/
matrix.lean
432 lines (349 loc) · 18.2 KB
/
matrix.lean
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
/-
Copyright (c) 2021 Oliver Nash. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Oliver Nash, Eric Wieser
-/
import topology.algebra.infinite_sum.basic
import topology.algebra.ring.basic
import topology.algebra.star
import linear_algebra.matrix.nonsingular_inverse
import linear_algebra.matrix.trace
/-!
# Topological properties of matrices
> THIS FILE IS SYNCHRONIZED WITH MATHLIB4.
> Any changes to this file require a corresponding PR to mathlib4.
This file is a place to collect topological results about matrices.
## Main definitions:
* `matrix.topological_ring`: square matrices form a topological ring
## Main results
* Continuity:
* `continuous.matrix_det`: the determinant is continuous over a topological ring.
* `continuous.matrix_adjugate`: the adjugate is continuous over a topological ring.
* Infinite sums
* `matrix.transpose_tsum`: transpose commutes with infinite sums
* `matrix.diagonal_tsum`: diagonal commutes with infinite sums
* `matrix.block_diagonal_tsum`: block diagonal commutes with infinite sums
* `matrix.block_diagonal'_tsum`: non-uniform block diagonal commutes with infinite sums
-/
open matrix
open_locale matrix
variables {X α l m n p S R : Type*} {m' n' : l → Type*}
instance [topological_space R] : topological_space (matrix m n R) := Pi.topological_space
instance [topological_space R] [t2_space R] : t2_space (matrix m n R) := Pi.t2_space
/-! ### Lemmas about continuity of operations -/
section continuity
variables [topological_space X] [topological_space R]
instance [has_smul α R] [has_continuous_const_smul α R] :
has_continuous_const_smul α (matrix m n R) :=
pi.has_continuous_const_smul
instance [topological_space α] [has_smul α R] [has_continuous_smul α R] :
has_continuous_smul α (matrix m n R) :=
pi.has_continuous_smul
instance [has_add R] [has_continuous_add R] : has_continuous_add (matrix m n R) :=
pi.has_continuous_add
instance [has_neg R] [has_continuous_neg R] : has_continuous_neg (matrix m n R) :=
pi.has_continuous_neg
instance [add_group R] [topological_add_group R] : topological_add_group (matrix m n R) :=
pi.topological_add_group
/-- To show a function into matrices is continuous it suffices to show the coefficients of the
resulting matrix are continuous -/
@[continuity]
lemma continuous_matrix [topological_space α] {f : α → matrix m n R}
(h : ∀ i j, continuous (λ a, f a i j)) : continuous f :=
continuous_pi $ λ _, continuous_pi $ λ j, h _ _
lemma continuous.matrix_elem {A : X → matrix m n R} (hA : continuous A) (i : m) (j : n) :
continuous (λ x, A x i j) :=
(continuous_apply_apply i j).comp hA
@[continuity]
lemma continuous.matrix_map [topological_space S] {A : X → matrix m n S} {f : S → R}
(hA : continuous A) (hf : continuous f) :
continuous (λ x, (A x).map f) :=
continuous_matrix $ λ i j, hf.comp $ hA.matrix_elem _ _
@[continuity]
lemma continuous.matrix_transpose {A : X → matrix m n R} (hA : continuous A) :
continuous (λ x, (A x)ᵀ) :=
continuous_matrix $ λ i j, hA.matrix_elem j i
lemma continuous.matrix_conj_transpose [has_star R] [has_continuous_star R] {A : X → matrix m n R}
(hA : continuous A) : continuous (λ x, (A x)ᴴ) :=
hA.matrix_transpose.matrix_map continuous_star
instance [has_star R] [has_continuous_star R] : has_continuous_star (matrix m m R) :=
⟨continuous_id.matrix_conj_transpose⟩
@[continuity]
lemma continuous.matrix_col {A : X → n → R} (hA : continuous A) : continuous (λ x, col (A x)) :=
continuous_matrix $ λ i j, (continuous_apply _).comp hA
@[continuity]
lemma continuous.matrix_row {A : X → n → R} (hA : continuous A) : continuous (λ x, row (A x)) :=
continuous_matrix $ λ i j, (continuous_apply _).comp hA
@[continuity]
lemma continuous.matrix_diagonal [has_zero R] [decidable_eq n] {A : X → n → R} (hA : continuous A) :
continuous (λ x, diagonal (A x)) :=
continuous_matrix $ λ i j, ((continuous_apply i).comp hA).if_const _ continuous_zero
@[continuity]
lemma continuous.matrix_dot_product [fintype n] [has_mul R] [add_comm_monoid R]
[has_continuous_add R] [has_continuous_mul R]
{A : X → n → R} {B : X → n → R} (hA : continuous A) (hB : continuous B) :
continuous (λ x, dot_product (A x) (B x)) :=
continuous_finset_sum _ $ λ i _, ((continuous_apply i).comp hA).mul ((continuous_apply i).comp hB)
/-- For square matrices the usual `continuous_mul` can be used. -/
@[continuity]
lemma continuous.matrix_mul [fintype n] [has_mul R] [add_comm_monoid R] [has_continuous_add R]
[has_continuous_mul R]
{A : X → matrix m n R} {B : X → matrix n p R} (hA : continuous A) (hB : continuous B) :
continuous (λ x, (A x).mul (B x)) :=
continuous_matrix $ λ i j, continuous_finset_sum _ $ λ k _,
(hA.matrix_elem _ _).mul (hB.matrix_elem _ _)
instance [fintype n] [has_mul R] [add_comm_monoid R] [has_continuous_add R]
[has_continuous_mul R] : has_continuous_mul (matrix n n R) :=
⟨continuous_fst.matrix_mul continuous_snd⟩
instance [fintype n] [non_unital_non_assoc_semiring R] [topological_semiring R] :
topological_semiring (matrix n n R) :=
{}
instance [fintype n] [non_unital_non_assoc_ring R] [topological_ring R] :
topological_ring (matrix n n R) :=
{}
@[continuity]
lemma continuous.matrix_vec_mul_vec [has_mul R] [has_continuous_mul R]
{A : X → m → R} {B : X → n → R} (hA : continuous A) (hB : continuous B) :
continuous (λ x, vec_mul_vec (A x) (B x)) :=
continuous_matrix $ λ i j, ((continuous_apply _).comp hA).mul ((continuous_apply _).comp hB)
@[continuity]
lemma continuous.matrix_mul_vec [non_unital_non_assoc_semiring R] [has_continuous_add R]
[has_continuous_mul R] [fintype n]
{A : X → matrix m n R} {B : X → n → R} (hA : continuous A) (hB : continuous B) :
continuous (λ x, (A x).mul_vec (B x)) :=
continuous_pi $ λ i, ((continuous_apply i).comp hA).matrix_dot_product hB
@[continuity]
lemma continuous.matrix_vec_mul [non_unital_non_assoc_semiring R] [has_continuous_add R]
[has_continuous_mul R] [fintype m]
{A : X → m → R} {B : X → matrix m n R} (hA : continuous A) (hB : continuous B) :
continuous (λ x, vec_mul (A x) (B x)) :=
continuous_pi $ λ i, hA.matrix_dot_product $ continuous_pi $ λ j, hB.matrix_elem _ _
@[continuity]
lemma continuous.matrix_submatrix
{A : X → matrix l n R} (hA : continuous A) (e₁ : m → l) (e₂ : p → n) :
continuous (λ x, (A x).submatrix e₁ e₂) :=
continuous_matrix $ λ i j, hA.matrix_elem _ _
@[continuity]
lemma continuous.matrix_reindex {A : X → matrix l n R}
(hA : continuous A) (e₁ : l ≃ m) (e₂ : n ≃ p) :
continuous (λ x, reindex e₁ e₂ (A x)) :=
hA.matrix_submatrix _ _
@[continuity]
lemma continuous.matrix_diag {A : X → matrix n n R} (hA : continuous A) :
continuous (λ x, matrix.diag (A x)) :=
continuous_pi $ λ _, hA.matrix_elem _ _
-- note this doesn't elaborate well from the above
lemma continuous_matrix_diag : continuous (matrix.diag : matrix n n R → n → R) :=
show continuous (λ x : matrix n n R, matrix.diag x), from continuous_id.matrix_diag
@[continuity]
lemma continuous.matrix_trace [fintype n] [add_comm_monoid R] [has_continuous_add R]
{A : X → matrix n n R} (hA : continuous A) :
continuous (λ x, trace (A x)) :=
continuous_finset_sum _ $ λ i hi, hA.matrix_elem _ _
@[continuity]
lemma continuous.matrix_det [fintype n] [decidable_eq n] [comm_ring R] [topological_ring R]
{A : X → matrix n n R} (hA : continuous A) :
continuous (λ x, (A x).det) :=
begin
simp_rw matrix.det_apply,
refine continuous_finset_sum _ (λ l _, continuous.const_smul _ _),
refine continuous_finset_prod _ (λ l _, hA.matrix_elem _ _),
end
@[continuity]
lemma continuous.matrix_update_column [decidable_eq n] (i : n)
{A : X → matrix m n R} {B : X → m → R} (hA : continuous A) (hB : continuous B) :
continuous (λ x, (A x).update_column i (B x)) :=
continuous_matrix $ λ j k, (continuous_apply k).comp $
((continuous_apply _).comp hA).update i ((continuous_apply _).comp hB)
@[continuity]
lemma continuous.matrix_update_row [decidable_eq m] (i : m)
{A : X → matrix m n R} {B : X → n → R} (hA : continuous A) (hB : continuous B) :
continuous (λ x, (A x).update_row i (B x)) :=
hA.update i hB
@[continuity]
lemma continuous.matrix_cramer [fintype n] [decidable_eq n] [comm_ring R] [topological_ring R]
{A : X → matrix n n R} {B : X → n → R} (hA : continuous A) (hB : continuous B) :
continuous (λ x, (A x).cramer (B x)) :=
continuous_pi $ λ i, (hA.matrix_update_column _ hB).matrix_det
@[continuity]
lemma continuous.matrix_adjugate [fintype n] [decidable_eq n] [comm_ring R] [topological_ring R]
{A : X → matrix n n R} (hA : continuous A) :
continuous (λ x, (A x).adjugate) :=
continuous_matrix $ λ j k, (hA.matrix_transpose.matrix_update_column k continuous_const).matrix_det
/-- When `ring.inverse` is continuous at the determinant (such as in a `normed_ring`, or a
`topological_field`), so is `matrix.has_inv`. -/
lemma continuous_at_matrix_inv [fintype n] [decidable_eq n] [comm_ring R] [topological_ring R]
(A : matrix n n R) (h : continuous_at ring.inverse A.det) :
continuous_at has_inv.inv A :=
(h.comp continuous_id.matrix_det.continuous_at).smul continuous_id.matrix_adjugate.continuous_at
-- lemmas about functions in `data/matrix/block.lean`
section block_matrices
@[continuity]
lemma continuous.matrix_from_blocks
{A : X → matrix n l R} {B : X → matrix n m R} {C : X → matrix p l R} {D : X → matrix p m R}
(hA : continuous A) (hB : continuous B) (hC : continuous C) (hD : continuous D) :
continuous (λ x, matrix.from_blocks (A x) (B x) (C x) (D x)) :=
continuous_matrix $ λ i j,
by cases i; cases j; refine continuous.matrix_elem _ i j; assumption
@[continuity]
lemma continuous.matrix_block_diagonal [has_zero R] [decidable_eq p] {A : X → p → matrix m n R}
(hA : continuous A) :
continuous (λ x, block_diagonal (A x)) :=
continuous_matrix $ λ ⟨i₁, i₂⟩ ⟨j₁, j₂⟩,
(((continuous_apply i₂).comp hA).matrix_elem i₁ j₁).if_const _ continuous_zero
@[continuity]
lemma continuous.matrix_block_diag {A : X → matrix (m × p) (n × p) R} (hA : continuous A) :
continuous (λ x, block_diag (A x)) :=
continuous_pi $ λ i, continuous_matrix $ λ j k, hA.matrix_elem _ _
@[continuity]
lemma continuous.matrix_block_diagonal' [has_zero R] [decidable_eq l]
{A : X → Π i, matrix (m' i) (n' i) R} (hA : continuous A) :
continuous (λ x, block_diagonal' (A x)) :=
continuous_matrix $ λ ⟨i₁, i₂⟩ ⟨j₁, j₂⟩, begin
dsimp only [block_diagonal'_apply'],
split_ifs,
{ subst h,
exact ((continuous_apply i₁).comp hA).matrix_elem i₂ j₂ },
{ exact continuous_const },
end
@[continuity]
lemma continuous.matrix_block_diag' {A : X → matrix (Σ i, m' i) (Σ i, n' i) R} (hA : continuous A) :
continuous (λ x, block_diag' (A x)) :=
continuous_pi $ λ i, continuous_matrix $ λ j k, hA.matrix_elem _ _
end block_matrices
end continuity
/-! ### Lemmas about infinite sums -/
section tsum
variables [semiring α] [add_comm_monoid R] [topological_space R] [module α R]
lemma has_sum.matrix_transpose {f : X → matrix m n R} {a : matrix m n R} (hf : has_sum f a) :
has_sum (λ x, (f x)ᵀ) aᵀ :=
(hf.map (matrix.transpose_add_equiv m n R) continuous_id.matrix_transpose : _)
lemma summable.matrix_transpose {f : X → matrix m n R} (hf : summable f) :
summable (λ x, (f x)ᵀ) :=
hf.has_sum.matrix_transpose.summable
@[simp] lemma summable_matrix_transpose {f : X → matrix m n R} :
summable (λ x, (f x)ᵀ) ↔ summable f :=
(summable.map_iff_of_equiv (matrix.transpose_add_equiv m n R)
(@continuous_id (matrix m n R) _).matrix_transpose (continuous_id.matrix_transpose) : _)
lemma matrix.transpose_tsum [t2_space R] {f : X → matrix m n R} : (∑' x, f x)ᵀ = ∑' x, (f x)ᵀ :=
begin
by_cases hf : summable f,
{ exact hf.has_sum.matrix_transpose.tsum_eq.symm },
{ have hft := summable_matrix_transpose.not.mpr hf,
rw [tsum_eq_zero_of_not_summable hf, tsum_eq_zero_of_not_summable hft, transpose_zero] },
end
lemma has_sum.matrix_conj_transpose [star_add_monoid R] [has_continuous_star R]
{f : X → matrix m n R} {a : matrix m n R} (hf : has_sum f a) :
has_sum (λ x, (f x)ᴴ) aᴴ :=
(hf.map (matrix.conj_transpose_add_equiv m n R) continuous_id.matrix_conj_transpose : _)
lemma summable.matrix_conj_transpose [star_add_monoid R] [has_continuous_star R]
{f : X → matrix m n R} (hf : summable f) :
summable (λ x, (f x)ᴴ) :=
hf.has_sum.matrix_conj_transpose.summable
@[simp] lemma summable_matrix_conj_transpose [star_add_monoid R] [has_continuous_star R]
{f : X → matrix m n R} :
summable (λ x, (f x)ᴴ) ↔ summable f :=
(summable.map_iff_of_equiv (matrix.conj_transpose_add_equiv m n R)
(@continuous_id (matrix m n R) _).matrix_conj_transpose (continuous_id.matrix_conj_transpose) : _)
lemma matrix.conj_transpose_tsum [star_add_monoid R] [has_continuous_star R] [t2_space R]
{f : X → matrix m n R} : (∑' x, f x)ᴴ = ∑' x, (f x)ᴴ :=
begin
by_cases hf : summable f,
{ exact hf.has_sum.matrix_conj_transpose.tsum_eq.symm },
{ have hft := summable_matrix_conj_transpose.not.mpr hf,
rw [tsum_eq_zero_of_not_summable hf, tsum_eq_zero_of_not_summable hft, conj_transpose_zero] },
end
lemma has_sum.matrix_diagonal [decidable_eq n] {f : X → n → R} {a : n → R} (hf : has_sum f a) :
has_sum (λ x, diagonal (f x)) (diagonal a) :=
(hf.map (diagonal_add_monoid_hom n R) $ continuous.matrix_diagonal $ by exact continuous_id : _)
lemma summable.matrix_diagonal [decidable_eq n] {f : X → n → R} (hf : summable f) :
summable (λ x, diagonal (f x)) :=
hf.has_sum.matrix_diagonal.summable
@[simp] lemma summable_matrix_diagonal [decidable_eq n] {f : X → n → R} :
summable (λ x, diagonal (f x)) ↔ summable f :=
(summable.map_iff_of_left_inverse
(@matrix.diagonal_add_monoid_hom n R _ _) (matrix.diag_add_monoid_hom n R)
(by exact continuous.matrix_diagonal continuous_id)
continuous_matrix_diag
(λ A, diag_diagonal A) : _)
lemma matrix.diagonal_tsum [decidable_eq n] [t2_space R] {f : X → n → R} :
diagonal (∑' x, f x) = ∑' x, diagonal (f x) :=
begin
by_cases hf : summable f,
{ exact hf.has_sum.matrix_diagonal.tsum_eq.symm },
{ have hft := summable_matrix_diagonal.not.mpr hf,
rw [tsum_eq_zero_of_not_summable hf, tsum_eq_zero_of_not_summable hft],
exact diagonal_zero },
end
lemma has_sum.matrix_diag {f : X → matrix n n R} {a : matrix n n R} (hf : has_sum f a) :
has_sum (λ x, diag (f x)) (diag a) :=
(hf.map (diag_add_monoid_hom n R) continuous_matrix_diag : _)
lemma summable.matrix_diag {f : X → matrix n n R} (hf : summable f) : summable (λ x, diag (f x)) :=
hf.has_sum.matrix_diag.summable
section block_matrices
lemma has_sum.matrix_block_diagonal [decidable_eq p]
{f : X → p → matrix m n R} {a : p → matrix m n R} (hf : has_sum f a) :
has_sum (λ x, block_diagonal (f x)) (block_diagonal a) :=
(hf.map (block_diagonal_add_monoid_hom m n p R) $
continuous.matrix_block_diagonal $ by exact continuous_id : _)
lemma summable.matrix_block_diagonal [decidable_eq p] {f : X → p → matrix m n R} (hf : summable f) :
summable (λ x, block_diagonal (f x)) :=
hf.has_sum.matrix_block_diagonal.summable
lemma summable_matrix_block_diagonal [decidable_eq p] {f : X → p → matrix m n R} :
summable (λ x, block_diagonal (f x)) ↔ summable f :=
(summable.map_iff_of_left_inverse
(matrix.block_diagonal_add_monoid_hom m n p R) (matrix.block_diag_add_monoid_hom m n p R)
(by exact continuous.matrix_block_diagonal continuous_id)
(by exact continuous.matrix_block_diag continuous_id)
(λ A, block_diag_block_diagonal A) : _)
lemma matrix.block_diagonal_tsum [decidable_eq p] [t2_space R] {f : X → p → matrix m n R} :
block_diagonal (∑' x, f x) = ∑' x, block_diagonal (f x) :=
begin
by_cases hf : summable f,
{ exact hf.has_sum.matrix_block_diagonal.tsum_eq.symm },
{ have hft := summable_matrix_block_diagonal.not.mpr hf,
rw [tsum_eq_zero_of_not_summable hf, tsum_eq_zero_of_not_summable hft],
exact block_diagonal_zero },
end
lemma has_sum.matrix_block_diag {f : X → matrix (m × p) (n × p) R}
{a : matrix (m × p) (n × p) R} (hf : has_sum f a) :
has_sum (λ x, block_diag (f x)) (block_diag a) :=
(hf.map (block_diag_add_monoid_hom m n p R) $ continuous.matrix_block_diag continuous_id : _)
lemma summable.matrix_block_diag {f : X → matrix (m × p) (n × p) R} (hf : summable f) :
summable (λ x, block_diag (f x)) :=
hf.has_sum.matrix_block_diag.summable
lemma has_sum.matrix_block_diagonal' [decidable_eq l]
{f : X → Π i, matrix (m' i) (n' i) R} {a : Π i, matrix (m' i) (n' i) R} (hf : has_sum f a) :
has_sum (λ x, block_diagonal' (f x)) (block_diagonal' a) :=
(hf.map (block_diagonal'_add_monoid_hom m' n' R) $
continuous.matrix_block_diagonal' $ by exact continuous_id : _)
lemma summable.matrix_block_diagonal' [decidable_eq l]
{f : X → Π i, matrix (m' i) (n' i) R} (hf : summable f) :
summable (λ x, block_diagonal' (f x)) :=
hf.has_sum.matrix_block_diagonal'.summable
lemma summable_matrix_block_diagonal' [decidable_eq l] {f : X → Π i, matrix (m' i) (n' i) R} :
summable (λ x, block_diagonal' (f x)) ↔ summable f :=
(summable.map_iff_of_left_inverse
(matrix.block_diagonal'_add_monoid_hom m' n' R) (matrix.block_diag'_add_monoid_hom m' n' R)
(by exact continuous.matrix_block_diagonal' continuous_id)
(by exact continuous.matrix_block_diag' continuous_id)
(λ A, block_diag'_block_diagonal' A) : _)
lemma matrix.block_diagonal'_tsum [decidable_eq l] [t2_space R]
{f : X → Π i, matrix (m' i) (n' i) R} :
block_diagonal' (∑' x, f x) = ∑' x, block_diagonal' (f x) :=
begin
by_cases hf : summable f,
{ exact hf.has_sum.matrix_block_diagonal'.tsum_eq.symm },
{ have hft := summable_matrix_block_diagonal'.not.mpr hf,
rw [tsum_eq_zero_of_not_summable hf, tsum_eq_zero_of_not_summable hft],
exact block_diagonal'_zero },
end
lemma has_sum.matrix_block_diag' {f : X → matrix (Σ i, m' i) (Σ i, n' i) R}
{a : matrix (Σ i, m' i) (Σ i, n' i) R} (hf : has_sum f a) :
has_sum (λ x, block_diag' (f x)) (block_diag' a) :=
(hf.map (block_diag'_add_monoid_hom m' n' R) $ continuous.matrix_block_diag' continuous_id : _)
lemma summable.matrix_block_diag' {f : X → matrix (Σ i, m' i) (Σ i, n' i) R} (hf : summable f) :
summable (λ x, block_diag' (f x)) :=
hf.has_sum.matrix_block_diag'.summable
end block_matrices
end tsum