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import OAI.Geometry.ProjectionBodies.GaussianMeasures
namespace OAI
noncomputable section
open Set MeasureTheory Metric Filter Topology
open scoped NNReal RealInnerProductSpace
namespace PettyProjection
open Spherical (Sphere)
variable {n : ℕ}
/-- Actual lower-semicontinuity at a singular change of range, formulated
with a bounded projected cylinder instead of extended real support functions. -/
lemma support_min_tendsto {V : Submodule ℝ (Space n)}
{Vj : ℕ → Submodule ℝ (Space n)} (gj : ∀ i,RelativeGauge (Vj i))
(g : Seminorm ℝ (Space n)) {c : ℝ} (hc : 0<c)
(hl : ∀ x,c*‖V.starProjection x‖≤g x)
(hg : ∀ x,Tendsto (fun i => gj i x) atTop (𝓝 (g x)))
{uj : ℕ → Space n} {u : Space n} (hu : u∈V) (huj : ∀ i,uj i∈Vj i)
(ht : Tendsto uj atTop (𝓝 u)) :
Tendsto (fun i => min (support (gj i).body (uj i))
(support (RelativeGauge.project V g hc hl).body u)) atTop
(𝓝 (support (RelativeGauge.project V g hc hl).body u)) := by
let f := RelativeGauge.project V g hc hl
apply tendsto_order.mpr
constructor
· intro r hr
have hex : ∃ z∈seminormUnit g,r<⟪u,z⟫ := by
by_contra! hn
have hb : support f.body u≤r := by
apply (support_le_iff f.compact f.nonempty).mpr
intro y hy
rw [RelativeGauge.project_body] at hy
have hs : projectedUnit V g⊆{y | ⟪u,y⟫≤r} := by
apply closure_minimal _ (isClosed_le (by fun_prop) continuous_const)
rintro _ ⟨z,hz,rfl⟩
change ⟪u,V.starProjection z⟫≤r
rw [← Submodule.inner_starProjection_left_eq_right,V.starProjection_eq_self_iff.mpr hu]
exact hn z hz
exact hs hy
exact (not_le_of_gt hr) hb
obtain ⟨z,hz,hzr⟩ := hex
have hm : max 1 (g z)=1 := max_eq_left hz
have hd : Tendsto (fun i => ⟪uj i,z⟫ / max 1 (gj i z)) atTop (𝓝 ⟪u,z⟫) := by
have hh := (ht.inner (tendsto_const_nhds (x := z))).div (tendsto_const_nhds.max (hg z)) (by rw [hm]; norm_num)
change Tendsto (fun i => ⟪uj i,z⟫ / max 1 (gj i z)) atTop (𝓝 (⟪u,z⟫ / max 1 (g z))) at hh
simpa only [hm,div_one] using hh
filter_upwards [hd.eventually (lt_mem_nhds hzr)] with i hi
exact lt_min (hi.trans_le ((gj i).support_cylinder_bound (uj i) (huj i) z)) hr
· intro r hr
exact Eventually.of_forall (fun i => (min_le_right _ _).trans_lt hr)
lemma projected_limit_normalization {μ : Measure (Space n)}
(hμ : Integrable (fun x : Space n => ‖x‖) μ)
{A : Space n →L[ℝ] Space n} {Aj : ℕ → Space n →L[ℝ] Space n}
(hA : ∀ x,Tendsto (fun i => Aj i x) atTop (𝓝 (A x)))
(gj : ∀ i,RelativeGauge (LinearMap.range (Aj i).toLinearMap))
(hjn : ∀ i,supportFunctional (μ.map (Aj i)) (gj i).body=1)
(g : Seminorm ℝ (Space n))
(hg : ∀ x,Tendsto (fun i => gj i x) atTop (𝓝 (g x)))
{c : ℝ} (hc : 0<c)
(hl : ∀ x,c*‖(LinearMap.range A.toLinearMap).starProjection x‖≤g x) :
supportFunctional (μ.map A) (RelativeGauge.project (LinearMap.range A.toLinearMap) g hc hl).body≤1 := by
let V := LinearMap.range A.toLinearMap
let f := RelativeGauge.project V g hc hl
let H : Space n → ℝ := fun x => support f.body (A x)
let Hj : ℕ → Space n → ℝ := fun i x => support (gj i).body (Aj i x)
have hi : Integrable H μ := by
exact (integrable_map_measure (support_continuous f.compact).aestronglyMeasurable
A.continuous.measurable.aemeasurable).mp
(support_integrable (norm_integrable_map hμ A) f.compact f.nonempty)
have hij (i : ℕ) : Integrable (Hj i) μ := by
exact (integrable_map_measure (support_continuous (gj i).compact).aestronglyMeasurable
(Aj i).continuous.measurable.aemeasurable).mp
(support_integrable (norm_integrable_map hμ (Aj i)) (gj i).compact (gj i).nonempty)
have hpos (x : Space n) : 0≤H x := support_nonneg f.compact f.zero_mem _
have hjpos (i : ℕ) (x : Space n) : 0≤Hj i x := support_nonneg (gj i).compact (gj i).zero_mem _
have ht : Tendsto (fun i => ∫ x,min (Hj i x) (H x) ∂μ) atTop (𝓝 (∫ x,H x ∂μ)) := by
apply tendsto_integral_of_dominated_convergence H
· intro i
exact ((hij i).inf hi).aestronglyMeasurable
· exact hi
· intro i
filter_upwards [] with x
rw [Real.norm_eq_abs,abs_of_nonneg (le_min (hjpos i x) (hpos x))]
exact min_le_right _ _
· filter_upwards [] with x
exact support_min_tendsto gj g hc hl hg (show A x∈V from ⟨x,rfl⟩)
(fun i => show Aj i x∈LinearMap.range (Aj i).toLinearMap from ⟨x,rfl⟩) (hA x)
have hb (i : ℕ) : (∫ x,min (Hj i x) (H x) ∂μ)≤1 := by
have hh := integral_mono ((hij i).inf hi) (hij i) (fun _ => min_le_left _ _)
have he : (∫ x,Hj i x ∂μ)=1 := by rw [← functional_map _ (gj i).compact,hjn]
exact hh.trans he.le
rw [functional_map _ f.compact]
exact le_of_tendsto ht (Eventually.of_forall hb)
end PettyProjection
end
noncomputable section
open Set MeasureTheory Metric Filter Topology
open scoped NNReal RealInnerProductSpace Pointwise
namespace PettyProjection
open Spherical (Sphere objective)
namespace RelativeGauge
variable {n : ℕ}
lemma full_lower (f : RelativeGauge (⊤ : Submodule ℝ (Space n))) :
∃ c : ℝ,0< c ∧ ∀ x,c*‖x‖≤ f x := by
obtain ⟨c,hc,hb⟩ := f.lower
exact ⟨c,hc,fun x => by simpa only [Submodule.starProjection_top,ContinuousLinearMap.id_apply] using hb x⟩
def projectFull (V : Submodule ℝ (Space n))
(f : RelativeGauge (⊤ : Submodule ℝ (Space n))) : RelativeGauge V :=
project V f.toSeminorm f.full_lower.choose_spec.1 (fun x =>
(mul_le_mul_of_nonneg_left (V.norm_starProjection_apply_le x) f.full_lower.choose_spec.1.le).trans
(f.full_lower.choose_spec.2 x))
lemma projectFull_le (V : Submodule ℝ (Space n))
(f : RelativeGauge (⊤ : Submodule ℝ (Space n))) (x : Space n) : projectFull V f x≤ f x :=
project_le _ _ _ _ _
lemma projectFull_body (V : Submodule ℝ (Space n))
(f : RelativeGauge (⊤ : Submodule ℝ (Space n))) :
(projectFull V f).body=V.starProjection '' f.body := by
rw [projectFull,project_body,projectedUnit,← f.top_body]
exact (f.compact.image V.starProjection.continuous).isClosed.closure_eq
lemma support_projectFull (V : Submodule ℝ (Space n))
(f : RelativeGauge (⊤ : Submodule ℝ (Space n))) {u : Space n} (hu : u∈V) :
support (projectFull V f).body u=support f.body u := by
have he (x : Space n) : ⟪u,V.starProjection x⟫=⟪u,x⟫ := by
rw [← Submodule.inner_starProjection_left_eq_right,V.starProjection_eq_self_iff.mpr hu]
apply le_antisymm
· apply (support_le_iff (projectFull V f).compact (projectFull V f).nonempty).mpr
intro x hx
rw [projectFull_body] at hx
obtain ⟨y,hy,rfl⟩ := hx
rw [he]
exact inner_le_support f.compact hy u
· obtain ⟨x,hx,hxe⟩ := support_attained f.compact f.nonempty u
rw [hxe,← he]
apply inner_le_support (projectFull V f).compact
rw [projectFull_body]
exact mem_image_of_mem _ hx
lemma functional_projectFull {μ : Measure (Space n)} (A : Space n →L[ℝ] Space n)
(f : RelativeGauge (⊤ : Submodule ℝ (Space n))) :
supportFunctional (μ.map A) (projectFull (LinearMap.range A.toLinearMap) f).body=
supportFunctional (μ.map A) f.body := by
rw [functional_map _ (projectFull _ f).compact,functional_map _ f.compact]
congr 1
funext x
exact support_projectFull _ f (show A x∈LinearMap.range A.toLinearMap from ⟨x,rfl⟩)
lemma minimizer_full_comparison [NeZero n] {μ : Measure (Space n)}
(hμ : Integrable (fun x : Space n => ‖x‖) μ)
(hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x)
(A : Space n →L[ℝ] Space n) (hA : LinearMap.range A.toLinearMap≠⊥) (b : Bool)
(g : RelativeGauge (LinearMap.range A.toLinearMap))
(hmin : ∀ q : RelativeGauge (LinearMap.range A.toLinearMap),supportFunctional (μ.map A) q.body=1 →
objective b g.toSeminorm≤ objective b q.toSeminorm)
(f : RelativeGauge (⊤ : Submodule ℝ (Space n))) :
∃ ha : 0< supportFunctional (μ.map A) f.body,
objective b g.toSeminorm≤ objective b (f.scale _ ha).toSeminorm := by
let p := projectFull (LinearMap.range A.toLinearMap) f
have hp := p.functional_pos hA (norm_integrable_map hμ A) (cosine_map_pos hμ hq A)
have he : supportFunctional (μ.map A) p.body=supportFunctional (μ.map A) f.body := functional_projectFull A f
have ha : 0< supportFunctional (μ.map A) f.body := he ▸ hp
refine ⟨ha,?_⟩
have hpn : supportFunctional (μ.map A) (p.scale _ ha).body=1 := by
rw [p.functional_scale _ ha (μ.map A),he,inv_mul_cancel₀ ha.ne']
apply (hmin _ hpn).trans
apply Spherical.objective_mono b ((p.scale _ ha).ne_zero hA) ((f.scale _ ha).ne_zero top_ne_bot)
intro x
exact mul_le_mul_of_nonneg_left (projectFull_le _ f x) ha.le
end RelativeGauge
end PettyProjection
end
noncomputable section
open Set MeasureTheory Metric Filter Topology
open scoped NNReal RealInnerProductSpace
namespace PettyProjection
open Spherical (Sphere objective)
namespace RelativeGauge
variable {n : ℕ} {V : Submodule ℝ (Space n)}
/-- A genuine full-dimensional approximation of an arbitrary relative gauge.
The sum regularization avoids any constant-rank assumption. -/
def thicken (g : RelativeGauge V) (ε : ℝ) (hε : 0<ε) :
RelativeGauge (⊤ : Submodule ℝ (Space n)) where
toSeminorm := Seminorm.of (fun x => g x+ε*‖x‖)
(fun x y => by
have hg := map_add_le_add g.toSeminorm x y
have hn := mul_le_mul_of_nonneg_left (norm_add_le x y) hε.le
linarith)
(fun r x => by rw [map_smul_eq_mul,norm_smul]; ring)
projection x := by simp only [Submodule.starProjection_top,ContinuousLinearMap.id_apply]
lower := ⟨ε,hε,fun x => by
change ε*‖(⊤ : Submodule ℝ (Space n)).starProjection x‖≤ g x+ε*‖x‖
simp only [Submodule.starProjection_top,ContinuousLinearMap.id_apply]
linarith [apply_nonneg g.toSeminorm x]⟩
lemma thicken_apply (g : RelativeGauge V) {ε : ℝ} (hε : 0<ε) (x : Space n) :
thicken g ε hε x=g x+ε*‖x‖ := rfl
lemma thicken_ge (g : RelativeGauge V) {ε : ℝ} (hε : 0<ε) (x : Space n) :
g x≤ thicken g ε hε x := le_add_of_nonneg_right (mul_nonneg hε.le (norm_nonneg x))
lemma support_thicken_le (g : RelativeGauge V) {ε : ℝ} (hε : 0<ε)
{u : Space n} (hu : u∈V) : support (thicken g ε hε).body u≤ support g.body u := by
apply (support_le_iff (thicken g ε hε).compact (thicken g ε hε).nonempty).mpr
intro x hx
have hpx : V.starProjection x∈g.body := by
refine ⟨V.starProjection_apply_mem x,?_⟩
change g (V.starProjection x)≤1
rw [g.projection]
exact (g.thicken_ge hε x).trans hx.2
have hh := inner_le_support g.compact hpx u
rwa [← Submodule.inner_starProjection_left_eq_right,V.starProjection_eq_self_iff.mpr hu] at hh
lemma functional_thicken_le {μ : Measure (Space n)}
(hμ : Integrable (fun x : Space n => ‖x‖) μ)
(A : Space n →L[ℝ] Space n) (g : RelativeGauge (LinearMap.range A.toLinearMap))
{ε : ℝ} (hε : 0<ε) :
supportFunctional (μ.map A) (g.thicken ε hε).body≤ supportFunctional (μ.map A) g.body := by
rw [functional_map _ (g.thicken ε hε).compact,functional_map _ g.compact]
have hi (f : Set (Space n)) (hf : IsCompact f) (hfn : f.Nonempty) :=
(integrable_map_measure (support_continuous hf).aestronglyMeasurable A.continuous.measurable.aemeasurable).mp
(support_integrable (norm_integrable_map hμ A) hf hfn)
exact integral_mono (hi _ (g.thicken ε hε).compact (g.thicken ε hε).nonempty) (hi _ g.compact g.nonempty)
(fun x => support_thicken_le g hε (show A x∈LinearMap.range A.toLinearMap from ⟨x,rfl⟩))
lemma objective_thicken_tendsto [NeZero n] (g : RelativeGauge V) (hV : V≠⊥) (b : Bool) :
Tendsto (fun i : ℕ => objective b (g.thicken (1/((i:ℝ)+1)) (by positivity)).toSeminorm)
atTop (𝓝 (objective b g.toSeminorm)) := by
obtain ⟨x,hx,hx0⟩ := (Submodule.ne_bot_iff V).mp hV
let u : Sphere n := ⟨‖x‖⁻¹ • x,by simp [norm_smul,hx0]⟩
have huV : (u:Space n)∈V := V.smul_mem _ hx
have hun : (u:Space n)≠0 := by intro he; have hh := Spherical.norm_coe u; simp [he] at hh
have hp := g.pos huV hun
let F : C(Sphere n,ℝ) := ⟨fun u => g u,(Spherical.seminorm_continuous n g.toSeminorm).comp continuous_subtype_val⟩
refine Spherical.objective_tendsto b hp (fun i => ⟨u,g.thicken_ge (by positivity) u⟩)
(R := ‖F‖+1) ?_ (g.ne_zero hV) ?_
· intro i v
rw [thicken_apply,Spherical.norm_coe,mul_one]
have hf : g v≤‖F‖ := (le_abs_self _).trans (F.norm_coe_le_norm v)
have hi : (1:ℝ)/((i:ℝ)+1)≤1 := (div_le_one (by positivity)).mpr (by linarith [Nat.cast_nonneg (α := ℝ) i])
linarith
· intro v
have ht := (tendsto_const_nhds (x := g v)).add ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).mul_const ‖(v:Space n)‖)
simpa only [thicken_apply,zero_mul,add_zero] using ht
end RelativeGauge
end PettyProjection
end
noncomputable section
open Set MeasureTheory Metric Filter Topology
open scoped NNReal RealInnerProductSpace
namespace PettyProjection
open Spherical (Sphere objective)
namespace RelativeGauge
variable {n : ℕ} [NeZero n] {μ : Measure (Space n)}
omit [NeZero n] in
lemma cosine_map_tendsto (hμ : Integrable (fun x : Space n => ‖x‖) μ)
{Aj : ℕ → Space n →L[ℝ] Space n} {A : Space n →L[ℝ] Space n}
(hA : Tendsto Aj atTop (𝓝 A)) (x : Space n) :
Tendsto (fun i => cosineSeminorm (μ.map (Aj i)) (norm_integrable_map hμ (Aj i)) x)
atTop (𝓝 (cosineSeminorm (μ.map A) (norm_integrable_map hμ A) x)) := by
simp_rw [cosine_map μ hμ]
have hc : Continuous (fun B : Space n →L[ℝ] Space n => cosineSeminorm μ hμ (B.adjoint x)) :=
(Spherical.seminorm_continuous n _).comp (by fun_prop)
exact (hc.tendsto A).comp hA
omit [NeZero n] in
lemma normalized_limit_lower (hμ : Integrable (fun x : Space n => ‖x‖) μ)
{Aj : ℕ → Space n →L[ℝ] Space n} {A : Space n →L[ℝ] Space n}
(hA : Tendsto Aj atTop (𝓝 A))
(gj : ∀ i,RelativeGauge (LinearMap.range (Aj i).toLinearMap))
(hn : ∀ i,supportFunctional (μ.map (Aj i)) (gj i).body=1)
{g : Seminorm ℝ (Space n)} (hg : ∀ x,Tendsto (fun i => gj i x) atTop (𝓝 (g x))) (x : Space n) :
cosineSeminorm (μ.map A) (norm_integrable_map hμ A) x≤ g x := by
apply le_of_tendsto_of_tendsto (cosine_map_tendsto hμ hA x) (hg x)
apply Eventually.of_forall
intro i
have hh := (gj i).normalized_lower (norm_integrable_map hμ (Aj i)) (hn i) x
rwa [cosine_map_projection hμ] at hh
lemma full_comparison_limit (hμ : Integrable (fun x : Space n => ‖x‖) μ)
(hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x)
{Aj : ℕ → Space n →L[ℝ] Space n} {A : Space n →L[ℝ] Space n}
(hA : Tendsto Aj atTop (𝓝 A)) (hAn : LinearMap.range A.toLinearMap≠⊥)
(hAj : ∀ i,LinearMap.range (Aj i).toLinearMap≠⊥) (b : Bool)
(gj : ∀ i,RelativeGauge (LinearMap.range (Aj i).toLinearMap))
(hm : ∀ i (q : RelativeGauge (LinearMap.range (Aj i).toLinearMap)),supportFunctional (μ.map (Aj i)) q.body=1 → objective b (gj i).toSeminorm≤ objective b q.toSeminorm)
{g : Seminorm ℝ (Space n)}
(hobj : Tendsto (fun i => objective b (gj i).toSeminorm) atTop (𝓝 (objective b g)))
(f : RelativeGauge (⊤ : Submodule ℝ (Space n))) :
∃ ha : 0< supportFunctional (μ.map A) f.body,
objective b g≤ objective b (f.scale _ ha).toSeminorm := by
obtain ⟨gA,hgn,hgm⟩ := exists_minimizer (norm_integrable_map hμ A) hAn (cosine_map_pos hμ hq A) b
obtain ⟨ha,_⟩ := minimizer_full_comparison hμ hq A hAn b gA hgm f
refine ⟨ha,?_⟩
have hscale : ∀ {a : ℝ} (ha : 0< a),objective b (f.scale a ha).toSeminorm=
if b then Real.log a+objective b f.toSeminorm else a*objective b f.toSeminorm := by
intro a ha
exact Spherical.objective_scale b (f.ne_zero top_ne_bot) ha (fun _ => rfl)
rw [hscale]
have ht := ((functional_map_continuous hμ f.compact f.nonempty).tendsto A).comp hA
have htr : Tendsto (fun i => if b then Real.log (supportFunctional (μ.map (Aj i)) f.body)+objective b f.toSeminorm
else supportFunctional (μ.map (Aj i)) f.body*objective b f.toSeminorm)
atTop (𝓝 (if b then Real.log (supportFunctional (μ.map A) f.body)+objective b f.toSeminorm
else supportFunctional (μ.map A) f.body*objective b f.toSeminorm)) := by
cases b
· exact ht.mul_const _
· exact (ht.log ha.ne').add_const _
apply le_of_tendsto_of_tendsto hobj htr
apply Eventually.of_forall
intro i
obtain ⟨hai,hi⟩ := minimizer_full_comparison hμ hq (Aj i) (hAj i) b (gj i) (hm i) f
rwa [hscale] at hi
/-- Every seminorm limit of actual minimizers is the actual minimizer in the
limiting range, including arbitrary drops of rank. -/
theorem minimizer_limit_identify (hμ : Integrable (fun x : Space n => ‖x‖) μ)
(hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x)
{Aj : ℕ → Space n →L[ℝ] Space n} {A : Space n →L[ℝ] Space n}
(hA : Tendsto Aj atTop (𝓝 A)) (hAn : LinearMap.range A.toLinearMap≠⊥)
(hAj : ∀ i,LinearMap.range (Aj i).toLinearMap≠⊥) (b : Bool)
(gj : ∀ i,RelativeGauge (LinearMap.range (Aj i).toLinearMap))
(hn : ∀ i,supportFunctional (μ.map (Aj i)) (gj i).body=1)
(hm : ∀ i (q : RelativeGauge (LinearMap.range (Aj i).toLinearMap)),supportFunctional (μ.map (Aj i)) q.body=1 → objective b (gj i).toSeminorm≤ objective b q.toSeminorm)
(gA : RelativeGauge (LinearMap.range A.toLinearMap)) (hgn : supportFunctional (μ.map A) gA.body=1)
(hgm : ∀ q : RelativeGauge (LinearMap.range A.toLinearMap),supportFunctional (μ.map A) q.body=1 → objective b gA.toSeminorm≤ objective b q.toSeminorm)
{g : Seminorm ℝ (Space n)} (hg : ∀ x,Tendsto (fun i => gj i x) atTop (𝓝 (g x)))
(hobj : Tendsto (fun i => objective b (gj i).toSeminorm) atTop (𝓝 (objective b g))) :
g=gA.toSeminorm := by
let V := LinearMap.range A.toLinearMap
have hμA := norm_integrable_map hμ A
have hqA := cosine_map_pos hμ hq A
have hqle := normalized_limit_lower hμ hA gj hn hg
obtain ⟨c,hc,hcb⟩ := seminorm_positive_subspace_bound V hAn (cosineSeminorm (μ.map A) hμA) hqA
have hl (x : Space n) : c*‖V.starProjection x‖≤ g x := by
have hh := hcb x
rw [cosine_map_projection hμ] at hh
exact hh.trans (hqle x)
let p := project V g hc hl
have hpnle : supportFunctional (μ.map A) p.body≤1 := by
apply projected_limit_normalization hμ _ gj hn g hg hc hl
intro x
exact ((show Continuous (fun B : Space n →L[ℝ] Space n => B x) by fun_prop).tendsto A).comp hA
have hp := p.functional_pos hAn hμA hqA
let q := p.scale _ hp
have hqn : supportFunctional (μ.map A) q.body=1 := by
rw [functional_scale p _ hp (μ.map A),inv_mul_cancel₀ hp.ne']
have hqg (x : Space n) : q x≤ g x := by
exact (mul_le_of_le_one_left (apply_nonneg p.toSeminorm x) hpnle).trans (project_le V g hc hl x)
have hg0 : g≠0 := by
intro he
have hzero : q.toSeminorm=0 := by ext x; exact le_antisymm (by simpa only [he,zero_apply] using hqg x) (apply_nonneg q.toSeminorm x)
exact q.ne_zero hAn hzero
have hupper : objective b g≤ objective b gA.toSeminorm := by
apply ge_of_tendsto (gA.objective_thicken_tendsto hAn b)
apply Eventually.of_forall
intro i
let ε : ℝ := 1/((i:ℝ)+1)
have hε : 0<ε := by dsimp [ε]; positivity
let f := gA.thicken ε hε
obtain ⟨ha,hh⟩ := full_comparison_limit hμ hq hA hAn hAj b gj hm hobj f
have hle : supportFunctional (μ.map A) f.body≤1 := by
exact (functional_thicken_le hμ A gA hε).trans hgn.le
apply hh.trans
apply Spherical.objective_mono b ((f.scale _ ha).ne_zero top_ne_bot) (f.ne_zero top_ne_bot)
intro x
exact mul_le_of_le_one_left (apply_nonneg f.toSeminorm x) hle
have hlower := hgm q hqn
have hmid := Spherical.objective_mono b (q.ne_zero hAn) hg0 hqg
have heq : objective b q.toSeminorm=objective b g := le_antisymm hmid (hupper.trans hlower)
have hqeq := Spherical.objective_mono_eq b (q.ne_zero hAn) hg0 hqg heq
have huniq := minimizer_unique hμA hAn b hgn hqn hgm (le_antisymm hlower (hmid.trans hupper))
rw [← hqeq,← huniq]
end RelativeGauge
end PettyProjection
end
noncomputable section
open Set MeasureTheory Metric Filter Topology
open scoped NNReal RealInnerProductSpace
namespace PettyProjection
open Spherical (Sphere objective)
namespace RelativeGauge
variable {n : ℕ} [NeZero n] {μ : Measure (Space n)}
omit [NeZero n] in
lemma full_functional_pos (hμ : Integrable (fun x : Space n => ‖x‖) μ)
(hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x)
(A : Space n →L[ℝ] Space n) (hA : LinearMap.range A.toLinearMap≠⊥)
(f : RelativeGauge (⊤ : Submodule ℝ (Space n))) : 0< supportFunctional (μ.map A) f.body := by
have hp := (projectFull (LinearMap.range A.toLinearMap) f).functional_pos hA
(norm_integrable_map hμ A) (cosine_map_pos hμ hq A)
rwa [functional_projectFull] at hp
lemma minimizers_uniform_bound (hμ : Integrable (fun x : Space n => ‖x‖) μ)
(hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x)
{Aj : ℕ → Space n →L[ℝ] Space n} {A : Space n →L[ℝ] Space n}
(hA : Tendsto Aj atTop (𝓝 A)) (hAn : LinearMap.range A.toLinearMap≠⊥)
(hAj : ∀ i,LinearMap.range (Aj i).toLinearMap≠⊥) (b : Bool)
(gj : ∀ i,RelativeGauge (LinearMap.range (Aj i).toLinearMap))
(hm : ∀ i (q : RelativeGauge (LinearMap.range (Aj i).toLinearMap)),supportFunctional (μ.map (Aj i)) q.body=1 →
objective b (gj i).toSeminorm≤ objective b q.toSeminorm) :
∃ R : ℝ,0< R ∧ ∀ i (u : Sphere n),gj i u≤ R := by
let f := ball (⊤ : Submodule ℝ (Space n))
let a : (Space n →L[ℝ] Space n) → ℝ := fun B => supportFunctional (μ.map B) f.body
have ha := full_functional_pos hμ hq A hAn f
have ht : Tendsto (fun i => a (Aj i)) atTop (𝓝 (a A)) :=
((functional_map_continuous hμ f.compact f.nonempty).tendsto A).comp hA
let v : ℕ → ℝ := fun i => if b then Real.log (a (Aj i))+objective b f.toSeminorm
else a (Aj i)*objective b f.toSeminorm
have hvt : Tendsto v atTop (𝓝 (if b then Real.log (a A)+objective b f.toSeminorm else a A*objective b f.toSeminorm)) := by
cases b
· exact ht.mul_const _
· exact (ht.log ha.ne').add_const _
obtain ⟨M,hM⟩ := (Metric.isBounded_range_of_tendsto v hvt).bddAbove
obtain ⟨R,hR,hRb⟩ := Spherical.objective_coercive (n := n) b M
refine ⟨R,hR,fun i u => hRb _ ((gj i).ne_zero (hAj i)) ?_ u⟩
obtain ⟨hai,hh⟩ := minimizer_full_comparison hμ hq (Aj i) (hAj i) b (gj i) (hm i) f
have he := Spherical.objective_scale b (g := f.toSeminorm) (f := (f.scale _ hai).toSeminorm)
(f.ne_zero top_ne_bot) hai (fun _ => rfl)
rw [he] at hh
exact hh.trans (hM (mem_range_self i))
lemma objective_tendsto_of_pointwise {gj : ℕ → Seminorm ℝ (Space n)} {g : Seminorm ℝ (Space n)}
(hg : g≠0) {R : ℝ} (hR : ∀ i (u : Sphere n),gj i u≤ R)
(ht : ∀ x,Tendsto (fun i => gj i x) atTop (𝓝 (g x))) (b : Bool) :
Tendsto (fun i => objective b (gj i)) atTop (𝓝 (objective b g)) := by
have hex : ∃ u : Sphere n,0< g u := by
by_contra! hn
have he : g=0 := by
ext x
rw [← Spherical.radialExtension_seminorm g x]
have hz : (fun u : Sphere n => g u)=(fun _ => 0) := by
funext u; exact le_antisymm (hn u) (apply_nonneg g _)
rw [hz]
unfold Spherical.radialExtension
split_ifs <;> simp
exact hg he
obtain ⟨u,hu⟩ := hex
have hh := (ht u).eventually (lt_mem_nhds (show g u/2< g u by linarith))
obtain ⟨N,hN⟩ := eventually_atTop.mp hh
apply (tendsto_add_atTop_iff_nat N).mp
apply Spherical.objective_tendsto b (show 0< g u/2 by linarith)
(fun i => ⟨u,(hN (i+N) (Nat.le_add_left N i)).le⟩) (fun i => hR (i+N)) hg
intro v
exact (ht v).comp (tendsto_add_atTop_nat N)
omit [NeZero n] in
lemma limit_ne_zero (hμ : Integrable (fun x : Space n => ‖x‖) μ)
(hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x)
{Aj : ℕ → Space n →L[ℝ] Space n} {A : Space n →L[ℝ] Space n}
(hA : Tendsto Aj atTop (𝓝 A)) (hAn : LinearMap.range A.toLinearMap≠⊥)
(gj : ∀ i,RelativeGauge (LinearMap.range (Aj i).toLinearMap))
(hn : ∀ i,supportFunctional (μ.map (Aj i)) (gj i).body=1)
{g : Seminorm ℝ (Space n)} (ht : ∀ x,Tendsto (fun i => gj i x) atTop (𝓝 (g x))) : g≠0 := by
obtain ⟨x,hx,hx0⟩ := (Submodule.ne_bot_iff _).mp hAn
have hp := cosine_map_pos hμ hq A x hx hx0
have hh := normalized_limit_lower hμ hA gj hn ht x
intro he
rw [he,zero_apply] at hh
linarith
/-- Sequential uniform compactness, and identification, for the actual
optimizer family across all nonzero linear maps, without a rank restriction. -/
theorem minimizers_subsequence (hμ : Integrable (fun x : Space n => ‖x‖) μ)
(hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x)
{Aj : ℕ → Space n →L[ℝ] Space n} {A : Space n →L[ℝ] Space n}
(hA : Tendsto Aj atTop (𝓝 A)) (hAn : LinearMap.range A.toLinearMap≠⊥)
(hAj : ∀ i,LinearMap.range (Aj i).toLinearMap≠⊥) (b : Bool)
(gj : ∀ i,RelativeGauge (LinearMap.range (Aj i).toLinearMap))
(hn : ∀ i,supportFunctional (μ.map (Aj i)) (gj i).body=1)
(hm : ∀ i (q : RelativeGauge (LinearMap.range (Aj i).toLinearMap)),supportFunctional (μ.map (Aj i)) q.body=1 →
objective b (gj i).toSeminorm≤ objective b q.toSeminorm)
(gA : RelativeGauge (LinearMap.range A.toLinearMap)) (hgn : supportFunctional (μ.map A) gA.body=1)
(hgm : ∀ q : RelativeGauge (LinearMap.range A.toLinearMap),supportFunctional (μ.map A) q.body=1 →
objective b gA.toSeminorm≤ objective b q.toSeminorm) :
∃ φ : ℕ → ℕ,StrictMono φ ∧
TendstoUniformly (fun i (u : Sphere n) => gj (φ i) u) (fun u => gA u) atTop := by
obtain ⟨R,hR,hRb⟩ := minimizers_uniform_bound hμ hq hA hAn hAj b gj hm
obtain ⟨g,φ,hφ,hu,ht⟩ := Spherical.bounded_seminorm_subsequence (R := ⟨R,hR.le⟩)
(fun i => (gj i).toSeminorm) hRb
have hA' := hA.comp hφ.tendsto_atTop
have hg := limit_ne_zero hμ hq hA' hAn (fun i => gj (φ i)) (fun i => hn (φ i)) ht
have ho := objective_tendsto_of_pointwise hg (fun i => hRb (φ i)) ht b
have he := minimizer_limit_identify hμ hq hA' hAn (fun i => hAj (φ i)) b
(fun i => gj (φ i)) (fun i => hn (φ i)) (fun i => hm (φ i)) gA hgn hgm ht ho
refine ⟨φ,hφ,?_⟩
rwa [he] at hu
end RelativeGauge
end PettyProjection
end
end OAI