formal/lean/mathlib/algebra/linear_recurrence.lean

/-
Copyright (c) 2020 Anatole Dedecker. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Anatole Dedecker
-/
import data.polynomial.eval
import linear_algebra.dimension

/-!
# Linear recurrence

Informally, a "linear recurrence" is an assertion of the form
`∀ n : ℕ, u (n + d) = a 0 * u n + a 1 * u (n+1) + ... + a (d-1) * u (n+d-1)`,
where `u` is a sequence, `d` is the *order* of the recurrence and the `a i`
are its *coefficients*.

In this file, we define the structure `linear_recurrence` so that
`linear_recurrence.mk d a` represents the above relation, and we call
a sequence `u` which verifies it a *solution* of the linear recurrence.

We prove a few basic lemmas about this concept, such as :

* the space of solutions is a submodule of `(ℕ → α)` (i.e a vector space if `α`
  is a field)
* the function that maps a solution `u` to its first `d` terms builds a `linear_equiv`
  between the solution space and `fin d → α`, aka `α ^ d`. As a consequence, two
  solutions are equal if and only if their first `d` terms are equals.
* a geometric sequence `q ^ n` is solution iff `q` is a root of a particular polynomial,
  which we call the *characteristic polynomial* of the recurrence

Of course, although we can inductively generate solutions (cf `mk_sol`), the
interesting part would be to determinate closed-forms for the solutions.
This is currently *not implemented*, as we are waiting for definition and
properties of eigenvalues and eigenvectors.

-/

noncomputable theory
open finset
open_locale big_operators polynomial

/-- A "linear recurrence relation" over a commutative semiring is given by its
  order `n` and `n` coefficients. -/
structure linear_recurrence (α : Type*) [comm_semiring α] := (order : ℕ) (coeffs : fin order → α)

instance (α : Type*) [comm_semiring α] : inhabited (linear_recurrence α) :=
⟨⟨0, default⟩⟩

namespace linear_recurrence

section comm_semiring

variables {α : Type*} [comm_semiring α] (E : linear_recurrence α)

/-- We say that a sequence `u` is solution of `linear_recurrence order coeffs` when we have
  `u (n + order) = ∑ i : fin order, coeffs i * u (n + i)` for any `n`. -/
def is_solution (u : ℕ → α) :=
  ∀ n, u (n + E.order) = ∑ i, E.coeffs i * u (n + i)

/-- A solution of a `linear_recurrence` which satisfies certain initial conditions.
  We will prove this is the only such solution. -/
def mk_sol (init : fin E.order → α) : ℕ → α
| n := if h : n < E.order then init ⟨n, h⟩ else
  ∑ k : fin E.order,
    have n - E.order + k < n :=
    begin
      rw [add_comm, ← add_tsub_assoc_of_le (not_lt.mp h), tsub_lt_iff_left],
      { exact add_lt_add_right k.is_lt n },
      { convert add_le_add (zero_le (k : ℕ)) (not_lt.mp h),
        simp only [zero_add] }
    end,
    E.coeffs k * mk_sol (n - E.order + k)

/-- `E.mk_sol` indeed gives solutions to `E`. -/
lemma is_sol_mk_sol (init : fin E.order → α) : E.is_solution (E.mk_sol init) :=
  λ n, by rw mk_sol; simp

/-- `E.mk_sol init`'s first `E.order` terms are `init`. -/
lemma mk_sol_eq_init (init : fin E.order → α) : ∀ n : fin E.order, E.mk_sol init n = init n :=
  λ n, by { rw mk_sol, simp only [n.is_lt, dif_pos, fin.mk_coe, fin.eta] }

/-- If `u` is a solution to `E` and `init` designates its first `E.order` values,
  then `∀ n, u n = E.mk_sol init n`. -/
lemma eq_mk_of_is_sol_of_eq_init {u : ℕ → α} {init : fin E.order → α}
  (h : E.is_solution u) (heq : ∀ n : fin E.order, u n = init n) :
  ∀ n, u n = E.mk_sol init n
| n := if h' : n < E.order
  then by rw mk_sol; simp only [h', dif_pos]; exact_mod_cast heq ⟨n, h'⟩
  else begin
    rw [mk_sol, ← tsub_add_cancel_of_le (le_of_not_lt h'), h (n-E.order)],
    simp [h'],
    congr' with k,
    exact have wf : n - E.order + k < n :=
      begin
        rw [add_comm, ← add_tsub_assoc_of_le (not_lt.mp h'), tsub_lt_iff_left],
        { exact add_lt_add_right k.is_lt n },
        { convert add_le_add (zero_le (k : ℕ)) (not_lt.mp h'),
          simp only [zero_add] }
      end,
      by rw eq_mk_of_is_sol_of_eq_init
  end

/-- If `u` is a solution to `E` and `init` designates its first `E.order` values,
  then `u = E.mk_sol init`. This proves that `E.mk_sol init` is the only solution
  of `E` whose first `E.order` values are given by `init`. -/
lemma eq_mk_of_is_sol_of_eq_init' {u : ℕ → α} {init : fin E.order → α}
  (h : E.is_solution u) (heq : ∀ n : fin E.order, u n = init n) : u = E.mk_sol init :=
  funext (E.eq_mk_of_is_sol_of_eq_init h heq)

/-- The space of solutions of `E`, as a `submodule` over `α` of the module `ℕ → α`. -/
def sol_space : submodule α (ℕ → α) :=
{ carrier := {u | E.is_solution u},
  zero_mem' := λ n, by simp,
  add_mem' := λ u v hu hv n, by simp [mul_add, sum_add_distrib, hu n, hv n],
  smul_mem' := λ a u hu n, by simp [hu n, mul_sum]; congr'; ext; ac_refl }

/-- Defining property of the solution space : `u` is a solution
  iff it belongs to the solution space. -/
lemma is_sol_iff_mem_sol_space (u : ℕ → α) : E.is_solution u ↔ u ∈ E.sol_space :=
  iff.rfl

/-- The function that maps a solution `u` of `E` to its first
  `E.order` terms as a `linear_equiv`. -/
def to_init :
  E.sol_space ≃ₗ[α] (fin E.order → α) :=
{ to_fun := λ u x, (u : ℕ → α) x,
  map_add' := λ u v, by { ext, simp },
  map_smul' := λ a u, by { ext, simp },
  inv_fun := λ u, ⟨E.mk_sol u, E.is_sol_mk_sol u⟩,
  left_inv := λ u, by ext n; symmetry; apply E.eq_mk_of_is_sol_of_eq_init u.2; intros k; refl,
  right_inv := λ u, function.funext_iff.mpr (λ n, E.mk_sol_eq_init u n) }

/-- Two solutions are equal iff they are equal on `range E.order`. -/
lemma sol_eq_of_eq_init (u v : ℕ → α) (hu : E.is_solution u) (hv : E.is_solution v) :
  u = v ↔ set.eq_on u v ↑(range E.order) :=
begin
  refine iff.intro (λ h x hx, h ▸ rfl) _,
  intro h,
  set u' : ↥(E.sol_space) := ⟨u, hu⟩,
  set v' : ↥(E.sol_space) := ⟨v, hv⟩,
  change u'.val = v'.val,
  suffices h' : u' = v', from h' ▸ rfl,
  rw [← E.to_init.to_equiv.apply_eq_iff_eq, linear_equiv.coe_to_equiv],
  ext x,
  exact_mod_cast h (mem_range.mpr x.2)
end

/-! `E.tuple_succ` maps `![s₀, s₁, ..., sₙ]` to `![s₁, ..., sₙ, ∑ (E.coeffs i) * sᵢ]`,
  where `n := E.order`. This operation is quite useful for determining closed-form
  solutions of `E`. -/

/-- `E.tuple_succ` maps `![s₀, s₁, ..., sₙ]` to `![s₁, ..., sₙ, ∑ (E.coeffs i) * sᵢ]`,
  where `n := E.order`. -/
def tuple_succ : (fin E.order → α) →ₗ[α] (fin E.order → α) :=
{ to_fun := λ X i, if h : (i : ℕ) + 1 < E.order then X ⟨i+1, h⟩ else (∑ i, E.coeffs i * X i),
  map_add' := λ x y,
    begin
      ext i,
      split_ifs ; simp [h, mul_add, sum_add_distrib],
    end,
  map_smul' := λ x y,
    begin
      ext i,
      split_ifs ; simp [h, mul_sum],
      exact sum_congr rfl (λ x _, by ac_refl),
    end }

end comm_semiring

section field

variables {α : Type*} [field α] (E : linear_recurrence α)

/-- The dimension of `E.sol_space` is `E.order`. -/
lemma sol_space_dim : module.rank α E.sol_space = E.order :=
@dim_fin_fun α _ E.order ▸ E.to_init.dim_eq

end field

section comm_ring

variables {α : Type*} [comm_ring α] (E : linear_recurrence α)

/-- The characteristic polynomial of `E` is
`X ^ E.order - ∑ i : fin E.order, (E.coeffs i) * X ^ i`. -/
def char_poly : α[X] :=
  polynomial.monomial E.order 1 - (∑ i : fin E.order, polynomial.monomial i (E.coeffs i))

/-- The geometric sequence `q^n` is a solution of `E` iff
  `q` is a root of `E`'s characteristic polynomial. -/
lemma geom_sol_iff_root_char_poly (q : α) : E.is_solution (λ n, q^n) ↔ E.char_poly.is_root q :=
begin
  rw [char_poly, polynomial.is_root.def, polynomial.eval],
  simp only [polynomial.eval₂_finset_sum, one_mul,
              ring_hom.id_apply, polynomial.eval₂_monomial, polynomial.eval₂_sub],
  split,
  { intro h,
    simpa [sub_eq_zero] using h 0 },
  { intros h n,
    simp only [pow_add, sub_eq_zero.mp h, mul_sum],
    exact sum_congr rfl (λ _ _, by ring) }
end

end comm_ring

end linear_recurrence