Theory HOL-Analysis.L2_Norm

(*  Title:      HOL/Analysis/L2_Norm.thy
    Author:     Brian Huffman, Portland State University
*)

chapter ‹Linear Algebra›

theory L2_Norm
imports Complex_Main
begin

section ‹L2 Norm›

definition✐‹tag important› L2_set :: "('a ⇒ real) ⇒ 'a set ⇒ real" where
"L2_set f A = sqrt (∑i∈A. (f i)⇧2)"

lemma L2_set_cong:
  "⟦A = B; ⋀x. x ∈ B ⟹ f x = g x⟧ ⟹ L2_set f A = L2_set g B"
  unfolding L2_set_def by simp

lemma L2_set_cong_simp:
  "⟦A = B; ⋀x. x ∈ B =simp=> f x = g x⟧ ⟹ L2_set f A = L2_set g B"
  unfolding L2_set_def simp_implies_def by simp

lemma L2_set_infinite [simp]: "¬ finite A ⟹ L2_set f A = 0"
  unfolding L2_set_def by simp

lemma L2_set_empty [simp]: "L2_set f {} = 0"
  unfolding L2_set_def by simp

lemma L2_set_insert [simp]:
  "⟦finite F; a ∉ F⟧ ⟹
    L2_set f (insert a F) = sqrt ((f a)⇧2 + (L2_set f F)⇧2)"
  unfolding L2_set_def by (simp add: sum_nonneg)

lemma L2_set_nonneg [simp]: "0 ≤ L2_set f A"
  unfolding L2_set_def by (simp add: sum_nonneg)

lemma L2_set_0': "∀a∈A. f a = 0 ⟹ L2_set f A = 0"
  unfolding L2_set_def by simp

lemma L2_set_constant: "L2_set (λx. y) A = sqrt (of_nat (card A)) * ¦y¦"
  unfolding L2_set_def by (simp add: real_sqrt_mult)

lemma L2_set_mono:
  assumes "⋀i. i ∈ K ⟹ f i ≤ g i"
  assumes "⋀i. i ∈ K ⟹ 0 ≤ f i"
  shows "L2_set f K ≤ L2_set g K"
  unfolding L2_set_def
  by (simp add: sum_nonneg sum_mono power_mono assms)

lemma L2_set_strict_mono:
  assumes "finite K" and "K ≠ {}"
  assumes "⋀i. i ∈ K ⟹ f i < g i"
  assumes "⋀i. i ∈ K ⟹ 0 ≤ f i"
  shows "L2_set f K < L2_set g K"
  unfolding L2_set_def
  by (simp add: sum_strict_mono power_strict_mono assms)

lemma L2_set_right_distrib:
  "0 ≤ r ⟹ r * L2_set f A = L2_set (λx. r * f x) A"
  unfolding L2_set_def
  apply (simp add: power_mult_distrib)
  apply (simp add: sum_distrib_left [symmetric])
  apply (simp add: real_sqrt_mult sum_nonneg)
  done

lemma L2_set_left_distrib:
  "0 ≤ r ⟹ L2_set f A * r = L2_set (λx. f x * r) A"
  unfolding L2_set_def
  apply (simp add: power_mult_distrib)
  apply (simp add: sum_distrib_right [symmetric])
  apply (simp add: real_sqrt_mult sum_nonneg)
  done

lemma L2_set_eq_0_iff: "finite A ⟹ L2_set f A = 0 ⟷ (∀x∈A. f x = 0)"
  unfolding L2_set_def
  by (simp add: sum_nonneg sum_nonneg_eq_0_iff)

proposition L2_set_triangle_ineq:
  "L2_set (λi. f i + g i) A ≤ L2_set f A + L2_set g A"
proof (cases "finite A")
  case False
  thus ?thesis by simp
next
  case True
  thus ?thesis
  proof (induct set: finite)
    case empty
    show ?case by simp
  next
    case (insert x F)
    hence "sqrt ((f x + g x)⇧2 + (L2_set (λi. f i + g i) F)⇧2) ≤
           sqrt ((f x + g x)⇧2 + (L2_set f F + L2_set g F)⇧2)"
      by (intro real_sqrt_le_mono add_left_mono power_mono insert
                L2_set_nonneg add_increasing zero_le_power2)
    also have
      "… ≤ sqrt ((f x)⇧2 + (L2_set f F)⇧2) + sqrt ((g x)⇧2 + (L2_set g F)⇧2)"
      by (rule real_sqrt_sum_squares_triangle_ineq)
    finally show ?case
      using insert by simp
  qed
qed

lemma L2_set_le_sum [rule_format]:
  "(∀i∈A. 0 ≤ f i) ⟶ L2_set f A ≤ sum f A"
  apply (cases "finite A")
  apply (induct set: finite)
  apply simp
  apply clarsimp
  apply (erule order_trans [OF sqrt_sum_squares_le_sum])
  apply simp
  apply simp
  apply simp
  done

lemma L2_set_le_sum_abs: "L2_set f A ≤ (∑i∈A. ¦f i¦)"
  apply (cases "finite A")
  apply (induct set: finite)
  apply simp
  apply simp
  apply (rule order_trans [OF sqrt_sum_squares_le_sum_abs])
  apply simp
  apply simp
  done

lemma L2_set_mult_ineq: "(∑i∈A. ¦f i¦ * ¦g i¦) ≤ L2_set f A * L2_set g A"
  apply (cases "finite A")
  apply (induct set: finite)
  apply simp
  apply (rule power2_le_imp_le, simp)
  apply (rule order_trans)
  apply (rule power_mono)
  apply (erule add_left_mono)
  apply (simp add: sum_nonneg)
  apply (simp add: power2_sum)
  apply (simp add: power_mult_distrib)
  apply (simp add: distrib_left distrib_right)
  apply (rule ord_le_eq_trans)
  apply (rule L2_set_mult_ineq_lemma)
  apply simp_all
  done

lemma member_le_L2_set: "⟦finite A; i ∈ A⟧ ⟹ f i ≤ L2_set f A"
  unfolding L2_set_def
  by (auto intro!: member_le_sum real_le_rsqrt)

end