openAI-math-dataset / lean /OAI /Analysis /FactorGeneration /HilbertProjections.lean
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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