import OAI.Geometry.ProjectionBodies.RankContinuity namespace OAI 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)} abbrev NonzeroMap (n : ℕ) := {A : Space n →L[ℝ] Space n // LinearMap.range A.toLinearMap≠⊥} def optimizer (hμ : Integrable (fun x : Space n => ‖x‖) μ) (hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x) (b : Bool) (A : NonzeroMap n) : RelativeGauge (LinearMap.range A.val.toLinearMap) := (exists_minimizer (norm_integrable_map hμ A) A.property (cosine_map_pos hμ hq A) b).choose lemma optimizer_normalized (hμ : Integrable (fun x : Space n => ‖x‖) μ) (hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x) (b : Bool) (A : NonzeroMap n) : supportFunctional (μ.map A.val) (optimizer hμ hq b A).body=1 := (exists_minimizer (norm_integrable_map hμ A) A.property (cosine_map_pos hμ hq A) b).choose_spec.1 lemma optimizer_minimal (hμ : Integrable (fun x : Space n => ‖x‖) μ) (hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x) (b : Bool) (A : NonzeroMap n) (g : RelativeGauge (LinearMap.range A.val.toLinearMap)) (hg : supportFunctional (μ.map A.val) g.body=1) : objective b (optimizer hμ hq b A).toSeminorm≤ objective b g.toSeminorm := (exists_minimizer (norm_integrable_map hμ A) A.property (cosine_map_pos hμ hq A) b).choose_spec.2 g hg def optimizerSphere (hμ : Integrable (fun x : Space n => ‖x‖) μ) (hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x) (b : Bool) (A : NonzeroMap n) : BoundedContinuousFunction (Sphere n) ℝ := BoundedContinuousFunction.mkOfCompact ⟨fun u => optimizer hμ hq b A u, (Spherical.seminorm_continuous n _).comp continuous_subtype_val⟩ /-- Rank-continuity of the actual canonical variational optimizer. The codomain carries the uniform norm on the entire ambient sphere. -/ theorem optimizerSphere_continuous (hμ : Integrable (fun x : Space n => ‖x‖) μ) (hq : ∀ x : Space n,x≠0 → 0< cosineSeminorm μ hμ x) (b : Bool) : Continuous (optimizerSphere hμ hq b) := by apply continuous_iff_seqContinuous.mpr intro Aj A hA apply Filter.tendsto_of_subseq_tendsto intro ns hns have hAv : Tendsto (fun i => (Aj (ns i)).val) atTop (𝓝 A.val) := (continuous_subtype_val.tendsto A).comp (hA.comp hns) obtain ⟨φ,_,ht⟩ := minimizers_subsequence hμ hq hAv A.property (fun i => (Aj (ns i)).property) b (fun i => optimizer hμ hq b (Aj (ns i))) (fun i => optimizer_normalized hμ hq b (Aj (ns i))) (fun i => optimizer_minimal hμ hq b (Aj (ns i))) (optimizer hμ hq b A) (optimizer_normalized hμ hq b A) (optimizer_minimal hμ hq b A) refine ⟨φ,BoundedContinuousFunction.tendsto_iff_tendstoUniformly.mpr ?_⟩ exact ht end RelativeGauge end PettyProjection end noncomputable section open Set MeasureTheory Metric Filter Topology Function open scoped ENNReal NNReal RealInnerProductSpace namespace PettyProjection open Spherical (Sphere norm_coe surface sigma mean) lemma gaussian_real_second_moment : (∫ t : ℝ,t^2*Real.exp (-(t^2)))=(1/2:ℝ)*(∫ t : ℝ,Real.exp (-(t^2))) := by have h0 := integral_fun_norm_addHaar (volume : Measure ℝ) (fun r : ℝ => Real.exp (-(r^2))) have h2 := integral_fun_norm_addHaar (volume : Measure ℝ) (fun r : ℝ => r^2*Real.exp (-(r^2))) simp only [Module.finrank_self,Nat.sub_self,pow_zero,one_smul,Real.norm_eq_abs,sq_abs] at h0 h2 have he : (∫ r in Ioi (0:ℝ),Real.exp (-(r^2)))=gaussianRadial 0 := by simp [gaussianRadial] change _=volume.real (ball (0:ℝ) 1)*gaussianRadial 2 at h2 rw [he] at h0 change _=volume.real (ball (0:ℝ) 1)*gaussianRadial 0 at h0 rw [h2,h0,show (2:ℕ)=0+2 from rfl,gaussianRadial_add_two] norm_num ring lemma seminorm_add_kernel {n : ℕ} (g : Seminorm ℝ (Space n)) {e : Space n} (he : g e=0) (x : Space n) (t : ℝ) : g (x+t • e)=g x := by have h1 := map_add_le_add g x (t • e) have h2 := map_add_le_add g (x+t • e) (-(t • e)) have hz : g (t • e)=0 := by rw [map_smul_eq_mul,he,mul_zero] rw [hz,add_zero] at h1 rw [add_neg_cancel_right,map_neg_eq_map,hz,add_zero] at h2 exact le_antisymm h1 h2 lemma gaussian_shadow_norm {n : ℕ} (e : Sphere n) (z : perpendicular (e:Space n)) (t : ℝ) : ‖(z:Space n)+t • (e:Space n)‖^2=‖z‖^2+t^2 := by rw [norm_add_sq_real,inner_smul_right,real_inner_comm,perpendicular_inner,norm_smul, Real.norm_eq_abs,mul_pow,norm_coe,one_pow,mul_one,sq_abs] simp /-- Genuine Gaussian independence in a seminorm kernel, proved by the measure-preserving orthogonal coordinate map and Fubini product integrals. -/ lemma gaussian_kernel_moment {n : ℕ} (g : Seminorm ℝ (Space n)) (k : ℕ) (e : Sphere n) (he : g e=0) : (∫ x : Space n,g x^k*⟪(e:Space n),x⟫^2*Real.exp (-(‖x‖^2)))= (1/2:ℝ)*(∫ x : Space n,g x^k*Real.exp (-(‖x‖^2))) := by let F : perpendicular (e:Space n) → ℝ := fun z => g z^k*Real.exp (-(‖z‖^2)) have he0 : (fun z : perpendicular (e:Space n) × ℝ => g (shadowMeasurableEquiv e z)^k*Real.exp (-(‖shadowMeasurableEquiv e z‖^2)))= (fun z => F z.1*Real.exp (-(z.2^2))) := by funext z change g ((z.1:Space n)+z.2 • (e:Space n))^k*Real.exp (-‖(z.1:Space n)+z.2 • (e:Space n)‖^2)=_ rw [seminorm_add_kernel g he,gaussian_shadow_norm,neg_add,Real.exp_add] dsimp only [F] ring have he2 : (fun z : perpendicular (e:Space n) × ℝ => g (shadowMeasurableEquiv e z)^k*⟪(e:Space n),shadowMeasurableEquiv e z⟫^2* Real.exp (-(‖shadowMeasurableEquiv e z‖^2)))= (fun z => F z.1*(z.2^2*Real.exp (-(z.2^2)))) := by funext z change g ((z.1:Space n)+z.2 • (e:Space n))^k*⟪(e:Space n),(z.1:Space n)+z.2 • (e:Space n)⟫^2* Real.exp (-‖(z.1:Space n)+z.2 • (e:Space n)‖^2)=_ rw [seminorm_add_kernel g he,gaussian_shadow_norm,neg_add,Real.exp_add, inner_add_right,perpendicular_inner,inner_smul_right,real_inner_self_eq_norm_sq,norm_coe] dsimp only [F] ring rw [← (shadowMeasurableEquiv_measurePreserving e).integral_comp (shadowMeasurableEquiv e).measurableEmbedding (fun x : Space n => g x^k*⟪(e:Space n),x⟫^2*Real.exp (-(‖x‖^2))), ← (shadowMeasurableEquiv_measurePreserving e).integral_comp (shadowMeasurableEquiv e).measurableEmbedding (fun x : Space n => g x^k*Real.exp (-(‖x‖^2)))] rw [he0,he2,Measure.volume_eq_prod, integral_prod_mul F (fun t : ℝ => t^2*Real.exp (-(t^2))), integral_prod_mul F (fun t : ℝ => Real.exp (-(t^2))),gaussian_real_second_moment] ring /-- The boundary moment ratio, for every seminorm and every natural homogeneity degree, including all singular and nonsmooth cases. -/ theorem sphere_kernel_moment {n : ℕ} [NeZero n] (g : Seminorm ℝ (Space n)) (k : ℕ) (e : Sphere n) (he : g e=0) : ((n:ℝ)+k)*mean (fun u : Sphere n => g u^k*⟪(e:Space n),(u:Space n)⟫^2)= mean (fun u : Sphere n => g u^k) := by have hh0 : ∀ r : ℝ,0 A (i,j) def op (A : Mat n) : Space n →L[ℝ] Space n := (matrix A).toEuclideanLin.toContinuousLinearMap def tr (A : Mat n) : ℝ := ∑ i,A (i,i) def quad (A : Mat n) (x : Space n) : ℝ := ⟪x,op A x⟫ def Symmetric (A : Mat n) : Prop := ∀ i j,A (i,j)=A (j,i) def PSD (A : Mat n) : Prop := Symmetric A ∧ ∀ x,0≤quad A x def domain (n : ℕ) : Set (Mat n) := {A | PSD A ∧ tr A=1} lemma op_apply (A : Mat n) (x : Space n) (i : Fin n) : op A x i=∑ j,A (i,j)*x j := rfl lemma quad_eq (A : Mat n) (x : Space n) : quad A x=∑ i,∑ j,A (i,j)*x i*x j := by simp only [quad,EuclideanSpace.inner_eq_star_dotProduct,dotProduct,star_trivial,op_apply,Finset.sum_mul] congr 1; funext i apply Finset.sum_congr rfl intro j _; ring lemma op_continuous : Continuous (op : Mat n → Space n →L[ℝ] Space n) := by let L : Mat n →ₗ[ℝ] (Space n →L[ℝ] Space n) := { toFun := op map_add' := by intro A B; ext x i; simp [op_apply,add_mul,Finset.sum_add_distrib] map_smul' := by intro a A; ext x i; simp [op_apply,Finset.mul_sum,mul_assoc] } exact L.continuous_of_finiteDimensional lemma quad_continuous : Continuous (fun p : Mat n × Space n => quad p.1 p.2) := by exact continuous_snd.inner (op_continuous.fst'.clm_apply continuous_snd) lemma tr_continuous : Continuous (tr : Mat n → ℝ) := by unfold tr fun_prop lemma quad_add (A B : Mat n) (x : Space n) : quad (A+B) x=quad A x+quad B x := by simp [quad_eq,add_mul,Finset.sum_add_distrib] lemma quad_smul (a : ℝ) (A : Mat n) (x : Space n) : quad (a • A) x=a*quad A x := by simp [quad_eq,mul_assoc,Finset.mul_sum] lemma quad_sub (A B : Mat n) (x : Space n) : quad (A-B) x=quad A x-quad B x := by simp [quad_eq,sub_mul,Finset.sum_sub_distrib] lemma symmetric_op {A : Mat n} (hA : Symmetric A) : (op A).toLinearMap.IsSymmetric := by apply Matrix.isSymmetric_toEuclideanLin_iff.mpr ext i j exact hA j i lemma op_kernel_of_quad_zero {A : Mat n} (hA : PSD A) {x : Space n} (hx : quad A x=0) : op A x=0 := by have hs := symmetric_op hA.1 have hxy (y : Space n) : ⟪y,op A x⟫=0 := by have hh (t : ℝ) := hA.2 (x+t • y) have he (t : ℝ) : quad A (x+t • y)=2*t*⟪y,op A x⟫+t^2*quad A y := by simp only [quad,map_add,map_smul,inner_add_left,inner_add_right,inner_smul_left, inner_smul_right,conj_trivial] at * have hi : ⟪x,op A y⟫=⟪y,op A x⟫ := by have h := hs x y change ⟪op A x,y⟫=⟪x,op A y⟫ at h rw [← h,real_inner_comm] rw [hx,hi]; ring simp_rw [he] at hh let a := quad A y let b := ⟪y,op A x⟫ have ha : 0≤a := hA.2 y have han : a+1≠0 := by linarith have hv := mul_nonneg (hh (-b/(a+1))) (sq_nonneg (a+1)) have heval : (2*(-b/(a+1))*b+(-b/(a+1))^2*a)*(a+1)^2= -b^2*(a+2) := by field_simp ring change 0≤(2*(-b/(a+1))*b+(-b/(a+1))^2*a)*(a+1)^2 at hv rw [heval] at hv change b=0 nlinarith [sq_nonneg b,mul_nonneg ha (sq_nonneg b)] exact inner_self_eq_zero.mp (hxy (op A x)) lemma symmetric_closed : IsClosed {A : Mat n | Symmetric A} := by have he : {A : Mat n | Symmetric A}=⋂ i : Fin n,⋂ j : Fin n,{A : Mat n | A (i,j)=A (j,i)} := by ext A; simp [Symmetric] rw [he] apply isClosed_iInter intro i apply isClosed_iInter intro j exact isClosed_eq (by fun_prop) (by fun_prop) lemma quad_nonneg_closed (x : Space n) : IsClosed {A : Mat n | 0≤quad A x} := by have hc : Continuous (fun A : Mat n => quad A x) := by simp_rw [quad_eq]; fun_prop exact isClosed_le (continuous_const : Continuous (fun _ : Mat n => (0:ℝ))) hc lemma psd_closed : IsClosed {A : Mat n | PSD A} := by have hq : IsClosed (⋂ x : Space n,{A : Mat n | 0≤quad A x}) := isClosed_iInter (fun x : Space n => quad_nonneg_closed x) have h := (symmetric_closed (n := n)).inter hq convert h using 1 ext A simp only [mem_inter_iff,mem_ofPred_eq,mem_iInter,PSD] lemma domain_closed : IsClosed (domain n) := (psd_closed (n := n)).inter (isClosed_eq (tr_continuous (n := n)) continuous_const) lemma domain_convex : Convex ℝ (domain n) := by intro A hA B hB a b ha hb hab refine ⟨⟨?_,?_⟩,?_⟩ · intro i j change a*A (i,j)+b*B (i,j)=a*A (j,i)+b*B (j,i) rw [hA.1.1 i j,hB.1.1 i j] · intro x rw [quad_add,quad_smul,quad_smul] exact add_nonneg (mul_nonneg ha (hA.1.2 x)) (mul_nonneg hb (hB.1.2 x)) · change (∑ i,(a*A (i,i)+b*B (i,i)))=1 rw [Finset.sum_add_distrib,← Finset.mul_sum,← Finset.mul_sum] change a*tr A+b*tr B=1 rw [hA.2,hB.2,mul_one,mul_one,hab] lemma quad_basis (A : Mat n) (i : Fin n) : quad A (EuclideanSpace.single i 1)=A (i,i) := by simp [quad_eq] lemma quad_basis_add (A : Mat n) (i j : Fin n) (a b : ℝ) : quad A (a • EuclideanSpace.single i 1+b • EuclideanSpace.single j 1)= a^2*A (i,i)+a*b*(A (i,j)+A (j,i))+b^2*A (j,j) := by simp [quad_eq,add_mul,mul_add,Finset.sum_add_distrib] ring lemma domain_entry_bound {A : Mat n} (hA : A∈domain n) (i j : Fin n) : |A (i,j)|≤1 := by have hd (i : Fin n) : 0≤A (i,i) := by simpa only [quad_basis] using hA.1.2 (EuclideanSpace.single i 1) have hd1 (i : Fin n) : A (i,i)≤1 := by rw [← hA.2] exact Finset.single_le_sum (fun j _ => hd j) (Finset.mem_univ i) have hp := hA.1.2 ((1:ℝ) • EuclideanSpace.single i 1+(1:ℝ) • EuclideanSpace.single j 1) have hm := hA.1.2 ((1:ℝ) • EuclideanSpace.single i 1+(-1:ℝ) • EuclideanSpace.single j 1) rw [quad_basis_add,hA.1.1 j i] at hp hm exact abs_le.mpr ⟨by nlinarith [hd1 i,hd1 j],by nlinarith [hd1 i,hd1 j]⟩ lemma domain_compact : IsCompact (domain n) := by apply (isCompact_closedBall (0:Mat n) (n:ℝ)).of_isClosed_subset domain_closed intro A hA rw [mem_closedBall,dist_zero_right] have hn : (0:ℝ)≤n := Nat.cast_nonneg _ rw [← sq_le_sq₀ (norm_nonneg A) hn,EuclideanSpace.norm_sq_eq] calc ∑ i : Fin n × Fin n,‖A i‖^2 ≤ ∑ _ : Fin n × Fin n,(1:ℝ) := by apply Finset.sum_le_sum intro i _ have hh := domain_entry_bound hA i.1 i.2 dsimp only [Real.norm_eq_abs] nlinarith [abs_nonneg (A i)] _ = (n:ℝ)^2 := by simp [sq] lemma domain_nonempty [NeZero n] : (domain n).Nonempty := by let A : Mat n := WithLp.toLp 2 (fun ij => if ij.1=ij.2 then (n:ℝ)⁻¹ else 0) refine ⟨A,⟨?_,?_⟩,?_⟩ · intro i j dsimp [A] simp only [eq_comm] · intro x rw [quad_eq] dsimp [A] simp only [ite_mul,zero_mul,Finset.sum_ite_eq,Finset.mem_univ,ite_true] apply Finset.sum_nonneg intro i _ simpa only [sq,mul_assoc] using mul_nonneg (inv_nonneg.mpr (Nat.cast_nonneg n : (0:ℝ)≤n)) (sq_nonneg (x i)) · simp [tr,A,NeZero.ne n] lemma domain_range_ne_bot {A : Mat n} (hA : A∈domain n) : LinearMap.range (op A).toLinearMap≠⊥ := by intro h have hz : op A=0 := by apply ContinuousLinearMap.ext intro x exact (Submodule.mem_bot ℝ).mp (h ▸ LinearMap.mem_range_self _ x) have hdiag (i : Fin n) : A (i,i)=0 := by rw [← quad_basis,quad,hz]; simp have : tr A=0 := by simp [tr,hdiag] linarith [hA.2] end PettyProjection.Position end noncomputable section open Set MeasureTheory Metric Filter Topology open scoped RealInnerProductSpace namespace PettyProjection.Position open Spherical (Sphere mean sigma norm_coe continuous_integrable seminorm_continuous) variable {n : ℕ} [NeZero n] def identity (n : ℕ) : Mat n := WithLp.toLp 2 (fun ij => if ij.1=ij.2 then 1 else 0) def momentField (g : Seminorm ℝ (Space n)) (k : ℕ) : Mat n := WithLp.toLp 2 (fun ij => mean (fun u : Sphere n => g u^k*(u:Space n) ij.1*(u:Space n) ij.2)/ mean (fun u : Sphere n => g u^k)-(if ij.1=ij.2 then 1 else 0)/(n:ℝ)) lemma mean_power_pos (g : Seminorm ℝ (Space n)) (hg : g≠0) (k : ℕ) : 0 < mean (fun u : Sphere n => g u^k) := by obtain ⟨R,e,hR,_,hb⟩ := Spherical.seminorm_coordinate_minorant g hg have he := hb e simp only [real_inner_self_eq_norm_sq,norm_coe,one_pow,abs_one,mul_one] at he have hc : Continuous (fun u : Sphere n => g u^k) := ((seminorm_continuous n g).comp continuous_subtype_val).pow k apply integral_pos_of_integrable_nonneg_nonzero (x := e) hc (continuous_integrable hc) (fun u => pow_nonneg (apply_nonneg g (u:Space n)) k) exact (pow_pos (hR.trans_le he) k).ne' omit [NeZero n] in lemma field_symmetric (g : Seminorm ℝ (Space n)) (k : ℕ) : Symmetric (momentField g k) := by intro i j change mean _ / _ - _ / _=mean _ / _ - _ / _ congr 2 · congr 1; funext u; ring · simp only [eq_comm] lemma field_trace (g : Seminorm ℝ (Space n)) (hg : g≠0) (k : ℕ) : tr (momentField g k)=0 := by have hc (i : Fin n) : Continuous (fun u : Sphere n => g u^k*(u:Space n) i*(u:Space n) i) := by exact (((seminorm_continuous n g).comp continuous_subtype_val).pow k).mul (by fun_prop) |>.mul (by fun_prop) have hsum : (∑ i : Fin n,mean (fun u : Sphere n => g u^k*(u:Space n) i*(u:Space n) i))= mean (fun u : Sphere n => g u^k) := by rw [← Spherical.mean_sum _ (fun i _ => hc i)] congr 1 funext u have hh := EuclideanSpace.real_norm_sq_eq (u:Space n) rw [norm_coe,one_pow] at hh calc (∑ i : Fin n,g u^k*(u:Space n) i*(u:Space n) i)=g u^k*(∑ i : Fin n,(u:Space n) i^2) := by rw [Finset.mul_sum]; apply Finset.sum_congr rfl; intro i _; ring _ = g u^k := by rw [← hh,mul_one] simp only [tr,momentField,ite_true] change (∑ i : Fin n,(mean (fun u : Sphere n => g u^k*(u:Space n) i*(u:Space n) i)/mean (fun u : Sphere n => g u^k)-1/(n:ℝ)))=0 rw [Finset.sum_sub_distrib,← Finset.sum_div,hsum,div_self (mean_power_pos g hg k).ne'] simp [NeZero.ne n] lemma field_quad (g : Seminorm ℝ (Space n)) (k : ℕ) (x : Space n) : quad (momentField g k) x=mean (fun u : Sphere n => g u^k*⟪x,(u:Space n)⟫^2)/ mean (fun u : Sphere n => g u^k)-‖x‖^2/(n:ℝ) := by have hc (i j : Fin n) : Continuous (fun u : Sphere n => g u^k*(u:Space n) i*(u:Space n) j*x i*x j) := by exact (((((seminorm_continuous n g).comp continuous_subtype_val).pow k).mul (by fun_prop)).mul (by fun_prop)).mul continuous_const |>.mul continuous_const have hnum : (∑ i : Fin n,∑ j : Fin n, mean (fun u : Sphere n => g u^k*(u:Space n) i*(u:Space n) j)*x i*x j)= mean (fun u : Sphere n => g u^k*⟪x,(u:Space n)⟫^2) := by have hi (i : Fin n) : (∑ j : Fin n,mean (fun u : Sphere n => g u^k*(u:Space n) i*(u:Space n) j)*x i*x j)= mean (fun u : Sphere n => ∑ j : Fin n,g u^k*(u:Space n) i*(u:Space n) j*x i*x j) := by simp_rw [mean,← integral_mul_const] exact (integral_finsetSum _ (fun j _ => continuous_integrable (hc i j))).symm simp_rw [hi] rw [← Spherical.mean_sum _ (fun i _ => continuous_finsetSum _ (fun j _ => hc i j))] congr 1 funext u simp only [EuclideanSpace.inner_eq_star_dotProduct,dotProduct,star_trivial,sq,Finset.sum_mul,Finset.mul_sum] apply Finset.sum_congr rfl intro i _ apply Finset.sum_congr rfl intro j _ ring rw [quad_eq] simp only [momentField,sub_mul,Finset.sum_sub_distrib] have hdiv : (∑ i : Fin n,∑ j : Fin n, mean (fun u : Sphere n => g u^k*(u:Space n) i*(u:Space n) j)/mean (fun u : Sphere n => g u^k)*x i*x j)= mean (fun u : Sphere n => g u^k*⟪x,(u:Space n)⟫^2)/mean (fun u : Sphere n => g u^k) := by simp_rw [div_mul_eq_mul_div,← Finset.sum_div] rw [hnum] rw [hdiv] congr 1 simp only [ite_div,zero_div,ite_mul,zero_mul,Finset.sum_ite_eq,Finset.mem_univ,ite_true] rw [EuclideanSpace.real_norm_sq_eq] rw [Finset.sum_div] simp only [one_div,sq] apply Finset.sum_congr rfl intro i _ ring lemma field_kernel {g : Seminorm ℝ (Space n)} (hg : g≠0) {k : ℕ} (hk : 0 g u^k*⟪(e:Space n),(u:Space n)⟫^2) := by nlinarith nlinarith end PettyProjection.Position end end OAI