import OAI.Probability.CubeShuffle.Basic namespace OAI namespace CubeShuffle namespace DensityTransfer open scoped BigOperators noncomputable def applyKernel {X : Type*} [Fintype X] (P : X → X → ℝ) (v : EuclideanSpace ℂ X) : EuclideanSpace ℂ X := WithLp.toLp 2 (fun x => ∑ y, (P x y : ℂ)*v y) lemma applyKernel_apply {X : Type*} [Fintype X] (P : X → X → ℝ) (v : EuclideanSpace ℂ X) (x : X) : applyKernel P v x = ∑ y, (P x y : ℂ)*v y := rfl lemma applyKernel_add {X : Type*} [Fintype X] (P Q : X → X → ℝ) (v : EuclideanSpace ℂ X) : applyKernel (fun x y => P x y+Q x y) v = applyKernel P v+applyKernel Q v := by ext x simp only [applyKernel_apply,Complex.ofReal_add,add_mul,Finset.sum_add_distrib] rfl lemma kernel_component_sq {X : Type*} [Fintype X] (P : X → X → ℝ) (hP : ∀ x y, 0 ≤ P x y) (v : EuclideanSpace ℂ X) (x : X) : ‖applyKernel P v x‖^2 ≤ (∑ y, P x y) * ∑ y, P x y*‖v y‖^2 := by have hs : ‖applyKernel P v x‖ ≤ ∑ y, P x y*‖v y‖ := by rw [applyKernel_apply] apply (norm_sum_le _ _).trans apply Finset.sum_le_sum intro y _ rw [norm_mul,Complex.norm_real,Real.norm_eq_abs,abs_of_nonneg (hP x y)] apply (pow_le_pow_left₀ (norm_nonneg _) hs 2).trans exact Finset.sum_sq_le_sum_mul_sum_of_sq_le_mul Finset.univ (fun y _ => hP x y) (fun y _ => mul_nonneg (hP x y) (sq_nonneg _)) (fun y _ => by ring_nf; exact le_rfl) /-- The finite Schur test, proved directly with the actual row/column sums. -/ lemma schur_bound {X : Type*} [Fintype X] (P : X → X → ℝ) (hP : ∀ x y, 0 ≤ P x y) (δ : ℝ) (hδ : 0 ≤ δ) (hrow : ∀ x, ∑ y, P x y ≤ δ) (hcol : ∀ y, ∑ x, P x y ≤ δ) (v : EuclideanSpace ℂ X) : ‖applyKernel P v‖ ≤ δ*‖v‖ := by have hsq : ‖applyKernel P v‖^2 ≤ δ^2*‖v‖^2 := by rw [EuclideanSpace.norm_sq_eq,EuclideanSpace.norm_sq_eq] calc _ ≤ ∑ x, δ * ∑ y, P x y*‖v y‖^2 := by apply Finset.sum_le_sum intro x _ apply (kernel_component_sq P hP v x).trans exact mul_le_mul_of_nonneg_right (hrow x) (Finset.sum_nonneg (fun y _ => mul_nonneg (hP x y) (sq_nonneg _))) _ = δ * ∑ y, (∑ x, P x y)*‖v y‖^2 := by rw [←Finset.mul_sum,Finset.sum_comm] congr 1 apply Finset.sum_congr rfl intro y _ exact (Finset.sum_mul Finset.univ _ _).symm _ ≤ δ * ∑ y, δ*‖v y‖^2 := by apply mul_le_mul_of_nonneg_left _ hδ exact Finset.sum_le_sum (fun y _ => mul_le_mul_of_nonneg_right (hcol y) (sq_nonneg _)) _ = _ := by rw [←Finset.mul_sum]; ring have hn := norm_nonneg (applyKernel P v) have hr := mul_nonneg hδ (norm_nonneg v) nlinarith /-- Bessel's inequality controls the total stretch of any orthonormal family by the squared Hilbert--Schmidt norm of the finite real kernel. -/ lemma hilbert_schmidt_family {X I : Type*} [Fintype X] [Fintype I] (P : X → X → ℝ) (v : I → EuclideanSpace ℂ X) (hv : Orthonormal ℂ v) : (∑ i, ‖applyKernel P (v i)‖^2) ≤ ∑ x, ∑ y, (P x y)^2 := by simp_rw [EuclideanSpace.norm_sq_eq] rw [Finset.sum_comm] apply Finset.sum_le_sum intro x _ let w : EuclideanSpace ℂ X := WithLp.toLp 2 (fun y => (P x y : ℂ)) have he (i : I) : ‖applyKernel P (v i) x‖ = ‖inner ℂ (v i) w‖ := by rw [norm_inner_symm] congr 1 simp only [applyKernel_apply,PiLp.inner_apply] apply Finset.sum_congr rfl intro y _ simp [w,RCLike.inner_apply,mul_comm] simp_rw [he] have h := hv.sum_inner_products_le (s := Finset.univ) w apply h.trans_eq rw [EuclideanSpace.norm_sq_eq] apply Finset.sum_congr rfl intro y _ simp [w,Complex.norm_real,Real.norm_eq_abs,sq_abs] end DensityTransfer end CubeShuffle namespace CubeShuffle namespace DensityTransfer open scoped BigOperators lemma tail_density_pointwise (t a z : ℝ) (ht : 0 ≤ t) (ha : 0 ≤ a) (hz : 0 < z) : (if z < t then t else 0) ≤ t^(1+a)*z^(-a) := by split_ifs with h · rw [Real.rpow_neg hz.le,←div_eq_mul_inv] apply (le_div_iff₀ (Real.rpow_pos_of_pos hz a)).mpr rw [Real.rpow_add (lt_trans hz h),Real.rpow_one] exact mul_le_mul_of_nonneg_left (Real.rpow_le_rpow hz.le h.le ha) ht · positivity lemma tail_density_mean {X : Type*} [Fintype X] (f : X → ℝ) (hf : ∀ x, 0 ≤ f x) (a z : ℝ) (ha : 0 ≤ a) (hz : 0 < z) : finiteMean (fun x => if z < f x then f x else 0) ≤ finiteMean (fun x => f x^(1+a))*z^(-a) := by rw [←finiteMean_mul_const] exact finiteMean_mono (fun x => tail_density_pointwise (f x) a z (hf x) ha hz) noncomputable def tailKernel {X : Type*} [Fintype X] (P : X → X → ℝ) (z : ℝ) : X → X → ℝ := fun x y => if z < (Fintype.card X:ℝ)*P x y then P x y else 0 noncomputable def headKernel {X : Type*} [Fintype X] (P : X → X → ℝ) (z : ℝ) : X → X → ℝ := fun x y => if z < (Fintype.card X:ℝ)*P x y then 0 else P x y lemma tail_add_head {X : Type*} [Fintype X] (P : X → X → ℝ) (z : ℝ) : (fun x y => tailKernel P z x y+headKernel P z x y) = P := by funext x y unfold tailKernel headKernel split_ifs <;> simp lemma tailKernel_nonneg {X : Type*} [Fintype X] (P : X → X → ℝ) (z : ℝ) (hP : ∀ x y, 0 ≤ P x y) (x y : X) : 0 ≤ tailKernel P z x y := by unfold tailKernel split_ifs <;> simp only [hP,le_refl] lemma tailKernel_row {X : Type*} [Fintype X] [Nonempty X] (P : X → X → ℝ) (hP : ∀ x y, 0 ≤ P x y) (a z M : ℝ) (ha : 0 ≤ a) (hz : 0 < z) (hM : ∀ x, finiteMean (fun y => ((Fintype.card X:ℝ)*P x y)^(1+a)) ≤ M) (x : X) : ∑ y, tailKernel P z x y ≤ M*z^(-a) := by have hn : (Fintype.card X:ℝ) ≠ 0 := Nat.cast_ne_zero.mpr Fintype.card_ne_zero have he : finiteMean (fun y => if z < (Fintype.card X:ℝ)*P x y then (Fintype.card X:ℝ)*P x y else 0) = ∑ y, tailKernel P z x y := by unfold finiteMean calc _ = (∑ y, (Fintype.card X:ℝ)*tailKernel P z x y)/(Fintype.card X:ℝ) := by congr 1 apply Finset.sum_congr rfl intro y _ by_cases hy : z < (Fintype.card X:ℝ)*P x y · simp only [tailKernel,hy,↓reduceIte] · simp only [tailKernel,hy,↓reduceIte,mul_zero] _ = _ := by rw [←Finset.mul_sum]; field_simp rw [←he] exact (tail_density_mean _ (fun y => mul_nonneg (Nat.cast_nonneg _) (hP x y)) a z ha hz).trans (mul_le_mul_of_nonneg_right (hM x) (Real.rpow_nonneg hz.le _)) lemma tailKernel_schur {X : Type*} [Fintype X] [Nonempty X] (P : X → X → ℝ) (hP : ∀ x y, 0 ≤ P x y) (hsym : ∀ x y, P x y = P y x) (a z M : ℝ) (ha : 0 ≤ a) (hz : 0 < z) (hM0 : 0 ≤ M) (hM : ∀ x, finiteMean (fun y => ((Fintype.card X:ℝ)*P x y)^(1+a)) ≤ M) (v : EuclideanSpace ℂ X) : ‖applyKernel (tailKernel P z) v‖ ≤ (M*z^(-a))*‖v‖ := by apply schur_bound _ (tailKernel_nonneg P z hP) _ (by positivity) (tailKernel_row P hP a z M ha hz hM) intro y have hs : (fun x => tailKernel P z x y) = (fun x => tailKernel P z y x) := by funext x simp only [tailKernel,hsym x y] rw [hs] exact tailKernel_row P hP a z M ha hz hM y lemma headKernel_hs {X : Type*} [Fintype X] [Nonempty X] (P : X → X → ℝ) (hP : ∀ x y, 0 ≤ P x y) (hrow : ∀ x, ∑ y, P x y = 1) (z : ℝ) (hz : 0 ≤ z) : (∑ x, ∑ y, (headKernel P z x y)^2) ≤ z := by have hn : (0:ℝ) < Fintype.card X := Nat.cast_pos.mpr Fintype.card_pos have he (x y : X) : (headKernel P z x y)^2 ≤ (z/(Fintype.card X:ℝ))*P x y := by unfold headKernel split_ifs with h · simp only [zero_pow (by omega : (2:ℕ) ≠ 0)] exact mul_nonneg (div_nonneg hz hn.le) (hP x y) · have h' : (Fintype.card X:ℝ)*P x y ≤ z := le_of_not_gt h have hh := mul_le_mul_of_nonneg_right h' (hP x y) rw [show (z/(Fintype.card X:ℝ))*P x y = (z*P x y)/(Fintype.card X:ℝ) by ring] apply (le_div_iff₀ hn).mpr nlinarith calc _ ≤ ∑ x, ∑ y, (z/(Fintype.card X:ℝ))*P x y := Finset.sum_le_sum (fun x _ => Finset.sum_le_sum (fun y _ => he x y)) _ = z := by simp only [←Finset.mul_sum,hrow,Finset.sum_const,Finset.card_univ,nsmul_eq_mul] field_simp end DensityTransfer end CubeShuffle namespace CubeShuffle namespace DensityTransfer open scoped BigOperators /-- Source FAC.7: multiplicity amplification in a finite symmetric kernel. The orthonormal family is the exact linear-algebra meaning of the `m` equivalent maximizing singular vectors; no spectral producer for the shuffle is assumed. -/ theorem multiplicity_amplification {X I : Type*} [Fintype X] [Nonempty X] [Fintype I] [Nonempty I] (P : X → X → ℝ) (hP : ∀ x y, 0 ≤ P x y) (hsym : ∀ x y, P x y = P y x) (hrow : ∀ x, ∑ y, P x y = 1) (a z M : ℝ) (ha : 0 ≤ a) (hz : 0 < z) (hM0 : 0 ≤ M) (hM : ∀ x, finiteMean (fun y => ((Fintype.card X:ℝ)*P x y)^(1+a)) ≤ M) (v : I → EuclideanSpace ℂ X) (hv : Orthonormal ℂ v) (μ : ℝ) (hvμ : ∀ i, μ ≤ ‖applyKernel P (v i)‖) : μ ≤ M*z^(-a)+Real.sqrt (z/(Fintype.card I:ℝ)) := by let δ : ℝ := M*z^(-a) have hδ : 0 ≤ δ := by dsimp [δ]; positivity have hm : (0:ℝ) < Fintype.card I := Nat.cast_pos.mpr Fintype.card_pos change μ ≤ δ+_ by_cases hμ : μ ≤ δ · exact hμ.trans (le_add_of_nonneg_right (Real.sqrt_nonneg _)) have hmd : 0 ≤ μ-δ := by linarith have hsmall (i : I) : μ-δ ≤ ‖applyKernel (headKernel P z) (v i)‖ := by have hr := tailKernel_schur P hP hsym a z M ha hz hM0 hM (v i) rw [hv.norm_eq_one i,mul_one] at hr have he := applyKernel_add (tailKernel P z) (headKernel P z) (v i) rw [tail_add_head] at he have hn := norm_add_le (applyKernel (tailKernel P z) (v i)) (applyKernel (headKernel P z) (v i)) rw [←he] at hn have hh := hvμ i change ‖applyKernel (tailKernel P z) (v i)‖ ≤ δ at hr linarith have hsum : (Fintype.card I:ℝ)*(μ-δ)^2 ≤ z := by calc _ = ∑ i : I, (μ-δ)^2 := by simp _ ≤ ∑ i : I, ‖applyKernel (headKernel P z) (v i)‖^2 := Finset.sum_le_sum (fun i _ => pow_le_pow_left₀ hmd (hsmall i) 2) _ ≤ ∑ x, ∑ y, (headKernel P z x y)^2 := hilbert_schmidt_family _ v hv _ ≤ z := headKernel_hs P hP hrow z hz.le have hsq : (μ-δ)^2 ≤ z/(Fintype.card I:ℝ) := (le_div_iff₀ hm).mpr (by nlinarith) have hs := (Real.le_sqrt hmd (div_nonneg hz.le hm.le)).mpr hsq linarith end DensityTransfer end CubeShuffle end OAI