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Module mathcomp.analysis.tvs

From HB Require Import structures.
From mathcomp Require Import all_ssreflect ssralg ssrint ssrnum finmap matrix.
From mathcomp Require Import rat interval zmodp vector fieldext falgebra.
From mathcomp Require Import archimedean.
From mathcomp Require Import boolp classical_sets functions cardinality.
From mathcomp Require Import set_interval ereal reals signed topology.
From mathcomp Require Import prodnormedzmodule function_spaces.
From mathcomp Require Import separation_axioms.

# Topological vector spaces This file introduces locally convex topological vector spaces. ``` NbhsNmodule == HB class, join of Nbhs and Nmodule NbhsZmodule == HB class, join of Nbhs and Zmodule NbhsLmodule K == HB class, join of Nbhs and Lmodule over K K is a numDomainType. TopologicalNmodule == HB class, joint of Topological and Nmodule TopologicalZmodule == HB class, joint of Topological and Zmodule topologicalLmodType K == topological space and Lmodule over K K is a numDomainType. The HB class is TopologicalLmodule. UniformZmodule == HB class, joint of Uniform and Zmodule UniformLmodule K == HB class, joint of Uniform and Lmodule over K K is a numDomainType. convex A == A : set M is a convex set of elements of M M is an Lmodule over R : numDomainType. tvsType R == interface type for a locally convex topological vector space on a numDomain R A tvs is constructed over a uniform space. The HB class is Tvs. TopologicalLmod_isTvs == factory allowing the construction of a tvs from an Lmodule which is also a topological space. ``` HB instances: - The type R^o (R : numFieldType) is endowed with the structure of Tvs. - The product of two Tvs is endowed with the structure of Tvs.

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.


HB.structure Definition NbhsNmodule := {M of Nbhs M & GRing.Nmodule M}.
HB.structure Definition NbhsZmodule := {M of Nbhs M & GRing.Zmodule M}.
HB.structure Definition NbhsLmodule (K : numDomainType) :=
  {M of Nbhs M & GRing.Lmodule K M}.

HB.structure Definition TopologicalNmodule :=
  {M of Topological M & GRing.Nmodule M}.
HB.structure Definition TopologicalZmodule :=
  {M of Topological M & GRing.Zmodule M}.

#[short(type="topologicalLmodType")]
HB.structure Definition TopologicalLmodule (K : numDomainType) :=
  {M of Topological M & GRing.Lmodule K M}.

HB.structure Definition UniformZmodule := {M of Uniform M & GRing.Zmodule M}.
HB.structure Definition UniformLmodule (K : numDomainType) :=
  {M of Uniform M & GRing.Lmodule K M}.

Definition convex (R : numDomainType) (M : lmodType R) (A : set M) :=
  forall x y (lambda : R), x \in A -> y \in A ->
  0 < lambda -> lambda < 1 -> lambda *: x + (1 - lambda) *: y \in A.

HB.mixin Record Uniform_isTvs (R : numDomainType) E
    of Uniform E & GRing.Lmodule R E := {
  add_continuous : continuous (fun x : E * E => x.1 + x.2) ;
  scale_continuous : continuous (fun z : R^o * E => z.1 *: z.2) ;
  locally_convex : exists2 B : set (set E),
    (forall b, b \in B -> convex b) & basis B
}.

#[short(type="tvsType")]
HB.structure Definition Tvs (R : numDomainType) :=
  {E of Uniform_isTvs R E & Uniform E & GRing.Lmodule R E}.

Section properties_of_topologicalLmodule.
Context (R : numDomainType) (E : topologicalLmodType R) (U : set E).

Lemma nbhsN_subproof (f : continuous (fun z : R^o * E => z.1 *: z.2)) (x : E) :
  nbhs x U -> nbhs (-x) (-%R @` U).
Proof.
move=> Ux; move: (f (-1, -x) U); rewrite /= scaleN1r opprK => /(_ Ux) [] /=.
move=> [B] B12 [B1 B2] BU; near=> y; exists (- y); rewrite ?opprK// -scaleN1r//.
apply: (BU (-1, y)); split => /=; last by near: y.
by move: B1 => [] ? ?; apply => /=; rewrite subrr normr0.
Unshelve. all: by end_near. Qed.

Lemma nbhs0N_subproof (f : continuous (fun z : R^o * E => z.1 *: z.2)) :
  nbhs 0 U -> nbhs 0 (-%R @` U).
Proof.
by move => Ux; rewrite -oppr0; exact: nbhsN_subproof. Qed.

Lemma nbhsT_subproof (f : continuous (fun x : E * E => x.1 + x.2)) (x : E) :
  nbhs 0 U -> nbhs x (+%R x @` U).
Proof.
move => U0; have /= := f (x, -x) U; rewrite subrr => /(_ U0).
move=> [B] [B1 B2] BU; near=> x0.
exists (x0 - x); last by rewrite addrC subrK.
by apply: (BU (x0, -x)); split; [near: x0; rewrite nearE|exact: nbhs_singleton].
Unshelve. all: by end_near. Qed.

Lemma nbhsB_subproof (f : continuous (fun x : E * E => x.1 + x.2)) (z x : E) :
  nbhs z U -> nbhs (x + z) (+%R x @` U).
Proof.
move=> U0; have /= := f (x + z, -x) U; rewrite [x + z]addrC addrK.
move=> /(_ U0)[B] [B1 B2] BU; near=> x0.
exists (x0 - x); last by rewrite addrC subrK.
by apply: (BU (x0, -x)); split; [near: x0; rewrite nearE|exact: nbhs_singleton].
Unshelve. all: by end_near. Qed.

End properties_of_topologicalLmodule.

HB.factory Record TopologicalLmod_isTvs (R : numDomainType) E
    of Topological E & GRing.Lmodule R E := {
  add_continuous : continuous (fun x : E * E => x.1 + x.2) ;
  scale_continuous : continuous (fun z : R^o * E => z.1 *: z.2) ;
  locally_convex : exists2 B : set (set E),
    (forall b, b \in B -> convex b) & basis B
  }.

HB.builders Context R E of TopologicalLmod_isTvs R E.

Definition entourage : set_system (E * E) :=
  fun P => exists (U : set E), nbhs (0 : E) U /\
                     (forall xy : E * E, (xy.1 - xy.2) \in U -> xy \in P).

Let nbhs0N (U : set E) : nbhs (0 : E) U -> nbhs (0 : E) (-%R @` U).
Proof.

Lemma nbhsN (U : set E) (x : E) : nbhs x U -> nbhs (-x) (-%R @` U).
Proof.

Let nbhsT (U : set E) (x : E) : nbhs (0 : E) U -> nbhs x (+%R x @`U).
Proof.

Let nbhsB (U : set E) (z x : E) : nbhs z U -> nbhs (x + z) (+%R x @`U).
Proof.

Lemma entourage_filter : Filter entourage.
Proof.
split; first by exists [set: E]; split; first exact: filter_nbhsT.
  move=> P Q; rewrite /entourage nbhsE /=.
  move=> [U [[B B0] BU Bxy]] [V [[C C0] CV Cxy]].
  exists (U `&` V); split => [|xy].
    by exists (B `&` C); [exact: open_nbhsI|exact: setISS].
  by rewrite !in_setI => /andP[/Bxy-> /Cxy->].
by move=> P Q PQ [U [HU Hxy]]; exists U; split=> [|xy /Hxy /[!inE] /PQ].
Qed.

Local Lemma entourage_refl (A : set (E * E)) :
  entourage A -> [set xy | xy.1 = xy.2] `<=` A.
Proof.
move=> [U [U0 Uxy]] xy eq_xy; apply/set_mem/Uxy; rewrite eq_xy subrr.
apply/mem_set; exact: nbhs_singleton.
Qed.

Local Lemma entourage_inv (A : set (E * E)) :
  entourage A -> entourage A^-1%relation.
Proof.
move=> [/= U [U0 Uxy]]; exists (-%R @` U); split; first exact: nbhs0N.
move=> xy /set_mem /=; rewrite -opprB => [[yx] Uyx] /oppr_inj yxE.
by apply/Uxy/mem_set; rewrite /= -yxE.
Qed.

Local Lemma entourage_split_ex (A : set (E * E)) : entourage A ->
  exists2 B : set (E * E), entourage B & (B \; B)%relation `<=` A.
Proof.
move=> [/= U] [U0 Uxy]; rewrite /entourage /=.
have := @add_continuous (0, 0); rewrite /continuous_at/= addr0 => /(_ U U0)[]/=.
move=> [W1 W2] []; rewrite nbhsE/= => [[U1 nU1 UW1] [U2 nU2 UW2]] Wadd.
exists [set w | (W1 `&` W2) (w.1 - w.2)].
  exists (W1 `&` W2); split; last by [].
  exists (U1 `&` U2); first exact: open_nbhsI.
  by move=> t [U1t U2t]; split; [exact: UW1|exact: UW2].
move => xy /= [z [H1 _] [_ H2]]; apply/set_mem/(Uxy xy)/mem_set.
rewrite [_ - _](_ : _ = (xy.1 - z) + (z - xy.2)); last by rewrite addrA subrK.
exact: (Wadd (xy.1 - z,z - xy.2)).
Qed.

Local Lemma nbhsE : nbhs = nbhs_ entourage.
Proof.
have lem : -1 != 0 :> R by rewrite oppr_eq0 oner_eq0.
rewrite /nbhs_ /=; apply/funext => x; rewrite /filter_from/=.
apply/funext => U; apply/propext => /=; rewrite /entourage /=; split.
- pose V : set E := [set v | x - v \in U].
  move=> nU; exists [set xy | xy.1 - xy.2 \in V]; last first.
    by move=> y /xsectionP; rewrite /V /= !inE /= opprB addrC subrK inE.
  exists V; split; last by move=> xy; rewrite !inE /= inE.
  have /= := nbhsB x (nbhsN nU); rewrite subrr /= /V.
  rewrite [X in nbhs _ X -> _](_ : _ = [set v | x - v \in U])//.
  apply/funext => /= v /=; rewrite inE; apply/propext; split.
    by move=> [x0 [x1]] Ux1 <- <-; rewrite opprB addrC subrK.
  move=> Uxy; exists (v - x); last by rewrite addrC subrK.
  by exists (x - v); rewrite ?opprB.
- move=> [A [U0 [nU UA]] H]; near=> z; apply: H; apply/xsectionP/set_mem/UA.
  near: z; rewrite nearE; have := nbhsT x (nbhs0N nU).
  rewrite [X in nbhs _ X -> _](_ : _ = [set v | x - v \in U0])//.
  apply/funext => /= z /=; apply/propext; split.
    by move=> [x0] [x1 Ux1 <-] <-; rewrite opprB addrC subrK inE.
  rewrite inE => Uxz; exists (z - x); last by rewrite addrC subrK.
  by exists (x - z); rewrite ?opprB.
Unshelve. all: by end_near. Qed.

HB.instance Definition _ := Nbhs_isUniform_mixin.Build E
    entourage_filter entourage_refl
    entourage_inv entourage_split_ex
    nbhsE.
HB.end.

Section Tvs_numDomain.
Context (R : numDomainType) (E : tvsType R) (U : set E).

Lemma nbhs0N : nbhs 0 U -> nbhs 0 (-%R @` U).
Proof.

Lemma nbhsT (x :E) : nbhs 0 U -> nbhs x (+%R x @` U).
Proof.

Lemma nbhsB (z x : E) : nbhs z U -> nbhs (x + z) (+%R x @` U).
Proof.

End Tvs_numDomain.

Section Tvs_numField.

Lemma nbhs0Z (R : numFieldType) (E : tvsType R) (U : set E) (r : R) :
  r != 0 -> nbhs 0 U -> nbhs 0 ( *:%R r @` U ).
Proof.
move=> r0 U0; have /= := scale_continuous (r^-1, 0) U.
rewrite scaler0 => /(_ U0)[]/= B [B1 B2] BU.
near=> x => //=; exists (r^-1 *: x); last by rewrite scalerA divff// scale1r.
by apply: (BU (r^-1, x)); split => //=;[exact: nbhs_singleton|near: x].
Unshelve. all: by end_near. Qed.

Lemma nbhsZ (R : numFieldType) (E : tvsType R) (U : set E) (r : R) (x :E) :
  r != 0 -> nbhs x U -> nbhs (r *:x) ( *:%R r @` U ).
Proof.
move=> r0 U0; have /= := scale_continuous ((r^-1, r *: x)) U.
rewrite scalerA mulVf// scale1r =>/(_ U0)[] /= B [B1 B2] BU.
near=> z; exists (r^-1 *: z); last by rewrite scalerA divff// scale1r.
by apply: (BU (r^-1,z)); split; [exact: nbhs_singleton|near: z].
Unshelve. all: by end_near. Qed.

End Tvs_numField.

Section standard_topology.
Variable R : numFieldType.

Local Lemma standard_add_continuous : continuous (fun x : R^o * R^o => x.1 + x.2).
Proof.
(* NB(rei): almost the same code as in normedtype.v *)
move=> [/= x y]; apply/cvg_ballP => e e0 /=.
exists (ball x (e / 2), ball y (e / 2)) => /=.
  by split; apply: nbhsx_ballx; rewrite divr_gt0.
rewrite /ball /ball_/= => xy /= [nx ny].
by rewrite opprD addrACA (le_lt_trans (ler_normD _ _)) // (splitr e) ltrD.
Qed.

Local Lemma standard_scale_continuous : continuous (fun z : R^o * R^o => z.1 *: z.2).
Proof.
(* NB: This lemma is proved once again in normedtype, in a shorter way with much more machinery *)
(*     To be rewritten once normedtype is split and tvs can depend on these lemmas *)
move=> [k x]; apply/cvg_ballP => e le0 /=.
pose M : R := maxr (`|e| + 1) (maxr `|k| (`|x| + `|x| + 2^-1 + 1)).
have M0l : 0 < `|e| + 1 by rewrite ltr_wpDl.
have M0r : 0 < maxr `|k| (`|x| + `|x| + 2^-1 + 1).
  rewrite comparable_lt_max; last exact/real_comparable.
  by rewrite normr_gt0; case: eqP => /=.
have Me : `|e| < M.
  rewrite (@lt_le_trans _ _ (`|e| + 1)) ?ltrDl//.
  have /= -> := num_le_max (`|e| + 1) (PosNum M0l) (PosNum M0r).
  by rewrite lexx.
have M0 : 0 < M by apply: le_lt_trans Me.
pose r := `|e| / 2 / M.
exists (ball k r, ball x r) => [|[z1 z2] [k1r k2r]].
  by split; exists r; rewrite //= ?divr_gt0 //= normr_gt0 gt_eqF.
have := @ball_split _ _ (k * z2) (k * x) (z1 * z2) `|e|.
rewrite /ball/= real_lter_normr ?gtr0_real//.
rewrite (_ : _ < - e = false) ?orbF; last by rewrite ltr_nnorml// oppr_le0 ltW.
apply.
  rewrite -mulrBr normrM (@le_lt_trans _ _ (M * `|x - z2|)) ?ler_wpM2r//.
    have /= -> := num_le_max `|k| (PosNum M0l) (PosNum M0r).
    by apply/orP; right; rewrite /maxr; case: ifPn => // /ltW.
  by rewrite -ltr_pdivlMl ?(lt_le_trans k2r)// mulrC.
rewrite -mulrBl normrM (@le_lt_trans _ _ (`|k - z1| * M)) ?ler_wpM2l//.
  rewrite (@le_trans _ _ (`|z2| + `|x|))// ?lerDl ?normr_ge0//.
  have z2xe : `|z2| <= `|x| + r.
    by rewrite -lerBlDl -(normrN x) (le_trans (lerB_normD _ _))// distrC ltW.
  rewrite (@le_trans _ _ (`|x| + r + `|x|)) ?lerD// addrC.
  rewrite [leRHS](_ : _ = M^-1 * (M * M)); last first.
    by rewrite mulrA mulVf ?mul1r// gt_eqF.
  rewrite [leLHS](_ : _ = M^-1 * (M * (`|x| + `|x|) + `|e| / 2)); last first.
    by rewrite mulrDr mulrA mulVf ?mul1r ?gt_eqF// mulrC addrA.
  rewrite ler_wpM2l// ?invr_ge0// ?ltW// -ltrBrDl -mulrBr ltr_pM// ltrBrDl//.
  rewrite (@lt_le_trans _ _ (`|x| + `|x| + 2^-1 + 1)) //.
    by rewrite ltrDl ltr01.
  rewrite (num_le_max _ (PosNum M0l) (PosNum M0r))//=.
  apply/orP; right; have [->|k0] := eqVneq k 0.
    by rewrite normr0 comparable_le_max ?real_comparable// lexx orbT.
  have nk0 : 0 < `|k| by rewrite normr_gt0.
  have xx21 : 0 < `|x| + `|x| + 2^-1 + 1%R by rewrite addr_gt0.
  by rewrite (num_le_max _ (PosNum nk0) (PosNum xx21))// lexx orbT.
by rewrite -ltr_pdivlMr ?(lt_le_trans k1r) ?normr_gt0.
Qed.

Local Lemma standard_locally_convex :
  exists2 B : set (set R^o), (forall b, b \in B -> convex b) & basis B.
Proof.
(* NB(rei): almost the same code as in normedtype.v *)
exists [set B | exists x r, B = ball x r].
  move=> b; rewrite inE /= => [[x]] [r] -> z y l.
  rewrite !inE /ball /= => zx yx l0; rewrite -subr_gt0 => l1.
  have -> : x = l *: x + (1 - l) *: x by rewrite scalerBl addrC subrK scale1r.
  rewrite [X in `|X|](_ : _ = l *: (x - z) + (1 - l) *: (x - y)); last first.
    by rewrite opprD addrACA -mulrBr -mulrBr.
  rewrite (@le_lt_trans _ _ (`|l| * `|x - z| + `|1 - l| * `|x - y|))//.
    by rewrite -!normrM ler_normD.
  rewrite (@lt_le_trans _ _ (`|l| * r + `|1 - l| * r ))//.
    rewrite ltr_leD//.
      by rewrite -ltr_pdivlMl ?mulrA ?mulVf ?mul1r // ?normrE ?gt_eqF.
    by rewrite -ler_pdivlMl ?mulrA ?mulVf ?mul1r ?ltW // ?normrE ?gt_eqF.
  suff-> : `|1 - l| = 1 - `|l| by rewrite -mulrDl addrC subrK mul1r.
  by move: l0 l1 => /ltW/normr_idP -> /ltW/normr_idP ->.
split.
  move=> B [x] [r] ->.
  rewrite openE/= /ball/= /interior => y /= bxy; rewrite -nbhs_ballE.
  exists (r - `|x - y|) => /=; first by rewrite subr_gt0.
  move=> z; rewrite /ball/= ltrBrDr.
  by apply: le_lt_trans; rewrite [in leRHS]addrC ler_distD.
move=> x B; rewrite -nbhs_ballE/= => -[r] r0 Bxr /=.
by exists (ball x r) => //; split; [exists x, r|exact: ballxx].
Qed.

HB.instance Definition _ := Uniform_isTvs.Build R R^o
  standard_add_continuous standard_scale_continuous standard_locally_convex.

End standard_topology.

Section prod_Tvs.
Context (K : numFieldType) (E F : tvsType K).

Local Lemma prod_add_continuous : continuous (fun x : (E * F) * (E * F) => x.1 + x.2).
Proof.
move => [/= xy1 xy2] /= U /= [] [A B] /= [nA nB] nU.
have [/= A0 [A01 A02] nA1] := @add_continuous K E (xy1.1, xy2.1) _ nA.
have [/= B0 [B01 B02] nB1] := @add_continuous K F (xy1.2, xy2.2) _ nB.
exists ([set xy | A0.1 xy.1 /\ B0.1 xy.2], [set xy | A0.2 xy.1 /\ B0.2 xy.2]).
  by split; [exists (A0.1, B0.1)|exists (A0.2, B0.2)].
move => [[x1 y1][x2 y2]] /= [] [] a1 b1 [] a2 b2.
by apply: nU; split; [exact: (nA1 (x1, x2))|exact: (nB1 (y1, y2))].
Qed.

Local Lemma prod_scale_continuous : continuous (fun z : K^o * (E * F) => z.1 *: z.2).
Proof.
move => [/= r [x y]] /= U /= []/= [A B] /= [nA nB] nU.
have [/= A0 [A01 A02] nA1] := @scale_continuous K E (r, x) _ nA.
have [/= B0 [B01 B02] nB1] := @scale_continuous K F (r, y) _ nB .
exists (A0.1 `&` B0.1, A0.2 `*` B0.2).
  by split; [exact: filterI|exists (A0.2,B0.2)].
by move=> [l [e f]] /= [] [Al Bl] [] Ae Be; apply: nU; split;
  [exact: (nA1 (l, e))|exact: (nB1 (l, f))].
Qed.

Local Lemma prod_locally_convex :
  exists2 B : set (set (E * F)), (forall b, b \in B -> convex b) & basis B.
Proof.
have [Be Bcb Beb] := @locally_convex K E.
have [Bf Bcf Bfb] := @locally_convex K F.
pose B := [set ef : set (E * F) | open ef /\
  exists be, exists2 bf, Be be & Bf bf /\ be `*` bf = ef].
have : basis B.
  rewrite /basis/=; split; first by move=> b => [] [].
  move=> /= [x y] ef [[ne nf]] /= [Ne Nf] Nef.
  case: Beb => Beo /(_ x ne Ne) /= -[a] [] Bea ax ea.
  case: Bfb => Bfo /(_ y nf Nf) /= -[b] [] Beb yb fb.
  exists [set z | a z.1 /\ b z.2]; last first.
    by apply: subset_trans Nef => -[zx zy] /= [] /ea + /fb.
  split=> //=; split; last by exists a, b.
  rewrite openE => [[z z'] /= [az bz]]; exists (a, b) => /=; last by [].
  rewrite !nbhsE /=; split; first by exists a => //; split => //; exact: Beo.
  by exists b => //; split => // []; exact: Bfo.
exists B => // => b; rewrite inE /= => [[]] bo [] be [] bf Bee [] Bff <-.
move => [x1 y1] [x2 y2] l /[!inE] /= -[xe1 yf1] [xe2 yf2] l0 l1.
by split; rewrite -inE; [apply: Bcb; rewrite ?inE|apply: Bcf; rewrite ?inE].
Qed.

HB.instance Definition _ :=
  Uniform_isTvs.Build K (E * F)%type
  prod_add_continuous prod_scale_continuous prod_locally_convex.

End prod_Tvs.