import OAI.Dynamics.EntropyCounterexample.Embedding namespace OAI noncomputable section open scoped ContDiff namespace Problem340.AmbientRetraction variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] def normalize (x : E) : E := ‖x‖⁻¹ • x theorem contDiffAt_normalize {n : ℕ∞ω} {x : E} (hx : x ≠ 0) : ContDiffAt ℝ n normalize x := by exact ((contDiffAt_id.norm ℝ hx).inv (norm_ne_zero_iff.mpr hx)).smul contDiffAt_id theorem normalize_mem_sphere {x : E} (hx : x ≠ 0) : normalize x ∈ Metric.sphere (0 : E) 1 := by rw [mem_sphere_zero_iff_norm, normalize, norm_smul, norm_inv, norm_norm] exact inv_mul_cancel₀ (norm_ne_zero_iff.mpr hx) theorem normalize_eq_self {x : E} (hx : x ∈ Metric.sphere (0 : E) 1) : normalize x = x := by rw [normalize, mem_sphere_zero_iff_norm.mp hx, inv_one, one_smul] @[simp] theorem norm_smul_normalize (x : E) : ‖x‖ • normalize x = x := by by_cases hx : x = 0 · simp [hx, normalize] · rw [normalize, smul_smul, mul_inv_cancel₀ (norm_ne_zero_iff.mpr hx), one_smul] theorem norm_normalize_le_one (x : E) : ‖normalize x‖ ≤ 1 := by by_cases hx : x = 0 · simp [hx, normalize] · exact le_of_eq (mem_sphere_zero_iff_norm.mp (normalize_mem_sphere hx)) theorem norm_normalize_sub_le {x : E} (hx : x ≠ 0) (y : E) : ‖normalize y - normalize x‖ ≤ (2 / ‖x‖) * ‖y - x‖ := by have hid : ‖x‖ • (normalize y - normalize x) = (‖x‖ - ‖y‖) • normalize y + (y - x) := by rw [smul_sub, sub_smul, norm_smul_normalize, norm_smul_normalize] abel have hscale : ‖x‖ * ‖normalize y - normalize x‖ ≤ 2 * ‖y - x‖ := by calc ‖x‖ * ‖normalize y - normalize x‖ = ‖‖x‖ • (normalize y - normalize x)‖ := by rw [norm_smul, norm_norm] _ = ‖(‖x‖ - ‖y‖) • normalize y + (y - x)‖ := congrArg norm hid _ ≤ ‖(‖x‖ - ‖y‖) • normalize y‖ + ‖y - x‖ := norm_add_le _ _ _ = |‖x‖ - ‖y‖| * ‖normalize y‖ + ‖y - x‖ := by rw [norm_smul, Real.norm_eq_abs] _ ≤ |‖x‖ - ‖y‖| + ‖y - x‖ := by nlinarith [norm_normalize_le_one y, abs_nonneg (‖x‖ - ‖y‖)] _ ≤ 2 * ‖y - x‖ := by have hnorm := abs_norm_sub_norm_le x y rw [norm_sub_rev x y] at hnorm linarith calc ‖normalize y - normalize x‖ ≤ (2 * ‖y - x‖) / ‖x‖ := (le_div_iff₀ (norm_pos_iff.mpr hx)).mpr (by nlinarith [hscale]) _ = (2 / ‖x‖) * ‖y - x‖ := by ring theorem norm_fderiv_normalize_le {x : E} (hx : x ≠ 0) : ‖fderiv ℝ normalize x‖ ≤ 2 / ‖x‖ := by apply norm_fderiv_le_of_lip' ℝ (by positivity) exact Filter.Eventually.of_forall (norm_normalize_sub_le hx) theorem norm_fderiv_normalize_le_four {x : E} (hx : (1 / 2 : ℝ) ≤ ‖x‖) : ‖fderiv ℝ normalize x‖ ≤ 4 := by have hxpos : 0 < ‖x‖ := by linarith apply (norm_fderiv_normalize_le (norm_pos_iff.mp hxpos)).trans apply (div_le_iff₀ hxpos).mpr linarith def cylinder (x : ℝ × E) : ℝ × E := (x.1, normalize x.2) theorem contDiffAt_cylinder {n : ℕ∞ω} {x : ℝ × E} (hx : x.2 ≠ 0) : ContDiffAt ℝ n cylinder x := by exact contDiffAt_fst.prodMk ((contDiffAt_normalize hx).comp x contDiffAt_snd) theorem norm_cylinder_sub_le_four {x : ℝ × E} (hx : (1 / 2 : ℝ) ≤ ‖x.2‖) (y : ℝ × E) : ‖cylinder y - cylinder x‖ ≤ 4 * ‖y - x‖ := by have hxpos : 0 < ‖x.2‖ := by linarith have hratio : 2 / ‖x.2‖ ≤ 4 := (div_le_iff₀ hxpos).mpr (by linarith) change max ‖y.1 - x.1‖ ‖normalize y.2 - normalize x.2‖ ≤ 4 * ‖y - x‖ apply max_le · have hfst := norm_fst_le (y - x) change ‖y.1 - x.1‖ ≤ ‖y - x‖ at hfst nlinarith [norm_nonneg (y - x)] · calc ‖normalize y.2 - normalize x.2‖ ≤ (2 / ‖x.2‖) * ‖y.2 - x.2‖ := norm_normalize_sub_le (norm_pos_iff.mp hxpos) _ _ ≤ 4 * ‖y.2 - x.2‖ := mul_le_mul_of_nonneg_right hratio (norm_nonneg _) _ ≤ 4 * ‖y - x‖ := mul_le_mul_of_nonneg_left (norm_snd_le (y - x)) (by norm_num) theorem norm_fderiv_cylinder_le_four {x : ℝ × E} (hx : (1 / 2 : ℝ) ≤ ‖x.2‖) : ‖fderiv ℝ cylinder x‖ ≤ 4 := by apply norm_fderiv_le_of_lip' ℝ (by norm_num) exact Filter.Eventually.of_forall (norm_cylinder_sub_le_four hx) @[simp] theorem cylinder_eq_self {x : ℝ × E} (hx : ‖x.2‖ = 1) : cylinder x = x := by apply Prod.ext · rfl · exact normalize_eq_self (mem_sphere_zero_iff_norm.mpr hx) def cylinderDomain : Set (ℝ × E) := {x | (1 / 2 : ℝ) < ‖x.2‖} omit [InnerProductSpace ℝ E] in theorem isOpen_cylinderDomain : IsOpen (cylinderDomain (E := E)) := isOpen_lt continuous_const (continuous_norm.comp continuous_snd) theorem mapsTo_normalizedPredictor (G : ℝ × E → ℝ × E) (hG : ∀ x : ℝ × E, ‖x.2‖ = 1 → ‖(G x).2‖ = 1) : Set.MapsTo (G ∘ cylinder) cylinderDomain cylinderDomain := by intro x hx change (1 / 2 : ℝ) < ‖x.2‖ at hx have hxne : x.2 ≠ 0 := norm_pos_iff.mp (by linarith [hx]) have hn : ‖(cylinder x).2‖ = 1 := mem_sphere_zero_iff_norm.mp (normalize_mem_sphere hxne) change (1 / 2 : ℝ) < ‖(G (cylinder x)).2‖ rw [hG _ hn] norm_num theorem contDiffOn_normalizedPredictor {n : ℕ∞ω} (G : ℝ × E → ℝ × E) (hG : ContDiff ℝ n G) : ContDiffOn ℝ n (G ∘ cylinder) cylinderDomain := by intro x hx change (1 / 2 : ℝ) < ‖x.2‖ at hx apply ContDiffAt.contDiffWithinAt exact hG.contDiffAt.comp x (contDiffAt_cylinder (norm_pos_iff.mp (by linarith [hx]))) theorem norm_fderiv_normalizedPredictor_le (G : ℝ × E → ℝ × E) (hG : ContDiff ℝ 1 G) {B : ℝ} (hB : 0 ≤ B) (hbound : ∀ x : ℝ × E, ‖x.2‖ = 1 → ‖fderiv ℝ G x‖ ≤ B) {x : ℝ × E} (hx : x ∈ cylinderDomain) : ‖fderiv ℝ (G ∘ cylinder) x‖ ≤ B * 4 := by change (1 / 2 : ℝ) < ‖x.2‖ at hx have hxpos : 0 < ‖x.2‖ := by linarith [hx] have hnorm : ‖(cylinder x).2‖ = 1 := mem_sphere_zero_iff_norm.mp (normalize_mem_sphere (norm_pos_iff.mp hxpos)) rw [fderiv_comp x (hG.differentiable one_ne_zero _) ((contDiffAt_cylinder (n := 1) (norm_pos_iff.mp hxpos)).differentiableAt one_ne_zero)] apply (ContinuousLinearMap.opNorm_comp_le _ _).trans exact mul_le_mul (hbound _ hnorm) (norm_fderiv_cylinder_le_four (le_of_lt hx)) (norm_nonneg _) hB theorem normalizedPredictor_iterate_eq (G : ℝ × E → ℝ × E) (hG : ∀ x : ℝ × E, ‖x.2‖ = 1 → ‖(G x).2‖ = 1) {x : ℝ × E} (hx : ‖x.2‖ = 1) (n : ℕ) : (G ∘ cylinder)^[n] x = G^[n] x := by have hinv : Set.MapsTo G {x : ℝ × E | ‖x.2‖ = 1} {x : ℝ × E | ‖x.2‖ = 1} := hG induction n with | zero => rfl | succ n hn => rw [Function.iterate_succ_apply', Function.iterate_succ_apply', hn] change G (cylinder (G^[n] x)) = G (G^[n] x) rw [cylinder_eq_self (hinv.iterate n hx)] theorem normalizedPredictor_iterate_succ_eq (G : ℝ × E → ℝ × E) (hG : ∀ x : ℝ × E, ‖x.2‖ = 1 → ‖(G x).2‖ = 1) {x : ℝ × E} (hx : x.2 ≠ 0) (n : ℕ) : (G ∘ cylinder)^[n + 1] x = G^[n + 1] (cylinder x) := by rw [Function.iterate_succ_apply, Function.comp_apply] have hn : ‖(G (cylinder x)).2‖ = 1 := hG _ (mem_sphere_zero_iff_norm.mp (normalize_mem_sphere hx)) rw [normalizedPredictor_iterate_eq G hG hn n, Function.iterate_succ_apply] def domain (q : ℕ) : Set (CounterexampleAmbient q) := {x | x.1 ≠ 0 ∧ ∀ i, x.2 i ≠ 0} theorem isOpen_domain (q : ℕ) : IsOpen (domain q) := by have hclock : IsOpen {x : CounterexampleAmbient q | x.1 ≠ 0} := isOpen_ne.preimage continuous_fst have hsphere : IsOpen {x : CounterexampleAmbient q | ∀ i, x.2 i ≠ 0} := by rw [Set.ofPred_forall] exact isOpen_iInter_of_finite fun i => isOpen_ne.preimage ((continuous_apply i).comp continuous_snd) exact hclock.inter hsphere theorem standardEmbedding_mem_domain {q : ℕ} (x : CounterexampleManifold q) : standardEmbedding q x ∈ domain q := ⟨ne_zero_of_mem_unit_sphere x.1, fun i => ne_zero_of_mem_unit_sphere (x.2 i)⟩ def project (q : ℕ) (x : CounterexampleAmbient q) : CounterexampleAmbient q := (normalize x.1, fun i => normalize (x.2 i)) theorem contDiffOn_project (q : ℕ) (n : ℕ∞ω) : ContDiffOn ℝ n (project q) (domain q) := by intro x hx apply ContDiffAt.contDiffWithinAt apply ContDiffAt.prodMk · exact (contDiffAt_normalize (E := ClockAmbient) (n := n) hx.1).comp x contDiffAt_fst · apply (contDiffAt_pi (F' := fun _ : Fin (q + 1) => SphereAmbient)).mpr intro i exact ContDiffAt.comp (f := fun y : CounterexampleAmbient q => y.2 i) (g := normalize (E := SphereAmbient)) x (contDiffAt_normalize (n := n) (hx.2 i)) ((contDiff_apply ℝ SphereAmbient i).contDiffAt.comp x contDiffAt_snd) @[simp] theorem project_standardEmbedding {q : ℕ} (x : CounterexampleManifold q) : project q (standardEmbedding q x) = standardEmbedding q x := by apply Prod.ext · exact normalize_eq_self x.1.property · funext i exact normalize_eq_self (x.2 i).property def toManifold (q : ℕ) (x : domain q) : CounterexampleManifold q := (⟨normalize x.1.1, normalize_mem_sphere x.2.1⟩, fun i => ⟨normalize (x.1.2 i), normalize_mem_sphere (x.2.2 i)⟩) @[simp] theorem standardEmbedding_toManifold (q : ℕ) (x : domain q) : standardEmbedding q (toManifold q x) = project q x := rfl theorem continuous_toManifold (q : ℕ) : Continuous (toManifold q) := by apply (continuous_iff_standardEmbedding q _).mpr exact (contDiffOn_project q 0).continuousOn.domRestrict @[simp] theorem toManifold_standardEmbedding {q : ℕ} (x : CounterexampleManifold q) : toManifold q ⟨standardEmbedding q x, standardEmbedding_mem_domain x⟩ = x := by apply standardEmbedding_injective q exact project_standardEmbedding x def fromAmbient {q : ℕ} (F : CounterexampleAmbient q → CounterexampleAmbient q) (hF : ∀ x : CounterexampleManifold q, F (standardEmbedding q x) ∈ domain q) (x : CounterexampleManifold q) : CounterexampleManifold q := toManifold q ⟨F (standardEmbedding q x), hF x⟩ @[simp] theorem standardEmbedding_fromAmbient {q : ℕ} (F : CounterexampleAmbient q → CounterexampleAmbient q) (hF : ∀ x : CounterexampleManifold q, F (standardEmbedding q x) ∈ domain q) (x : CounterexampleManifold q) : standardEmbedding q (fromAmbient F hF x) = project q (F (standardEmbedding q x)) := rfl theorem isC1SelfMap_fromAmbient {q : ℕ} (F : CounterexampleAmbient q → CounterexampleAmbient q) (hF : ∀ x : CounterexampleManifold q, F (standardEmbedding q x) ∈ domain q) {U : Set (CounterexampleAmbient q)} (hU : IsOpen U) (hmem : ∀ x : CounterexampleManifold q, standardEmbedding q x ∈ U) (hsmooth : ContDiffOn ℝ 1 F U) : IsC1SelfMap q (fromAmbient F hF) := by have hlocal : ∀ x : CounterexampleManifold q, ∃ V : Set (CounterexampleAmbient q), IsOpen V ∧ standardEmbedding q x ∈ V ∧ ∃ G : CounterexampleAmbient q → CounterexampleAmbient q, ContDiffOn ℝ 1 G V ∧ ∀ y : CounterexampleManifold q, standardEmbedding q y ∈ V → standardEmbedding q (fromAmbient F hF y) = G (standardEmbedding q y) := by intro x refine ⟨U ∩ F ⁻¹' domain q, hsmooth.continuousOn.isOpen_inter_preimage hU (isOpen_domain q), ⟨hmem x, hF x⟩, project q ∘ F, ?_, ?_⟩ · exact (contDiffOn_project q 1).comp_inter hsmooth · intro y _ rfl exact ⟨continuous_of_local_contDiff_extension _ hlocal, hlocal⟩ end Problem340.AmbientRetraction end end OAI