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(* mathcomp analysis (c) 2017 Inria and AIST. License: CeCILL-C. *)
From mathcomp Require Import all_ssreflect ssralg ssrnum ssrint interval finmap.
Require Import mathcomp_extra boolp classical_sets signed functions cardinality.
Require Import reals ereal topology normedtype.
(******************************************************************************)
(* Finitely-supported big operators *)
(* *)
(* finite_support idx D F := D `&` F @^-1` [set~ idx] *)
(* \big[op/idx]_(i \in A) F i == iterated application of the operator op *)
(* with neutral idx over finite_support idx A F *)
(* \sum_(i \in A) F i == iterated addition, exists in ring_scope and *)
(* ereal_scope *)
(* *)
(******************************************************************************)
Set Implicit Arguments.
Unset Strict Implicit.
Unset Printing Implicit Defensive.
Import Order.TTheory GRing.Theory Num.Def Num.Theory.
Import numFieldTopology.Exports.
Local Open Scope classical_set_scope.
Local Open Scope ring_scope.
Reserved Notation "\big [ op / idx ]_ ( i '\in' A ) F"
(at level 36, F at level 36, op, idx at level 10, i, A at level 50,
format "'[' \big [ op / idx ]_ ( i '\in' A ) '/ ' F ']'").
Notation "\big [ op / idx ]_ ( i '\in' A ) F" :=
(\big[op/idx]_(i <- fset_set (A `&` ((fun i => F) @^-1` [set~ idx]))) F)
(only parsing) : big_scope.
Lemma finite_index_key : unit. Proof. exact: tt. Qed.
Definition finite_support {I : choiceType} {T : Type} (idx : T) (D : set I)
(F : I -> T) : seq I :=
locked_with finite_index_key (fset_set (D `&` F @^-1` [set~ idx] : set I)).
Notation "\big [ op / idx ]_ ( i '\in' D ) F" :=
(\big[op/idx]_(i <- finite_support idx D (fun i => F)) F)
: big_scope.
Lemma in_finite_support (T : Type) (J : choiceType) (i : T) (P : set J)
(F : J -> T) : finite_set (P `&` F @^-1` [set~ i]) ->
finite_support i P F =i P `&` F @^-1` [set~ i].
Proof. by move=> finF j; rewrite /finite_support unlock in_fset_set. Qed.
Lemma finite_support_uniq (T : Type) (J : choiceType) (i : T) (P : set J)
(F : J -> T) : uniq (finite_support i P F).
Proof. by rewrite /finite_support unlock; exact: fset_uniq. Qed.
#[global] Hint Resolve finite_support_uniq : core.
Lemma no_finite_support (T : Type) (J : choiceType) (i : T) (P : set J)
(F : J -> T) : infinite_set (P `&` F @^-1` [set~ i]) ->
finite_support i P F = [::].
Proof.
move=> infinF; rewrite /finite_support unlock.
by rewrite /fset_set/=; case: pselect => //.
Qed.
Lemma eq_finite_support {I : choiceType} {T : Type} (idx : T) (D : set I)
(F G : I -> T) : {in D, F =1 G} ->
finite_support idx D F = finite_support idx D G.
Proof.
by move=> eqFG; rewrite /finite_support !unlock// (eq_preimage _ eqFG).
Qed.
Variant finite_support_spec R (T : choiceType)
(P : set T) (F : T -> R) (idx : R) : seq T -> Type :=
| NoFiniteSupport of infinite_set (P `&` F @^-1` [set~ idx]) :
finite_support_spec P F idx [::]
| FiniteSupport (X : {fset T}) of [set` X] `<=` P
& (forall i, P i -> i \notin X -> F i = idx)
& [set` X] = (P `&` F @^-1` [set~ idx]) :
finite_support_spec P F idx X.
Lemma finite_supportP R (T : choiceType) (P : set T) (F : T -> R) (idx : R) :
finite_support_spec P F idx (finite_support idx P F).
Proof.
rewrite /finite_support unlock/= /fset_set.
case: pselect=> // Xfin; last by constructor.
case: cid => //= X eqX; constructor; rewrite -?eqX//.
move=> i Pi NXi /=; have : (P `\` [set` X]) i by split=> //=; apply/negP.
by rewrite -eqX /= => -[_]; apply: contra_notP.
Qed.
Reserved Notation "\sum_ ( i '\in' A ) F"
(at level 41, F at level 41, i, A at level 50,
format "'[' \sum_ ( i '\in' A ) '/ ' F ']'").
Notation "\sum_ ( i '\in' A ) F" := (\big[+%R/0%R]_(i \in A) F) : ring_scope.
Notation "\sum_ ( i '\in' A ) F" := (\big[+%E/0%E]_(i \in A) F) : ereal_scope.
Lemma eq_fsbigl (R : Type) (idx : R) (op : R -> R -> R)
(T : choiceType) (f : T -> R) (P Q : set T) :
P = Q -> \big[op/idx]_(x \in P) f x = \big[op/idx]_(x \in Q) f x.
Proof. by move=> ->. Qed.
Lemma eq_fsbigr (R : Type) (idx : R) (op : Monoid.com_law idx)
(T : choiceType) (f g : T -> R) (P : set T) :
{in P, f =1 g} -> (\big[op/idx]_(x \in P) f x = \big[op/idx]_(x \in P) g x).
Proof.
move=> fg; rewrite (eq_finite_support _ fg); apply: eq_big_seq => x.
by case: finite_supportP => //= X XP _ gidx xX; rewrite fg // ?inE; apply/XP.
Qed.
Lemma fsbigTE (R : Type) (idx : R) (op : Monoid.com_law idx) (T : choiceType)
(A : {fset T}) (f : T -> R) :
(forall i, i \notin A -> f i = idx) ->
\big[op/idx]_(i \in [set: T]) f i = \big[op/idx]_(i <- A) f i.
Proof.
elim/Peq: R => R in idx op f *.
move=> Af; have Afin : finite_set (f @^-1` [set~ idx]).
by apply: (finite_subfset A) => x; apply: contra_notT => /Af.
rewrite [in RHS](big_fsetID _ [pred x | f x == idx])/=.
rewrite [X in _ = op X _]big_fset [X in _ = op X _]big1 ?Monoid.simpm//; last first.
by move=> i /= /eqP.
apply eq_fbigl => r.
rewrite in_finite_support// ?setTI// /preimage/=; apply/idP/idP => /=.
rewrite !inE/=; apply: contra_notP => /negP.
by rewrite negb_and negbK => /orP[|/eqP//]; exact: Af.
by rewrite !inE/= => /andP[_ /eqP].
Qed.
Arguments fsbigTE {R idx op T} A f.
Lemma fsbig_mkcond (R : Type) (idx : R) (op : Monoid.com_law idx)
(T : choiceType) (A : set T) (f : T -> R) :
\big[op/idx]_(i \in A) f i =
\big[op/idx]_(i \in [set: T]) patch (fun=> idx) A f i.
Proof.
elim/Peq: R => R in idx op f *.
rewrite -big_mkcond/= -[in RHS]big_filter; apply: perm_big.
rewrite uniq_perm ?filter_uniq//= => i; rewrite mem_filter.
set g := fun i => if i \in A then f i else idx.
have gAf : setT `&` g @^-1` [set~ idx] = (A `&` f @^-1` [set~ idx]).
rewrite setTI; apply/predeqP => x; split; rewrite /preimage/g/=.
by case: ifPn; rewrite (inE, notin_set).
by case: ifPn; rewrite (inE, notin_set) => ? [].
case: finite_supportP => //.
rewrite -gAf; case: finite_supportP=> //=; first by rewrite ?inE andbF.
by move=> X _ gidx <-//.
move=> X XA fidx XE; case: finite_supportP; rewrite gAf -?XE//=.
move=> Y _ gidx /predeqP/=/(_ _)/propext YX.
by apply/idP/andP => [|[]]; rewrite YX// inE => Xi; split=> //; apply: XA.
Qed.
Lemma fsbig_mkcondr (R : Type) (idx : R) (op : Monoid.com_law idx)
(T : choiceType) (I J : set T) (a : T -> R) :
\big[op/idx]_(i \in I `&` J) a i =
\big[op/idx]_(i \in I) if i \in J then a i else idx.
Proof.
rewrite fsbig_mkcond [RHS]fsbig_mkcond.
by under eq_fsbigr do rewrite patch_setI.
Qed.
Lemma fsbig_mkcondl (R : Type) (idx : R) (op : Monoid.com_law idx)
(T : choiceType) (I J : set T) (a : T -> R) :
\big[op/idx]_(i \in I `&` J) a i =
\big[op/idx]_(i \in J) if i \in I then a i else idx.
Proof.
rewrite fsbig_mkcond [RHS]fsbig_mkcond setIC.
by under eq_fsbigr do rewrite patch_setI.
Qed.
Lemma bigfs (R : Type) (idx : R) (op : Monoid.com_law idx) (T : choiceType)
(r : seq T) (P : {pred T}) (f : T -> R) : uniq r ->
(forall i, P i -> i \notin r -> f i = idx) ->
\big[op/idx]_(i <- r | P i) f i = \big[op/idx]_(i \in [set` P]) f i.
Proof.
move=> r_uniq fidx; rewrite fsbig_mkcond.
rewrite (fsbigTE [fset x | x in r]%fset); last first.
by move=> i; rewrite inE/= /patch mem_setE; case: ifP=> // + /fidx->.
rewrite -big_mkcond; under [RHS]eq_bigl do rewrite mem_setE.
by apply: perm_big; rewrite uniq_perm// => i; rewrite !inE.
Qed.
Lemma fsbigE (R : Type) (idx : R) (op : Monoid.com_law idx) (T : choiceType)
(A : set T) (r : seq T) (f : T -> R) :
uniq r ->
[set` r] `<=` A ->
(forall i, A i -> i \notin r -> f i = idx) ->
\big[op/idx]_(i \in A) f i = \big[op/idx]_(i <- r | i \in A) f i.
Proof.
move=> r_uniq rQ fidx; rewrite [RHS]bigfs ?set_mem_set//=.
by move=> i; rewrite inE; apply: fidx.
Qed.
Arguments fsbigE {R idx op T A}.
Lemma fsbig_seq (R : Type) (idx : R) (op : Monoid.com_law idx)
(I : choiceType) (r : seq I) (F : I -> R) :
uniq r ->
\big[op/idx]_(a <- r) F a = \big[op/idx]_(a \in [set` r]) F a.
Proof.
move=> ur; rewrite (fsbigE r)//=; last by move=> + ->.
by rewrite mem_setE big_seq_cond big_mkcondr.
Qed.
Lemma fsbig1 (R : Type) (idx : R) (op : Monoid.law idx) (I : choiceType)
(P : set I) (F : I -> R) :
(forall i, P i -> F i = idx) -> \big[op/idx]_(i \in P) F i = idx.
Proof.
move=> PF0; rewrite big1_seq// => i/=; case: finite_supportP=> //=.
by move=> X XP _ _ Xi; rewrite PF0//; apply/XP.
Qed.
Lemma fsbig_dflt (R : Type) (idx : R) (op : Monoid.law idx) (I : choiceType)
(P : set I) (F : I -> R) :
infinite_set (P `&` F @^-1` [set~ idx])-> \big[op/idx]_(i \in P) F i = idx.
Proof. by case: finite_supportP; rewrite ?big_nil// => X _ _ <-. Qed.
Lemma fsbig_widen (T : choiceType) [R : Type] [idx : R]
(op : Monoid.com_law idx) (P D : set T) (f : T -> R) :
P `<=` D ->
D `\` P `<=` f @^-1` [set idx] ->
\big[op/idx]_(i \in P) f i = \big[op/idx]_(i \in D) f i.
Proof.
move=> PD DPf; rewrite fsbig_mkcond [RHS]fsbig_mkcond.
apply: eq_fsbigr => x _; rewrite /patch; case: ifPn; rewrite (inE, notin_set).
by move=> Px; rewrite ifT// inE; apply: PD.
by move=> Px; case: ifP => //; rewrite inE => Dx; rewrite DPf.
Qed.
Arguments fsbig_widen {T R idx op} P D f.
Lemma fsbig_supp (T : choiceType) [R : Type] [idx : R]
(op : Monoid.com_law idx) (P : set T) (f : T -> R) :
\big[op/idx]_(i \in P) f i = \big[op/idx]_(i \in P `&` f @^-1` [set~ idx]) f i.
Proof. by apply/esym/fsbig_widen => // x [Px /not_andP[]//=]; rewrite notK. Qed.
Lemma fsbig_fwiden (T : choiceType) [R : eqType] [idx : R]
(op : Monoid.com_law idx)
(r : seq T) (P : set T) (f : T -> R) :
P `<=` [set` r] ->
uniq r ->
[set i | i \in r] `\` P `<=` f @^-1` [set idx] ->
\big[op/idx]_(i \in P) f i = \big[op/idx]_(i <- r) f i.
Proof. by move=> *; rewrite (fsbig_widen _ [set` r])// [RHS]fsbig_seq. Qed.
Arguments fsbig_fwiden {T R idx op} r P f.
Lemma fsbig_set0 (R : Type) (idx : R) (op : Monoid.com_law idx) (T : choiceType)
(F : T -> R) : \big[op/idx]_(x \in set0) F x = idx.
Proof. by rewrite (fsbigE [::])// big_nil. Qed.
Lemma fsbig_set1 (R : Type) (idx : R) (op : Monoid.com_law idx) (T : choiceType) x
(F : T -> R) : \big[op/idx]_(y \in [set x]) F y = F x.
Proof.
rewrite (fsbigE [:: x])//= ?big_cons ?big_nil ?ifT ?inE ?Monoid.simpm//.
by move=> y /=; rewrite inE => /eqP.
by move=> i ->; rewrite inE eqxx.
Qed.
#[deprecated(note="Use fsbigID instead")]
Lemma full_fsbigID (R : Type) (idx : R) (op : Monoid.com_law idx)
(I : choiceType) (B : set I) (A : set I) (F : I -> R) :
finite_set (A `&` F @^-1` [set~ idx]) ->
\big[op/idx]_(i \in A) F i = op (\big[op/idx]_(i \in A `&` B) F i)
(\big[op/idx]_(i \in A `&` ~` B) F i).
Proof.
move=> finF.
have fsbig_setI C : \big[op/idx]_(i <-
[fset x | x in fset_set (A `&` F @^-1` [set~ idx]) & x \in C]%fset) F i =
\big[op/idx]_(i \in A `&` C) F i.
apply: eq_fbigl => i /=; apply/idP/idP.
rewrite !inE/= => /andP[+ Bi]; rewrite in_fset_set// inE => -[Ai Fi].
rewrite unlock in_fset_set ?inE// setIAC; first by rewrite inE in Bi.
exact/finite_setIl.
rewrite unlock in_fset_set; last by rewrite setIAC; exact/finite_setIl.
by rewrite inE => -[[Ai Bi] Fi0]; rewrite !inE/= in_fset_set// !mem_set.
rewrite (big_fsetID _ [pred i | i \in B])/= [locked_with _ _]unlock.
rewrite fsbig_setI; congr (op _ _); rewrite -fsbig_setI.
by apply eq_fbigl => i; rewrite !inE in_setC.
Qed.
Arguments full_fsbigID {R idx op I} B.
Lemma fsbigID (R : Type) (idx : R) (op : Monoid.com_law idx)
(I : choiceType) (B : set I) (A : set I) (F : I -> R) :
finite_set A ->
\big[op/idx]_(i \in A) F i = op (\big[op/idx]_(i \in A `&` B) F i)
(\big[op/idx]_(i \in A `&` ~` B) F i).
Proof. by move=> Afin; apply: full_fsbigID; apply: finite_setIl. Qed.
Arguments fsbigID {R idx op I} B.
Lemma fsbigU (R : Type) (idx : R) (op : Monoid.com_law idx)
(I : choiceType) (A B : set I) (F : I -> R) :
finite_set A -> finite_set B -> A `&` B `<=` F @^-1` [set idx] ->
\big[op/idx]_(i \in A `|` B) F i =
op (\big[op/idx]_(i \in A) F i) (\big[op/idx]_(i \in B) F i).
Proof.
move=> Afin Bfin AB0; rewrite (fsbigID A) ?finite_setU; last by split.
rewrite setUK -setDE; congr (op _ _); rewrite setDE setIUl setIv set0U.
by apply: fsbig_widen => //; rewrite -setDE setDD setIC.
Qed.
Arguments fsbigU {R idx op I} [A B F].
Lemma fsbigU0 (R : Type) (idx : R) (op : Monoid.com_law idx)
(I : choiceType) (A B : set I) (F : I -> R) :
finite_set A -> finite_set B -> A `&` B `<=` set0 ->
\big[op/idx]_(i \in A `|` B) F i =
op (\big[op/idx]_(i \in A) F i) (\big[op/idx]_(i \in B) F i).
Proof. by move=> Af Bf AB0; rewrite fsbigU// => x /AB0. Qed.
Lemma fsbigD1 (R : Type) (idx : R) (op : Monoid.com_law idx)
(I : choiceType) (i : I) (A : set I) (F : I -> R) :
finite_set A -> A i ->
\big[op/idx]_(j \in A) F j = op (F i) (\big[op/idx]_(j \in A `\ i) F j).
Proof. by move=> *; rewrite (fsbigID [set i]) ?setI1 ?ifT ?inE ?fsbig_set1. Qed.
Arguments fsbigD1 {R idx op I} i A F.
Lemma full_fsbig_distrr (R : Type) (zero : R) (times : Monoid.mul_law zero)
(plus : Monoid.add_law zero times) (I : choiceType) (a : R) (P : set I)
(F : I -> R) :
finite_set (P `&` F @^-1` [set~ zero]) (*NB: not needed in the integral case*)->
times a (\big[plus/zero]_(i \in P) F i) =
\big[plus/zero]_(i \in P) times a (F i).
Proof.
move=> finF; elim/Peq : R => R in zero times plus a F finF *.
have [->|a0] := eqVneq a zero.
by rewrite Monoid.mul0m fsbig1//; move=> i _; rewrite Monoid.mul0m.
rewrite big_distrr [RHS](full_fsbigID (F @^-1` [set zero])); last first.
apply: sub_finite_set finF => x /= [Px aFN0].
by split=> //; apply: contra_not aFN0 => ->; rewrite Monoid.simpm.
rewrite [X in plus X _](_ : _ = zero) ?Monoid.simpm; last first.
by rewrite fsbig1// => i [_ ->]; rewrite Monoid.simpm.
apply/esym/fsbig_fwiden => //.
by move=> x [Px Fx0]; rewrite /= in_finite_support// inE.
move=> i []; rewrite /preimage/= in_finite_support //.
by rewrite !inE => -[Pi]; rewrite /preimage/= => Fi0; tauto.
Qed.
Lemma fsbig_distrr (R : Type) (zero : R) (times : Monoid.mul_law zero)
(plus : Monoid.add_law zero times) (I : choiceType) (a : R) (P : set I)
(F : I -> R) :
finite_set P (*NB: not needed in the integral case*) ->
times a (\big[plus/zero]_(i \in P) F i) =
\big[plus/zero]_(i \in P) times a (F i).
Proof. by move=> Pf; apply: full_fsbig_distrr; apply: finite_setIl. Qed.
Lemma mulr_fsumr (R : idomainType) (I : choiceType) a (P : set I) (F : I -> R) :
a * (\sum_(i \in P) F i) = \sum_(i \in P) a * F i.
Proof.
have [->|aN0] := eqVneq a 0; first by rewrite mul0r big1// => i; rewrite mul0r.
case: (pselect (finite_set (P `&` F @^-1` [set~ 0]))) => PFfin.
exact: full_fsbig_distrr.
rewrite !fsbig_dflt ?mulr0//; apply: contra_not PFfin; apply: sub_finite_set.
by move=> x [Px /eqP Fx0]; split=> //=; apply/eqP; rewrite mulf_neq0.
Qed.
Lemma mulr_fsuml (R : idomainType) (I : choiceType) a (P : set I) (F : I -> R) :
(\sum_(i \in P) F i) * a = \sum_(i \in P) (F i * a).
Proof. by rewrite mulrC mulr_fsumr; under eq_fsbigr do rewrite mulrC. Qed.
Lemma fsbig_ord R (idx : R) (op : Monoid.com_law idx) n (F : nat -> R) :
\big[op/idx]_(a < n) F a = \big[op/idx]_(a \in `I_n) F a.
Proof.
rewrite -(big_mkord xpredT) [LHS]fsbig_seq ?iota_uniq//.
by apply: eq_fsbigl; rewrite -Iiota /index_iota subn0.
Qed.
Lemma fsbig_finite (R : Type) (idx : R) (op : Monoid.com_law idx) (T : choiceType)
(D : set T) (F : T -> R) : finite_set D ->
\big[op/idx]_(x \in D) F x = \big[op/idx]_(x <- fset_set D) F x.
Proof.
elim/Peq: R => R in idx op F * => Dfin.
by apply: fsbig_fwiden; rewrite ?fset_setK// setDv.
Qed.
Section fsbig2.
Variables (R : Type) (idx : R) (op : Monoid.com_law idx).
(* Lemma reindex_inside I F P ... : finite_set (P `&` F @` [set~ id]) -> ... *)
Lemma reindex_fsbig {I J : choiceType} (h : I -> J) P Q
(F : J -> R) : set_bij P Q h ->
\big[op/idx]_(j \in Q) F j = \big[op/idx]_(i \in P) F (h i).
Proof.
elim/choicePpointed: I => I in h P *.
rewrite !emptyE => /Pbij[{}h ->].
by rewrite -[in LHS](image_eq h) image_set0 !fsbig_set0.
elim/choicePpointed: J => J in F h Q *; first by have := no (h point).
move=> /(@pPbij _ _ _)[{}h ->].
pose A := P `&` (F \o h) @^-1` [set~ idx].
pose B := Q `&` F @^-1` [set~ idx].
have /(@pPbij _ _ _)[g gh] : set_bij A B h.
apply: splitbij_sub; rewrite /A /B /preimage //=.
by move=> x [Px Fhx]; split=> //; apply: funS.
by move=> x [Qx Fx]; split; rewrite ?invK ?inE//; apply: funS.
case: finite_supportP; rewrite ?big_nil//=.
case: finite_supportP; rewrite ?big_nil//=.
move=> X XP _ XE []; rewrite -/B -(image_eq g) /A.
by apply: finite_image; rewrite -XE.
move=> Y YQ Fidx YE; case: finite_supportP.
move=> []; rewrite -/A -(image_eq [bij of g^-1%FUN]).
by apply: finite_image; rewrite /B -YE.
move=> X XP Fhidx XE; suff -> : Y = (h @` X)%fset.
by rewrite big_imfset// => ? ? ? ? /inj; apply; rewrite inE; apply: XP.
have BY j : (B j) = (j \in Y) by rewrite -[RHS]/([set` Y] j) YE.
have AX i : (A i) = (i \in X) by rewrite -[RHS]/([set` X] i) XE.
rewrite gh; apply/fsetP=> j; apply/idP/imfsetP => [Yj | [i iX ->]]; last first.
by rewrite -BY; apply: funS; rewrite AX.
by exists (g^-1%FUN j); rewrite ?invK ?inE ?BY// -AX; apply: funS; rewrite BY.
Qed.
Lemma fsbig_image {I J : choiceType} P (h : I -> J) (F : J -> R) : set_inj P h ->
\big[op/idx]_(j \in h @` P) F j = \big[op/idx]_(i \in P) F (h i).
Proof. by move=> /inj_bij; apply: reindex_fsbig. Qed.
(* Lemma reindex_inside I F P ... : finite_set (P `&` F @` [set~ id]) -> ... *)
#[deprecated(note="use reindex_fsbig, fsbig_image or reindex_fsbigT instead")]
Lemma reindex_inside {I J : choiceType} P Q (h : I -> J) (F : J -> R) :
bijective h -> P `<=` h @` Q -> Q `<=` h @^-1` P ->
\big[op/idx]_(j \in P) F j = \big[op/idx]_(i \in Q) F (h i).
Proof.
move=> hbij PQ QP; apply: reindex_fsbig; split=> //.
by move=> x y _ _ /(bij_inj hbij).
Qed.
Lemma reindex_fsbigT {I J : choiceType} (h : I -> J) (F : J -> R) :
bijective h ->
\big[op/idx]_(j \in [set: J]) F j = \big[op/idx]_(i \in [set: I]) F (h i).
Proof.
move=> hbij; apply: reindex_inside => // x _ /=.
by case: hbij => h1 hh1 h1h; exists (h1 x).
Qed.
End fsbig2.
Arguments reindex_fsbig {R idx op I J} _ _ _.
Arguments fsbig_image {R idx op I J} _ _.
Arguments reindex_inside {R idx op I J} _ _.
Arguments reindex_fsbigT {R idx op I J} _ _.
#[deprecated(note="use reindex_fsbigT instead")]
Notation reindex_inside_setT := reindex_fsbigT.
Lemma ge0_mule_fsumr (T : choiceType) (R : realDomainType) (x : \bar R)
(F : T -> \bar R) (P : set T) : (forall i : T, 0 <= F i)%E ->
(x * (\sum_(i \in P) F i) = \sum_(i \in P) x * F i)%E.
Proof.
move=> F0; have [->{x}|x0] := eqVneq x 0%E.
by rewrite mul0e big1// => ? _; rewrite mul0e.
rewrite ge0_sume_distrr//; apply: eq_fbigl => y.
rewrite !unlock; congr (_ \in fset_set _).
apply/seteqP; rewrite /preimage; split=> [|] z/= [Pz Fz0];
split=> //; apply: contra_not Fz0.
by move=> /eqP; rewrite mule_eq0 (negbTE x0)/= => /eqP.
by move=> ->; rewrite mule0.
Qed.
Lemma ge0_mule_fsuml (T : choiceType) (R : realDomainType) (x : \bar R)
(F : T -> \bar R) (P : set T) : (forall i : T, 0 <= F i)%E ->
((\sum_(i \in P) F i) * x = \sum_(i \in P) F i * x)%E.
Proof.
move=> F0; rewrite muleC ge0_mule_fsumr//.
by apply: eq_fsbigr => i; rewrite muleC.
Qed.
Lemma fsbigN1 (R : eqType) (idx : R) (op : Monoid.com_law idx)
(T1 T2 : choiceType) (Q : set T2) (f : T1 -> T2 -> R) (x : T1) :
\big[op/idx]_(y \in Q) f x y != idx -> exists2 y, Q y & f x y != idx.
Proof.
apply: contra_neqP => /forall2NP Qf; apply/fsbig1 => y Qy.
by case: (Qf y) => // /negP/negPn/eqP->.
Qed.
Lemma fsbig_split (T : choiceType) (R : eqType) (idx : R)
(op : Monoid.com_law idx) (P : set T) (f g : T -> R) : finite_set P ->
\big[op/idx]_(x \in P) op (f x) (g x) =
op (\big[op/idx]_(x \in P) f x) (\big[op/idx]_(x \in P) g x).
Proof. by move=> Pfin; rewrite !fsbig_finite// big_split. Qed.
Lemma fsume_ge0 (R : numDomainType) (I : choiceType) (P : set I)
(F : I -> \bar R) :
(forall i, P i -> (0 <= F i)%E) -> (0 <= \sum_(i \in P) F i)%E.
Proof.
move=> PF; case: finite_supportP; rewrite ?big_nil// => X XP F0 _.
by rewrite big_seq_cond big_mkcondr sume_ge0// => i /XP/PF.
Qed.
Lemma fsume_le0 (R : numDomainType) (T : choiceType) (f : T -> \bar R) (P : set T) :
(forall t, P t -> (f t <= 0)%E) -> (\sum_(i \in P) f i <= 0)%E.
Proof.
move=> PF; case: finite_supportP; rewrite ?big_nil// => X XP F0 _.
by rewrite big_seq_cond big_mkcondr sume_le0// => i /XP/PF.
Qed.
Lemma fsume_gt0 (R : realDomainType) (I : choiceType) (P : set I)
(F : I -> \bar R) :
(0 < \sum_(i \in P) F i)%E -> exists2 i, P i & (0 < F i)%E.
Proof.
apply: contraPP => /forall2NP xNPF; rewrite le_gtF// fsume_le0// => i Pi.
by case: (xNPF i) => // /negP; case: ltP.
Qed.
Lemma fsume_lt0 (R : realDomainType) (I : choiceType) (P : set I)
(F : I -> \bar R) :
(\sum_(i \in P) F i < 0)%E -> exists2 i, P i & (F i < 0)%E.
Proof.
apply: contraPP => /forall2NP xNPF; rewrite le_gtF// fsume_ge0// => i Pi.
by case: (xNPF i) => // /negP; case: ltP.
Qed.
Lemma pfsume_eq0 (R : realDomainType) (I : choiceType) (P : set I)
(F : I -> \bar R) :
finite_set P ->
(forall i, P i -> 0 <= F i)%E ->
(\sum_(i \in P) F i = 0)%E -> (forall i, P i -> F i = 0%E).
Proof.
move=> Pfin F0 /eqP; apply: contraTP => /existsPNP[i Pi /eqP Fi0].
rewrite (fsbigD1 i)//= padde_eq0 ?F0 ?negb_and ?Fi0//.
by rewrite fsume_ge0// => j [/F0->].
Qed.
Lemma fsbig_setU {T} {I : choiceType} (A : set I) (F : I -> set T) :
finite_set A ->
\big[setU/set0]_(i \in A) F i = \bigcup_(i in A) F i.
Proof. by move=> Afin; rewrite fsbig_finite// bigcup_fset_set. Qed.
Lemma pair_fsum (T1 T2 : choiceType) (R : realDomainType)
(f : T1 -> T2 -> \bar R) (P : set T1) (Q : set T2) :
finite_set P -> finite_set Q ->
(\sum_(x \in P) \sum_(y \in Q) f x y = \sum_(x \in P `*` Q) f x.1 x.2)%E.
Proof.
move=> Pfin Qfin; have PQfin : finite_set (P `*` Q) by apply: finite_setM.
rewrite !fsbig_finite//=; under eq_bigr do rewrite fsbig_finite//=.
rewrite pair_big_dep_cond/= fset_setM//.
apply: eq_fbigl => -[i j] //=; apply/imfset2P/idP; rewrite inE //=.
by move=> [x + [y + [-> ->]]]; rewrite 4!inE/= !andbT/= => -> ->.
move=> /andP[Pi Qi]; exists i; rewrite 2?inE ?andbT//.
by exists j; rewrite 2?inE ?andbT.
Qed.
Lemma exchange_fsum (T1 T2 : choiceType) (R : realDomainType) (P : set T1) (Q : set T2)
(f : T1 -> T2 -> \bar R) :
finite_set P -> finite_set Q ->
(\sum_(i \in P) \sum_(j \in Q) f i j = \sum_(j \in Q) \sum_(i \in P) f i j)%E.
Proof.
move=> Pfin Qfin; rewrite 2?pair_fsum//; pose swap (x : T2 * T1) := (x.2, x.1).
apply: (reindex_fsbig swap).
split=> [? [? ?]//|[? ?] [? ?] /set_mem[? ?] /set_mem[? ?] [-> ->]//|].
by move=> [i j] [? ?]; exists (j, i).
Qed.