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norm_map_eq (A : Matrix m n α) (f : α → β) (hf : ∀ a, ‖f a‖ = ‖a‖) : ‖A.map f‖ = ‖A‖ := (congr_arg ((↑) : ℝ≥0 → ℝ) <| nnnorm_map_eq A f fun a => Subtype.ext <| hf a :) @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
norm_map_eq
null
nnnorm_transpose (A : Matrix m n α) : ‖Aᵀ‖₊ = ‖A‖₊ := Finset.sup_comm _ _ _ @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
nnnorm_transpose
null
norm_transpose (A : Matrix m n α) : ‖Aᵀ‖ = ‖A‖ := congr_arg ((↑) : ℝ≥0 → ℝ) <| nnnorm_transpose A @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
norm_transpose
null
nnnorm_conjTranspose [StarAddMonoid α] [NormedStarGroup α] (A : Matrix m n α) : ‖Aᴴ‖₊ = ‖A‖₊ := (nnnorm_map_eq _ _ nnnorm_star).trans A.nnnorm_transpose @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
nnnorm_conjTranspose
null
norm_conjTranspose [StarAddMonoid α] [NormedStarGroup α] (A : Matrix m n α) : ‖Aᴴ‖ = ‖A‖ := congr_arg ((↑) : ℝ≥0 → ℝ) <| nnnorm_conjTranspose A
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
norm_conjTranspose
null
@[simp] nnnorm_replicateCol (v : m → α) : ‖replicateCol ι v‖₊ = ‖v‖₊ := by simp [nnnorm_def, Pi.nnnorm_def] @[deprecated (since := "2025-03-20")] alias nnnorm_col := nnnorm_replicateCol @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
nnnorm_replicateCol
null
norm_replicateCol (v : m → α) : ‖replicateCol ι v‖ = ‖v‖ := congr_arg ((↑) : ℝ≥0 → ℝ) <| nnnorm_replicateCol v @[deprecated (since := "2025-03-20")] alias norm_col := norm_replicateCol @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
norm_replicateCol
null
nnnorm_replicateRow (v : n → α) : ‖replicateRow ι v‖₊ = ‖v‖₊ := by simp [nnnorm_def, Pi.nnnorm_def] @[deprecated (since := "2025-03-20")] alias nnnorm_row := nnnorm_replicateRow @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
nnnorm_replicateRow
null
norm_replicateRow (v : n → α) : ‖replicateRow ι v‖ = ‖v‖ := congr_arg ((↑) : ℝ≥0 → ℝ) <| nnnorm_replicateRow v @[deprecated (since := "2025-03-20")] alias norm_row := norm_replicateRow @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
norm_replicateRow
null
nnnorm_diagonal [DecidableEq n] (v : n → α) : ‖diagonal v‖₊ = ‖v‖₊ := by simp_rw [nnnorm_def, Pi.nnnorm_def] congr 1 with i : 1 refine le_antisymm (Finset.sup_le fun j hj => ?_) ?_ · obtain rfl | hij := eq_or_ne i j · rw [diagonal_apply_eq] · rw [diagonal_apply_ne _ hij, nnnorm_zero] exact zero_le _ · refine Eq.trans_le ?_ (Finset.le_sup (Finset.mem_univ i)) rw [diagonal_apply_eq] @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
nnnorm_diagonal
null
norm_diagonal [DecidableEq n] (v : n → α) : ‖diagonal v‖ = ‖v‖ := congr_arg ((↑) : ℝ≥0 → ℝ) <| nnnorm_diagonal v
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
norm_diagonal
null
protected normedAddCommGroup [NormedAddCommGroup α] : NormedAddCommGroup (Matrix m n α) := Pi.normedAddCommGroup
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
normedAddCommGroup
Note this is safe as an instance as it carries no data. -/ instance [Nonempty n] [DecidableEq n] [One α] [NormOneClass α] : NormOneClass (Matrix n n α) := ⟨(norm_diagonal _).trans <| norm_one⟩ end SeminormedAddCommGroup /-- Normed group instance (using sup norm of sup norm) for matrices over a normed group. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
protected isBoundedSMul [SeminormedRing R] [SeminormedAddCommGroup α] [Module R α] [IsBoundedSMul R α] : IsBoundedSMul R (Matrix m n α) := Pi.instIsBoundedSMul @[deprecated (since := "2025-03-10")] protected alias boundedSMul := Matrix.isBoundedSMul
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
isBoundedSMul
This applies to the sup norm of sup norm.
protected normSMulClass [SeminormedRing R] [SeminormedAddCommGroup α] [Module R α] [NormSMulClass R α] : NormSMulClass R (Matrix m n α) := Pi.instNormSMulClass variable [NormedField R] [SeminormedAddCommGroup α] [NormedSpace R α]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
normSMulClass
This applies to the sup norm of sup norm.
protected normedSpace : NormedSpace R (Matrix m n α) := Pi.normedSpace
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
normedSpace
Normed space instance (using sup norm of sup norm) for matrices over a normed space. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
@[local instance] protected linftyOpSeminormedAddCommGroup [SeminormedAddCommGroup α] : SeminormedAddCommGroup (Matrix m n α) := (by infer_instance : SeminormedAddCommGroup (m → PiLp 1 fun j : n => α))
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpSeminormedAddCommGroup
Seminormed group instance (using sup norm of L1 norm) for matrices over a seminormed group. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
@[local instance] protected linftyOpNormedAddCommGroup [NormedAddCommGroup α] : NormedAddCommGroup (Matrix m n α) := (by infer_instance : NormedAddCommGroup (m → PiLp 1 fun j : n => α))
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpNormedAddCommGroup
Normed group instance (using sup norm of L1 norm) for matrices over a normed ring. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
@[local instance] protected linftyOpIsBoundedSMul [SeminormedRing R] [SeminormedAddCommGroup α] [Module R α] [IsBoundedSMul R α] : IsBoundedSMul R (Matrix m n α) := (by infer_instance : IsBoundedSMul R (m → PiLp 1 fun j : n => α))
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpIsBoundedSMul
This applies to the sup norm of L1 norm.
@[local instance] protected linftyOpNormSMulClass [SeminormedRing R] [SeminormedAddCommGroup α] [Module R α] [NormSMulClass R α] : NormSMulClass R (Matrix m n α) := (by infer_instance : NormSMulClass R (m → PiLp 1 fun j : n => α))
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpNormSMulClass
This applies to the sup norm of L1 norm.
@[local instance] protected linftyOpNormedSpace [NormedField R] [SeminormedAddCommGroup α] [NormedSpace R α] : NormedSpace R (Matrix m n α) := (by infer_instance : NormedSpace R (m → PiLp 1 fun j : n => α))
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpNormedSpace
Normed space instance (using sup norm of L1 norm) for matrices over a normed space. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
linfty_opNorm_def (A : Matrix m n α) : ‖A‖ = ((Finset.univ : Finset m).sup fun i : m => ∑ j : n, ‖A i j‖₊ : ℝ≥0) := by change ‖fun i => toLp 1 (A i)‖ = _ simp [Pi.norm_def, PiLp.nnnorm_eq_of_L1]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNorm_def
null
linfty_opNNNorm_def (A : Matrix m n α) : ‖A‖₊ = (Finset.univ : Finset m).sup fun i : m => ∑ j : n, ‖A i j‖₊ := Subtype.ext <| linfty_opNorm_def A @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNNNorm_def
null
linfty_opNNNorm_replicateCol (v : m → α) : ‖replicateCol ι v‖₊ = ‖v‖₊ := by rw [linfty_opNNNorm_def, Pi.nnnorm_def] simp @[deprecated (since := "2025-03-20")] alias linfty_opNNNorm_col := linfty_opNNNorm_replicateCol @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNNNorm_replicateCol
null
linfty_opNorm_replicateCol (v : m → α) : ‖replicateCol ι v‖ = ‖v‖ := congr_arg ((↑) : ℝ≥0 → ℝ) <| linfty_opNNNorm_replicateCol v @[deprecated (since := "2025-03-20")] alias linfty_opNorm_col := linfty_opNorm_replicateCol @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNorm_replicateCol
null
linfty_opNNNorm_replicateRow (v : n → α) : ‖replicateRow ι v‖₊ = ∑ i, ‖v i‖₊ := by simp [linfty_opNNNorm_def] @[deprecated (since := "2025-03-20")] alias linfty_opNNNorm_row := linfty_opNNNorm_replicateRow @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNNNorm_replicateRow
null
linfty_opNorm_replicateRow (v : n → α) : ‖replicateRow ι v‖ = ∑ i, ‖v i‖ := (congr_arg ((↑) : ℝ≥0 → ℝ) <| linfty_opNNNorm_replicateRow v).trans <| by simp [NNReal.coe_sum] @[deprecated (since := "2025-03-20")] alias linfty_opNorm_row := linfty_opNNNorm_replicateRow @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNorm_replicateRow
null
linfty_opNNNorm_diagonal [DecidableEq m] (v : m → α) : ‖diagonal v‖₊ = ‖v‖₊ := by rw [linfty_opNNNorm_def, Pi.nnnorm_def] congr 1 with i : 1 refine (Finset.sum_eq_single_of_mem _ (Finset.mem_univ i) fun j _hj hij => ?_).trans ?_ · rw [diagonal_apply_ne' _ hij, nnnorm_zero] · rw [diagonal_apply_eq] @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNNNorm_diagonal
null
linfty_opNorm_diagonal [DecidableEq m] (v : m → α) : ‖diagonal v‖ = ‖v‖ := congr_arg ((↑) : ℝ≥0 → ℝ) <| linfty_opNNNorm_diagonal v
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNorm_diagonal
null
linfty_opNNNorm_mul (A : Matrix l m α) (B : Matrix m n α) : ‖A * B‖₊ ≤ ‖A‖₊ * ‖B‖₊ := by simp_rw [linfty_opNNNorm_def, Matrix.mul_apply] calc (Finset.univ.sup fun i => ∑ k, ‖∑ j, A i j * B j k‖₊) ≤ Finset.univ.sup fun i => ∑ k, ∑ j, ‖A i j‖₊ * ‖B j k‖₊ := Finset.sup_mono_fun fun i _hi => Finset.sum_le_sum fun k _hk => nnnorm_sum_le_of_le _ fun j _hj => nnnorm_mul_le _ _ _ = Finset.univ.sup fun i => ∑ j, ‖A i j‖₊ * ∑ k, ‖B j k‖₊ := by simp_rw [@Finset.sum_comm m, Finset.mul_sum] _ ≤ Finset.univ.sup fun i => ∑ j, ‖A i j‖₊ * Finset.univ.sup fun i => ∑ j, ‖B i j‖₊ := by refine Finset.sup_mono_fun fun i _hi => ?_ gcongr with j hj exact Finset.le_sup (f := fun i ↦ ∑ k : n, ‖B i k‖₊) hj _ ≤ (Finset.univ.sup fun i => ∑ j, ‖A i j‖₊) * Finset.univ.sup fun i => ∑ j, ‖B i j‖₊ := by simp_rw [← Finset.sum_mul, ← NNReal.finset_sup_mul] rfl
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNNNorm_mul
null
linfty_opNorm_mul (A : Matrix l m α) (B : Matrix m n α) : ‖A * B‖ ≤ ‖A‖ * ‖B‖ := linfty_opNNNorm_mul _ _
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNorm_mul
null
linfty_opNNNorm_mulVec (A : Matrix l m α) (v : m → α) : ‖A *ᵥ v‖₊ ≤ ‖A‖₊ * ‖v‖₊ := by rw [← linfty_opNNNorm_replicateCol (ι := Fin 1) (A *ᵥ v), ← linfty_opNNNorm_replicateCol v (ι := Fin 1)] exact linfty_opNNNorm_mul A (replicateCol (Fin 1) v)
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNNNorm_mulVec
null
linfty_opNorm_mulVec (A : Matrix l m α) (v : m → α) : ‖A *ᵥ v‖ ≤ ‖A‖ * ‖v‖ := linfty_opNNNorm_mulVec _ _
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNorm_mulVec
null
@[local instance] protected linftyOpNonUnitalSemiNormedRing [NonUnitalSeminormedRing α] : NonUnitalSeminormedRing (Matrix n n α) := { Matrix.linftyOpSeminormedAddCommGroup, Matrix.instNonUnitalRing with norm_mul_le := linfty_opNorm_mul }
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpNonUnitalSemiNormedRing
Seminormed non-unital ring instance (using sup norm of L1 norm) for matrices over a semi normed non-unital ring. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
linfty_opNormOneClass [SeminormedRing α] [NormOneClass α] [DecidableEq n] [Nonempty n] : NormOneClass (Matrix n n α) where norm_one := (linfty_opNorm_diagonal _).trans norm_one
instance
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNormOneClass
The `L₁-L∞` norm preserves one on non-empty matrices. Note this is safe as an instance, as it carries no data.
@[local instance] protected linftyOpSemiNormedRing [SeminormedRing α] [DecidableEq n] : SeminormedRing (Matrix n n α) := { Matrix.linftyOpNonUnitalSemiNormedRing, Matrix.instRing with }
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpSemiNormedRing
Seminormed ring instance (using sup norm of L1 norm) for matrices over a semi normed ring. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
@[local instance] protected linftyOpNonUnitalNormedRing [NonUnitalNormedRing α] : NonUnitalNormedRing (Matrix n n α) := { Matrix.linftyOpNonUnitalSemiNormedRing with eq_of_dist_eq_zero := eq_of_dist_eq_zero }
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpNonUnitalNormedRing
Normed non-unital ring instance (using sup norm of L1 norm) for matrices over a normed non-unital ring. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
@[local instance] protected linftyOpNormedRing [NormedRing α] [DecidableEq n] : NormedRing (Matrix n n α) := { Matrix.linftyOpSemiNormedRing with eq_of_dist_eq_zero := eq_of_dist_eq_zero }
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpNormedRing
Normed ring instance (using sup norm of L1 norm) for matrices over a normed ring. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
@[local instance] protected linftyOpNormedAlgebra [NormedField R] [SeminormedRing α] [NormedAlgebra R α] [DecidableEq n] : NormedAlgebra R (Matrix n n α) := { Matrix.linftyOpNormedSpace, Matrix.instAlgebra with }
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linftyOpNormedAlgebra
Normed algebra instance (using sup norm of L1 norm) for matrices over a normed algebra. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
private unitOf (a : α) : α := by classical exact if a = 0 then 1 else ‖a‖ • a⁻¹
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
unitOf
Auxiliary construction; an element of norm 1 such that `a * unitOf a = ‖a‖`.
private norm_unitOf (a : α) : ‖unitOf a‖₊ = 1 := by rw [unitOf] split_ifs with h · simp · rw [← nnnorm_eq_zero] at h rw [nnnorm_smul, nnnorm_inv, nnnorm_norm, mul_inv_cancel₀ h]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
norm_unitOf
null
private mul_unitOf (a : α) : a * unitOf a = algebraMap _ _ (‖a‖₊ : ℝ) := by simp only [unitOf, coe_nnnorm] split_ifs with h · simp [h] · rw [mul_smul_comm, mul_inv_cancel₀ h, Algebra.algebraMap_eq_smul_one]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
mul_unitOf
null
linfty_opNNNorm_eq_opNNNorm (A : Matrix m n α) : ‖A‖₊ = ‖ContinuousLinearMap.mk (Matrix.mulVecLin A)‖₊ := by rw [ContinuousLinearMap.opNNNorm_eq_of_bounds _ (linfty_opNNNorm_mulVec _) fun N hN => ?_] rw [linfty_opNNNorm_def] refine Finset.sup_le fun i _ => ?_ cases isEmpty_or_nonempty n · simp classical let x : n → α := fun j => unitOf (A i j) have hxn : ‖x‖₊ = 1 := by simp_rw [x, Pi.nnnorm_def, norm_unitOf, Finset.sup_const Finset.univ_nonempty] specialize hN x rw [hxn, mul_one, Pi.nnnorm_def, Finset.sup_le_iff] at hN replace hN := hN i (Finset.mem_univ _) dsimp [mulVec, dotProduct] at hN simp_rw [x, mul_unitOf, ← map_sum, nnnorm_algebraMap, ← NNReal.coe_sum, NNReal.nnnorm_eq, nnnorm_one, mul_one] at hN exact hN
lemma
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNNNorm_eq_opNNNorm
null
linfty_opNorm_eq_opNorm (A : Matrix m n α) : ‖A‖ = ‖ContinuousLinearMap.mk (Matrix.mulVecLin A)‖ := congr_arg NNReal.toReal (linfty_opNNNorm_eq_opNNNorm A) variable [DecidableEq n] @[simp] lemma linfty_opNNNorm_toMatrix (f : (n → α) →L[α] (m → α)) : ‖LinearMap.toMatrix' (↑f : (n → α) →ₗ[α] (m → α))‖₊ = ‖f‖₊ := by rw [linfty_opNNNorm_eq_opNNNorm] simp only [← toLin'_apply', toLin'_toMatrix'] @[simp] lemma linfty_opNorm_toMatrix (f : (n → α) →L[α] (m → α)) : ‖LinearMap.toMatrix' (↑f : (n → α) →ₗ[α] (m → α))‖ = ‖f‖ := congr_arg NNReal.toReal (linfty_opNNNorm_toMatrix f)
lemma
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
linfty_opNorm_eq_opNorm
null
@[local instance] frobeniusSeminormedAddCommGroup [SeminormedAddCommGroup α] : SeminormedAddCommGroup (Matrix m n α) := inferInstanceAs (SeminormedAddCommGroup (PiLp 2 fun _i : m => PiLp 2 fun _j : n => α))
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobeniusSeminormedAddCommGroup
Seminormed group instance (using the Frobenius norm) for matrices over a seminormed group. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
@[local instance] frobeniusNormedAddCommGroup [NormedAddCommGroup α] : NormedAddCommGroup (Matrix m n α) := (by infer_instance : NormedAddCommGroup (PiLp 2 fun i : m => PiLp 2 fun j : n => α))
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobeniusNormedAddCommGroup
Normed group instance (using the Frobenius norm) for matrices over a normed group. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
@[local instance] frobeniusIsBoundedSMul [SeminormedRing R] [SeminormedAddCommGroup α] [Module R α] [IsBoundedSMul R α] : IsBoundedSMul R (Matrix m n α) := (by infer_instance : IsBoundedSMul R (PiLp 2 fun i : m => PiLp 2 fun j : n => α))
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobeniusIsBoundedSMul
This applies to the Frobenius norm.
@[local instance] frobeniusNormSMulClass [SeminormedRing R] [SeminormedAddCommGroup α] [Module R α] [NormSMulClass R α] : NormSMulClass R (Matrix m n α) := (by infer_instance : NormSMulClass R (PiLp 2 fun i : m => PiLp 2 fun j : n => α)) @[deprecated (since := "2025-03-10")] alias frobeniusBoundedSMul := frobeniusIsBoundedSMul
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobeniusNormSMulClass
This applies to the Frobenius norm.
@[local instance] frobeniusNormedSpace [NormedField R] [SeminormedAddCommGroup α] [NormedSpace R α] : NormedSpace R (Matrix m n α) := (by infer_instance : NormedSpace R (PiLp 2 fun i : m => PiLp 2 fun j : n => α))
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobeniusNormedSpace
Normed space instance (using the Frobenius norm) for matrices over a normed space. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
frobenius_nnnorm_def (A : Matrix m n α) : ‖A‖₊ = (∑ i, ∑ j, ‖A i j‖₊ ^ (2 : ℝ)) ^ (1 / 2 : ℝ) := by change ‖toLp 2 fun i => toLp 2 fun j => A i j‖₊ = _ simp_rw [PiLp.nnnorm_eq_of_L2, NNReal.sq_sqrt, NNReal.sqrt_eq_rpow, NNReal.rpow_two, PiLp.toLp_apply]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_nnnorm_def
null
frobenius_norm_def (A : Matrix m n α) : ‖A‖ = (∑ i, ∑ j, ‖A i j‖ ^ (2 : ℝ)) ^ (1 / 2 : ℝ) := (congr_arg ((↑) : ℝ≥0 → ℝ) (frobenius_nnnorm_def A)).trans <| by simp [NNReal.coe_sum] @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_norm_def
null
frobenius_nnnorm_map_eq (A : Matrix m n α) (f : α → β) (hf : ∀ a, ‖f a‖₊ = ‖a‖₊) : ‖A.map f‖₊ = ‖A‖₊ := by simp_rw [frobenius_nnnorm_def, Matrix.map_apply, hf] @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_nnnorm_map_eq
null
frobenius_norm_map_eq (A : Matrix m n α) (f : α → β) (hf : ∀ a, ‖f a‖ = ‖a‖) : ‖A.map f‖ = ‖A‖ := (congr_arg ((↑) : ℝ≥0 → ℝ) <| frobenius_nnnorm_map_eq A f fun a => Subtype.ext <| hf a :) @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_norm_map_eq
null
frobenius_nnnorm_transpose (A : Matrix m n α) : ‖Aᵀ‖₊ = ‖A‖₊ := by rw [frobenius_nnnorm_def, frobenius_nnnorm_def, Finset.sum_comm] simp_rw [Matrix.transpose_apply] @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_nnnorm_transpose
null
frobenius_norm_transpose (A : Matrix m n α) : ‖Aᵀ‖ = ‖A‖ := congr_arg ((↑) : ℝ≥0 → ℝ) <| frobenius_nnnorm_transpose A @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_norm_transpose
null
frobenius_nnnorm_conjTranspose [StarAddMonoid α] [NormedStarGroup α] (A : Matrix m n α) : ‖Aᴴ‖₊ = ‖A‖₊ := (frobenius_nnnorm_map_eq _ _ nnnorm_star).trans A.frobenius_nnnorm_transpose @[simp]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_nnnorm_conjTranspose
null
frobenius_norm_conjTranspose [StarAddMonoid α] [NormedStarGroup α] (A : Matrix m n α) : ‖Aᴴ‖ = ‖A‖ := congr_arg ((↑) : ℝ≥0 → ℝ) <| frobenius_nnnorm_conjTranspose A
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_norm_conjTranspose
null
frobenius_normedStarGroup [StarAddMonoid α] [NormedStarGroup α] : NormedStarGroup (Matrix m m α) := ⟨(le_of_eq <| frobenius_norm_conjTranspose ·)⟩ @[simp]
instance
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_normedStarGroup
null
frobenius_norm_replicateRow (v : m → α) : ‖replicateRow ι v‖ = ‖toLp 2 v‖ := by rw [frobenius_norm_def, Fintype.sum_unique, PiLp.norm_eq_of_L2, Real.sqrt_eq_rpow] simp only [replicateRow_apply, Real.rpow_two, PiLp.toLp_apply] @[deprecated (since := "2025-03-20")] alias frobenius_norm_row := frobenius_norm_replicateRow @[simp]
lemma
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_norm_replicateRow
null
frobenius_nnnorm_replicateRow (v : m → α) : ‖replicateRow ι v‖₊ = ‖toLp 2 v‖₊ := Subtype.ext <| frobenius_norm_replicateRow v @[deprecated (since := "2025-03-20")] alias frobenius_nnnorm_row := frobenius_nnnorm_replicateRow @[simp]
lemma
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_nnnorm_replicateRow
null
frobenius_norm_replicateCol (v : n → α) : ‖replicateCol ι v‖ = ‖toLp 2 v‖ := by simp [frobenius_norm_def, PiLp.norm_eq_of_L2, Real.sqrt_eq_rpow] @[deprecated (since := "2025-03-20")] alias frobenius_norm_col := frobenius_norm_replicateCol @[simp]
lemma
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_norm_replicateCol
null
frobenius_nnnorm_replicateCol (v : n → α) : ‖replicateCol ι v‖₊ = ‖toLp 2 v‖₊ := Subtype.ext <| frobenius_norm_replicateCol v @[deprecated (since := "2025-03-20")] alias frobenius_nnnorm_col := frobenius_nnnorm_replicateCol @[simp]
lemma
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_nnnorm_replicateCol
null
frobenius_nnnorm_diagonal [DecidableEq n] (v : n → α) : ‖diagonal v‖₊ = ‖toLp 2 v‖₊ := by simp_rw [frobenius_nnnorm_def, ← Finset.sum_product', Finset.univ_product_univ, PiLp.nnnorm_eq_of_L2] let s := (Finset.univ : Finset n).map ⟨fun i : n => (i, i), fun i j h => congr_arg Prod.fst h⟩ rw [← Finset.sum_subset (Finset.subset_univ s) fun i _hi his => ?_] · rw [Finset.sum_map, NNReal.sqrt_eq_rpow] dsimp simp_rw [diagonal_apply_eq, NNReal.rpow_two] · suffices i.1 ≠ i.2 by rw [diagonal_apply_ne _ this, nnnorm_zero, NNReal.zero_rpow two_ne_zero] intro h exact Finset.mem_map.not.mp his ⟨i.1, Finset.mem_univ _, Prod.ext rfl h⟩ @[simp]
lemma
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_nnnorm_diagonal
null
frobenius_norm_diagonal [DecidableEq n] (v : n → α) : ‖diagonal v‖ = ‖toLp 2 v‖ := (congr_arg ((↑) : ℝ≥0 → ℝ) <| frobenius_nnnorm_diagonal v :).trans rfl
lemma
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_norm_diagonal
null
frobenius_nnnorm_one [DecidableEq n] [SeminormedAddCommGroup α] [One α] : ‖(1 : Matrix n n α)‖₊ = .sqrt (Fintype.card n) * ‖(1 : α)‖₊ := by calc ‖(diagonal 1 : Matrix n n α)‖₊ _ = ‖toLp 2 (Function.const _ 1)‖₊ := frobenius_nnnorm_diagonal _ _ = .sqrt (Fintype.card n) * ‖(1 : α)‖₊ := by rw [PiLp.nnnorm_toLp_const (ENNReal.ofNat_ne_top (n := 2))] simp [NNReal.sqrt_eq_rpow]
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_nnnorm_one
null
frobenius_nnnorm_mul (A : Matrix l m α) (B : Matrix m n α) : ‖A * B‖₊ ≤ ‖A‖₊ * ‖B‖₊ := by simp_rw [frobenius_nnnorm_def, Matrix.mul_apply] rw [← NNReal.mul_rpow, @Finset.sum_comm _ _ m, Finset.sum_mul_sum] gcongr with i _ j rw [← NNReal.rpow_le_rpow_iff one_half_pos, ← NNReal.rpow_mul, mul_div_cancel₀ (1 : ℝ) two_ne_zero, NNReal.rpow_one, NNReal.mul_rpow] simpa only [PiLp.toLp_apply, PiLp.inner_apply, RCLike.inner_apply', starRingEnd_apply, Pi.nnnorm_def, PiLp.nnnorm_eq_of_L2, star_star, nnnorm_star, NNReal.sqrt_eq_rpow, NNReal.rpow_two] using nnnorm_inner_le_nnnorm (𝕜 := α) (toLp 2 (star <| A i ·)) (toLp 2 (B · j))
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_nnnorm_mul
null
frobenius_norm_mul (A : Matrix l m α) (B : Matrix m n α) : ‖A * B‖ ≤ ‖A‖ * ‖B‖ := frobenius_nnnorm_mul A B
theorem
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobenius_norm_mul
null
@[local instance] frobeniusNormedRing [DecidableEq m] : NormedRing (Matrix m m α) := { Matrix.frobeniusSeminormedAddCommGroup, Matrix.instRing with norm := Norm.norm norm_mul_le := frobenius_norm_mul eq_of_dist_eq_zero := eq_of_dist_eq_zero }
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobeniusNormedRing
Normed ring instance (using the Frobenius norm) for matrices over `ℝ` or `ℂ`. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
@[local instance] frobeniusNormedAlgebra [DecidableEq m] [NormedField R] [NormedAlgebra R α] : NormedAlgebra R (Matrix m m α) := { Matrix.frobeniusNormedSpace, Matrix.instAlgebra with }
def
Analysis
[ "Mathlib.Analysis.InnerProductSpace.PiL2" ]
Mathlib/Analysis/Matrix.lean
frobeniusNormedAlgebra
Normed algebra instance (using the Frobenius norm) for matrices over `ℝ` or `ℂ`. Not declared as an instance because there are several natural choices for defining the norm of a matrix.
geom_mean_le_arith_mean_weighted (w z : ι → ℝ) (hw : ∀ i ∈ s, 0 ≤ w i) (hw' : ∑ i ∈ s, w i = 1) (hz : ∀ i ∈ s, 0 ≤ z i) : ∏ i ∈ s, z i ^ w i ≤ ∑ i ∈ s, w i * z i := by by_cases A : ∃ i ∈ s, z i = 0 ∧ w i ≠ 0 · rcases A with ⟨i, his, hzi, hwi⟩ rw [prod_eq_zero his] · exact sum_nonneg fun j hj => mul_nonneg (hw j hj) (hz j hj) · rw [hzi] exact zero_rpow hwi · simp only [not_exists, not_and, Ne, Classical.not_not] at A have := convexOn_exp.map_sum_le hw hw' fun i _ => Set.mem_univ <| log (z i) simp only [exp_sum, smul_eq_mul, mul_comm (w _) (log _)] at this convert this using 1 <;> [apply prod_congr rfl;apply sum_congr rfl] <;> intro i hi · rcases eq_or_lt_of_le (hz i hi) with hz | hz · simp [A i hi hz.symm] · exact rpow_def_of_pos hz _ · rcases eq_or_lt_of_le (hz i hi) with hz | hz · simp [A i hi hz.symm] · rw [exp_log hz]
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_le_arith_mean_weighted
**AM-GM inequality**: The geometric mean is less than or equal to the arithmetic mean, weighted version for real-valued nonnegative functions.
geom_mean_le_arith_mean {ι : Type*} (s : Finset ι) (w : ι → ℝ) (z : ι → ℝ) (hw : ∀ i ∈ s, 0 ≤ w i) (hw' : 0 < ∑ i ∈ s, w i) (hz : ∀ i ∈ s, 0 ≤ z i) : (∏ i ∈ s, z i ^ w i) ^ (∑ i ∈ s, w i)⁻¹ ≤ (∑ i ∈ s, w i * z i) / (∑ i ∈ s, w i) := by convert geom_mean_le_arith_mean_weighted s (fun i => (w i) / ∑ i ∈ s, w i) z ?_ ?_ hz using 2 · rw [← finset_prod_rpow _ _ (fun i hi => rpow_nonneg (hz _ hi) _) _] refine Finset.prod_congr rfl (fun _ ih => ?_) rw [div_eq_mul_inv, rpow_mul (hz _ ih)] · simp_rw [div_eq_mul_inv, mul_assoc, mul_comm, ← mul_assoc, ← Finset.sum_mul, mul_comm] · exact fun _ hi => div_nonneg (hw _ hi) (le_of_lt hw') · simp_rw [div_eq_mul_inv, ← Finset.sum_mul] exact mul_inv_cancel₀ (by linarith)
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_le_arith_mean
**AM-GM inequality**: The **geometric mean is less than or equal to the arithmetic mean.
geom_mean_weighted_of_constant (w z : ι → ℝ) (x : ℝ) (hw : ∀ i ∈ s, 0 ≤ w i) (hw' : ∑ i ∈ s, w i = 1) (hz : ∀ i ∈ s, 0 ≤ z i) (hx : ∀ i ∈ s, w i ≠ 0 → z i = x) : ∏ i ∈ s, z i ^ w i = x := calc ∏ i ∈ s, z i ^ w i = ∏ i ∈ s, x ^ w i := by refine prod_congr rfl fun i hi => ?_ rcases eq_or_ne (w i) 0 with h₀ | h₀ · rw [h₀, rpow_zero, rpow_zero] · rw [hx i hi h₀] _ = x := by rw [← rpow_sum_of_nonneg _ hw, hw', rpow_one] have : (∑ i ∈ s, w i) ≠ 0 := by rw [hw'] exact one_ne_zero obtain ⟨i, his, hi⟩ := exists_ne_zero_of_sum_ne_zero this rw [← hx i his hi] exact hz i his
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_weighted_of_constant
null
arith_mean_weighted_of_constant (w z : ι → ℝ) (x : ℝ) (hw' : ∑ i ∈ s, w i = 1) (hx : ∀ i ∈ s, w i ≠ 0 → z i = x) : ∑ i ∈ s, w i * z i = x := calc ∑ i ∈ s, w i * z i = ∑ i ∈ s, w i * x := by refine sum_congr rfl fun i hi => ?_ rcases eq_or_ne (w i) 0 with hwi | hwi · rw [hwi, zero_mul, zero_mul] · rw [hx i hi hwi] _ = x := by rw [← sum_mul, hw', one_mul]
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
arith_mean_weighted_of_constant
null
geom_mean_eq_arith_mean_weighted_of_constant (w z : ι → ℝ) (x : ℝ) (hw : ∀ i ∈ s, 0 ≤ w i) (hw' : ∑ i ∈ s, w i = 1) (hz : ∀ i ∈ s, 0 ≤ z i) (hx : ∀ i ∈ s, w i ≠ 0 → z i = x) : ∏ i ∈ s, z i ^ w i = ∑ i ∈ s, w i * z i := by rw [geom_mean_weighted_of_constant, arith_mean_weighted_of_constant] <;> assumption
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_eq_arith_mean_weighted_of_constant
null
geom_mean_eq_arith_mean_weighted_iff' (w z : ι → ℝ) (hw : ∀ i ∈ s, 0 < w i) (hw' : ∑ i ∈ s, w i = 1) (hz : ∀ i ∈ s, 0 ≤ z i) : ∏ i ∈ s, z i ^ w i = ∑ i ∈ s, w i * z i ↔ ∀ j ∈ s, z j = ∑ i ∈ s, w i * z i := by by_cases A : ∃ i ∈ s, z i = 0 ∧ w i ≠ 0 · rcases A with ⟨i, his, hzi, hwi⟩ rw [prod_eq_zero his] · constructor · intro h rw [← h] intro j hj apply eq_zero_of_ne_zero_of_mul_left_eq_zero (ne_of_lt (hw j hj)).symm apply (sum_eq_zero_iff_of_nonneg ?_).mp h.symm j hj exact fun i hi => (mul_nonneg_iff_of_pos_left (hw i hi)).mpr (hz i hi) · intro h convert h i his exact hzi.symm · rw [hzi] exact zero_rpow hwi · simp only [not_exists, not_and] at A have hz' := fun i h => lt_of_le_of_ne (hz i h) (fun a => (A i h a.symm) (ne_of_gt (hw i h))) have := strictConvexOn_exp.map_sum_eq_iff hw hw' fun i _ => Set.mem_univ <| log (z i) simp only [exp_sum, smul_eq_mul, mul_comm (w _) (log _)] at this convert this using 1 · apply Eq.congr <;> [apply prod_congr rfl; apply sum_congr rfl] <;> intro i hi <;> simp only [exp_mul, exp_log (hz' i hi)] · constructor <;> intro h j hj · rw [← arith_mean_weighted_of_constant s w _ (log (z j)) hw' fun i _ => congrFun rfl] apply sum_congr rfl intro x hx simp only [mul_comm, h j hj, h x hx] · rw [← arith_mean_weighted_of_constant s w _ (z j) hw' fun i _ => congrFun rfl] apply sum_congr rfl intro x hx simp only [log_injOn_pos (hz' j hj) (hz' x hx), h j hj, h x hx]
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_eq_arith_mean_weighted_iff'
**AM-GM inequality - equality condition**: This theorem provides the equality condition for the *positive* weighted version of the AM-GM inequality for real-valued nonnegative functions.
geom_mean_eq_arith_mean_weighted_iff (w z : ι → ℝ) (hw : ∀ i ∈ s, 0 ≤ w i) (hw' : ∑ i ∈ s, w i = 1) (hz : ∀ i ∈ s, 0 ≤ z i) : ∏ i ∈ s, z i ^ w i = ∑ i ∈ s, w i * z i ↔ ∀ j ∈ s, w j ≠ 0 → z j = ∑ i ∈ s, w i * z i := by have h (i) (_ : i ∈ s) : w i * z i ≠ 0 → w i ≠ 0 := by apply left_ne_zero_of_mul have h' (i) (_ : i ∈ s) : z i ^ w i ≠ 1 → w i ≠ 0 := by by_contra! obtain ⟨h1, h2⟩ := this simp only [h2, rpow_zero, ne_self_iff_false] at h1 rw [← sum_filter_of_ne h, ← prod_filter_of_ne h', geom_mean_eq_arith_mean_weighted_iff'] · simp · simp +contextual [(hw _ _).lt_iff_ne'] · rwa [sum_filter_ne_zero] · simp_all only [ne_eq, mul_eq_zero, not_or, not_false_eq_true, implies_true, mem_filter]
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_eq_arith_mean_weighted_iff
**AM-GM inequality - equality condition**: This theorem provides the equality condition for the weighted version of the AM-GM inequality for real-valued nonnegative functions.
geom_mean_lt_arith_mean_weighted_iff_of_pos (w z : ι → ℝ) (hw : ∀ i ∈ s, 0 < w i) (hw' : ∑ i ∈ s, w i = 1) (hz : ∀ i ∈ s, 0 ≤ z i) : ∏ i ∈ s, z i ^ w i < ∑ i ∈ s, w i * z i ↔ ∃ j ∈ s, ∃ k ∈ s, z j ≠ z k:= by constructor · intro h by_contra! h_contra rw [(geom_mean_eq_arith_mean_weighted_iff' s w z hw hw' hz).mpr ?_] at h · exact (lt_self_iff_false _).mp h · intro j hjs rw [← arith_mean_weighted_of_constant s w (fun _ => z j) (z j) hw' fun _ _ => congrFun rfl] apply sum_congr rfl (fun x a => congrArg (HMul.hMul (w x)) (h_contra j hjs x a)) · rintro ⟨j, hjs, k, hks, hzjk⟩ have := geom_mean_le_arith_mean_weighted s w z (fun i a => le_of_lt (hw i a)) hw' hz by_contra! h apply le_antisymm this at h apply (geom_mean_eq_arith_mean_weighted_iff' s w z hw hw' hz).mp at h simp only [h j hjs, h k hks, ne_eq, not_true_eq_false] at hzjk
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_lt_arith_mean_weighted_iff_of_pos
**AM-GM inequality - strict inequality condition**: This theorem provides the strict inequality condition for the *positive* weighted version of the AM-GM inequality for real-valued nonnegative functions.
geom_mean_le_arith_mean_weighted (w z : ι → ℝ≥0) (hw' : ∑ i ∈ s, w i = 1) : (∏ i ∈ s, z i ^ (w i : ℝ)) ≤ ∑ i ∈ s, w i * z i := mod_cast Real.geom_mean_le_arith_mean_weighted _ _ _ (fun i _ => (w i).coe_nonneg) (by assumption_mod_cast) fun i _ => (z i).coe_nonneg
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_le_arith_mean_weighted
**AM-GM inequality**: The geometric mean is less than or equal to the arithmetic mean, weighted version for `NNReal`-valued functions.
geom_mean_le_arith_mean2_weighted (w₁ w₂ p₁ p₂ : ℝ≥0) : w₁ + w₂ = 1 → p₁ ^ (w₁ : ℝ) * p₂ ^ (w₂ : ℝ) ≤ w₁ * p₁ + w₂ * p₂ := by simpa only [Fin.prod_univ_succ, Fin.sum_univ_succ, Finset.prod_empty, Finset.sum_empty, Finset.univ_eq_empty, Fin.cons_succ, Fin.cons_zero, add_zero, mul_one] using geom_mean_le_arith_mean_weighted univ ![w₁, w₂] ![p₁, p₂]
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_le_arith_mean2_weighted
**AM-GM inequality**: The geometric mean is less than or equal to the arithmetic mean, weighted version for two `NNReal` numbers.
geom_mean_le_arith_mean3_weighted (w₁ w₂ w₃ p₁ p₂ p₃ : ℝ≥0) : w₁ + w₂ + w₃ = 1 → p₁ ^ (w₁ : ℝ) * p₂ ^ (w₂ : ℝ) * p₃ ^ (w₃ : ℝ) ≤ w₁ * p₁ + w₂ * p₂ + w₃ * p₃ := by simpa only [Fin.prod_univ_succ, Fin.sum_univ_succ, Finset.prod_empty, Finset.sum_empty, Finset.univ_eq_empty, Fin.cons_succ, Fin.cons_zero, add_zero, mul_one, ← add_assoc, mul_assoc] using geom_mean_le_arith_mean_weighted univ ![w₁, w₂, w₃] ![p₁, p₂, p₃]
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_le_arith_mean3_weighted
null
geom_mean_le_arith_mean4_weighted (w₁ w₂ w₃ w₄ p₁ p₂ p₃ p₄ : ℝ≥0) : w₁ + w₂ + w₃ + w₄ = 1 → p₁ ^ (w₁ : ℝ) * p₂ ^ (w₂ : ℝ) * p₃ ^ (w₃ : ℝ) * p₄ ^ (w₄ : ℝ) ≤ w₁ * p₁ + w₂ * p₂ + w₃ * p₃ + w₄ * p₄ := by simpa only [Fin.prod_univ_succ, Fin.sum_univ_succ, Finset.prod_empty, Finset.sum_empty, Finset.univ_eq_empty, Fin.cons_succ, Fin.cons_zero, add_zero, mul_one, ← add_assoc, mul_assoc] using geom_mean_le_arith_mean_weighted univ ![w₁, w₂, w₃, w₄] ![p₁, p₂, p₃, p₄]
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_le_arith_mean4_weighted
null
geom_mean_le_arith_mean2_weighted {w₁ w₂ p₁ p₂ : ℝ} (hw₁ : 0 ≤ w₁) (hw₂ : 0 ≤ w₂) (hp₁ : 0 ≤ p₁) (hp₂ : 0 ≤ p₂) (hw : w₁ + w₂ = 1) : p₁ ^ w₁ * p₂ ^ w₂ ≤ w₁ * p₁ + w₂ * p₂ := NNReal.geom_mean_le_arith_mean2_weighted ⟨w₁, hw₁⟩ ⟨w₂, hw₂⟩ ⟨p₁, hp₁⟩ ⟨p₂, hp₂⟩ <| NNReal.coe_inj.1 <| by assumption
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_le_arith_mean2_weighted
null
geom_mean_le_arith_mean3_weighted {w₁ w₂ w₃ p₁ p₂ p₃ : ℝ} (hw₁ : 0 ≤ w₁) (hw₂ : 0 ≤ w₂) (hw₃ : 0 ≤ w₃) (hp₁ : 0 ≤ p₁) (hp₂ : 0 ≤ p₂) (hp₃ : 0 ≤ p₃) (hw : w₁ + w₂ + w₃ = 1) : p₁ ^ w₁ * p₂ ^ w₂ * p₃ ^ w₃ ≤ w₁ * p₁ + w₂ * p₂ + w₃ * p₃ := NNReal.geom_mean_le_arith_mean3_weighted ⟨w₁, hw₁⟩ ⟨w₂, hw₂⟩ ⟨w₃, hw₃⟩ ⟨p₁, hp₁⟩ ⟨p₂, hp₂⟩ ⟨p₃, hp₃⟩ <| NNReal.coe_inj.1 hw
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_le_arith_mean3_weighted
null
geom_mean_le_arith_mean4_weighted {w₁ w₂ w₃ w₄ p₁ p₂ p₃ p₄ : ℝ} (hw₁ : 0 ≤ w₁) (hw₂ : 0 ≤ w₂) (hw₃ : 0 ≤ w₃) (hw₄ : 0 ≤ w₄) (hp₁ : 0 ≤ p₁) (hp₂ : 0 ≤ p₂) (hp₃ : 0 ≤ p₃) (hp₄ : 0 ≤ p₄) (hw : w₁ + w₂ + w₃ + w₄ = 1) : p₁ ^ w₁ * p₂ ^ w₂ * p₃ ^ w₃ * p₄ ^ w₄ ≤ w₁ * p₁ + w₂ * p₂ + w₃ * p₃ + w₄ * p₄ := NNReal.geom_mean_le_arith_mean4_weighted ⟨w₁, hw₁⟩ ⟨w₂, hw₂⟩ ⟨w₃, hw₃⟩ ⟨w₄, hw₄⟩ ⟨p₁, hp₁⟩ ⟨p₂, hp₂⟩ ⟨p₃, hp₃⟩ ⟨p₄, hp₄⟩ <| NNReal.coe_inj.1 <| by assumption
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
geom_mean_le_arith_mean4_weighted
null
harm_mean_le_geom_mean_weighted (w z : ι → ℝ) (hs : s.Nonempty) (hw : ∀ i ∈ s, 0 < w i) (hw' : ∑ i ∈ s, w i = 1) (hz : ∀ i ∈ s, 0 < z i) : (∑ i ∈ s, w i / z i)⁻¹ ≤ ∏ i ∈ s, z i ^ w i := by have : ∏ i ∈ s, (1 / z) i ^ w i ≤ ∑ i ∈ s, w i * (1 / z) i := geom_mean_le_arith_mean_weighted s w (1/z) (fun i hi ↦ le_of_lt (hw i hi)) hw' (fun i hi ↦ one_div_nonneg.2 (le_of_lt (hz i hi))) have p_pos : 0 < ∏ i ∈ s, (z i)⁻¹ ^ w i := prod_pos fun i hi => rpow_pos_of_pos (inv_pos.2 (hz i hi)) _ have s_pos : 0 < ∑ i ∈ s, w i * (z i)⁻¹ := sum_pos (fun i hi => mul_pos (hw i hi) (inv_pos.2 (hz i hi))) hs norm_num at this rw [← inv_le_inv₀ s_pos p_pos] at this apply le_trans this have p_pos₂ : 0 < (∏ i ∈ s, (z i) ^ w i)⁻¹ := inv_pos.2 (prod_pos fun i hi => rpow_pos_of_pos ((hz i hi)) _ ) rw [← inv_inv (∏ i ∈ s, z i ^ w i), inv_le_inv₀ p_pos p_pos₂, ← Finset.prod_inv_distrib] gcongr · exact fun i hi ↦ inv_nonneg.mpr (Real.rpow_nonneg (le_of_lt (hz i hi)) _) · rw [Real.inv_rpow]; apply fun i hi ↦ le_of_lt (hz i hi); assumption
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
harm_mean_le_geom_mean_weighted
**HM-GM inequality**: The harmonic mean is less than or equal to the geometric mean, weighted version for real-valued nonnegative functions.
harm_mean_le_geom_mean {ι : Type*} (s : Finset ι) (hs : s.Nonempty) (w : ι → ℝ) (z : ι → ℝ) (hw : ∀ i ∈ s, 0 < w i) (hw' : 0 < ∑ i ∈ s, w i) (hz : ∀ i ∈ s, 0 < z i) : (∑ i ∈ s, w i) / (∑ i ∈ s, w i / z i) ≤ (∏ i ∈ s, z i ^ w i) ^ (∑ i ∈ s, w i)⁻¹ := by have := harm_mean_le_geom_mean_weighted s (fun i => (w i) / ∑ i ∈ s, w i) z hs ?_ ?_ hz · simp only at this set n := ∑ i ∈ s, w i nth_rw 1 [div_eq_mul_inv, (show n = (n⁻¹)⁻¹ by simp), ← mul_inv, Finset.mul_sum _ _ n⁻¹] simp_rw [inv_mul_eq_div n ((w _)/(z _)), div_right_comm _ _ n] convert this rw [← Real.finset_prod_rpow s _ (fun i hi ↦ Real.rpow_nonneg (le_of_lt <| hz i hi) _)] refine Finset.prod_congr rfl (fun i hi => ?_) rw [← Real.rpow_mul (le_of_lt <| hz i hi) (w _) n⁻¹, div_eq_mul_inv (w _) n] · exact fun i hi ↦ div_pos (hw i hi) hw' · simp_rw [div_eq_mul_inv (w _) (∑ i ∈ s, w i), ← Finset.sum_mul _ _ (∑ i ∈ s, w i)⁻¹] exact mul_inv_cancel₀ hw'.ne'
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
harm_mean_le_geom_mean
**HM-GM inequality**: The **harmonic mean is less than or equal to the geometric mean.
young_inequality_of_nonneg {a b p q : ℝ} (ha : 0 ≤ a) (hb : 0 ≤ b) (hpq : p.HolderConjugate q) : a * b ≤ a ^ p / p + b ^ q / q := by simpa [← rpow_mul, ha, hb, hpq.ne_zero, hpq.symm.ne_zero, _root_.div_eq_inv_mul] using geom_mean_le_arith_mean2_weighted hpq.inv_nonneg hpq.symm.inv_nonneg (rpow_nonneg ha p) (rpow_nonneg hb q) hpq.inv_add_inv_eq_one
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
young_inequality_of_nonneg
**Young's inequality**, a version for nonnegative real numbers.
young_inequality (a b : ℝ) {p q : ℝ} (hpq : p.HolderConjugate q) : a * b ≤ |a| ^ p / p + |b| ^ q / q := calc a * b ≤ |a * b| := le_abs_self (a * b) _ = |a| * |b| := abs_mul a b _ ≤ |a| ^ p / p + |b| ^ q / q := Real.young_inequality_of_nonneg (abs_nonneg a) (abs_nonneg b) hpq
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
young_inequality
**Young's inequality**, a version for arbitrary real numbers.
young_inequality (a b : ℝ≥0) {p q : ℝ≥0} (hpq : p.HolderConjugate q) : a * b ≤ a ^ (p : ℝ) / p + b ^ (q : ℝ) / q := Real.young_inequality_of_nonneg a.coe_nonneg b.coe_nonneg hpq.coe
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
young_inequality
**Young's inequality**, `ℝ≥0` version. We use `{p q : ℝ≥0}` in order to avoid constructing witnesses of `0 ≤ p` and `0 ≤ q` for the denominators.
young_inequality_real (a b : ℝ≥0) {p q : ℝ} (hpq : p.HolderConjugate q) : a * b ≤ a ^ p / Real.toNNReal p + b ^ q / Real.toNNReal q := by simpa [Real.coe_toNNReal, hpq.nonneg, hpq.symm.nonneg] using young_inequality a b hpq.toNNReal
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
young_inequality_real
**Young's inequality**, `ℝ≥0` version with real conjugate exponents.
young_inequality (a b : ℝ≥0∞) {p q : ℝ} (hpq : p.HolderConjugate q) : a * b ≤ a ^ p / ENNReal.ofReal p + b ^ q / ENNReal.ofReal q := by by_cases h : a = ⊤ ∨ b = ⊤ · refine le_trans le_top (le_of_eq ?_) repeat rw [div_eq_mul_inv] rcases h with h | h <;> rw [h] <;> simp [hpq.pos, hpq.symm.pos] push_neg at h rw [← coe_toNNReal h.left, ← coe_toNNReal h.right, ← coe_mul, ← coe_rpow_of_nonneg _ hpq.nonneg, ← coe_rpow_of_nonneg _ hpq.symm.nonneg, ENNReal.ofReal, ENNReal.ofReal, ← @coe_div (Real.toNNReal p) _ (by simp [hpq.pos]), ← @coe_div (Real.toNNReal q) _ (by simp [hpq.symm.pos]), ← coe_add, coe_le_coe] exact NNReal.young_inequality_real a.toNNReal b.toNNReal hpq
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
young_inequality
**Young's inequality**, `ℝ≥0∞` version with real conjugate exponents.
private inner_le_Lp_mul_Lp_of_norm_le_one (f g : ι → ℝ≥0) {p q : ℝ} (hpq : p.HolderConjugate q) (hf : ∑ i ∈ s, f i ^ p ≤ 1) (hg : ∑ i ∈ s, g i ^ q ≤ 1) : ∑ i ∈ s, f i * g i ≤ 1 := by have hp : 0 < p.toNNReal := zero_lt_one.trans hpq.toNNReal.lt have hq : 0 < q.toNNReal := zero_lt_one.trans hpq.toNNReal.symm.lt calc ∑ i ∈ s, f i * g i ≤ ∑ i ∈ s, (f i ^ p / Real.toNNReal p + g i ^ q / Real.toNNReal q) := Finset.sum_le_sum fun i _ => young_inequality_real (f i) (g i) hpq _ = (∑ i ∈ s, f i ^ p) / Real.toNNReal p + (∑ i ∈ s, g i ^ q) / Real.toNNReal q := by rw [sum_add_distrib, sum_div, sum_div] _ ≤ 1 / Real.toNNReal p + 1 / Real.toNNReal q := by refine add_le_add ?_ ?_ <;> rwa [div_le_iff₀, div_mul_cancel₀] <;> positivity _ = 1 := by simp_rw [one_div, hpq.toNNReal.inv_add_inv_eq_one]
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
inner_le_Lp_mul_Lp_of_norm_le_one
null
private inner_le_Lp_mul_Lp_of_norm_eq_zero (f g : ι → ℝ≥0) {p q : ℝ} (hpq : p.HolderConjugate q) (hf : ∑ i ∈ s, f i ^ p = 0) : ∑ i ∈ s, f i * g i ≤ (∑ i ∈ s, f i ^ p) ^ (1 / p) * (∑ i ∈ s, g i ^ q) ^ (1 / q) := by simp only [hf, hpq.ne_zero, one_div, sum_eq_zero_iff, zero_rpow, zero_mul, inv_eq_zero, Ne, not_false_iff, le_zero_iff, mul_eq_zero] intro i his left rw [sum_eq_zero_iff] at hf exact (rpow_eq_zero_iff.mp (hf i his)).left
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
inner_le_Lp_mul_Lp_of_norm_eq_zero
null
inner_le_Lp_mul_Lq (f g : ι → ℝ≥0) {p q : ℝ} (hpq : p.HolderConjugate q) : ∑ i ∈ s, f i * g i ≤ (∑ i ∈ s, f i ^ p) ^ (1 / p) * (∑ i ∈ s, g i ^ q) ^ (1 / q) := by obtain hf | hf := eq_zero_or_pos (∑ i ∈ s, f i ^ p) · exact inner_le_Lp_mul_Lp_of_norm_eq_zero s f g hpq hf obtain hg | hg := eq_zero_or_pos (∑ i ∈ s, g i ^ q) · calc ∑ i ∈ s, f i * g i = ∑ i ∈ s, g i * f i := by congr with i rw [mul_comm] _ ≤ (∑ i ∈ s, g i ^ q) ^ (1 / q) * (∑ i ∈ s, f i ^ p) ^ (1 / p) := (inner_le_Lp_mul_Lp_of_norm_eq_zero s g f hpq.symm hg) _ = (∑ i ∈ s, f i ^ p) ^ (1 / p) * (∑ i ∈ s, g i ^ q) ^ (1 / q) := mul_comm _ _ let f' i := f i / (∑ i ∈ s, f i ^ p) ^ (1 / p) let g' i := g i / (∑ i ∈ s, g i ^ q) ^ (1 / q) suffices (∑ i ∈ s, f' i * g' i) ≤ 1 by simp_rw [f', g', div_mul_div_comm, ← sum_div] at this rwa [div_le_iff₀, one_mul] at this exact mul_pos (rpow_pos hf) (rpow_pos hg) refine inner_le_Lp_mul_Lp_of_norm_le_one s f' g' hpq (le_of_eq ?_) (le_of_eq ?_) · simp_rw [f', div_rpow, ← sum_div, ← rpow_mul, one_div, inv_mul_cancel₀ hpq.ne_zero, rpow_one, div_self hf.ne'] · simp_rw [g', div_rpow, ← sum_div, ← rpow_mul, one_div, inv_mul_cancel₀ hpq.symm.ne_zero, rpow_one, div_self hg.ne']
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
inner_le_Lp_mul_Lq
**Hölder inequality**: The scalar product of two functions is bounded by the product of their `L^p` and `L^q` norms when `p` and `q` are conjugate exponents. Version for sums over finite sets, with `ℝ≥0`-valued functions.
inner_le_weight_mul_Lp (s : Finset ι) {p : ℝ} (hp : 1 ≤ p) (w f : ι → ℝ≥0) : ∑ i ∈ s, w i * f i ≤ (∑ i ∈ s, w i) ^ (1 - p⁻¹) * (∑ i ∈ s, w i * f i ^ p) ^ p⁻¹ := by obtain rfl | hp := hp.eq_or_lt · simp calc _ = ∑ i ∈ s, w i ^ (1 - p⁻¹) * (w i ^ p⁻¹ * f i) := ?_ _ ≤ (∑ i ∈ s, (w i ^ (1 - p⁻¹)) ^ (1 - p⁻¹)⁻¹) ^ (1 / (1 - p⁻¹)⁻¹) * (∑ i ∈ s, (w i ^ p⁻¹ * f i) ^ p) ^ (1 / p) := inner_le_Lp_mul_Lq _ _ _ (.symm <| Real.holderConjugate_iff.mpr ⟨hp, by simp⟩) _ = _ := ?_ · congr with i rw [← mul_assoc, ← rpow_of_add_eq _ one_ne_zero, rpow_one] simp · have hp₀ : p ≠ 0 := by positivity have hp₁ : 1 - p⁻¹ ≠ 0 := by simp [sub_eq_zero, hp.ne'] simp [mul_rpow, div_inv_eq_mul, one_mul, one_div, hp₀, hp₁]
lemma
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
inner_le_weight_mul_Lp
**Weighted Hölder inequality**.
inner_le_Lp_mul_Lq_tsum {f g : ι → ℝ≥0} {p q : ℝ} (hpq : p.HolderConjugate q) (hf : Summable fun i => f i ^ p) (hg : Summable fun i => g i ^ q) : (Summable fun i => f i * g i) ∧ ∑' i, f i * g i ≤ (∑' i, f i ^ p) ^ (1 / p) * (∑' i, g i ^ q) ^ (1 / q) := by have H₁ : ∀ s : Finset ι, ∑ i ∈ s, f i * g i ≤ (∑' i, f i ^ p) ^ (1 / p) * (∑' i, g i ^ q) ^ (1 / q) := by intro s refine le_trans (inner_le_Lp_mul_Lq s f g hpq) (mul_le_mul ?_ ?_ bot_le bot_le) · rw [NNReal.rpow_le_rpow_iff (one_div_pos.mpr hpq.pos)] exact hf.sum_le_tsum _ (fun _ _ => zero_le _) · rw [NNReal.rpow_le_rpow_iff (one_div_pos.mpr hpq.symm.pos)] exact hg.sum_le_tsum _ (fun _ _ => zero_le _) have bdd : BddAbove (Set.range fun s => ∑ i ∈ s, f i * g i) := by refine ⟨(∑' i, f i ^ p) ^ (1 / p) * (∑' i, g i ^ q) ^ (1 / q), ?_⟩ rintro a ⟨s, rfl⟩ exact H₁ s have H₂ : Summable _ := (hasSum_of_isLUB _ (isLUB_ciSup bdd)).summable exact ⟨H₂, H₂.tsum_le_of_sum_le H₁⟩
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
inner_le_Lp_mul_Lq_tsum
**Hölder inequality**: the scalar product of two functions is bounded by the product of their `L^p` and `L^q` norms when `p` and `q` are conjugate exponents. A version for `NNReal`-valued functions. For an alternative version, convenient if the infinite sums are already expressed as `p`-th powers, see `inner_le_Lp_mul_Lq_hasSum`.
summable_mul_of_Lp_Lq {f g : ι → ℝ≥0} {p q : ℝ} (hpq : p.HolderConjugate q) (hf : Summable fun i => f i ^ p) (hg : Summable fun i => g i ^ q) : Summable fun i => f i * g i := (inner_le_Lp_mul_Lq_tsum hpq hf hg).1
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
summable_mul_of_Lp_Lq
null
inner_le_Lp_mul_Lq_tsum' {f g : ι → ℝ≥0} {p q : ℝ} (hpq : p.HolderConjugate q) (hf : Summable fun i => f i ^ p) (hg : Summable fun i => g i ^ q) : ∑' i, f i * g i ≤ (∑' i, f i ^ p) ^ (1 / p) * (∑' i, g i ^ q) ^ (1 / q) := (inner_le_Lp_mul_Lq_tsum hpq hf hg).2
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
inner_le_Lp_mul_Lq_tsum'
null
inner_le_Lp_mul_Lq_hasSum {f g : ι → ℝ≥0} {A B : ℝ≥0} {p q : ℝ} (hpq : p.HolderConjugate q) (hf : HasSum (fun i => f i ^ p) (A ^ p)) (hg : HasSum (fun i => g i ^ q) (B ^ q)) : ∃ C, C ≤ A * B ∧ HasSum (fun i => f i * g i) C := by obtain ⟨H₁, H₂⟩ := inner_le_Lp_mul_Lq_tsum hpq hf.summable hg.summable have hA : A = (∑' i : ι, f i ^ p) ^ (1 / p) := by rw [hf.tsum_eq, rpow_inv_rpow_self hpq.ne_zero] have hB : B = (∑' i : ι, g i ^ q) ^ (1 / q) := by rw [hg.tsum_eq, rpow_inv_rpow_self hpq.symm.ne_zero] refine ⟨∑' i, f i * g i, ?_, ?_⟩ · simpa [hA, hB] using H₂ · simpa only [rpow_self_rpow_inv hpq.ne_zero] using H₁.hasSum
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
inner_le_Lp_mul_Lq_hasSum
**Hölder inequality**: the scalar product of two functions is bounded by the product of their `L^p` and `L^q` norms when `p` and `q` are conjugate exponents. A version for `NNReal`-valued functions. For an alternative version, convenient if the infinite sums are not already expressed as `p`-th powers, see `inner_le_Lp_mul_Lq_tsum`.
rpow_sum_le_const_mul_sum_rpow (f : ι → ℝ≥0) {p : ℝ} (hp : 1 ≤ p) : (∑ i ∈ s, f i) ^ p ≤ (#s : ℝ≥0) ^ (p - 1) * ∑ i ∈ s, f i ^ p := by rcases eq_or_lt_of_le hp with hp | hp · simp [← hp] let q : ℝ := p / (p - 1) have hpq : p.HolderConjugate q := .conjExponent hp have hp₁ : 1 / p * p = 1 := one_div_mul_cancel hpq.ne_zero have hq : 1 / q * p = p - 1 := by rw [← hpq.div_conj_eq_sub_one] ring simpa only [NNReal.mul_rpow, ← NNReal.rpow_mul, hp₁, hq, one_mul, one_rpow, rpow_one, Pi.one_apply, sum_const, Nat.smul_one_eq_cast] using NNReal.rpow_le_rpow (inner_le_Lp_mul_Lq s 1 f hpq.symm) hpq.nonneg
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
rpow_sum_le_const_mul_sum_rpow
For `1 ≤ p`, the `p`-th power of the sum of `f i` is bounded above by a constant times the sum of the `p`-th powers of `f i`. Version for sums over finite sets, with `ℝ≥0`-valued functions.
isGreatest_Lp (f : ι → ℝ≥0) {p q : ℝ} (hpq : p.HolderConjugate q) : IsGreatest ((fun g : ι → ℝ≥0 => ∑ i ∈ s, f i * g i) '' { g | ∑ i ∈ s, g i ^ q ≤ 1 }) ((∑ i ∈ s, f i ^ p) ^ (1 / p)) := by constructor · use fun i => f i ^ p / f i / (∑ i ∈ s, f i ^ p) ^ (1 / q) obtain hf | hf := eq_zero_or_pos (∑ i ∈ s, f i ^ p) · simp [hf, hpq.ne_zero, hpq.symm.ne_zero] · have A : p + q - q ≠ 0 := by simp [hpq.ne_zero] have B : ∀ y : ℝ≥0, y * y ^ p / y = y ^ p := by refine fun y => mul_div_cancel_left_of_imp fun h => ?_ simp [h, hpq.ne_zero] simp only [Set.mem_setOf_eq, div_rpow, ← sum_div, ← rpow_mul, div_mul_cancel₀ _ hpq.symm.ne_zero, rpow_one, div_le_iff₀ hf, one_mul, hpq.mul_eq_add, ← rpow_sub' A, add_sub_cancel_right, le_refl, true_and, ← mul_div_assoc, B] rw [div_eq_iff, ← rpow_add hf.ne', one_div, one_div, hpq.inv_add_inv_eq_one, rpow_one] simpa [hpq.symm.ne_zero] using hf.ne' · rintro _ ⟨g, hg, rfl⟩ apply le_trans (inner_le_Lp_mul_Lq s f g hpq) simpa only [mul_one] using mul_le_mul_left' (NNReal.rpow_le_one hg (le_of_lt hpq.symm.one_div_pos)) _
theorem
Analysis
[ "Mathlib.Algebra.BigOperators.Expect", "Mathlib.Algebra.BigOperators.Field", "Mathlib.Analysis.Convex.Jensen", "Mathlib.Analysis.Convex.SpecificFunctions.Basic", "Mathlib.Analysis.SpecialFunctions.Pow.NNReal", "Mathlib.Data.Real.ConjExponents" ]
Mathlib/Analysis/MeanInequalities.lean
isGreatest_Lp
The `L_p` seminorm of a vector `f` is the greatest value of the inner product `∑ i ∈ s, f i * g i` over functions `g` of `L_q` seminorm less than or equal to one.