import Mathlib.Algebra.BigOperators.Field import Mathlib.Analysis.SpecialFunctions.BinaryEntropy import Mathlib.Analysis.SpecialFunctions.Pow.Real import Mathlib.Tactic.FieldSimp import Mathlib.Tactic.Ring namespace OAI /-! # Entropy optimization for finitely many sectors The normalized weights `q = A / (A + B)` and `1 - q = B / (A + B)` make the entropy-weighted geometric mean equal to `A + B`. This is the scalar identity used in Section 5.1 of the auxiliary-separation argument. The same calculation also applies to an arbitrary nonempty finite family. -/ open scoped BigOperators namespace MatrixMultiplication.AuxiliarySeparation /-- The logarithmic form of the entropy identity at the normalized weights. -/ theorem binary_entropy_log_partition {A B : ℝ} (hA : 0 < A) (hB : 0 < B) : Real.binEntropy (A / (A + B)) + Real.log A * (A / (A + B)) + Real.log B * (1 - A / (A + B)) = Real.log (A + B) := by have hsum : A + B ≠ 0 := ne_of_gt (add_pos hA hB) have hcomplement : 1 - A / (A + B) = B / (A + B) := by field_simp ring rw [Real.binEntropy, hcomplement, Real.log_inv, Real.log_inv, Real.log_div hA.ne' hsum, Real.log_div hB.ne' hsum] field_simp ring /-- Entropy compensates the weighted geometric mean at the normalized weights. -/ theorem binary_entropy_variational_identity {A B : ℝ} (hA : 0 < A) (hB : 0 < B) : Real.exp (Real.binEntropy (A / (A + B))) * A ^ (A / (A + B)) * B ^ (1 - A / (A + B)) = A + B := by rw [Real.rpow_def_of_pos hA, Real.rpow_def_of_pos hB, ← Real.exp_add, ← Real.exp_add, binary_entropy_log_partition hA hB, Real.exp_log (add_pos hA hB)] /-- The identity with an explicitly named optimizing proportion. -/ theorem binary_entropy_variational_identity_of_ratio {A B q : ℝ} (hA : 0 < A) (hB : 0 < B) (hq : q = A / (A + B)) : Real.exp (-q * Real.log q - (1 - q) * Real.log (1 - q)) * A ^ q * B ^ (1 - q) = A + B := by subst q have hentropy : -(A / (A + B)) * Real.log (A / (A + B)) - (1 - A / (A + B)) * Real.log (1 - A / (A + B)) = Real.binEntropy (A / (A + B)) := by simp only [Real.binEntropy, Real.log_inv] ring rw [hentropy] exact binary_entropy_variational_identity hA hB /-- The logarithmic entropy identity for positive weights on a finite set. -/ theorem finite_entropy_log_partition {ι : Type*} (s : Finset ι) (A : ι → ℝ) (hs : s.Nonempty) (hA : ∀ i ∈ s, 0 < A i) : -(∑ i ∈ s, (A i / (∑ j ∈ s, A j)) * Real.log (A i / (∑ j ∈ s, A j))) + (∑ i ∈ s, Real.log (A i) * (A i / (∑ j ∈ s, A j))) = Real.log (∑ j ∈ s, A j) := by have hsum : 0 < ∑ j ∈ s, A j := Finset.sum_pos hA hs calc _ = ∑ i ∈ s, (A i / (∑ j ∈ s, A j)) * Real.log (∑ j ∈ s, A j) := by rw [← Finset.sum_neg_distrib, ← Finset.sum_add_distrib] apply Finset.sum_congr rfl intro i hi rw [Real.log_div (hA i hi).ne' hsum.ne'] ring _ = (∑ i ∈ s, A i / (∑ j ∈ s, A j)) * Real.log (∑ j ∈ s, A j) := by rw [Finset.sum_mul] _ = _ := by rw [← Finset.sum_div, div_self hsum.ne', one_mul] /-- Normalizing any positive finite family attains its sum in the entropy formula. -/ theorem finite_entropy_variational_identity {ι : Type*} (s : Finset ι) (A : ι → ℝ) (hs : s.Nonempty) (hA : ∀ i ∈ s, 0 < A i) : Real.exp (-(∑ i ∈ s, (A i / (∑ j ∈ s, A j)) * Real.log (A i / (∑ j ∈ s, A j)))) * (∏ i ∈ s, (A i) ^ (A i / (∑ j ∈ s, A j))) = ∑ j ∈ s, A j := by have hsum : 0 < ∑ j ∈ s, A j := Finset.sum_pos hA hs have hprod : (∏ i ∈ s, (A i) ^ (A i / (∑ j ∈ s, A j))) = Real.exp (∑ i ∈ s, Real.log (A i) * (A i / (∑ j ∈ s, A j))) := by rw [Real.exp_sum] apply Finset.prod_congr rfl intro i hi exact Real.rpow_def_of_pos (hA i hi) _ rw [hprod, ← Real.exp_add, finite_entropy_log_partition s A hs hA, Real.exp_log hsum] end MatrixMultiplication.AuxiliarySeparation end OAI