openAI-math-dataset / lean /OAI /Combinatorics /MatchingPSD /MatrixInterpolation.lean
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Add lean source and binary files (part 47)
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import OAI.Combinatorics.MatchingPSD.PolynomialInterpolation
namespace OAI
universe u_1 u_2
namespace MatchingInterpolation
open MatchingSmoothing Matrix PerfectMatchingPSD
open scoped BigOperators MatrixOrder
attribute [local instance] Classical.propDecidable
noncomputable def specialPoint : Fin 5 → Point :=
![origin, origin+dirP, origin+dirStar, origin+dirA, origin+dirB]
def specialCoeff : Fin 5 → ℝ := ![1,-2,-1,1,1]
noncomputable def scaledNode {d : ℕ} (L : ℝ) (g : GridIndex d) : Point :=
fun a => origin a+L*(g a:ℝ)
noncomputable def weightMass (d : ℕ) (L : ℝ) : ℝ := ∑ g, |weight d L g|
lemma weightMass_nonneg (d : ℕ) (L : ℝ) : 0 ≤ weightMass d L :=
Finset.sum_nonneg (fun _ _ => abs_nonneg _)
lemma sum_abs_specialCoeff : (∑ j, |specialCoeff j|) = 6 := by
norm_num [specialCoeff, Fin.sum_univ_succ]
lemma five_interpolation {d : ℕ} (P : Point → ℝ) (hP : P ∈ lowDegree coord d)
{L : ℝ} (hL : L ≠ 0) :
(∑ j, specialCoeff j * P (specialPoint j)) = ∑ g, weight d L g * P (scaledNode L g) := by
have h := weighted_interpolation d P hP L hL
simp only [specialCoeff, specialPoint, Fin.sum_univ_succ, Matrix.cons_val_zero,
Matrix.cons_val_succ, one_mul, neg_mul, Fin.sum_univ_zero, add_zero] at *
change _ = ∑ g, weight d L g * P (fun a => origin a+L*(g a:ℝ))
linarith
lemma finite_weighted_error {X : Type u_1} [Fintype X]
(c e : X → ℝ) {η : ℝ} (he : ∀ x, |e x| ≤ η) :
|∑ x, c x*e x| ≤ (∑ x, |c x|)*η := by
calc
_ ≤ ∑ x, |c x*e x| := Finset.abs_sum_le_sum_abs _ _
_ ≤ ∑ x, |c x| *η := by
apply Finset.sum_le_sum
intro x _
rw [abs_mul]
exact mul_le_mul_of_nonneg_left (he x) (abs_nonneg _)
_ = _ := (Finset.sum_mul _ _ _).symm
lemma interpolation_error {d : ℕ} (F P : Point → ℝ)
(hP : P ∈ lowDegree coord d) {L η : ℝ} (hL : L ≠ 0)
(hs : ∀ j, |F (specialPoint j)-P (specialPoint j)| ≤ η)
(hg : ∀ g : GridIndex d, |F (scaledNode L g)-P (scaledNode L g)| ≤ η) :
|(∑ j, specialCoeff j*F (specialPoint j)) -
∑ g, weight d L g*F (scaledNode L g)| ≤ (6+weightMass d L)*η := by
have hidentity : (∑ j, specialCoeff j*F (specialPoint j)) -
∑ g, weight d L g*F (scaledNode L g) =
(∑ j, specialCoeff j*(F (specialPoint j)-P (specialPoint j))) -
∑ g, weight d L g*(F (scaledNode L g)-P (scaledNode L g)) := by
simp only [mul_sub, Finset.sum_sub_distrib, five_interpolation P hP hL]
ring
rw [hidentity]
have h1 := finite_weighted_error specialCoeff (fun j => F (specialPoint j)-P (specialPoint j)) hs
have h2 := finite_weighted_error (weight d L) (fun g => F (scaledNode L g)-P (scaledNode L g)) hg
rw [sum_abs_specialCoeff] at h1
calc
_ ≤ |∑ j, specialCoeff j*(F (specialPoint j)-P (specialPoint j))| +
|∑ g, weight d L g*(F (scaledNode L g)-P (scaledNode L g))| := abs_sub _ _
_ ≤ 6*η + weightMass d L*η := add_le_add h1 h2
_ = _ := by ring
section Matrices
variable {R : Type u_2} [Fintype R] [DecidableEq R]
lemma interpolation_matrix_domination (d : ℕ)
(B : Point → Matrix R R ℝ) (hB : ∀ x, (B x).PosSemidef)
(P : R → R → Point → ℝ) (hP : ∀ u v, P u v ∈ lowDegree coord d)
{L η : ℝ} (hL : L ≠ 0) (hη : 0 ≤ η)
(hs : ∀ j u v, |B (specialPoint j) u v-P u v (specialPoint j)| ≤ η)
(hg : ∀ g : GridIndex d, ∀ u v, |B (scaledNode L g) u v-P u v (scaledNode L g)| ≤ η) :
∃ E : Matrix R R ℝ, E.PosSemidef ∧
B (origin+dirA)+B (origin+dirB) ≤ B (origin+dirStar)+(2:ℝ) • B (origin+dirP)+E ∧
∀ (Q : Matrix R R ℝ) (m k : ℝ), Q.trace ≤ m →
(∀ g : GridIndex d, (Q*B (scaledNode L g)).trace ≤ k) →
(Q*E).trace ≤ weightMass d L*k +
(Fintype.card R : ℝ)*(6+weightMass d L)*η*m := by
let H := (∑ j, specialCoeff j • B (specialPoint j)) -
∑ g, weight d L g • B (scaledNode L g)
let b := (6+weightMass d L)*η
let c := (Fintype.card R : ℝ)*b
let W := ∑ g, |weight d L g| • B (scaledNode L g)
have hb : 0 ≤ b := mul_nonneg (by linarith [weightMass_nonneg d L]) hη
have hc : 0 ≤ c := mul_nonneg (Nat.cast_nonneg _) hb
have hH : H.IsHermitian := by
have hh (x : Point) := (hB x).isHermitian.eq
simp only [H, Matrix.IsHermitian, Matrix.conjTranspose_sub, Matrix.conjTranspose_sum,
Matrix.conjTranspose_smul, star_trivial, hh]
have hentry (u v : R) : |H u v| ≤ b := by
simpa only [H, Matrix.sub_apply, Matrix.sum_apply, Matrix.smul_apply, smul_eq_mul] using
interpolation_error (fun x => B x u v) (P u v) (hP u v) hL (fun j => hs j u v) (fun g => hg g u v)
have hbound : H ≤ c • (1 : Matrix R R ℝ) := le_card_entry_bound hH hb hentry
have hW : W.PosSemidef := matrix_sum_psd _ _ (fun g _ => (hB _).smul (abs_nonneg _))
let E := W+c • (1 : Matrix R R ℝ)
have hE : E.PosSemidef := hW.add (Matrix.PosSemidef.one.smul hc)
refine ⟨E,hE,?_,?_⟩
· apply sub_nonneg.mp
apply Matrix.PosSemidef.nonneg
have hdiff : (∑ g : GridIndex d, (|weight d L g|-weight d L g) • B (scaledNode L g)).PosSemidef :=
matrix_sum_psd _ _ (fun g _ => (hB _).smul (sub_nonneg.mpr (le_abs_self _)))
convert ((sub_nonneg.mpr hbound).posSemidef.add (hB origin)).add hdiff using 1
dsimp [E,W,H]
simp only [sub_smul, Finset.sum_sub_distrib, specialPoint, specialCoeff, Fin.sum_univ_succ,
Matrix.cons_val_zero, Matrix.cons_val_succ, one_smul, neg_smul,
Fin.sum_univ_zero, add_zero]
module
· intro Q m k hm hk
change (Q*(W+c • (1 : Matrix R R ℝ))).trace ≤ _
rw [mul_add, Matrix.trace_add, mul_smul_comm, Matrix.trace_smul, mul_one]
have hWt : (Q*W).trace ≤ weightMass d L*k := by
dsimp [W,weightMass]
rw [Finset.mul_sum, Matrix.trace_sum, Finset.sum_mul]
apply Finset.sum_le_sum
intro g _
rw [mul_smul_comm, Matrix.trace_smul]
exact mul_le_mul_of_nonneg_left (hk g) (abs_nonneg _)
have he := add_le_add hWt (mul_le_mul_of_nonneg_left hm hc)
calc
_ ≤ weightMass d L*k + c*m := he
_ = _ := by dsimp [c,b]; ring
end Matrices
end MatchingInterpolation
end OAI