/- Copyright (c) 2016 Robert Y. Lewis. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Author: Robert Y. Lewis Basic properties of matrices and vectors. Proof of Motzkin's transposition theorem. -/ import data.real data.fin algebra.module open nat rat namespace matrix definition matrix [reducible] (A : Type) (m n : ℕ) := fin m → fin n → A notation `M_(`m`, `n`)` := matrix _ m n notation `M[`A`]_(`m`, `n`)` := matrix A m n -- should rvector and cvector just be notation? definition rvector [reducible] (A : Type) (n : ℕ) := M[A]_(1, n) definition cvector [reducible] (A : Type) (m : ℕ) := M[A]_(m, 1) definition mval {A : Type} (M : matrix A 1 1) : A := M !fin.zero !fin.zero -- useful for testing definition cvector_of_list {A : Type} (l : list A) : cvector A (list.length l) := λ i j, list.ith l (fin.val i) !fin.val_lt definition rvector_of_list {A : Type} (l : list A) : rvector A (list.length l) := λ i j, list.ith l (fin.val j) !fin.val_lt section matrix_defs variable {A : Type} variables {m n k : ℕ} definition col_of (M : matrix A m n) (j : fin n) : cvector A m := λ a b, M a j definition row_of (M : matrix A m n) (i : fin m) : rvector A n := λ a b, M i b definition r_ith (v : rvector A n) (i : fin n) := v !fin.zero i definition c_ith (v : cvector A m) (i : fin m) := v i !fin.zero definition nonneg [reducible] [weak_order A] [has_zero A] (M : matrix A m n) := ∀ i j, M i j ≥ 0 definition le [reducible] [has_le A] (M N : matrix A m n) := ∀ i j, M i j ≤ N i j definition lt [reducible] [has_lt A] (M N : matrix A m n) := ∀ i j, M i j < N i j definition r_dot [semiring A] (u v : rvector A n) := Suml (fin.upto n) (λ i, r_ith u i * r_ith v i) definition c_dot [semiring A] (u v : cvector A m) := Suml (fin.upto m) (λ i, c_ith u i * c_ith v i) definition transpose (M : matrix A m n) : matrix A n m := λ a b, M b a notation M`^Tr` := transpose M definition dot [semiring A] (u : rvector A n) (v : cvector A n) := c_dot (u^Tr) v theorem transpose_transpose (M : matrix A m n) : (M^Tr)^Tr = M := rfl theorem c_ith_cvector_of_rvector_eq_c_ith (u : rvector A n) (i : fin n) : c_ith (transpose u) i = r_ith u i := rfl theorem r_dot_zero [semiring A] (u : rvector A n) : r_dot u (λ a b, 0) = 0 := begin unfold r_dot, have H : (λ i, r_ith u i * r_ith (λ (a : fin 1) (b : fin n), 0) i) = (λ i, 0), begin apply funext, intro, rewrite [↑r_ith, mul_zero] end, rewrite H, apply Suml_zero end theorem r_zero_dot [semiring A] (u : rvector A n) : r_dot (λ a b, 0) u = 0 := begin unfold r_dot, have H : (λ i, r_ith (λ (a : fin 1) (b : fin n), 0) i * r_ith u i) = (λ i, 0), begin apply funext, intro, rewrite [↑r_ith, zero_mul] end, rewrite H, apply Suml_zero end theorem c_dot_zero [semiring A] (u : cvector A n) : c_dot u (λ a b, 0) = 0 := begin unfold c_dot, have H : (λ i, c_ith u i * c_ith (λ (a : fin n) (b : fin 1), 0) i) = (λ i, 0), begin apply funext, intro, rewrite [↑c_ith, mul_zero] end, rewrite H, apply Suml_zero end theorem c_zero_dot [semiring A] (u : cvector A n) : c_dot (λ a b, 0) u = 0 := begin unfold c_dot, have H : (λ i, c_ith (λ (a : fin n) (b : fin 1), 0) i * c_ith u i) = (λ i, 0), begin apply funext, intro, rewrite [↑c_ith, zero_mul] end, rewrite H, apply Suml_zero end theorem dot_zero [semiring A] (u : rvector A n) : dot u (λ a b, 0) = 0 := !c_dot_zero theorem zero_dot [semiring A] (u : cvector A n) : dot (λ a b, 0) u = 0 := !c_zero_dot definition mul [semiring A] (M : matrix A m n) (N : matrix A n k) : matrix A m k := λ (a : fin m) (b : fin k), c_dot (transpose (row_of M a)) (col_of N b) infix `⬝` := mul theorem dot_eq_mul [semiring A] (u : rvector A n) (v : cvector A n) : dot u v = (u ⬝ v) !fin.zero !fin.zero := rfl theorem row_of_rvector (v : rvector A n) : row_of v !fin.zero = v := funext (λ x, by rewrite (fin.fin_one_eq_zero x)) theorem col_of_cvector (v : cvector A m) : col_of v !fin.zero = v := begin apply funext, intro x, apply funext, intro y, unfold col_of, rewrite (fin.fin_one_eq_zero y) end theorem row_of_ith (M : matrix A m n) (x : fin m) (y : fin n) : (row_of M x) !fin.zero y = M x y := rfl theorem col_of_ith (M : matrix A m n) (x : fin m) (y : fin n) : (col_of M y) x !fin.zero = M x y := rfl /- Suml theorems. These need a better home, but I'm not sure where. -/ variables {B C T : Type} (l : list T) theorem Suml_assoc [semiring A] (la : list B) (lb : list C) (f : B → C → A) : Suml la (λ a, Suml lb (λ b, f a b)) = Suml lb (λ b, Suml la (λ a, f a b)) := begin induction la with h tt ih, {induction lb with h' tt' ih', {rewrite Suml_nil}, {rewrite [Suml_nil at *, Suml_cons, -ih', add_zero]}}, {induction lb with h' tt' ih', {rewrite [Suml_cons, *Suml_nil at *, ih, add_zero]}, {rewrite [Suml_cons, ih, -Suml_add], congruence, apply funext, intro b, rewrite Suml_cons}} end theorem mul_Suml [semiring A] (a : A) (f : T → A) : a * Suml l f = Suml l (λ k, a * f k) := begin induction l with h tt ih, rewrite [Suml_nil, mul_zero], rewrite [*Suml_cons, left_distrib, ih] end theorem Suml_mul [semiring A] (a : A) (f : T → A) : (Suml l f) * a = Suml l (λ k, f k * a) := begin induction l with h tt ih, rewrite [Suml_nil, zero_mul], rewrite [*Suml_cons, right_distrib, ih] end theorem Suml_nonneg_of_nonneg [ordered_semiring A] (f : T → A) (H : Π (i : ℕ) (Hi : i < list.length l), f (list.ith l i Hi) ≥ 0) : Suml l f ≥ (0 : A) := begin induction l with h tt ih, rewrite Suml_nil, apply le.refl, rewrite Suml_cons, have Hh : f h ≥ 0, begin note Hl := H 0 !list.length_cons_pos, rewrite list.ith_zero at Hl, apply Hl end, have Htt : Suml tt f ≥ 0, begin apply ih, intro i Hi, have Hsucc : succ i < list.length (list.cons h tt), by rewrite list.length_cons; apply nat.add_lt_add_right Hi, note Ho := H (succ i) Hsucc, rewrite list.ith_succ at Ho, apply Ho end, exact add_nonneg Hh Htt end theorem Suml_le_of_le [ordered_semiring A] (f g : T → A) (H : ∀ t : T, f t ≤ g t) : Suml l f ≤ Suml l g := begin induction l, {rewrite *Suml_nil, apply le.refl}, {rewrite *Suml_cons, apply add_le_add, apply H, assumption} end theorem Suml_lt_of_lt [ordered_semiring A] (Hl : l ≠ list.nil) (f g : T → A) (H : ∀ t : T, f t < g t) : Suml l f < Suml l g := begin induction l, {apply absurd !rfl Hl}, {rewrite [*Suml_cons], apply add_lt_add_of_lt_of_le, apply H, induction a_1, rewrite *Suml_nil, apply le.refl, apply le_of_lt, apply v_0_1, contradiction} end theorem eq_of_Suml_eq_Suml_of_le [ordered_ring A] (f g : T → A) (H : ∀ t : T, f t ≤ g t) (HSeq : Suml l f = Suml l g) : ∀ t : T, list.mem t l → f t = g t := begin induction l, intros, contradiction, intro t Ht, rewrite 2 Suml_cons at HSeq, have H1 : Suml a_1 f ≥ Suml a_1 g, from calc Suml a_1 f = -f a + (f a + Suml a_1 f) : by rewrite neg_add_cancel_left ... = (-f a + g a) + Suml a_1 g : by rewrite [HSeq, -add.assoc] ... ≥ Suml a_1 g : begin apply le_add_of_nonneg_left, rewrite add.comm, apply sub_nonneg_of_le !H end, have H2 : Suml a_1 f ≤ Suml a_1 g, by apply Suml_le_of_le; exact H, cases (list.eq_or_mem_of_mem_cons Ht) with Eta Mta, note Heq := eq_of_le_of_ge H2 H1, rewrite [Heq at HSeq, Eta], apply eq_of_add_eq_add_right HSeq, apply v_0, exact eq_of_le_of_ge H2 H1, exact Mta end theorem Suml_le_of_le_strong [ordered_semiring A] (f g : T → A) (H : ∀ t : T, list.mem t l → f t ≤ g t) : Suml l f ≤ Suml l g := begin induction l, {rewrite *Suml_nil, apply le.refl}, {rewrite *Suml_cons, apply add_le_add, apply H, apply list.mem_cons, apply v_0, intros, apply H, apply list.mem_cons_of_mem, assumption} end theorem Suml_mul_Suml_eq_Suml_Suml_mul [semiring A] (l1 : list B) (l2 : list C) (f : B → A) (g : B → C → A) : Suml l1 (λ s, f s * Suml l2 (λ t, g s t)) = Suml l1 (λ s, Suml l2 (λ t, f s * g s t)) := begin congruence, apply funext, intro s, rewrite mul_Suml end /- ------------------------- -/ theorem m_mul_assoc [semiring A] {o p : ℕ} (M : matrix A m n) (N : matrix A n o) (O : matrix A o p) : M ⬝ (N ⬝ O) = (M ⬝ N) ⬝ O := begin rewrite ↑mul, repeat (apply funext; intro), rewrite [↑c_dot, ↑c_ith, ↑row_of, ↑transpose, ↑col_of, Suml_mul_Suml_eq_Suml_Suml_mul, Suml_assoc], congruence, apply funext, intro, rewrite Suml_mul, congruence, apply funext, intro, rewrite mul.assoc end /- order, sign theorems -/ theorem transpose_nonneg_of_nonneg [weak_order A] [has_zero A] {u : rvector A n} (Hu : nonneg u) : nonneg (transpose u) := λ i j, !Hu theorem c_dot_nonneg_of_nonneg [ordered_semiring A] (u v : cvector A m) (Hu : nonneg u) (Hv : nonneg v) : c_dot u v ≥ 0 := begin unfold c_dot, apply Suml_nonneg_of_nonneg, intros, apply mul_nonneg, apply Hu, apply Hv end theorem dot_nonneg_of_nonneg [ordered_semiring A] (u v : cvector A m) (Hu : nonneg u) (Hv : nonneg v) : c_dot u v ≥ 0 := c_dot_nonneg_of_nonneg _ _ Hu Hv theorem row_of_nonneg_of_nonneg [weak_order A] [has_zero A] {M : matrix A m n} (HM : nonneg M) (i : fin m) : nonneg (row_of M i) := λ a b, !HM theorem col_of_nonneg_of_nonneg [weak_order A] [has_zero A] {M : matrix A m n} (HM : nonneg M) (i : fin n) : nonneg (col_of M i) := λ a b, !HM theorem mul_nonneg_of_nonneg [ordered_semiring A] (M : matrix A m n) (N : matrix A n k) (HM : nonneg M) (HN : nonneg N) : nonneg (M ⬝ N) := begin intros, unfold mul, apply c_dot_nonneg_of_nonneg, apply transpose_nonneg_of_nonneg, apply row_of_nonneg_of_nonneg HM, apply col_of_nonneg_of_nonneg HN end theorem dot_le_dot_of_nonneg_of_le [ordered_semiring A] (u : rvector A n) (v1 v2 : cvector A n) (Hu : nonneg u) (Hv : ∀ i, c_ith v1 i ≤ c_ith v2 i) : dot u v1 ≤ dot u v2 := begin unfold [dot, c_dot, transpose], apply Suml_le_of_le, intro, apply mul_le_mul_of_nonneg_left, apply Hv, apply Hu end theorem dot_lt_dot_of_nonneg_of_nonzero_of_lt [linear_ordered_ring A] (u : rvector A n) (v1 v2 : cvector A n) (Hu : nonneg u) (i : fin n) (Hunz : r_ith u i > 0) (Hv : ∀ i, c_ith v1 i < c_ith v2 i) : dot u v1 < dot u v2 := begin apply lt_of_not_ge, intro Hge, have Hle : dot u v1 ≤ dot u v2, begin apply dot_le_dot_of_nonneg_of_le, apply Hu, intro, apply le_of_lt, apply Hv end, note Heq := eq_of_le_of_ge Hle Hge, have Hilt : r_ith u i * c_ith v1 i < r_ith u i * c_ith v2 i, begin apply mul_lt_mul_of_pos_left, apply Hv, apply Hunz end, have Hmsle : ∀ t, r_ith u t * c_ith v1 t ≤ r_ith u t * c_ith v2 t, begin intro, apply mul_le_mul_of_nonneg_left, apply le_of_lt !Hv, apply Hu end, note Hmeq := eq_of_Suml_eq_Suml_of_le _ _ _ Hmsle Heq i !fin.mem_upto, rewrite Hmeq at Hilt, exact !not_lt_self Hilt end end matrix_defs section inst_dec /- instances -/ variables (A : Type) (m n : ℕ) theorem matrix_inhabited [instance] [HA : inhabited A] : inhabited (M[A]_(succ m, succ n)) := inhabited.rec_on HA (λ a, inhabited.mk (λ s t, a)) open list definition decidable_quant [instance] (P : fin n → Prop) [∀ k, decidable (P k)] : decidable (∀ k, P k) := if H : all (fin.upto n) P then decidable.inl (λ k, of_mem_of_all !fin.mem_upto H) else decidable.inr (λ Hpk, H (all_of_forall (λ a Ha, Hpk a))) definition matrix_decidable_eq [instance] [decidable_eq A] : decidable_eq (matrix A m n) := λ M N : matrix A m n, if H : ∀ i : fin m, ∀ j : fin n, M i j = N i j then decidable.inl (funext (λ i, funext (λ j, H i j))) else decidable.inr (begin intro Heq, apply H, intros, congruence, exact Heq end) /- matrix A m n is not a strict order if either m or n is 0. If it would be useful, we could prove order_pair (matrix A (succ m) n) and order_pair (matrix A m (succ n)). -/ definition is_weak_order [instance] [order_pair A] : weak_order (matrix A m n) := begin fapply weak_order.mk, {exact le}, {unfold le, intros, apply le.refl}, {unfold le, intros, apply le.trans !a_1 !a_2}, {unfold le, intros, repeat (apply funext; intro), apply eq_of_le_of_ge !a_1 !a_2} end end inst_dec section matrix_arith_m_n definition m_add {A : Type} [has_add A] {m n : ℕ} (B C : matrix A m n) : matrix A m n := λ x y, B x y + C x y definition m_neg {A : Type} [has_neg A] {m n : ℕ} (B : matrix A m n) : matrix A m n := λ x y, -B x y definition m_smul {A : Type} [has_mul A] {m n : ℕ} (c : A) (B : matrix A m n) : matrix A m n := λ x y, c * B x y definition m_left_module [instance] [reducible] (A : Type) [ring A] (m n : ℕ) : left_module A (matrix A m n) := begin fapply left_module.mk, {exact m_smul}, {exact m_add}, {intros, unfold m_add, repeat (apply funext; intro), rewrite add.assoc}, {exact λ a b, 0}, {intros, unfold m_add, repeat (apply funext; intro), rewrite zero_add}, {intros, unfold m_add, repeat (apply funext; intro), rewrite add_zero}, {exact m_neg}, {intros, rewrite [↑m_neg, ↑m_add], repeat (apply funext; intro), rewrite add.left_inv}, {intros, unfold m_add, repeat (apply funext; intro), rewrite add.comm}, {intros, rewrite [↑m_smul, ↑m_add], repeat (apply funext; intro), rewrite left_distrib}, {intros, rewrite [↑m_smul, ↑m_add], repeat (apply funext; intro), rewrite -right_distrib}, {intros, unfold m_smul, repeat (apply funext; intro), rewrite mul.assoc}, {intro, unfold m_smul, repeat (apply funext; intro), rewrite one_mul} end variables {A : Type} theorem Suml_neg [add_comm_group A] {T : Type} (l : list T) (f : T → A) : -(Suml l f) = Suml l (λ t, - f t) := begin apply neg_eq_of_add_eq_zero, have H : (λ x, f x + -f x) = (λ x, 0), from funext (λ x, !sub_self), rewrite [-Suml_add, H], apply Suml_zero end theorem distrib_dot_right [ring A] (n : ℕ) (M N : rvector A n) (x : cvector A n) : dot (M + N) x = dot M x + dot N x := begin change dot (m_add M N) x = (dot M x) + (dot N x), rewrite [↑dot, ↑c_dot, ↑m_add, ↑transpose, ↑c_ith, -Suml_add], congruence, apply funext, intro, rewrite right_distrib end theorem distrib_smul_right [ring A] (m n o : ℕ) (M N : matrix A m n) (x : matrix A n o) : (M + N) ⬝ x = M ⬝ x + N ⬝ x := begin change (m_add M N) ⬝ x = m_add (M ⬝ x) (N ⬝ x), rewrite [↑mul, ↑c_dot, ↑m_add], repeat (apply funext; intro), rewrite [↑c_ith, ↑row_of, ↑col_of, ↑transpose, -Suml_add], congruence, apply funext, intro, rewrite right_distrib end theorem neg_matrix [ring A] (m n : ℕ) (M : matrix A m n) : -M = (λ a b, -M a b) := rfl theorem zero_matrix [ring A] (m n : ℕ) : (0 : matrix A m n) = (λ a b, 0) := rfl theorem matrix_add_app [ring A] (m n : ℕ) (M N : matrix A m n) (a : fin m) (b : fin n) : (M + N) a b = M a b + N a b := rfl theorem neg_smul [ring A] (m n o : ℕ) (M : matrix A m n) (N : matrix A n o) : (-M) ⬝ N = - (M ⬝ N) := begin rewrite [↑mul], repeat (apply funext; intro), unfold [c_dot, row_of, col_of, c_ith, transpose], rewrite [2 neg_matrix, Suml_neg], congruence, apply funext, intro, rewrite neg_mul_eq_neg_mul end theorem zero_smul [ring A] (l m n : ℕ) (M : matrix A m n) : (0 : matrix A l m) ⬝ M = 0 := begin rewrite [↑mul, 2 zero_matrix], repeat (apply funext; intro), unfold [c_dot, row_of, col_of, transpose, c_ith], have H : (λ i, 0 * M i x_1) = (λ i, 0), from funext (λ i, !zero_mul), rewrite H, apply Suml_zero end theorem smul_zero [ring A] (l m n : ℕ) (M : matrix A l m) : M ⬝ (0 : matrix A m n) = 0 := begin rewrite [↑mul, 2 zero_matrix], repeat (apply funext; intro), unfold [c_dot, row_of, col_of, transpose, c_ith], have H : (λ i, M x i * 0) = (λ i, 0), from funext (λ i, !mul_zero), rewrite H, apply Suml_zero end theorem le_iff_forall_row [weak_order A] {n : ℕ} (u v : rvector A n) : u ≤ v ↔ ∀ i, r_ith u i ≤ r_ith v i := begin replace u ≤ v with le u v, unfold le, apply iff.intro, {intros H i, apply H}, {intros H i j, rewrite fin.fin_one_eq_zero, apply H} end theorem le_iff_forall_col [weak_order A] {n : ℕ} (u v : cvector A n) : u ≤ v ↔ ∀ i, c_ith u i ≤ c_ith v i := begin replace u ≤ v with le u v, unfold le, apply iff.intro, {intros H i, apply H}, {intros H i j, rewrite fin.fin_one_eq_zero, apply H} end -- why doesn't rfl work to prove this? theorem nonneg_iff_le_zero_row [ordered_ring A] {n : ℕ} (u : rvector A n) : nonneg u ↔ (0 : rvector A n) ≤ u := begin change nonneg u ↔ le (λ a b, 0) u, reflexivity end theorem nonneg_iff_le_zero_col [ordered_ring A] {n : ℕ} (u : cvector A n) : nonneg u ↔ (0 : cvector A n) ≤ u := begin change nonneg u ↔ le (0 : cvector A n) u, reflexivity end end matrix_arith_m_n section motzkin_transposition variables {A : Type} [linear_ordered_ring A] /- n variables a strict ineqs P : M[A]_(a, n), p : cvector a b weak ineqs Q : M[A]_(b, n), q : cvector b c eqs R : M[A]_(c, n), r : cvector c There are various ways to express Hsum equivalently: eg, (y ⬝ P) + (z ⬝ Q) + (t ⬝ R) = (0 : rvector A n). -/ variables {a b c n : ℕ} (P : M[A]_(a, n)) (Q : M[A]_(b, n)) (R : M[A]_(c, n)) (p : cvector A a) (q : cvector A b) (r : cvector A c) (y : rvector A a) (z : rvector A b) (t : rvector A c) (Hnny : nonneg y) (Hnnz : nonneg z) (Hsum : ∀ i : fin n, r_ith (y ⬝ P) i + r_ith (z ⬝ Q) i + r_ith (t ⬝ R) i = 0) include Hsum -- .3 seconds to elaborate private theorem dot_eq_zero {x : cvector A n} (HsatR : ∀ i : fin c, c_ith (R⬝x) i = c_ith r i) : dot y (P ⬝ x) + dot z (Q ⬝ x) + dot t r = 0 := begin have Hneg : (y ⬝ P) + (z ⬝ Q) + (t ⬝ R) = (0 : rvector A n), begin change (λ a b, (y⬝P + z⬝Q + t⬝R) a b) = (λ a b, 0), repeat (apply funext; intro), rewrite fin.fin_one_eq_zero, apply Hsum end, have Hr : R⬝x = r, begin repeat (apply funext; intro), rewrite fin.fin_one_eq_zero, apply HsatR end, have Hneg' : ((y ⬝ P) + (z ⬝ Q) + (t ⬝ R)) ⬝ x = 0 ⬝ x, by rewrite Hneg, -- this line and the following take about .1 sec rewrite [2 distrib_smul_right at Hneg', -3 m_mul_assoc at Hneg', Hr at Hneg', zero_smul at Hneg', zero_matrix at Hneg'], have Hneg'' : (λ a b : fin 1, (y⬝(P⬝x) + z⬝(Q⬝x) + t⬝r) a b) = (λ a b : fin 1, 0), from Hneg', have Heqz : (y⬝(P⬝x) + z⬝(Q⬝x) + t⬝r) !fin.zero !fin.zero = 0, by rewrite Hneg'', have Heqz' : (y⬝(P⬝x)) !fin.zero !fin.zero + (z⬝(Q⬝x)) !fin.zero !fin.zero + (t⬝r) !fin.zero !fin.zero = 0, from Heqz, rewrite *dot_eq_mul, exact Heqz' end include Hnny Hnnz theorem motzkin_transposition_with_equalities_lt (Hlt : (c_dot (y^Tr) p + c_dot (z^Tr) q + c_dot (t^Tr) r < 0)) : ¬ ∃ x : cvector A n, (∀ i, c_ith (P ⬝ x) i < c_ith p i) ∧ (∀ i, c_ith (Q ⬝ x) i ≤ c_ith q i) ∧ (∀ i, c_ith (R ⬝ x) i = c_ith r i) := begin intro Hsat, cases Hsat with x Hsat, cases Hsat with HsatP Hsat, cases Hsat with HsatQ HsatR, note Heqz' := dot_eq_zero P Q R r y z t Hsum HsatR, apply not_lt_self (0 : A), rewrite -Heqz' at {1}, have Hdlt : dot y (P⬝x) + dot z (Q⬝x) + dot t r ≤ dot y p + dot z q + dot t r, begin apply add_le_add_right, apply add_le_add, apply dot_le_dot_of_nonneg_of_le, exact Hnny, intro i, apply le_of_lt, apply HsatP, apply dot_le_dot_of_nonneg_of_le, exact Hnnz, exact HsatQ end, apply lt_of_le_of_lt, exact Hdlt, exact Hlt end theorem motzkin_transposition_with_equalities_le (Hyp : (∃ i, r_ith y i > 0) ∧ c_dot (y^Tr) p + c_dot (z^Tr) q + c_dot (t^Tr) r ≤ 0) : ¬ ∃ x : cvector A n, (∀ i, c_ith (P ⬝ x) i < c_ith p i) ∧ (∀ i, c_ith (Q ⬝ x) i ≤ c_ith q i) ∧ (∀ i, c_ith (R ⬝ x) i = c_ith r i) := begin intro Hsat, cases Hsat with x Hsat, cases Hsat with HsatP Hsat, cases Hsat with HsatQ HsatR, note Heqz' := dot_eq_zero P Q R r y z t Hsum HsatR, apply not_lt_self (0 : A), rewrite -Heqz' at {1}, cases Hyp with Hj Hor2, cases Hj with j Hj, have Hdlt : dot y (P⬝x) + dot z (Q⬝x) + dot t r < dot y p + dot z q + dot t r, begin apply add_lt_add_right, apply add_lt_add_of_lt_of_le, apply dot_lt_dot_of_nonneg_of_nonzero_of_lt, exact Hnny, exact Hj, exact HsatP, apply dot_le_dot_of_nonneg_of_le, exact Hnnz, exact HsatQ end, apply lt_of_lt_of_le, exact Hdlt, exact Hor2 end theorem motzkin_transposition_with_equalities (Hor : (c_dot (y^Tr) p + c_dot (z^Tr) q + c_dot (t^Tr) r < 0) ∨ ((∃ i : fin a, r_ith y i > 0) ∧ c_dot (y^Tr) p + c_dot (z^Tr) q + c_dot (t^Tr) r ≤ 0)) : ¬ ∃ x : cvector A n, (∀ i : fin a, c_ith (P ⬝ x) i < c_ith p i) ∧ (∀ i : fin b, c_ith (Q ⬝ x) i ≤ c_ith q i) ∧ (∀ i : fin c, c_ith (R ⬝ x) i = c_ith r i) := begin cases Hor with Hor1 Hor2, {apply motzkin_transposition_with_equalities_lt, exact Hnny, exact Hnnz, exact Hsum, exact Hor1}, {apply motzkin_transposition_with_equalities_le, exact Hnny, exact Hnnz, exact Hsum, exact Hor2} end end motzkin_transposition section matrix_arith_square open fin definition sq_matrix_id (A : Type) [has_zero A] [has_one A] (m : ℕ) : matrix A m m := λ x y, if x = y then 1 else 0 theorem Suml_map {A B C : Type} [add_monoid C] (l : list A) (f : A → B) (g : B → C) : Suml (list.map f l) g = Suml l (λ a, g (f a)) := begin induction l, rewrite Suml_nil, rewrite [list.map_cons, *Suml_cons, v_0] end -- this is annoying! theorem dot_basis_vec {A : Type} [semiring A] {m : ℕ} (k : fin m) (f : fin m → A) : Suml (upto m) (λ j, (f j) * if j = k then 1 else 0) = f k := begin induction m, apply false.elim (false_of_fin_zero k), rewrite [upto_succ, Suml_cons], cases decidable.em (maxi = k) with Heq Hneq, {rewrite [if_pos Heq, -Heq, mul_one, -add_zero (f maxi) at {2}], congruence, have H : (λ a_1 : fin a, f (lift_succ a_1) * ite (lift_succ a_1 = maxi) 1 0) = (λ a_1, 0), begin apply funext, intro b, rewrite [if_neg lift_succ_ne_max, mul_zero] end, rewrite [Suml_map, H, Suml_zero]}, {rewrite [if_neg Hneq, mul_zero, zero_add, Suml_map], note Hlt := lt_max_of_ne_max (ne.symm Hneq), have Hfk : f k = f (lift_succ (fin.mk (val k) Hlt)), begin induction k with kv Hkv, exact rfl end, rewrite [Hfk, -(v_0 (fin.mk (val k) Hlt) (λ v, f (lift_succ v)))], congruence, apply funext, intro j, cases decidable.em (lift_succ j = k) with Hjk Hnjk, have Hjk' : j = mk (val k) Hlt, begin induction j with vj Hvj, congruence, rewrite -Hjk end, rewrite [if_pos Hjk, if_pos Hjk'], have Hjk' : j ≠ mk (val k) Hlt, begin intro Hjk, apply Hnjk, induction k, rewrite Hjk end, rewrite [if_neg Hnjk, if_neg Hjk']} end theorem b_vec_dot' {A : Type} [semiring A] {m : ℕ} (k : fin m) (f : fin m → A) : Suml (upto m) (λ j, (if k = j then 1 else 0) * f j) = f k := begin have H : (λ j, (if k = j then 1 else 0) * f j) = (λ j, (f j) * if j = k then 1 else 0), begin apply funext, intro, cases decidable.em (k = x) with Heq Hneq, rewrite [if_pos Heq, if_pos (eq.symm Heq), mul_one, one_mul], rewrite [if_neg Hneq, if_neg (ne.symm Hneq), mul_zero, zero_mul] end, rewrite [H, dot_basis_vec] end theorem sq_matrix_mul_one {A : Type} [semiring A] {m : ℕ} (M : matrix A m m) : mul M (sq_matrix_id A m) = M := begin rewrite [↑sq_matrix_id, ↑mul], repeat (apply funext; intro), rewrite [↑row_of, ↑transpose, ↑col_of, ↑c_dot, ↑c_ith, dot_basis_vec] end theorem sq_matrix_one_mul {A : Type} [semiring A] {m : ℕ} (M : matrix A m m) : mul (sq_matrix_id A m) M = M := begin rewrite [↑sq_matrix_id, ↑mul], repeat (apply funext; intro), rewrite [↑row_of, ↑transpose, ↑col_of, ↑c_dot, ↑c_ith, b_vec_dot'] end theorem sq_matrix_left_distrib {A : Type} [semiring A] {m : ℕ} (M N O : matrix A m m) : mul M (m_add N O) = m_add (mul M N) (mul M O) := begin rewrite [↑mul, ↑m_add], repeat (apply funext; intros), rewrite [↑c_dot, ↑transpose, ↑row_of, ↑col_of, ↑c_ith, -Suml_add], congruence, apply funext, intro, rewrite left_distrib end theorem sq_matrix_right_distrib {A : Type} [semiring A] {m : ℕ} (M N O : matrix A m m) : mul (m_add N O) M = m_add (mul N M) (mul O M) := begin rewrite [↑mul, ↑m_add], repeat (apply funext; intros), rewrite [↑c_dot, ↑transpose, ↑row_of, ↑col_of, ↑c_ith, -Suml_add], congruence, apply funext, intro, rewrite right_distrib end definition m_square_ring [instance] [reducible] (A : Type) [ring A] (m : ℕ) : ring (matrix A m m) := ⦃ring, m_left_module A m m, mul := λ B C, mul B C, mul_assoc := λ B C D, eq.symm !m_mul_assoc, one := sq_matrix_id A m, one_mul := sq_matrix_one_mul, mul_one := sq_matrix_mul_one, left_distrib := sq_matrix_left_distrib, right_distrib := by intros; apply sq_matrix_right_distrib⦄ end matrix_arith_square /- section test open list rat int -- why aren't rats pretty printing right? definition c1 : cvector ℕ _ := cvector_of_list [3, 4, 2] definition c2 : rvector ℕ _ := rvector_of_list [1, 0, 2] definition f1 : fin 2 := fin.mk 1 dec_trivial definition m1 : matrix ℤ 2 2 := λ a b, fin.val a + fin.val b eval col_of m1 (fin.mk 1 dec_trivial) definition m2 : matrix ℤ 2 2 := λ a b, fin.val a * fin.val b + 3 definition m10 : matrix ℕ 10 10 := λ a b, fin.val a * fin.val b + 3 definition prd := m1 * m2 definition prd' := (m1 * m2) + 3 eval prd f1 f1 eval (m1 * m2) f1 f1 eval (3 : matrix ℤ 2 2) f1 !fin.zero example : has_mul (matrix ℤ 2 2) := _ check m1 * m2 eval ((m1 * m2) ) eval c_dot c1 (transpose c2) example : row_of c2 !fin.zero !fin.zero (fin.mk 1 dec_trivial) = c2 !fin.zero (fin.mk 1 dec_trivial) := rfl example : row_of c2 !fin.zero = c2 := rfl eval (c2 ⬝ c1) !fin.zero !fin.zero --example : m10 * !sq_matrix_id = m10 := dec_trivial definition poly_sum (x : ℕ) := Suml (upto 10) (λ a, (a + 3) * x) example (b : ℕ) : Suml [b, b] (λ a, a) = 0 + b + b := rfl --definition lin_poly (x : ℕ → ℕ) := 0 + 5 * x 0 + 2 * x 1 + 3 * x 2 + 11 * x 3 definition lin_poly (x : ℕ → ℕ) := 0 + 11 * x 3 + 3 * x 2 + 2 * x 1 + 5 * x 0 definition coeff_row : rvector ℕ _ := rvector_of_list [5, 2, 3, 11] open fin definition var_row (x : ℕ → ℕ) : rvector ℕ 4 := λ i j, x j example (x : ℕ → ℕ) : r_dot coeff_row (var_row x) = lin_poly x := rfl definition xs (x : ℕ) : rvector ℕ 10 := λ a b, x example (x : ℕ) : r_dot (row_of m10 (fin.mk 1 dec_trivial)) (xs x) = poly_sum x := rfl definition mep : rvector ℕ 0 := λ a b, 2 definition map : matrix ℕ 0 3 := λ a b, 1 eval (mep ⬝ map) !fin.zero !fin.zero end test-/ end matrix