url
stringclasses
147 values
commit
stringclasses
147 values
file_path
stringlengths
7
101
full_name
stringlengths
1
94
start
stringlengths
6
10
end
stringlengths
6
11
tactic
stringlengths
1
11.2k
state_before
stringlengths
3
2.09M
state_after
stringlengths
6
2.09M
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
simp [fittingSphereT, fittingSphereConvex, optimal, feasible] at h_opt ⊢
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : (fittingSphereConvex n m x).optimal (c, t) ⊢ (fittingSphereT n m x).optimal (c, t)
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) ⊢ 0 ≤ t + ‖c‖ ^ 2 ∧ ∀ (a : Fin n → ℝ) (b : ℝ), 0 ≤ b + ‖a‖ ^ 2 → Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
constructor
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) ⊢ 0 ≤ t + ‖c‖ ^ 2 ∧ ∀ (a : Fin n → ℝ) (b : ℝ), 0 ≤ b + ‖a‖ ^ 2 → Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2)
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) ⊢ 0 ≤ t + ‖c‖ ^ 2 case right n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) ⊢ ∀ (a : Fin n → ℝ) (b : ℝ), 0 ≤ b + ‖a‖ ^ 2 → Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
let a := Vec.norm x ^ 2 - 2 * mulVec x c
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) ⊢ 0 ≤ t + ‖c‖ ^ 2
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c ⊢ 0 ≤ t + ‖c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
have h_ls : optimal (leastSquaresVec a) t := by refine ⟨trivial, ?_⟩ intros y _ simp [objFun, leastSquaresVec] exact h_opt c y
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c ⊢ 0 ≤ t + ‖c‖ ^ 2
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t ⊢ 0 ≤ t + ‖c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
have h_t_eq := leastSquaresVec_optimal_eq_mean hm a t h_ls
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t ⊢ 0 ≤ t + ‖c‖ ^ 2
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a ⊢ 0 ≤ t + ‖c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
have h_c2_eq : ‖c‖ ^ 2 = (1 / m) * ∑ i : Fin m, ‖c‖ ^ 2 := by simp [sum_const] field_simp
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a ⊢ 0 ≤ t + ‖c‖ ^ 2
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ 0 ≤ t + ‖c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
have h_t_add_c2_eq : t + ‖c‖ ^ 2 = (1 / m) * ∑ i, ‖(x i) - c‖ ^ 2 := by rw [h_t_eq]; dsimp [mean] rw [h_c2_eq, mul_sum, mul_sum, mul_sum, ← sum_add_distrib] congr; funext i; rw [← mul_add] congr; simp [Vec.norm] rw [norm_sub_sq (𝕜 := ℝ) (E := Fin n → ℝ)] simp [a]; congr
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ 0 ≤ t + ‖c‖ ^ 2
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 ⊢ 0 ≤ t + ‖c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
rw [← rpow_two, h_t_add_c2_eq]
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 ⊢ 0 ≤ t + ‖c‖ ^ 2
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 ⊢ 0 ≤ 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
apply mul_nonneg (by norm_num)
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 ⊢ 0 ≤ 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 ⊢ 0 ≤ ∑ i : Fin m, ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
apply sum_nonneg
case left n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 ⊢ 0 ≤ ∑ i : Fin m, ‖x i - c‖ ^ 2
case left.h n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 ⊢ ∀ i ∈ univ, 0 ≤ ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
intros i _
case left.h n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 ⊢ ∀ i ∈ univ, 0 ≤ ‖x i - c‖ ^ 2
case left.h n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 i : Fin m a✝ : i ∈ univ ⊢ 0 ≤ ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
exact sq_nonneg _
case left.h n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 i : Fin m a✝ : i ∈ univ ⊢ 0 ≤ ‖x i - c‖ ^ 2
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
refine ⟨trivial, ?_⟩
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c ⊢ (leastSquaresVec a).optimal t
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c ⊢ ∀ (y : ℝ), (leastSquaresVec a).feasible y → (leastSquaresVec a).objFun t ≤ (leastSquaresVec a).objFun y
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
intros y _
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c ⊢ ∀ (y : ℝ), (leastSquaresVec a).feasible y → (leastSquaresVec a).objFun t ≤ (leastSquaresVec a).objFun y
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c y : ℝ a✝ : (leastSquaresVec a).feasible y ⊢ (leastSquaresVec a).objFun t ≤ (leastSquaresVec a).objFun y
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
simp [objFun, leastSquaresVec]
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c y : ℝ a✝ : (leastSquaresVec a).feasible y ⊢ (leastSquaresVec a).objFun t ≤ (leastSquaresVec a).objFun y
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c y : ℝ a✝ : (leastSquaresVec a).feasible y ⊢ Vec.sum ((a - Vec.const m t) ^ 2) ≤ Vec.sum ((a - Vec.const m y) ^ 2)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
exact h_opt c y
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c y : ℝ a✝ : (leastSquaresVec a).feasible y ⊢ Vec.sum ((a - Vec.const m t) ^ 2) ≤ Vec.sum ((a - Vec.const m y) ^ 2)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
simp [sum_const]
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a ⊢ ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a ⊢ ‖c‖ ^ 2 = (↑m)⁻¹ * (↑m * ‖c‖ ^ 2)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
field_simp
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a ⊢ ‖c‖ ^ 2 = (↑m)⁻¹ * (↑m * ‖c‖ ^ 2)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
rw [h_t_eq]
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ mean a + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
dsimp [mean]
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ mean a + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ 1 / ↑m * ∑ i : Fin m, a i + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
rw [h_c2_eq, mul_sum, mul_sum, mul_sum, ← sum_add_distrib]
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ 1 / ↑m * ∑ i : Fin m, a i + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ ∑ x : Fin m, (1 / ↑m * a x + 1 / ↑m * ‖c‖ ^ 2) = ∑ i : Fin m, 1 / ↑m * ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
congr
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ ∑ x : Fin m, (1 / ↑m * a x + 1 / ↑m * ‖c‖ ^ 2) = ∑ i : Fin m, 1 / ↑m * ‖x i - c‖ ^ 2
case e_f n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ (fun x => 1 / ↑m * a x + 1 / ↑m * ‖c‖ ^ 2) = fun i => 1 / ↑m * ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
funext i
case e_f n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 ⊢ (fun x => 1 / ↑m * a x + 1 / ↑m * ‖c‖ ^ 2) = fun i => 1 / ↑m * ‖x i - c‖ ^ 2
case e_f.h n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ 1 / ↑m * a i + 1 / ↑m * ‖c‖ ^ 2 = 1 / ↑m * ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
rw [← mul_add]
case e_f.h n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ 1 / ↑m * a i + 1 / ↑m * ‖c‖ ^ 2 = 1 / ↑m * ‖x i - c‖ ^ 2
case e_f.h n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ 1 / ↑m * (a i + ‖c‖ ^ 2) = 1 / ↑m * ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
congr
case e_f.h n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ 1 / ↑m * (a i + ‖c‖ ^ 2) = 1 / ↑m * ‖x i - c‖ ^ 2
case e_f.h.e_a n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ a i + ‖c‖ ^ 2 = ‖x i - c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
rw [norm_sub_sq (𝕜 := ℝ) (E := Fin n → ℝ)]
case e_f.h.e_a n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ a i + ‖c‖ ^ 2 = ‖x i - c‖ ^ 2
case e_f.h.e_a n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ a i + ‖c‖ ^ 2 = ‖x i‖ ^ 2 - 2 * RCLike.re ⟪x i, c⟫_ℝ + ‖c‖ ^ 2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
simp [a]
case e_f.h.e_a n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ a i + ‖c‖ ^ 2 = ‖x i‖ ^ 2 - 2 * RCLike.re ⟪x i, c⟫_ℝ + ‖c‖ ^ 2
case e_f.h.e_a n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ Vec.norm x i ^ 2 - 2 * (x *ᵥ c) i = ‖x i‖ ^ 2 - 2 * ⟪x i, c⟫_ℝ
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
congr
case e_f.h.e_a n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 i : Fin m ⊢ Vec.norm x i ^ 2 - 2 * (x *ᵥ c) i = ‖x i‖ ^ 2 - 2 * ⟪x i, c⟫_ℝ
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
norm_num
n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) a : Fin m → ℝ := Vec.norm x ^ 2 - 2 * x *ᵥ c h_ls : (leastSquaresVec a).optimal t h_t_eq : t = mean a h_c2_eq : ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖c‖ ^ 2 h_t_add_c2_eq : t + ‖c‖ ^ 2 = 1 / ↑m * ∑ i : Fin m, ‖x i - c‖ ^ 2 ⊢ 0 ≤ 1 / ↑m
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
intros c' x' _
case right n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) ⊢ ∀ (a : Fin n → ℝ) (b : ℝ), 0 ≤ b + ‖a‖ ^ 2 → Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2)
case right n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) c' : Fin n → ℝ x' : ℝ a✝ : 0 ≤ x' + ‖c'‖ ^ 2 ⊢ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c' - Vec.const m x') ^ 2)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/FittingSphere.lean
FittingSphere.optimal_convex_implies_optimal_t
[157, 1]
[191, 22]
exact h_opt c' x'
case right n m : ℕ x : Fin m → Fin n → ℝ hm : 0 < m c : Fin n → ℝ t : ℝ h_opt : ∀ (a : Fin n → ℝ) (b : ℝ), Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ a - Vec.const m b) ^ 2) c' : Fin n → ℝ x' : ℝ a✝ : 0 ≤ x' + ‖c'‖ ^ 2 ⊢ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c - Vec.const m t) ^ 2) ≤ Vec.sum ((Vec.norm x ^ 2 - 2 * x *ᵥ c' - Vec.const m x') ^ 2)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/HypersonicShapeDesign.lean
HypersonicShapeDesign.aₚ_nonneg
[45, 1]
[47, 22]
unfold aₚ
a b : ℝ ⊢ 0 ≤ aₚ
a b : ℝ ⊢ 0 ≤ 5e-2
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/HypersonicShapeDesign.lean
HypersonicShapeDesign.aₚ_nonneg
[45, 1]
[47, 22]
norm_num
a b : ℝ ⊢ 0 ≤ 5e-2
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/HypersonicShapeDesign.lean
HypersonicShapeDesign.bₚ_nonneg
[52, 1]
[53, 22]
unfold bₚ
a b : ℝ ⊢ 0 ≤ bₚ
a b : ℝ ⊢ 0 ≤ 0.65
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/HypersonicShapeDesign.lean
HypersonicShapeDesign.bₚ_nonneg
[52, 1]
[53, 22]
norm_num
a b : ℝ ⊢ 0 ≤ 0.65
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/HypersonicShapeDesign.lean
HypersonicShapeDesign.bₚ_lt_one
[55, 1]
[56, 22]
unfold bₚ
a b : ℝ ⊢ bₚ < 1
a b : ℝ ⊢ 0.65 < 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/HypersonicShapeDesign.lean
HypersonicShapeDesign.bₚ_lt_one
[55, 1]
[56, 22]
norm_num
a b : ℝ ⊢ 0.65 < 1
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/HypersonicShapeDesign.lean
HypersonicShapeDesign.one_sub_bₚ_nonneg
[58, 1]
[60, 22]
unfold bₚ
a b : ℝ ⊢ 0 ≤ 1 - bₚ
a b : ℝ ⊢ 0 ≤ 1 - 0.65
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Examples/HypersonicShapeDesign.lean
HypersonicShapeDesign.one_sub_bₚ_nonneg
[58, 1]
[60, 22]
norm_num
a b : ℝ ⊢ 0 ≤ 1 - 0.65
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Finset.one_add_prod_le_prod_one_add
[19, 1]
[32, 37]
classical calc 1 + (∏ i, f i) = (∏ _a : n, 1 : ℝ) * ∏ a : n in univ \ univ, f a + (∏ a : n in ∅, 1) * ∏ a : n in univ \ ∅, f a := by { simp } _ = ∑ x in {univ, ∅}, (∏ _a : n in x, 1 : ℝ) * ∏ a : n in univ \ x, f a := by { rw [Finset.sum_pair]; simp; exact Finset.univ_nonempty.ne_empty } _ ≤ ∑ t : Finset n, (∏ _a : n in t, 1 : ℝ) * ∏ a : n in univ \ t, f a := by { convert @Finset.sum_le_univ_sum_of_nonneg (Finset n) ℝ _ _ _ _ _ simp [hf, prod_nonneg] } _ = ∏ i, (1 + f i) := by { rw [prod_add, powerset_univ] }
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ 1 + ∏ i : n, f i ≤ ∏ i : n, (1 + f i)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Finset.one_add_prod_le_prod_one_add
[19, 1]
[32, 37]
calc 1 + (∏ i, f i) = (∏ _a : n, 1 : ℝ) * ∏ a : n in univ \ univ, f a + (∏ a : n in ∅, 1) * ∏ a : n in univ \ ∅, f a := by { simp } _ = ∑ x in {univ, ∅}, (∏ _a : n in x, 1 : ℝ) * ∏ a : n in univ \ x, f a := by { rw [Finset.sum_pair]; simp; exact Finset.univ_nonempty.ne_empty } _ ≤ ∑ t : Finset n, (∏ _a : n in t, 1 : ℝ) * ∏ a : n in univ \ t, f a := by { convert @Finset.sum_le_univ_sum_of_nonneg (Finset n) ℝ _ _ _ _ _ simp [hf, prod_nonneg] } _ = ∏ i, (1 + f i) := by { rw [prod_add, powerset_univ] }
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ 1 + ∏ i : n, f i ≤ ∏ i : n, (1 + f i)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Finset.one_add_prod_le_prod_one_add
[19, 1]
[32, 37]
simp
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ 1 + ∏ i : n, f i = (∏ _a : n, 1) * ∏ a ∈ univ \ univ, f a + (∏ a ∈ ∅, 1) * ∏ a ∈ univ \ ∅, f a
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Finset.one_add_prod_le_prod_one_add
[19, 1]
[32, 37]
rw [Finset.sum_pair]
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ (∏ _a : n, 1) * ∏ a ∈ univ \ univ, f a + (∏ a ∈ ∅, 1) * ∏ a ∈ univ \ ∅, f a = ∑ x ∈ {univ, ∅}, (∏ _a ∈ x, 1) * ∏ a ∈ univ \ x, f a
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ univ ≠ ∅
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Finset.one_add_prod_le_prod_one_add
[19, 1]
[32, 37]
simp
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ univ ≠ ∅
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ ¬univ = ∅
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Finset.one_add_prod_le_prod_one_add
[19, 1]
[32, 37]
exact Finset.univ_nonempty.ne_empty
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ ¬univ = ∅
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Finset.one_add_prod_le_prod_one_add
[19, 1]
[32, 37]
convert @Finset.sum_le_univ_sum_of_nonneg (Finset n) ℝ _ _ _ _ _
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ ∑ x ∈ {univ, ∅}, (∏ _a ∈ x, 1) * ∏ a ∈ univ \ x, f a ≤ ∑ t : Finset n, (∏ _a ∈ t, 1) * ∏ a ∈ univ \ t, f a
case convert_3 n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ ∀ (x : Finset n), 0 ≤ (∏ _a ∈ x, 1) * ∏ a ∈ univ \ x, f a
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Finset.one_add_prod_le_prod_one_add
[19, 1]
[32, 37]
simp [hf, prod_nonneg]
case convert_3 n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ ∀ (x : Finset n), 0 ≤ (∏ _a ∈ x, 1) * ∏ a ∈ univ \ x, f a
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Finset.one_add_prod_le_prod_one_add
[19, 1]
[32, 37]
rw [prod_add, powerset_univ]
n : Type u_1 inst✝¹ : Fintype n inst✝ : Nonempty n f : n → ℝ hf : ∀ (i : n), 0 ≤ f i ⊢ ∑ t : Finset n, (∏ _a ∈ t, 1) * ∏ a ∈ univ \ t, f a = ∏ i : n, (1 + f i)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.IsHermitian.eigenvectorMatrix_inv_mul
[46, 1]
[47, 41]
apply Basis.toMatrix_mul_toMatrix_flip
n : Type u_1 inst✝⁵ : Fintype n inst✝⁴ : DecidableEq n inst✝³ : LinearOrder n inst✝² : LocallyFiniteOrderBot n 𝕜 : Type u_2 inst✝¹ : DecidableEq 𝕜 inst✝ : RCLike 𝕜 A : Matrix n n 𝕜 hA : A.IsHermitian ⊢ hA.eigenvectorMatrixInv * hA.eigenvectorMatrix = 1
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.IsHermitian.spectral_theorem''
[50, 1]
[54, 67]
rw [conjTranspose_eigenvectorMatrix, Matrix.mul_assoc, ← spectral_theorem, ← Matrix.mul_assoc, eigenvectorMatrix_mul_inv, Matrix.one_mul]
n : Type u_1 inst✝⁵ : Fintype n inst✝⁴ : DecidableEq n inst✝³ : LinearOrder n inst✝² : LocallyFiniteOrderBot n 𝕜 : Type u_2 inst✝¹ : DecidableEq 𝕜 inst✝ : RCLike 𝕜 A : Matrix n n 𝕜 hA : A.IsHermitian ⊢ hA.eigenvectorMatrix * diagonal (RCLike.ofReal ∘ hA.eigenvalues) * hA.eigenvectorMatrix.conjTranspose = A
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.sqrt_mul_sqrt
[63, 1]
[78, 11]
simp [IsHermitian.sqrt, Matrix.mul_assoc]
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosSemidef ⊢ ⋯.sqrt * ⋯.sqrt = ⋯.eigenvectorMatrix * ((diagonal fun i => (⋯.eigenvalues i).sqrt) * (⋯.eigenvectorMatrix.transpose * ⋯.eigenvectorMatrix) * diagonal fun i => (⋯.eigenvalues i).sqrt) * ⋯.eigenvectorMatrix.transpose
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.sqrt_mul_sqrt
[63, 1]
[78, 11]
rw [← conjTranspose_eq_transpose, hA.1.conjTranspose_eigenvectorMatrix, hA.1.eigenvectorMatrix_inv_mul, Matrix.mul_one, diagonal_mul_diagonal, ← hA.1.conjTranspose_eigenvectorMatrix]
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosSemidef ⊢ ⋯.eigenvectorMatrix * ((diagonal fun i => (⋯.eigenvalues i).sqrt) * (⋯.eigenvectorMatrix.transpose * ⋯.eigenvectorMatrix) * diagonal fun i => (⋯.eigenvalues i).sqrt) * ⋯.eigenvectorMatrix.transpose = A
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosSemidef ⊢ (⋯.eigenvectorMatrix * diagonal fun i => (⋯.eigenvalues i).sqrt * (⋯.eigenvalues i).sqrt) * ⋯.eigenvectorMatrix.conjTranspose = A
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.sqrt_mul_sqrt
[63, 1]
[78, 11]
convert hA.1.spectral_theorem''
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosSemidef ⊢ (⋯.eigenvectorMatrix * diagonal fun i => (⋯.eigenvalues i).sqrt * (⋯.eigenvalues i).sqrt) * ⋯.eigenvectorMatrix.conjTranspose = A
case h.e'_2.h.e'_5.h.e'_6.h.e'_5.h n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosSemidef x✝ : n ⊢ (⋯.eigenvalues x✝).sqrt * (⋯.eigenvalues x✝).sqrt = (RCLike.ofReal ∘ ⋯.eigenvalues) x✝
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.sqrt_mul_sqrt
[63, 1]
[78, 11]
rw [← Real.sqrt_mul (hA.eigenvalues_nonneg _), Real.sqrt_mul_self (hA.eigenvalues_nonneg _)]
case h.e'_2.h.e'_5.h.e'_6.h.e'_5.h n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosSemidef x✝ : n ⊢ (⋯.eigenvalues x✝).sqrt * (⋯.eigenvalues x✝).sqrt = (RCLike.ofReal ∘ ⋯.eigenvalues) x✝
case h.e'_2.h.e'_5.h.e'_6.h.e'_5.h n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosSemidef x✝ : n ⊢ ⋯.eigenvalues x✝ = (RCLike.ofReal ∘ ⋯.eigenvalues) x✝
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.sqrt_mul_sqrt
[63, 1]
[78, 11]
simp
case h.e'_2.h.e'_5.h.e'_6.h.e'_5.h n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosSemidef x✝ : n ⊢ ⋯.eigenvalues x✝ = (RCLike.ofReal ∘ ⋯.eigenvalues) x✝
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.IsHermitian.one_add
[85, 1]
[86, 55]
dsimp [IsHermitian]
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.IsHermitian ⊢ (1 + A).IsHermitian
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.IsHermitian ⊢ (1 + A).conjTranspose = 1 + A
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.IsHermitian.one_add
[85, 1]
[86, 55]
rw [IsHermitian.add _ hA]
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.IsHermitian ⊢ (1 + A).conjTranspose = 1 + A
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.IsHermitian ⊢ IsHermitian 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.IsHermitian.one_add
[85, 1]
[86, 55]
simp
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.IsHermitian ⊢ IsHermitian 1
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosDef.PosDef_sqrt
[95, 1]
[102, 68]
unfold IsHermitian.sqrt
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosDef ⊢ ⋯.sqrt.PosDef
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosDef ⊢ ((⋯.eigenvectorMatrix * diagonal fun i => (⋯.eigenvalues i).sqrt) * ⋯.eigenvectorMatrix.transpose).PosDef
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosDef.PosDef_sqrt
[95, 1]
[102, 68]
refine' PosDef.conjTranspose_mul_mul _ (hA.1.eigenvectorMatrixᵀ) (PosDef_diagonal (fun i => Real.sqrt_pos.2 (hA.eigenvalues_pos i))) _
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosDef ⊢ ((⋯.eigenvectorMatrix * diagonal fun i => (⋯.eigenvalues i).sqrt) * ⋯.eigenvectorMatrix.transpose).PosDef
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosDef ⊢ ⋯.eigenvectorMatrix.transpose.det ≠ 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosDef.PosDef_sqrt
[95, 1]
[102, 68]
rw [det_transpose]
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosDef ⊢ ⋯.eigenvectorMatrix.transpose.det ≠ 0
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosDef ⊢ ⋯.eigenvectorMatrix.det ≠ 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosDef.PosDef_sqrt
[95, 1]
[102, 68]
apply det_ne_zero_of_right_inverse hA.1.eigenvectorMatrix_mul_inv
n : Type u_1 inst✝³ : Fintype n inst✝² : DecidableEq n inst✝¹ : LinearOrder n inst✝ : LocallyFiniteOrderBot n A : Matrix n n ℝ hA : A.PosDef ⊢ ⋯.eigenvectorMatrix.det ≠ 0
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
refine' ⟨PosDef.det_ne_zero, _⟩
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef ⊢ M.PosDef ↔ M.det ≠ 0
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef ⊢ M.det ≠ 0 → M.PosDef
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
intro hdet
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef ⊢ M.det ≠ 0 → M.PosDef
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 ⊢ M.PosDef
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
refine' ⟨hM.1, _⟩
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 ⊢ M.PosDef
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 ⊢ ∀ (x : n → ℝ), x ≠ 0 → 0 < star x ⬝ᵥ M.mulVec x
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
intros x hx
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 ⊢ ∀ (x : n → ℝ), x ≠ 0 → 0 < star x ⬝ᵥ M.mulVec x
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ 0 < star x ⬝ᵥ M.mulVec x
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
apply lt_of_le_of_ne' (hM.2 x)
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ 0 < star x ⬝ᵥ M.mulVec x
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ star x ⬝ᵥ M.mulVec x ≠ 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
rw [← hM.sqrt_mul_sqrt, ← mulVec_mulVec, dotProduct_mulVec, ← transpose_transpose hM.1.sqrt, vecMul_transpose, transpose_transpose, ← conjTranspose_eq_transpose, hM.PosSemidef_sqrt.1.eq]
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ star x ⬝ᵥ M.mulVec x ≠ 0
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ ⋯.sqrt.mulVec (star x) ⬝ᵥ ⋯.sqrt.mulVec x ≠ 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
simp only [RCLike.re_to_real, star, id]
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ ⋯.sqrt.mulVec (star x) ⬝ᵥ ⋯.sqrt.mulVec x ≠ 0
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ (⋯.sqrt.mulVec fun i => x i) ⬝ᵥ ⋯.sqrt.mulVec x ≠ 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
change @inner ℝ (EuclideanSpace ℝ _) _ (hM.1.sqrt.mulVec x) (hM.1.sqrt.mulVec x) ≠ 0
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ (⋯.sqrt.mulVec fun i => x i) ⬝ᵥ ⋯.sqrt.mulVec x ≠ 0
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ ≠ 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
intro hinner
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 ⊢ ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ ≠ 0
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 hinner : ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ = 0 ⊢ False
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
have sqrtMdet0 : hM.1.sqrt.det = 0 := by refine' exists_mulVec_eq_zero_iff.1 ⟨x, hx, _⟩ rw [inner_self_eq_zero.1 hinner]
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 hinner : ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ = 0 ⊢ False
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 hinner : ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ = 0 sqrtMdet0 : ⋯.sqrt.det = 0 ⊢ False
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
rw [← hM.sqrt_mul_sqrt, det_mul, sqrtMdet0, mul_zero] at hdet
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 hinner : ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ = 0 sqrtMdet0 : ⋯.sqrt.det = 0 ⊢ False
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : 0 ≠ 0 x : n → ℝ hx : x ≠ 0 hinner : ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ = 0 sqrtMdet0 : ⋯.sqrt.det = 0 ⊢ False
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
apply hdet rfl
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : 0 ≠ 0 x : n → ℝ hx : x ≠ 0 hinner : ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ = 0 sqrtMdet0 : ⋯.sqrt.det = 0 ⊢ False
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
refine' exists_mulVec_eq_zero_iff.1 ⟨x, hx, _⟩
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 hinner : ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ = 0 ⊢ ⋯.sqrt.det = 0
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 hinner : ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ = 0 ⊢ ⋯.sqrt.mulVec x = 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.PosSemidef.PosDef_iff_det_ne_zero
[104, 1]
[119, 17]
rw [inner_self_eq_zero.1 hinner]
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : DecidableEq n M : Matrix n n ℝ hM : M.PosSemidef hdet : M.det ≠ 0 x : n → ℝ hx : x ≠ 0 hinner : ⟪⋯.sqrt.mulVec x, ⋯.sqrt.mulVec x⟫_ℝ = 0 ⊢ ⋯.sqrt.mulVec x = 0
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
let sqrtA := hA.1.sqrt
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef ⊢ A.det + B.det ≤ (A + B).det
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt ⊢ A.det + B.det ≤ (A + B).det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
have isUnit_det_sqrtA := isUnit_iff_ne_zero.2 hA.PosDef_sqrt.det_ne_zero
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt ⊢ A.det + B.det ≤ (A + B).det
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det ⊢ A.det + B.det ≤ (A + B).det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
have : IsUnit sqrtA := (isUnit_iff_isUnit_det _).2 isUnit_det_sqrtA
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det ⊢ A.det + B.det ≤ (A + B).det
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA ⊢ A.det + B.det ≤ (A + B).det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
have IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian := by { apply IsHermitian.nonsingular_inv (hA.posSemidef.PosSemidef_sqrt.1) exact isUnit_det_sqrtA }
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA ⊢ A.det + B.det ≤ (A + B).det
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian ⊢ A.det + B.det ≤ (A + B).det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
have PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef := PosSemidef.mul_mul_of_IsHermitian hB IsHermitian_sqrtA
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian ⊢ A.det + B.det ≤ (A + B).det
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef ⊢ A.det + B.det ≤ (A + B).det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
let μ := PosSemidef_ABA.1.eigenvalues
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef ⊢ A.det + B.det ≤ (A + B).det
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ A.det + B.det ≤ (A + B).det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
calc A.det + B.det = A.det * (1 + (sqrtA⁻¹ * B * sqrtA⁻¹).det) := by rw [det_mul, det_mul, mul_comm _ B.det, mul_assoc, ← det_mul, ← Matrix.mul_inv_rev, hA.posSemidef.sqrt_mul_sqrt, mul_add, mul_one, mul_comm, mul_assoc, ← det_mul, nonsing_inv_mul _ (isUnit_iff_ne_zero.2 hA.det_ne_zero), det_one, mul_one] _ = A.det * (1 + ∏ i, μ i) := by rw [PosSemidef_ABA.1.det_eq_prod_eigenvalues] rfl _ ≤ A.det * ∏ i, (1 + μ i) := by apply (mul_le_mul_left hA.det_pos).2 apply Finset.one_add_prod_le_prod_one_add μ PosSemidef_ABA.eigenvalues_nonneg _ = A.det * (1 + sqrtA⁻¹ * B * sqrtA⁻¹).det := by rw [mul_eq_mul_left_iff]; left; symm rw [det_eq_prod_eigenvalues PosSemidef_ABA.1.eigenvectorBasis (fun i => 1 + (PosSemidef_ABA.1.eigenvalues i)) _] { simp } intro i convert PosSemidef_ABA.1.has_eigenvector_one_add i using 1 simp only [map_add, toLin'_one, toLin'_mul, add_left_inj] rfl _ = (A + B).det := by rw [← det_mul, ← det_conj this (A + B)] apply congr_arg rw [← hA.posSemidef.sqrt_mul_sqrt] change sqrtA * sqrtA * (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = sqrtA * (sqrtA * sqrtA + B) * sqrtA⁻¹ rw [Matrix.mul_add, Matrix.mul_one, Matrix.mul_add, Matrix.add_mul, Matrix.mul_assoc, Matrix.mul_assoc, Matrix.mul_assoc, Matrix.mul_assoc, ← Matrix.mul_assoc _ _ (B * _), Matrix.mul_nonsing_inv _ isUnit_det_sqrtA, Matrix.one_mul, Matrix.mul_one, hA.posSemidef.sqrt_mul_sqrt, Matrix.mul_assoc]
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ A.det + B.det ≤ (A + B).det
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
apply IsHermitian.nonsingular_inv (hA.posSemidef.PosSemidef_sqrt.1)
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA ⊢ sqrtA⁻¹.IsHermitian
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA ⊢ IsUnit ⋯.sqrt.det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
exact isUnit_det_sqrtA
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA ⊢ IsUnit ⋯.sqrt.det
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
rw [det_mul, det_mul, mul_comm _ B.det, mul_assoc, ← det_mul, ← Matrix.mul_inv_rev, hA.posSemidef.sqrt_mul_sqrt, mul_add, mul_one, mul_comm, mul_assoc, ← det_mul, nonsing_inv_mul _ (isUnit_iff_ne_zero.2 hA.det_ne_zero), det_one, mul_one]
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ A.det + B.det = A.det * (1 + (sqrtA⁻¹ * B * sqrtA⁻¹).det)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
rw [PosSemidef_ABA.1.det_eq_prod_eigenvalues]
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ A.det * (1 + (sqrtA⁻¹ * B * sqrtA⁻¹).det) = A.det * (1 + ∏ i : n, μ i)
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ A.det * (1 + ∏ i : n, ↑(⋯.eigenvalues i)) = A.det * (1 + ∏ i : n, μ i)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
rfl
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ A.det * (1 + ∏ i : n, ↑(⋯.eigenvalues i)) = A.det * (1 + ∏ i : n, μ i)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
apply (mul_le_mul_left hA.det_pos).2
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ A.det * (1 + ∏ i : n, μ i) ≤ A.det * ∏ i : n, (1 + μ i)
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ 1 + ∏ i : n, μ i ≤ ∏ i : n, (1 + μ i)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
apply Finset.one_add_prod_le_prod_one_add μ PosSemidef_ABA.eigenvalues_nonneg
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ 1 + ∏ i : n, μ i ≤ ∏ i : n, (1 + μ i)
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
rw [mul_eq_mul_left_iff]
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ A.det * ∏ i : n, (1 + μ i) = A.det * (1 + sqrtA⁻¹ * B * sqrtA⁻¹).det
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ∏ i : n, (1 + μ i) = (1 + sqrtA⁻¹ * B * sqrtA⁻¹).det ∨ A.det = 0
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
left
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ∏ i : n, (1 + μ i) = (1 + sqrtA⁻¹ * B * sqrtA⁻¹).det ∨ A.det = 0
case h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ∏ i : n, (1 + μ i) = (1 + sqrtA⁻¹ * B * sqrtA⁻¹).det
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
symm
case h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ∏ i : n, (1 + μ i) = (1 + sqrtA⁻¹ * B * sqrtA⁻¹).det
case h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ (1 + sqrtA⁻¹ * B * sqrtA⁻¹).det = ∏ i : n, (1 + μ i)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
rw [det_eq_prod_eigenvalues PosSemidef_ABA.1.eigenvectorBasis (fun i => 1 + (PosSemidef_ABA.1.eigenvalues i)) _]
case h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ (1 + sqrtA⁻¹ * B * sqrtA⁻¹).det = ∏ i : n, (1 + μ i)
case h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ↑(∏ i : n, (1 + ⋯.eigenvalues i)) = ∏ i : n, (1 + μ i) n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ∀ (j : n), Module.End.HasEigenvector (toLin' (1 + sqrtA⁻¹ * B * sqrtA⁻¹)) (↑((fun i => 1 + ⋯.eigenvalues i) j)) (⋯.eigenvectorBasis j)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
{ simp }
case h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ↑(∏ i : n, (1 + ⋯.eigenvalues i)) = ∏ i : n, (1 + μ i) n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ∀ (j : n), Module.End.HasEigenvector (toLin' (1 + sqrtA⁻¹ * B * sqrtA⁻¹)) (↑((fun i => 1 + ⋯.eigenvalues i) j)) (⋯.eigenvectorBasis j)
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ∀ (j : n), Module.End.HasEigenvector (toLin' (1 + sqrtA⁻¹ * B * sqrtA⁻¹)) (↑((fun i => 1 + ⋯.eigenvalues i) j)) (⋯.eigenvectorBasis j)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
intro i
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ∀ (j : n), Module.End.HasEigenvector (toLin' (1 + sqrtA⁻¹ * B * sqrtA⁻¹)) (↑((fun i => 1 + ⋯.eigenvalues i) j)) (⋯.eigenvectorBasis j)
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues i : n ⊢ Module.End.HasEigenvector (toLin' (1 + sqrtA⁻¹ * B * sqrtA⁻¹)) (↑((fun i => 1 + ⋯.eigenvalues i) i)) (⋯.eigenvectorBasis i)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
convert PosSemidef_ABA.1.has_eigenvector_one_add i using 1
n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues i : n ⊢ Module.End.HasEigenvector (toLin' (1 + sqrtA⁻¹ * B * sqrtA⁻¹)) (↑((fun i => 1 + ⋯.eigenvalues i) i)) (⋯.eigenvectorBasis i)
case h.e'_6.h.h.h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues i : n e_2✝ : (n → ℝ) = EuclideanSpace ℝ n e_3✝ : EuclideanDomain.toCommRing = Real.commRing he✝¹ : Pi.addCommGroup = WithLp.instAddCommGroup 2 ((i : n) → (fun x => ℝ) i) he✝ : Pi.Function.module n ℝ ℝ = WithLp.instModule 2 ℝ ((i : n) → (fun x => ℝ) i) ⊢ toLin' (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = 1 + toLin' (sqrtA⁻¹ * B * sqrtA⁻¹)
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
simp only [map_add, toLin'_one, toLin'_mul, add_left_inj]
case h.e'_6.h.h.h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues i : n e_2✝ : (n → ℝ) = EuclideanSpace ℝ n e_3✝ : EuclideanDomain.toCommRing = Real.commRing he✝¹ : Pi.addCommGroup = WithLp.instAddCommGroup 2 ((i : n) → (fun x => ℝ) i) he✝ : Pi.Function.module n ℝ ℝ = WithLp.instModule 2 ℝ ((i : n) → (fun x => ℝ) i) ⊢ toLin' (1 + sqrtA⁻¹ * B * sqrtA⁻¹) = 1 + toLin' (sqrtA⁻¹ * B * sqrtA⁻¹)
case h.e'_6.h.h.h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues i : n e_2✝ : (n → ℝ) = EuclideanSpace ℝ n e_3✝ : EuclideanDomain.toCommRing = Real.commRing he✝¹ : Pi.addCommGroup = WithLp.instAddCommGroup 2 ((i : n) → (fun x => ℝ) i) he✝ : Pi.Function.module n ℝ ℝ = WithLp.instModule 2 ℝ ((i : n) → (fun x => ℝ) i) ⊢ LinearMap.id = 1
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
rfl
case h.e'_6.h.h.h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues i : n e_2✝ : (n → ℝ) = EuclideanSpace ℝ n e_3✝ : EuclideanDomain.toCommRing = Real.commRing he✝¹ : Pi.addCommGroup = WithLp.instAddCommGroup 2 ((i : n) → (fun x => ℝ) i) he✝ : Pi.Function.module n ℝ ℝ = WithLp.instModule 2 ℝ ((i : n) → (fun x => ℝ) i) ⊢ LinearMap.id = 1
no goals
https://github.com/verified-optimization/CvxLean.git
c62c2f292c6420f31a12e738ebebdfed50f6f840
CvxLean/Lib/Math/Subadditivity.lean
Matrix.det_add_det_le_det_add'
[121, 1]
[168, 57]
simp
case h n : Type u_1 inst✝⁴ : Fintype n inst✝³ : DecidableEq n inst✝² : LinearOrder n inst✝¹ : LocallyFiniteOrderBot n inst✝ : Nonempty n A B : Matrix n n ℝ hA : A.PosDef hB : B.PosSemidef sqrtA : Matrix n n ℝ := ⋯.sqrt isUnit_det_sqrtA : IsUnit ⋯.sqrt.det this : IsUnit sqrtA IsHermitian_sqrtA : sqrtA⁻¹.IsHermitian PosSemidef_ABA : (sqrtA⁻¹ * B * sqrtA⁻¹).PosSemidef μ : n → ℝ := ⋯.eigenvalues ⊢ ↑(∏ i : n, (1 + ⋯.eigenvalues i)) = ∏ i : n, (1 + μ i)
no goals