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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 | |