openAI-math-dataset / lean /OAI /Analysis /IrrationalRotation /Rotation /CircleKernelConvolution.lean
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| import OAI.Analysis.IrrationalRotation.Sampling.FourierSampling | |
| namespace OAI | |
| noncomputable section | |
| open MeasureTheory | |
| open scoped BigOperators | |
| namespace Invariant233.CircleKernelConvolution | |
| local instance : IsProbabilityMeasure (volume : Measure UnitAddCircle) := by | |
| rw [AddCircle.volume_eq_smul_haarAddCircle] | |
| norm_num | |
| infer_instance | |
| def convolution (k : C(UnitAddCircle, ℝ)) (f : UnitAddCircle → ℝ) | |
| (x : UnitAddCircle) : ℝ := ∫ y, k (x - y) * f y | |
| theorem integrable_unit_bounded {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) : Integrable f volume := by | |
| apply Integrable.of_bound hf.aestronglyMeasurable 1 | |
| exact Filter.Eventually.of_forall fun x => by simpa [Real.norm_eq_abs, abs_of_nonneg (hf0 x)] using hf1 x | |
| theorem integrable_kernel (k : C(UnitAddCircle, ℝ)) : Integrable k volume := by | |
| apply Integrable.of_bound k.measurable.aestronglyMeasurable ‖k‖ | |
| exact Filter.Eventually.of_forall k.norm_coe_le_norm | |
| theorem integrable_convolution_integrand (k : C(UnitAddCircle, ℝ)) | |
| {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) (x : UnitAddCircle) : | |
| Integrable (fun y => k (x - y) * f y) volume := by | |
| apply Integrable.of_bound | |
| ((k.measurable.comp (measurable_const.sub measurable_id)).mul hf).aestronglyMeasurable ‖k‖ | |
| filter_upwards with y | |
| change ‖k (x - y) * f y‖ ≤ ‖k‖ | |
| rw [norm_mul, Real.norm_eq_abs (f y), abs_of_nonneg (hf0 y)] | |
| calc | |
| ‖k (x - y)‖ * f y ≤ ‖k (x - y)‖ * 1 := | |
| mul_le_mul_of_nonneg_left (hf1 y) (norm_nonneg _) | |
| _ ≤ ‖k‖ := by simpa using k.norm_coe_le_norm (x - y) | |
| theorem convolution_bounds (k : C(UnitAddCircle, ℝ)) | |
| (hk0 : ∀ x, 0 ≤ k x) (hkmass : ∫ x, k x = 1) | |
| {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) (x : UnitAddCircle) : | |
| 0 ≤ convolution k f x ∧ convolution k f x ≤ 1 := by | |
| constructor | |
| · exact integral_nonneg fun y => mul_nonneg (hk0 _) (hf0 _) | |
| · have hki : Integrable (fun y => k (x - y)) volume := by | |
| apply Integrable.of_bound | |
| (k.measurable.comp (measurable_const.sub measurable_id)).aestronglyMeasurable ‖k‖ | |
| exact Filter.Eventually.of_forall fun y => k.norm_coe_le_norm _ | |
| calc | |
| convolution k f x ≤ ∫ y, k (x - y) := by | |
| apply integral_mono (integrable_convolution_integrand k hf hf0 hf1 x) hki | |
| intro y | |
| exact mul_le_of_le_one_right (hk0 _) (hf1 _) | |
| _ = ∫ y, k y := integral_sub_left_eq_self k volume x | |
| _ = 1 := hkmass | |
| theorem integrable_joint (k : C(UnitAddCircle, ℝ)) | |
| {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) : | |
| Integrable (fun p : UnitAddCircle × UnitAddCircle => k (p.1 - p.2) * f p.2) | |
| (volume.prod volume) := by | |
| apply Integrable.of_bound | |
| ((k.measurable.comp (measurable_fst.sub measurable_snd)).mul | |
| (hf.comp measurable_snd)).aestronglyMeasurable ‖k‖ | |
| filter_upwards with p | |
| change ‖k (p.1 - p.2) * f p.2‖ ≤ ‖k‖ | |
| rw [norm_mul, Real.norm_eq_abs (f p.2), abs_of_nonneg (hf0 p.2)] | |
| calc | |
| ‖k (p.1 - p.2)‖ * f p.2 ≤ ‖k (p.1 - p.2)‖ * 1 := | |
| mul_le_mul_of_nonneg_left (hf1 _) (norm_nonneg _) | |
| _ ≤ ‖k‖ := by simpa using k.norm_coe_le_norm _ | |
| theorem integral_convolution (k : C(UnitAddCircle, ℝ)) | |
| (hkmass : ∫ x, k x = 1) {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) : | |
| (∫ x, convolution k f x) = ∫ x, f x := by | |
| unfold convolution | |
| rw [integral_integral_swap (integrable_joint k hf hf0 hf1)] | |
| simp_rw [integral_mul_const] | |
| simp_rw [integral_sub_right_eq_self k, hkmass, one_mul] | |
| theorem fourier_sub_argument (v : ℤ) (x y : UnitAddCircle) : | |
| fourier v (x - y) = fourier v x * fourier (-v) y := by | |
| simp [fourier_apply, sub_eq_add_neg, AddCircle.toCircle_add] | |
| def testCoefficient (f : UnitAddCircle → ℝ) (v : ℤ) : ℂ := | |
| ∫ y, fourier (-v) y * (f y : ℂ) | |
| theorem integrable_test_character {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) (v : ℤ) : | |
| Integrable (fun y => fourier v y * (f y : ℂ)) volume := by | |
| apply Integrable.of_bound | |
| ((fourier v).measurable.mul (Complex.measurable_ofReal.comp hf)).aestronglyMeasurable 1 | |
| filter_upwards with y | |
| have hv : ‖fourier v y‖ = 1 := by simp [fourier_apply] | |
| change ‖fourier v y * (f y : ℂ)‖ ≤ 1 | |
| rw [norm_mul, hv, one_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_nonneg (hf0 y)] | |
| exact hf1 y | |
| theorem norm_testCoefficient_le_one {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) (v : ℤ) : | |
| ‖testCoefficient f v‖ ≤ 1 := by | |
| apply (norm_integral_le_integral_norm _).trans | |
| have h := integral_mono (integrable_test_character hf hf0 hf1 (-v)).norm | |
| (integrable_const (1 : ℝ)) (fun y => ?_) | |
| · simpa using h | |
| · have hv : ‖fourier (-v) y‖ = 1 := by simp [fourier_apply] | |
| rw [norm_mul, hv, one_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_nonneg (hf0 y)] | |
| exact hf1 y | |
| @[simp] theorem testCoefficient_zero (f : UnitAddCircle → ℝ) : | |
| testCoefficient f 0 = (∫ y, f y : ℝ) := by | |
| simp [testCoefficient, integral_complex_ofReal] | |
| theorem convolution_eq_polynomial (k : C(UnitAddCircle, ℝ)) | |
| (s : Finset ℤ) (c : ℤ → ℂ) | |
| (hk : ∀ x, (k x : ℂ) = FourierSampling.polynomial s c x) | |
| {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) (x : UnitAddCircle) : | |
| (convolution k f x : ℂ) = FourierSampling.polynomial s | |
| (fun v => c v * testCoefficient f v) x := by | |
| rw [convolution, ← integral_complex_ofReal] | |
| simp_rw [Complex.ofReal_mul, hk, FourierSampling.polynomial, Finset.sum_mul] | |
| have hterm : ∀ v, Integrable (fun y => c v * fourier v (x - y) * (f y : ℂ)) volume := by | |
| intro v | |
| have he : (fun y => c v * fourier v (x - y) * (f y : ℂ)) = | |
| (fun y => (c v * fourier v x) * (fourier (-v) y * (f y : ℂ))) := by | |
| funext y | |
| rw [fourier_sub_argument] | |
| ring | |
| rw [he] | |
| exact (integrable_test_character hf hf0 hf1 (-v)).const_mul _ | |
| rw [integral_finsetSum s (fun v hv => hterm v)] | |
| apply Finset.sum_congr rfl | |
| intro v hv | |
| simp_rw [fourier_sub_argument] | |
| have he : (fun y => c v * (fourier v x * fourier (-v) y) * (f y : ℂ)) = | |
| (fun y => (c v * fourier v x) * (fourier (-v) y * (f y : ℂ))) := by | |
| funext y | |
| ring | |
| rw [he, integral_const_mul] | |
| unfold testCoefficient | |
| ring | |
| def translationError (f : UnitAddCircle → ℝ) (t : UnitAddCircle) : ℝ := | |
| ∫ x, |f (x - t) - f x| | |
| theorem translationError_nonneg (f : UnitAddCircle → ℝ) (t : UnitAddCircle) : | |
| 0 ≤ translationError f t := integral_nonneg fun _ => abs_nonneg _ | |
| theorem translationError_le_one {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) (t : UnitAddCircle) : | |
| translationError f t ≤ 1 := by | |
| have hb : ∀ x, |f (x - t) - f x| ≤ 1 := by | |
| intro x | |
| rw [abs_sub_le_iff] | |
| constructor <;> linarith [hf0 x, hf0 (x - t), hf1 x, hf1 (x - t)] | |
| have hi : Integrable (fun x => |f (x - t) - f x|) volume := by | |
| apply Integrable.of_bound | |
| (((hf.comp (measurable_id.sub measurable_const)).sub hf).abs).aestronglyMeasurable 1 | |
| exact Filter.Eventually.of_forall fun x => by simpa [Real.norm_eq_abs] using hb x | |
| have h := integral_mono hi (integrable_const (1 : ℝ)) hb | |
| simpa [translationError] using h | |
| theorem convolution_eq_shift (k : C(UnitAddCircle, ℝ)) (f : UnitAddCircle → ℝ) | |
| (x : UnitAddCircle) : convolution k f x = ∫ t, k t * f (x - t) := by | |
| have h := integral_sub_left_eq_self (fun y => k (x - y) * f y) volume x | |
| simpa [convolution, sub_sub_cancel] using h.symm | |
| theorem convolution_error_pointwise_le (k : C(UnitAddCircle, ℝ)) | |
| (hk0 : ∀ t, 0 ≤ k t) (hkmass : ∫ t, k t = 1) | |
| {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) (x : UnitAddCircle) : | |
| |convolution k f x - f x| ≤ ∫ t, k t * |f (x - t) - f x| := by | |
| have hi : Integrable (fun t => k t * f (x - t)) volume := by | |
| apply Integrable.of_bound | |
| (k.measurable.mul (hf.comp (measurable_const.sub measurable_id))).aestronglyMeasurable ‖k‖ | |
| filter_upwards with t | |
| change ‖k t * f (x - t)‖ ≤ ‖k‖ | |
| rw [norm_mul, Real.norm_eq_abs (f (x - t)), abs_of_nonneg (hf0 _)] | |
| calc | |
| ‖k t‖ * f (x - t) ≤ ‖k t‖ * 1 := mul_le_mul_of_nonneg_left (hf1 _) (norm_nonneg _) | |
| _ ≤ ‖k‖ := by simpa using k.norm_coe_le_norm t | |
| have he : convolution k f x - f x = ∫ t, k t * (f (x - t) - f x) := by | |
| rw [convolution_eq_shift] | |
| have hc : (∫ t, k t * f x) = f x := by rw [integral_mul_const, hkmass, one_mul] | |
| calc | |
| (∫ t, k t * f (x - t)) - f x = | |
| (∫ t, k t * f (x - t)) - ∫ t, k t * f x := by rw [hc] | |
| _ = ∫ t, k t * f (x - t) - k t * f x := | |
| (integral_sub hi ((integrable_kernel k).mul_const _)).symm | |
| _ = _ := by congr 1; funext t; ring | |
| rw [he] | |
| have h := norm_integral_le_integral_norm (μ := (volume : Measure UnitAddCircle)) (fun t => k t * (f (x - t) - f x)) | |
| simpa only [Real.norm_eq_abs, abs_mul, abs_of_nonneg (hk0 _)] using h | |
| theorem integrable_joint_error (k : C(UnitAddCircle, ℝ)) | |
| {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) : | |
| Integrable (fun p : UnitAddCircle × UnitAddCircle => | |
| k p.2 * |f (p.1 - p.2) - f p.1|) (volume.prod volume) := by | |
| apply Integrable.of_bound ((k.measurable.comp measurable_snd).mul | |
| (((hf.comp (measurable_fst.sub measurable_snd)).sub (hf.comp measurable_fst)).abs)).aestronglyMeasurable ‖k‖ | |
| filter_upwards with p | |
| change ‖k p.2 * |f (p.1 - p.2) - f p.1|‖ ≤ ‖k‖ | |
| have hb : |f (p.1 - p.2) - f p.1| ≤ 1 := by | |
| rw [abs_sub_le_iff] | |
| constructor <;> linarith [hf0 p.1, hf0 (p.1 - p.2), hf1 p.1, hf1 (p.1 - p.2)] | |
| simp only [norm_mul, Real.norm_eq_abs, abs_abs] | |
| calc | |
| ‖k p.2‖ * |f (p.1 - p.2) - f p.1| ≤ ‖k p.2‖ * 1 := | |
| mul_le_mul_of_nonneg_left hb (norm_nonneg _) | |
| _ ≤ ‖k‖ := by simpa using k.norm_coe_le_norm p.2 | |
| theorem l1_error_le_translation_average (k : C(UnitAddCircle, ℝ)) | |
| (hk0 : ∀ t, 0 ≤ k t) (hkmass : ∫ t, k t = 1) | |
| {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) : | |
| (∫ x, |convolution k f x - f x|) ≤ ∫ t, k t * translationError f t := by | |
| calc | |
| _ ≤ ∫ x, ∫ t, k t * |f (x - t) - f x| := by | |
| apply integral_mono_of_nonneg (Filter.Eventually.of_forall fun x => abs_nonneg _) | |
| (integrable_joint_error k hf hf0 hf1).integral_prod_left | |
| exact Filter.Eventually.of_forall (convolution_error_pointwise_le k hk0 hkmass hf hf0 hf1) | |
| _ = ∫ t, ∫ x, k t * |f (x - t) - f x| := | |
| integral_integral_swap (integrable_joint_error k hf hf0 hf1) | |
| _ = _ := by simp_rw [integral_const_mul, translationError] | |
| theorem l1_error_le_small_translation_and_tail (k : C(UnitAddCircle, ℝ)) | |
| (hk0 : ∀ t, 0 ≤ k t) (hkmass : ∫ t, k t = 1) | |
| {f : UnitAddCircle → ℝ} (hf : Measurable f) | |
| (hf0 : ∀ x, 0 ≤ f x) (hf1 : ∀ x, f x ≤ 1) | |
| {B : Set UnitAddCircle} (hB : MeasurableSet B) {δ ε : ℝ} (hδ : 0 ≤ δ) | |
| (hsmall : ∀ t ∈ B, translationError f t ≤ δ) | |
| (htail : (∫ t in Bᶜ, k t) ≤ ε) : | |
| (∫ x, |convolution k f x - f x|) ≤ δ + ε := by | |
| apply (l1_error_le_translation_average k hk0 hkmass hf hf0 hf1).trans | |
| calc | |
| (∫ t, k t * translationError f t) ≤ ∫ t, δ * k t + Bᶜ.indicator k t := by | |
| apply integral_mono_of_nonneg | |
| (Filter.Eventually.of_forall fun t => mul_nonneg (hk0 t) (translationError_nonneg f t)) | |
| (((integrable_kernel k).const_mul δ).add ((integrable_kernel k).indicator hB.compl)) | |
| filter_upwards with t | |
| change k t * translationError f t ≤ δ * k t + Bᶜ.indicator k t | |
| by_cases ht : t ∈ B | |
| · rw [Set.indicator_of_notMem (show t ∉ Bᶜ from fun h => h ht), add_zero] | |
| simpa [mul_comm] using mul_le_mul_of_nonneg_left (hsmall t ht) (hk0 t) | |
| · rw [Set.indicator_of_mem (Set.mem_compl ht)] | |
| have h₁ := mul_le_mul_of_nonneg_left (translationError_le_one hf hf0 hf1 t) (hk0 t) | |
| have h₂ := mul_nonneg hδ (hk0 t) | |
| nlinarith | |
| _ = δ + ∫ t in Bᶜ, k t := by | |
| rw [integral_add ((integrable_kernel k).const_mul δ) | |
| ((integrable_kernel k).indicator hB.compl), integral_const_mul, | |
| hkmass, mul_one, integral_indicator hB.compl] | |
| _ ≤ δ + ε := add_le_add le_rfl htail | |
| end Invariant233.CircleKernelConvolution | |
| end | |
| end OAI | |