import Mathlib.Algebra.Order.Archimedean.Real.Basic import Mathlib.Analysis.InnerProductSpace.Projection.Basic import Mathlib.Tactic.Linarith import Mathlib.Topology.Baire.Lemmas import Mathlib.Topology.MetricSpace.Pseudo.Defs import Mathlib.Topology.Semicontinuity.Basic namespace OAI noncomputable section namespace Generator /-! Baire continuity points from rational sublevel boundaries, without a global boundedness assumption. -/ section open Set Filter Topology variable {X : Type*} [TopologicalSpace X] /-- An explicit countable intersection of open sets of continuity points. -/ def continuityCore (f : X → ℝ) : Set X := ⋂ q : ℚ, (frontier {x | f x ≤ (q : ℝ)})ᶜ theorem continuityCore_isGδ (f : X → ℝ) : IsGδ (continuityCore f) := IsGδ.iInter_of_isOpen fun _ => isClosed_frontier.isOpen_compl theorem continuityCore_dense [BaireSpace X] {f : X → ℝ} (hf : LowerSemicontinuous f) : Dense (continuityCore f) := by apply dense_iInter_of_isOpen (fun _ => isClosed_frontier.isOpen_compl) intro q exact interior_eq_empty_iff_dense_compl.mp (interior_frontier (hf.isClosed_preimage q)) theorem continuousAt_of_mem_continuityCore {f : X → ℝ} (hf : LowerSemicontinuous f) {x : X} (hx : x ∈ continuityCore f) : ContinuousAt f x := by apply continuousAt_iff_lower_upperSemicontinuousAt.mpr refine ⟨hf x, ?_⟩ intro b hb obtain ⟨q, hxq, hqb⟩ := exists_rat_btwn hb have hnot : x ∉ frontier {y | f y ≤ (q : ℝ)} := Set.mem_iInter.mp hx q have hint : x ∈ interior {y | f y ≤ (q : ℝ)} := (mem_interior_iff_notMem_frontier (show x ∈ {y | f y ≤ (q : ℝ)} from hxq.le)).mpr hnot have hnhds : {y | f y ≤ (q : ℝ)} ∈ 𝓝 x := mem_interior_iff_mem_nhds.mp hint exact Filter.mem_of_superset hnhds fun y hy => lt_of_le_of_lt hy hqb /-- The common continuity set for a countable family, as used before extending the projection-norm conclusion to all L2 vectors. -/ theorem common_continuity_core [BaireSpace X] (f : ℕ → X → ℝ) (hf : ∀ n, LowerSemicontinuous (f n)) : ∃ C : Set X, IsGδ C ∧ Dense C ∧ ∀ x ∈ C, ∀ n, ContinuousAt (f n) x := by refine ⟨⋂ n, continuityCore (f n), IsGδ.iInter (fun n => continuityCore_isGδ (f n)), dense_iInter_of_Gδ (fun n => continuityCore_isGδ (f n)) (fun n => continuityCore_dense (hf n)), ?_⟩ intro x hx n exact continuousAt_of_mem_continuityCore (hf n) (Set.mem_iInter.mp hx n) /-- The uniform Lipschitz estimate in the vector variable extends continuity from a dense sequence to every vector (eq:projection-vector-lipschitz). -/ theorem continuousAt_of_dense_lipschitz {E : Type*} [PseudoMetricSpace E] (F : E → X → ℝ) (e : ℕ → E) (he : DenseRange e) (hLip : ∀ x a b, dist (F a x) (F b x) ≤ dist a b) {x : X} (hcont : ∀ n, ContinuousAt (F (e n)) x) (a : E) : ContinuousAt (F a) x := by rw [Metric.continuousAt_iff'] intro ε hε obtain ⟨n, hn⟩ := he.exists_dist_lt a (show 0 < ε / 3 by linarith) have hncont := Metric.continuousAt_iff'.mp (hcont n) (ε / 3) (by linarith) filter_upwards [hncont] with y hy have hleft := hLip y a (e n) have hright := hLip x (e n) a rw [dist_comm (e n) a] at hright calc dist (F a y) (F a x) ≤ dist (F a y) (F (e n) y) + dist (F (e n) y) (F a x) := dist_triangle _ _ _ _ ≤ dist (F a y) (F (e n) y) + (dist (F (e n) y) (F (e n) x) + dist (F (e n) x) (F a x)) := by linarith [dist_triangle (F (e n) y) (F (e n) x) (F a x)] _ < ε := by linarith /-- Baire continuity of a family of Hilbert-space projections. -/ theorem common_continuity_of_lipschitz [BaireSpace X] {E : Type*} [PseudoMetricSpace E] [TopologicalSpace.SeparableSpace E] [Nonempty E] (F : E → X → ℝ) (hf : ∀ a, LowerSemicontinuous (F a)) (hLip : ∀ x a b, dist (F a x) (F b x) ≤ dist a b) : ∃ C : Set X, IsGδ C ∧ Dense C ∧ ∀ x ∈ C, ∀ a, ContinuousAt (F a) x := by obtain ⟨e, he⟩ := TopologicalSpace.exists_dense_seq (α := E) obtain ⟨C, hG, hd, hC⟩ := common_continuity_core (fun n => F (e n)) (fun n => hf (e n)) exact ⟨C, hG, hd, fun x hx a => continuousAt_of_dense_lipschitz F e he hLip (hC x hx) a⟩ end /-! Hilbert-space projection and correlation identities. The inner product is conjugate-linear in its first argument, so `inner ℂ ξ W` represents τ(ξ* W). -/ section open scoped InnerProductSpace variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℂ E] variable (K : Submodule ℂ E) [K.HasOrthogonalProjection] def projectionNorm (ξ : E) : ℝ := ‖K.starProjection ξ‖ theorem projectionNorm_bounds (ξ : E) : 0 ≤ projectionNorm K ξ ∧ projectionNorm K ξ ≤ ‖ξ‖ := ⟨norm_nonneg _, K.norm_starProjection_apply_le ξ⟩ theorem projectionNorm_lipschitz (ξ η : E) : dist (projectionNorm K ξ) (projectionNorm K η) ≤ dist ξ η := by calc dist (projectionNorm K ξ) (projectionNorm K η) ≤ dist (K.starProjection ξ) (K.starProjection η) := by simpa only [projectionNorm, dist_eq_norm] using dist_norm_norm_le (K.starProjection ξ) (K.starProjection η) _ ≤ dist ξ η := by simp only [dist_eq_norm, ← map_sub] exact K.norm_starProjection_apply_le (ξ - η) theorem correlation_le_projectionNorm (ξ W : E) (hW : W ∈ K) (hunit : ‖W‖ = 1) : ‖inner ℂ ξ W‖ ≤ projectionNorm K ξ := by have hfix : K.starProjection W = W := K.starProjection_eq_self_iff.mpr hW have hi : inner ℂ (K.starProjection ξ) W = inner ℂ ξ W := by rw [K.inner_starProjection_left_eq_right, hfix] rw [← hi] simpa [projectionNorm, hunit] using norm_inner_le_norm (K.starProjection ξ) W def residual (z : E) : E := z - K.starProjection z theorem residual_projection_zero (z : E) : K.starProjection (residual K z) = 0 := by apply K.starProjection_apply_eq_zero_iff.mpr exact K.sub_starProjection_mem_orthogonal z theorem residual_norm_pos {z : E} (hz : z ∉ K) : 0 < ‖residual K z‖ := by apply norm_pos_iff.mpr intro hzero have heq : z = K.starProjection z := sub_eq_zero.mp hzero exact hz (heq.symm ▸ K.starProjection_apply_mem z) theorem residual_correlation (z : E) : inner ℂ (residual K z) z = (‖residual K z‖ : ℂ) ^ 2 := by have horth : inner ℂ (residual K z) (K.starProjection z) = 0 := K.starProjection_inner_eq_zero z _ (K.starProjection_apply_mem z) have hself := inner_self_eq_norm_sq_to_K (𝕜 := ℂ) (residual K z) calc inner ℂ (residual K z) z = inner ℂ (residual K z) (residual K z + K.starProjection z) := by simp only [residual, sub_add_cancel] _ = inner ℂ (residual K z) (residual K z) := by rw [inner_add_right, horth, add_zero] _ = _ := hself /-- Instantiation of the topological theorem with actual orthogonal projections. Lower semicontinuity remains an explicit prerequisite to prove for W*(P,u). -/ theorem common_projectionNorm_continuity {X : Type*} [TopologicalSpace X] [BaireSpace X] [TopologicalSpace.SeparableSpace E] (L : X → Submodule ℂ E) [∀ x, (L x).HasOrthogonalProjection] (hsemi : ∀ ξ, LowerSemicontinuous (fun x => projectionNorm (L x) ξ)) : ∃ C : Set X, IsGδ C ∧ Dense C ∧ ∀ x ∈ C, ∀ ξ, ContinuousAt (fun y => projectionNorm (L y) ξ) x := common_continuity_of_lipschitz (fun ξ x => projectionNorm (L x) ξ) hsemi (fun x ξ η => projectionNorm_lipschitz (L x) ξ η) end /-! Lower semicontinuity from a continuous family dense in each projected subspace. -/ open Set Filter Topology variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℂ E] def normalizedCorrelation (ξ w : E) : ℝ := ‖inner ℂ ξ w‖ / ‖w‖ theorem normalizedCorrelation_continuousAt (ξ : E) {w : E} (hw : w ≠ 0) : ContinuousAt (normalizedCorrelation ξ) w := by exact (continuous_const.inner continuous_id).norm.continuousAt.div continuous_norm.continuousAt (norm_ne_zero_iff.mpr hw) theorem normalizedCorrelation_le_projectionNorm (K : Submodule ℂ E) [K.HasOrthogonalProjection] (ξ w : E) (hw : w ∈ K) : normalizedCorrelation ξ w ≤ projectionNorm K ξ := by by_cases hzero : w = 0 · simpa [normalizedCorrelation, hzero] using (projectionNorm_bounds K ξ).1 have hnorm : 0 < ‖w‖ := norm_pos_iff.mpr hzero apply (div_le_iff₀ hnorm).mpr have hfix : K.starProjection w = w := K.starProjection_eq_self_iff.mpr hw have hi : inner ℂ (K.starProjection ξ) w = inner ℂ ξ w := by rw [K.inner_starProjection_left_eq_right, hfix] rw [← hi] exact norm_inner_le_norm _ _ theorem normalizedCorrelation_starProjection (K : Submodule ℂ E) [K.HasOrthogonalProjection] (ξ : E) : normalizedCorrelation ξ (K.starProjection ξ) = projectionNorm K ξ := by by_cases hz : K.starProjection ξ = 0 · simp [normalizedCorrelation, projectionNorm, hz] have hfix : K.starProjection (K.starProjection ξ) = K.starProjection ξ := K.starProjection_eq_self_iff.mpr (K.starProjection_apply_mem ξ) have hi : inner ℂ (K.starProjection ξ) (K.starProjection ξ) = inner ℂ ξ (K.starProjection ξ) := by rw [K.inner_starProjection_left_eq_right, hfix] rw [normalizedCorrelation, ← hi, inner_self_eq_norm_sq_to_K] simp [projectionNorm, Complex.norm_real, pow_two, norm_ne_zero_iff.mpr hz] /-- Dense continuous sections imply lower semicontinuity of every projection norm. The index type need not be countable, matching the P-coefficient polynomials. -/ theorem projectionNorm_lowerSemicontinuous {X I : Type*} [TopologicalSpace X] (L : X → Submodule ℂ E) [∀ x, (L x).HasOrthogonalProjection] (b : I → X → E) (hb : ∀ i x, b i x ∈ L x) (hc : ∀ i, Continuous (b i)) (hd : ∀ x, DenseRange (fun i => (⟨b i x, hb i x⟩ : L x))) (ξ : E) : LowerSemicontinuous (fun x => projectionNorm (L x) ξ) := by intro x r hr by_cases hneg : r < 0 · exact Filter.Eventually.of_forall fun y => hneg.trans_le (projectionNorm_bounds (L y) ξ).1 have hr0 : 0 ≤ r := le_of_not_gt hneg have hp : 0 < projectionNorm (L x) ξ := lt_of_le_of_lt hr0 hr have hv : (L x).starProjection ξ ≠ 0 := norm_pos_iff.mp hp have hqcont := normalizedCorrelation_continuousAt ξ hv have hqvalue := normalizedCorrelation_starProjection (L x) ξ obtain ⟨δ, hδ, hδprop⟩ := Metric.continuousAt_iff.mp hqcont ((projectionNorm (L x) ξ - r) / 2) (by linarith) obtain ⟨i, hi⟩ := (hd x).exists_dist_lt ((L x).orthogonalProjectionOnto ξ) hδ have hidist : dist (b i x) ((L x).starProjection ξ) < δ := by simpa only [Submodule.starProjection_apply, Subtype.dist_eq, dist_comm] using hi have hiq : r < normalizedCorrelation ξ (b i x) := by have ht := hδprop hidist rw [hqvalue, Real.dist_eq] at ht have hl := (abs_lt.mp ht).1 linarith have hbinz : b i x ≠ 0 := by intro hz simp [normalizedCorrelation, hz] at hiq linarith have hbq : ContinuousAt (fun y => normalizedCorrelation ξ (b i y)) x := (normalizedCorrelation_continuousAt ξ hbinz).comp (hc i).continuousAt have hevent : ∀ᶠ y in 𝓝 x, r < normalizedCorrelation ξ (b i y) := hbq (Ioi_mem_nhds hiq) exact hevent.mono fun y hy => hy.trans_le (normalizedCorrelation_le_projectionNorm (L y) ξ (b i y) (hb i y)) /-- The generic Hilbert-space content of lem:projection-continuity, with semicontinuity proved from dense continuous sections rather than assumed. -/ theorem common_projectionNorm_continuity_of_denseSections {X I : Type*} [TopologicalSpace X] [BaireSpace X] [TopologicalSpace.SeparableSpace E] (L : X → Submodule ℂ E) [∀ x, (L x).HasOrthogonalProjection] (b : I → X → E) (hb : ∀ i x, b i x ∈ L x) (hc : ∀ i, Continuous (b i)) (hd : ∀ x, DenseRange (fun i => (⟨b i x, hb i x⟩ : L x))) : ∃ C : Set X, IsGδ C ∧ Dense C ∧ ∀ x ∈ C, ∀ ξ, ContinuousAt (fun y => projectionNorm (L y) ξ) x := common_projectionNorm_continuity L (projectionNorm_lowerSemicontinuous L b hb hc hd) end Generator end end OAI