglyMeasurable hm (@stronglyMeasurable_const _ _ m _ _) (integrable_const c)
#align measure_theory.condexp_const MeasureTheory.condexp_const
theorem condexp_ae_eq_condexpL1 (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (f : α → F') :
μ[f|m] =ᵐ[μ] condexpL1 hm μ f := by
rw [condexp_of_sigmaFinite hm]
by_cases hfi : Integrable f μ
· rw [if_pos hfi]
by_cases hfm : StronglyMeasurable[m] f
· rw [if_pos hfm]
exact (condexpL1_of_aestronglyMeasurable' (StronglyMeasurable.aeStronglyMeasurable' hfm)
hfi).symm
· rw [if_neg hfm]
exact (AEStronglyMeasurable'.ae_eq_mk aestronglyMeasurable'_condexpL1).symm
rw [if_neg hfi, condexpL1_undef hfi]
exact (coeFn_zero _ _ _).symm
set_option linter.uppercaseLean3 false in
#align measure_theory.condexp_ae_eq_condexp_L1 MeasureTheory.condexp_ae_eq_condexpL1
theorem condexp_ae_eq_condexpL1CLM (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
μ[f|m] =ᵐ[μ] condexpL1CLM F' hm μ (hf.toL1 f) := by
refine (condexp_ae_eq_condexpL1 hm f).trans (eventually_of_forall fun x => ?_)
rw [condexpL1_eq hf]
set_option linter.uppercaseLean3 false in
#align measure_theory.condexp_ae_eq_condexp_L1_clm MeasureTheory.condexp_ae_eq_condexpL1CLM
theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
haveI : SigmaFinite (μ.trim hm) := hμm
rw [condexp_of_sigmaFinite, if_neg hf]
#align measure_theory.condexp_undef MeasureTheory.condexp_undef
@[simp]
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 169 | 176 | theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by |
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
haveI : SigmaFinite (μ.trim hm) := hμm
exact
condexp_of_stronglyMeasurable hm (@stronglyMeasurable_zero _ _ m _ _) (integrable_zero _ _ _)
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α F F' 𝕜 : Type*} {p : ℝ≥0∞} [RCLike 𝕜]
-- 𝕜 for ℝ or ℂ
-- F for a Lp submodule
[NormedAddCommGroup F]
[NormedSpace 𝕜 F]
-- F' for integrals on a Lp submodule
[NormedAddCommGroup F']
[NormedSpace 𝕜 F'] [NormedSpace ℝ F'] [CompleteSpace F']
open scoped Classical
variable {m m0 : MeasurableSpace α} {μ : Measure α} {f g : α → F'} {s : Set α}
noncomputable irreducible_def condexp (m : MeasurableSpace α) {m0 : MeasurableSpace α}
(μ : Measure α) (f : α → F') : α → F' :=
if hm : m ≤ m0 then
if h : SigmaFinite (μ.trim hm) ∧ Integrable f μ then
if StronglyMeasurable[m] f then f
else (@aestronglyMeasurable'_condexpL1 _ _ _ _ _ m m0 μ hm h.1 _).mk
(@condexpL1 _ _ _ _ _ _ _ hm μ h.1 f)
else 0
else 0
#align measure_theory.condexp MeasureTheory.condexp
-- We define notation `μ[f|m]` for the conditional expectation of `f` with respect to `m`.
scoped notation μ "[" f "|" m "]" => MeasureTheory.condexp m μ f
theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by rw [condexp, dif_neg hm_not]
#align measure_theory.condexp_of_not_le MeasureTheory.condexp_of_not_le
theorem condexp_of_not_sigmaFinite (hm : m ≤ m0) (hμm_not : ¬SigmaFinite (μ.trim hm)) :
μ[f|m] = 0 := by rw [condexp, dif_pos hm, dif_neg]; push_neg; exact fun h => absurd h hμm_not
#align measure_theory.condexp_of_not_sigma_finite MeasureTheory.condexp_of_not_sigmaFinite
theorem condexp_of_sigmaFinite (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] :
μ[f|m] =
if Integrable f μ then
if StronglyMeasurable[m] f then f
else aestronglyMeasurable'_condexpL1.mk (condexpL1 hm μ f)
else 0 := by
rw [condexp, dif_pos hm]
simp only [hμm, Ne, true_and_iff]
by_cases hf : Integrable f μ
· rw [dif_pos hf, if_pos hf]
· rw [dif_neg hf, if_neg hf]
#align measure_theory.condexp_of_sigma_finite MeasureTheory.condexp_of_sigmaFinite
theorem condexp_of_stronglyMeasurable (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : StronglyMeasurable[m] f) (hfi : Integrable f μ) : μ[f|m] = f := by
rw [condexp_of_sigmaFinite hm, if_pos hfi, if_pos hf]
#align measure_theory.condexp_of_strongly_measurable MeasureTheory.condexp_of_stronglyMeasurable
theorem condexp_const (hm : m ≤ m0) (c : F') [IsFiniteMeasure μ] :
μ[fun _ : α => c|m] = fun _ => c :=
condexp_of_stronglyMeasurable hm (@stronglyMeasurable_const _ _ m _ _) (integrable_const c)
#align measure_theory.condexp_const MeasureTheory.condexp_const
theorem condexp_ae_eq_condexpL1 (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (f : α → F') :
μ[f|m] =ᵐ[μ] condexpL1 hm μ f := by
rw [condexp_of_sigmaFinite hm]
by_cases hfi : Integrable f μ
· rw [if_pos hfi]
by_cases hfm : StronglyMeasurable[m] f
· rw [if_pos hfm]
exact (condexpL1_of_aestronglyMeasurable' (StronglyMeasurable.aeStronglyMeasurable' hfm)
hfi).symm
· rw [if_neg hfm]
exact (AEStronglyMeasurable'.ae_eq_mk aestronglyMeasurable'_condexpL1).symm
rw [if_neg hfi, condexpL1_undef hfi]
exact (coeFn_zero _ _ _).symm
set_option linter.uppercaseLean3 false in
#align measure_theory.condexp_ae_eq_condexp_L1 MeasureTheory.condexp_ae_eq_condexpL1
theorem condexp_ae_eq_condexpL1CLM (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
μ[f|m] =ᵐ[μ] condexpL1CLM F' hm μ (hf.toL1 f) := by
refine (condexp_ae_eq_condexpL1 hm f).trans (eventually_of_forall fun x => ?_)
rw [condexpL1_eq hf]
set_option linter.uppercaseLean3 false in
#align measure_theory.condexp_ae_eq_condexp_L1_clm MeasureTheory.condexp_ae_eq_condexpL1CLM
theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
haveI : SigmaFinite (μ.trim hm) := hμm
rw [condexp_of_sigmaFinite, if_neg hf]
#align measure_theory.condexp_undef MeasureTheory.condexp_undef
@[simp]
theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
haveI : SigmaFinite (μ.trim hm) := hμm
exact
condexp_of_stronglyMeasurable hm (@stronglyMeasurable_zero _ _ m _ _) (integrable_zero _ _ _)
#align measure_theory.condexp_zero MeasureTheory.condexp_zero
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 179 | 189 | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by |
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact stronglyMeasurable_zero
haveI : SigmaFinite (μ.trim hm) := hμm
rw [condexp_of_sigmaFinite hm]
split_ifs with hfi hfm
· exact hfm
· exact AEStronglyMeasurable'.stronglyMeasurable_mk _
· exact stronglyMeasurable_zero
| 2,226 |
import Mathlib.Probability.Notation
import Mathlib.Probability.Independence.Basic
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import probability.conditional_expectation from "leanprover-community/mathlib"@"2f8347015b12b0864dfaf366ec4909eb70c78740"
open TopologicalSpace Filter
open scoped NNReal ENNReal MeasureTheory ProbabilityTheory
namespace MeasureTheory
open ProbabilityTheory
variable {Ω E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
{m₁ m₂ m : MeasurableSpace Ω} {μ : Measure Ω} {f : Ω → E}
| Mathlib/Probability/ConditionalExpectation.lean | 40 | 77 | theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinite (μ.trim hle₂)]
(hf : StronglyMeasurable[m₁] f) (hindp : Indep m₁ m₂ μ) : μ[f|m₂] =ᵐ[μ] fun _ => μ[f] := by |
by_cases hfint : Integrable f μ
swap; · rw [condexp_undef hfint, integral_undef hfint]; rfl
refine (ae_eq_condexp_of_forall_setIntegral_eq hle₂ hfint
(fun s _ hs => integrableOn_const.2 (Or.inr hs)) (fun s hms hs => ?_)
stronglyMeasurable_const.aeStronglyMeasurable').symm
rw [setIntegral_const]
rw [← memℒp_one_iff_integrable] at hfint
refine Memℒp.induction_stronglyMeasurable hle₁ ENNReal.one_ne_top ?_ ?_ ?_ ?_ hfint ?_
· exact ⟨f, hf, EventuallyEq.rfl⟩
· intro c t hmt _
rw [Indep_iff] at hindp
rw [integral_indicator (hle₁ _ hmt), setIntegral_const, smul_smul, ← ENNReal.toReal_mul,
mul_comm, ← hindp _ _ hmt hms, setIntegral_indicator (hle₁ _ hmt), setIntegral_const,
Set.inter_comm]
· intro u v _ huint hvint hu hv hu_eq hv_eq
rw [memℒp_one_iff_integrable] at huint hvint
rw [integral_add' huint hvint, smul_add, hu_eq, hv_eq,
integral_add' huint.integrableOn hvint.integrableOn]
· have heq₁ : (fun f : lpMeas E ℝ m₁ 1 μ => ∫ x, (f : Ω → E) x ∂μ) =
(fun f : Lp E 1 μ => ∫ x, f x ∂μ) ∘ Submodule.subtypeL _ := by
refine funext fun f => integral_congr_ae ?_
simp_rw [Submodule.coe_subtypeL', Submodule.coeSubtype]; norm_cast
have heq₂ : (fun f : lpMeas E ℝ m₁ 1 μ => ∫ x in s, (f : Ω → E) x ∂μ) =
(fun f : Lp E 1 μ => ∫ x in s, f x ∂μ) ∘ Submodule.subtypeL _ := by
refine funext fun f => integral_congr_ae (ae_restrict_of_ae ?_)
simp_rw [Submodule.coe_subtypeL', Submodule.coeSubtype]
exact eventually_of_forall fun _ => (by trivial)
refine isClosed_eq (Continuous.const_smul ?_ _) ?_
· rw [heq₁]
exact continuous_integral.comp (ContinuousLinearMap.continuous _)
· rw [heq₂]
exact (continuous_setIntegral _).comp (ContinuousLinearMap.continuous _)
· intro u v huv _ hueq
rwa [← integral_congr_ae huv, ←
(setIntegral_congr_ae (hle₂ _ hms) _ : ∫ x in s, u x ∂μ = ∫ x in s, v x ∂μ)]
filter_upwards [huv] with x hx _ using hx
| 2,227 |
import Mathlib.Probability.Martingale.BorelCantelli
import Mathlib.Probability.ConditionalExpectation
import Mathlib.Probability.Independence.Basic
#align_import probability.borel_cantelli from "leanprover-community/mathlib"@"2f8347015b12b0864dfaf366ec4909eb70c78740"
open scoped MeasureTheory ProbabilityTheory ENNReal Topology
open MeasureTheory ProbabilityTheory MeasurableSpace TopologicalSpace
namespace ProbabilityTheory
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} [IsProbabilityMeasure μ]
section BorelCantelli
variable {ι β : Type*} [LinearOrder ι] [mβ : MeasurableSpace β] [NormedAddCommGroup β]
[BorelSpace β] {f : ι → Ω → β} {i j : ι} {s : ι → Set Ω}
| Mathlib/Probability/BorelCantelli.lean | 43 | 48 | theorem iIndepFun.indep_comap_natural_of_lt (hf : ∀ i, StronglyMeasurable (f i))
(hfi : iIndepFun (fun _ => mβ) f μ) (hij : i < j) :
Indep (MeasurableSpace.comap (f j) mβ) (Filtration.natural f hf i) μ := by |
suffices Indep (⨆ k ∈ ({j} : Set ι), MeasurableSpace.comap (f k) mβ)
(⨆ k ∈ {k | k ≤ i}, MeasurableSpace.comap (f k) mβ) μ by rwa [iSup_singleton] at this
exact indep_iSup_of_disjoint (fun k => (hf k).measurable.comap_le) hfi (by simpa)
| 2,228 |
import Mathlib.Probability.Martingale.BorelCantelli
import Mathlib.Probability.ConditionalExpectation
import Mathlib.Probability.Independence.Basic
#align_import probability.borel_cantelli from "leanprover-community/mathlib"@"2f8347015b12b0864dfaf366ec4909eb70c78740"
open scoped MeasureTheory ProbabilityTheory ENNReal Topology
open MeasureTheory ProbabilityTheory MeasurableSpace TopologicalSpace
namespace ProbabilityTheory
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} [IsProbabilityMeasure μ]
section BorelCantelli
variable {ι β : Type*} [LinearOrder ι] [mβ : MeasurableSpace β] [NormedAddCommGroup β]
[BorelSpace β] {f : ι → Ω → β} {i j : ι} {s : ι → Set Ω}
theorem iIndepFun.indep_comap_natural_of_lt (hf : ∀ i, StronglyMeasurable (f i))
(hfi : iIndepFun (fun _ => mβ) f μ) (hij : i < j) :
Indep (MeasurableSpace.comap (f j) mβ) (Filtration.natural f hf i) μ := by
suffices Indep (⨆ k ∈ ({j} : Set ι), MeasurableSpace.comap (f k) mβ)
(⨆ k ∈ {k | k ≤ i}, MeasurableSpace.comap (f k) mβ) μ by rwa [iSup_singleton] at this
exact indep_iSup_of_disjoint (fun k => (hf k).measurable.comap_le) hfi (by simpa)
set_option linter.uppercaseLean3 false in
#align probability_theory.Indep_fun.indep_comap_natural_of_lt ProbabilityTheory.iIndepFun.indep_comap_natural_of_lt
theorem iIndepFun.condexp_natural_ae_eq_of_lt [SecondCountableTopology β] [CompleteSpace β]
[NormedSpace ℝ β] (hf : ∀ i, StronglyMeasurable (f i)) (hfi : iIndepFun (fun _ => mβ) f μ)
(hij : i < j) : μ[f j|Filtration.natural f hf i] =ᵐ[μ] fun _ => μ[f j] :=
condexp_indep_eq (hf j).measurable.comap_le (Filtration.le _ _)
(comap_measurable <| f j).stronglyMeasurable (hfi.indep_comap_natural_of_lt hf hij)
set_option linter.uppercaseLean3 false in
#align probability_theory.Indep_fun.condexp_natural_ae_eq_of_lt ProbabilityTheory.iIndepFun.condexp_natural_ae_eq_of_lt
| Mathlib/Probability/BorelCantelli.lean | 60 | 66 | theorem iIndepSet.condexp_indicator_filtrationOfSet_ae_eq (hsm : ∀ n, MeasurableSet (s n))
(hs : iIndepSet s μ) (hij : i < j) :
μ[(s j).indicator (fun _ => 1 : Ω → ℝ)|filtrationOfSet hsm i] =ᵐ[μ]
fun _ => (μ (s j)).toReal := by |
rw [Filtration.filtrationOfSet_eq_natural (β := ℝ) hsm]
refine (iIndepFun.condexp_natural_ae_eq_of_lt _ hs.iIndepFun_indicator hij).trans ?_
simp only [integral_indicator_const _ (hsm _), Algebra.id.smul_eq_mul, mul_one]; rfl
| 2,228 |
import Mathlib.Probability.Martingale.BorelCantelli
import Mathlib.Probability.ConditionalExpectation
import Mathlib.Probability.Independence.Basic
#align_import probability.borel_cantelli from "leanprover-community/mathlib"@"2f8347015b12b0864dfaf366ec4909eb70c78740"
open scoped MeasureTheory ProbabilityTheory ENNReal Topology
open MeasureTheory ProbabilityTheory MeasurableSpace TopologicalSpace
namespace ProbabilityTheory
variable {Ω : Type*} {m0 : MeasurableSpace Ω} {μ : Measure Ω} [IsProbabilityMeasure μ]
section BorelCantelli
variable {ι β : Type*} [LinearOrder ι] [mβ : MeasurableSpace β] [NormedAddCommGroup β]
[BorelSpace β] {f : ι → Ω → β} {i j : ι} {s : ι → Set Ω}
theorem iIndepFun.indep_comap_natural_of_lt (hf : ∀ i, StronglyMeasurable (f i))
(hfi : iIndepFun (fun _ => mβ) f μ) (hij : i < j) :
Indep (MeasurableSpace.comap (f j) mβ) (Filtration.natural f hf i) μ := by
suffices Indep (⨆ k ∈ ({j} : Set ι), MeasurableSpace.comap (f k) mβ)
(⨆ k ∈ {k | k ≤ i}, MeasurableSpace.comap (f k) mβ) μ by rwa [iSup_singleton] at this
exact indep_iSup_of_disjoint (fun k => (hf k).measurable.comap_le) hfi (by simpa)
set_option linter.uppercaseLean3 false in
#align probability_theory.Indep_fun.indep_comap_natural_of_lt ProbabilityTheory.iIndepFun.indep_comap_natural_of_lt
theorem iIndepFun.condexp_natural_ae_eq_of_lt [SecondCountableTopology β] [CompleteSpace β]
[NormedSpace ℝ β] (hf : ∀ i, StronglyMeasurable (f i)) (hfi : iIndepFun (fun _ => mβ) f μ)
(hij : i < j) : μ[f j|Filtration.natural f hf i] =ᵐ[μ] fun _ => μ[f j] :=
condexp_indep_eq (hf j).measurable.comap_le (Filtration.le _ _)
(comap_measurable <| f j).stronglyMeasurable (hfi.indep_comap_natural_of_lt hf hij)
set_option linter.uppercaseLean3 false in
#align probability_theory.Indep_fun.condexp_natural_ae_eq_of_lt ProbabilityTheory.iIndepFun.condexp_natural_ae_eq_of_lt
theorem iIndepSet.condexp_indicator_filtrationOfSet_ae_eq (hsm : ∀ n, MeasurableSet (s n))
(hs : iIndepSet s μ) (hij : i < j) :
μ[(s j).indicator (fun _ => 1 : Ω → ℝ)|filtrationOfSet hsm i] =ᵐ[μ]
fun _ => (μ (s j)).toReal := by
rw [Filtration.filtrationOfSet_eq_natural (β := ℝ) hsm]
refine (iIndepFun.condexp_natural_ae_eq_of_lt _ hs.iIndepFun_indicator hij).trans ?_
simp only [integral_indicator_const _ (hsm _), Algebra.id.smul_eq_mul, mul_one]; rfl
set_option linter.uppercaseLean3 false in
#align probability_theory.Indep_set.condexp_indicator_filtration_of_set_ae_eq ProbabilityTheory.iIndepSet.condexp_indicator_filtrationOfSet_ae_eq
open Filter
| Mathlib/Probability/BorelCantelli.lean | 74 | 105 | theorem measure_limsup_eq_one {s : ℕ → Set Ω} (hsm : ∀ n, MeasurableSet (s n)) (hs : iIndepSet s μ)
(hs' : (∑' n, μ (s n)) = ∞) : μ (limsup s atTop) = 1 := by |
rw [measure_congr (eventuallyEq_set.2 (ae_mem_limsup_atTop_iff μ <|
measurableSet_filtrationOfSet' hsm) : (limsup s atTop : Set Ω) =ᵐ[μ]
{ω | Tendsto (fun n => ∑ k ∈ Finset.range n,
(μ[(s (k + 1)).indicator (1 : Ω → ℝ)|filtrationOfSet hsm k]) ω) atTop atTop})]
suffices {ω | Tendsto (fun n => ∑ k ∈ Finset.range n,
(μ[(s (k + 1)).indicator (1 : Ω → ℝ)|filtrationOfSet hsm k]) ω) atTop atTop} =ᵐ[μ] Set.univ by
rw [measure_congr this, measure_univ]
have : ∀ᵐ ω ∂μ, ∀ n, (μ[(s (n + 1)).indicator (1 : Ω → ℝ)|filtrationOfSet hsm n]) ω = _ :=
ae_all_iff.2 fun n => hs.condexp_indicator_filtrationOfSet_ae_eq hsm n.lt_succ_self
filter_upwards [this] with ω hω
refine eq_true (?_ : Tendsto _ _ _)
simp_rw [hω]
have htends : Tendsto (fun n => ∑ k ∈ Finset.range n, μ (s (k + 1))) atTop (𝓝 ∞) := by
rw [← ENNReal.tsum_add_one_eq_top hs' (measure_ne_top _ _)]
exact ENNReal.tendsto_nat_tsum _
rw [ENNReal.tendsto_nhds_top_iff_nnreal] at htends
refine tendsto_atTop_atTop_of_monotone' ?_ ?_
· refine monotone_nat_of_le_succ fun n => ?_
rw [← sub_nonneg, Finset.sum_range_succ_sub_sum]
exact ENNReal.toReal_nonneg
· rintro ⟨B, hB⟩
refine not_eventually.2 (frequently_of_forall fun n => ?_) (htends B.toNNReal)
rw [mem_upperBounds] at hB
specialize hB (∑ k ∈ Finset.range n, μ (s (k + 1))).toReal _
· refine ⟨n, ?_⟩
rw [ENNReal.toReal_sum]
exact fun _ _ => measure_ne_top _ _
· rw [not_lt, ← ENNReal.toReal_le_toReal (ENNReal.sum_lt_top _).ne ENNReal.coe_ne_top]
· exact hB.trans (by simp)
· exact fun _ _ => measure_ne_top _ _
| 2,228 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α 𝕜 E : Type*} {m m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E]
[CompleteSpace E] {μ : Measure α} {f : α → E} {s : Set α}
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Indicator.lean | 38 | 59 | theorem condexp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict s] 0) :
μ[f|m] =ᵐ[μ.restrict s] 0 := by |
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
have : SigmaFinite ((μ.restrict s).trim hm) := by
rw [← restrict_trim hm _ hs]
exact Restrict.sigmaFinite _ s
by_cases hf_int : Integrable f μ
swap; · rw [condexp_undef hf_int]
refine ae_eq_of_forall_setIntegral_eq_of_sigmaFinite' hm ?_ ?_ ?_ ?_ ?_
· exact fun t _ _ => integrable_condexp.integrableOn.integrableOn
· exact fun t _ _ => (integrable_zero _ _ _).integrableOn
· intro t ht _
rw [Measure.restrict_restrict (hm _ ht), setIntegral_condexp hm hf_int (ht.inter hs), ←
Measure.restrict_restrict (hm _ ht)]
refine setIntegral_congr_ae (hm _ ht) ?_
filter_upwards [hf] with x hx _ using hx
· exact stronglyMeasurable_condexp.aeStronglyMeasurable'
· exact stronglyMeasurable_zero.aeStronglyMeasurable'
| 2,229 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α 𝕜 E : Type*} {m m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E]
[CompleteSpace E] {μ : Measure α} {f : α → E} {s : Set α}
theorem condexp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict s] 0) :
μ[f|m] =ᵐ[μ.restrict s] 0 := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
have : SigmaFinite ((μ.restrict s).trim hm) := by
rw [← restrict_trim hm _ hs]
exact Restrict.sigmaFinite _ s
by_cases hf_int : Integrable f μ
swap; · rw [condexp_undef hf_int]
refine ae_eq_of_forall_setIntegral_eq_of_sigmaFinite' hm ?_ ?_ ?_ ?_ ?_
· exact fun t _ _ => integrable_condexp.integrableOn.integrableOn
· exact fun t _ _ => (integrable_zero _ _ _).integrableOn
· intro t ht _
rw [Measure.restrict_restrict (hm _ ht), setIntegral_condexp hm hf_int (ht.inter hs), ←
Measure.restrict_restrict (hm _ ht)]
refine setIntegral_congr_ae (hm _ ht) ?_
filter_upwards [hf] with x hx _ using hx
· exact stronglyMeasurable_condexp.aeStronglyMeasurable'
· exact stronglyMeasurable_zero.aeStronglyMeasurable'
#align measure_theory.condexp_ae_eq_restrict_zero MeasureTheory.condexp_ae_eq_restrict_zero
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Indicator.lean | 63 | 70 | theorem condexp_indicator_aux (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict sᶜ] 0) :
μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) := by |
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']; rfl
have hsf_zero : ∀ g : α → E, g =ᵐ[μ.restrict sᶜ] 0 → s.indicator g =ᵐ[μ] g := fun g =>
indicator_ae_eq_of_restrict_compl_ae_eq_zero (hm _ hs)
refine ((hsf_zero (μ[f|m]) (condexp_ae_eq_restrict_zero hs.compl hf)).trans ?_).symm
exact condexp_congr_ae (hsf_zero f hf).symm
| 2,229 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α 𝕜 E : Type*} {m m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E]
[CompleteSpace E] {μ : Measure α} {f : α → E} {s : Set α}
theorem condexp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict s] 0) :
μ[f|m] =ᵐ[μ.restrict s] 0 := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
have : SigmaFinite ((μ.restrict s).trim hm) := by
rw [← restrict_trim hm _ hs]
exact Restrict.sigmaFinite _ s
by_cases hf_int : Integrable f μ
swap; · rw [condexp_undef hf_int]
refine ae_eq_of_forall_setIntegral_eq_of_sigmaFinite' hm ?_ ?_ ?_ ?_ ?_
· exact fun t _ _ => integrable_condexp.integrableOn.integrableOn
· exact fun t _ _ => (integrable_zero _ _ _).integrableOn
· intro t ht _
rw [Measure.restrict_restrict (hm _ ht), setIntegral_condexp hm hf_int (ht.inter hs), ←
Measure.restrict_restrict (hm _ ht)]
refine setIntegral_congr_ae (hm _ ht) ?_
filter_upwards [hf] with x hx _ using hx
· exact stronglyMeasurable_condexp.aeStronglyMeasurable'
· exact stronglyMeasurable_zero.aeStronglyMeasurable'
#align measure_theory.condexp_ae_eq_restrict_zero MeasureTheory.condexp_ae_eq_restrict_zero
theorem condexp_indicator_aux (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict sᶜ] 0) :
μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']; rfl
have hsf_zero : ∀ g : α → E, g =ᵐ[μ.restrict sᶜ] 0 → s.indicator g =ᵐ[μ] g := fun g =>
indicator_ae_eq_of_restrict_compl_ae_eq_zero (hm _ hs)
refine ((hsf_zero (μ[f|m]) (condexp_ae_eq_restrict_zero hs.compl hf)).trans ?_).symm
exact condexp_congr_ae (hsf_zero f hf).symm
#align measure_theory.condexp_indicator_aux MeasureTheory.condexp_indicator_aux
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Indicator.lean | 75 | 112 | theorem condexp_indicator (hf_int : Integrable f μ) (hs : MeasurableSet[m] s) :
μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) := by |
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm, Set.indicator_zero']; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
-- use `have` to perform what should be the first calc step because of an error I don't
-- understand
have : s.indicator (μ[f|m]) =ᵐ[μ] s.indicator (μ[s.indicator f + sᶜ.indicator f|m]) := by
rw [Set.indicator_self_add_compl s f]
refine (this.trans ?_).symm
calc
s.indicator (μ[s.indicator f + sᶜ.indicator f|m]) =ᵐ[μ]
s.indicator (μ[s.indicator f|m] + μ[sᶜ.indicator f|m]) := by
have : μ[s.indicator f + sᶜ.indicator f|m] =ᵐ[μ] μ[s.indicator f|m] + μ[sᶜ.indicator f|m] :=
condexp_add (hf_int.indicator (hm _ hs)) (hf_int.indicator (hm _ hs.compl))
filter_upwards [this] with x hx
classical rw [Set.indicator_apply, Set.indicator_apply, hx]
_ = s.indicator (μ[s.indicator f|m]) + s.indicator (μ[sᶜ.indicator f|m]) :=
(s.indicator_add' _ _)
_ =ᵐ[μ] s.indicator (μ[s.indicator f|m]) +
s.indicator (sᶜ.indicator (μ[sᶜ.indicator f|m])) := by
refine Filter.EventuallyEq.rfl.add ?_
have : sᶜ.indicator (μ[sᶜ.indicator f|m]) =ᵐ[μ] μ[sᶜ.indicator f|m] := by
refine (condexp_indicator_aux hs.compl ?_).symm.trans ?_
· exact indicator_ae_eq_restrict_compl (hm _ hs.compl)
· rw [Set.indicator_indicator, Set.inter_self]
filter_upwards [this] with x hx
by_cases hxs : x ∈ s
· simp only [hx, hxs, Set.indicator_of_mem]
· simp only [hxs, Set.indicator_of_not_mem, not_false_iff]
_ =ᵐ[μ] s.indicator (μ[s.indicator f|m]) := by
rw [Set.indicator_indicator, Set.inter_compl_self, Set.indicator_empty', add_zero]
_ =ᵐ[μ] μ[s.indicator f|m] := by
refine (condexp_indicator_aux hs ?_).symm.trans ?_
· exact indicator_ae_eq_restrict_compl (hm _ hs)
· rw [Set.indicator_indicator, Set.inter_self]
| 2,229 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α 𝕜 E : Type*} {m m0 : MeasurableSpace α} [NormedAddCommGroup E] [NormedSpace ℝ E]
[CompleteSpace E] {μ : Measure α} {f : α → E} {s : Set α}
theorem condexp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict s] 0) :
μ[f|m] =ᵐ[μ.restrict s] 0 := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
have : SigmaFinite ((μ.restrict s).trim hm) := by
rw [← restrict_trim hm _ hs]
exact Restrict.sigmaFinite _ s
by_cases hf_int : Integrable f μ
swap; · rw [condexp_undef hf_int]
refine ae_eq_of_forall_setIntegral_eq_of_sigmaFinite' hm ?_ ?_ ?_ ?_ ?_
· exact fun t _ _ => integrable_condexp.integrableOn.integrableOn
· exact fun t _ _ => (integrable_zero _ _ _).integrableOn
· intro t ht _
rw [Measure.restrict_restrict (hm _ ht), setIntegral_condexp hm hf_int (ht.inter hs), ←
Measure.restrict_restrict (hm _ ht)]
refine setIntegral_congr_ae (hm _ ht) ?_
filter_upwards [hf] with x hx _ using hx
· exact stronglyMeasurable_condexp.aeStronglyMeasurable'
· exact stronglyMeasurable_zero.aeStronglyMeasurable'
#align measure_theory.condexp_ae_eq_restrict_zero MeasureTheory.condexp_ae_eq_restrict_zero
theorem condexp_indicator_aux (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict sᶜ] 0) :
μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']; rfl
have hsf_zero : ∀ g : α → E, g =ᵐ[μ.restrict sᶜ] 0 → s.indicator g =ᵐ[μ] g := fun g =>
indicator_ae_eq_of_restrict_compl_ae_eq_zero (hm _ hs)
refine ((hsf_zero (μ[f|m]) (condexp_ae_eq_restrict_zero hs.compl hf)).trans ?_).symm
exact condexp_congr_ae (hsf_zero f hf).symm
#align measure_theory.condexp_indicator_aux MeasureTheory.condexp_indicator_aux
theorem condexp_indicator (hf_int : Integrable f μ) (hs : MeasurableSet[m] s) :
μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) := by
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm, Set.indicator_zero']; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
-- use `have` to perform what should be the first calc step because of an error I don't
-- understand
have : s.indicator (μ[f|m]) =ᵐ[μ] s.indicator (μ[s.indicator f + sᶜ.indicator f|m]) := by
rw [Set.indicator_self_add_compl s f]
refine (this.trans ?_).symm
calc
s.indicator (μ[s.indicator f + sᶜ.indicator f|m]) =ᵐ[μ]
s.indicator (μ[s.indicator f|m] + μ[sᶜ.indicator f|m]) := by
have : μ[s.indicator f + sᶜ.indicator f|m] =ᵐ[μ] μ[s.indicator f|m] + μ[sᶜ.indicator f|m] :=
condexp_add (hf_int.indicator (hm _ hs)) (hf_int.indicator (hm _ hs.compl))
filter_upwards [this] with x hx
classical rw [Set.indicator_apply, Set.indicator_apply, hx]
_ = s.indicator (μ[s.indicator f|m]) + s.indicator (μ[sᶜ.indicator f|m]) :=
(s.indicator_add' _ _)
_ =ᵐ[μ] s.indicator (μ[s.indicator f|m]) +
s.indicator (sᶜ.indicator (μ[sᶜ.indicator f|m])) := by
refine Filter.EventuallyEq.rfl.add ?_
have : sᶜ.indicator (μ[sᶜ.indicator f|m]) =ᵐ[μ] μ[sᶜ.indicator f|m] := by
refine (condexp_indicator_aux hs.compl ?_).symm.trans ?_
· exact indicator_ae_eq_restrict_compl (hm _ hs.compl)
· rw [Set.indicator_indicator, Set.inter_self]
filter_upwards [this] with x hx
by_cases hxs : x ∈ s
· simp only [hx, hxs, Set.indicator_of_mem]
· simp only [hxs, Set.indicator_of_not_mem, not_false_iff]
_ =ᵐ[μ] s.indicator (μ[s.indicator f|m]) := by
rw [Set.indicator_indicator, Set.inter_compl_self, Set.indicator_empty', add_zero]
_ =ᵐ[μ] μ[s.indicator f|m] := by
refine (condexp_indicator_aux hs ?_).symm.trans ?_
· exact indicator_ae_eq_restrict_compl (hm _ hs)
· rw [Set.indicator_indicator, Set.inter_self]
#align measure_theory.condexp_indicator MeasureTheory.condexp_indicator
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Indicator.lean | 115 | 140 | theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
(hs_m : MeasurableSet[m] s) (hf_int : Integrable f μ) :
(μ.restrict s)[f|m] =ᵐ[μ.restrict s] μ[f|m] := by |
have : SigmaFinite ((μ.restrict s).trim hm) := by rw [← restrict_trim hm _ hs_m]; infer_instance
rw [ae_eq_restrict_iff_indicator_ae_eq (hm _ hs_m)]
refine EventuallyEq.trans ?_ (condexp_indicator hf_int hs_m)
refine ae_eq_condexp_of_forall_setIntegral_eq hm (hf_int.indicator (hm _ hs_m)) ?_ ?_ ?_
· intro t ht _
rw [← integrable_indicator_iff (hm _ ht), Set.indicator_indicator, Set.inter_comm, ←
Set.indicator_indicator]
suffices h_int_restrict : Integrable (t.indicator ((μ.restrict s)[f|m])) (μ.restrict s) by
rw [integrable_indicator_iff (hm _ hs_m), IntegrableOn]
rw [integrable_indicator_iff (hm _ ht), IntegrableOn] at h_int_restrict ⊢
exact h_int_restrict
exact integrable_condexp.indicator (hm _ ht)
· intro t ht _
calc
∫ x in t, s.indicator ((μ.restrict s)[f|m]) x ∂μ =
∫ x in t, ((μ.restrict s)[f|m]) x ∂μ.restrict s := by
rw [integral_indicator (hm _ hs_m), Measure.restrict_restrict (hm _ hs_m),
Measure.restrict_restrict (hm _ ht), Set.inter_comm]
_ = ∫ x in t, f x ∂μ.restrict s := setIntegral_condexp hm hf_int.integrableOn ht
_ = ∫ x in t, s.indicator f x ∂μ := by
rw [integral_indicator (hm _ hs_m), Measure.restrict_restrict (hm _ hs_m),
Measure.restrict_restrict (hm _ ht), Set.inter_comm]
· exact (stronglyMeasurable_condexp.indicator hs_m).aeStronglyMeasurable'
| 2,229 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
#align_import measure_theory.function.conditional_expectation.real from "leanprover-community/mathlib"@"b2ff9a3d7a15fd5b0f060b135421d6a89a999c2f"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α : Type*} {m m0 : MeasurableSpace α} {μ : Measure α}
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Real.lean | 40 | 54 | theorem rnDeriv_ae_eq_condexp {hm : m ≤ m0} [hμm : SigmaFinite (μ.trim hm)] {f : α → ℝ}
(hf : Integrable f μ) :
SignedMeasure.rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm) =ᵐ[μ] μ[f|m] := by |
refine ae_eq_condexp_of_forall_setIntegral_eq hm hf ?_ ?_ ?_
· exact fun _ _ _ => (integrable_of_integrable_trim hm
(SignedMeasure.integrable_rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm))).integrableOn
· intro s hs _
conv_rhs => rw [← hf.withDensityᵥ_trim_eq_integral hm hs,
← SignedMeasure.withDensityᵥ_rnDeriv_eq ((μ.withDensityᵥ f).trim hm) (μ.trim hm)
(hf.withDensityᵥ_trim_absolutelyContinuous hm)]
rw [withDensityᵥ_apply
(SignedMeasure.integrable_rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm)) hs,
← setIntegral_trim hm _ hs]
exact (SignedMeasure.measurable_rnDeriv _ _).stronglyMeasurable
· exact (SignedMeasure.measurable_rnDeriv _ _).stronglyMeasurable.aeStronglyMeasurable'
| 2,230 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
#align_import measure_theory.function.conditional_expectation.real from "leanprover-community/mathlib"@"b2ff9a3d7a15fd5b0f060b135421d6a89a999c2f"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α : Type*} {m m0 : MeasurableSpace α} {μ : Measure α}
theorem rnDeriv_ae_eq_condexp {hm : m ≤ m0} [hμm : SigmaFinite (μ.trim hm)] {f : α → ℝ}
(hf : Integrable f μ) :
SignedMeasure.rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm) =ᵐ[μ] μ[f|m] := by
refine ae_eq_condexp_of_forall_setIntegral_eq hm hf ?_ ?_ ?_
· exact fun _ _ _ => (integrable_of_integrable_trim hm
(SignedMeasure.integrable_rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm))).integrableOn
· intro s hs _
conv_rhs => rw [← hf.withDensityᵥ_trim_eq_integral hm hs,
← SignedMeasure.withDensityᵥ_rnDeriv_eq ((μ.withDensityᵥ f).trim hm) (μ.trim hm)
(hf.withDensityᵥ_trim_absolutelyContinuous hm)]
rw [withDensityᵥ_apply
(SignedMeasure.integrable_rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm)) hs,
← setIntegral_trim hm _ hs]
exact (SignedMeasure.measurable_rnDeriv _ _).stronglyMeasurable
· exact (SignedMeasure.measurable_rnDeriv _ _).stronglyMeasurable.aeStronglyMeasurable'
#align measure_theory.rn_deriv_ae_eq_condexp MeasureTheory.rnDeriv_ae_eq_condexp
-- TODO: the following couple of lemmas should be generalized and proved using Jensen's inequality
-- for the conditional expectation (not in mathlib yet) .
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Real.lean | 59 | 89 | theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ := by |
by_cases hf : Integrable f μ
swap; · rw [condexp_undef hf, snorm_zero]; exact zero_le _
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm, snorm_zero]; exact zero_le _
by_cases hsig : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hsig, snorm_zero]; exact zero_le _
calc
snorm (μ[f|m]) 1 μ ≤ snorm (μ[(|f|)|m]) 1 μ := by
refine snorm_mono_ae ?_
filter_upwards [condexp_mono hf hf.abs
(ae_of_all μ (fun x => le_abs_self (f x) : ∀ x, f x ≤ |f x|)),
EventuallyLE.trans (condexp_neg f).symm.le
(condexp_mono hf.neg hf.abs
(ae_of_all μ (fun x => neg_le_abs (f x): ∀ x, -f x ≤ |f x|)))] with x hx₁ hx₂
exact abs_le_abs hx₁ hx₂
_ = snorm f 1 μ := by
rw [snorm_one_eq_lintegral_nnnorm, snorm_one_eq_lintegral_nnnorm, ←
ENNReal.toReal_eq_toReal (ne_of_lt integrable_condexp.2) (ne_of_lt hf.2), ←
integral_norm_eq_lintegral_nnnorm
(stronglyMeasurable_condexp.mono hm).aestronglyMeasurable,
← integral_norm_eq_lintegral_nnnorm hf.1]
simp_rw [Real.norm_eq_abs]
rw [← integral_condexp hm hf.abs]
refine integral_congr_ae ?_
have : 0 ≤ᵐ[μ] μ[(|f|)|m] := by
rw [← condexp_zero]
exact condexp_mono (integrable_zero _ _ _) hf.abs
(ae_of_all μ (fun x => abs_nonneg (f x) : ∀ x, 0 ≤ |f x|))
filter_upwards [this] with x hx
exact abs_eq_self.2 hx
| 2,230 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
#align_import measure_theory.function.conditional_expectation.real from "leanprover-community/mathlib"@"b2ff9a3d7a15fd5b0f060b135421d6a89a999c2f"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α : Type*} {m m0 : MeasurableSpace α} {μ : Measure α}
theorem rnDeriv_ae_eq_condexp {hm : m ≤ m0} [hμm : SigmaFinite (μ.trim hm)] {f : α → ℝ}
(hf : Integrable f μ) :
SignedMeasure.rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm) =ᵐ[μ] μ[f|m] := by
refine ae_eq_condexp_of_forall_setIntegral_eq hm hf ?_ ?_ ?_
· exact fun _ _ _ => (integrable_of_integrable_trim hm
(SignedMeasure.integrable_rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm))).integrableOn
· intro s hs _
conv_rhs => rw [← hf.withDensityᵥ_trim_eq_integral hm hs,
← SignedMeasure.withDensityᵥ_rnDeriv_eq ((μ.withDensityᵥ f).trim hm) (μ.trim hm)
(hf.withDensityᵥ_trim_absolutelyContinuous hm)]
rw [withDensityᵥ_apply
(SignedMeasure.integrable_rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm)) hs,
← setIntegral_trim hm _ hs]
exact (SignedMeasure.measurable_rnDeriv _ _).stronglyMeasurable
· exact (SignedMeasure.measurable_rnDeriv _ _).stronglyMeasurable.aeStronglyMeasurable'
#align measure_theory.rn_deriv_ae_eq_condexp MeasureTheory.rnDeriv_ae_eq_condexp
-- TODO: the following couple of lemmas should be generalized and proved using Jensen's inequality
-- for the conditional expectation (not in mathlib yet) .
theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ := by
by_cases hf : Integrable f μ
swap; · rw [condexp_undef hf, snorm_zero]; exact zero_le _
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm, snorm_zero]; exact zero_le _
by_cases hsig : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hsig, snorm_zero]; exact zero_le _
calc
snorm (μ[f|m]) 1 μ ≤ snorm (μ[(|f|)|m]) 1 μ := by
refine snorm_mono_ae ?_
filter_upwards [condexp_mono hf hf.abs
(ae_of_all μ (fun x => le_abs_self (f x) : ∀ x, f x ≤ |f x|)),
EventuallyLE.trans (condexp_neg f).symm.le
(condexp_mono hf.neg hf.abs
(ae_of_all μ (fun x => neg_le_abs (f x): ∀ x, -f x ≤ |f x|)))] with x hx₁ hx₂
exact abs_le_abs hx₁ hx₂
_ = snorm f 1 μ := by
rw [snorm_one_eq_lintegral_nnnorm, snorm_one_eq_lintegral_nnnorm, ←
ENNReal.toReal_eq_toReal (ne_of_lt integrable_condexp.2) (ne_of_lt hf.2), ←
integral_norm_eq_lintegral_nnnorm
(stronglyMeasurable_condexp.mono hm).aestronglyMeasurable,
← integral_norm_eq_lintegral_nnnorm hf.1]
simp_rw [Real.norm_eq_abs]
rw [← integral_condexp hm hf.abs]
refine integral_congr_ae ?_
have : 0 ≤ᵐ[μ] μ[(|f|)|m] := by
rw [← condexp_zero]
exact condexp_mono (integrable_zero _ _ _) hf.abs
(ae_of_all μ (fun x => abs_nonneg (f x) : ∀ x, 0 ≤ |f x|))
filter_upwards [this] with x hx
exact abs_eq_self.2 hx
#align measure_theory.snorm_one_condexp_le_snorm MeasureTheory.snorm_one_condexp_le_snorm
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Real.lean | 92 | 113 | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by |
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
positivity
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, Pi.zero_apply, abs_zero, integral_const, Algebra.id.smul_eq_mul,
mul_zero]
positivity
rw [integral_eq_lintegral_of_nonneg_ae, integral_eq_lintegral_of_nonneg_ae]
· rw [ENNReal.toReal_le_toReal] <;> simp_rw [← Real.norm_eq_abs, ofReal_norm_eq_coe_nnnorm]
· rw [← snorm_one_eq_lintegral_nnnorm, ← snorm_one_eq_lintegral_nnnorm]
exact snorm_one_condexp_le_snorm _
· exact integrable_condexp.2.ne
· exact hfint.2.ne
· filter_upwards with x using abs_nonneg _
· simp_rw [← Real.norm_eq_abs]
exact hfint.1.norm
· filter_upwards with x using abs_nonneg _
· simp_rw [← Real.norm_eq_abs]
exact (stronglyMeasurable_condexp.mono hm).aestronglyMeasurable.norm
| 2,230 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
#align_import measure_theory.function.conditional_expectation.real from "leanprover-community/mathlib"@"b2ff9a3d7a15fd5b0f060b135421d6a89a999c2f"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open scoped NNReal ENNReal Topology MeasureTheory
namespace MeasureTheory
variable {α : Type*} {m m0 : MeasurableSpace α} {μ : Measure α}
theorem rnDeriv_ae_eq_condexp {hm : m ≤ m0} [hμm : SigmaFinite (μ.trim hm)] {f : α → ℝ}
(hf : Integrable f μ) :
SignedMeasure.rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm) =ᵐ[μ] μ[f|m] := by
refine ae_eq_condexp_of_forall_setIntegral_eq hm hf ?_ ?_ ?_
· exact fun _ _ _ => (integrable_of_integrable_trim hm
(SignedMeasure.integrable_rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm))).integrableOn
· intro s hs _
conv_rhs => rw [← hf.withDensityᵥ_trim_eq_integral hm hs,
← SignedMeasure.withDensityᵥ_rnDeriv_eq ((μ.withDensityᵥ f).trim hm) (μ.trim hm)
(hf.withDensityᵥ_trim_absolutelyContinuous hm)]
rw [withDensityᵥ_apply
(SignedMeasure.integrable_rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm)) hs,
← setIntegral_trim hm _ hs]
exact (SignedMeasure.measurable_rnDeriv _ _).stronglyMeasurable
· exact (SignedMeasure.measurable_rnDeriv _ _).stronglyMeasurable.aeStronglyMeasurable'
#align measure_theory.rn_deriv_ae_eq_condexp MeasureTheory.rnDeriv_ae_eq_condexp
-- TODO: the following couple of lemmas should be generalized and proved using Jensen's inequality
-- for the conditional expectation (not in mathlib yet) .
theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ := by
by_cases hf : Integrable f μ
swap; · rw [condexp_undef hf, snorm_zero]; exact zero_le _
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm, snorm_zero]; exact zero_le _
by_cases hsig : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hsig, snorm_zero]; exact zero_le _
calc
snorm (μ[f|m]) 1 μ ≤ snorm (μ[(|f|)|m]) 1 μ := by
refine snorm_mono_ae ?_
filter_upwards [condexp_mono hf hf.abs
(ae_of_all μ (fun x => le_abs_self (f x) : ∀ x, f x ≤ |f x|)),
EventuallyLE.trans (condexp_neg f).symm.le
(condexp_mono hf.neg hf.abs
(ae_of_all μ (fun x => neg_le_abs (f x): ∀ x, -f x ≤ |f x|)))] with x hx₁ hx₂
exact abs_le_abs hx₁ hx₂
_ = snorm f 1 μ := by
rw [snorm_one_eq_lintegral_nnnorm, snorm_one_eq_lintegral_nnnorm, ←
ENNReal.toReal_eq_toReal (ne_of_lt integrable_condexp.2) (ne_of_lt hf.2), ←
integral_norm_eq_lintegral_nnnorm
(stronglyMeasurable_condexp.mono hm).aestronglyMeasurable,
← integral_norm_eq_lintegral_nnnorm hf.1]
simp_rw [Real.norm_eq_abs]
rw [← integral_condexp hm hf.abs]
refine integral_congr_ae ?_
have : 0 ≤ᵐ[μ] μ[(|f|)|m] := by
rw [← condexp_zero]
exact condexp_mono (integrable_zero _ _ _) hf.abs
(ae_of_all μ (fun x => abs_nonneg (f x) : ∀ x, 0 ≤ |f x|))
filter_upwards [this] with x hx
exact abs_eq_self.2 hx
#align measure_theory.snorm_one_condexp_le_snorm MeasureTheory.snorm_one_condexp_le_snorm
theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
positivity
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, Pi.zero_apply, abs_zero, integral_const, Algebra.id.smul_eq_mul,
mul_zero]
positivity
rw [integral_eq_lintegral_of_nonneg_ae, integral_eq_lintegral_of_nonneg_ae]
· rw [ENNReal.toReal_le_toReal] <;> simp_rw [← Real.norm_eq_abs, ofReal_norm_eq_coe_nnnorm]
· rw [← snorm_one_eq_lintegral_nnnorm, ← snorm_one_eq_lintegral_nnnorm]
exact snorm_one_condexp_le_snorm _
· exact integrable_condexp.2.ne
· exact hfint.2.ne
· filter_upwards with x using abs_nonneg _
· simp_rw [← Real.norm_eq_abs]
exact hfint.1.norm
· filter_upwards with x using abs_nonneg _
· simp_rw [← Real.norm_eq_abs]
exact (stronglyMeasurable_condexp.mono hm).aestronglyMeasurable.norm
#align measure_theory.integral_abs_condexp_le MeasureTheory.integral_abs_condexp_le
| Mathlib/MeasureTheory/Function/ConditionalExpectation/Real.lean | 116 | 138 | theorem setIntegral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by |
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
positivity
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, Pi.zero_apply, abs_zero, integral_const, Algebra.id.smul_eq_mul,
mul_zero]
positivity
have : ∫ x in s, |(μ[f|m]) x| ∂μ = ∫ x, |(μ[s.indicator f|m]) x| ∂μ := by
rw [← integral_indicator (hnm _ hs)]
refine integral_congr_ae ?_
have : (fun x => |(μ[s.indicator f|m]) x|) =ᵐ[μ] fun x => |s.indicator (μ[f|m]) x| :=
(condexp_indicator hfint hs).fun_comp abs
refine EventuallyEq.trans (eventually_of_forall fun x => ?_) this.symm
rw [← Real.norm_eq_abs, norm_indicator_eq_indicator_norm]
simp only [Real.norm_eq_abs]
rw [this, ← integral_indicator (hnm _ hs)]
refine (integral_abs_condexp_le _).trans
(le_of_eq <| integral_congr_ae <| eventually_of_forall fun x => ?_)
simp_rw [← Real.norm_eq_abs, norm_indicator_eq_indicator_norm]
| 2,230 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Analysis.NormedSpace.Dual
import Mathlib.Analysis.NormedSpace.Star.Basic
#align_import analysis.inner_product_space.dual from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open scoped Classical
open ComplexConjugate
universe u v
namespace InnerProductSpace
open RCLike ContinuousLinearMap
variable (𝕜 : Type*)
variable (E : Type*) [RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 E _ x y
local postfix:90 "†" => starRingEnd _
def toDualMap : E →ₗᵢ⋆[𝕜] NormedSpace.Dual 𝕜 E :=
{ innerSL 𝕜 with norm_map' := innerSL_apply_norm _ }
#align inner_product_space.to_dual_map InnerProductSpace.toDualMap
variable {E}
@[simp]
theorem toDualMap_apply {x y : E} : toDualMap 𝕜 E x y = ⟪x, y⟫ :=
rfl
#align inner_product_space.to_dual_map_apply InnerProductSpace.toDualMap_apply
theorem innerSL_norm [Nontrivial E] : ‖(innerSL 𝕜 : E →L⋆[𝕜] E →L[𝕜] 𝕜)‖ = 1 :=
show ‖(toDualMap 𝕜 E).toContinuousLinearMap‖ = 1 from LinearIsometry.norm_toContinuousLinearMap _
set_option linter.uppercaseLean3 false in
#align inner_product_space.innerSL_norm InnerProductSpace.innerSL_norm
variable {𝕜}
| Mathlib/Analysis/InnerProductSpace/Dual.lean | 82 | 91 | theorem ext_inner_left_basis {ι : Type*} {x y : E} (b : Basis ι 𝕜 E)
(h : ∀ i : ι, ⟪b i, x⟫ = ⟪b i, y⟫) : x = y := by |
apply (toDualMap 𝕜 E).map_eq_iff.mp
refine (Function.Injective.eq_iff ContinuousLinearMap.coe_injective).mp (Basis.ext b ?_)
intro i
simp only [ContinuousLinearMap.coe_coe]
rw [toDualMap_apply, toDualMap_apply]
rw [← inner_conj_symm]
conv_rhs => rw [← inner_conj_symm]
exact congr_arg conj (h i)
| 2,231 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Analysis.NormedSpace.Dual
import Mathlib.Analysis.NormedSpace.Star.Basic
#align_import analysis.inner_product_space.dual from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open scoped Classical
open ComplexConjugate
universe u v
namespace InnerProductSpace
open RCLike ContinuousLinearMap
variable (𝕜 : Type*)
variable (E : Type*) [RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 E _ x y
local postfix:90 "†" => starRingEnd _
def toDualMap : E →ₗᵢ⋆[𝕜] NormedSpace.Dual 𝕜 E :=
{ innerSL 𝕜 with norm_map' := innerSL_apply_norm _ }
#align inner_product_space.to_dual_map InnerProductSpace.toDualMap
variable {E}
@[simp]
theorem toDualMap_apply {x y : E} : toDualMap 𝕜 E x y = ⟪x, y⟫ :=
rfl
#align inner_product_space.to_dual_map_apply InnerProductSpace.toDualMap_apply
theorem innerSL_norm [Nontrivial E] : ‖(innerSL 𝕜 : E →L⋆[𝕜] E →L[𝕜] 𝕜)‖ = 1 :=
show ‖(toDualMap 𝕜 E).toContinuousLinearMap‖ = 1 from LinearIsometry.norm_toContinuousLinearMap _
set_option linter.uppercaseLean3 false in
#align inner_product_space.innerSL_norm InnerProductSpace.innerSL_norm
variable {𝕜}
theorem ext_inner_left_basis {ι : Type*} {x y : E} (b : Basis ι 𝕜 E)
(h : ∀ i : ι, ⟪b i, x⟫ = ⟪b i, y⟫) : x = y := by
apply (toDualMap 𝕜 E).map_eq_iff.mp
refine (Function.Injective.eq_iff ContinuousLinearMap.coe_injective).mp (Basis.ext b ?_)
intro i
simp only [ContinuousLinearMap.coe_coe]
rw [toDualMap_apply, toDualMap_apply]
rw [← inner_conj_symm]
conv_rhs => rw [← inner_conj_symm]
exact congr_arg conj (h i)
#align inner_product_space.ext_inner_left_basis InnerProductSpace.ext_inner_left_basis
| Mathlib/Analysis/InnerProductSpace/Dual.lean | 94 | 99 | theorem ext_inner_right_basis {ι : Type*} {x y : E} (b : Basis ι 𝕜 E)
(h : ∀ i : ι, ⟪x, b i⟫ = ⟪y, b i⟫) : x = y := by |
refine ext_inner_left_basis b fun i => ?_
rw [← inner_conj_symm]
conv_rhs => rw [← inner_conj_symm]
exact congr_arg conj (h i)
| 2,231 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Analysis.NormedSpace.Dual
import Mathlib.Analysis.NormedSpace.Star.Basic
#align_import analysis.inner_product_space.dual from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open scoped Classical
open ComplexConjugate
universe u v
namespace InnerProductSpace
open RCLike ContinuousLinearMap
variable (𝕜 : Type*)
variable (E : Type*) [RCLike 𝕜] [NormedAddCommGroup E] [InnerProductSpace 𝕜 E]
local notation "⟪" x ", " y "⟫" => @inner 𝕜 E _ x y
local postfix:90 "†" => starRingEnd _
def toDualMap : E →ₗᵢ⋆[𝕜] NormedSpace.Dual 𝕜 E :=
{ innerSL 𝕜 with norm_map' := innerSL_apply_norm _ }
#align inner_product_space.to_dual_map InnerProductSpace.toDualMap
variable {E}
@[simp]
theorem toDualMap_apply {x y : E} : toDualMap 𝕜 E x y = ⟪x, y⟫ :=
rfl
#align inner_product_space.to_dual_map_apply InnerProductSpace.toDualMap_apply
theorem innerSL_norm [Nontrivial E] : ‖(innerSL 𝕜 : E →L⋆[𝕜] E →L[𝕜] 𝕜)‖ = 1 :=
show ‖(toDualMap 𝕜 E).toContinuousLinearMap‖ = 1 from LinearIsometry.norm_toContinuousLinearMap _
set_option linter.uppercaseLean3 false in
#align inner_product_space.innerSL_norm InnerProductSpace.innerSL_norm
variable {𝕜}
theorem ext_inner_left_basis {ι : Type*} {x y : E} (b : Basis ι 𝕜 E)
(h : ∀ i : ι, ⟪b i, x⟫ = ⟪b i, y⟫) : x = y := by
apply (toDualMap 𝕜 E).map_eq_iff.mp
refine (Function.Injective.eq_iff ContinuousLinearMap.coe_injective).mp (Basis.ext b ?_)
intro i
simp only [ContinuousLinearMap.coe_coe]
rw [toDualMap_apply, toDualMap_apply]
rw [← inner_conj_symm]
conv_rhs => rw [← inner_conj_symm]
exact congr_arg conj (h i)
#align inner_product_space.ext_inner_left_basis InnerProductSpace.ext_inner_left_basis
theorem ext_inner_right_basis {ι : Type*} {x y : E} (b : Basis ι 𝕜 E)
(h : ∀ i : ι, ⟪x, b i⟫ = ⟪y, b i⟫) : x = y := by
refine ext_inner_left_basis b fun i => ?_
rw [← inner_conj_symm]
conv_rhs => rw [← inner_conj_symm]
exact congr_arg conj (h i)
#align inner_product_space.ext_inner_right_basis InnerProductSpace.ext_inner_right_basis
variable (𝕜) (E)
variable [CompleteSpace E]
def toDual : E ≃ₗᵢ⋆[𝕜] NormedSpace.Dual 𝕜 E :=
LinearIsometryEquiv.ofSurjective (toDualMap 𝕜 E)
(by
intro ℓ
set Y := LinearMap.ker ℓ
by_cases htriv : Y = ⊤
· have hℓ : ℓ = 0 := by
have h' := LinearMap.ker_eq_top.mp htriv
rw [← coe_zero] at h'
apply coe_injective
exact h'
exact ⟨0, by simp [hℓ]⟩
· rw [← Submodule.orthogonal_eq_bot_iff] at htriv
change Yᗮ ≠ ⊥ at htriv
rw [Submodule.ne_bot_iff] at htriv
obtain ⟨z : E, hz : z ∈ Yᗮ, z_ne_0 : z ≠ 0⟩ := htriv
refine ⟨(starRingEnd (R := 𝕜) (ℓ z) / ⟪z, z⟫) • z, ?_⟩
apply ContinuousLinearMap.ext
intro x
have h₁ : ℓ z • x - ℓ x • z ∈ Y := by
rw [LinearMap.mem_ker, map_sub, ContinuousLinearMap.map_smul,
ContinuousLinearMap.map_smul, Algebra.id.smul_eq_mul, Algebra.id.smul_eq_mul, mul_comm]
exact sub_self (ℓ x * ℓ z)
have h₂ : ℓ z * ⟪z, x⟫ = ℓ x * ⟪z, z⟫ :=
haveI h₃ :=
calc
0 = ⟪z, ℓ z • x - ℓ x • z⟫ := by
rw [(Y.mem_orthogonal' z).mp hz]
exact h₁
_ = ⟪z, ℓ z • x⟫ - ⟪z, ℓ x • z⟫ := by rw [inner_sub_right]
_ = ℓ z * ⟪z, x⟫ - ℓ x * ⟪z, z⟫ := by simp [inner_smul_right]
sub_eq_zero.mp (Eq.symm h₃)
have h₄ :=
calc
⟪(ℓ z† / ⟪z, z⟫) • z, x⟫ = ℓ z / ⟪z, z⟫ * ⟪z, x⟫ := by simp [inner_smul_left, conj_conj]
_ = ℓ z * ⟪z, x⟫ / ⟪z, z⟫ := by rw [← div_mul_eq_mul_div]
_ = ℓ x * ⟪z, z⟫ / ⟪z, z⟫ := by rw [h₂]
_ = ℓ x := by field_simp [inner_self_ne_zero.2 z_ne_0]
exact h₄)
#align inner_product_space.to_dual InnerProductSpace.toDual
variable {𝕜} {E}
@[simp]
theorem toDual_apply {x y : E} : toDual 𝕜 E x y = ⟪x, y⟫ :=
rfl
#align inner_product_space.to_dual_apply InnerProductSpace.toDual_apply
@[simp]
| Mathlib/Analysis/InnerProductSpace/Dual.lean | 157 | 159 | theorem toDual_symm_apply {x : E} {y : NormedSpace.Dual 𝕜 E} : ⟪(toDual 𝕜 E).symm y, x⟫ = y x := by |
rw [← toDual_apply]
simp only [LinearIsometryEquiv.apply_symm_apply]
| 2,231 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 90 | 92 | theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by |
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 98 | 100 | theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by |
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 110 | 111 | theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by |
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 118 | 121 | theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by |
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
theorem HasGradientAt.differentiableAt (h : HasGradientAt f f' x) :
DifferentiableAt 𝕜 f x :=
h.hasFDerivAt.differentiableAt
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 127 | 131 | theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by |
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
theorem HasGradientAt.differentiableAt (h : HasGradientAt f f' x) :
DifferentiableAt 𝕜 f x :=
h.hasFDerivAt.differentiableAt
theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
theorem HasGradientWithinAt.differentiableWithinAt (h : HasGradientWithinAt f f' s x) :
DifferentiableWithinAt 𝕜 f s x :=
h.hasFDerivWithinAt.differentiableWithinAt
@[simp]
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 138 | 140 | theorem hasGradientWithinAt_univ : HasGradientWithinAt f f' univ x ↔ HasGradientAt f f' x := by |
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, hasGradientAt_iff_hasFDerivAt]
exact hasFDerivWithinAt_univ
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
theorem HasGradientAt.differentiableAt (h : HasGradientAt f f' x) :
DifferentiableAt 𝕜 f x :=
h.hasFDerivAt.differentiableAt
theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
theorem HasGradientWithinAt.differentiableWithinAt (h : HasGradientWithinAt f f' s x) :
DifferentiableWithinAt 𝕜 f s x :=
h.hasFDerivWithinAt.differentiableWithinAt
@[simp]
theorem hasGradientWithinAt_univ : HasGradientWithinAt f f' univ x ↔ HasGradientAt f f' x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, hasGradientAt_iff_hasFDerivAt]
exact hasFDerivWithinAt_univ
theorem DifferentiableOn.hasGradientAt (h : DifferentiableOn 𝕜 f s) (hs : s ∈ 𝓝 x) :
HasGradientAt f (∇ f x) x :=
(h.hasFDerivAt hs).hasGradientAt
theorem HasGradientAt.gradient (h : HasGradientAt f f' x) : ∇ f x = f' :=
h.differentiableAt.hasGradientAt.unique h
theorem gradient_eq {f' : F → F} (h : ∀ x, HasGradientAt f (f' x) x) : ∇ f = f' :=
funext fun x => (h x).gradient
section OneDimension
variable {g : 𝕜 → 𝕜} {g' u : 𝕜} {L' : Filter 𝕜}
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 156 | 160 | theorem HasGradientAtFilter.hasDerivAtFilter (h : HasGradientAtFilter g g' u L') :
HasDerivAtFilter g (starRingEnd 𝕜 g') u L' := by |
have : ContinuousLinearMap.smulRight (1 : 𝕜 →L[𝕜] 𝕜) (starRingEnd 𝕜 g') = (toDual 𝕜 𝕜) g' := by
ext; simp
rwa [HasDerivAtFilter, this]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
theorem HasGradientAt.differentiableAt (h : HasGradientAt f f' x) :
DifferentiableAt 𝕜 f x :=
h.hasFDerivAt.differentiableAt
theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
theorem HasGradientWithinAt.differentiableWithinAt (h : HasGradientWithinAt f f' s x) :
DifferentiableWithinAt 𝕜 f s x :=
h.hasFDerivWithinAt.differentiableWithinAt
@[simp]
theorem hasGradientWithinAt_univ : HasGradientWithinAt f f' univ x ↔ HasGradientAt f f' x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, hasGradientAt_iff_hasFDerivAt]
exact hasFDerivWithinAt_univ
theorem DifferentiableOn.hasGradientAt (h : DifferentiableOn 𝕜 f s) (hs : s ∈ 𝓝 x) :
HasGradientAt f (∇ f x) x :=
(h.hasFDerivAt hs).hasGradientAt
theorem HasGradientAt.gradient (h : HasGradientAt f f' x) : ∇ f x = f' :=
h.differentiableAt.hasGradientAt.unique h
theorem gradient_eq {f' : F → F} (h : ∀ x, HasGradientAt f (f' x) x) : ∇ f = f' :=
funext fun x => (h x).gradient
section OneDimension
variable {g : 𝕜 → 𝕜} {g' u : 𝕜} {L' : Filter 𝕜}
theorem HasGradientAtFilter.hasDerivAtFilter (h : HasGradientAtFilter g g' u L') :
HasDerivAtFilter g (starRingEnd 𝕜 g') u L' := by
have : ContinuousLinearMap.smulRight (1 : 𝕜 →L[𝕜] 𝕜) (starRingEnd 𝕜 g') = (toDual 𝕜 𝕜) g' := by
ext; simp
rwa [HasDerivAtFilter, this]
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 162 | 166 | theorem HasDerivAtFilter.hasGradientAtFilter (h : HasDerivAtFilter g g' u L') :
HasGradientAtFilter g (starRingEnd 𝕜 g') u L' := by |
have : ContinuousLinearMap.smulRight (1 : 𝕜 →L[𝕜] 𝕜) g' = (toDual 𝕜 𝕜) (starRingEnd 𝕜 g') := by
ext; simp
rwa [HasGradientAtFilter, ← this]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
theorem HasGradientAt.differentiableAt (h : HasGradientAt f f' x) :
DifferentiableAt 𝕜 f x :=
h.hasFDerivAt.differentiableAt
theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
theorem HasGradientWithinAt.differentiableWithinAt (h : HasGradientWithinAt f f' s x) :
DifferentiableWithinAt 𝕜 f s x :=
h.hasFDerivWithinAt.differentiableWithinAt
@[simp]
theorem hasGradientWithinAt_univ : HasGradientWithinAt f f' univ x ↔ HasGradientAt f f' x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, hasGradientAt_iff_hasFDerivAt]
exact hasFDerivWithinAt_univ
theorem DifferentiableOn.hasGradientAt (h : DifferentiableOn 𝕜 f s) (hs : s ∈ 𝓝 x) :
HasGradientAt f (∇ f x) x :=
(h.hasFDerivAt hs).hasGradientAt
theorem HasGradientAt.gradient (h : HasGradientAt f f' x) : ∇ f x = f' :=
h.differentiableAt.hasGradientAt.unique h
theorem gradient_eq {f' : F → F} (h : ∀ x, HasGradientAt f (f' x) x) : ∇ f = f' :=
funext fun x => (h x).gradient
section OneDimension
variable {g : 𝕜 → 𝕜} {g' u : 𝕜} {L' : Filter 𝕜}
theorem HasGradientAtFilter.hasDerivAtFilter (h : HasGradientAtFilter g g' u L') :
HasDerivAtFilter g (starRingEnd 𝕜 g') u L' := by
have : ContinuousLinearMap.smulRight (1 : 𝕜 →L[𝕜] 𝕜) (starRingEnd 𝕜 g') = (toDual 𝕜 𝕜) g' := by
ext; simp
rwa [HasDerivAtFilter, this]
theorem HasDerivAtFilter.hasGradientAtFilter (h : HasDerivAtFilter g g' u L') :
HasGradientAtFilter g (starRingEnd 𝕜 g') u L' := by
have : ContinuousLinearMap.smulRight (1 : 𝕜 →L[𝕜] 𝕜) g' = (toDual 𝕜 𝕜) (starRingEnd 𝕜 g') := by
ext; simp
rwa [HasGradientAtFilter, ← this]
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 168 | 171 | theorem HasGradientAt.hasDerivAt (h : HasGradientAt g g' u) :
HasDerivAt g (starRingEnd 𝕜 g') u := by |
rw [hasGradientAt_iff_hasFDerivAt, hasFDerivAt_iff_hasDerivAt] at h
simpa using h
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
theorem HasGradientAt.differentiableAt (h : HasGradientAt f f' x) :
DifferentiableAt 𝕜 f x :=
h.hasFDerivAt.differentiableAt
theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
theorem HasGradientWithinAt.differentiableWithinAt (h : HasGradientWithinAt f f' s x) :
DifferentiableWithinAt 𝕜 f s x :=
h.hasFDerivWithinAt.differentiableWithinAt
@[simp]
theorem hasGradientWithinAt_univ : HasGradientWithinAt f f' univ x ↔ HasGradientAt f f' x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, hasGradientAt_iff_hasFDerivAt]
exact hasFDerivWithinAt_univ
theorem DifferentiableOn.hasGradientAt (h : DifferentiableOn 𝕜 f s) (hs : s ∈ 𝓝 x) :
HasGradientAt f (∇ f x) x :=
(h.hasFDerivAt hs).hasGradientAt
theorem HasGradientAt.gradient (h : HasGradientAt f f' x) : ∇ f x = f' :=
h.differentiableAt.hasGradientAt.unique h
theorem gradient_eq {f' : F → F} (h : ∀ x, HasGradientAt f (f' x) x) : ∇ f = f' :=
funext fun x => (h x).gradient
section OneDimension
variable {g : 𝕜 → 𝕜} {g' u : 𝕜} {L' : Filter 𝕜}
theorem HasGradientAtFilter.hasDerivAtFilter (h : HasGradientAtFilter g g' u L') :
HasDerivAtFilter g (starRingEnd 𝕜 g') u L' := by
have : ContinuousLinearMap.smulRight (1 : 𝕜 →L[𝕜] 𝕜) (starRingEnd 𝕜 g') = (toDual 𝕜 𝕜) g' := by
ext; simp
rwa [HasDerivAtFilter, this]
theorem HasDerivAtFilter.hasGradientAtFilter (h : HasDerivAtFilter g g' u L') :
HasGradientAtFilter g (starRingEnd 𝕜 g') u L' := by
have : ContinuousLinearMap.smulRight (1 : 𝕜 →L[𝕜] 𝕜) g' = (toDual 𝕜 𝕜) (starRingEnd 𝕜 g') := by
ext; simp
rwa [HasGradientAtFilter, ← this]
theorem HasGradientAt.hasDerivAt (h : HasGradientAt g g' u) :
HasDerivAt g (starRingEnd 𝕜 g') u := by
rw [hasGradientAt_iff_hasFDerivAt, hasFDerivAt_iff_hasDerivAt] at h
simpa using h
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 173 | 176 | theorem HasDerivAt.hasGradientAt (h : HasDerivAt g g' u) :
HasGradientAt g (starRingEnd 𝕜 g') u := by |
rw [hasGradientAt_iff_hasFDerivAt, hasFDerivAt_iff_hasDerivAt]
simpa
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
theorem HasGradientAt.differentiableAt (h : HasGradientAt f f' x) :
DifferentiableAt 𝕜 f x :=
h.hasFDerivAt.differentiableAt
theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
theorem HasGradientWithinAt.differentiableWithinAt (h : HasGradientWithinAt f f' s x) :
DifferentiableWithinAt 𝕜 f s x :=
h.hasFDerivWithinAt.differentiableWithinAt
@[simp]
theorem hasGradientWithinAt_univ : HasGradientWithinAt f f' univ x ↔ HasGradientAt f f' x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, hasGradientAt_iff_hasFDerivAt]
exact hasFDerivWithinAt_univ
theorem DifferentiableOn.hasGradientAt (h : DifferentiableOn 𝕜 f s) (hs : s ∈ 𝓝 x) :
HasGradientAt f (∇ f x) x :=
(h.hasFDerivAt hs).hasGradientAt
theorem HasGradientAt.gradient (h : HasGradientAt f f' x) : ∇ f x = f' :=
h.differentiableAt.hasGradientAt.unique h
theorem gradient_eq {f' : F → F} (h : ∀ x, HasGradientAt f (f' x) x) : ∇ f = f' :=
funext fun x => (h x).gradient
open Filter
section congr
variable {f₀ f₁ : F → 𝕜} {f₀' f₁' : F} {x₀ x₁ : F} {s₀ s₁ t : Set F} {L₀ L₁ : Filter F}
theorem Filter.EventuallyEq.hasGradientAtFilter_iff (h₀ : f₀ =ᶠ[L] f₁) (hx : f₀ x = f₁ x)
(h₁ : f₀' = f₁') : HasGradientAtFilter f₀ f₀' x L ↔ HasGradientAtFilter f₁ f₁' x L :=
h₀.hasFDerivAtFilter_iff hx (by simp [h₁])
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 261 | 263 | theorem HasGradientAtFilter.congr_of_eventuallyEq (h : HasGradientAtFilter f f' x L)
(hL : f₁ =ᶠ[L] f) (hx : f₁ x = f x) : HasGradientAtFilter f₁ f' x L := by |
rwa [hL.hasGradientAtFilter_iff hx rfl]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
theorem HasGradientAt.differentiableAt (h : HasGradientAt f f' x) :
DifferentiableAt 𝕜 f x :=
h.hasFDerivAt.differentiableAt
theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
theorem HasGradientWithinAt.differentiableWithinAt (h : HasGradientWithinAt f f' s x) :
DifferentiableWithinAt 𝕜 f s x :=
h.hasFDerivWithinAt.differentiableWithinAt
@[simp]
theorem hasGradientWithinAt_univ : HasGradientWithinAt f f' univ x ↔ HasGradientAt f f' x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, hasGradientAt_iff_hasFDerivAt]
exact hasFDerivWithinAt_univ
theorem DifferentiableOn.hasGradientAt (h : DifferentiableOn 𝕜 f s) (hs : s ∈ 𝓝 x) :
HasGradientAt f (∇ f x) x :=
(h.hasFDerivAt hs).hasGradientAt
theorem HasGradientAt.gradient (h : HasGradientAt f f' x) : ∇ f x = f' :=
h.differentiableAt.hasGradientAt.unique h
theorem gradient_eq {f' : F → F} (h : ∀ x, HasGradientAt f (f' x) x) : ∇ f = f' :=
funext fun x => (h x).gradient
open Filter
section Const
variable (c : 𝕜) (s x L)
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 304 | 305 | theorem hasGradientAtFilter_const : HasGradientAtFilter (fun _ => c) 0 x L := by |
rw [HasGradientAtFilter, map_zero]; apply hasFDerivAtFilter_const c x L
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variable {f : F → 𝕜} {f' x : F}
def HasGradientAtFilter (f : F → 𝕜) (f' x : F) (L : Filter F) :=
HasFDerivAtFilter f (toDual 𝕜 F f') x L
def HasGradientWithinAt (f : F → 𝕜) (f' : F) (s : Set F) (x : F) :=
HasGradientAtFilter f f' x (𝓝[s] x)
def HasGradientAt (f : F → 𝕜) (f' x : F) :=
HasGradientAtFilter f f' x (𝓝 x)
def gradientWithin (f : F → 𝕜) (s : Set F) (x : F) : F :=
(toDual 𝕜 F).symm (fderivWithin 𝕜 f s x)
def gradient (f : F → 𝕜) (x : F) : F :=
(toDual 𝕜 F).symm (fderiv 𝕜 f x)
@[inherit_doc]
scoped[Gradient] notation "∇" => gradient
local notation "⟪" x ", " y "⟫" => @inner 𝕜 _ _ x y
open scoped Gradient
variable {s : Set F} {L : Filter F}
theorem hasGradientWithinAt_iff_hasFDerivWithinAt {s : Set F} :
HasGradientWithinAt f f' s x ↔ HasFDerivWithinAt f (toDual 𝕜 F f') s x :=
Iff.rfl
theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
theorem hasGradientAt_iff_hasFDerivAt :
HasGradientAt f f' x ↔ HasFDerivAt f (toDual 𝕜 F f') x :=
Iff.rfl
theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
alias ⟨HasGradientWithinAt.hasFDerivWithinAt, _⟩ := hasGradientWithinAt_iff_hasFDerivWithinAt
alias ⟨HasFDerivWithinAt.hasGradientWithinAt, _⟩ := hasFDerivWithinAt_iff_hasGradientWithinAt
alias ⟨HasGradientAt.hasFDerivAt, _⟩ := hasGradientAt_iff_hasFDerivAt
alias ⟨HasFDerivAt.hasGradientAt, _⟩ := hasFDerivAt_iff_hasGradientAt
theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
theorem HasGradientAt.unique {gradf gradg : F}
(hf : HasGradientAt f gradf x) (hg : HasGradientAt f gradg x) :
gradf = gradg :=
(toDual 𝕜 F).injective (hf.hasFDerivAt.unique hg.hasFDerivAt)
theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
theorem HasGradientAt.differentiableAt (h : HasGradientAt f f' x) :
DifferentiableAt 𝕜 f x :=
h.hasFDerivAt.differentiableAt
theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
theorem HasGradientWithinAt.differentiableWithinAt (h : HasGradientWithinAt f f' s x) :
DifferentiableWithinAt 𝕜 f s x :=
h.hasFDerivWithinAt.differentiableWithinAt
@[simp]
theorem hasGradientWithinAt_univ : HasGradientWithinAt f f' univ x ↔ HasGradientAt f f' x := by
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, hasGradientAt_iff_hasFDerivAt]
exact hasFDerivWithinAt_univ
theorem DifferentiableOn.hasGradientAt (h : DifferentiableOn 𝕜 f s) (hs : s ∈ 𝓝 x) :
HasGradientAt f (∇ f x) x :=
(h.hasFDerivAt hs).hasGradientAt
theorem HasGradientAt.gradient (h : HasGradientAt f f' x) : ∇ f x = f' :=
h.differentiableAt.hasGradientAt.unique h
theorem gradient_eq {f' : F → F} (h : ∀ x, HasGradientAt f (f' x) x) : ∇ f = f' :=
funext fun x => (h x).gradient
open Filter
section Const
variable (c : 𝕜) (s x L)
theorem hasGradientAtFilter_const : HasGradientAtFilter (fun _ => c) 0 x L := by
rw [HasGradientAtFilter, map_zero]; apply hasFDerivAtFilter_const c x L
theorem hasGradientWithinAt_const : HasGradientWithinAt (fun _ => c) 0 s x :=
hasGradientAtFilter_const _ _ _
theorem hasGradientAt_const : HasGradientAt (fun _ => c) 0 x :=
hasGradientAtFilter_const _ _ _
| Mathlib/Analysis/Calculus/Gradient/Basic.lean | 313 | 314 | theorem gradient_const : ∇ (fun _ => c) x = 0 := by |
rw [gradient, fderiv_const, Pi.zero_apply, map_zero]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProductSpace NNReal
universe u
namespace IsCoercive
variable {V : Type u} [NormedAddCommGroup V] [InnerProductSpace ℝ V] [CompleteSpace V]
variable {B : V →L[ℝ] V →L[ℝ] ℝ}
local postfix:1024 "♯" => @continuousLinearMapOfBilin ℝ V _ _ _ _
| Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 51 | 62 | theorem bounded_below (coercive : IsCoercive B) : ∃ C, 0 < C ∧ ∀ v, C * ‖v‖ ≤ ‖B♯ v‖ := by |
rcases coercive with ⟨C, C_ge_0, coercivity⟩
refine ⟨C, C_ge_0, ?_⟩
intro v
by_cases h : 0 < ‖v‖
· refine (mul_le_mul_right h).mp ?_
calc
C * ‖v‖ * ‖v‖ ≤ B v v := coercivity v
_ = ⟪B♯ v, v⟫_ℝ := (continuousLinearMapOfBilin_apply B v v).symm
_ ≤ ‖B♯ v‖ * ‖v‖ := real_inner_le_norm (B♯ v) v
· have : v = 0 := by simpa using h
simp [this]
| 2,233 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProductSpace NNReal
universe u
namespace IsCoercive
variable {V : Type u} [NormedAddCommGroup V] [InnerProductSpace ℝ V] [CompleteSpace V]
variable {B : V →L[ℝ] V →L[ℝ] ℝ}
local postfix:1024 "♯" => @continuousLinearMapOfBilin ℝ V _ _ _ _
theorem bounded_below (coercive : IsCoercive B) : ∃ C, 0 < C ∧ ∀ v, C * ‖v‖ ≤ ‖B♯ v‖ := by
rcases coercive with ⟨C, C_ge_0, coercivity⟩
refine ⟨C, C_ge_0, ?_⟩
intro v
by_cases h : 0 < ‖v‖
· refine (mul_le_mul_right h).mp ?_
calc
C * ‖v‖ * ‖v‖ ≤ B v v := coercivity v
_ = ⟪B♯ v, v⟫_ℝ := (continuousLinearMapOfBilin_apply B v v).symm
_ ≤ ‖B♯ v‖ * ‖v‖ := real_inner_le_norm (B♯ v) v
· have : v = 0 := by simpa using h
simp [this]
#align is_coercive.bounded_below IsCoercive.bounded_below
| Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 65 | 71 | theorem antilipschitz (coercive : IsCoercive B) : ∃ C : ℝ≥0, 0 < C ∧ AntilipschitzWith C B♯ := by |
rcases coercive.bounded_below with ⟨C, C_pos, below_bound⟩
refine ⟨C⁻¹.toNNReal, Real.toNNReal_pos.mpr (inv_pos.mpr C_pos), ?_⟩
refine ContinuousLinearMap.antilipschitz_of_bound B♯ ?_
simp_rw [Real.coe_toNNReal', max_eq_left_of_lt (inv_pos.mpr C_pos), ←
inv_mul_le_iff (inv_pos.mpr C_pos)]
simpa using below_bound
| 2,233 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProductSpace NNReal
universe u
namespace IsCoercive
variable {V : Type u} [NormedAddCommGroup V] [InnerProductSpace ℝ V] [CompleteSpace V]
variable {B : V →L[ℝ] V →L[ℝ] ℝ}
local postfix:1024 "♯" => @continuousLinearMapOfBilin ℝ V _ _ _ _
theorem bounded_below (coercive : IsCoercive B) : ∃ C, 0 < C ∧ ∀ v, C * ‖v‖ ≤ ‖B♯ v‖ := by
rcases coercive with ⟨C, C_ge_0, coercivity⟩
refine ⟨C, C_ge_0, ?_⟩
intro v
by_cases h : 0 < ‖v‖
· refine (mul_le_mul_right h).mp ?_
calc
C * ‖v‖ * ‖v‖ ≤ B v v := coercivity v
_ = ⟪B♯ v, v⟫_ℝ := (continuousLinearMapOfBilin_apply B v v).symm
_ ≤ ‖B♯ v‖ * ‖v‖ := real_inner_le_norm (B♯ v) v
· have : v = 0 := by simpa using h
simp [this]
#align is_coercive.bounded_below IsCoercive.bounded_below
theorem antilipschitz (coercive : IsCoercive B) : ∃ C : ℝ≥0, 0 < C ∧ AntilipschitzWith C B♯ := by
rcases coercive.bounded_below with ⟨C, C_pos, below_bound⟩
refine ⟨C⁻¹.toNNReal, Real.toNNReal_pos.mpr (inv_pos.mpr C_pos), ?_⟩
refine ContinuousLinearMap.antilipschitz_of_bound B♯ ?_
simp_rw [Real.coe_toNNReal', max_eq_left_of_lt (inv_pos.mpr C_pos), ←
inv_mul_le_iff (inv_pos.mpr C_pos)]
simpa using below_bound
#align is_coercive.antilipschitz IsCoercive.antilipschitz
| Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 74 | 77 | theorem ker_eq_bot (coercive : IsCoercive B) : ker B♯ = ⊥ := by |
rw [LinearMapClass.ker_eq_bot]
rcases coercive.antilipschitz with ⟨_, _, antilipschitz⟩
exact antilipschitz.injective
| 2,233 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProductSpace NNReal
universe u
namespace IsCoercive
variable {V : Type u} [NormedAddCommGroup V] [InnerProductSpace ℝ V] [CompleteSpace V]
variable {B : V →L[ℝ] V →L[ℝ] ℝ}
local postfix:1024 "♯" => @continuousLinearMapOfBilin ℝ V _ _ _ _
theorem bounded_below (coercive : IsCoercive B) : ∃ C, 0 < C ∧ ∀ v, C * ‖v‖ ≤ ‖B♯ v‖ := by
rcases coercive with ⟨C, C_ge_0, coercivity⟩
refine ⟨C, C_ge_0, ?_⟩
intro v
by_cases h : 0 < ‖v‖
· refine (mul_le_mul_right h).mp ?_
calc
C * ‖v‖ * ‖v‖ ≤ B v v := coercivity v
_ = ⟪B♯ v, v⟫_ℝ := (continuousLinearMapOfBilin_apply B v v).symm
_ ≤ ‖B♯ v‖ * ‖v‖ := real_inner_le_norm (B♯ v) v
· have : v = 0 := by simpa using h
simp [this]
#align is_coercive.bounded_below IsCoercive.bounded_below
theorem antilipschitz (coercive : IsCoercive B) : ∃ C : ℝ≥0, 0 < C ∧ AntilipschitzWith C B♯ := by
rcases coercive.bounded_below with ⟨C, C_pos, below_bound⟩
refine ⟨C⁻¹.toNNReal, Real.toNNReal_pos.mpr (inv_pos.mpr C_pos), ?_⟩
refine ContinuousLinearMap.antilipschitz_of_bound B♯ ?_
simp_rw [Real.coe_toNNReal', max_eq_left_of_lt (inv_pos.mpr C_pos), ←
inv_mul_le_iff (inv_pos.mpr C_pos)]
simpa using below_bound
#align is_coercive.antilipschitz IsCoercive.antilipschitz
theorem ker_eq_bot (coercive : IsCoercive B) : ker B♯ = ⊥ := by
rw [LinearMapClass.ker_eq_bot]
rcases coercive.antilipschitz with ⟨_, _, antilipschitz⟩
exact antilipschitz.injective
#align is_coercive.ker_eq_bot IsCoercive.ker_eq_bot
| Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 80 | 82 | theorem isClosed_range (coercive : IsCoercive B) : IsClosed (range B♯ : Set V) := by |
rcases coercive.antilipschitz with ⟨_, _, antilipschitz⟩
exact antilipschitz.isClosed_range B♯.uniformContinuous
| 2,233 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProductSpace NNReal
universe u
namespace IsCoercive
variable {V : Type u} [NormedAddCommGroup V] [InnerProductSpace ℝ V] [CompleteSpace V]
variable {B : V →L[ℝ] V →L[ℝ] ℝ}
local postfix:1024 "♯" => @continuousLinearMapOfBilin ℝ V _ _ _ _
theorem bounded_below (coercive : IsCoercive B) : ∃ C, 0 < C ∧ ∀ v, C * ‖v‖ ≤ ‖B♯ v‖ := by
rcases coercive with ⟨C, C_ge_0, coercivity⟩
refine ⟨C, C_ge_0, ?_⟩
intro v
by_cases h : 0 < ‖v‖
· refine (mul_le_mul_right h).mp ?_
calc
C * ‖v‖ * ‖v‖ ≤ B v v := coercivity v
_ = ⟪B♯ v, v⟫_ℝ := (continuousLinearMapOfBilin_apply B v v).symm
_ ≤ ‖B♯ v‖ * ‖v‖ := real_inner_le_norm (B♯ v) v
· have : v = 0 := by simpa using h
simp [this]
#align is_coercive.bounded_below IsCoercive.bounded_below
theorem antilipschitz (coercive : IsCoercive B) : ∃ C : ℝ≥0, 0 < C ∧ AntilipschitzWith C B♯ := by
rcases coercive.bounded_below with ⟨C, C_pos, below_bound⟩
refine ⟨C⁻¹.toNNReal, Real.toNNReal_pos.mpr (inv_pos.mpr C_pos), ?_⟩
refine ContinuousLinearMap.antilipschitz_of_bound B♯ ?_
simp_rw [Real.coe_toNNReal', max_eq_left_of_lt (inv_pos.mpr C_pos), ←
inv_mul_le_iff (inv_pos.mpr C_pos)]
simpa using below_bound
#align is_coercive.antilipschitz IsCoercive.antilipschitz
theorem ker_eq_bot (coercive : IsCoercive B) : ker B♯ = ⊥ := by
rw [LinearMapClass.ker_eq_bot]
rcases coercive.antilipschitz with ⟨_, _, antilipschitz⟩
exact antilipschitz.injective
#align is_coercive.ker_eq_bot IsCoercive.ker_eq_bot
theorem isClosed_range (coercive : IsCoercive B) : IsClosed (range B♯ : Set V) := by
rcases coercive.antilipschitz with ⟨_, _, antilipschitz⟩
exact antilipschitz.isClosed_range B♯.uniformContinuous
#align is_coercive.closed_range IsCoercive.isClosed_range
@[deprecated (since := "2024-03-19")] alias closed_range := isClosed_range
| Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 87 | 102 | theorem range_eq_top (coercive : IsCoercive B) : range B♯ = ⊤ := by |
haveI := coercive.isClosed_range.completeSpace_coe
rw [← (range B♯).orthogonal_orthogonal]
rw [Submodule.eq_top_iff']
intro v w mem_w_orthogonal
rcases coercive with ⟨C, C_pos, coercivity⟩
obtain rfl : w = 0 := by
rw [← norm_eq_zero, ← mul_self_eq_zero, ← mul_right_inj' C_pos.ne', mul_zero, ←
mul_assoc]
apply le_antisymm
· calc
C * ‖w‖ * ‖w‖ ≤ B w w := coercivity w
_ = ⟪B♯ w, w⟫_ℝ := (continuousLinearMapOfBilin_apply B w w).symm
_ = 0 := mem_w_orthogonal _ ⟨w, rfl⟩
· positivity
exact inner_zero_left _
| 2,233 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dual
variable {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] (s t : Set H)
open RealInnerProductSpace
def Set.innerDualCone (s : Set H) : ConvexCone ℝ H where
carrier := { y | ∀ x ∈ s, 0 ≤ ⟪x, y⟫ }
smul_mem' c hc y hy x hx := by
rw [real_inner_smul_right]
exact mul_nonneg hc.le (hy x hx)
add_mem' u hu v hv x hx := by
rw [inner_add_right]
exact add_nonneg (hu x hx) (hv x hx)
#align set.inner_dual_cone Set.innerDualCone
@[simp]
theorem mem_innerDualCone (y : H) (s : Set H) : y ∈ s.innerDualCone ↔ ∀ x ∈ s, 0 ≤ ⟪x, y⟫ :=
Iff.rfl
#align mem_inner_dual_cone mem_innerDualCone
@[simp]
theorem innerDualCone_empty : (∅ : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ _ => False.elim
#align inner_dual_cone_empty innerDualCone_empty
@[simp]
theorem innerDualCone_zero : (0 : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ y (hy : y = 0) => hy.symm ▸ (inner_zero_left _).ge
#align inner_dual_cone_zero innerDualCone_zero
@[simp]
| Mathlib/Analysis/Convex/Cone/InnerDual.lean | 78 | 82 | theorem innerDualCone_univ : (univ : Set H).innerDualCone = 0 := by |
suffices ∀ x : H, x ∈ (univ : Set H).innerDualCone → x = 0 by
apply SetLike.coe_injective
exact eq_singleton_iff_unique_mem.mpr ⟨fun x _ => (inner_zero_right _).ge, this⟩
exact fun x hx => by simpa [← real_inner_self_nonpos] using hx (-x) (mem_univ _)
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dual
variable {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] (s t : Set H)
open RealInnerProductSpace
def Set.innerDualCone (s : Set H) : ConvexCone ℝ H where
carrier := { y | ∀ x ∈ s, 0 ≤ ⟪x, y⟫ }
smul_mem' c hc y hy x hx := by
rw [real_inner_smul_right]
exact mul_nonneg hc.le (hy x hx)
add_mem' u hu v hv x hx := by
rw [inner_add_right]
exact add_nonneg (hu x hx) (hv x hx)
#align set.inner_dual_cone Set.innerDualCone
@[simp]
theorem mem_innerDualCone (y : H) (s : Set H) : y ∈ s.innerDualCone ↔ ∀ x ∈ s, 0 ≤ ⟪x, y⟫ :=
Iff.rfl
#align mem_inner_dual_cone mem_innerDualCone
@[simp]
theorem innerDualCone_empty : (∅ : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ _ => False.elim
#align inner_dual_cone_empty innerDualCone_empty
@[simp]
theorem innerDualCone_zero : (0 : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ y (hy : y = 0) => hy.symm ▸ (inner_zero_left _).ge
#align inner_dual_cone_zero innerDualCone_zero
@[simp]
theorem innerDualCone_univ : (univ : Set H).innerDualCone = 0 := by
suffices ∀ x : H, x ∈ (univ : Set H).innerDualCone → x = 0 by
apply SetLike.coe_injective
exact eq_singleton_iff_unique_mem.mpr ⟨fun x _ => (inner_zero_right _).ge, this⟩
exact fun x hx => by simpa [← real_inner_self_nonpos] using hx (-x) (mem_univ _)
#align inner_dual_cone_univ innerDualCone_univ
theorem innerDualCone_le_innerDualCone (h : t ⊆ s) : s.innerDualCone ≤ t.innerDualCone :=
fun _ hy x hx => hy x (h hx)
#align inner_dual_cone_le_inner_dual_cone innerDualCone_le_innerDualCone
theorem pointed_innerDualCone : s.innerDualCone.Pointed := fun x _ => by rw [inner_zero_right]
#align pointed_inner_dual_cone pointed_innerDualCone
theorem innerDualCone_singleton (x : H) :
({x} : Set H).innerDualCone = (ConvexCone.positive ℝ ℝ).comap (innerₛₗ ℝ x) :=
ConvexCone.ext fun _ => forall_eq
#align inner_dual_cone_singleton innerDualCone_singleton
theorem innerDualCone_union (s t : Set H) :
(s ∪ t).innerDualCone = s.innerDualCone ⊓ t.innerDualCone :=
le_antisymm (le_inf (fun _ hx _ hy => hx _ <| Or.inl hy) fun _ hx _ hy => hx _ <| Or.inr hy)
fun _ hx _ => Or.rec (hx.1 _) (hx.2 _)
#align inner_dual_cone_union innerDualCone_union
| Mathlib/Analysis/Convex/Cone/InnerDual.lean | 105 | 107 | theorem innerDualCone_insert (x : H) (s : Set H) :
(insert x s).innerDualCone = Set.innerDualCone {x} ⊓ s.innerDualCone := by |
rw [insert_eq, innerDualCone_union]
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dual
variable {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] (s t : Set H)
open RealInnerProductSpace
def Set.innerDualCone (s : Set H) : ConvexCone ℝ H where
carrier := { y | ∀ x ∈ s, 0 ≤ ⟪x, y⟫ }
smul_mem' c hc y hy x hx := by
rw [real_inner_smul_right]
exact mul_nonneg hc.le (hy x hx)
add_mem' u hu v hv x hx := by
rw [inner_add_right]
exact add_nonneg (hu x hx) (hv x hx)
#align set.inner_dual_cone Set.innerDualCone
@[simp]
theorem mem_innerDualCone (y : H) (s : Set H) : y ∈ s.innerDualCone ↔ ∀ x ∈ s, 0 ≤ ⟪x, y⟫ :=
Iff.rfl
#align mem_inner_dual_cone mem_innerDualCone
@[simp]
theorem innerDualCone_empty : (∅ : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ _ => False.elim
#align inner_dual_cone_empty innerDualCone_empty
@[simp]
theorem innerDualCone_zero : (0 : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ y (hy : y = 0) => hy.symm ▸ (inner_zero_left _).ge
#align inner_dual_cone_zero innerDualCone_zero
@[simp]
theorem innerDualCone_univ : (univ : Set H).innerDualCone = 0 := by
suffices ∀ x : H, x ∈ (univ : Set H).innerDualCone → x = 0 by
apply SetLike.coe_injective
exact eq_singleton_iff_unique_mem.mpr ⟨fun x _ => (inner_zero_right _).ge, this⟩
exact fun x hx => by simpa [← real_inner_self_nonpos] using hx (-x) (mem_univ _)
#align inner_dual_cone_univ innerDualCone_univ
theorem innerDualCone_le_innerDualCone (h : t ⊆ s) : s.innerDualCone ≤ t.innerDualCone :=
fun _ hy x hx => hy x (h hx)
#align inner_dual_cone_le_inner_dual_cone innerDualCone_le_innerDualCone
theorem pointed_innerDualCone : s.innerDualCone.Pointed := fun x _ => by rw [inner_zero_right]
#align pointed_inner_dual_cone pointed_innerDualCone
theorem innerDualCone_singleton (x : H) :
({x} : Set H).innerDualCone = (ConvexCone.positive ℝ ℝ).comap (innerₛₗ ℝ x) :=
ConvexCone.ext fun _ => forall_eq
#align inner_dual_cone_singleton innerDualCone_singleton
theorem innerDualCone_union (s t : Set H) :
(s ∪ t).innerDualCone = s.innerDualCone ⊓ t.innerDualCone :=
le_antisymm (le_inf (fun _ hx _ hy => hx _ <| Or.inl hy) fun _ hx _ hy => hx _ <| Or.inr hy)
fun _ hx _ => Or.rec (hx.1 _) (hx.2 _)
#align inner_dual_cone_union innerDualCone_union
theorem innerDualCone_insert (x : H) (s : Set H) :
(insert x s).innerDualCone = Set.innerDualCone {x} ⊓ s.innerDualCone := by
rw [insert_eq, innerDualCone_union]
#align inner_dual_cone_insert innerDualCone_insert
| Mathlib/Analysis/Convex/Cone/InnerDual.lean | 110 | 116 | theorem innerDualCone_iUnion {ι : Sort*} (f : ι → Set H) :
(⋃ i, f i).innerDualCone = ⨅ i, (f i).innerDualCone := by |
refine le_antisymm (le_iInf fun i x hx y hy => hx _ <| mem_iUnion_of_mem _ hy) ?_
intro x hx y hy
rw [ConvexCone.mem_iInf] at hx
obtain ⟨j, hj⟩ := mem_iUnion.mp hy
exact hx _ _ hj
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dual
variable {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] (s t : Set H)
open RealInnerProductSpace
def Set.innerDualCone (s : Set H) : ConvexCone ℝ H where
carrier := { y | ∀ x ∈ s, 0 ≤ ⟪x, y⟫ }
smul_mem' c hc y hy x hx := by
rw [real_inner_smul_right]
exact mul_nonneg hc.le (hy x hx)
add_mem' u hu v hv x hx := by
rw [inner_add_right]
exact add_nonneg (hu x hx) (hv x hx)
#align set.inner_dual_cone Set.innerDualCone
@[simp]
theorem mem_innerDualCone (y : H) (s : Set H) : y ∈ s.innerDualCone ↔ ∀ x ∈ s, 0 ≤ ⟪x, y⟫ :=
Iff.rfl
#align mem_inner_dual_cone mem_innerDualCone
@[simp]
theorem innerDualCone_empty : (∅ : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ _ => False.elim
#align inner_dual_cone_empty innerDualCone_empty
@[simp]
theorem innerDualCone_zero : (0 : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ y (hy : y = 0) => hy.symm ▸ (inner_zero_left _).ge
#align inner_dual_cone_zero innerDualCone_zero
@[simp]
theorem innerDualCone_univ : (univ : Set H).innerDualCone = 0 := by
suffices ∀ x : H, x ∈ (univ : Set H).innerDualCone → x = 0 by
apply SetLike.coe_injective
exact eq_singleton_iff_unique_mem.mpr ⟨fun x _ => (inner_zero_right _).ge, this⟩
exact fun x hx => by simpa [← real_inner_self_nonpos] using hx (-x) (mem_univ _)
#align inner_dual_cone_univ innerDualCone_univ
theorem innerDualCone_le_innerDualCone (h : t ⊆ s) : s.innerDualCone ≤ t.innerDualCone :=
fun _ hy x hx => hy x (h hx)
#align inner_dual_cone_le_inner_dual_cone innerDualCone_le_innerDualCone
theorem pointed_innerDualCone : s.innerDualCone.Pointed := fun x _ => by rw [inner_zero_right]
#align pointed_inner_dual_cone pointed_innerDualCone
theorem innerDualCone_singleton (x : H) :
({x} : Set H).innerDualCone = (ConvexCone.positive ℝ ℝ).comap (innerₛₗ ℝ x) :=
ConvexCone.ext fun _ => forall_eq
#align inner_dual_cone_singleton innerDualCone_singleton
theorem innerDualCone_union (s t : Set H) :
(s ∪ t).innerDualCone = s.innerDualCone ⊓ t.innerDualCone :=
le_antisymm (le_inf (fun _ hx _ hy => hx _ <| Or.inl hy) fun _ hx _ hy => hx _ <| Or.inr hy)
fun _ hx _ => Or.rec (hx.1 _) (hx.2 _)
#align inner_dual_cone_union innerDualCone_union
theorem innerDualCone_insert (x : H) (s : Set H) :
(insert x s).innerDualCone = Set.innerDualCone {x} ⊓ s.innerDualCone := by
rw [insert_eq, innerDualCone_union]
#align inner_dual_cone_insert innerDualCone_insert
theorem innerDualCone_iUnion {ι : Sort*} (f : ι → Set H) :
(⋃ i, f i).innerDualCone = ⨅ i, (f i).innerDualCone := by
refine le_antisymm (le_iInf fun i x hx y hy => hx _ <| mem_iUnion_of_mem _ hy) ?_
intro x hx y hy
rw [ConvexCone.mem_iInf] at hx
obtain ⟨j, hj⟩ := mem_iUnion.mp hy
exact hx _ _ hj
#align inner_dual_cone_Union innerDualCone_iUnion
| Mathlib/Analysis/Convex/Cone/InnerDual.lean | 119 | 121 | theorem innerDualCone_sUnion (S : Set (Set H)) :
(⋃₀ S).innerDualCone = sInf (Set.innerDualCone '' S) := by |
simp_rw [sInf_image, sUnion_eq_biUnion, innerDualCone_iUnion]
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dual
variable {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] (s t : Set H)
open RealInnerProductSpace
def Set.innerDualCone (s : Set H) : ConvexCone ℝ H where
carrier := { y | ∀ x ∈ s, 0 ≤ ⟪x, y⟫ }
smul_mem' c hc y hy x hx := by
rw [real_inner_smul_right]
exact mul_nonneg hc.le (hy x hx)
add_mem' u hu v hv x hx := by
rw [inner_add_right]
exact add_nonneg (hu x hx) (hv x hx)
#align set.inner_dual_cone Set.innerDualCone
@[simp]
theorem mem_innerDualCone (y : H) (s : Set H) : y ∈ s.innerDualCone ↔ ∀ x ∈ s, 0 ≤ ⟪x, y⟫ :=
Iff.rfl
#align mem_inner_dual_cone mem_innerDualCone
@[simp]
theorem innerDualCone_empty : (∅ : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ _ => False.elim
#align inner_dual_cone_empty innerDualCone_empty
@[simp]
theorem innerDualCone_zero : (0 : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ y (hy : y = 0) => hy.symm ▸ (inner_zero_left _).ge
#align inner_dual_cone_zero innerDualCone_zero
@[simp]
theorem innerDualCone_univ : (univ : Set H).innerDualCone = 0 := by
suffices ∀ x : H, x ∈ (univ : Set H).innerDualCone → x = 0 by
apply SetLike.coe_injective
exact eq_singleton_iff_unique_mem.mpr ⟨fun x _ => (inner_zero_right _).ge, this⟩
exact fun x hx => by simpa [← real_inner_self_nonpos] using hx (-x) (mem_univ _)
#align inner_dual_cone_univ innerDualCone_univ
theorem innerDualCone_le_innerDualCone (h : t ⊆ s) : s.innerDualCone ≤ t.innerDualCone :=
fun _ hy x hx => hy x (h hx)
#align inner_dual_cone_le_inner_dual_cone innerDualCone_le_innerDualCone
theorem pointed_innerDualCone : s.innerDualCone.Pointed := fun x _ => by rw [inner_zero_right]
#align pointed_inner_dual_cone pointed_innerDualCone
theorem innerDualCone_singleton (x : H) :
({x} : Set H).innerDualCone = (ConvexCone.positive ℝ ℝ).comap (innerₛₗ ℝ x) :=
ConvexCone.ext fun _ => forall_eq
#align inner_dual_cone_singleton innerDualCone_singleton
theorem innerDualCone_union (s t : Set H) :
(s ∪ t).innerDualCone = s.innerDualCone ⊓ t.innerDualCone :=
le_antisymm (le_inf (fun _ hx _ hy => hx _ <| Or.inl hy) fun _ hx _ hy => hx _ <| Or.inr hy)
fun _ hx _ => Or.rec (hx.1 _) (hx.2 _)
#align inner_dual_cone_union innerDualCone_union
theorem innerDualCone_insert (x : H) (s : Set H) :
(insert x s).innerDualCone = Set.innerDualCone {x} ⊓ s.innerDualCone := by
rw [insert_eq, innerDualCone_union]
#align inner_dual_cone_insert innerDualCone_insert
theorem innerDualCone_iUnion {ι : Sort*} (f : ι → Set H) :
(⋃ i, f i).innerDualCone = ⨅ i, (f i).innerDualCone := by
refine le_antisymm (le_iInf fun i x hx y hy => hx _ <| mem_iUnion_of_mem _ hy) ?_
intro x hx y hy
rw [ConvexCone.mem_iInf] at hx
obtain ⟨j, hj⟩ := mem_iUnion.mp hy
exact hx _ _ hj
#align inner_dual_cone_Union innerDualCone_iUnion
theorem innerDualCone_sUnion (S : Set (Set H)) :
(⋃₀ S).innerDualCone = sInf (Set.innerDualCone '' S) := by
simp_rw [sInf_image, sUnion_eq_biUnion, innerDualCone_iUnion]
#align inner_dual_cone_sUnion innerDualCone_sUnion
| Mathlib/Analysis/Convex/Cone/InnerDual.lean | 125 | 127 | theorem innerDualCone_eq_iInter_innerDualCone_singleton :
(s.innerDualCone : Set H) = ⋂ i : s, (({↑i} : Set H).innerDualCone : Set H) := by |
rw [← ConvexCone.coe_iInf, ← innerDualCone_iUnion, iUnion_of_singleton_coe]
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dual
variable {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] (s t : Set H)
open RealInnerProductSpace
def Set.innerDualCone (s : Set H) : ConvexCone ℝ H where
carrier := { y | ∀ x ∈ s, 0 ≤ ⟪x, y⟫ }
smul_mem' c hc y hy x hx := by
rw [real_inner_smul_right]
exact mul_nonneg hc.le (hy x hx)
add_mem' u hu v hv x hx := by
rw [inner_add_right]
exact add_nonneg (hu x hx) (hv x hx)
#align set.inner_dual_cone Set.innerDualCone
@[simp]
theorem mem_innerDualCone (y : H) (s : Set H) : y ∈ s.innerDualCone ↔ ∀ x ∈ s, 0 ≤ ⟪x, y⟫ :=
Iff.rfl
#align mem_inner_dual_cone mem_innerDualCone
@[simp]
theorem innerDualCone_empty : (∅ : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ _ => False.elim
#align inner_dual_cone_empty innerDualCone_empty
@[simp]
theorem innerDualCone_zero : (0 : Set H).innerDualCone = ⊤ :=
eq_top_iff.mpr fun _ _ y (hy : y = 0) => hy.symm ▸ (inner_zero_left _).ge
#align inner_dual_cone_zero innerDualCone_zero
@[simp]
theorem innerDualCone_univ : (univ : Set H).innerDualCone = 0 := by
suffices ∀ x : H, x ∈ (univ : Set H).innerDualCone → x = 0 by
apply SetLike.coe_injective
exact eq_singleton_iff_unique_mem.mpr ⟨fun x _ => (inner_zero_right _).ge, this⟩
exact fun x hx => by simpa [← real_inner_self_nonpos] using hx (-x) (mem_univ _)
#align inner_dual_cone_univ innerDualCone_univ
theorem innerDualCone_le_innerDualCone (h : t ⊆ s) : s.innerDualCone ≤ t.innerDualCone :=
fun _ hy x hx => hy x (h hx)
#align inner_dual_cone_le_inner_dual_cone innerDualCone_le_innerDualCone
theorem pointed_innerDualCone : s.innerDualCone.Pointed := fun x _ => by rw [inner_zero_right]
#align pointed_inner_dual_cone pointed_innerDualCone
theorem innerDualCone_singleton (x : H) :
({x} : Set H).innerDualCone = (ConvexCone.positive ℝ ℝ).comap (innerₛₗ ℝ x) :=
ConvexCone.ext fun _ => forall_eq
#align inner_dual_cone_singleton innerDualCone_singleton
theorem innerDualCone_union (s t : Set H) :
(s ∪ t).innerDualCone = s.innerDualCone ⊓ t.innerDualCone :=
le_antisymm (le_inf (fun _ hx _ hy => hx _ <| Or.inl hy) fun _ hx _ hy => hx _ <| Or.inr hy)
fun _ hx _ => Or.rec (hx.1 _) (hx.2 _)
#align inner_dual_cone_union innerDualCone_union
theorem innerDualCone_insert (x : H) (s : Set H) :
(insert x s).innerDualCone = Set.innerDualCone {x} ⊓ s.innerDualCone := by
rw [insert_eq, innerDualCone_union]
#align inner_dual_cone_insert innerDualCone_insert
theorem innerDualCone_iUnion {ι : Sort*} (f : ι → Set H) :
(⋃ i, f i).innerDualCone = ⨅ i, (f i).innerDualCone := by
refine le_antisymm (le_iInf fun i x hx y hy => hx _ <| mem_iUnion_of_mem _ hy) ?_
intro x hx y hy
rw [ConvexCone.mem_iInf] at hx
obtain ⟨j, hj⟩ := mem_iUnion.mp hy
exact hx _ _ hj
#align inner_dual_cone_Union innerDualCone_iUnion
theorem innerDualCone_sUnion (S : Set (Set H)) :
(⋃₀ S).innerDualCone = sInf (Set.innerDualCone '' S) := by
simp_rw [sInf_image, sUnion_eq_biUnion, innerDualCone_iUnion]
#align inner_dual_cone_sUnion innerDualCone_sUnion
theorem innerDualCone_eq_iInter_innerDualCone_singleton :
(s.innerDualCone : Set H) = ⋂ i : s, (({↑i} : Set H).innerDualCone : Set H) := by
rw [← ConvexCone.coe_iInf, ← innerDualCone_iUnion, iUnion_of_singleton_coe]
#align inner_dual_cone_eq_Inter_inner_dual_cone_singleton innerDualCone_eq_iInter_innerDualCone_singleton
| Mathlib/Analysis/Convex/Cone/InnerDual.lean | 130 | 140 | theorem isClosed_innerDualCone : IsClosed (s.innerDualCone : Set H) := by |
-- reduce the problem to showing that dual cone of a singleton `{x}` is closed
rw [innerDualCone_eq_iInter_innerDualCone_singleton]
apply isClosed_iInter
intro x
-- the dual cone of a singleton `{x}` is the preimage of `[0, ∞)` under `inner x`
have h : ({↑x} : Set H).innerDualCone = (inner x : H → ℝ) ⁻¹' Set.Ici 0 := by
rw [innerDualCone_singleton, ConvexCone.coe_comap, ConvexCone.coe_positive, innerₛₗ_apply_coe]
-- the preimage is closed as `inner x` is continuous and `[0, ∞)` is closed
rw [h]
exact isClosed_Ici.preimage (continuous_const.inner continuous_id')
| 2,234 |
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