diff --git a/CHANGELOG_UNRELEASED.md b/CHANGELOG_UNRELEASED.md index 0366d7f63..acf2f0642 100644 --- a/CHANGELOG_UNRELEASED.md +++ b/CHANGELOG_UNRELEASED.md @@ -71,6 +71,18 @@ - in `derive.v`: + lemmas `compact_EVT_max`, `compact_EVT_min`, `EVT_max_rV`, `EVT_min_rV` +- in `tvs.v` + + lemmas `cvg_sum`, `sum_continuous` + +- in `unstable.v`: + + structure `Norm` + + lemmas `normMn`, `normN`, `ler_norm_sum` + +- in `normed_module.v`: + + structure `NormedVector` + + definition `normedVectType` + + lemmas `sup_closed_ball_compact`, `equivalence_norms`, + `linear_findim_continuous` ### Changed diff --git a/classical/unstable.v b/classical/unstable.v index 617dbc9ae..3a3fe719c 100644 --- a/classical/unstable.v +++ b/classical/unstable.v @@ -1,6 +1,7 @@ (* mathcomp analysis (c) 2026 Inria and AIST. License: CeCILL-C. *) +From HB Require Import structures. From mathcomp Require Import all_ssreflect_compat finmap ssralg ssrnum ssrint. -From mathcomp Require Import archimedean interval. +From mathcomp Require Import vector archimedean interval. (**md**************************************************************************) (* # MathComp extra *) @@ -592,3 +593,42 @@ Proof. exact: real_ltr_bound. Qed. Lemma ltrNbound {R : archiRealDomainType} (x : R) : - x < (Num.bound x)%:R. Proof. exact: real_ltrNbound. Qed. + +(* normedZmodType provide norms but the subject is not the norm. We define here + a structure of norm where the subject is the function from the left-module to + its scalar field. *) +Module Norm. + +HB.mixin Record isNorm (K : numDomainType) (L : lmodType K) (norm : L -> K) := { + norm0 : norm 0 = 0; + norm_ge0 : forall x, 0 <= norm x; + norm0_eq0 : forall x, norm x = 0 -> x = 0; + ler_normD : forall x y, norm (x + y) <= norm x + norm y; + normZ : forall r x, norm (r *: x) = `|r| * norm x; +}. + +#[export] +HB.structure Definition Norm K L := { norm of @isNorm K L norm }. + +Module Import Theory. +Section Theory. +Variables (K : numDomainType) (L : lmodType K) (norm : Norm.type L). + +Lemma normMn x n : norm (x *+ n) = norm x *+ n. +Proof. by rewrite -scaler_nat normZ normr_nat mulr_natl. Qed. + +Lemma normN x : norm (- x) = norm x. +Proof. by rewrite -scaleN1r normZ normrN1 mul1r. Qed. + +Lemma ler_norm_sum (I : Type) (r : seq I) (F : I -> L) : + norm (\sum_(i <- r) F i) <= \sum_(i <- r) norm (F i). +Proof. +by elim/big_ind2 : _ => *; rewrite ?norm0// (le_trans (ler_normD _ _))// lerD. +Qed. + +End Theory. +End Theory. + +Module Import Exports. HB.reexport. End Exports. +End Norm. +Export Norm.Exports. diff --git a/theories/normedtype_theory/complete_normed_module.v b/theories/normedtype_theory/complete_normed_module.v index cb95c2de8..12e52d0b4 100644 --- a/theories/normedtype_theory/complete_normed_module.v +++ b/theories/normedtype_theory/complete_normed_module.v @@ -1,7 +1,8 @@ (* mathcomp analysis (c) 2025 Inria and AIST. License: CeCILL-C. *) From HB Require Import structures. -From mathcomp Require Import all_ssreflect_compat ssralg ssrnum. -From mathcomp Require Import boolp classical_sets interval_inference reals. +From mathcomp Require Import all_ssreflect_compat ssralg ssrnum vector. +From mathcomp Require Import interval_inference. +From mathcomp Require Import boolp classical_sets reals. From mathcomp Require Import topology tvs pseudometric_normed_Zmodule. From mathcomp Require Import normed_module. diff --git a/theories/normedtype_theory/normed_module.v b/theories/normedtype_theory/normed_module.v index 9ccf4583a..50a171b3c 100644 --- a/theories/normedtype_theory/normed_module.v +++ b/theories/normedtype_theory/normed_module.v @@ -2,9 +2,8 @@ From HB Require Import structures. From mathcomp Require Import all_ssreflect_compat finmap ssralg ssrnum ssrint. From mathcomp Require Import archimedean rat interval zmodp vector. -From mathcomp Require Import interval_inference fieldext falgebra. #[warning="-warn-library-file-internal-analysis"] -From mathcomp Require Import unstable. +From mathcomp Require Import mathcomp_extra unstable. From mathcomp Require Import boolp classical_sets filter functions cardinality. From mathcomp Require Import set_interval ereal reals topology real_interval. From mathcomp Require Import prodnormedzmodule tvs num_normedtype. @@ -20,6 +19,9 @@ From mathcomp Require Import ereal_normedtype pseudometric_normed_Zmodule. (* normedModType K == interface type for a normed module *) (* structure over the numDomainType K *) (* The HB class is NormedModule. *) +(* normedVectType K == interface type for a normed vectType *) +(* structure over the numDomainType K *) +(* The HB class is NormedVector. *) (* `|x| == the norm of x (notation from ssrnum.v) *) (* ``` *) (* *) @@ -141,6 +143,10 @@ HB.instance Definition _ := HB.end. +#[short(type="normedVectType")] +HB.structure Definition NormedVector (K : numDomainType) := + {T of NormedModule K T & Vector K T}. + (**md see also `Section standard_topology_pseudoMetricNormedZmod` in `pseudometric_normed_Zmodule.v` *) Section standard_topology_normedMod. @@ -358,6 +364,10 @@ Lemma normrZV (K : numDomainType) (V : normedModType K) (x : V) : `|x| \in GRing.unit -> `| `| x |^-1 *: x | = 1. Proof. by move=> nxu; rewrite normrZ normrV// normr_id mulVr. Qed. +HB.instance Definition _ (K : numDomainType) (V : normedModType K) := + Norm.isNorm.Build K V (@Num.norm K V) (normr0 V) + (@normr_ge0 _ V) (@normr0_eq0 _ V) (@ler_normD _ V) (@normrZ _ V). + Definition self_sub (K : numDomainType) (V W : normedModType K) (f : V -> W) (x : V * V) : W := f x.1 - f x.2. Arguments self_sub {K V W} f x /. @@ -2447,3 +2457,199 @@ Lemma open_disjoint_itv_bigcup : U = \bigcup_q open_disjoint_itv q. Proof. by rewrite /open_disjoint_itv; case: cid => //= I [_]. Qed. End open_set_disjoint_real_intervals. + +Section EquivalenceNorms. +Variables (R : realType). + +(* FIXME: Specialize to vector space with basis and expose this definition + (see https://github.com/math-comp/analysis/issues/1911). + It will also be possible to generalize to `numFieldType`. *) +Let max_norm (V : vectType R) x : R := \big[Order.max/0]_(i < \dim (@fullv _ V)) `|coord (vbasis fullv) i x|. + +Definition max_space (V : vectType R) : Type := V. + +HB.instance Definition _ (V : vectType R) := Vector.on (max_space V). + +HB.instance Definition _ (V : vectType R) := Pointed.copy (max_space V) V^o. + +Let max_norm_ge0 (V : vectType R) (x : V) : 0 <= max_norm x. +Proof. +rewrite /max_norm. +by elim/big_ind : _ => //= ? ? ? ?; rewrite /Order.max; case: ifP. +Qed. + +(* FIXME: expose. *) +Let le_coord_max_norm (V : vectType R) (x : V) i : `|coord (vbasis fullv) i x| <= max_norm x :> R. +Proof. +rewrite /max_norm; elim: (index_enum _) (mem_index_enum i) => //= j l IHl. +rewrite inE big_cons [X in _ <= X _ _]/Order.max/= => /predU1P[<-|/IHl {}IHl]; + case: ifP => [/ltW|]// /negbT. +set b := (X in _ < X). +have bR : b \is Num.real by apply: bigmax_real => // a _; apply: normr_real. +have /comparable_leNgt <- := real_comparable bR (normr_real (coord (vbasis fullv) j x)). +by move=> /(le_trans IHl). +Qed. + +Let max_norm0 (V : vectType R) : @max_norm V 0 = 0. +Proof. +apply: le_anti; rewrite max_norm_ge0 andbT. +apply: bigmax_le => // i _. +have <-: \sum_(i < \dim (@fullv _ V)) 0 *: (vbasis (@fullv _ V))`_i = 0. + under eq_bigr do rewrite scale0r. + by rewrite sumr_const mul0rn. +by rewrite coord_sum_free ?normr0// (basis_free (vbasisP _)). +Qed. + +Let ler_max_normD (V : vectType R) (x y : V) : max_norm (x + y) <= max_norm x + max_norm y. +Proof. +apply: bigmax_le => [|/= i _]; first by rewrite addr_ge0// max_norm_ge0. +by rewrite raddfD/= (le_trans (ler_normD _ _))// lerD// le_coord_max_norm. +Qed. + +Let max_norm0_eq0 (V : vectType R) (x : V) : max_norm x = 0 -> x = 0. +Proof. +move=> x0; rewrite (coord_vbasis (memvf x)). +suff: forall i, coord (vbasis fullv) i x = 0. + by move=> {}x0; rewrite big1//= => j _; rewrite x0 scale0r. +by move=> i; apply/normr0_eq0/le_anti; rewrite normr_ge0 -x0 le_coord_max_norm. +Qed. + +Let max_normZ (V : vectType R) r (x : V) : max_norm (r *: x) = `|r| * max_norm x. +Proof. +rewrite /max_norm. +under eq_bigr do rewrite linearZ/= normrM. +elim: (index_enum _) => [|i l IHl]; first by rewrite !big_nil mulr0. +by rewrite !big_cons IHl maxr_pMr. +Qed. + +HB.instance Definition _ (V : vectType R) := Norm.isNorm.Build R V (@max_norm V) + (max_norm0 V) (@max_norm_ge0 V) (@max_norm0_eq0 V) (@ler_max_normD V) (@max_normZ V). + +Let max_normMn (V : vectType R) (x : V) n : max_norm (x *+ n) = max_norm x *+ n. +Proof. exact: (Norm.Theory.normMn (@normed_module_max_norm__canonical__Norm_Norm V)). Qed. + +Let max_normN (V : vectType R) (x : V) : max_norm (- x) = max_norm x. +Proof. exact: (Norm.Theory.normN (@normed_module_max_norm__canonical__Norm_Norm V)). Qed. + +HB.instance Definition _ (V : vectType R) := Num.Zmodule_isNormed.Build R + (max_space V) (@ler_max_normD V) (@max_norm0_eq0 V) (@max_normMn V) (@max_normN V). + +HB.instance Definition _ (V : vectType R) := + PseudoMetric.copy (max_space V) (pseudoMetric_normed (max_space V)). + +HB.instance Definition _ (V : vectType R) := NormedZmod_PseudoMetric_eq.Build R (max_space V) erefl. + +HB.instance Definition _ (V : vectType R) := + PseudoMetricNormedZmod_Lmodule_isNormedModule.Build R (max_space V) + (@Norm.normZ _ _ (@max_norm V)). + +(* N.B. Get Trocq to prove the continuity part automatically. *) +Lemma sup_closed_ball_compact (V : vectType R) : compact (closed_ball (0 : max_space V) 1). +Proof. +rewrite closed_ballE// /closed_ball_. +under eq_set do rewrite sub0r normrN. +rewrite -[forall x, _]/(compact _). +pose f (X : {ptws 'I_(\dim (@fullv _ V)) -> R}) : V := + \sum_(i < \dim (@fullv _ V)) X i *: (vbasis fullv)`_i. +have -> : [set x : max_space V | `|x| <= 1] = + f @` [set X | forall i, `[-1, 1]%classic (X i)]. + apply/seteqP; split=> [x/= x1|x/= [X X1 <-]]. + (* FIXME: The type annotation on x is mandatory, otherwise we try to unify V + with its eta-expansion. *) + - exists (coord (vbasis fullv) ^~ (x : V)); last first. + exact/esym/coord_vbasis/memvf. + by move=> i; rewrite in_itv/= -ler_norml (le_trans _ x1)// le_coord_max_norm. + - rewrite /normr/= /max_norm bigmax_le => //= i _. + by rewrite coord_sum_free ?ler_norml; [exact: X1|exact/basis_free/vbasisP]. +apply (@continuous_compact _ _ (f : _ -> max_space V)). +- apply/continuous_subspaceT/sum_continuous => /= i _ x. + exact/continuousZr_tmp/proj_continuous. +- apply: (@tychonoff 'I_(\dim (@fullv _ V)) (fun=> R^o) (fun=> `[-1, 1]%classic)) => _. + exact: segment_compact. +Qed. + +Lemma equivalence_norms (V : vectType R) (N N' : Norm.Norm.type V) : + exists2 M, 0 < M & forall x : max_space V, N' x <= M * N x /\ N x <= M * N' x. +Proof. +suff: forall (N : Norm.Norm.type V), + exists2 M, 0 < M & forall x : max_space V, `|x| <= M * N x /\ N x <= M * `|x|. + move=> /[dup] /(_ N) []/= M M0 Noo /(_ N') []/= M' M'0 N'oo. + exists (M * M') => [|x]; first exact: mulr_gt0. + move: Noo N'oo => /(_ x) [] Nge Nle /(_ x) [] N'ge N'le. + split; first by apply: (le_trans N'le); rewrite mulrAC mulrC ler_pM2r. + by apply: (le_trans Nle); rewrite -mulrA ler_pM2l. +move=> {N'}N. +set M0 := 1 + \sum_(i < \dim (@fullv _ V)) N (vbasis fullv)`_i. +have M00 : 0 < M0 by rewrite ltr_pwDl// sumr_ge0// => ? _; apply: Norm.norm_ge0. +have leNoo (x : max_space V) : N x <= M0 * `|x|. + rewrite [in leLHS](coord_vbasis (memvf (x : V))). + rewrite (le_trans (Norm.Theory.ler_norm_sum _ _ _))//. + rewrite mulrDl mul1r mulr_suml ler_wpDl// ler_sum => //= i _. + by rewrite Norm.normZ mulrC ler_pM// ?le_coord_max_norm// Norm.norm_ge0. +have NC0 : continuous (N : max_space V -> R). + move=> /= x; rewrite /continuous_at. + apply: cvg_zero; first exact: nbhs_filter. + apply/cvgr0Pnorm_le; first exact: nbhs_filter. + move=> /= e e0. + near=> y. + rewrite -[_ y]/(N y - N x) (@le_trans _ _ (N (y - x)))//. + apply/ler_normlP. + have NB a b : N a <= N b + N (a - b). + by rewrite (le_trans _ (Norm.ler_normD _ _))// subrKC. + by rewrite opprB !lerBlDl NB -opprB Norm.Theory.normN NB. + rewrite (le_trans (leNoo _))// mulrC -ler_pdivlMr// -opprB normrN. + by near: y; apply: cvgr_dist_le; [exact: cvg_id|exact: divr_gt0]. +have: compact [set x : max_space V | `|x| = 1]. + apply: (subclosed_compact _ (@sup_closed_ball_compact V)). + - apply: (@closed_comp _ _ _ [set 1 : R]); last exact: closed_eq. + by move=> *; exact: norm_continuous. + - by move => x/=; rewrite closed_ballE// /closed_ball_/= sub0r normrN => ->. +move=> /(@continuous_compact _ _ (N : max_space V -> R)) -/(_ _)/wrap[]. + exact: continuous_subspaceT. +move=> /(@continuous_compact _ _ (@GRing.inv R)) -/(_ _)/wrap[]. + move=> /= x; rewrite /continuous_at. + apply: (@continuous_in_subspaceT _ _ + [set N x | x in [set x : max_space V | `|x| = 1]] (@GRing.inv R)). + move=> /= r /set_mem/= [y y1 <-]. + apply: inv_continuous. + apply: contra_eq_neq y1 => /Norm.norm0_eq0 ->. + by rewrite normr0 eq_sym oner_eq0. +move=> /compact_bounded[M1 [M1R /(_ (1 + M1))]] /(_ (ltr_pwDl ltr01 (lexx _))). +rewrite /globally/= => M1N. +exists (maxr M0 (1 + M1)) => [|x]; first by rewrite lt_max M00. +split; last by rewrite (le_trans (leNoo x))// ler_wpM2r// le_max lexx. +have [->|x0] := eqVneq x 0; first by rewrite normr0 Norm.norm0 mulr0. +have Nx0 : 0 < N x. + rewrite lt0r Norm.norm_ge0 andbT. + by move: x0; apply: contra_neq => /Norm.norm0_eq0. +have normx0 : 0 < `|x| by rewrite normr_gt0. +move: M1N => /(_ (`|x| / N x)) -/(_ _)/wrap[]. + exists (N x / `|x|); last by rewrite invf_div. + exists (`|x|^-1 *: x); last by rewrite Norm.normZ mulrC ger0_norm. + by rewrite normrZ normfV normr_id mulVf// gt_eqF. +rewrite ger0_norm; last by rewrite divr_ge0// Norm.norm_ge0. +rewrite ler_pdivrMr// => /le_trans; apply. +by rewrite ler_pM2r// le_max lexx orbT. +Unshelve. all: by end_near. Qed. + +Lemma linear_findim_continuous (V : normedVectType R) (W : normedModType R) (f : {linear V -> W}) : continuous f. +Proof. +set V' := @fullv _ V. +set B := vbasis V'. +move=> /= x; rewrite /continuous_at. +rewrite [x in f x](coord_vbasis (memvf x)) raddf_sum. +rewrite (@eq_cvg _ _ _ _ (fun y => \sum_(i < \dim V') coord B i y *: f B`_i)); + last first. + move=> y; rewrite [y in LHS](coord_vbasis (memvf y)) raddf_sum. + by apply: eq_big => // i _; apply: linearZ. +apply: cvg_sum => i _. +rewrite [X in _ --> X]linearZ/= -/B. +apply: cvgZr_tmp. +move: x; apply/linear_bounded_continuous/bounded_funP => r/=. +have [M M0 MP] := equivalence_norms (@Num.norm _ V) (@max_norm V). +exists (M * r) => x. +move: MP => /(_ x) [Mx _] xr. +by rewrite (le_trans (le_coord_max_norm _ _))// (le_trans Mx) ?ler_wpM2l// ltW. +Qed. + +End EquivalenceNorms. diff --git a/theories/normedtype_theory/tvs.v b/theories/normedtype_theory/tvs.v index c67224749..e5e0800b7 100644 --- a/theories/normedtype_theory/tvs.v +++ b/theories/normedtype_theory/tvs.v @@ -85,6 +85,22 @@ HB.mixin Record PreTopologicalNmodule_isTopologicalNmodule M HB.structure Definition TopologicalNmodule := {M of PreTopologicalNmodule M & PreTopologicalNmodule_isTopologicalNmodule M}. +Section TopologicalNmodule_Theory. + +Lemma cvg_sum (T : Type) (U : TopologicalNmodule.type) (F : set_system T) + (I : Type) (r : seq I) (P : pred I) (Ff : I -> T -> U) (Fa : I -> U) : + Filter F -> (forall i, P i -> Ff i x @[x --> F] --> Fa i) -> + \sum_(i <- r | P i) Ff i x @[x --> F] --> \sum_(i <- r| P i) Fa i. +Proof. by move=> FF Ffa; apply: cvg_big => //; apply: add_continuous. Qed. + +Lemma sum_continuous (T : topologicalType) (M : TopologicalNmodule.type) + (I : Type) (r : seq I) (P : pred I) (F : I -> T -> M) : + (forall i : I, P i -> continuous (F i)) -> + continuous (fun x1 : T => \sum_(i <- r | P i) F i x1). +Proof. by move=> FC0; apply: continuous_big => //; apply: add_continuous. Qed. + +End TopologicalNmodule_Theory. + HB.mixin Record TopologicalNmodule_isTopologicalZmodule M & Topological M & GRing.Zmodule M := { opp_continuous : continuous (-%R : M -> M) ;