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import OAI.Combinatorics.MatchingPSD.TableMoments
namespace OAI
universe u_1 u_2 u_3 u_4 u_5 u_6
namespace MatchingSmoothing
open Matrix
section FiniteSums
variable {G : Type u_1} {X : Type u_2} [Fintype G] [Group G] [Fintype X] [MulAction G X]
omit [Fintype G] in
lemma sum_smul_eq (g : G) (f : X → ℝ) : ∑ x, f (g • x) = ∑ x, f x :=
Equiv.sum_comp (MulAction.toPerm g) f
omit [Fintype X] in
lemma sum_group_smul_eq (x₀ : X) (ht : ∀ x, ∃ g : G, g • x₀ = x)
(f : X → ℝ) (x : X) : ∑ g : G, f (g • x) = ∑ g : G, f (g • x₀) := by
obtain ⟨h, rfl⟩ := ht x
simp_rw [← mul_smul]
exact Equiv.sum_comp (Equiv.mulRight h) (fun g => f (g • x₀))
lemma group_smul_sum_card (x₀ : X) (ht : ∀ x, ∃ g : G, g • x₀ = x)
(f : X → ℝ) :
(Fintype.card G : ℝ) * ∑ x, f x =
(Fintype.card X : ℝ) * ∑ g : G, f (g • x₀) := by
calc
_ = ∑ g : G, ∑ x, f (g • x) := by simp only [sum_smul_eq, Finset.sum_const,
Finset.card_univ, nsmul_eq_mul]
_ = ∑ x, ∑ g : G, f (g • x) := Finset.sum_comm
_ = _ := by simp_rw [sum_group_smul_eq x₀ ht, Finset.sum_const,
Finset.card_univ, nsmul_eq_mul]
omit [Fintype G] in
lemma invariant_kernel_sum (x₀ : X) (ht : ∀ x, ∃ g : G, g • x₀ = x)
(K : X → X → ℝ) (hK : ∀ (g : G) x y, K (g • x) (g • y) = K x y) :
(∑ x, ∑ y, K x y) = (Fintype.card X : ℝ) * ∑ y, K x₀ y := by
have he (x : X) : ∑ y, K x y = ∑ y, K x₀ y := by
obtain ⟨g, rfl⟩ := ht x
rw [← sum_smul_eq g (fun y => K (g • x₀) y)]
simp_rw [hK]
simp_rw [he, Finset.sum_const, Finset.card_univ, nsmul_eq_mul]
lemma invariant_kernel_double_sum_group (x₀ : X)
(ht : ∀ x, ∃ g : G, g • x₀ = x)
(K : X → X → ℝ) (hK : ∀ (g : G) x y, K (g • x) (g • y) = K x y) :
(Fintype.card G : ℝ) * (∑ x, ∑ y, K x y) =
(Fintype.card X : ℝ) ^ 2 * ∑ g : G, K x₀ (g • x₀) := by
rw [invariant_kernel_sum x₀ ht K hK]
have h := group_smul_sum_card x₀ ht (K x₀)
nlinarith [h]
end FiniteSums
section KernelTrace
variable {G : Type u_3} {X : Type u_4} [Fintype G] [Group G] [Fintype X] [DecidableEq X]
[MulAction G X]
omit [DecidableEq X] in
lemma trace_normalized_kernel_sq (K : Matrix X X ℝ) (hs : ∀ x y, K x y = K y x) :
Matrix.trace ((Matrix.of fun x y => K x y / Fintype.card X) *
(Matrix.of fun x y => K x y / Fintype.card X)) =
(∑ x, ∑ y, K x y ^ 2) / (Fintype.card X : ℝ) ^ 2 := by
simp only [Matrix.trace, Matrix.diag, Matrix.mul_apply, Matrix.of_apply, Finset.sum_div]
apply Finset.sum_congr rfl
intro x _
apply Finset.sum_congr rfl
intro y _
rw [hs y x]
ring
omit [DecidableEq X] in
lemma trace_normalized_invariant_kernel_sq (x₀ : X)
(ht : ∀ x, ∃ g : G, g • x₀ = x)
(K : Matrix X X ℝ) (hs : ∀ x y, K x y = K y x)
(hi : ∀ (g : G) x y, K (g • x) (g • y) = K x y) :
Matrix.trace ((Matrix.of fun x y => K x y / Fintype.card X) *
(Matrix.of fun x y => K x y / Fintype.card X)) =
(∑ g : G, K x₀ (g • x₀) ^ 2) / (Fintype.card G : ℝ) := by
have : Nonempty X := ⟨x₀⟩
rw [trace_normalized_kernel_sq K hs]
have h := invariant_kernel_double_sum_group x₀ ht
(fun x y => K x y ^ 2) (fun g x y => congrArg (fun a : ℝ => a ^ 2) (hi g x y))
have hx : (Fintype.card X : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr Fintype.card_ne_zero
have hg : (Fintype.card G : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr Fintype.card_ne_zero
apply (div_eq_div_iff (pow_ne_zero _ hx) hg).mpr
nlinarith [h]
end KernelTrace
section Incidence
variable {X : Type u_5} {Z : Type u_6} [Fintype X] [Fintype Z] [DecidableEq X] [DecidableEq Z]
noncomputable def incidence (P : X → Z → Prop) : Matrix Z X ℝ :=
by classical exact fun z x => if P x z then 1 else 0
noncomputable def commonIncidence (P : X → Z → Prop) (x y : X) : ℝ :=
by classical exact (Fintype.card {z // P x z ∧ P y z} : ℝ)
omit [Fintype X] [DecidableEq X] [DecidableEq Z] in
lemma commonIncidence_eq (P : X → Z → Prop) (x y : X) :
commonIncidence P x y = ∑ z, incidence P z x * incidence P z y := by
classical
simp only [commonIncidence, Fintype.card_subtype, Finset.card_filter, Nat.cast_sum]
apply Finset.sum_congr rfl
intro z _
by_cases hx : P x z <;> by_cases hy : P y z <;> simp [incidence, hx, hy]
omit [Fintype X] [DecidableEq X] [DecidableEq Z] in
lemma commonIncidence_symm (P : X → Z → Prop) (x y : X) :
commonIncidence P x y = commonIncidence P y x := by
simp only [commonIncidence_eq, mul_comm]
noncomputable def incidenceKernel (P : X → Z → Prop) (D : ℝ) : Matrix X X ℝ :=
fun x y => (Fintype.card Z : ℝ) / D ^ 2 * commonIncidence P x y
noncomputable def incidenceOperator (P : X → Z → Prop) (D : ℝ) : Matrix X X ℝ :=
fun x y => incidenceKernel P D x y / Fintype.card X
omit [Fintype X] [DecidableEq X] [DecidableEq Z] in
lemma incidenceKernel_symm (P : X → Z → Prop) (D : ℝ) (x y : X) :
incidenceKernel P D x y = incidenceKernel P D y x := by
unfold incidenceKernel
rw [commonIncidence_symm P x y]
omit [DecidableEq X] [DecidableEq Z] in
lemma incidenceOperator_eq (P : X → Z → Prop) (D : ℝ) :
incidenceOperator P D =
((Fintype.card Z : ℝ) / (D ^ 2 * Fintype.card X)) •
((incidence P).transpose * incidence P) := by
ext x y
simp only [incidenceOperator, incidenceKernel, commonIncidence_eq, Matrix.smul_apply,
smul_eq_mul, Matrix.mul_apply, Matrix.transpose_apply]
ring
omit [DecidableEq X] [DecidableEq Z] in
lemma incidenceOperator_posSemidef (P : X → Z → Prop) (D : ℝ) :
(incidenceOperator P D).PosSemidef := by
rw [incidenceOperator_eq]
apply Matrix.PosSemidef.smul
· simpa only [Matrix.conjTranspose_eq_transpose_of_trivial] using
Matrix.posSemidef_conjTranspose_mul_self (incidence P)
· positivity
noncomputable def conditionalAverage (P : X → Z → Prop) (E : ℝ) (f : X → ℝ) (z : Z) : ℝ :=
(∑ x, incidence P z x * f x) / E
omit [DecidableEq X] [DecidableEq Z] in
lemma conditionalAverage_energy [Nonempty X] [Nonempty Z]
(P : X → Z → Prop) (D : ℝ) (hD : D ≠ 0) (f : X → ℝ) :
(∑ z, conditionalAverage P ((Fintype.card X : ℝ) * D / Fintype.card Z) f z ^ 2) /
Fintype.card Z =
(∑ x, f x * (incidenceOperator P D *ᵥ f) x) / Fintype.card X := by
have hx : (Fintype.card X : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr Fintype.card_ne_zero
have hz : (Fintype.card Z : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr Fintype.card_ne_zero
change _ = (f ⬝ᵥ (incidenceOperator P D *ᵥ f)) / Fintype.card X
rw [incidenceOperator_eq, Matrix.smul_mulVec, dotProduct_smul,
← Matrix.mulVec_mulVec, Matrix.dotProduct_mulVec, Matrix.vecMul_transpose]
simp only [conditionalAverage, div_pow, ← Finset.sum_div, smul_eq_mul]
change (∑ z, ((incidence P *ᵥ f) z) ^ 2) /
(((Fintype.card X : ℝ) * D) ^ 2 / (Fintype.card Z : ℝ) ^ 2) / Fintype.card Z =
((Fintype.card Z : ℝ) / (D ^ 2 * Fintype.card X)) *
(∑ z, (incidence P *ᵥ f) z * (incidence P *ᵥ f) z) / Fintype.card X
simp only [← pow_two]
field_simp
end Incidence
end MatchingSmoothing
end OAI