import Mathlib import OAI.Probability.SKGap.Localization.SparseQuadratic namespace OAI section noncomputable section namespace SKGap open Matrix Real open scoped BigOperators RealInnerProductSpace Matrix.Norms.L2Operator variable {ι : Type*} [Fintype ι] [DecidableEq ι] lemma weighted_square_le {v z : ℝ} (hv : 0 ≤ v) (hv1 : v ≤ 1) : (v*z)^2 ≤ v*z^2 := by have hh := mul_le_mul_of_nonneg_left hv1 hv have h := mul_le_mul_of_nonneg_right hh (sq_nonneg z) nlinarith only [h] lemma weighted_square_le_small {v z η : ℝ} (hv : 0 ≤ v) (hvη : v ≤ η) : (v*z)^2 ≤ η*(v*z^2) := by have hh := mul_le_mul_of_nonneg_left hvη hv have h := mul_le_mul_of_nonneg_right hh (sq_nonneg z) nlinarith only [h] lemma weighted_sparse_form (B : Matrix ι ι ℝ) (S : Finset ι) (v z : ι→ℝ) {η ε M : ℝ} (hη : 0 ≤ η) (hε : 0 ≤ ε) (hM : 0 ≤ M) (hv : ∀ i,0 ≤ v i) (hv1 : ∀ i,v i ≤ 1) (hsmall : ∀ i,i ∉ S → v i ≤ η) (hB : ‖B‖ ≤ M) (hs : ∀ w : EuclideanSpace ℝ ι,(∀ i,i ∉ S → w i=0) → |⟪w,Matrix.toEuclideanCLM (𝕜 := ℝ) (n := ι) B w⟫| ≤ ε*‖w‖^2) : |∑ i,∑ j,B i j*(v i*z i)*(v j*z j)| ≤ (ε+M*(2*sqrt η+η))*(∑ i,v i*z i^2) := by let b : EuclideanSpace ℝ ι := WithLp.toLp 2 (fun i=>if i ∈ S then v i*z i else 0) let c : EuclideanSpace ℝ ι := WithLp.toLp 2 (fun i=>if i ∈ S then 0 else v i*z i) let q := ∑ i,v i*z i^2 have hq : 0 ≤ q := Finset.sum_nonneg (fun i _=>mul_nonneg (hv i) (sq_nonneg _)) have hb : ‖b‖^2 ≤ q := by rw [EuclideanSpace.real_norm_sq_eq] apply Finset.sum_le_sum intro i _ change (if i ∈ S then v i*z i else 0)^2 ≤ v i*z i^2 split_ifs · exact weighted_square_le (hv i) (hv1 i) · exact (by simpa only [zero_pow (by omega : (2:ℕ) ≠ 0)] using mul_nonneg (hv i) (sq_nonneg (z i))) have hc : ‖c‖^2 ≤ η*q := by rw [EuclideanSpace.real_norm_sq_eq,Finset.mul_sum] apply Finset.sum_le_sum intro i _ change (if i ∈ S then 0 else v i*z i)^2 ≤ η*(v i*z i^2) split_ifs with hi · exact (by simpa only [zero_pow (by omega : (2:ℕ) ≠ 0)] using mul_nonneg hη (mul_nonneg (hv i) (sq_nonneg (z i)))) · exact weighted_square_le_small (hv i) (hsmall i hi) have hsb : |⟪b,Matrix.toEuclideanCLM (𝕜 := ℝ) (n := ι) B b⟫| ≤ ε*q := by apply (hs b (by intro i hi;change (if i ∈ S then v i*z i else 0)=0;simp [hi])).trans exact mul_le_mul_of_nonneg_left hb hε have hh := sparse_quadratic_split (Matrix.toEuclideanCLM (𝕜 := ℝ) (n := ι) B) b c hq hη hM (by simpa only [Matrix.l2_opNorm_toEuclideanCLM] using hB) hb hc hsb have hbc : b+c=WithLp.toLp 2 (fun i=>v i*z i) := by ext i change (if i ∈ S then v i*z i else 0)+(if i ∈ S then 0 else v i*z i)=v i*z i split_ifs <;> simp rw [hbc,Matrix.inner_toEuclideanCLM] at hh have he : (WithLp.toLp 2 (fun i=>v i*z i) : EuclideanSpace ℝ ι) ⬝ᵥ B *ᵥ (WithLp.toLp 2 (fun i=>v i*z i) : EuclideanSpace ℝ ι)= ∑ i,∑ j,B i j*(v i*z i)*(v j*z j) := by simp only [dotProduct,Matrix.mulVec] simp_rw [Finset.mul_sum] apply Finset.sum_congr rfl intro i _ apply Finset.sum_congr rfl intro j _;ring rwa [he] at hh end SKGap end end end OAI