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| import Mathlib.Algebra.Order.Archimedean.Real.Basic | |
| import Mathlib.Analysis.InnerProductSpace.Projection.Basic | |
| import Mathlib.Tactic.Linarith | |
| import Mathlib.Topology.Baire.Lemmas | |
| import Mathlib.Topology.MetricSpace.Pseudo.Defs | |
| import Mathlib.Topology.Semicontinuity.Basic | |
| namespace OAI | |
| noncomputable section | |
| namespace Generator | |
| /-! Baire continuity points from rational sublevel boundaries, without a global boundedness assumption. -/ | |
| section | |
| open Set Filter Topology | |
| variable {X : Type*} [TopologicalSpace X] | |
| /-- An explicit countable intersection of open sets of continuity points. -/ | |
| def continuityCore (f : X → ℝ) : Set X := | |
| ⋂ q : ℚ, (frontier {x | f x ≤ (q : ℝ)})ᶜ | |
| theorem continuityCore_isGδ (f : X → ℝ) : IsGδ (continuityCore f) := | |
| IsGδ.iInter_of_isOpen fun _ => isClosed_frontier.isOpen_compl | |
| theorem continuityCore_dense [BaireSpace X] {f : X → ℝ} | |
| (hf : LowerSemicontinuous f) : Dense (continuityCore f) := by | |
| apply dense_iInter_of_isOpen (fun _ => isClosed_frontier.isOpen_compl) | |
| intro q | |
| exact interior_eq_empty_iff_dense_compl.mp (interior_frontier (hf.isClosed_preimage q)) | |
| theorem continuousAt_of_mem_continuityCore {f : X → ℝ} | |
| (hf : LowerSemicontinuous f) {x : X} (hx : x ∈ continuityCore f) : | |
| ContinuousAt f x := by | |
| apply continuousAt_iff_lower_upperSemicontinuousAt.mpr | |
| refine ⟨hf x, ?_⟩ | |
| intro b hb | |
| obtain ⟨q, hxq, hqb⟩ := exists_rat_btwn hb | |
| have hnot : x ∉ frontier {y | f y ≤ (q : ℝ)} := Set.mem_iInter.mp hx q | |
| have hint : x ∈ interior {y | f y ≤ (q : ℝ)} := | |
| (mem_interior_iff_notMem_frontier (show x ∈ {y | f y ≤ (q : ℝ)} from hxq.le)).mpr hnot | |
| have hnhds : {y | f y ≤ (q : ℝ)} ∈ 𝓝 x := mem_interior_iff_mem_nhds.mp hint | |
| exact Filter.mem_of_superset hnhds fun y hy => lt_of_le_of_lt hy hqb | |
| /-- The common continuity set for a countable family, as used before | |
| extending the projection-norm conclusion to all L2 vectors. -/ | |
| theorem common_continuity_core [BaireSpace X] (f : ℕ → X → ℝ) | |
| (hf : ∀ n, LowerSemicontinuous (f n)) : | |
| ∃ C : Set X, IsGδ C ∧ Dense C ∧ ∀ x ∈ C, ∀ n, ContinuousAt (f n) x := by | |
| refine ⟨⋂ n, continuityCore (f n), IsGδ.iInter (fun n => continuityCore_isGδ (f n)), | |
| dense_iInter_of_Gδ (fun n => continuityCore_isGδ (f n)) | |
| (fun n => continuityCore_dense (hf n)), ?_⟩ | |
| intro x hx n | |
| exact continuousAt_of_mem_continuityCore (hf n) (Set.mem_iInter.mp hx n) | |
| /-- The uniform Lipschitz estimate in the vector variable extends continuity | |
| from a dense sequence to every vector (eq:projection-vector-lipschitz). -/ | |
| theorem continuousAt_of_dense_lipschitz {E : Type*} [PseudoMetricSpace E] | |
| (F : E → X → ℝ) (e : ℕ → E) (he : DenseRange e) | |
| (hLip : ∀ x a b, dist (F a x) (F b x) ≤ dist a b) | |
| {x : X} (hcont : ∀ n, ContinuousAt (F (e n)) x) (a : E) : | |
| ContinuousAt (F a) x := by | |
| rw [Metric.continuousAt_iff'] | |
| intro ε hε | |
| obtain ⟨n, hn⟩ := he.exists_dist_lt a (show 0 < ε / 3 by linarith) | |
| have hncont := Metric.continuousAt_iff'.mp (hcont n) (ε / 3) (by linarith) | |
| filter_upwards [hncont] with y hy | |
| have hleft := hLip y a (e n) | |
| have hright := hLip x (e n) a | |
| rw [dist_comm (e n) a] at hright | |
| calc | |
| dist (F a y) (F a x) ≤ dist (F a y) (F (e n) y) + | |
| dist (F (e n) y) (F a x) := dist_triangle _ _ _ | |
| _ ≤ dist (F a y) (F (e n) y) + | |
| (dist (F (e n) y) (F (e n) x) + dist (F (e n) x) (F a x)) := | |
| by linarith [dist_triangle (F (e n) y) (F (e n) x) (F a x)] | |
| _ < ε := by linarith | |
| /-- Baire continuity of a family of Hilbert-space projections. -/ | |
| theorem common_continuity_of_lipschitz [BaireSpace X] | |
| {E : Type*} [PseudoMetricSpace E] [TopologicalSpace.SeparableSpace E] [Nonempty E] | |
| (F : E → X → ℝ) (hf : ∀ a, LowerSemicontinuous (F a)) | |
| (hLip : ∀ x a b, dist (F a x) (F b x) ≤ dist a b) : | |
| ∃ C : Set X, IsGδ C ∧ Dense C ∧ ∀ x ∈ C, ∀ a, ContinuousAt (F a) x := by | |
| obtain ⟨e, he⟩ := TopologicalSpace.exists_dense_seq (α := E) | |
| obtain ⟨C, hG, hd, hC⟩ := common_continuity_core (fun n => F (e n)) (fun n => hf (e n)) | |
| exact ⟨C, hG, hd, fun x hx a => continuousAt_of_dense_lipschitz F e he hLip (hC x hx) a⟩ | |
| end | |
| /-! Hilbert-space projection and correlation identities. The inner product is conjugate-linear in its first argument, so `inner ℂ ξ W` represents τ(ξ* W). -/ | |
| section | |
| open scoped InnerProductSpace | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℂ E] | |
| variable (K : Submodule ℂ E) [K.HasOrthogonalProjection] | |
| def projectionNorm (ξ : E) : ℝ := ‖K.starProjection ξ‖ | |
| theorem projectionNorm_bounds (ξ : E) : | |
| 0 ≤ projectionNorm K ξ ∧ projectionNorm K ξ ≤ ‖ξ‖ := | |
| ⟨norm_nonneg _, K.norm_starProjection_apply_le ξ⟩ | |
| theorem projectionNorm_lipschitz (ξ η : E) : | |
| dist (projectionNorm K ξ) (projectionNorm K η) ≤ dist ξ η := by | |
| calc | |
| dist (projectionNorm K ξ) (projectionNorm K η) ≤ | |
| dist (K.starProjection ξ) (K.starProjection η) := by | |
| simpa only [projectionNorm, dist_eq_norm] using | |
| dist_norm_norm_le (K.starProjection ξ) (K.starProjection η) | |
| _ ≤ dist ξ η := by | |
| simp only [dist_eq_norm, ← map_sub] | |
| exact K.norm_starProjection_apply_le (ξ - η) | |
| theorem correlation_le_projectionNorm (ξ W : E) (hW : W ∈ K) (hunit : ‖W‖ = 1) : | |
| ‖inner ℂ ξ W‖ ≤ projectionNorm K ξ := by | |
| have hfix : K.starProjection W = W := K.starProjection_eq_self_iff.mpr hW | |
| have hi : inner ℂ (K.starProjection ξ) W = inner ℂ ξ W := by | |
| rw [K.inner_starProjection_left_eq_right, hfix] | |
| rw [← hi] | |
| simpa [projectionNorm, hunit] using norm_inner_le_norm (K.starProjection ξ) W | |
| def residual (z : E) : E := z - K.starProjection z | |
| theorem residual_projection_zero (z : E) : K.starProjection (residual K z) = 0 := by | |
| apply K.starProjection_apply_eq_zero_iff.mpr | |
| exact K.sub_starProjection_mem_orthogonal z | |
| theorem residual_norm_pos {z : E} (hz : z ∉ K) : 0 < ‖residual K z‖ := by | |
| apply norm_pos_iff.mpr | |
| intro hzero | |
| have heq : z = K.starProjection z := sub_eq_zero.mp hzero | |
| exact hz (heq.symm ▸ K.starProjection_apply_mem z) | |
| theorem residual_correlation (z : E) : | |
| inner ℂ (residual K z) z = (‖residual K z‖ : ℂ) ^ 2 := by | |
| have horth : inner ℂ (residual K z) (K.starProjection z) = 0 := | |
| K.starProjection_inner_eq_zero z _ (K.starProjection_apply_mem z) | |
| have hself := inner_self_eq_norm_sq_to_K (𝕜 := ℂ) (residual K z) | |
| calc | |
| inner ℂ (residual K z) z = | |
| inner ℂ (residual K z) (residual K z + K.starProjection z) := by | |
| simp only [residual, sub_add_cancel] | |
| _ = inner ℂ (residual K z) (residual K z) := by rw [inner_add_right, horth, add_zero] | |
| _ = _ := hself | |
| /-- Instantiation of the topological theorem with actual orthogonal projections. | |
| Lower semicontinuity remains an explicit prerequisite to prove for W*(P,u). -/ | |
| theorem common_projectionNorm_continuity {X : Type*} [TopologicalSpace X] [BaireSpace X] | |
| [TopologicalSpace.SeparableSpace E] (L : X → Submodule ℂ E) | |
| [∀ x, (L x).HasOrthogonalProjection] | |
| (hsemi : ∀ ξ, LowerSemicontinuous (fun x => projectionNorm (L x) ξ)) : | |
| ∃ C : Set X, IsGδ C ∧ Dense C ∧ | |
| ∀ x ∈ C, ∀ ξ, ContinuousAt (fun y => projectionNorm (L y) ξ) x := | |
| common_continuity_of_lipschitz (fun ξ x => projectionNorm (L x) ξ) hsemi | |
| (fun x ξ η => projectionNorm_lipschitz (L x) ξ η) | |
| end | |
| /-! Lower semicontinuity from a continuous family dense in each projected subspace. -/ | |
| open Set Filter Topology | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℂ E] | |
| def normalizedCorrelation (ξ w : E) : ℝ := ‖inner ℂ ξ w‖ / ‖w‖ | |
| theorem normalizedCorrelation_continuousAt (ξ : E) {w : E} (hw : w ≠ 0) : | |
| ContinuousAt (normalizedCorrelation ξ) w := by | |
| exact (continuous_const.inner continuous_id).norm.continuousAt.div | |
| continuous_norm.continuousAt (norm_ne_zero_iff.mpr hw) | |
| theorem normalizedCorrelation_le_projectionNorm (K : Submodule ℂ E) | |
| [K.HasOrthogonalProjection] (ξ w : E) (hw : w ∈ K) : | |
| normalizedCorrelation ξ w ≤ projectionNorm K ξ := by | |
| by_cases hzero : w = 0 | |
| · simpa [normalizedCorrelation, hzero] using (projectionNorm_bounds K ξ).1 | |
| have hnorm : 0 < ‖w‖ := norm_pos_iff.mpr hzero | |
| apply (div_le_iff₀ hnorm).mpr | |
| have hfix : K.starProjection w = w := K.starProjection_eq_self_iff.mpr hw | |
| have hi : inner ℂ (K.starProjection ξ) w = inner ℂ ξ w := by | |
| rw [K.inner_starProjection_left_eq_right, hfix] | |
| rw [← hi] | |
| exact norm_inner_le_norm _ _ | |
| theorem normalizedCorrelation_starProjection (K : Submodule ℂ E) | |
| [K.HasOrthogonalProjection] (ξ : E) : | |
| normalizedCorrelation ξ (K.starProjection ξ) = projectionNorm K ξ := by | |
| by_cases hz : K.starProjection ξ = 0 | |
| · simp [normalizedCorrelation, projectionNorm, hz] | |
| have hfix : K.starProjection (K.starProjection ξ) = K.starProjection ξ := | |
| K.starProjection_eq_self_iff.mpr (K.starProjection_apply_mem ξ) | |
| have hi : inner ℂ (K.starProjection ξ) (K.starProjection ξ) = | |
| inner ℂ ξ (K.starProjection ξ) := by | |
| rw [K.inner_starProjection_left_eq_right, hfix] | |
| rw [normalizedCorrelation, ← hi, inner_self_eq_norm_sq_to_K] | |
| simp [projectionNorm, Complex.norm_real, pow_two, norm_ne_zero_iff.mpr hz] | |
| /-- Dense continuous sections imply lower semicontinuity of every projection norm. | |
| The index type need not be countable, matching the P-coefficient polynomials. -/ | |
| theorem projectionNorm_lowerSemicontinuous {X I : Type*} [TopologicalSpace X] | |
| (L : X → Submodule ℂ E) [∀ x, (L x).HasOrthogonalProjection] | |
| (b : I → X → E) (hb : ∀ i x, b i x ∈ L x) (hc : ∀ i, Continuous (b i)) | |
| (hd : ∀ x, DenseRange (fun i => (⟨b i x, hb i x⟩ : L x))) (ξ : E) : | |
| LowerSemicontinuous (fun x => projectionNorm (L x) ξ) := by | |
| intro x r hr | |
| by_cases hneg : r < 0 | |
| · exact Filter.Eventually.of_forall fun y => hneg.trans_le (projectionNorm_bounds (L y) ξ).1 | |
| have hr0 : 0 ≤ r := le_of_not_gt hneg | |
| have hp : 0 < projectionNorm (L x) ξ := lt_of_le_of_lt hr0 hr | |
| have hv : (L x).starProjection ξ ≠ 0 := norm_pos_iff.mp hp | |
| have hqcont := normalizedCorrelation_continuousAt ξ hv | |
| have hqvalue := normalizedCorrelation_starProjection (L x) ξ | |
| obtain ⟨δ, hδ, hδprop⟩ := Metric.continuousAt_iff.mp hqcont | |
| ((projectionNorm (L x) ξ - r) / 2) (by linarith) | |
| obtain ⟨i, hi⟩ := (hd x).exists_dist_lt ((L x).orthogonalProjectionOnto ξ) hδ | |
| have hidist : dist (b i x) ((L x).starProjection ξ) < δ := by | |
| simpa only [Submodule.starProjection_apply, Subtype.dist_eq, dist_comm] using hi | |
| have hiq : r < normalizedCorrelation ξ (b i x) := by | |
| have ht := hδprop hidist | |
| rw [hqvalue, Real.dist_eq] at ht | |
| have hl := (abs_lt.mp ht).1 | |
| linarith | |
| have hbinz : b i x ≠ 0 := by | |
| intro hz | |
| simp [normalizedCorrelation, hz] at hiq | |
| linarith | |
| have hbq : ContinuousAt (fun y => normalizedCorrelation ξ (b i y)) x := | |
| (normalizedCorrelation_continuousAt ξ hbinz).comp (hc i).continuousAt | |
| have hevent : ∀ᶠ y in 𝓝 x, r < normalizedCorrelation ξ (b i y) := | |
| hbq (Ioi_mem_nhds hiq) | |
| exact hevent.mono fun y hy => | |
| hy.trans_le (normalizedCorrelation_le_projectionNorm (L y) ξ (b i y) (hb i y)) | |
| /-- The generic Hilbert-space content of lem:projection-continuity, with | |
| semicontinuity proved from dense continuous sections rather than assumed. -/ | |
| theorem common_projectionNorm_continuity_of_denseSections | |
| {X I : Type*} [TopologicalSpace X] [BaireSpace X] | |
| [TopologicalSpace.SeparableSpace E] | |
| (L : X → Submodule ℂ E) [∀ x, (L x).HasOrthogonalProjection] | |
| (b : I → X → E) (hb : ∀ i x, b i x ∈ L x) (hc : ∀ i, Continuous (b i)) | |
| (hd : ∀ x, DenseRange (fun i => (⟨b i x, hb i x⟩ : L x))) : | |
| ∃ C : Set X, IsGδ C ∧ Dense C ∧ | |
| ∀ x ∈ C, ∀ ξ, ContinuousAt (fun y => projectionNorm (L y) ξ) x := | |
| common_projectionNorm_continuity L (projectionNorm_lowerSemicontinuous L b hb hc hd) | |
| end Generator | |
| end | |
| end OAI | |