import Mathlib namespace OAI section section noncomputable section namespace LogConcaveSampling.FinitePicard open scoped NNReal BigOperators variable {I E X : Type*} [Fintype I] [NormedAddCommGroup E] [NormedSpace ℝ E] [PseudoMetricSpace X] def correction (w : I → I → ℝ) (φ : I → E → E) (z : I → E) : I → E := fun i => ∑j,w i j • φ j (z j) def step (w : I → I → ℝ) (φ : I → E → E) (a z : I → E) : I → E := a+correction w φ z lemma correction_lipschitz (w : I → I → ℝ) (φ : I → E → E) {A K : ℝ≥0} (hw : ∀i,∑j,|w i j|≤A) (hφ : ∀i,LipschitzWith K (φ i)) : LipschitzWith (A*K) (correction w φ) := by classical apply LipschitzWith.of_dist_le_mul intro z v apply (dist_pi_le_iff (by positivity)).mpr intro i simp only [correction,dist_eq_norm,←Finset.sum_sub_distrib,←smul_sub] calc _ ≤ ∑j,‖w i j • (φ j (z j)-φ j (v j))‖ := norm_sum_le _ _ _ ≤ ∑j,|w i j| *((K:ℝ)*dist z v) := by apply Finset.sum_le_sum intro j _ rw [norm_smul,Real.norm_eq_abs] apply mul_le_mul_of_nonneg_left _ (abs_nonneg _) simpa only [dist_eq_norm] using ((hφ j).dist_le_mul (z j) (v j)).trans (mul_le_mul_of_nonneg_left (dist_le_pi_dist z v j) (by positivity)) _ = (∑j,|w i j|)*((K:ℝ)*dist z v) := by rw [Finset.sum_mul] _ ≤ (A:ℝ)*((K:ℝ)*dist z v) := mul_le_mul_of_nonneg_right (hw i) (by positivity) _ = _ := by simp only [NNReal.coe_mul,dist_eq_norm]; ring lemma step_lipschitz (w : I → I → ℝ) (φ : I → E → E) (a : I → E) {A K : ℝ≥0} (hw : ∀i,∑j,|w i j|≤A) (hφ : ∀i,LipschitzWith K (φ i)) : LipschitzWith (A*K) (step w φ a) := by apply LipschitzWith.of_dist_le_mul intro z v simpa only [step,dist_add_left] using (correction_lipschitz w φ hw hφ).dist_le_mul z v theorem iterate_defect {Y : Type*} [PseudoMetricSpace Y] {q : ℝ≥0} {G : Y → Y} (hG : LipschitzWith q G) (hq : (q:ℝ)≤1/2) (a e : Y) {D : ℝ} (hD : 0≤D) (he : dist (G e) e≤D) (n : ℕ) : dist (G^[n] a) e≤2*D+(q:ℝ)^n*dist a e := by induction n with | zero => simp only [Function.iterate_zero_apply,pow_zero,one_mul]; linarith | succ n ih => rw [Function.iterate_succ_apply'] calc _ ≤ dist (G (G^[n] a)) (G e)+dist (G e) e := dist_triangle _ _ _ _ ≤ (q:ℝ)*dist (G^[n] a) e+D := add_le_add (hG.dist_le_mul _ _) he _ ≤ (q:ℝ)*(2*D+(q:ℝ)^n*dist a e)+D := add_le_add (mul_le_mul_of_nonneg_left ih q.coe_nonneg) le_rfl _ ≤ 2*D+(q:ℝ)^(n+1)*dist a e := by rw [pow_succ] nlinarith [mul_le_mul_of_nonneg_right hq hD] def nodes (w : I → I → ℝ) (φ : I → E → E) (a : X → I → E) : ℕ → X → I → E | 0 => a | n+1 => fun x => step w φ (a x) (nodes w φ a n x) omit [PseudoMetricSpace X] in lemma nodes_eq_iterate (w : I → I → ℝ) (φ : I → E → E) (a : X → I → E) (n : ℕ) (x : X) : nodes w φ a n x=(step w φ (a x))^[n] (a x) := by induction n with | zero => rfl | succ n ih => simp only [nodes,ih,Function.iterate_succ_apply'] theorem nodes_lipschitz (w : I → I → ℝ) (φ : I → E → E) (a : X → I → E) {A K B : ℝ≥0} (hw : ∀i,∑j,|w i j|≤A) (hφ : ∀i,LipschitzWith K (φ i)) (ha : LipschitzWith B a) (hq : (A*K:ℝ≥0)≤1/2) (n : ℕ) : LipschitzWith (2*B) (nodes w φ a n) := by induction n with | zero => exact ha.weaken (by nlinarith) | succ n ih => change LipschitzWith (2*B) (fun x => a x+correction w φ (nodes w φ a n x)) apply (ha.add ((correction_lipschitz w φ hw hφ).comp ih)).weaken nlinarith theorem nodes_correction_lipschitz (w : I → I → ℝ) (φ : I → E → E) (a : X → I → E) {A K B : ℝ≥0} (hw : ∀i,∑j,|w i j|≤A) (hφ : ∀i,LipschitzWith K (φ i)) (ha : LipschitzWith B a) (hq : (A*K:ℝ≥0)≤1/2) (n : ℕ) : LipschitzWith (A*K*(2*B)) (fun x => nodes w φ a (n+1) x-a x) := by convert (correction_lipschitz w φ hw hφ).comp (nodes_lipschitz w φ a hw hφ ha hq n) using 1 funext x simp only [nodes,step,add_sub_cancel_left,Function.comp_apply] end LogConcaveSampling.FinitePicard end end end end OAI