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Add lean source and binary files (part 17)
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import Mathlib
namespace OAI
universe u v
noncomputable section
open scoped BigOperators Classical Topology
open Set
namespace DiamondDistortion
namespace FiniteAverage
variable {Ω : Type*} [Fintype Ω]
lemma jensen_sq (w f : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω) (hs : ∑ ω, w ω = 1) :
(∑ ω, w ω * f ω) ^ 2 ≤ ∑ ω, w ω * f ω ^ 2 := by
let m := ∑ ω, w ω * f ω
have hpos : 0 ≤ ∑ ω, w ω * (f ω - m) ^ 2 := by
exact Finset.sum_nonneg (fun ω _ => mul_nonneg (hw ω) (sq_nonneg _))
have he : (∑ ω, w ω * (f ω - m) ^ 2) =
(∑ ω, w ω * f ω ^ 2) - 2*m*(∑ ω, w ω*f ω) + m^2*(∑ ω,w ω) := by
calc
_ = ∑ ω, (w ω * f ω ^ 2 - (2*m)*(w ω*f ω) + m^2*w ω) := by
apply Finset.sum_congr rfl
intro ω _
ring
_ = _ := by
rw [Finset.sum_add_distrib, Finset.sum_sub_distrib,
← Finset.mul_sum, ← Finset.mul_sum]
rw [he, hs] at hpos
dsimp [m] at hpos
nlinarith
lemma sum_mul_sq_le (w : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω)
(hs : ∑ ω,w ω = 1) (f : Ω → ℝ) {V : ℝ} (hV : 0 ≤ V)
(hf : (∑ ω, w ω * f ω ^ 2) ≤ V) :
|∑ ω, w ω * f ω| ≤ Real.sqrt V := by
have h := (jensen_sq w f hw hs).trans hf
exact (sq_le_sq₀ (abs_nonneg _) (Real.sqrt_nonneg _)).mp (by
rw [sq_abs, Real.sq_sqrt hV]
exact h)
lemma double_product (w f g : Ω → ℝ) :
(∑ ω, w ω * f ω) * (∑ ω, w ω * g ω) =
∑ ω, ∑ ν, w ω * w ν * (f ω * g ν) := by
rw [Finset.sum_mul]
apply Finset.sum_congr rfl
intro ω _
rw [Finset.mul_sum]
apply Finset.sum_congr rfl
intro ν _
ring
lemma norm_mean_le_sqrt {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
(w : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω) (hs : ∑ ω,w ω = 1)
(z : Ω → E) {V : ℝ} (hV : 0 ≤ V)
(hz : (∑ ω, w ω * ‖z ω‖ ^ 2) ≤ V) :
‖∑ ω, w ω • z ω‖ ≤ Real.sqrt V := by
calc
_ ≤ ∑ ω, ‖w ω • z ω‖ := norm_sum_le _ _
_ = ∑ ω, w ω * ‖z ω‖ := by
apply Finset.sum_congr rfl
intro ω _
rw [norm_smul, Real.norm_eq_abs, abs_of_nonneg (hw ω)]
_ ≤ |∑ ω, w ω * ‖z ω‖| := le_abs_self _
_ ≤ _ := sum_mul_sq_le w hw hs (fun ω => ‖z ω‖) hV hz
/-- Averaged opposite-sign cancellation, including the error's gate energy. -/
lemma pooled_mass {κ : Type*} [Fintype κ]
(w : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω) (hs : ∑ ω,w ω = 1)
(b W : Ω → κ → ℝ) (V L : Ω → ℝ)
(hmean : ∀ g, (∑ ω,w ω*b ω g) = -(∑ ω,w ω*W ω g))
(hW : ∀ ω, (∑ g,W ω g ^ 2) ≤ V ω)
(hopp : ∀ ω ν, (∑ g, (|b ω g| * |b ν g| - b ω g*b ν g)) ≤ L ω + L ν) :
(∑ g, (∑ ω,w ω* |b ω g|)^2) ≤ (∑ ω,w ω*V ω) + 2*(∑ ω,w ω*L ω) := by
have hsign : (∑ g, (∑ ω,w ω*b ω g)^2) ≤ ∑ ω,w ω*V ω := by
calc
_ ≤ ∑ g, ∑ ω,w ω*(W ω g)^2 := by
apply Finset.sum_le_sum
intro g _
rw [hmean g, neg_sq]
exact jensen_sq w (fun ω => W ω g) hw hs
_ = ∑ ω,w ω*(∑ g,W ω g^2) := by
rw [Finset.sum_comm]
simp only [Finset.mul_sum]
_ ≤ _ := Finset.sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left (hW ω) (hw ω)
have hleft : (∑ g, ((∑ ω,w ω* |b ω g|)^2 - (∑ ω,w ω*b ω g)^2)) =
∑ ω,∑ ν,w ω*w ν*(∑ g,(|b ω g| * |b ν g| - b ω g*b ν g)) := by
calc
_ = ∑ g, ∑ ω,∑ ν,w ω*w ν*(|b ω g| * |b ν g| - b ω g*b ν g) := by
apply Finset.sum_congr rfl
intro g _
rw [sq, sq, double_product, double_product, ← Finset.sum_sub_distrib]
apply Finset.sum_congr rfl
intro ω _
rw [← Finset.sum_sub_distrib]
apply Finset.sum_congr rfl
intro ν _
ring
_ = _ := by
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro ω _
rw [Finset.sum_comm]
simp only [Finset.mul_sum]
have hright : (∑ ω,∑ ν,w ω*w ν*(L ω+L ν)) = 2*(∑ ω,w ω*L ω) := by
calc
_ = (∑ ω,w ω*L ω)*(∑ ν,w ν) + (∑ ω,w ω)*(∑ ν,w ν*L ν) := by
simp only [Finset.sum_mul, Finset.mul_sum, ← Finset.sum_add_distrib]
apply Finset.sum_congr rfl
intro ω _
apply Finset.sum_congr rfl
intro ν _
ring
_ = _ := by rw [hs]; ring
have hcross : (∑ ω,∑ ν,w ω*w ν*(∑ g,(|b ω g| * |b ν g| - b ω g*b ν g))) ≤
∑ ω,∑ ν,w ω*w ν*(L ω+L ν) := by
apply Finset.sum_le_sum
intro ω _
apply Finset.sum_le_sum
intro ν _
exact mul_le_mul_of_nonneg_left (hopp ω ν) (mul_nonneg (hw ω) (hw ν))
rw [← hleft, hright, Finset.sum_sub_distrib] at hcross
linarith
lemma joint_budget (w : Ω → ℝ) (hw : ∀ ω,0 ≤ w ω) (hs : ∑ ω,w ω=1)
(I : Ω → Type*) [∀ ω,Fintype (I ω)] (a b : ∀ ω,I ω→ℝ) {r R : ℝ}
(he : ∀ ω,(∑ i,a ω i^2) ≤ R^2)
(hc : (∑ ω,w ω*(∑ i,a ω i*b ω i)) = r^2) :
(∑ ω,w ω*(∑ i,(a ω i-b ω i)^2)) +
(∑ ω,w ω*(r^2-∑ i,b ω i^2)) ≤ R^2-r^2 := by
have hrow (ω : Ω) : (∑ i,(a ω i-b ω i)^2) + (r^2-∑ i,b ω i^2) =
(∑ i,a ω i^2) - 2*(∑ i,a ω i*b ω i) + r^2 := by
have hex : (∑ i,(a ω i-b ω i)^2) =
(∑ i,a ω i^2) - 2*(∑ i,a ω i*b ω i) + (∑ i,b ω i^2) := by
calc
_ = ∑ i,(a ω i^2 - 2*(a ω i*b ω i) + b ω i^2) := by
apply Finset.sum_congr rfl
intro i _
ring
_ = _ := by rw [Finset.sum_add_distrib, Finset.sum_sub_distrib, ← Finset.mul_sum]
rw [hex]
ring
have hid : (∑ ω,w ω*(∑ i,(a ω i-b ω i)^2)) +
(∑ ω,w ω*(r^2-∑ i,b ω i^2)) = (∑ ω,w ω*(∑ i,a ω i^2)) - r^2 := by
rw [← Finset.sum_add_distrib]
simp_rw [← mul_add, hrow]
calc
_ = (∑ ω,w ω*(∑ i,a ω i^2)) - 2*(∑ ω,w ω*(∑ i,a ω i*b ω i)) +
r^2*(∑ ω,w ω) := by
rw [Finset.mul_sum, Finset.mul_sum, ← Finset.sum_sub_distrib, ← Finset.sum_add_distrib]
apply Finset.sum_congr rfl
intro ω _
ring
_ = _ := by rw [hc,hs]; ring
rw [hid]
apply sub_le_sub_right
calc
_ ≤ ∑ ω,w ω*R^2 := Finset.sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left (he ω) (hw ω)
_ = R^2 := by rw [← Finset.sum_mul,hs,one_mul]
lemma sqrt_pooled {η θ : ℝ} (hη : 0 ≤ η) (hθ : 0 ≤ θ) :
Real.sqrt η + Real.sqrt (η+2*θ) ≤ 2*Real.sqrt (η+θ) := by
have h2 : 0 ≤ η+2*θ := by positivity
have h1 : 0 ≤ η+θ := add_nonneg hη hθ
have he0 := Real.sq_sqrt hη
have he1 := Real.sq_sqrt h1
have he2 := Real.sq_sqrt h2
have hp : Real.sqrt η * Real.sqrt (η+2*θ) ≤ η+θ := by
have he : (Real.sqrt η * Real.sqrt (η+2*θ))^2 = η*(η+2*θ) := by
rw [mul_pow, he0, he2]
have hn := mul_nonneg (Real.sqrt_nonneg η) (Real.sqrt_nonneg (η+2*θ))
nlinarith [sq_nonneg θ]
apply (sq_le_sq₀ (add_nonneg (Real.sqrt_nonneg _) (Real.sqrt_nonneg _))
(mul_nonneg (by norm_num) (Real.sqrt_nonneg _))).mp
nlinarith
end FiniteAverage
end DiamondDistortion
end
end OAI