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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. | |