Theory VectorSpace

Up to index of Isabelle/HOL/HOL-Complex/HahnBanach

theory VectorSpace
imports Bounds Zorn
begin

(*  Title:      HOL/Real/HahnBanach/VectorSpace.thy
    ID:         $Id: VectorSpace.thy,v 1.28 2007/06/13 22:22:45 wenzelm Exp $
    Author:     Gertrud Bauer, TU Munich
*)

header {* Vector spaces *}

theory VectorSpace imports Real Bounds Zorn begin

subsection {* Signature *}

text {*
  For the definition of real vector spaces a type @{typ 'a} of the
  sort @{text "{plus, minus, zero}"} is considered, on which a real
  scalar multiplication @{text ·} is declared.
*}

consts
  prod  :: "real => 'a::{plus, minus, zero} => 'a"     (infixr "'(*')" 70)

notation (xsymbols)
  prod  (infixr "·" 70)
notation (HTML output)
  prod  (infixr "·" 70)


subsection {* Vector space laws *}

text {*
  A \emph{vector space} is a non-empty set @{text V} of elements from
  @{typ 'a} with the following vector space laws: The set @{text V} is
  closed under addition and scalar multiplication, addition is
  associative and commutative; @{text "- x"} is the inverse of @{text
  x} w.~r.~t.~addition and @{text 0} is the neutral element of
  addition.  Addition and multiplication are distributive; scalar
  multiplication is associative and the real number @{text "1"} is
  the neutral element of scalar multiplication.
*}

locale vectorspace = var V +
  assumes non_empty [iff, intro?]: "V ≠ {}"
    and add_closed [iff]: "x ∈ V ==> y ∈ V ==> x + y ∈ V"
    and mult_closed [iff]: "x ∈ V ==> a · x ∈ V"
    and add_assoc: "x ∈ V ==> y ∈ V ==> z ∈ V ==> (x + y) + z = x + (y + z)"
    and add_commute: "x ∈ V ==> y ∈ V ==> x + y = y + x"
    and diff_self [simp]: "x ∈ V ==> x - x = 0"
    and add_zero_left [simp]: "x ∈ V ==> 0 + x = x"
    and add_mult_distrib1: "x ∈ V ==> y ∈ V ==> a · (x + y) = a · x + a · y"
    and add_mult_distrib2: "x ∈ V ==> (a + b) · x = a · x + b · x"
    and mult_assoc: "x ∈ V ==> (a * b) · x = a · (b · x)"
    and mult_1 [simp]: "x ∈ V ==> 1 · x = x"
    and negate_eq1: "x ∈ V ==> - x = (- 1) · x"
    and diff_eq1: "x ∈ V ==> y ∈ V ==> x - y = x + - y"

lemma (in vectorspace) negate_eq2: "x ∈ V ==> (- 1) · x = - x"
  by (rule negate_eq1 [symmetric])

lemma (in vectorspace) negate_eq2a: "x ∈ V ==> -1 · x = - x"
  by (simp add: negate_eq1)

lemma (in vectorspace) diff_eq2: "x ∈ V ==> y ∈ V ==> x + - y = x - y"
  by (rule diff_eq1 [symmetric])

lemma (in vectorspace) diff_closed [iff]: "x ∈ V ==> y ∈ V ==> x - y ∈ V"
  by (simp add: diff_eq1 negate_eq1)

lemma (in vectorspace) neg_closed [iff]: "x ∈ V ==> - x ∈ V"
  by (simp add: negate_eq1)

lemma (in vectorspace) add_left_commute:
  "x ∈ V ==> y ∈ V ==> z ∈ V ==> x + (y + z) = y + (x + z)"
proof -
  assume xyz: "x ∈ V"  "y ∈ V"  "z ∈ V"
  hence "x + (y + z) = (x + y) + z"
    by (simp only: add_assoc)
  also from xyz have "... = (y + x) + z" by (simp only: add_commute)
  also from xyz have "... = y + (x + z)" by (simp only: add_assoc)
  finally show ?thesis .
qed

theorems (in vectorspace) add_ac =
  add_assoc add_commute add_left_commute


text {* The existence of the zero element of a vector space
  follows from the non-emptiness of carrier set. *}

lemma (in vectorspace) zero [iff]: "0 ∈ V"
proof -
  from non_empty obtain x where x: "x ∈ V" by blast
  then have "0 = x - x" by (rule diff_self [symmetric])
  also from x x have "... ∈ V" by (rule diff_closed)
  finally show ?thesis .
qed

lemma (in vectorspace) add_zero_right [simp]:
  "x ∈ V ==>  x + 0 = x"
proof -
  assume x: "x ∈ V"
  from this and zero have "x + 0 = 0 + x" by (rule add_commute)
  also from x have "... = x" by (rule add_zero_left)
  finally show ?thesis .
qed

lemma (in vectorspace) mult_assoc2:
    "x ∈ V ==> a · b · x = (a * b) · x"
  by (simp only: mult_assoc)

lemma (in vectorspace) diff_mult_distrib1:
    "x ∈ V ==> y ∈ V ==> a · (x - y) = a · x - a · y"
  by (simp add: diff_eq1 negate_eq1 add_mult_distrib1 mult_assoc2)

lemma (in vectorspace) diff_mult_distrib2:
  "x ∈ V ==> (a - b) · x = a · x - (b · x)"
proof -
  assume x: "x ∈ V"
  have " (a - b) · x = (a + - b) · x"
    by (simp add: real_diff_def)
  also from x have "... = a · x + (- b) · x"
    by (rule add_mult_distrib2)
  also from x have "... = a · x + - (b · x)"
    by (simp add: negate_eq1 mult_assoc2)
  also from x have "... = a · x - (b · x)"
    by (simp add: diff_eq1)
  finally show ?thesis .
qed

lemmas (in vectorspace) distrib =
  add_mult_distrib1 add_mult_distrib2
  diff_mult_distrib1 diff_mult_distrib2


text {* \medskip Further derived laws: *}

lemma (in vectorspace) mult_zero_left [simp]:
  "x ∈ V ==> 0 · x = 0"
proof -
  assume x: "x ∈ V"
  have "0 · x = (1 - 1) · x" by simp
  also have "... = (1 + - 1) · x" by simp
  also from x have "... =  1 · x + (- 1) · x"
    by (rule add_mult_distrib2)
  also from x have "... = x + (- 1) · x" by simp
  also from x have "... = x + - x" by (simp add: negate_eq2a)
  also from x have "... = x - x" by (simp add: diff_eq2)
  also from x have "... = 0" by simp
  finally show ?thesis .
qed

lemma (in vectorspace) mult_zero_right [simp]:
  "a · 0 = (0::'a)"
proof -
  have "a · 0 = a · (0 - (0::'a))" by simp
  also have "... =  a · 0 - a · 0"
    by (rule diff_mult_distrib1) simp_all
  also have "... = 0" by simp
  finally show ?thesis .
qed

lemma (in vectorspace) minus_mult_cancel [simp]:
    "x ∈ V ==> (- a) · - x = a · x"
  by (simp add: negate_eq1 mult_assoc2)

lemma (in vectorspace) add_minus_left_eq_diff:
  "x ∈ V ==> y ∈ V ==> - x + y = y - x"
proof -
  assume xy: "x ∈ V"  "y ∈ V"
  hence "- x + y = y + - x" by (simp add: add_commute)
  also from xy have "... = y - x" by (simp add: diff_eq1)
  finally show ?thesis .
qed

lemma (in vectorspace) add_minus [simp]:
    "x ∈ V ==> x + - x = 0"
  by (simp add: diff_eq2)

lemma (in vectorspace) add_minus_left [simp]:
    "x ∈ V ==> - x + x = 0"
  by (simp add: diff_eq2 add_commute)

lemma (in vectorspace) minus_minus [simp]:
    "x ∈ V ==> - (- x) = x"
  by (simp add: negate_eq1 mult_assoc2)

lemma (in vectorspace) minus_zero [simp]:
    "- (0::'a) = 0"
  by (simp add: negate_eq1)

lemma (in vectorspace) minus_zero_iff [simp]:
  "x ∈ V ==> (- x = 0) = (x = 0)"
proof
  assume x: "x ∈ V"
  {
    from x have "x = - (- x)" by (simp add: minus_minus)
    also assume "- x = 0"
    also have "- ... = 0" by (rule minus_zero)
    finally show "x = 0" .
  next
    assume "x = 0"
    then show "- x = 0" by simp
  }
qed

lemma (in vectorspace) add_minus_cancel [simp]:
    "x ∈ V ==> y ∈ V ==> x + (- x + y) = y"
  by (simp add: add_assoc [symmetric] del: add_commute)

lemma (in vectorspace) minus_add_cancel [simp]:
    "x ∈ V ==> y ∈ V ==> - x + (x + y) = y"
  by (simp add: add_assoc [symmetric] del: add_commute)

lemma (in vectorspace) minus_add_distrib [simp]:
    "x ∈ V ==> y ∈ V ==> - (x + y) = - x + - y"
  by (simp add: negate_eq1 add_mult_distrib1)

lemma (in vectorspace) diff_zero [simp]:
    "x ∈ V ==> x - 0 = x"
  by (simp add: diff_eq1)

lemma (in vectorspace) diff_zero_right [simp]:
    "x ∈ V ==> 0 - x = - x"
  by (simp add: diff_eq1)

lemma (in vectorspace) add_left_cancel:
  "x ∈ V ==> y ∈ V ==> z ∈ V ==> (x + y = x + z) = (y = z)"
proof
  assume x: "x ∈ V" and y: "y ∈ V" and z: "z ∈ V"
  {
    from y have "y = 0 + y" by simp
    also from x y have "... = (- x + x) + y" by simp
    also from x y have "... = - x + (x + y)"
      by (simp add: add_assoc neg_closed)
    also assume "x + y = x + z"
    also from x z have "- x + (x + z) = - x + x + z"
      by (simp add: add_assoc [symmetric] neg_closed)
    also from x z have "... = z" by simp
    finally show "y = z" .
  next
    assume "y = z"
    then show "x + y = x + z" by (simp only:)
  }
qed

lemma (in vectorspace) add_right_cancel:
    "x ∈ V ==> y ∈ V ==> z ∈ V ==> (y + x = z + x) = (y = z)"
  by (simp only: add_commute add_left_cancel)

lemma (in vectorspace) add_assoc_cong:
  "x ∈ V ==> y ∈ V ==> x' ∈ V ==> y' ∈ V ==> z ∈ V
    ==> x + y = x' + y' ==> x + (y + z) = x' + (y' + z)"
  by (simp only: add_assoc [symmetric])

lemma (in vectorspace) mult_left_commute:
    "x ∈ V ==> a · b · x = b · a · x"
  by (simp add: real_mult_commute mult_assoc2)

lemma (in vectorspace) mult_zero_uniq:
  "x ∈ V ==> x ≠ 0 ==> a · x = 0 ==> a = 0"
proof (rule classical)
  assume a: "a ≠ 0"
  assume x: "x ∈ V"  "x ≠ 0" and ax: "a · x = 0"
  from x a have "x = (inverse a * a) · x" by simp
  also from `x ∈ V` have "... = inverse a · (a · x)" by (rule mult_assoc)
  also from ax have "... = inverse a · 0" by simp
  also have "... = 0" by simp
  finally have "x = 0" .
  with `x ≠ 0` show "a = 0" by contradiction
qed

lemma (in vectorspace) mult_left_cancel:
  "x ∈ V ==> y ∈ V ==> a ≠ 0 ==> (a · x = a · y) = (x = y)"
proof
  assume x: "x ∈ V" and y: "y ∈ V" and a: "a ≠ 0"
  from x have "x = 1 · x" by simp
  also from a have "... = (inverse a * a) · x" by simp
  also from x have "... = inverse a · (a · x)"
    by (simp only: mult_assoc)
  also assume "a · x = a · y"
  also from a y have "inverse a · ... = y"
    by (simp add: mult_assoc2)
  finally show "x = y" .
next
  assume "x = y"
  then show "a · x = a · y" by (simp only:)
qed

lemma (in vectorspace) mult_right_cancel:
  "x ∈ V ==> x ≠ 0 ==> (a · x = b · x) = (a = b)"
proof
  assume x: "x ∈ V" and neq: "x ≠ 0"
  {
    from x have "(a - b) · x = a · x - b · x"
      by (simp add: diff_mult_distrib2)
    also assume "a · x = b · x"
    with x have "a · x - b · x = 0" by simp
    finally have "(a - b) · x = 0" .
    with x neq have "a - b = 0" by (rule mult_zero_uniq)
    thus "a = b" by simp
  next
    assume "a = b"
    then show "a · x = b · x" by (simp only:)
  }
qed

lemma (in vectorspace) eq_diff_eq:
  "x ∈ V ==> y ∈ V ==> z ∈ V ==> (x = z - y) = (x + y = z)"
proof
  assume x: "x ∈ V" and y: "y ∈ V" and z: "z ∈ V"
  {
    assume "x = z - y"
    hence "x + y = z - y + y" by simp
    also from y z have "... = z + - y + y"
      by (simp add: diff_eq1)
    also have "... = z + (- y + y)"
      by (rule add_assoc) (simp_all add: y z)
    also from y z have "... = z + 0"
      by (simp only: add_minus_left)
    also from z have "... = z"
      by (simp only: add_zero_right)
    finally show "x + y = z" .
  next
    assume "x + y = z"
    hence "z - y = (x + y) - y" by simp
    also from x y have "... = x + y + - y"
      by (simp add: diff_eq1)
    also have "... = x + (y + - y)"
      by (rule add_assoc) (simp_all add: x y)
    also from x y have "... = x" by simp
    finally show "x = z - y" ..
  }
qed

lemma (in vectorspace) add_minus_eq_minus:
  "x ∈ V ==> y ∈ V ==> x + y = 0 ==> x = - y"
proof -
  assume x: "x ∈ V" and y: "y ∈ V"
  from x y have "x = (- y + y) + x" by simp
  also from x y have "... = - y + (x + y)" by (simp add: add_ac)
  also assume "x + y = 0"
  also from y have "- y + 0 = - y" by simp
  finally show "x = - y" .
qed

lemma (in vectorspace) add_minus_eq:
  "x ∈ V ==> y ∈ V ==> x - y = 0 ==> x = y"
proof -
  assume x: "x ∈ V" and y: "y ∈ V"
  assume "x - y = 0"
  with x y have eq: "x + - y = 0" by (simp add: diff_eq1)
  with _ _ have "x = - (- y)"
    by (rule add_minus_eq_minus) (simp_all add: x y)
  with x y show "x = y" by simp
qed

lemma (in vectorspace) add_diff_swap:
  "a ∈ V ==> b ∈ V ==> c ∈ V ==> d ∈ V ==> a + b = c + d
    ==> a - c = d - b"
proof -
  assume vs: "a ∈ V"  "b ∈ V"  "c ∈ V"  "d ∈ V"
    and eq: "a + b = c + d"
  then have "- c + (a + b) = - c + (c + d)"
    by (simp add: add_left_cancel)
  also have "... = d" using `c ∈ V` `d ∈ V` by (rule minus_add_cancel)
  finally have eq: "- c + (a + b) = d" .
  from vs have "a - c = (- c + (a + b)) + - b"
    by (simp add: add_ac diff_eq1)
  also from vs eq have "...  = d + - b"
    by (simp add: add_right_cancel)
  also from vs have "... = d - b" by (simp add: diff_eq2)
  finally show "a - c = d - b" .
qed

lemma (in vectorspace) vs_add_cancel_21:
  "x ∈ V ==> y ∈ V ==> z ∈ V ==> u ∈ V
    ==> (x + (y + z) = y + u) = (x + z = u)"
proof
  assume vs: "x ∈ V"  "y ∈ V"  "z ∈ V"  "u ∈ V"
  {
    from vs have "x + z = - y + y + (x + z)" by simp
    also have "... = - y + (y + (x + z))"
      by (rule add_assoc) (simp_all add: vs)
    also from vs have "y + (x + z) = x + (y + z)"
      by (simp add: add_ac)
    also assume "x + (y + z) = y + u"
    also from vs have "- y + (y + u) = u" by simp
    finally show "x + z = u" .
  next
    assume "x + z = u"
    with vs show "x + (y + z) = y + u"
      by (simp only: add_left_commute [of x])
  }
qed

lemma (in vectorspace) add_cancel_end:
  "x ∈ V ==> y ∈ V ==> z ∈ V ==> (x + (y + z) = y) = (x = - z)"
proof
  assume vs: "x ∈ V"  "y ∈ V"  "z ∈ V"
  {
    assume "x + (y + z) = y"
    with vs have "(x + z) + y = 0 + y"
      by (simp add: add_ac)
    with vs have "x + z = 0"
      by (simp only: add_right_cancel add_closed zero)
    with vs show "x = - z" by (simp add: add_minus_eq_minus)
  next
    assume eq: "x = - z"
    hence "x + (y + z) = - z + (y + z)" by simp
    also have "... = y + (- z + z)"
      by (rule add_left_commute) (simp_all add: vs)
    also from vs have "... = y"  by simp
    finally show "x + (y + z) = y" .
  }
qed

end

Signature

Vector space laws

lemma negate_eq2:

  xV ==> - 1 · x = - x

lemma negate_eq2a:

  xV ==> -1 · x = - x

lemma diff_eq2:

  [| xV; yV |] ==> x + - y = x - y

lemma diff_closed:

  [| xV; yV |] ==> x - yV

lemma neg_closed:

  xV ==> - xV

lemma add_left_commute:

  [| xV; yV; zV |] ==> x + (y + z) = y + (x + z)

theorem add_ac:

  [| xV; yV; zV |] ==> x + y + z = x + (y + z)
  [| xV; yV |] ==> x + y = y + x
  [| xV; yV; zV |] ==> x + (y + z) = y + (x + z)

lemma zero:

  (0::'a) ∈ V

lemma add_zero_right:

  xV ==> x + (0::'a) = x

lemma mult_assoc2:

  xV ==> a · b · x = (a * b) · x

lemma diff_mult_distrib1:

  [| xV; yV |] ==> a · (x - y) = a · x - a · y

lemma diff_mult_distrib2:

  xV ==> (a - b) · x = a · x - b · x

lemma distrib:

  [| xV; yV |] ==> a · (x + y) = a · x + a · y
  xV ==> (a + b) · x = a · x + b · x
  [| xV; yV |] ==> a · (x - y) = a · x - a · y
  xV ==> (a - b) · x = a · x - b · x

lemma mult_zero_left:

  xV ==> 0 · x = (0::'a)

lemma mult_zero_right:

  a · (0::'a) = (0::'a)

lemma minus_mult_cancel:

  xV ==> - a · - x = a · x

lemma add_minus_left_eq_diff:

  [| xV; yV |] ==> - x + y = y - x

lemma add_minus:

  xV ==> x + - x = (0::'a)

lemma add_minus_left:

  xV ==> - x + x = (0::'a)

lemma minus_minus:

  xV ==> - (- x) = x

lemma minus_zero:

  - (0::'a) = (0::'a)

lemma minus_zero_iff:

  xV ==> (- x = (0::'a)) = (x = (0::'a))

lemma add_minus_cancel:

  [| xV; yV |] ==> x + (- x + y) = y

lemma minus_add_cancel:

  [| xV; yV |] ==> - x + (x + y) = y

lemma minus_add_distrib:

  [| xV; yV |] ==> - (x + y) = - x + - y

lemma diff_zero:

  xV ==> x - (0::'a) = x

lemma diff_zero_right:

  xV ==> (0::'a) - x = - x

lemma add_left_cancel:

  [| xV; yV; zV |] ==> (x + y = x + z) = (y = z)

lemma add_right_cancel:

  [| xV; yV; zV |] ==> (y + x = z + x) = (y = z)

lemma add_assoc_cong:

  [| xV; yV; x'V; y'V; zV; x + y = x' + y' |]
  ==> x + (y + z) = x' + (y' + z)

lemma mult_left_commute:

  xV ==> a · b · x = b · a · x

lemma mult_zero_uniq:

  [| xV; x  (0::'a); a · x = (0::'a) |] ==> a = 0

lemma mult_left_cancel:

  [| xV; yV; a  0 |] ==> (a · x = a · y) = (x = y)

lemma mult_right_cancel:

  [| xV; x  (0::'a) |] ==> (a · x = b · x) = (a = b)

lemma eq_diff_eq:

  [| xV; yV; zV |] ==> (x = z - y) = (x + y = z)

lemma add_minus_eq_minus:

  [| xV; yV; x + y = (0::'a) |] ==> x = - y

lemma add_minus_eq:

  [| xV; yV; x - y = (0::'a) |] ==> x = y

lemma add_diff_swap:

  [| aV; bV; cV; dV; a + b = c + d |] ==> a - c = d - b

lemma vs_add_cancel_21:

  [| xV; yV; zV; uV |] ==> (x + (y + z) = y + u) = (x + z = u)

lemma add_cancel_end:

  [| xV; yV; zV |] ==> (x + (y + z) = y) = (x = - z)