(* ========================================================================= *)
(* Determinant and trace of a square matrix.                                 *)
(*                                                                           *)
(*              (c) Copyright, John Harrison 1998-2008                       *)
(* ========================================================================= *)

needs "Multivariate/vectors.ml";;
needs "Library/permutations.ml";;
needs "Library/floor.ml";;
needs "Library/products.ml";;

prioritize_real();;

(* ------------------------------------------------------------------------- *)
(* Trace of a matrix (this is relatively easy).                              *)
(* ------------------------------------------------------------------------- *)

let trace = new_definition
  `(trace:real^N^N->real) A = sum(1..dimindex(:N)) (\i. A$i$i)`;;
let TRACE_0 = 
prove (`trace(mat 0) = &0`,
SIMP_TAC[trace; mat; LAMBDA_BETA; SUM_0]);;
let TRACE_I = 
prove (`trace(mat 1 :real^N^N) = &(dimindex(:N))`,
SIMP_TAC[trace; mat; LAMBDA_BETA; SUM_CONST_NUMSEG; REAL_MUL_RID] THEN AP_TERM_TAC THEN ARITH_TAC);;
let TRACE_ADD = 
prove (`!A B:real^N^N. trace(A + B) = trace(A) + trace(B)`,
let TRACE_SUB = 
prove (`!A B:real^N^N. trace(A - B) = trace(A) - trace(B)`,
let TRACE_MUL_SYM = 
prove (`!A B:real^N^N. trace(A ** B) = trace(B ** A)`,
REPEAT GEN_TAC THEN SIMP_TAC[trace; matrix_mul; LAMBDA_BETA] THEN GEN_REWRITE_TAC RAND_CONV [SUM_SWAP_NUMSEG] THEN REWRITE_TAC[REAL_MUL_SYM]);;
let TRACE_TRANSP = 
prove (`!A:real^N^N. trace(transp A) = trace A`,
SIMP_TAC[trace; transp; LAMBDA_BETA]);;
let TRACE_CONJUGATE = 
prove (`!A:real^N^N U:real^N^N. invertible U ==> trace(matrix_inv U ** A ** U) = trace A`,
REPEAT STRIP_TAC THEN ONCE_REWRITE_TAC[TRACE_MUL_SYM] THEN ASM_SIMP_TAC[GSYM MATRIX_MUL_ASSOC; MATRIX_INV; MATRIX_MUL_RID]);;
(* ------------------------------------------------------------------------- *) (* Definition of determinant. *) (* ------------------------------------------------------------------------- *)
let det = new_definition
 `det(A:real^N^N) =
        sum { p | p permutes 1..dimindex(:N) }
            (\p. sign(p) * product (1..dimindex(:N)) (\i. A$i$(p i)))`;;
(* ------------------------------------------------------------------------- *) (* A few general lemmas we need below. *) (* ------------------------------------------------------------------------- *)
let IN_DIMINDEX_SWAP = 
prove (`!m n j. 1 <= m /\ m <= dimindex(:N) /\ 1 <= n /\ n <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) ==> 1 <= swap(m,n) j /\ swap(m,n) j <= dimindex(:N)`,
REWRITE_TAC[swap] THEN ARITH_TAC);;
let LAMBDA_BETA_PERM = 
prove (`!p i. p permutes 1..dimindex(:N) /\ 1 <= i /\ i <= dimindex(:N) ==> ((lambda) g :A^N) $ p(i) = g(p i)`,
let PRODUCT_PERMUTE = 
prove (`!f p s. p permutes s ==> product s f = product s (f o p)`,
REWRITE_TAC[product] THEN MATCH_MP_TAC ITERATE_PERMUTE THEN REWRITE_TAC[MONOIDAL_REAL_MUL]);;
let PRODUCT_PERMUTE_NUMSEG = 
prove (`!f p m n. p permutes m..n ==> product(m..n) f = product(m..n) (f o p)`,
let REAL_MUL_SUM = 
prove (`!s t f g. FINITE s /\ FINITE t ==> sum s f * sum t g = sum s (\i. sum t (\j. f(i) * g(j)))`,
SIMP_TAC[SUM_LMUL] THEN ONCE_REWRITE_TAC[REAL_MUL_SYM] THEN SIMP_TAC[SUM_LMUL]);;
let REAL_MUL_SUM_NUMSEG = 
prove (`!m n p q. sum(m..n) f * sum(p..q) g = sum(m..n) (\i. sum(p..q) (\j. f(i) * g(j)))`,
(* ------------------------------------------------------------------------- *) (* Basic determinant properties. *) (* ------------------------------------------------------------------------- *)
let DET_CMUL = 
prove (`!A:real^N^N c. det(c %% A) = c pow dimindex(:N) * det A`,
REPEAT GEN_TAC THEN SIMP_TAC[det; MATRIX_CMUL_COMPONENT; PRODUCT_MUL; FINITE_NUMSEG] THEN SIMP_TAC[PRODUCT_CONST_NUMSEG_1; GSYM SUM_LMUL] THEN REWRITE_TAC[REAL_MUL_AC]);;
let DET_NEG = 
prove (`!A:real^N^N. det(--A) = --(&1) pow dimindex(:N) * det A`,
REWRITE_TAC[MATRIX_NEG_MINUS1; DET_CMUL]);;
let DET_TRANSP = 
prove (`!A:real^N^N. det(transp A) = det A`,
GEN_TAC THEN REWRITE_TAC[det] THEN GEN_REWRITE_TAC LAND_CONV [SUM_PERMUTATIONS_INVERSE] THEN MATCH_MP_TAC SUM_EQ THEN SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN X_GEN_TAC `p:num->num` THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_TAC THEN BINOP_TAC THENL [ASM_MESON_TAC[SIGN_INVERSE; PERMUTATION_PERMUTES; FINITE_NUMSEG]; ALL_TAC] THEN FIRST_ASSUM(fun th -> GEN_REWRITE_TAC (LAND_CONV o ONCE_DEPTH_CONV) [GSYM(MATCH_MP PERMUTES_IMAGE th)]) THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `product(1..dimindex(:N)) ((\i. (transp A:real^N^N)$i$inverse p(i)) o p)` THEN CONJ_TAC THENL [MATCH_MP_TAC PRODUCT_IMAGE THEN ASM_MESON_TAC[FINITE_NUMSEG; PERMUTES_INJECTIVE; PERMUTES_INVERSE]; MATCH_MP_TAC PRODUCT_EQ THEN REWRITE_TAC[FINITE_NUMSEG; IN_NUMSEG] THEN SIMP_TAC[transp; LAMBDA_BETA; o_THM] THEN FIRST_ASSUM(MP_TAC o MATCH_MP PERMUTES_INVERSES_o) THEN SIMP_TAC[FUN_EQ_THM; I_THM; o_THM] THEN STRIP_TAC THEN ASM_SIMP_TAC[PERMUTES_IN_NUMSEG; LAMBDA_BETA_PERM; LAMBDA_BETA]]);;
let DET_LOWERTRIANGULAR = 
prove (`!A:real^N^N. (!i j. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) /\ i < j ==> A$i$j = &0) ==> det(A) = product(1..dimindex(:N)) (\i. A$i$i)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[det] THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `sum {I} (\p. sign p * product(1..dimindex(:N)) (\i. (A:real^N^N)$i$p(i)))` THEN CONJ_TAC THENL [ALL_TAC; REWRITE_TAC[SUM_SING; SIGN_I; REAL_MUL_LID; I_THM]] THEN MATCH_MP_TAC SUM_SUPERSET THEN SIMP_TAC[IN_SING; FINITE_RULES; SUBSET; IN_ELIM_THM; PERMUTES_I] THEN X_GEN_TAC `p:num->num` THEN STRIP_TAC THEN ASM_REWRITE_TAC[PRODUCT_EQ_0_NUMSEG; REAL_ENTIRE; SIGN_NZ] THEN MP_TAC(SPECL [`p:num->num`; `1..dimindex(:N)`] PERMUTES_NUMSET_LE) THEN ASM_MESON_TAC[PERMUTES_IN_IMAGE; IN_NUMSEG; NOT_LT]);;
let DET_UPPERTRIANGULAR = 
prove (`!A:real^N^N. (!i j. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) /\ j < i ==> A$i$j = &0) ==> det(A) = product(1..dimindex(:N)) (\i. A$i$i)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[det] THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `sum {I} (\p. sign p * product(1..dimindex(:N)) (\i. (A:real^N^N)$i$p(i)))` THEN CONJ_TAC THENL [ALL_TAC; REWRITE_TAC[SUM_SING; SIGN_I; REAL_MUL_LID; I_THM]] THEN MATCH_MP_TAC SUM_SUPERSET THEN SIMP_TAC[IN_SING; FINITE_RULES; SUBSET; IN_ELIM_THM; PERMUTES_I] THEN X_GEN_TAC `p:num->num` THEN STRIP_TAC THEN ASM_REWRITE_TAC[PRODUCT_EQ_0_NUMSEG; REAL_ENTIRE; SIGN_NZ] THEN MP_TAC(SPECL [`p:num->num`; `1..dimindex(:N)`] PERMUTES_NUMSET_GE) THEN ASM_MESON_TAC[PERMUTES_IN_IMAGE; IN_NUMSEG; NOT_LT]);;
let DET_DIAGONAL = 
prove (`!A:real^N^N. (!i j. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) /\ ~(i = j) ==> A$i$j = &0) ==> det(A) = product(1..dimindex(:N)) (\i. A$i$i)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC DET_LOWERTRIANGULAR THEN REPEAT STRIP_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[LT_REFL]);;
let DET_I = 
prove (`det(mat 1 :real^N^N) = &1`,
MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `product(1..dimindex(:N)) (\i. (mat 1:real^N^N)$i$i)` THEN CONJ_TAC THENL [MATCH_MP_TAC DET_LOWERTRIANGULAR; MATCH_MP_TAC PRODUCT_EQ_1_NUMSEG] THEN SIMP_TAC[mat; LAMBDA_BETA] THEN MESON_TAC[LT_REFL]);;
let DET_0 = 
prove (`det(mat 0 :real^N^N) = &0`,
MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `product(1..dimindex(:N)) (\i. (mat 0:real^N^N)$i$i)` THEN CONJ_TAC THENL [MATCH_MP_TAC DET_LOWERTRIANGULAR; REWRITE_TAC[PRODUCT_EQ_0_NUMSEG] THEN EXISTS_TAC `1`] THEN SIMP_TAC[mat; LAMBDA_BETA; COND_ID; DIMINDEX_GE_1; LE_REFL]);;
let DET_PERMUTE_ROWS = 
prove (`!A:real^N^N p. p permutes 1..dimindex(:N) ==> det(lambda i. A$p(i)) = sign(p) * det(A)`,
REWRITE_TAC[det] THEN SIMP_TAC[LAMBDA_BETA] THEN REPEAT STRIP_TAC THEN SIMP_TAC[GSYM SUM_LMUL; FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN FIRST_ASSUM(fun th -> GEN_REWRITE_TAC LAND_CONV [MATCH_MP SUM_PERMUTATIONS_COMPOSE_R th]) THEN MATCH_MP_TAC SUM_EQ THEN SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN X_GEN_TAC `q:num->num` THEN REWRITE_TAC[IN_ELIM_THM; REAL_MUL_ASSOC] THEN DISCH_TAC THEN BINOP_TAC THENL [ONCE_REWRITE_TAC[REAL_MUL_SYM] THEN ASM_MESON_TAC[SIGN_COMPOSE; PERMUTATION_PERMUTES; FINITE_NUMSEG]; ALL_TAC] THEN MP_TAC(MATCH_MP PERMUTES_INVERSE (ASSUME `p permutes 1..dimindex(:N)`)) THEN DISCH_THEN(fun th -> GEN_REWRITE_TAC LAND_CONV [MATCH_MP PRODUCT_PERMUTE_NUMSEG th]) THEN MATCH_MP_TAC PRODUCT_EQ THEN REWRITE_TAC[IN_NUMSEG; FINITE_NUMSEG] THEN REPEAT STRIP_TAC THEN REWRITE_TAC[o_THM] THEN ASM_MESON_TAC[PERMUTES_INVERSES]);;
let DET_PERMUTE_COLUMNS = 
prove (`!A:real^N^N p. p permutes 1..dimindex(:N) ==> det((lambda i j. A$i$p(j)):real^N^N) = sign(p) * det(A)`,
REPEAT STRIP_TAC THEN GEN_REWRITE_TAC (funpow 2 RAND_CONV) [GSYM DET_TRANSP] THEN FIRST_ASSUM(fun th -> ONCE_REWRITE_TAC [GSYM(MATCH_MP DET_PERMUTE_ROWS th)]) THEN GEN_REWRITE_TAC RAND_CONV [GSYM DET_TRANSP] THEN AP_TERM_TAC THEN ASM_SIMP_TAC[CART_EQ; transp; LAMBDA_BETA; LAMBDA_BETA_PERM]);;
let DET_IDENTICAL_ROWS = 
prove (`!A:real^N^N i j. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) /\ ~(i = j) /\ row i A = row j A ==> det A = &0`,
REPEAT STRIP_TAC THEN MP_TAC(SPECL [`A:real^N^N`; `swap(i:num,j:num)`] DET_PERMUTE_ROWS) THEN ASM_SIMP_TAC[PERMUTES_SWAP; IN_NUMSEG; SIGN_SWAP] THEN MATCH_MP_TAC(REAL_ARITH `a = b ==> b = -- &1 * a ==> a = &0`) THEN AP_TERM_TAC THEN FIRST_X_ASSUM(MP_TAC o SYM) THEN SIMP_TAC[row; CART_EQ; LAMBDA_BETA] THEN REWRITE_TAC[swap] THEN ASM_MESON_TAC[]);;
let DET_IDENTICAL_COLUMNS = 
prove (`!A:real^N^N i j. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) /\ ~(i = j) /\ column i A = column j A ==> det A = &0`,
REPEAT STRIP_TAC THEN ONCE_REWRITE_TAC[GSYM DET_TRANSP] THEN MATCH_MP_TAC DET_IDENTICAL_ROWS THEN ASM_MESON_TAC[ROW_TRANSP]);;
let DET_ZERO_ROW = 
prove (`!A:real^N^N i. 1 <= i /\ i <= dimindex(:N) /\ row i A = vec 0 ==> det A = &0`,
SIMP_TAC[det; row; CART_EQ; LAMBDA_BETA; VEC_COMPONENT] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC SUM_EQ_0 THEN REWRITE_TAC[IN_ELIM_THM; REAL_ENTIRE; SIGN_NZ] THEN REPEAT STRIP_TAC THEN SIMP_TAC[PRODUCT_EQ_0; FINITE_NUMSEG; IN_NUMSEG] THEN ASM_MESON_TAC[PERMUTES_IN_IMAGE; IN_NUMSEG]);;
let DET_ZERO_COLUMN = 
prove (`!A:real^N^N i. 1 <= i /\ i <= dimindex(:N) /\ column i A = vec 0 ==> det A = &0`,
REPEAT STRIP_TAC THEN ONCE_REWRITE_TAC[GSYM DET_TRANSP] THEN MATCH_MP_TAC DET_ZERO_ROW THEN ASM_MESON_TAC[ROW_TRANSP]);;
let DET_ROW_ADD = 
prove (`!a b c k. 1 <= k /\ k <= dimindex(:N) ==> det((lambda i. if i = k then a + b else c i):real^N^N) = det((lambda i. if i = k then a else c i):real^N^N) + det((lambda i. if i = k then b else c i):real^N^N)`,
SIMP_TAC[det; LAMBDA_BETA; GSYM SUM_ADD; FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC SUM_EQ THEN SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN X_GEN_TAC `p:num->num` THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_TAC THEN REWRITE_TAC[GSYM REAL_ADD_LDISTRIB] THEN AP_TERM_TAC THEN SUBGOAL_THEN `1..dimindex(:N) = k INSERT ((1..dimindex(:N)) DELETE k)` SUBST1_TAC THENL [ASM_MESON_TAC[INSERT_DELETE; IN_NUMSEG]; ALL_TAC] THEN SIMP_TAC[PRODUCT_CLAUSES; FINITE_DELETE; FINITE_NUMSEG; IN_DELETE] THEN MATCH_MP_TAC(REAL_RING `c = a + b /\ y = x:real /\ z = x ==> c * x = a * y + b * z`) THEN REWRITE_TAC[VECTOR_ADD_COMPONENT] THEN CONJ_TAC THEN MATCH_MP_TAC PRODUCT_EQ THEN SIMP_TAC[IN_DELETE; FINITE_DELETE; FINITE_NUMSEG]);;
let DET_ROW_MUL = 
prove (`!a b c k. 1 <= k /\ k <= dimindex(:N) ==> det((lambda i. if i = k then c % a else b i):real^N^N) = c * det((lambda i. if i = k then a else b i):real^N^N)`,
SIMP_TAC[det; LAMBDA_BETA; GSYM SUM_LMUL; FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC SUM_EQ THEN SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN X_GEN_TAC `p:num->num` THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_TAC THEN SUBGOAL_THEN `1..dimindex(:N) = k INSERT ((1..dimindex(:N)) DELETE k)` SUBST1_TAC THENL [ASM_MESON_TAC[INSERT_DELETE; IN_NUMSEG]; ALL_TAC] THEN SIMP_TAC[PRODUCT_CLAUSES; FINITE_DELETE; FINITE_NUMSEG; IN_DELETE] THEN MATCH_MP_TAC(REAL_RING `cp = c * p /\ p1 = p2:real ==> s * cp * p1 = c * s * p * p2`) THEN REWRITE_TAC[VECTOR_MUL_COMPONENT] THEN MATCH_MP_TAC PRODUCT_EQ THEN SIMP_TAC[IN_DELETE; FINITE_DELETE; FINITE_NUMSEG]);;
let DET_ROW_OPERATION = 
prove (`!A:real^N^N i. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) /\ ~(i = j) ==> det(lambda k. if k = i then row i A + c % row j A else row k A) = det A`,
REPEAT STRIP_TAC THEN ASM_SIMP_TAC[DET_ROW_ADD; DET_ROW_MUL] THEN MATCH_MP_TAC(REAL_RING `a = b /\ d = &0 ==> a + c * d = b`) THEN CONJ_TAC THENL [AP_TERM_TAC THEN ASM_SIMP_TAC[LAMBDA_BETA; CART_EQ] THEN REPEAT STRIP_TAC THEN COND_CASES_TAC THEN ASM_SIMP_TAC[row; LAMBDA_BETA; CART_EQ]; MATCH_MP_TAC DET_IDENTICAL_ROWS THEN MAP_EVERY EXISTS_TAC [`i:num`; `j:num`] THEN ASM_SIMP_TAC[row; LAMBDA_BETA; CART_EQ]]);;
let DET_ROW_SPAN = 
prove (`!A:real^N^N i x. 1 <= i /\ i <= dimindex(:N) /\ x IN span {row j A | 1 <= j /\ j <= dimindex(:N) /\ ~(j = i)} ==> det(lambda k. if k = i then row i A + x else row k A) = det A`,
GEN_TAC THEN GEN_TAC THEN REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN REPEAT DISCH_TAC THEN MATCH_MP_TAC SPAN_INDUCT_ALT THEN CONJ_TAC THENL [AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA; VECTOR_ADD_RID] THEN REPEAT STRIP_TAC THEN COND_CASES_TAC THEN ASM_SIMP_TAC[row; LAMBDA_BETA]; ALL_TAC] THEN REPEAT GEN_TAC THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_THEN(CONJUNCTS_THEN2 (X_CHOOSE_TAC `j:num`) (SUBST_ALL_TAC o SYM)) THEN ONCE_REWRITE_TAC[VECTOR_ARITH `a + c % x + y:real^N = (a + y) + c % x`] THEN ABBREV_TAC `z = row i (A:real^N^N) + y` THEN ASM_SIMP_TAC[DET_ROW_MUL; DET_ROW_ADD] THEN MATCH_MP_TAC(REAL_RING `d = &0 ==> a + c * d = a`) THEN MATCH_MP_TAC DET_IDENTICAL_ROWS THEN MAP_EVERY EXISTS_TAC [`i:num`; `j:num`] THEN ASM_SIMP_TAC[row; LAMBDA_BETA; CART_EQ]);;
(* ------------------------------------------------------------------------- *) (* May as well do this, though it's a bit unsatisfactory since it ignores *) (* exact duplicates by considering the rows/columns as a set. *) (* ------------------------------------------------------------------------- *)
let DET_DEPENDENT_ROWS = 
prove (`!A:real^N^N. dependent(rows A) ==> det A = &0`,
GEN_TAC THEN REWRITE_TAC[dependent; rows; IN_ELIM_THM; LEFT_AND_EXISTS_THM] THEN REWRITE_TAC[LEFT_IMP_EXISTS_THM] THEN GEN_TAC THEN X_GEN_TAC `i:num` THEN STRIP_TAC THEN FIRST_X_ASSUM SUBST_ALL_TAC THEN ASM_CASES_TAC `?i j. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) /\ ~(i = j) /\ row i (A:real^N^N) = row j A` THENL [ASM_MESON_TAC[DET_IDENTICAL_ROWS]; ALL_TAC] THEN MP_TAC(SPECL [`A:real^N^N`; `i:num`; `--(row i (A:real^N^N))`] DET_ROW_SPAN) THEN ANTS_TAC THENL [ASM_REWRITE_TAC[] THEN MATCH_MP_TAC SPAN_NEG THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN]) THEN MATCH_MP_TAC(TAUT `a = b ==> a ==> b`) THEN REWRITE_TAC[IN] THEN AP_THM_TAC THEN AP_TERM_TAC THEN REWRITE_TAC[EXTENSION; IN_DELETE; IN_ELIM_THM] THEN ASM_MESON_TAC[]; DISCH_THEN(SUBST1_TAC o SYM) THEN MATCH_MP_TAC DET_ZERO_ROW THEN EXISTS_TAC `i:num` THEN ASM_SIMP_TAC[row; LAMBDA_BETA; CART_EQ; VECTOR_ADD_COMPONENT; VECTOR_NEG_COMPONENT; VEC_COMPONENT] THEN REAL_ARITH_TAC]);;
let DET_DEPENDENT_COLUMNS = 
prove (`!A:real^N^N. dependent(columns A) ==> det A = &0`,
(* ------------------------------------------------------------------------- *) (* Multilinearity and the multiplication formula. *) (* ------------------------------------------------------------------------- *)
let DET_LINEAR_ROW_VSUM = 
prove (`!a c s k. FINITE s /\ 1 <= k /\ k <= dimindex(:N) ==> det((lambda i. if i = k then vsum s a else c i):real^N^N) = sum s (\j. det((lambda i. if i = k then a(j) else c i):real^N^N))`,
GEN_TAC THEN GEN_TAC THEN ONCE_REWRITE_TAC[IMP_CONJ] THEN REWRITE_TAC[RIGHT_FORALL_IMP_THM] THEN MATCH_MP_TAC FINITE_INDUCT_STRONG THEN SIMP_TAC[VSUM_CLAUSES; SUM_CLAUSES; DET_ROW_ADD] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC DET_ZERO_ROW THEN EXISTS_TAC `k:num` THEN ASM_SIMP_TAC[row; LAMBDA_BETA; CART_EQ; VEC_COMPONENT]);;
let BOUNDED_FUNCTIONS_BIJECTIONS_1 = 
prove (`!p. p IN {(y,g) | y IN s /\ g IN {f | (!i. 1 <= i /\ i <= k ==> f i IN s) /\ (!i. ~(1 <= i /\ i <= k) ==> f i = i)}} ==> (\(y,g) i. if i = SUC k then y else g(i)) p IN {f | (!i. 1 <= i /\ i <= SUC k ==> f i IN s) /\ (!i. ~(1 <= i /\ i <= SUC k) ==> f i = i)} /\ (\h. h(SUC k),(\i. if i = SUC k then i else h(i))) ((\(y,g) i. if i = SUC k then y else g(i)) p) = p`,
REWRITE_TAC[FORALL_PAIR_THM; IN_ELIM_PAIR_THM] THEN CONV_TAC(REDEPTH_CONV GEN_BETA_CONV) THEN REWRITE_TAC[IN_ELIM_THM] THEN MAP_EVERY X_GEN_TAC [`y:num`; `h:num->num`] THEN REPEAT STRIP_TAC THENL [ASM_MESON_TAC[LE]; ASM_MESON_TAC[LE; ARITH_RULE `~(1 <= i /\ i <= SUC k) ==> ~(i = SUC k)`]; REWRITE_TAC[PAIR_EQ; FUN_EQ_THM] THEN ASM_MESON_TAC[ARITH_RULE `~(SUC k <= k)`]]);;
let BOUNDED_FUNCTIONS_BIJECTIONS_2 = 
prove (`!h. h IN {f | (!i. 1 <= i /\ i <= SUC k ==> f i IN s) /\ (!i. ~(1 <= i /\ i <= SUC k) ==> f i = i)} ==> (\h. h(SUC k),(\i. if i = SUC k then i else h(i))) h IN {(y,g) | y IN s /\ g IN {f | (!i. 1 <= i /\ i <= k ==> f i IN s) /\ (!i. ~(1 <= i /\ i <= k) ==> f i = i)}} /\ (\(y,g) i. if i = SUC k then y else g(i)) ((\h. h(SUC k),(\i. if i = SUC k then i else h(i))) h) = h`,
REWRITE_TAC[IN_ELIM_PAIR_THM] THEN CONV_TAC(REDEPTH_CONV GEN_BETA_CONV) THEN REWRITE_TAC[IN_ELIM_THM] THEN X_GEN_TAC `h:num->num` THEN REPEAT STRIP_TAC THENL [FIRST_X_ASSUM MATCH_MP_TAC THEN ARITH_TAC; ASM_MESON_TAC[ARITH_RULE `i <= k ==> i <= SUC k /\ ~(i = SUC k)`]; ASM_MESON_TAC[ARITH_RULE `i <= SUC k /\ ~(i = SUC k) ==> i <= k`]; REWRITE_TAC[FUN_EQ_THM] THEN ASM_MESON_TAC[LE_REFL]]);;
let FINITE_BOUNDED_FUNCTIONS = 
prove (`!s k. FINITE s ==> FINITE {f | (!i. 1 <= i /\ i <= k ==> f(i) IN s) /\ (!i. ~(1 <= i /\ i <= k) ==> f(i) = i)}`,
REWRITE_TAC[RIGHT_FORALL_IMP_THM] THEN GEN_TAC THEN DISCH_TAC THEN INDUCT_TAC THENL [REWRITE_TAC[ARITH_RULE `~(1 <= i /\ i <= 0)`] THEN SIMP_TAC[GSYM FUN_EQ_THM; SET_RULE `{x | x = y} = {y}`; FINITE_RULES]; ALL_TAC] THEN UNDISCH_TAC `FINITE(s:num->bool)` THEN POP_ASSUM MP_TAC THEN REWRITE_TAC[TAUT `a ==> b ==> c <=> b /\ a ==> c`] THEN DISCH_THEN(MP_TAC o MATCH_MP FINITE_PRODUCT) THEN DISCH_THEN(MP_TAC o ISPEC `\(y:num,g) i. if i = SUC k then y else g(i)` o MATCH_MP FINITE_IMAGE) THEN MATCH_MP_TAC(TAUT `a = b ==> a ==> b`) THEN AP_TERM_TAC THEN REWRITE_TAC[EXTENSION; IN_IMAGE] THEN X_GEN_TAC `h:num->num` THEN EQ_TAC THENL [STRIP_TAC THEN ASM_SIMP_TAC[BOUNDED_FUNCTIONS_BIJECTIONS_1]; ALL_TAC] THEN DISCH_TAC THEN EXISTS_TAC `(\h. h(SUC k),(\i. if i = SUC k then i else h(i))) h` THEN PURE_ONCE_REWRITE_TAC[CONJ_SYM] THEN CONV_TAC (RAND_CONV SYM_CONV) THEN MATCH_MP_TAC BOUNDED_FUNCTIONS_BIJECTIONS_2 THEN ASM_REWRITE_TAC[]);;
let DET_LINEAR_ROWS_VSUM_LEMMA = 
prove (`!s k a c. FINITE s /\ k <= dimindex(:N) ==> det((lambda i. if i <= k then vsum s (a i) else c i):real^N^N) = sum {f | (!i. 1 <= i /\ i <= k ==> f(i) IN s) /\ !i. ~(1 <= i /\ i <= k) ==> f(i) = i} (\f. det((lambda i. if i <= k then a i (f i) else c i) :real^N^N))`,
let lemma = prove
   (`(lambda i. if i <= 0 then x(i) else y(i)) = (lambda i. y i)`,
    SIMP_TAC[CART_EQ; ARITH; LAMBDA_BETA; ARITH_RULE
                 `1 <= k ==> ~(k <= 0)`]) in
  ONCE_REWRITE_TAC[IMP_CONJ] THEN
  REWRITE_TAC[RIGHT_FORALL_IMP_THM] THEN GEN_TAC THEN DISCH_TAC THEN
  INDUCT_TAC THENL
   [REWRITE_TAC[lemma; LE_0] THEN GEN_TAC THEN
    REWRITE_TAC[ARITH_RULE `~(1 <= i /\ i <= 0)`] THEN
    REWRITE_TAC[GSYM FUN_EQ_THM; SET_RULE `{x | x = y} = {y}`] THEN
    REWRITE_TAC[SUM_SING];
    ALL_TAC] THEN
  DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o check (is_imp o concl)) THEN
  ASM_SIMP_TAC[ARITH_RULE `SUC k <= n ==> k <= n`] THEN REPEAT STRIP_TAC THEN
  GEN_REWRITE_TAC (LAND_CONV o ONCE_DEPTH_CONV) [LE] THEN
  REWRITE_TAC[TAUT
   `(if a \/ b then c else d) = (if a then c else if b then c else d)`] THEN
  ASM_SIMP_TAC[DET_LINEAR_ROW_VSUM; ARITH_RULE `1 <= SUC k`] THEN
  ONCE_REWRITE_TAC[TAUT
    `(if a then b else if c then d else e) =
     (if c then (if a then b else d) else (if a then b else e))`] THEN
  ASM_SIMP_TAC[ARITH_RULE `i <= k ==> ~(i = SUC k)`] THEN
  ASM_SIMP_TAC[SUM_SUM_PRODUCT; FINITE_BOUNDED_FUNCTIONS] THEN
  MATCH_MP_TAC SUM_EQ_GENERAL_INVERSES THEN
  EXISTS_TAC `\(y:num,g) i. if i = SUC k then y else g(i)` THEN
  EXISTS_TAC `\h. h(SUC k),(\i. if i = SUC k then i else h(i))` THEN
  CONJ_TAC THENL [ACCEPT_TAC BOUNDED_FUNCTIONS_BIJECTIONS_2; ALL_TAC] THEN
  X_GEN_TAC `p:num#(num->num)` THEN
  DISCH_THEN(STRIP_ASSUME_TAC o MATCH_MP BOUNDED_FUNCTIONS_BIJECTIONS_1) THEN
  ASM_REWRITE_TAC[] THEN
  SPEC_TAC(`p:num#(num->num)`,`q:num#(num->num)`) THEN
  REWRITE_TAC[FORALL_PAIR_THM] THEN
  CONV_TAC(ONCE_DEPTH_CONV GEN_BETA_CONV) THEN
  MAP_EVERY X_GEN_TAC [`y:num`; `g:num->num`] THEN AP_TERM_TAC THEN
  SIMP_TAC[CART_EQ; LAMBDA_BETA] THEN
  REPEAT STRIP_TAC THEN REPEAT(COND_CASES_TAC THEN ASM_REWRITE_TAC[]) THEN
  ASM_MESON_TAC[LE; ARITH_RULE `~(SUC k <= k)`]);;
let DET_LINEAR_ROWS_VSUM = 
prove (`!s a. FINITE s ==> det((lambda i. vsum s (a i)):real^N^N) = sum {f | (!i. 1 <= i /\ i <= dimindex(:N) ==> f(i) IN s) /\ !i. ~(1 <= i /\ i <= dimindex(:N)) ==> f(i) = i} (\f. det((lambda i. a i (f i)):real^N^N))`,
let lemma = prove
   (`(lambda i. if i <= dimindex(:N) then x(i) else y(i)):real^N^N =
     (lambda i. x(i))`,
    SIMP_TAC[CART_EQ; LAMBDA_BETA]) in
  REPEAT STRIP_TAC THEN
  MP_TAC(SPECL [`s:num->bool`; `dimindex(:N)`] DET_LINEAR_ROWS_VSUM_LEMMA) THEN
  ASM_REWRITE_TAC[LE_REFL; lemma] THEN SIMP_TAC[]);;
let MATRIX_MUL_VSUM_ALT = 
prove (`!A:real^N^N B:real^N^N. A ** B = lambda i. vsum (1..dimindex(:N)) (\k. A$i$k % B$k)`,
let DET_ROWS_MUL = 
prove (`!a c. det((lambda i. c(i) % a(i)):real^N^N) = product(1..dimindex(:N)) (\i. c(i)) * det((lambda i. a(i)):real^N^N)`,
REPEAT GEN_TAC THEN SIMP_TAC[det; LAMBDA_BETA] THEN SIMP_TAC[GSYM SUM_LMUL; FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN MATCH_MP_TAC SUM_EQ THEN SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN X_GEN_TAC `p:num->num` THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_TAC THEN MATCH_MP_TAC(REAL_RING `b = c * d ==> s * b = c * s * d`) THEN SIMP_TAC[GSYM PRODUCT_MUL_NUMSEG] THEN MATCH_MP_TAC PRODUCT_EQ_NUMSEG THEN ASM_MESON_TAC[PERMUTES_IN_IMAGE; IN_NUMSEG; VECTOR_MUL_COMPONENT]);;
let DET_MUL = 
prove (`!A B:real^N^N. det(A ** B) = det(A) * det(B)`,
REPEAT GEN_TAC THEN REWRITE_TAC[MATRIX_MUL_VSUM_ALT] THEN SIMP_TAC[DET_LINEAR_ROWS_VSUM; FINITE_NUMSEG] THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `sum {p | p permutes 1..dimindex(:N)} (\f. det (lambda i. (A:real^N^N)$i$f i % (B:real^N^N)$f i))` THEN CONJ_TAC THENL [REWRITE_TAC[DET_ROWS_MUL] THEN MATCH_MP_TAC SUM_SUPERSET THEN SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN REWRITE_TAC[SUBSET; IN_ELIM_THM] THEN CONJ_TAC THENL [MESON_TAC[permutes; IN_NUMSEG]; ALL_TAC] THEN X_GEN_TAC `f:num->num` THEN REWRITE_TAC[permutes; IN_NUMSEG] THEN DISCH_THEN(CONJUNCTS_THEN2 STRIP_ASSUME_TAC MP_TAC) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN REWRITE_TAC[REAL_ENTIRE] THEN DISJ2_TAC THEN MATCH_MP_TAC DET_IDENTICAL_ROWS THEN MP_TAC(ISPECL [`1..dimindex(:N)`; `f:num->num`] SURJECTIVE_IFF_INJECTIVE) THEN ASM_REWRITE_TAC[SUBSET; IN_NUMSEG; FINITE_NUMSEG; FORALL_IN_IMAGE] THEN MATCH_MP_TAC(TAUT `(~b ==> c) /\ (b ==> ~a) ==> (a <=> b) ==> c`) THEN CONJ_TAC THENL [REWRITE_TAC[NOT_FORALL_THM] THEN REPEAT(MATCH_MP_TAC MONO_EXISTS THEN GEN_TAC) THEN SIMP_TAC[CART_EQ; LAMBDA_BETA; row; NOT_IMP]; ALL_TAC] THEN DISCH_TAC THEN SUBGOAL_THEN `!x y. (f:num->num)(x) = f(y) ==> x = y` ASSUME_TAC THENL [REPEAT GEN_TAC THEN ASM_CASES_TAC `1 <= x /\ x <= dimindex(:N)` THEN ASM_CASES_TAC `1 <= y /\ y <= dimindex(:N)` THEN ASM_MESON_TAC[]; ALL_TAC] THEN ASM_MESON_TAC[]; ALL_TAC] THEN SIMP_TAC[det; REAL_MUL_SUM; FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN MATCH_MP_TAC SUM_EQ THEN SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN X_GEN_TAC `p:num->num` THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_TAC THEN FIRST_ASSUM(fun th -> GEN_REWRITE_TAC RAND_CONV [MATCH_MP SUM_PERMUTATIONS_COMPOSE_R (MATCH_MP PERMUTES_INVERSE th)]) THEN MATCH_MP_TAC SUM_EQ THEN SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN X_GEN_TAC `q:num->num` THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_TAC THEN REWRITE_TAC[o_THM] THEN ONCE_REWRITE_TAC[AC REAL_MUL_AC `(p * x) * (q * y) = (p * q) * (x * y)`] THEN BINOP_TAC THENL [SUBGOAL_THEN `sign(q o inverse p) = sign(p:num->num) * sign(q:num->num)` (fun t -> SIMP_TAC[REAL_MUL_ASSOC; SIGN_IDEMPOTENT; REAL_MUL_LID; t]) THEN ASM_MESON_TAC[SIGN_COMPOSE; PERMUTES_INVERSE; PERMUTATION_PERMUTES; FINITE_NUMSEG; SIGN_INVERSE; REAL_MUL_SYM]; ALL_TAC] THEN GEN_REWRITE_TAC (RAND_CONV o RAND_CONV) [MATCH_MP PRODUCT_PERMUTE_NUMSEG (ASSUME `p permutes 1..dimindex(:N)`)] THEN SIMP_TAC[GSYM PRODUCT_MUL; FINITE_NUMSEG] THEN MATCH_MP_TAC PRODUCT_EQ_NUMSEG THEN ASM_SIMP_TAC[LAMBDA_BETA; LAMBDA_BETA_PERM; o_THM] THEN X_GEN_TAC `i:num` THEN STRIP_TAC THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `(A:real^N^N)$i$p(i) * (B:real^N^N)$p(i)$q(i)` THEN CONJ_TAC THENL [ASM_MESON_TAC[VECTOR_MUL_COMPONENT; PERMUTES_IN_IMAGE; IN_NUMSEG]; ASM_MESON_TAC[PERMUTES_INVERSES]]);;
(* ------------------------------------------------------------------------- *) (* Relation to invertibility. *) (* ------------------------------------------------------------------------- *)
let INVERTIBLE_DET_NZ = 
prove (`!A:real^N^N. invertible(A) <=> ~(det A = &0)`,
GEN_TAC THEN EQ_TAC THENL [REWRITE_TAC[INVERTIBLE_RIGHT_INVERSE; LEFT_IMP_EXISTS_THM] THEN GEN_TAC THEN DISCH_THEN(MP_TAC o AP_TERM `det:real^N^N->real`) THEN REWRITE_TAC[DET_MUL; DET_I] THEN CONV_TAC REAL_RING; ALL_TAC] THEN ONCE_REWRITE_TAC[GSYM CONTRAPOS_THM] THEN REWRITE_TAC[INVERTIBLE_RIGHT_INVERSE] THEN REWRITE_TAC[MATRIX_RIGHT_INVERTIBLE_INDEPENDENT_ROWS] THEN REWRITE_TAC[NOT_FORALL_THM; NOT_IMP] THEN REWRITE_TAC[RIGHT_AND_EXISTS_THM; LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`c:num->real`; `i:num`] THEN STRIP_TAC THEN MP_TAC(SPECL [`A:real^N^N`; `i:num`; `--(row i (A:real^N^N))`] DET_ROW_SPAN) THEN ANTS_TAC THENL [ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `--(row i (A:real^N^N)) = vsum ((1..dimindex(:N)) DELETE i) (\j. inv(c i) % c j % row j A)` SUBST1_TAC THENL [ASM_SIMP_TAC[VSUM_DELETE_CASES; FINITE_NUMSEG; IN_NUMSEG; VSUM_LMUL] THEN ASM_SIMP_TAC[VECTOR_MUL_ASSOC; REAL_MUL_LINV] THEN VECTOR_ARITH_TAC; ALL_TAC] THEN MATCH_MP_TAC SPAN_VSUM THEN REWRITE_TAC[FINITE_NUMSEG; IN_NUMSEG; FINITE_DELETE; IN_DELETE] THEN X_GEN_TAC `j:num` THEN STRIP_TAC THEN REPEAT(MATCH_MP_TAC SPAN_MUL) THEN MATCH_MP_TAC(CONJUNCT1 SPAN_CLAUSES) THEN REWRITE_TAC[IN_ELIM_THM] THEN ASM_MESON_TAC[]; ALL_TAC] THEN DISCH_THEN(SUBST1_TAC o SYM) THEN MATCH_MP_TAC DET_ZERO_ROW THEN EXISTS_TAC `i:num` THEN ASM_SIMP_TAC[row; CART_EQ; LAMBDA_BETA; VEC_COMPONENT; VECTOR_ARITH `x + --x:real^N = vec 0`]);;
let DET_EQ_0 = 
prove (`!A:real^N^N. det(A) = &0 <=> ~invertible(A)`,
REWRITE_TAC[INVERTIBLE_DET_NZ]);;
let MATRIX_MUL_LINV = 
prove (`!A:real^N^N. ~(det A = &0) ==> matrix_inv A ** A = mat 1`,
SIMP_TAC[MATRIX_INV; DET_EQ_0]);;
let MATRIX_MUL_RINV = 
prove (`!A:real^N^N. ~(det A = &0) ==> A ** matrix_inv A = mat 1`,
SIMP_TAC[MATRIX_INV; DET_EQ_0]);;
let DET_MATRIX_EQ_0 = 
prove (`!f:real^N->real^N. linear f ==> (det(matrix f) = &0 <=> ~(?g. linear g /\ f o g = I /\ g o f = I))`,
let DET_MATRIX_EQ_0_LEFT = 
prove (`!f:real^N->real^N. linear f ==> (det(matrix f) = &0 <=> ~(?g. linear g /\ g o f = I))`,
SIMP_TAC[DET_MATRIX_EQ_0] THEN MESON_TAC[LINEAR_INVERSE_LEFT]);;
let DET_MATRIX_EQ_0_RIGHT = 
prove (`!f:real^N->real^N. linear f ==> (det(matrix f) = &0 <=> ~(?g. linear g /\ f o g = I))`,
SIMP_TAC[DET_MATRIX_EQ_0] THEN MESON_TAC[LINEAR_INVERSE_LEFT]);;
let DET_EQ_0_RANK = 
prove (`!A:real^N^N. det A = &0 <=> rank A < dimindex(:N)`,
REWRITE_TAC[DET_EQ_0; INVERTIBLE_LEFT_INVERSE; GSYM FULL_RANK_INJECTIVE; MATRIX_LEFT_INVERTIBLE_INJECTIVE] THEN GEN_TAC THEN MP_TAC(ISPEC `A:real^N^N` RANK_BOUND) THEN ARITH_TAC);;
let HOMOGENEOUS_LINEAR_EQUATIONS_DET = 
prove (`!A:real^N^N. (?x. ~(x = vec 0) /\ A ** x = vec 0) <=> det A = &0`,
GEN_TAC THEN REWRITE_TAC[MATRIX_NONFULL_LINEAR_EQUATIONS_EQ; DET_EQ_0_RANK] THEN MATCH_MP_TAC(ARITH_RULE `r <= MIN N N ==> (~(r = N) <=> r < N)`) THEN REWRITE_TAC[RANK_BOUND]);;
let INVERTIBLE_MATRIX_MUL = 
prove (`!A:real^N^N B:real^N^N. invertible(A ** B) <=> invertible A /\ invertible B`,
REWRITE_TAC[INVERTIBLE_DET_NZ; DET_MUL; DE_MORGAN_THM; REAL_ENTIRE]);;
let MATRIX_INV_MUL = 
prove (`!A:real^N^N B:real^N^N. invertible A /\ invertible B ==> matrix_inv(A ** B) = matrix_inv B ** matrix_inv A`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC MATRIX_INV_UNIQUE THEN ONCE_REWRITE_TAC[MATRIX_MUL_ASSOC] THEN GEN_REWRITE_TAC (BINOP_CONV o LAND_CONV o LAND_CONV) [GSYM MATRIX_MUL_ASSOC] THEN ASM_SIMP_TAC[MATRIX_MUL_LINV; DET_EQ_0; MATRIX_MUL_RID; MATRIX_MUL_RINV]);;
(* ------------------------------------------------------------------------- *) (* Cramer's rule. *) (* ------------------------------------------------------------------------- *)
let CRAMER_LEMMA_TRANSP = 
prove (`!A:real^N^N x:real^N. 1 <= k /\ k <= dimindex(:N) ==> det((lambda i. if i = k then vsum(1..dimindex(:N)) (\i. x$i % row i A) else row i A):real^N^N) = x$k * det A`,
REPEAT STRIP_TAC THEN SUBGOAL_THEN `1..dimindex(:N) = k INSERT ((1..dimindex(:N)) DELETE k)` SUBST1_TAC THENL [ASM_MESON_TAC[INSERT_DELETE; IN_NUMSEG]; ALL_TAC] THEN SIMP_TAC[VSUM_CLAUSES; FINITE_NUMSEG; FINITE_DELETE; IN_DELETE] THEN REWRITE_TAC[VECTOR_ARITH `(x:real^N)$k % row k (A:real^N^N) + s = (x$k - &1) % row k A + row k A + s`] THEN W(MP_TAC o PART_MATCH (lhs o rand) DET_ROW_ADD o lhand o snd) THEN ASM_SIMP_TAC[DET_ROW_MUL] THEN DISCH_THEN(K ALL_TAC) THEN MATCH_MP_TAC(REAL_RING `d = d' /\ e = d' ==> (c - &1) * d + e = c * d'`) THEN CONJ_TAC THENL [AP_TERM_TAC THEN ASM_SIMP_TAC[CART_EQ; LAMBDA_BETA] THEN REPEAT STRIP_TAC THEN COND_CASES_TAC THEN ASM_SIMP_TAC[LAMBDA_BETA; row]; MATCH_MP_TAC DET_ROW_SPAN THEN ASM_REWRITE_TAC[] THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC SPAN_VSUM THEN REWRITE_TAC[FINITE_NUMSEG; IN_NUMSEG; FINITE_DELETE; IN_DELETE] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC SPAN_MUL THEN MATCH_MP_TAC(CONJUNCT1 SPAN_CLAUSES) THEN REWRITE_TAC[IN_ELIM_THM] THEN ASM_MESON_TAC[]]);;
let CRAMER_LEMMA = 
prove (`!A:real^N^N x:real^N. 1 <= k /\ k <= dimindex(:N) ==> det((lambda i j. if j = k then (A**x)$i else A$i$j):real^N^N) = x$k * det(A)`,
REPEAT GEN_TAC THEN DISCH_TAC THEN REWRITE_TAC[MATRIX_MUL_VSUM] THEN FIRST_ASSUM(MP_TAC o SYM o SPECL [`transp(A:real^N^N)`; `x:real^N`] o MATCH_MP CRAMER_LEMMA_TRANSP) THEN REWRITE_TAC[DET_TRANSP] THEN DISCH_THEN SUBST1_TAC THEN GEN_REWRITE_TAC LAND_CONV [GSYM DET_TRANSP] THEN AP_TERM_TAC THEN ASM_SIMP_TAC[CART_EQ; transp; LAMBDA_BETA; MATRIX_MUL_VSUM; row; column; COND_COMPONENT; VECTOR_MUL_COMPONENT; VSUM_COMPONENT]);;
let CRAMER = 
prove (`!A:real^N^N x b. ~(det(A) = &0) ==> (A ** x = b <=> x = lambda k. det((lambda i j. if j = k then b$i else A$i$j):real^N^N) / det(A))`,
GEN_TAC THEN REWRITE_TAC[RIGHT_FORALL_IMP_THM] THEN DISCH_TAC THEN ONCE_REWRITE_TAC[SWAP_FORALL_THM] THEN GEN_TAC THEN MATCH_MP_TAC(MESON[] `(?x. p(x)) /\ (!x. p(x) ==> x = a) ==> !x. p(x) <=> x = a`) THEN CONJ_TAC THENL [MP_TAC(SPEC `A:real^N^N` INVERTIBLE_DET_NZ) THEN ASM_MESON_TAC[invertible; MATRIX_VECTOR_MUL_ASSOC; MATRIX_VECTOR_MUL_LID]; GEN_TAC THEN DISCH_THEN(SUBST1_TAC o SYM) THEN ASM_SIMP_TAC[CART_EQ; CRAMER_LEMMA; LAMBDA_BETA; REAL_FIELD `~(z = &0) ==> (x = y / z <=> x * z = y)`]]);;
(* ------------------------------------------------------------------------- *) (* Variants of Cramer's rule for matrix-matrix multiplication. *) (* ------------------------------------------------------------------------- *)
let CRAMER_MATRIX_LEFT = 
prove (`!A:real^N^N X:real^N^N B:real^N^N. ~(det A = &0) ==> (X ** A = B <=> X = lambda k l. det((lambda i j. if j = l then B$k$i else A$j$i):real^N^N) / det A)`,
REPEAT STRIP_TAC THEN ONCE_REWRITE_TAC[CART_EQ] THEN ASM_SIMP_TAC[MATRIX_MUL_COMPONENT; CRAMER; DET_TRANSP] THEN SIMP_TAC[CART_EQ; LAMBDA_BETA] THEN REPLICATE_TAC 2 (AP_TERM_TAC THEN ABS_TAC THEN AP_TERM_TAC) THEN AP_TERM_TAC THEN AP_THM_TAC THEN AP_TERM_TAC THEN AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA; transp]);;
let CRAMER_MATRIX_RIGHT = 
prove (`!A:real^N^N X:real^N^N B:real^N^N. ~(det A = &0) ==> (A ** X = B <=> X = lambda k l. det((lambda i j. if j = k then B$i$l else A$i$j):real^N^N) / det A)`,
REPEAT STRIP_TAC THEN GEN_REWRITE_TAC LAND_CONV [GSYM TRANSP_EQ] THEN REWRITE_TAC[MATRIX_TRANSP_MUL] THEN ASM_SIMP_TAC[CRAMER_MATRIX_LEFT; DET_TRANSP] THEN GEN_REWRITE_TAC LAND_CONV [GSYM TRANSP_EQ] THEN REWRITE_TAC[TRANSP_TRANSP] THEN AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA; transp] THEN REPEAT(GEN_TAC THEN STRIP_TAC) THEN AP_THM_TAC THEN AP_TERM_TAC THEN AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA; transp]);;
let CRAMER_MATRIX_RIGHT_INVERSE = 
prove (`!A:real^N^N A':real^N^N. A ** A' = mat 1 <=> ~(det A = &0) /\ A' = lambda k l. det((lambda i j. if j = k then if i = l then &1 else &0 else A$i$j):real^N^N) / det A`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `det(A:real^N^N) = &0` THENL [ASM_REWRITE_TAC[] THEN DISCH_THEN(MP_TAC o AP_TERM `det:real^N^N->real`) THEN ASM_REWRITE_TAC[DET_MUL; DET_I] THEN REAL_ARITH_TAC; ASM_SIMP_TAC[CRAMER_MATRIX_RIGHT] THEN AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA] THEN REPEAT(GEN_TAC THEN STRIP_TAC) THEN AP_THM_TAC THEN AP_TERM_TAC THEN AP_TERM_TAC THEN ASM_SIMP_TAC[CART_EQ; LAMBDA_BETA; mat]]);;
let CRAMER_MATRIX_LEFT_INVERSE = 
prove (`!A:real^N^N A':real^N^N. A' ** A = mat 1 <=> ~(det A = &0) /\ A' = lambda k l. det((lambda i j. if j = l then if i = k then &1 else &0 else A$j$i):real^N^N) / det A`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `det(A:real^N^N) = &0` THENL [ASM_REWRITE_TAC[] THEN DISCH_THEN(MP_TAC o AP_TERM `det:real^N^N->real`) THEN ASM_REWRITE_TAC[DET_MUL; DET_I] THEN REAL_ARITH_TAC; ASM_SIMP_TAC[CRAMER_MATRIX_LEFT] THEN AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA] THEN REPEAT(GEN_TAC THEN STRIP_TAC) THEN AP_THM_TAC THEN AP_TERM_TAC THEN AP_TERM_TAC THEN ASM_SIMP_TAC[CART_EQ; LAMBDA_BETA; mat] THEN MESON_TAC[]]);;
(* ------------------------------------------------------------------------- *) (* Cofactors and their relationship to inverse matrices. *) (* ------------------------------------------------------------------------- *)
let cofactor = new_definition
  `(cofactor:real^N^N->real^N^N) A =
        lambda i j. det((lambda k l. if k = i /\ l = j then &1
                                     else if k = i \/ l = j then &0
                                     else A$k$l):real^N^N)`;;
let COFACTOR_TRANSP = 
prove (`!A:real^N^N. cofactor(transp A) = transp(cofactor A)`,
SIMP_TAC[cofactor; CART_EQ; LAMBDA_BETA; transp] THEN REPEAT STRIP_TAC THEN GEN_REWRITE_TAC RAND_CONV [GSYM DET_TRANSP] THEN AP_TERM_TAC THEN SIMP_TAC[cofactor; CART_EQ; LAMBDA_BETA; transp] THEN MESON_TAC[]);;
let COFACTOR_COLUMN = 
prove (`!A:real^N^N. cofactor A = lambda i j. det((lambda k l. if l = j then if k = i then &1 else &0 else A$k$l):real^N^N)`,
GEN_TAC THEN CONV_TAC SYM_CONV THEN SIMP_TAC[cofactor; CART_EQ; LAMBDA_BETA] THEN X_GEN_TAC `i:num` THEN STRIP_TAC THEN X_GEN_TAC `j:num` THEN STRIP_TAC THEN REWRITE_TAC[det] THEN MATCH_MP_TAC SUM_EQ THEN REWRITE_TAC[FORALL_IN_GSPEC] THEN GEN_TAC THEN DISCH_TAC THEN AP_TERM_TAC THEN ASM_CASES_TAC `(p:num->num) i = j` THENL [MATCH_MP_TAC PRODUCT_EQ THEN X_GEN_TAC `k:num` THEN SIMP_TAC[IN_NUMSEG; LAMBDA_BETA] THEN STRIP_TAC THEN SUBGOAL_THEN `(p:num->num) k IN 1..dimindex(:N)` MP_TAC THENL [ASM_MESON_TAC[PERMUTES_IN_IMAGE; IN_NUMSEG]; SIMP_TAC[LAMBDA_BETA; IN_NUMSEG] THEN STRIP_TAC] THEN ASM_CASES_TAC `(p:num->num) k = j` THEN ASM_REWRITE_TAC[] THEN COND_CASES_TAC THEN ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[]; MATCH_MP_TAC(REAL_ARITH `s = &0 /\ t = &0 ==> s = t`) THEN ASM_SIMP_TAC[PRODUCT_EQ_0; FINITE_NUMSEG] THEN CONJ_TAC THEN EXISTS_TAC `inverse (p:num->num) j` THEN ASM_SIMP_TAC[IN_NUMSEG; LAMBDA_BETA] THEN (SUBGOAL_THEN `inverse(p:num->num) j IN 1..dimindex(:N)` MP_TAC THENL [ASM_MESON_TAC[PERMUTES_IN_IMAGE; PERMUTES_INVERSE; IN_NUMSEG]; SIMP_TAC[LAMBDA_BETA; IN_NUMSEG] THEN STRIP_TAC] THEN SUBGOAL_THEN `(p:num->num)(inverse p j) = j` SUBST1_TAC THENL [ASM_MESON_TAC[PERMUTES_INVERSES; IN_NUMSEG]; ASM_SIMP_TAC[LAMBDA_BETA] THEN ASM_MESON_TAC[PERMUTES_INVERSE_EQ]])]);;
let COFACTOR_ROW = 
prove (`!A:real^N^N. cofactor A = lambda i j. det((lambda k l. if k = i then if l = j then &1 else &0 else A$k$l):real^N^N)`,
GEN_TAC THEN ONCE_REWRITE_TAC[GSYM TRANSP_EQ] THEN REWRITE_TAC[GSYM COFACTOR_TRANSP] THEN SIMP_TAC[COFACTOR_COLUMN; CART_EQ; LAMBDA_BETA; transp] THEN REPEAT STRIP_TAC THEN GEN_REWRITE_TAC RAND_CONV [GSYM DET_TRANSP] THEN AP_TERM_TAC THEN SIMP_TAC[cofactor; CART_EQ; LAMBDA_BETA; transp]);;
let MATRIX_RIGHT_INVERSE_COFACTOR = 
prove (`!A:real^N^N A':real^N^N. A ** A' = mat 1 <=> ~(det A = &0) /\ A' = inv(det A) %% transp(cofactor A)`,
REPEAT GEN_TAC THEN REWRITE_TAC[CRAMER_MATRIX_RIGHT_INVERSE] THEN ASM_CASES_TAC `det(A:real^N^N) = &0` THEN ASM_REWRITE_TAC[] THEN AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA; MATRIX_CMUL_COMPONENT] THEN X_GEN_TAC `k:num` THEN STRIP_TAC THEN X_GEN_TAC `l:num` THEN STRIP_TAC THEN REWRITE_TAC[ONCE_REWRITE_RULE[REAL_MUL_SYM] real_div] THEN AP_TERM_TAC THEN ASM_SIMP_TAC[transp; COFACTOR_COLUMN; LAMBDA_BETA] THEN AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA]);;
let MATRIX_LEFT_INVERSE_COFACTOR = 
prove (`!A:real^N^N A':real^N^N. A' ** A = mat 1 <=> ~(det A = &0) /\ A' = inv(det A) %% transp(cofactor A)`,
REPEAT GEN_TAC THEN ONCE_REWRITE_TAC[MATRIX_LEFT_RIGHT_INVERSE] THEN REWRITE_TAC[MATRIX_RIGHT_INVERSE_COFACTOR]);;
let MATRIX_INV_COFACTOR = 
prove (`!A. ~(det A = &0) ==> matrix_inv A = inv(det A) %% transp(cofactor A)`,
GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP MATRIX_MUL_LINV) THEN SIMP_TAC[MATRIX_LEFT_INVERSE_COFACTOR]);;
let COFACTOR_MATRIX_INV = 
prove (`!A:real^N^N. ~(det A = &0) ==> cofactor A = det(A) %% transp(matrix_inv A)`,
let COFACTOR_I = 
prove (`cofactor(mat 1:real^N^N) = mat 1`,
SIMP_TAC[COFACTOR_MATRIX_INV; DET_I; REAL_OF_NUM_EQ; ARITH_EQ] THEN REWRITE_TAC[MATRIX_INV_I; MATRIX_CMUL_LID; TRANSP_MAT]);;
let DET_COFACTOR_EXPANSION = 
prove (`!A:real^N^N i. 1 <= i /\ i <= dimindex(:N) ==> det A = sum (1..dimindex(:N)) (\j. A$i$j * (cofactor A)$i$j)`,
REPEAT STRIP_TAC THEN ASM_SIMP_TAC[COFACTOR_COLUMN; LAMBDA_BETA; det] THEN REWRITE_TAC[GSYM SUM_LMUL] THEN W(MP_TAC o PART_MATCH (lhand o rand) SUM_SWAP o rand o snd) THEN ANTS_TAC THENL [SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG]; ALL_TAC] THEN DISCH_THEN SUBST1_TAC THEN MATCH_MP_TAC SUM_EQ THEN REWRITE_TAC[FORALL_IN_GSPEC] THEN GEN_TAC THEN DISCH_TAC THEN ONCE_REWRITE_TAC[REAL_ARITH `a * s * p:real = s * a * p`] THEN REWRITE_TAC[SUM_LMUL] THEN AP_TERM_TAC THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `sum (1..dimindex (:N)) (\j. (A:real^N^N)$i$j * product (inverse p j INSERT ((1..dimindex(:N)) DELETE (inverse p j))) (\k. if k = inverse p j then if k = i then &1 else &0 else A$k$(p k)))` THEN CONJ_TAC THENL [SIMP_TAC[PRODUCT_CLAUSES; FINITE_DELETE; FINITE_PERMUTATIONS; FINITE_NUMSEG; IN_DELETE] THEN SUBGOAL_THEN `!j. inverse (p:num->num) j = i <=> j = p i` (fun th -> REWRITE_TAC[th]) THENL [ASM_MESON_TAC[PERMUTES_INVERSES; IN_NUMSEG]; ALL_TAC] THEN REWRITE_TAC[REAL_ARITH `x * (if p then &1 else &0) * y = if p then x * y else &0`] THEN SIMP_TAC[SUM_DELTA] THEN COND_CASES_TAC THENL [ALL_TAC; ASM_MESON_TAC[PERMUTES_IN_IMAGE; IN_NUMSEG]] THEN SUBGOAL_THEN `1..dimindex(:N) = i INSERT ((1..dimindex(:N)) DELETE i)` (fun th -> GEN_REWRITE_TAC (LAND_CONV o ONCE_DEPTH_CONV) [th]) THENL [ASM_SIMP_TAC[IN_NUMSEG; SET_RULE `s = x INSERT (s DELETE x) <=> x IN s`]; SIMP_TAC[PRODUCT_CLAUSES; FINITE_DELETE; FINITE_NUMSEG; IN_DELETE] THEN AP_TERM_TAC THEN MATCH_MP_TAC(MESON[PRODUCT_EQ] `s = t /\ (!x. x IN t ==> f x = g x) ==> product s f = product t g`) THEN SIMP_TAC[IN_DELETE] THEN ASM_MESON_TAC[PERMUTES_INVERSES; IN_NUMSEG]]; MATCH_MP_TAC SUM_EQ_NUMSEG THEN X_GEN_TAC `j:num` THEN STRIP_TAC THEN REWRITE_TAC[] THEN AP_TERM_TAC THEN MATCH_MP_TAC(MESON[PRODUCT_EQ] `s = t /\ (!x. x IN t ==> f x = g x) ==> product s f = product t g`) THEN CONJ_TAC THENL [REWRITE_TAC[SET_RULE `x INSERT (s DELETE x) = s <=> x IN s`] THEN ASM_MESON_TAC[PERMUTES_IN_IMAGE; IN_NUMSEG; PERMUTES_INVERSE]; X_GEN_TAC `k:num` THEN REWRITE_TAC[IN_NUMSEG] THEN STRIP_TAC THEN SUBGOAL_THEN `(p:num->num) k IN 1..dimindex(:N)` MP_TAC THENL [ASM_MESON_TAC[PERMUTES_IN_IMAGE; IN_NUMSEG]; ALL_TAC] THEN SIMP_TAC[LAMBDA_BETA; IN_NUMSEG] THEN ASM_MESON_TAC[PERMUTES_INVERSES; IN_NUMSEG]]]);;
let MATRIX_MUL_RIGHT_COFACTOR = 
prove (`!A:real^N^N. A ** transp(cofactor A) = det(A) %% mat 1`,
GEN_TAC THEN SIMP_TAC[CART_EQ; MATRIX_CMUL_COMPONENT; mat; matrix_mul; LAMBDA_BETA; transp] THEN X_GEN_TAC `i:num` THEN STRIP_TAC THEN X_GEN_TAC `i':num` THEN STRIP_TAC THEN COND_CASES_TAC THEN ASM_SIMP_TAC[GSYM DET_COFACTOR_EXPANSION; REAL_MUL_RID] THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `det((lambda k l. if k = i' then (A:real^N^N)$i$l else A$k$l):real^N^N)` THEN CONJ_TAC THENL [MP_TAC(GEN `A:real^N^N` (ISPECL [`A:real^N^N`; `i':num`] DET_COFACTOR_EXPANSION)) THEN ASM_REWRITE_TAC[] THEN ASM_SIMP_TAC[] THEN DISCH_THEN(K ALL_TAC) THEN MATCH_MP_TAC SUM_EQ THEN X_GEN_TAC `j:num` THEN REWRITE_TAC[IN_NUMSEG] THEN STRIP_TAC THEN ASM_SIMP_TAC[LAMBDA_BETA] THEN AP_TERM_TAC THEN ASM_SIMP_TAC[cofactor; LAMBDA_BETA] THEN AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA] THEN ASM_MESON_TAC[]; REWRITE_TAC[REAL_MUL_RZERO] THEN MATCH_MP_TAC DET_IDENTICAL_ROWS THEN MAP_EVERY EXISTS_TAC [`i:num`;` i':num`] THEN ASM_SIMP_TAC[CART_EQ; LAMBDA_BETA; row]]);;
let MATRIX_MUL_LEFT_COFACTOR = 
prove (`!A:real^N^N. transp(cofactor A) ** A = det(A) %% mat 1`,
GEN_TAC THEN ONCE_REWRITE_TAC[GSYM TRANSP_EQ] THEN REWRITE_TAC[MATRIX_TRANSP_MUL] THEN ONCE_REWRITE_TAC[GSYM COFACTOR_TRANSP] THEN REWRITE_TAC[MATRIX_MUL_RIGHT_COFACTOR; TRANSP_MATRIX_CMUL] THEN REWRITE_TAC[DET_TRANSP; TRANSP_MAT]);;
let COFACTOR_CMUL = 
prove (`!A:real^N^N c. cofactor(c %% A) = c pow (dimindex(:N) - 1) %% cofactor A`,
REPEAT GEN_TAC THEN SIMP_TAC[CART_EQ; cofactor; LAMBDA_BETA; MATRIX_CMUL_COMPONENT] THEN X_GEN_TAC `i:num` THEN STRIP_TAC THEN X_GEN_TAC `j:num` THEN STRIP_TAC THEN REWRITE_TAC[det; GSYM SUM_LMUL] THEN MATCH_MP_TAC SUM_EQ THEN REWRITE_TAC[FORALL_IN_GSPEC] THEN X_GEN_TAC `p:num->num` THEN DISCH_TAC THEN ONCE_REWRITE_TAC[REAL_ARITH `a * b * c:real = b * a * c`] THEN AP_TERM_TAC THEN SUBGOAL_THEN `1..dimindex (:N) = i INSERT ((1..dimindex (:N)) DELETE i)` SUBST1_TAC THENL [REWRITE_TAC[EXTENSION; IN_INSERT; IN_NUMSEG; IN_DELETE] THEN ASM_ARITH_TAC; SIMP_TAC[PRODUCT_CLAUSES; FINITE_DELETE; FINITE_NUMSEG; IN_DELETE]] THEN SUBGOAL_THEN `1 <= (p:num->num) i /\ p i <= dimindex(:N)` ASSUME_TAC THENL [FIRST_ASSUM(MP_TAC o MATCH_MP PERMUTES_IMAGE) THEN REWRITE_TAC[EXTENSION; IN_IMAGE; IN_NUMSEG] THEN ASM SET_TAC[]; ASM_SIMP_TAC[LAMBDA_BETA]] THEN COND_CASES_TAC THEN ASM_REWRITE_TAC[REAL_MUL_LZERO; REAL_MUL_RZERO] THEN SUBGOAL_THEN `dimindex(:N) - 1 = CARD((1..dimindex(:N)) DELETE i)` SUBST1_TAC THENL [ASM_SIMP_TAC[CARD_DELETE; FINITE_NUMSEG; IN_NUMSEG; CARD_NUMSEG_1]; ASM_SIMP_TAC[REAL_MUL_LID; GSYM PRODUCT_CONST; FINITE_NUMSEG; FINITE_DELETE; GSYM PRODUCT_MUL]] THEN MATCH_MP_TAC PRODUCT_EQ THEN X_GEN_TAC `k:num` THEN REWRITE_TAC[IN_DELETE; IN_NUMSEG] THEN STRIP_TAC THEN SUBGOAL_THEN `1 <= (p:num->num) k /\ p k <= dimindex(:N)` ASSUME_TAC THENL [FIRST_ASSUM(MP_TAC o MATCH_MP PERMUTES_IMAGE) THEN REWRITE_TAC[EXTENSION; IN_IMAGE; IN_NUMSEG] THEN ASM SET_TAC[]; ASM_SIMP_TAC[LAMBDA_BETA] THEN REAL_ARITH_TAC]);;
let COFACTOR_0 = 
prove (`cofactor(mat 0:real^N^N) = if dimindex(:N) = 1 then mat 1 else mat 0`,
MP_TAC(ISPECL [`mat 1:real^N^N`; `&0`] COFACTOR_CMUL) THEN REWRITE_TAC[MATRIX_CMUL_LZERO; COFACTOR_I; REAL_POW_ZERO] THEN DISCH_THEN SUBST1_TAC THEN SIMP_TAC[DIMINDEX_GE_1; ARITH_RULE `1 <= n ==> (n - 1 = 0 <=> n = 1)`] THEN COND_CASES_TAC THEN REWRITE_TAC[MATRIX_CMUL_LZERO; MATRIX_CMUL_LID]);;
(* ------------------------------------------------------------------------- *) (* Explicit formulas for low dimensions. *) (* ------------------------------------------------------------------------- *)
let PRODUCT_1 = 
prove (`product(1..1) f = f(1)`,
REWRITE_TAC[PRODUCT_SING_NUMSEG]);;
let PRODUCT_2 = 
prove (`!t. product(1..2) t = t(1) * t(2)`,
REWRITE_TAC[num_CONV `2`; PRODUCT_CLAUSES_NUMSEG] THEN REWRITE_TAC[PRODUCT_SING_NUMSEG; ARITH; REAL_MUL_ASSOC]);;
let PRODUCT_3 = 
prove (`!t. product(1..3) t = t(1) * t(2) * t(3)`,
REWRITE_TAC[num_CONV `3`; num_CONV `2`; PRODUCT_CLAUSES_NUMSEG] THEN REWRITE_TAC[PRODUCT_SING_NUMSEG; ARITH; REAL_MUL_ASSOC]);;
let PRODUCT_4 = 
prove (`!t. product(1..4) t = t(1) * t(2) * t(3) * t(4)`,
REWRITE_TAC[num_CONV `4`; num_CONV `3`; num_CONV `2`; PRODUCT_CLAUSES_NUMSEG] THEN REWRITE_TAC[PRODUCT_SING_NUMSEG; ARITH; REAL_MUL_ASSOC]);;
let DET_1 = 
prove (`!A:real^1^1. det A = A$1$1`,
REWRITE_TAC[det; DIMINDEX_1; PERMUTES_SING; NUMSEG_SING] THEN REWRITE_TAC[SUM_SING; SET_RULE `{x | x = a} = {a}`; PRODUCT_SING] THEN REWRITE_TAC[SIGN_I; I_THM] THEN REAL_ARITH_TAC);;
let DET_2 = 
prove (`!A:real^2^2. det A = A$1$1 * A$2$2 - A$1$2 * A$2$1`,
GEN_TAC THEN REWRITE_TAC[det; DIMINDEX_2] THEN CONV_TAC(LAND_CONV(RATOR_CONV(ONCE_DEPTH_CONV NUMSEG_CONV))) THEN SIMP_TAC[SUM_OVER_PERMUTATIONS_INSERT; FINITE_INSERT; FINITE_EMPTY; ARITH_EQ; IN_INSERT; NOT_IN_EMPTY] THEN REWRITE_TAC[PERMUTES_EMPTY; SUM_SING; SET_RULE `{x | x = a} = {a}`] THEN REWRITE_TAC[SWAP_REFL; I_O_ID] THEN REWRITE_TAC[GSYM(NUMSEG_CONV `1..2`); SUM_2] THEN SIMP_TAC[SUM_CLAUSES; FINITE_INSERT; FINITE_EMPTY; ARITH_EQ; IN_INSERT; NOT_IN_EMPTY] THEN SIMP_TAC[SIGN_COMPOSE; PERMUTATION_SWAP] THEN REWRITE_TAC[SIGN_SWAP; ARITH] THEN REWRITE_TAC[PRODUCT_2] THEN REWRITE_TAC[o_THM; swap; ARITH] THEN REAL_ARITH_TAC);;
let DET_3 = 
prove (`!A:real^3^3. det(A) = A$1$1 * A$2$2 * A$3$3 + A$1$2 * A$2$3 * A$3$1 + A$1$3 * A$2$1 * A$3$2 - A$1$1 * A$2$3 * A$3$2 - A$1$2 * A$2$1 * A$3$3 - A$1$3 * A$2$2 * A$3$1`,
GEN_TAC THEN REWRITE_TAC[det; DIMINDEX_3] THEN CONV_TAC(LAND_CONV(RATOR_CONV(ONCE_DEPTH_CONV NUMSEG_CONV))) THEN SIMP_TAC[SUM_OVER_PERMUTATIONS_INSERT; FINITE_INSERT; FINITE_EMPTY; ARITH_EQ; IN_INSERT; NOT_IN_EMPTY] THEN REWRITE_TAC[PERMUTES_EMPTY; SUM_SING; SET_RULE `{x | x = a} = {a}`] THEN REWRITE_TAC[SWAP_REFL; I_O_ID] THEN REWRITE_TAC[GSYM(NUMSEG_CONV `1..3`); SUM_3] THEN SIMP_TAC[SUM_CLAUSES; FINITE_INSERT; FINITE_EMPTY; ARITH_EQ; IN_INSERT; NOT_IN_EMPTY] THEN SIMP_TAC[SIGN_COMPOSE; PERMUTATION_SWAP] THEN REWRITE_TAC[SIGN_SWAP; ARITH] THEN REWRITE_TAC[PRODUCT_3] THEN REWRITE_TAC[o_THM; swap; ARITH] THEN REAL_ARITH_TAC);;
let DET_4 = 
prove (`!A:real^4^4. det(A) = A$1$1 * A$2$2 * A$3$3 * A$4$4 + A$1$1 * A$2$3 * A$3$4 * A$4$2 + A$1$1 * A$2$4 * A$3$2 * A$4$3 + A$1$2 * A$2$1 * A$3$4 * A$4$3 + A$1$2 * A$2$3 * A$3$1 * A$4$4 + A$1$2 * A$2$4 * A$3$3 * A$4$1 + A$1$3 * A$2$1 * A$3$2 * A$4$4 + A$1$3 * A$2$2 * A$3$4 * A$4$1 + A$1$3 * A$2$4 * A$3$1 * A$4$2 + A$1$4 * A$2$1 * A$3$3 * A$4$2 + A$1$4 * A$2$2 * A$3$1 * A$4$3 + A$1$4 * A$2$3 * A$3$2 * A$4$1 - A$1$1 * A$2$2 * A$3$4 * A$4$3 - A$1$1 * A$2$3 * A$3$2 * A$4$4 - A$1$1 * A$2$4 * A$3$3 * A$4$2 - A$1$2 * A$2$1 * A$3$3 * A$4$4 - A$1$2 * A$2$3 * A$3$4 * A$4$1 - A$1$2 * A$2$4 * A$3$1 * A$4$3 - A$1$3 * A$2$1 * A$3$4 * A$4$2 - A$1$3 * A$2$2 * A$3$1 * A$4$4 - A$1$3 * A$2$4 * A$3$2 * A$4$1 - A$1$4 * A$2$1 * A$3$2 * A$4$3 - A$1$4 * A$2$2 * A$3$3 * A$4$1 - A$1$4 * A$2$3 * A$3$1 * A$4$2`,
let lemma = prove
   (`(sum {3,4} f = f 3 + f 4) /\
     (sum {2,3,4} f = f 2 + f 3 + f 4)`,
    SIMP_TAC[SUM_CLAUSES; FINITE_INSERT; FINITE_EMPTY] THEN
    REWRITE_TAC[ARITH_EQ; IN_INSERT; NOT_IN_EMPTY] THEN REAL_ARITH_TAC) in
  GEN_TAC THEN REWRITE_TAC[det; DIMINDEX_4] THEN
  CONV_TAC(LAND_CONV(RATOR_CONV(ONCE_DEPTH_CONV NUMSEG_CONV))) THEN
  SIMP_TAC[SUM_OVER_PERMUTATIONS_INSERT; FINITE_INSERT; FINITE_EMPTY;
           ARITH_EQ; IN_INSERT; NOT_IN_EMPTY] THEN
  REWRITE_TAC[PERMUTES_EMPTY; SUM_SING; SET_RULE `{x | x = a} = {a}`] THEN
  REWRITE_TAC[SWAP_REFL; I_O_ID] THEN
  REWRITE_TAC[GSYM(NUMSEG_CONV `1..4`); SUM_4; lemma] THEN
  SIMP_TAC[SIGN_COMPOSE; PERMUTATION_SWAP; PERMUTATION_COMPOSE] THEN
  REWRITE_TAC[SIGN_SWAP; ARITH] THEN REWRITE_TAC[PRODUCT_4] THEN
  REWRITE_TAC[o_THM; swap; ARITH] THEN REAL_ARITH_TAC);;
(* ------------------------------------------------------------------------- *) (* Existence of the characteristic polynomial. *) (* ------------------------------------------------------------------------- *)
let CHARACTERISTIC_POLYNOMIAL = 
prove (`!A:real^N^N. ?a. a(dimindex(:N)) = &1 /\ !x. det(x %% mat 1 - A) = sum (0..dimindex(:N)) (\i. a i * x pow i)`,
GEN_TAC THEN REWRITE_TAC[det] THEN SUBGOAL_THEN `!p n. IMAGE p (1..dimindex(:N)) SUBSET 1..dimindex(:N) /\ n <= dimindex(:N) ==> ?a. a n = (if !i. 1 <= i /\ i <= n ==> p i = i then &1 else &0) /\ !x. product (1..n) (\i. (x %% mat 1 - A:real^N^N)$i$p i) = sum (0..n) (\i. a i * x pow i)` MP_TAC THENL [GEN_TAC THEN REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN DISCH_TAC THEN INDUCT_TAC THEN REWRITE_TAC[PRODUCT_CLAUSES_NUMSEG] THEN REWRITE_TAC[LE_0; ARITH_EQ; ARITH_RULE `1 <= SUC n`] THENL [EXISTS_TAC `\i. if i = 0 then &1 else &0` THEN SIMP_TAC[real_pow; REAL_MUL_LID; ARITH_RULE `1 <= i ==> ~(i <= 0)`; SUM_CLAUSES_NUMSEG]; DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o check (is_imp o concl)) THEN ASM_SIMP_TAC[ARITH_RULE `SUC n <= N ==> n <= N`] THEN DISCH_THEN(X_CHOOSE_THEN `a:num->real` STRIP_ASSUME_TAC) THEN ASM_REWRITE_TAC[] THEN REWRITE_TAC[MATRIX_SUB_COMPONENT; MATRIX_CMUL_COMPONENT] THEN ASSUME_TAC(ARITH_RULE `1 <= SUC n`) THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [SUBSET]) THEN REWRITE_TAC[FORALL_IN_IMAGE; IN_NUMSEG] THEN DISCH_THEN(MP_TAC o SPEC `SUC n`) THEN ASM_REWRITE_TAC[] THEN STRIP_TAC THEN ASM_SIMP_TAC[MAT_COMPONENT] THEN ASM_CASES_TAC `p(SUC n) = SUC n` THEN ASM_REWRITE_TAC[] THENL [ALL_TAC; EXISTS_TAC `\i. if i <= n then --((A:real^N^N)$(SUC n)$(p(SUC n))) * a i else &0` THEN SIMP_TAC[SUM_CLAUSES_NUMSEG; LE_0; ARITH_RULE `~(SUC n <= n)`] THEN CONJ_TAC THENL [COND_CASES_TAC THEN REWRITE_TAC[] THEN FIRST_X_ASSUM(MP_TAC o SPEC `SUC n`) THEN ASM_REWRITE_TAC[] THEN ASM_ARITH_TAC; REWRITE_TAC[REAL_MUL_LZERO; REAL_ADD_RID; GSYM SUM_RMUL] THEN GEN_TAC THEN MATCH_MP_TAC SUM_EQ_NUMSEG THEN REWRITE_TAC[] THEN REAL_ARITH_TAC]] THEN REWRITE_TAC[REAL_SUB_LDISTRIB; REAL_MUL_RID] THEN REWRITE_TAC[GSYM SUM_RMUL] THEN EXISTS_TAC `\i. (if i = 0 then &0 else a(i - 1)) - (if i = SUC n then &0 else (A:real^N^N)$(SUC n)$(SUC n) * a i)` THEN ASM_REWRITE_TAC[NOT_SUC; LE; SUC_SUB1; REAL_SUB_RZERO] THEN CONJ_TAC THENL [ASM_MESON_TAC[LE_REFL]; ALL_TAC] THEN REWRITE_TAC[REAL_SUB_RDISTRIB; SUM_SUB_NUMSEG] THEN GEN_TAC THEN BINOP_TAC THENL [SIMP_TAC[SUM_CLAUSES_LEFT; ARITH_RULE `0 <= SUC n`] THEN REWRITE_TAC[ADD1; SUM_OFFSET; ARITH_RULE `~(i + 1 = 0)`; ADD_SUB] THEN REWRITE_TAC[REAL_MUL_LZERO; REAL_POW_ADD; REAL_POW_1; REAL_ADD_LID]; SIMP_TAC[SUM_CLAUSES_NUMSEG; LE_0; REAL_MUL_LZERO; REAL_ADD_RID] THEN SIMP_TAC[ARITH_RULE `i <= n ==> ~(i = SUC n)`]] THEN MATCH_MP_TAC SUM_EQ_NUMSEG THEN REWRITE_TAC[REAL_ADD_LID; REAL_MUL_AC]]; GEN_REWRITE_TAC LAND_CONV [SWAP_FORALL_THM] THEN DISCH_THEN(MP_TAC o SPEC `dimindex(:N)`) THEN REWRITE_TAC[LE_REFL] THEN GEN_REWRITE_TAC (LAND_CONV o BINDER_CONV) [RIGHT_IMP_EXISTS_THM] THEN REWRITE_TAC[SKOLEM_THM; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `a:(num->num)->num->real` THEN DISCH_TAC] THEN EXISTS_TAC `\i:num. sum {p | p permutes 1..dimindex(:N)} (\p. sign p * a p i)` THEN REWRITE_TAC[] THEN CONJ_TAC THENL [MP_TAC(ISPECL [`\p:num->num. sign p * a p (dimindex(:N))`; `{p | p permutes 1..dimindex(:N)}`; `I:num->num`] SUM_DELETE) THEN SIMP_TAC[IN_ELIM_THM; PERMUTES_I; FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN MATCH_MP_TAC(REAL_ARITH `k = &1 /\ s' = &0 ==> s' = s - k ==> s = &1`) THEN CONJ_TAC THENL [FIRST_X_ASSUM(MP_TAC o SPEC `I:num->num`) THEN SIMP_TAC[IMAGE_I; SUBSET_REFL; SIGN_I; I_THM; REAL_MUL_LID]; MATCH_MP_TAC SUM_EQ_0 THEN X_GEN_TAC `p:num->num` THEN REWRITE_TAC[IN_ELIM_THM; IN_DELETE] THEN STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `p:num->num`) THEN ANTS_TAC THENL [ASM_MESON_TAC[PERMUTES_IMAGE; SUBSET_REFL]; ALL_TAC] THEN COND_CASES_TAC THEN SIMP_TAC[REAL_MUL_RZERO] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [permutes]) THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [FUN_EQ_THM]) THEN REWRITE_TAC[IN_NUMSEG; I_THM] THEN ASM_MESON_TAC[]]; X_GEN_TAC `x:real` THEN REWRITE_TAC[GSYM SUM_RMUL] THEN W(MP_TAC o PART_MATCH (lhs o rand) SUM_SWAP o rand o snd) THEN SIMP_TAC[FINITE_PERMUTATIONS; FINITE_NUMSEG] THEN DISCH_THEN SUBST1_TAC THEN MATCH_MP_TAC SUM_EQ THEN X_GEN_TAC `p:num->num` THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_TAC THEN REWRITE_TAC[GSYM REAL_MUL_ASSOC; SUM_LMUL] THEN AP_TERM_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `p:num->num`) THEN ANTS_TAC THENL [ASM_MESON_TAC[PERMUTES_IMAGE; SUBSET_REFL]; SIMP_TAC[]]]);;
(* ------------------------------------------------------------------------- *) (* Grassmann-Plucker relations for n = 2, n = 3 and n = 4. *) (* I have a proof of the general n case but the proof is a bit long and the *) (* result doesn't seem generally useful enough to go in the main theories. *) (* ------------------------------------------------------------------------- *)
let GRASSMANN_PLUCKER_2 = 
prove (`!x1 x2 y1 y2:real^2. det(vector[x1;x2]) * det(vector[y1;y2]) = det(vector[y1;x2]) * det(vector[x1;y2]) + det(vector[y2;x2]) * det(vector[y1;x1])`,
REWRITE_TAC[DET_2; VECTOR_2] THEN REAL_ARITH_TAC);;
let GRASSMANN_PLUCKER_3 = 
prove (`!x1 x2 x3 y1 y2 y3:real^3. det(vector[x1;x2;x3]) * det(vector[y1;y2;y3]) = det(vector[y1;x2;x3]) * det(vector[x1;y2;y3]) + det(vector[y2;x2;x3]) * det(vector[y1;x1;y3]) + det(vector[y3;x2;x3]) * det(vector[y1;y2;x1])`,
REWRITE_TAC[DET_3; VECTOR_3] THEN REAL_ARITH_TAC);;
let GRASSMANN_PLUCKER_4 = 
prove (`!x1 x2 x3 x4:real^4 y1 y2 y3 y4:real^4. det(vector[x1;x2;x3;x4]) * det(vector[y1;y2;y3;y4]) = det(vector[y1;x2;x3;x4]) * det(vector[x1;y2;y3;y4]) + det(vector[y2;x2;x3;x4]) * det(vector[y1;x1;y3;y4]) + det(vector[y3;x2;x3;x4]) * det(vector[y1;y2;x1;y4]) + det(vector[y4;x2;x3;x4]) * det(vector[y1;y2;y3;x1])`,
REWRITE_TAC[DET_4; VECTOR_4] THEN REAL_ARITH_TAC);;
(* ------------------------------------------------------------------------- *) (* Determinants of integer matrices. *) (* ------------------------------------------------------------------------- *)
let INTEGER_PRODUCT = 
prove (`!f s. (!x. x IN s ==> integer(f x)) ==> integer(product s f)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC PRODUCT_CLOSED THEN ASM_REWRITE_TAC[INTEGER_CLOSED]);;
let INTEGER_SIGN = 
prove (`!p. integer(sign p)`,
let INTEGER_DET = 
prove (`!M:real^N^N. (!i j. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) ==> integer(M$i$j)) ==> integer(det M)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[det] THEN MATCH_MP_TAC INTEGER_SUM THEN X_GEN_TAC `p:num->num` THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_TAC THEN MATCH_MP_TAC INTEGER_MUL THEN REWRITE_TAC[INTEGER_SIGN] THEN MATCH_MP_TAC INTEGER_PRODUCT THEN REWRITE_TAC[IN_NUMSEG] THEN REPEAT STRIP_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN ASM_MESON_TAC[IN_NUMSEG; permutes]);;
(* ------------------------------------------------------------------------- *) (* Diagonal matrices (for arbitrary rectangular matrix, not just square). *) (* ------------------------------------------------------------------------- *)
let diagonal_matrix = new_definition
 `diagonal_matrix(A:real^N^M) <=>
        !i j. 1 <= i /\ i <= dimindex(:M) /\
              1 <= j /\ j <= dimindex(:N) /\
              ~(i = j)
              ==> A$i$j = &0`;;
let TRANSP_DIAGONAL_MATRIX = 
prove (`!A:real^N^N. diagonal_matrix A ==> transp A = A`,
GEN_TAC THEN REWRITE_TAC[diagonal_matrix; CART_EQ; TRANSP_COMPONENT] THEN STRIP_TAC THEN X_GEN_TAC `i:num` THEN STRIP_TAC THEN X_GEN_TAC `j:num` THEN STRIP_TAC THEN ASM_CASES_TAC `i:num = j` THEN ASM_SIMP_TAC[]);;
(* ------------------------------------------------------------------------- *) (* Orthogonality of a transformation and matrix. *) (* ------------------------------------------------------------------------- *)
let orthogonal_transformation = new_definition
 `orthogonal_transformation(f:real^N->real^N) <=>
        linear f /\ !v w. f(v) dot f(w) = v dot w`;;
let ORTHOGONAL_TRANSFORMATION = 
prove (`!f. orthogonal_transformation f <=> linear f /\ !v. norm(f v) = norm(v)`,
GEN_TAC THEN REWRITE_TAC[orthogonal_transformation] THEN EQ_TAC THENL [MESON_TAC[vector_norm]; SIMP_TAC[DOT_NORM] THEN MESON_TAC[LINEAR_ADD]]);;
let ORTHOGONAL_TRANSFORMATION_COMPOSE = 
prove (`!f g. orthogonal_transformation f /\ orthogonal_transformation g ==> orthogonal_transformation(f o g)`,
let orthogonal_matrix = new_definition
 `orthogonal_matrix(Q:real^N^N) <=>
      transp(Q) ** Q = mat 1 /\ Q ** transp(Q) = mat 1`;;
let ORTHOGONAL_MATRIX = 
prove (`orthogonal_matrix(Q:real^N^N) <=> transp(Q) ** Q = mat 1`,
let ORTHOGONAL_MATRIX_ALT = 
prove (`!A:real^N^N. orthogonal_matrix A <=> A ** transp A = mat 1`,
let ORTHOGONAL_MATRIX_ID = 
prove (`orthogonal_matrix(mat 1)`,
let ORTHOGONAL_MATRIX_MUL = 
prove (`!A B. orthogonal_matrix A /\ orthogonal_matrix B ==> orthogonal_matrix(A ** B)`,
REWRITE_TAC[orthogonal_matrix; MATRIX_TRANSP_MUL] THEN REPEAT STRIP_TAC THEN ONCE_REWRITE_TAC[GSYM MATRIX_MUL_ASSOC] THEN GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [MATRIX_MUL_ASSOC] THEN ASM_REWRITE_TAC[MATRIX_MUL_LID; MATRIX_MUL_RID]);;
let ORTHOGONAL_TRANSFORMATION_MATRIX = 
prove (`!f:real^N->real^N. orthogonal_transformation f <=> linear f /\ orthogonal_matrix(matrix f)`,
REPEAT STRIP_TAC THEN EQ_TAC THENL [REWRITE_TAC[orthogonal_transformation; ORTHOGONAL_MATRIX] THEN STRIP_TAC THEN ASM_SIMP_TAC[CART_EQ; LAMBDA_BETA] THEN X_GEN_TAC `i:num` THEN STRIP_TAC THEN X_GEN_TAC `j:num` THEN STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o SPECL [`basis i:real^N`; `basis j:real^N`]) THEN FIRST_ASSUM(fun th -> REWRITE_TAC[GSYM(MATCH_MP MATRIX_WORKS th)]) THEN REWRITE_TAC[DOT_MATRIX_VECTOR_MUL] THEN ABBREV_TAC `A = transp (matrix f) ** matrix(f:real^N->real^N)` THEN ASM_SIMP_TAC[matrix_mul; columnvector; rowvector; basis; LAMBDA_BETA; SUM_DELTA; DIMINDEX_1; LE_REFL; dot; IN_NUMSEG; mat; MESON[REAL_MUL_LID; REAL_MUL_LZERO; REAL_MUL_RID; REAL_MUL_RZERO] `(if b then &1 else &0) * x = (if b then x else &0) /\ x * (if b then &1 else &0) = (if b then x else &0)`]; REWRITE_TAC[orthogonal_matrix; ORTHOGONAL_TRANSFORMATION; NORM_EQ] THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN FIRST_ASSUM(fun th -> REWRITE_TAC[GSYM(MATCH_MP MATRIX_WORKS th)]) THEN ASM_REWRITE_TAC[DOT_MATRIX_VECTOR_MUL] THEN SIMP_TAC[DOT_MATRIX_PRODUCT; MATRIX_MUL_LID]]);;
let ORTHOGONAL_MATRIX_TRANSFORMATION = 
prove (`!A:real^N^N. orthogonal_matrix A <=> orthogonal_transformation(\x. A ** x)`,
let ORTHOGONAL_MATRIX_MATRIX = 
prove (`!f:real^N->real^N. orthogonal_transformation f ==> orthogonal_matrix(matrix f)`,
let DET_ORTHOGONAL_MATRIX = 
prove (`!Q. orthogonal_matrix Q ==> det(Q) = &1 \/ det(Q) = -- &1`,
GEN_TAC THEN REWRITE_TAC[REAL_RING `x = &1 \/ x = -- &1 <=> x * x = &1`] THEN GEN_REWRITE_TAC (RAND_CONV o LAND_CONV o RAND_CONV) [GSYM DET_TRANSP] THEN SIMP_TAC[GSYM DET_MUL; orthogonal_matrix; DET_I]);;
let ORTHOGONAL_MATRIX_TRANSP = 
prove (`!A:real^N^N. orthogonal_matrix(transp A) <=> orthogonal_matrix A`,
let MATRIX_MUL_LTRANSP_DOT_COLUMN = 
prove (`!A:real^N^M. transp A ** A = (lambda i j. (column i A) dot (column j A))`,
let MATRIX_MUL_RTRANSP_DOT_ROW = 
prove (`!A:real^N^M. A ** transp A = (lambda i j. (row i A) dot (row j A))`,
let ORTHOGONAL_MATRIX_ORTHONORMAL_COLUMNS = 
prove (`!A:real^N^N. orthogonal_matrix A <=> (!i. 1 <= i /\ i <= dimindex(:N) ==> norm(column i A) = &1) /\ (!i j. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) /\ ~(i = j) ==> orthogonal (column i A) (column j A))`,
REWRITE_TAC[ORTHOGONAL_MATRIX] THEN SIMP_TAC[MATRIX_MUL_LTRANSP_DOT_COLUMN; CART_EQ; mat; LAMBDA_BETA] THEN REWRITE_TAC[orthogonal; NORM_EQ_1] THEN MESON_TAC[]);;
let ORTHOGONAL_MATRIX_ORTHONORMAL_ROWS = 
prove (`!A:real^N^N. orthogonal_matrix A <=> (!i. 1 <= i /\ i <= dimindex(:N) ==> norm(row i A) = &1) /\ (!i j. 1 <= i /\ i <= dimindex(:N) /\ 1 <= j /\ j <= dimindex(:N) /\ ~(i = j) ==> orthogonal (row i A) (row j A))`,
let ORTHOGONAL_MATRIX_ORTHONORMAL_ROWS_INDEXED = 
prove (`!A:real^N^N. orthogonal_matrix A <=> (!i. 1 <= i /\ i <= dimindex(:N) ==> norm(row i A) = &1) /\ pairwise (\i j. orthogonal (row i A) (row j A)) (1..dimindex(:N))`,
REPEAT GEN_TAC THEN REWRITE_TAC[ORTHOGONAL_MATRIX_ALT] THEN SIMP_TAC[CART_EQ; LAMBDA_BETA; pairwise; MAT_COMPONENT] THEN SIMP_TAC[MATRIX_MUL_RTRANSP_DOT_ROW; IN_NUMSEG; LAMBDA_BETA] THEN REWRITE_TAC[NORM_EQ_SQUARE; REAL_POS] THEN CONV_TAC REAL_RAT_REDUCE_CONV THEN REWRITE_TAC[orthogonal] THEN MESON_TAC[]);;
let ORTHOGONAL_MATRIX_ORTHONORMAL_ROWS_PAIRWISE = 
prove (`!A:real^N^N. orthogonal_matrix A <=> CARD(rows A) = dimindex(:N) /\ (!i. 1 <= i /\ i <= dimindex(:N) ==> norm(row i A) = &1) /\ pairwise orthogonal (rows A)`,
REWRITE_TAC[rows; ORTHOGONAL_MATRIX_ORTHONORMAL_ROWS_INDEXED] THEN GEN_TAC THEN ONCE_REWRITE_TAC[SIMPLE_IMAGE_GEN] THEN REWRITE_TAC[PAIRWISE_IMAGE; GSYM numseg] THEN MATCH_MP_TAC(TAUT `(p ==> (q <=> r /\ s)) ==> (p /\ q <=> r /\ p /\ s)`) THEN DISCH_TAC THEN GEN_REWRITE_TAC (RAND_CONV o LAND_CONV o RAND_CONV) [GSYM CARD_NUMSEG_1] THEN SIMP_TAC[CARD_IMAGE_EQ_INJ; FINITE_NUMSEG] THEN REWRITE_TAC[pairwise; IN_NUMSEG] THEN ASM_MESON_TAC[ORTHOGONAL_REFL; NORM_ARITH `~(norm(vec 0:real^N) = &1)`]);;
let ORTHOGONAL_MATRIX_ORTHONORMAL_ROWS_SPAN = 
prove (`!A:real^N^N. orthogonal_matrix A <=> span(rows A) = (:real^N) /\ (!i. 1 <= i /\ i <= dimindex(:N) ==> norm(row i A) = &1) /\ pairwise orthogonal (rows A)`,
GEN_TAC THEN REWRITE_TAC[ORTHOGONAL_MATRIX_ORTHONORMAL_ROWS_PAIRWISE] THEN EQ_TAC THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THENL [MATCH_MP_TAC(SET_RULE `UNIV SUBSET s ==> s = UNIV`) THEN MATCH_MP_TAC CARD_GE_DIM_INDEPENDENT THEN ASM_REWRITE_TAC[DIM_UNIV; SUBSET_UNIV; LE_REFL]; CONV_TAC SYM_CONV THEN REWRITE_TAC[GSYM DIM_UNIV] THEN FIRST_X_ASSUM(SUBST1_TAC o SYM) THEN REWRITE_TAC[DIM_SPAN] THEN MATCH_MP_TAC DIM_EQ_CARD] THEN MATCH_MP_TAC PAIRWISE_ORTHOGONAL_INDEPENDENT THEN ASM_REWRITE_TAC[rows; IN_ELIM_THM] THEN ASM_MESON_TAC[NORM_ARITH `~(norm(vec 0:real^N) = &1)`]);;
let ORTHOGONAL_MATRIX_ORTHONORMAL_COLUMNS_INDEXED = 
prove (`!A:real^N^N. orthogonal_matrix A <=> (!i. 1 <= i /\ i <= dimindex(:N) ==> norm(column i A) = &1) /\ pairwise (\i j. orthogonal (column i A) (column j A)) (1..dimindex(:N))`,
let ORTHOGONAL_MATRIX_ORTHONORMAL_COLUMNS_PAIRWISE = 
prove (`!A:real^N^N. orthogonal_matrix A <=> CARD(columns A) = dimindex(:N) /\ (!i. 1 <= i /\ i <= dimindex(:N) ==> norm(column i A) = &1) /\ pairwise orthogonal (columns A)`,
ONCE_REWRITE_TAC[GSYM ORTHOGONAL_MATRIX_TRANSP] THEN REWRITE_TAC[ORTHOGONAL_MATRIX_ORTHONORMAL_ROWS_PAIRWISE] THEN SIMP_TAC[ROW_TRANSP; ROWS_TRANSP]);;
let ORTHOGONAL_MATRIX_ORTHONORMAL_COLUMNS_SPAN = 
prove (`!A:real^N^N. orthogonal_matrix A <=> span(columns A) = (:real^N) /\ (!i. 1 <= i /\ i <= dimindex(:N) ==> norm(column i A) = &1) /\ pairwise orthogonal (columns A)`,
ONCE_REWRITE_TAC[GSYM ORTHOGONAL_MATRIX_TRANSP] THEN REWRITE_TAC[ORTHOGONAL_MATRIX_ORTHONORMAL_ROWS_SPAN] THEN SIMP_TAC[ROW_TRANSP; ROWS_TRANSP]);;
let ORTHOGONAL_MATRIX_2 = 
prove (`!A:real^2^2. orthogonal_matrix A <=> A$1$1 pow 2 + A$2$1 pow 2 = &1 /\ A$1$2 pow 2 + A$2$2 pow 2 = &1 /\ A$1$1 * A$1$2 + A$2$1 * A$2$2 = &0`,
SIMP_TAC[orthogonal_matrix; CART_EQ; matrix_mul; LAMBDA_BETA; TRANSP_COMPONENT; MAT_COMPONENT] THEN REWRITE_TAC[DIMINDEX_2; FORALL_2; SUM_2] THEN CONV_TAC NUM_REDUCE_CONV THEN CONV_TAC REAL_RING);;
let ORTHOGONAL_MATRIX_2_ALT = 
prove (`!A:real^2^2. orthogonal_matrix A <=> A$1$1 pow 2 + A$2$1 pow 2 = &1 /\ (A$1$1 = A$2$2 /\ A$1$2 = --(A$2$1) \/ A$1$1 = --(A$2$2) /\ A$1$2 = A$2$1)`,
REWRITE_TAC[ORTHOGONAL_MATRIX_2] THEN CONV_TAC REAL_RING);;
let ORTHOGONAL_MATRIX_INV = 
prove (`!A:real^N^N. orthogonal_matrix A ==> matrix_inv A = transp A`,
let ORTHOGONAL_TRANSFORMATION_ORTHOGONAL_EIGENVECTORS = 
prove (`!f:real^N->real^N v w a b. orthogonal_transformation f /\ f v = a % v /\ f w = b % w /\ ~(a = b) ==> orthogonal v w`,
REWRITE_TAC[orthogonal_transformation] THEN REPEAT STRIP_TAC THEN FIRST_X_ASSUM(fun th -> MP_TAC(SPECL [`v:real^N`; `v:real^N`] th) THEN MP_TAC(SPECL [`v:real^N`; `w:real^N`] th) THEN MP_TAC(SPECL [`w:real^N`; `w:real^N`] th)) THEN ASM_REWRITE_TAC[DOT_LMUL; DOT_RMUL; orthogonal] THEN REWRITE_TAC[REAL_MUL_ASSOC; REAL_RING `x * y = y <=> x = &1 \/ y = &0`] THEN REWRITE_TAC[DOT_EQ_0] THEN ASM_CASES_TAC `v:real^N = vec 0` THEN ASM_REWRITE_TAC[DOT_LZERO] THEN ASM_CASES_TAC `w:real^N = vec 0` THEN ASM_REWRITE_TAC[DOT_RZERO] THEN ASM_CASES_TAC `(v:real^N) dot w = &0` THEN ASM_REWRITE_TAC[] THEN UNDISCH_TAC `~(a:real = b)` THEN CONV_TAC REAL_RING);;
let ORTHOGONAL_MATRIX_ORTHOGONAL_EIGENVECTORS = 
prove (`!A:real^N^N v w a b. orthogonal_matrix A /\ A ** v = a % v /\ A ** w = b % w /\ ~(a = b) ==> orthogonal v w`,
(* ------------------------------------------------------------------------- *) (* Linearity of scaling, and hence isometry, that preserves origin. *) (* ------------------------------------------------------------------------- *)
let SCALING_LINEAR = 
prove (`!f:real^M->real^N c. (f(vec 0) = vec 0) /\ (!x y. dist(f x,f y) = c * dist(x,y)) ==> linear(f)`,
REPEAT STRIP_TAC THEN SUBGOAL_THEN `!v w. ((f:real^M->real^N) v) dot (f w) = c pow 2 * (v dot w)` ASSUME_TAC THENL [FIRST_ASSUM(MP_TAC o GEN `v:real^M` o SPECL [`v:real^M`; `vec 0 :real^M`]) THEN REWRITE_TAC[dist] THEN ASM_REWRITE_TAC[VECTOR_SUB_RZERO] THEN DISCH_TAC THEN ASM_REWRITE_TAC[DOT_NORM_NEG; GSYM dist] THEN REAL_ARITH_TAC; ALL_TAC] THEN REWRITE_TAC[linear; VECTOR_EQ] THEN ASM_REWRITE_TAC[DOT_LADD; DOT_RADD; DOT_LMUL; DOT_RMUL] THEN REAL_ARITH_TAC);;
let ISOMETRY_LINEAR = 
prove (`!f:real^M->real^N. (f(vec 0) = vec 0) /\ (!x y. dist(f x,f y) = dist(x,y)) ==> linear(f)`,
MESON_TAC[SCALING_LINEAR; REAL_MUL_LID]);;
let ISOMETRY_IMP_AFFINITY = 
prove (`!f:real^M->real^N. (!x y. dist(f x,f y) = dist(x,y)) ==> ?h. linear h /\ !x. f(x) = f(vec 0) + h(x)`,
REPEAT STRIP_TAC THEN EXISTS_TAC `\x. (f:real^M->real^N) x - f(vec 0)` THEN REWRITE_TAC[VECTOR_ARITH `a + (x - a):real^N = x`] THEN MATCH_MP_TAC ISOMETRY_LINEAR THEN REWRITE_TAC[VECTOR_SUB_REFL] THEN ASM_REWRITE_TAC[NORM_ARITH `dist(x - a:real^N,y - a) = dist(x,y)`]);;
(* ------------------------------------------------------------------------- *) (* Hence another formulation of orthogonal transformation. *) (* ------------------------------------------------------------------------- *)
let ORTHOGONAL_TRANSFORMATION_ISOMETRY = 
prove (`!f:real^N->real^N. orthogonal_transformation f <=> (f(vec 0) = vec 0) /\ (!x y. dist(f x,f y) = dist(x,y))`,
GEN_TAC THEN REWRITE_TAC[ORTHOGONAL_TRANSFORMATION] THEN EQ_TAC THENL [MESON_TAC[LINEAR_0; LINEAR_SUB; dist]; STRIP_TAC] THEN ASM_SIMP_TAC[ISOMETRY_LINEAR] THEN X_GEN_TAC `x:real^N` THEN FIRST_X_ASSUM(MP_TAC o SPECL [`x:real^N`; `vec 0:real^N`]) THEN ASM_REWRITE_TAC[dist; VECTOR_SUB_RZERO]);;
(* ------------------------------------------------------------------------- *) (* Can extend an isometry from unit sphere. *) (* ------------------------------------------------------------------------- *)
let ISOMETRY_SPHERE_EXTEND = 
prove (`!f:real^N->real^N. (!x. norm(x) = &1 ==> norm(f x) = &1) /\ (!x y. norm(x) = &1 /\ norm(y) = &1 ==> dist(f x,f y) = dist(x,y)) ==> ?g. orthogonal_transformation g /\ (!x. norm(x) = &1 ==> g(x) = f(x))`,
let lemma = prove
   (`!x:real^N y:real^N x':real^N y':real^N x0 y0 x0' y0'.
          x = norm(x) % x0 /\ y = norm(y) % y0 /\
          x' = norm(x) % x0' /\ y' = norm(y) % y0' /\
          norm(x0) = &1 /\ norm(x0') = &1 /\ norm(y0) = &1 /\ norm(y0') = &1 /\
          norm(x0' - y0') = norm(x0 - y0)
          ==> norm(x' - y') = norm(x - y)`,
    REPEAT GEN_TAC THEN
    MAP_EVERY ABBREV_TAC [`a = norm(x:real^N)`; `b = norm(y:real^N)`] THEN
    REPLICATE_TAC 4 (DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN
    ASM_REWRITE_TAC[] THEN REWRITE_TAC[NORM_EQ; NORM_EQ_1] THEN
    REWRITE_TAC[DOT_LSUB; DOT_RSUB; DOT_LMUL; DOT_RMUL] THEN
    REWRITE_TAC[DOT_SYM] THEN CONV_TAC REAL_RING) in
  REPEAT STRIP_TAC THEN
  EXISTS_TAC `\x. if x = vec 0 then vec 0
                  else norm(x) % (f:real^N->real^N)(inv(norm x) % x)` THEN
  REWRITE_TAC[ORTHOGONAL_TRANSFORMATION_ISOMETRY] THEN
  SIMP_TAC[VECTOR_MUL_LID; REAL_INV_1] THEN CONJ_TAC THENL
   [ALL_TAC; MESON_TAC[NORM_0; REAL_ARITH `~(&1 = &0)`]] THEN
  REPEAT GEN_TAC THEN REPEAT(COND_CASES_TAC THEN ASM_REWRITE_TAC[]) THEN
  REWRITE_TAC[dist; VECTOR_SUB_LZERO; VECTOR_SUB_RZERO; NORM_NEG; NORM_MUL;
              REAL_ABS_NORM] THEN
  ONCE_REWRITE_TAC[REAL_MUL_SYM] THEN
  ASM_SIMP_TAC[GSYM REAL_EQ_RDIV_EQ; NORM_POS_LT] THEN
  ASM_SIMP_TAC[REAL_DIV_REFL; REAL_LT_IMP_NZ; NORM_EQ_0] THEN
  TRY(FIRST_X_ASSUM MATCH_MP_TAC) THEN
  REWRITE_TAC[NORM_MUL; REAL_ABS_INV; REAL_ABS_NORM] THEN
  ASM_SIMP_TAC[REAL_MUL_LINV; NORM_EQ_0] THEN
  MATCH_MP_TAC lemma THEN MAP_EVERY EXISTS_TAC
   [`inv(norm x) % x:real^N`; `inv(norm y) % y:real^N`;
    `(f:real^N->real^N) (inv (norm x) % x)`;
    `(f:real^N->real^N) (inv (norm y) % y)`] THEN
  REWRITE_TAC[NORM_MUL; VECTOR_MUL_ASSOC; REAL_ABS_INV; REAL_ABS_NORM] THEN
  ASM_SIMP_TAC[REAL_MUL_LINV; REAL_MUL_RINV; NORM_EQ_0] THEN
  ASM_REWRITE_TAC[GSYM dist; VECTOR_MUL_LID] THEN
  REPEAT CONJ_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN
  REWRITE_TAC[NORM_MUL; VECTOR_MUL_ASSOC; REAL_ABS_INV; REAL_ABS_NORM] THEN
  ASM_SIMP_TAC[REAL_MUL_LINV; REAL_MUL_RINV; NORM_EQ_0]);;
let ORTHOGONAL_TRANSFORMATION_LINEAR = 
prove (`!f:real^N->real^N. orthogonal_transformation f ==> linear f`,
let ORTHOGONAL_TRANSFORMATION_INJECTIVE = 
prove (`!f:real^N->real^N. orthogonal_transformation f ==> !x y. f x = f y ==> x = y`,
let ORTHOGONAL_TRANSFORMATION_SURJECTIVE = 
prove (`!f:real^N->real^N. orthogonal_transformation f ==> !y. ?x. f x = y`,
let ORTHOGONAL_TRANSFORMATION_INVERSE_o = 
prove (`!f:real^N->real^N. orthogonal_transformation f ==> ?g. orthogonal_transformation g /\ g o f = I /\ f o g = I`,
REPEAT STRIP_TAC THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP ORTHOGONAL_TRANSFORMATION_LINEAR) THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP ORTHOGONAL_TRANSFORMATION_INJECTIVE) THEN MP_TAC(ISPEC `f:real^N->real^N` LINEAR_INJECTIVE_LEFT_INVERSE) THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `g:real^N->real^N` THEN STRIP_TAC THEN MP_TAC(ISPECL [`f:real^N->real^N`; `g:real^N->real^N`] LINEAR_INVERSE_LEFT) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN ASM_REWRITE_TAC[] THEN ASM_REWRITE_TAC[ORTHOGONAL_TRANSFORMATION] THEN X_GEN_TAC `v:real^N` THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `norm((f:real^N->real^N)((g:real^N->real^N) v))` THEN CONJ_TAC THENL [ASM_MESON_TAC[ORTHOGONAL_TRANSFORMATION]; ALL_TAC] THEN RULE_ASSUM_TAC(REWRITE_RULE[FUN_EQ_THM; o_THM; I_THM]) THEN ASM_REWRITE_TAC[]);;
let ORTHOGONAL_TRANSFORMATION_INVERSE = 
prove (`!f:real^N->real^N. orthogonal_transformation f ==> ?g. orthogonal_transformation g /\ (!x. g(f x) = x) /\ (!y. f(g y) = y)`,
GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP ORTHOGONAL_TRANSFORMATION_INVERSE_o) THEN REWRITE_TAC[FUN_EQ_THM; o_THM; I_THM]);;
let ORTHOGONAL_TRANSFORMATION_ID = 
prove (`orthogonal_transformation(\x. x)`,
let ORTHOGONAL_TRANSFORMATION_I = 
prove (`orthogonal_transformation I`,
(* ------------------------------------------------------------------------- *) (* We can find an orthogonal matrix taking any unit vector to any other. *) (* ------------------------------------------------------------------------- *)
let FINITE_INDEX_NUMSEG_SPECIAL = 
prove (`!s a:A. FINITE s /\ a IN s ==> ?f. (!i j. i IN 1..CARD s /\ j IN 1..CARD s /\ f i = f j ==> i = j) /\ s = IMAGE f (1..CARD s) /\ f 1 = a`,
REPEAT STRIP_TAC THEN FIRST_ASSUM(MP_TAC o GEN_REWRITE_RULE I [FINITE_INDEX_NUMSEG]) THEN DISCH_THEN(X_CHOOSE_THEN `f:num->A` STRIP_ASSUME_TAC) THEN SUBGOAL_THEN `?k. k IN 1..CARD(s:A->bool) /\ (a:A) = f k` STRIP_ASSUME_TAC THENL[ASM SET_TAC[]; ALL_TAC] THEN EXISTS_TAC `(f:num->A) o swap(1,k)` THEN SUBGOAL_THEN `1 IN 1..CARD(s:A->bool)` ASSUME_TAC THENL [REWRITE_TAC[IN_NUMSEG; LE_REFL; ARITH_RULE `1 <= x <=> ~(x = 0)`] THEN ASM_SIMP_TAC[CARD_EQ_0; ARITH_EQ] THEN ASM SET_TAC[]; ALL_TAC] THEN ASM_REWRITE_TAC[o_THM; swap] THEN CONJ_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN UNDISCH_THEN `s = IMAGE (f:num->A) (1..CARD(s:A->bool))` (fun th -> GEN_REWRITE_TAC LAND_CONV [th]) THEN REWRITE_TAC[EXTENSION; IN_IMAGE; o_THM] THEN X_GEN_TAC `b:A` THEN EQ_TAC THEN DISCH_THEN(X_CHOOSE_THEN `i:num` STRIP_ASSUME_TAC) THEN EXISTS_TAC `swap(1,k) i` THEN REWRITE_TAC[swap] THEN ASM_MESON_TAC[swap]);;
let ORTHOGONAL_MATRIX_EXISTS_BASIS = 
prove (`!a:real^N. norm(a) = &1 ==> ?A. orthogonal_matrix A /\ A**(basis 1) = a`,
REPEAT STRIP_TAC THEN FIRST_ASSUM(MP_TAC o MATCH_MP VECTOR_IN_ORTHONORMAL_BASIS) THEN REWRITE_TAC[HAS_SIZE] THEN DISCH_THEN(X_CHOOSE_THEN `s:real^N->bool` STRIP_ASSUME_TAC) THEN MP_TAC(ISPECL [`s:real^N->bool`; `a:real^N`] FINITE_INDEX_NUMSEG_SPECIAL) THEN ASM_REWRITE_TAC[IN_NUMSEG] THEN REWRITE_TAC[TAUT `a /\ b ==> c <=> c \/ ~a \/ ~b`] THEN DISCH_THEN(X_CHOOSE_THEN `f:num->real^N` (CONJUNCTS_THEN2 ASSUME_TAC (CONJUNCTS_THEN2 (ASSUME_TAC o SYM) ASSUME_TAC))) THEN EXISTS_TAC `(lambda i j. ((f j):real^N)$i):real^N^N` THEN SIMP_TAC[CART_EQ; LAMBDA_BETA; matrix_vector_mul; BASIS_COMPONENT; IN_NUMSEG] THEN ONCE_REWRITE_TAC[COND_RAND] THEN SIMP_TAC[REAL_MUL_RZERO; SUM_DELTA] THEN ASM_REWRITE_TAC[IN_NUMSEG; REAL_MUL_RID; LE_REFL; DIMINDEX_GE_1] THEN REWRITE_TAC[ORTHOGONAL_MATRIX_ORTHONORMAL_COLUMNS] THEN SIMP_TAC[column; LAMBDA_BETA] THEN CONJ_TAC THENL [X_GEN_TAC `i:num` THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `norm((f:num->real^N) i)` THEN CONJ_TAC THENL [AP_TERM_TAC THEN ASM_SIMP_TAC[CART_EQ; LAMBDA_BETA]; ASM_MESON_TAC[IN_IMAGE; IN_NUMSEG]]; MAP_EVERY X_GEN_TAC [`i:num`; `j:num`] THEN STRIP_TAC THEN SUBGOAL_THEN `orthogonal ((f:num->real^N) i) (f j)` MP_TAC THENL [ASM_MESON_TAC[pairwise; IN_IMAGE; IN_NUMSEG]; ALL_TAC] THEN MATCH_MP_TAC EQ_IMP THEN BINOP_TAC THEN ASM_SIMP_TAC[CART_EQ; LAMBDA_BETA]]);;
let ORTHOGONAL_TRANSFORMATION_EXISTS_1 = 
prove (`!a b:real^N. norm(a) = &1 /\ norm(b) = &1 ==> ?f. orthogonal_transformation f /\ f a = b`,
REPEAT STRIP_TAC THEN MP_TAC(ISPEC `b:real^N` ORTHOGONAL_MATRIX_EXISTS_BASIS) THEN MP_TAC(ISPEC `a:real^N` ORTHOGONAL_MATRIX_EXISTS_BASIS) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(X_CHOOSE_THEN `A:real^N^N` (STRIP_ASSUME_TAC o GSYM)) THEN DISCH_THEN(X_CHOOSE_THEN `B:real^N^N` (STRIP_ASSUME_TAC o GSYM)) THEN EXISTS_TAC `\x:real^N. ((B:real^N^N) ** transp(A:real^N^N)) ** x` THEN REWRITE_TAC[ORTHOGONAL_TRANSFORMATION_MATRIX; MATRIX_VECTOR_MUL_LINEAR; MATRIX_OF_MATRIX_VECTOR_MUL] THEN ASM_SIMP_TAC[ORTHOGONAL_MATRIX_MUL; ORTHOGONAL_MATRIX_TRANSP] THEN REWRITE_TAC[GSYM MATRIX_VECTOR_MUL_ASSOC] THEN AP_TERM_TAC THEN RULE_ASSUM_TAC(REWRITE_RULE[ORTHOGONAL_MATRIX]) THEN ASM_REWRITE_TAC[MATRIX_VECTOR_MUL_ASSOC; MATRIX_VECTOR_MUL_LID]);;
let ORTHOGONAL_TRANSFORMATION_EXISTS = 
prove (`!a b:real^N. norm(a) = norm(b) ==> ?f. orthogonal_transformation f /\ f a = b`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `b:real^N = vec 0` THEN ASM_SIMP_TAC[NORM_0; NORM_EQ_0] THENL [MESON_TAC[ORTHOGONAL_TRANSFORMATION_ID]; ALL_TAC] THEN ASM_CASES_TAC `a:real^N = vec 0` THENL [ASM_MESON_TAC[NORM_0; NORM_EQ_0]; ALL_TAC] THEN DISCH_TAC THEN MP_TAC(ISPECL [`inv(norm a) % a:real^N`; `inv(norm b) % b:real^N`] ORTHOGONAL_TRANSFORMATION_EXISTS_1) THEN REWRITE_TAC[NORM_MUL; REAL_ABS_INV; REAL_ABS_NORM] THEN ASM_SIMP_TAC[NORM_EQ_0; REAL_MUL_LINV] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `f:real^N->real^N` THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN ASM_REWRITE_TAC[] THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP LINEAR_CMUL o MATCH_MP ORTHOGONAL_TRANSFORMATION_LINEAR) THEN ASM_REWRITE_TAC[VECTOR_ARITH `a % x:real^N = a % y <=> a % (x - y) = vec 0`] THEN ASM_REWRITE_TAC[VECTOR_MUL_EQ_0; REAL_INV_EQ_0; NORM_EQ_0; VECTOR_SUB_EQ]);;
(* ------------------------------------------------------------------------- *) (* Or indeed, taking any subspace to another of suitable dimension. *) (* ------------------------------------------------------------------------- *)
let ORTHOGONAL_TRANSFORMATION_INTO_SUBSPACE = 
prove (`!s t:real^N->bool. subspace s /\ subspace t /\ dim s <= dim t ==> ?f. orthogonal_transformation f /\ IMAGE f s SUBSET t`,
REPEAT STRIP_TAC THEN MP_TAC(ISPEC `t:real^N->bool` ORTHONORMAL_BASIS_SUBSPACE) THEN MP_TAC(ISPEC `s:real^N->bool` ORTHONORMAL_BASIS_SUBSPACE) THEN ASM_REWRITE_TAC[HAS_SIZE] THEN DISCH_THEN(X_CHOOSE_THEN `b:real^N->bool` STRIP_ASSUME_TAC) THEN DISCH_THEN(X_CHOOSE_THEN `c:real^N->bool` STRIP_ASSUME_TAC) THEN MP_TAC(ISPECL [`c:real^N->bool`; `(:real^N)`] ORTHONORMAL_EXTENSION) THEN MP_TAC(ISPECL [`b:real^N->bool`; `(:real^N)`] ORTHONORMAL_EXTENSION) THEN ASM_REWRITE_TAC[UNION_UNIV; SPAN_UNIV; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `b':real^N->bool` THEN STRIP_TAC THEN X_GEN_TAC `c':real^N->bool` THEN STRIP_TAC THEN SUBGOAL_THEN `independent(b UNION b':real^N->bool) /\ independent(c UNION c':real^N->bool)` STRIP_ASSUME_TAC THENL [CONJ_TAC THEN MATCH_MP_TAC PAIRWISE_ORTHOGONAL_INDEPENDENT THEN ASM_REWRITE_TAC[IN_UNION] THEN ASM_MESON_TAC[NORM_ARITH `~(norm(vec 0:real^N) = &1)`]; ALL_TAC] THEN SUBGOAL_THEN `FINITE(b UNION b':real^N->bool) /\ FINITE(c UNION c':real^N->bool)` MP_TAC THENL [ASM_SIMP_TAC[PAIRWISE_ORTHOGONAL_IMP_FINITE]; REWRITE_TAC[FINITE_UNION] THEN STRIP_TAC] THEN SUBGOAL_THEN `?f:real^N->real^N. (!x y. x IN b UNION b' /\ y IN b UNION b' ==> (f x = f y <=> x = y)) /\ IMAGE f b SUBSET c /\ IMAGE f (b UNION b') SUBSET c UNION c'` (X_CHOOSE_THEN `fb:real^N->real^N` STRIP_ASSUME_TAC) THENL [MP_TAC(ISPECL [`b:real^N->bool`; `c:real^N->bool`] CARD_LE_INJ) THEN ASM_REWRITE_TAC[LEFT_IMP_EXISTS_THM; INJECTIVE_ON_ALT] THEN X_GEN_TAC `f:real^N->real^N` THEN STRIP_TAC THEN MP_TAC(ISPECL [`b':real^N->bool`; `(c UNION c') DIFF IMAGE (f:real^N->real^N) b`] CARD_LE_INJ) THEN ANTS_TAC THENL [ASM_SIMP_TAC[FINITE_UNION; FINITE_DIFF] THEN W(MP_TAC o PART_MATCH (lhs o rand) CARD_DIFF o rand o snd) THEN ASM_REWRITE_TAC[FINITE_UNION] THEN ANTS_TAC THENL [ASM SET_TAC[]; DISCH_THEN SUBST1_TAC] THEN MATCH_MP_TAC(ARITH_RULE `a + b:num = c ==> a <= c - b`) THEN W(MP_TAC o PART_MATCH (lhs o rand) CARD_IMAGE_INJ o rand o lhs o snd) THEN ANTS_TAC THENL [ASM_MESON_TAC[]; DISCH_THEN SUBST1_TAC] THEN W(MP_TAC o PART_MATCH (rhs o rand) CARD_UNION o lhs o snd) THEN ANTS_TAC THENL [ASM SET_TAC[]; DISCH_THEN(SUBST1_TAC o SYM)] THEN GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [UNION_COMM] THEN MATCH_MP_TAC(MESON[LE_ANTISYM] `(FINITE s /\ CARD s <= CARD t) /\ (FINITE t /\ CARD t <= CARD s) ==> CARD s = CARD t`) THEN CONJ_TAC THEN MATCH_MP_TAC INDEPENDENT_SPAN_BOUND THEN ASM_REWRITE_TAC[FINITE_UNION; SUBSET_UNIV]; DISCH_THEN(X_CHOOSE_THEN `g:real^N->real^N` STRIP_ASSUME_TAC) THEN EXISTS_TAC `\x. if x IN b then (f:real^N->real^N) x else g x` THEN REWRITE_TAC[SUBSET; FORALL_IN_IMAGE] THEN ASM SET_TAC[]]; ALL_TAC] THEN MP_TAC(ISPECL [`fb:real^N->real^N`; `b UNION b':real^N->bool`] LINEAR_INDEPENDENT_EXTEND) THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `f:real^N->real^N` THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN CONJ_TAC THENL [ASM_REWRITE_TAC[ORTHOGONAL_TRANSFORMATION]; REWRITE_TAC[SYM(ASSUME `span b:real^N->bool = s`)] THEN ASM_SIMP_TAC[GSYM SPAN_LINEAR_IMAGE] THEN REWRITE_TAC[SYM(ASSUME `span c:real^N->bool = t`)] THEN MATCH_MP_TAC SPAN_MONO THEN ASM SET_TAC[]] THEN SUBGOAL_THEN `!v. v IN UNIV ==> norm((f:real^N->real^N) v) = norm v` (fun th -> ASM_MESON_TAC[th; IN_UNIV]) THEN UNDISCH_THEN `span (b UNION b') = (:real^N)` (SUBST1_TAC o SYM) THEN ASM_SIMP_TAC[SPAN_FINITE; FINITE_UNION; IN_ELIM_THM; LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`z:real^N`; `u:real^N->real`] THEN DISCH_THEN(SUBST1_TAC o SYM) THEN ASM_SIMP_TAC[LINEAR_VSUM; FINITE_UNION] THEN REWRITE_TAC[o_DEF; NORM_EQ_SQUARE; NORM_POS_LE; GSYM NORM_POW_2] THEN ASM_SIMP_TAC[LINEAR_CMUL] THEN W(MP_TAC o PART_MATCH (lhand o rand) NORM_VSUM_PYTHAGOREAN o rand o snd) THEN W(MP_TAC o PART_MATCH (lhand o rand) NORM_VSUM_PYTHAGOREAN o lhand o rand o snd) THEN RULE_ASSUM_TAC(REWRITE_RULE[pairwise]) THEN ASM_SIMP_TAC[pairwise; ORTHOGONAL_CLAUSES; FINITE_UNION] THEN ANTS_TAC THENL [REPEAT STRIP_TAC THEN REWRITE_TAC[ORTHOGONAL_MUL] THEN REPEAT DISJ2_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN ASM SET_TAC[]; REPEAT(DISCH_THEN SUBST1_TAC) THEN ASM_SIMP_TAC[NORM_MUL] THEN MATCH_MP_TAC SUM_EQ THEN ASM SET_TAC[]]);;
let ORTHOGONAL_TRANSFORMATION_ONTO_SUBSPACE = 
prove (`!s t:real^N->bool. subspace s /\ subspace t /\ dim s = dim t ==> ?f. orthogonal_transformation f /\ IMAGE f s = t`,
REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `t:real^N->bool`] ORTHOGONAL_TRANSFORMATION_INTO_SUBSPACE) THEN ASM_REWRITE_TAC[LE_REFL] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `f:real^N->real^N` THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `span(IMAGE (f:real^N->real^N) s) = span t` MP_TAC THENL [MATCH_MP_TAC DIM_EQ_SPAN THEN ASM_REWRITE_TAC[] THEN W(MP_TAC o PART_MATCH (lhs o rand) DIM_INJECTIVE_LINEAR_IMAGE o rand o snd) THEN ASM_MESON_TAC[LE_REFL; orthogonal_transformation; ORTHOGONAL_TRANSFORMATION_INJECTIVE]; ASM_SIMP_TAC[SPAN_LINEAR_IMAGE; ORTHOGONAL_TRANSFORMATION_LINEAR] THEN ASM_SIMP_TAC[SPAN_OF_SUBSPACE]]);;
(* ------------------------------------------------------------------------- *) (* Rotation, reflection, rotoinversion. *) (* ------------------------------------------------------------------------- *)
let rotation_matrix = new_definition
 `rotation_matrix Q <=> orthogonal_matrix Q /\ det(Q) = &1`;;
let rotoinversion_matrix = new_definition
 `rotoinversion_matrix Q <=> orthogonal_matrix Q /\ det(Q) = -- &1`;;
let ORTHOGONAL_ROTATION_OR_ROTOINVERSION = 
prove (`!Q. orthogonal_matrix Q <=> rotation_matrix Q \/ rotoinversion_matrix Q`,
let ROTATION_MATRIX_2 = 
prove (`!A:real^2^2. rotation_matrix A <=> A$1$1 pow 2 + A$2$1 pow 2 = &1 /\ A$1$1 = A$2$2 /\ A$1$2 = --(A$2$1)`,
REWRITE_TAC[rotation_matrix; ORTHOGONAL_MATRIX_2; DET_2] THEN CONV_TAC REAL_RING);;
(* ------------------------------------------------------------------------- *) (* Slightly stronger results giving rotation, but only in >= 2 dimensions. *) (* ------------------------------------------------------------------------- *)
let ROTATION_MATRIX_EXISTS_BASIS = 
prove (`!a:real^N. 2 <= dimindex(:N) /\ norm(a) = &1 ==> ?A. rotation_matrix A /\ A**(basis 1) = a`,
REPEAT STRIP_TAC THEN FIRST_X_ASSUM(X_CHOOSE_THEN `A:real^N^N` STRIP_ASSUME_TAC o MATCH_MP ORTHOGONAL_MATRIX_EXISTS_BASIS) THEN FIRST_ASSUM(DISJ_CASES_TAC o GEN_REWRITE_RULE I [ORTHOGONAL_ROTATION_OR_ROTOINVERSION]) THENL [ASM_MESON_TAC[]; ALL_TAC] THEN EXISTS_TAC `transp(lambda i. if i = dimindex(:N) then -- &1 % transp A$i else (transp A:real^N^N)$i):real^N^N` THEN REWRITE_TAC[rotation_matrix; DET_TRANSP] THEN REPEAT CONJ_TAC THENL [REWRITE_TAC[ORTHOGONAL_MATRIX_TRANSP]; SIMP_TAC[DET_ROW_MUL; DIMINDEX_GE_1; LE_REFL] THEN MATCH_MP_TAC(REAL_ARITH `x = -- &1 ==> -- &1 * x = &1`) THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [rotoinversion_matrix]) THEN DISCH_THEN(SUBST1_TAC o SYM o CONJUNCT2) THEN GEN_REWRITE_TAC RAND_CONV [GSYM DET_TRANSP] THEN AP_TERM_TAC THEN SIMP_TAC[CART_EQ; LAMBDA_BETA] THEN MESON_TAC[]; FIRST_X_ASSUM(SUBST1_TAC o SYM) THEN SIMP_TAC[matrix_vector_mul; LAMBDA_BETA; CART_EQ; transp; BASIS_COMPONENT] THEN ONCE_REWRITE_TAC[REAL_ARITH `x * (if p then &1 else &0) = if p then x else &0`] THEN ASM_SIMP_TAC[ARITH_RULE `2 <= n ==> ~(1 = n)`; LAMBDA_BETA]] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM ORTHOGONAL_MATRIX_TRANSP]) THEN SPEC_TAC(`transp(A:real^N^N)`,`B:real^N^N`) THEN GEN_TAC THEN SUBGOAL_THEN `!i. 1 <= i /\ i <= dimindex(:N) ==> row i ((lambda i. if i = dimindex(:N) then -- &1 % B$i else (B:real^N^N)$i):real^N^N) = if i = dimindex(:N) then --(row i B) else row i B` ASSUME_TAC THENL [SIMP_TAC[row; LAMBDA_BETA; LAMBDA_ETA; VECTOR_MUL_LID; VECTOR_MUL_LNEG]; ASM_SIMP_TAC[ORTHOGONAL_MATRIX_ORTHONORMAL_ROWS] THEN ASM_MESON_TAC[ORTHOGONAL_LNEG; ORTHOGONAL_RNEG; NORM_NEG]]);;
let ROTATION_EXISTS_1 = 
prove (`!a b:real^N. 2 <= dimindex(:N) /\ norm(a) = &1 /\ norm(b) = &1 ==> ?f. orthogonal_transformation f /\ det(matrix f) = &1 /\ f a = b`,
REPEAT STRIP_TAC THEN MP_TAC(ISPEC `b:real^N` ROTATION_MATRIX_EXISTS_BASIS) THEN MP_TAC(ISPEC `a:real^N` ROTATION_MATRIX_EXISTS_BASIS) THEN ASM_REWRITE_TAC[rotation_matrix] THEN DISCH_THEN(X_CHOOSE_THEN `A:real^N^N` (CONJUNCTS_THEN2 STRIP_ASSUME_TAC (ASSUME_TAC o SYM))) THEN DISCH_THEN(X_CHOOSE_THEN `B:real^N^N` (CONJUNCTS_THEN2 STRIP_ASSUME_TAC (ASSUME_TAC o SYM))) THEN EXISTS_TAC `\x:real^N. ((B:real^N^N) ** transp(A:real^N^N)) ** x` THEN REWRITE_TAC[ORTHOGONAL_TRANSFORMATION_MATRIX; MATRIX_VECTOR_MUL_LINEAR; MATRIX_OF_MATRIX_VECTOR_MUL; DET_MUL; DET_TRANSP] THEN ASM_SIMP_TAC[ORTHOGONAL_MATRIX_MUL; ORTHOGONAL_MATRIX_TRANSP] THEN REWRITE_TAC[GSYM MATRIX_VECTOR_MUL_ASSOC; REAL_MUL_LID] THEN AP_TERM_TAC THEN RULE_ASSUM_TAC(REWRITE_RULE[ORTHOGONAL_MATRIX]) THEN ASM_REWRITE_TAC[MATRIX_VECTOR_MUL_ASSOC; MATRIX_VECTOR_MUL_LID]);;
let ROTATION_EXISTS = 
prove (`!a b:real^N. 2 <= dimindex(:N) /\ norm(a) = norm(b) ==> ?f. orthogonal_transformation f /\ det(matrix f) = &1 /\ f a = b`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `b:real^N = vec 0` THEN ASM_SIMP_TAC[NORM_0; NORM_EQ_0] THENL [MESON_TAC[ORTHOGONAL_TRANSFORMATION_ID; MATRIX_ID; DET_I]; ALL_TAC] THEN ASM_CASES_TAC `a:real^N = vec 0` THENL [ASM_MESON_TAC[ORTHOGONAL_TRANSFORMATION_ID; MATRIX_ID; DET_I; NORM_0; NORM_EQ_0]; ALL_TAC] THEN DISCH_TAC THEN MP_TAC(ISPECL [`inv(norm a) % a:real^N`; `inv(norm b) % b:real^N`] ROTATION_EXISTS_1) THEN REWRITE_TAC[NORM_MUL; REAL_ABS_INV; REAL_ABS_NORM] THEN ASM_SIMP_TAC[NORM_EQ_0; REAL_MUL_LINV] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `f:real^N->real^N` THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN ASM_REWRITE_TAC[] THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP LINEAR_CMUL o MATCH_MP ORTHOGONAL_TRANSFORMATION_LINEAR) THEN ASM_REWRITE_TAC[VECTOR_ARITH `a % x:real^N = a % y <=> a % (x - y) = vec 0`] THEN ASM_REWRITE_TAC[VECTOR_MUL_EQ_0; REAL_INV_EQ_0; NORM_EQ_0; VECTOR_SUB_EQ]);;
let ROTATION_RIGHTWARD_LINE = 
prove (`!a:real^N k. 1 <= k /\ k <= dimindex(:N) ==> ?b f. orthogonal_transformation f /\ (2 <= dimindex(:N) ==> det(matrix f) = &1) /\ f(b % basis k) = a /\ &0 <= b`,
REPEAT STRIP_TAC THEN EXISTS_TAC `norm(a:real^N)` THEN ASM_SIMP_TAC[VECTOR_MUL_COMPONENT; BASIS_COMPONENT; LE_REFL; DIMINDEX_GE_1; REAL_MUL_RID; NORM_POS_LE; LT_IMP_LE; LTE_ANTISYM] THEN REWRITE_TAC[ARITH_RULE `2 <= n <=> 1 <= n /\ ~(n = 1)`; DIMINDEX_GE_1] THEN ASM_CASES_TAC `dimindex(:N) = 1` THEN ASM_REWRITE_TAC[] THENL [MATCH_MP_TAC ORTHOGONAL_TRANSFORMATION_EXISTS; MATCH_MP_TAC ROTATION_EXISTS] THEN ASM_SIMP_TAC[NORM_MUL; NORM_BASIS; LE_REFL; DIMINDEX_GE_1] THEN REWRITE_TAC[REAL_ABS_NORM; REAL_MUL_RID] THEN MATCH_MP_TAC(ARITH_RULE `~(n = 1) /\ 1 <= n ==> 2 <= n`) THEN ASM_REWRITE_TAC[DIMINDEX_GE_1]);;
(* ------------------------------------------------------------------------- *) (* In 3 dimensions, a rotation is indeed about an "axis". *) (* ------------------------------------------------------------------------- *)
let EULER_ROTATION_THEOREM = 
prove (`!A:real^3^3. rotation_matrix A ==> ?v:real^3. ~(v = vec 0) /\ A ** v = v`,
REPEAT STRIP_TAC THEN MP_TAC(ISPEC `A - mat 1:real^3^3` HOMOGENEOUS_LINEAR_EQUATIONS_DET) THEN REWRITE_TAC[MATRIX_VECTOR_MUL_SUB_RDISTRIB; VECTOR_SUB_EQ; MATRIX_VECTOR_MUL_LID] THEN DISCH_THEN SUBST1_TAC THEN POP_ASSUM MP_TAC THEN REWRITE_TAC[rotation_matrix; orthogonal_matrix; DET_3] THEN SIMP_TAC[CART_EQ; FORALL_3; MAT_COMPONENT; DIMINDEX_3; LAMBDA_BETA; ARITH; MATRIX_SUB_COMPONENT; MAT_COMPONENT; SUM_3; matrix_mul; transp; matrix_vector_mul] THEN CONV_TAC REAL_RING);;
let EULER_ROTOINVERSION_THEOREM = 
prove (`!A:real^3^3. rotoinversion_matrix A ==> ?v:real^3. ~(v = vec 0) /\ A ** v = --v`,
REPEAT STRIP_TAC THEN REWRITE_TAC[VECTOR_ARITH `a:real^N = --v <=> a + v = vec 0`] THEN MP_TAC(ISPEC `A + mat 1:real^3^3` HOMOGENEOUS_LINEAR_EQUATIONS_DET) THEN REWRITE_TAC[MATRIX_VECTOR_MUL_ADD_RDISTRIB; MATRIX_VECTOR_MUL_LID] THEN DISCH_THEN SUBST1_TAC THEN POP_ASSUM MP_TAC THEN REWRITE_TAC[rotoinversion_matrix; orthogonal_matrix; DET_3] THEN SIMP_TAC[CART_EQ; FORALL_3; MAT_COMPONENT; DIMINDEX_3; LAMBDA_BETA; ARITH; MATRIX_ADD_COMPONENT; MAT_COMPONENT; SUM_3; matrix_mul; transp; matrix_vector_mul] THEN CONV_TAC REAL_RING);;
(* ------------------------------------------------------------------------- *) (* We can always rotate so that a hyperplane is "horizontal". *) (* ------------------------------------------------------------------------- *)
let ROTATION_LOWDIM_HORIZONTAL = 
prove (`!s:real^N->bool. dim s < dimindex(:N) ==> ?f. orthogonal_transformation f /\ det(matrix f) = &1 /\ (IMAGE f s) SUBSET {z | z$(dimindex(:N)) = &0}`,
GEN_TAC THEN ASM_CASES_TAC `dim(s:real^N->bool) = 0` THENL [RULE_ASSUM_TAC(REWRITE_RULE[DIM_EQ_0]) THEN DISCH_TAC THEN EXISTS_TAC `\x:real^N. x` THEN REWRITE_TAC[ORTHOGONAL_TRANSFORMATION_ID; MATRIX_ID; DET_I] THEN FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (SET_RULE `s SUBSET {a} ==> a IN t ==> IMAGE (\x. x) s SUBSET t`)) THEN SIMP_TAC[IN_ELIM_THM; VEC_COMPONENT; LE_REFL; DIMINDEX_GE_1]; DISCH_TAC] THEN SUBGOAL_THEN `2 <= dimindex(:N)` ASSUME_TAC THENL [ASM_ARITH_TAC; ALL_TAC] THEN FIRST_X_ASSUM(X_CHOOSE_THEN `a:real^N` STRIP_ASSUME_TAC o MATCH_MP LOWDIM_SUBSET_HYPERPLANE) THEN MP_TAC(ISPECL [`a:real^N`; `norm(a:real^N) % basis(dimindex(:N)):real^N`] ROTATION_EXISTS) THEN ASM_SIMP_TAC[NORM_MUL; NORM_BASIS; LE_REFL; DIMINDEX_GE_1] THEN REWRITE_TAC[REAL_ABS_NORM; REAL_MUL_RID] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `f:real^N->real^N` THEN STRIP_TAC THEN ASM_REWRITE_TAC[FORALL_IN_IMAGE; SUBSET; IN_ELIM_THM] THEN X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN SUBGOAL_THEN `(f:real^N->real^N) x dot (f a) = &0` MP_TAC THENL [RULE_ASSUM_TAC(REWRITE_RULE[orthogonal_transformation]) THEN ASM_REWRITE_TAC[] THEN ONCE_REWRITE_TAC[DOT_SYM] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [SUBSET]) THEN ASM_SIMP_TAC[SPAN_SUPERSET; IN_ELIM_THM]; ASM_SIMP_TAC[DOT_BASIS; LE_REFL; DIMINDEX_GE_1; DOT_RMUL] THEN ASM_REWRITE_TAC[REAL_ENTIRE; NORM_EQ_0]]);;
let ORTHOGONAL_TRANSFORMATION_LOWDIM_HORIZONTAL = 
prove (`!s:real^N->bool. dim s < dimindex(:N) ==> ?f. orthogonal_transformation f /\ (IMAGE f s) SUBSET {z | z$(dimindex(:N)) = &0}`,
GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP ROTATION_LOWDIM_HORIZONTAL) THEN MATCH_MP_TAC MONO_EXISTS THEN SIMP_TAC[]);;
let ORTHOGONAL_TRANSFORMATION_BETWEEN_ORTHOGONAL_SETS = 
prove (`!v:num->real^N w k. pairwise (\i j. orthogonal (v i) (v j)) k /\ pairwise (\i j. orthogonal (w i) (w j)) k /\ (!i. i IN k ==> norm(v i) = norm(w i)) ==> ?f. orthogonal_transformation f /\ (!i. i IN k ==> f(v i) = w i)`,
let lemma1 = prove
   (`!v:num->real^N n.
          pairwise (\i j. orthogonal (v i) (v j)) (1..n) /\
          (!i. 1 <= i /\ i <= n ==> norm(v i) = &1)
          ==> ?f. orthogonal_transformation f /\
                  (!i. 1 <= i /\ i <= n ==> f(basis i) = v i)`,
    REWRITE_TAC[pairwise; IN_NUMSEG; GSYM CONJ_ASSOC] THEN
    REPEAT STRIP_TAC THEN
    SUBGOAL_THEN `pairwise orthogonal (IMAGE (v:num->real^N) (1..n))`
    ASSUME_TAC THENL
     [REWRITE_TAC[PAIRWISE_IMAGE] THEN ASM_SIMP_TAC[pairwise; IN_NUMSEG];
      ALL_TAC] THEN
    FIRST_ASSUM(MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ]
          PAIRWISE_ORTHOGONAL_INDEPENDENT)) THEN
    REWRITE_TAC[SET_RULE
     `~(a IN IMAGE f s) <=> !x. x IN s ==> ~(f x = a)`] THEN
    ANTS_TAC THENL
     [REWRITE_TAC[IN_NUMSEG] THEN
      ASM_MESON_TAC[NORM_0; REAL_ARITH `~(&1 = &0)`];
      DISCH_THEN(MP_TAC o CONJUNCT2 o MATCH_MP INDEPENDENT_BOUND)] THEN
    SUBGOAL_THEN
     `!i j. 1 <= i /\ i <= n /\ 1 <= j /\ j <= n /\ ~(i = j)
            ==> ~(v i:real^N = v j)`
    ASSUME_TAC THENL
     [ASM_MESON_TAC[ORTHOGONAL_REFL; NORM_0; REAL_ARITH `~(&1 = &0)`];
      ALL_TAC] THEN
    SUBGOAL_THEN `CARD(IMAGE (v:num->real^N) (1..n)) = n` ASSUME_TAC THENL
     [W(MP_TAC o PART_MATCH (lhs o rand) CARD_IMAGE_INJ o lhs o snd) THEN
      ASM_REWRITE_TAC[CARD_NUMSEG_1; IN_NUMSEG; FINITE_NUMSEG] THEN
      ASM_MESON_TAC[];
      ASM_REWRITE_TAC[] THEN DISCH_TAC] THEN
    SUBGOAL_THEN
     `?w:num->real^N.
          pairwise (\i j. orthogonal (w i) (w j)) (1..dimindex(:N)) /\
          (!i. 1 <= i /\ i <= dimindex(:N) ==> norm(w i) = &1) /\
          (!i. 1 <= i /\ i <= n ==> w i = v i)`
    STRIP_ASSUME_TAC THENL
     [ALL_TAC;
      EXISTS_TAC
       `(\x. vsum(1..dimindex(:N)) (\i. x$i % w i)):real^N->real^N` THEN
      SIMP_TAC[BASIS_COMPONENT; IN_NUMSEG; COND_RATOR; COND_RAND] THEN
      REWRITE_TAC[VECTOR_MUL_LID; VECTOR_MUL_LZERO; VSUM_DELTA] THEN
      ASM_SIMP_TAC[IN_NUMSEG] THEN CONJ_TAC THENL
       [ALL_TAC; ASM_MESON_TAC[LE_TRANS]] THEN
      REWRITE_TAC[ORTHOGONAL_TRANSFORMATION_MATRIX] THEN
      CONJ_TAC THENL
       [MATCH_MP_TAC LINEAR_COMPOSE_VSUM THEN
        REWRITE_TAC[FINITE_NUMSEG; IN_NUMSEG] THEN
        REWRITE_TAC[linear; VECTOR_ADD_COMPONENT; VECTOR_MUL_COMPONENT] THEN
        REPEAT STRIP_TAC THEN VECTOR_ARITH_TAC;
        ALL_TAC] THEN
      REWRITE_TAC[matrix; column; ORTHOGONAL_MATRIX_ORTHONORMAL_COLUMNS] THEN
      SIMP_TAC[LAMBDA_BETA; LAMBDA_ETA; BASIS_COMPONENT; IN_NUMSEG] THEN
      SIMP_TAC[COND_RATOR; COND_RAND; VECTOR_MUL_LZERO; VSUM_DELTA] THEN
      SIMP_TAC[IN_NUMSEG; orthogonal; dot; LAMBDA_BETA; NORM_EQ_SQUARE] THEN
      REWRITE_TAC[VECTOR_MUL_LID; GSYM dot; GSYM NORM_EQ_SQUARE] THEN
      RULE_ASSUM_TAC(REWRITE_RULE[pairwise; IN_NUMSEG; orthogonal]) THEN
      ASM_SIMP_TAC[]] THEN
    FIRST_ASSUM(MP_TAC o SPEC `(:real^N)` o MATCH_MP
     (REWRITE_RULE[IMP_CONJ] ORTHONORMAL_EXTENSION)) THEN
    ASM_REWRITE_TAC[FORALL_IN_IMAGE; IN_NUMSEG; UNION_UNIV; SPAN_UNIV] THEN
    DISCH_THEN(X_CHOOSE_THEN `t:real^N->bool` STRIP_ASSUME_TAC) THEN
    MP_TAC(ISPECL [`n+1..dimindex(:N)`; `t:real^N->bool`]
          CARD_EQ_BIJECTION) THEN
    ANTS_TAC THENL
     [REWRITE_TAC[FINITE_NUMSEG] THEN
      MP_TAC(ISPECL [`(:real^N)`; `IMAGE v (1..n) UNION t:real^N->bool`]
          BASIS_CARD_EQ_DIM) THEN
      ASM_REWRITE_TAC[SUBSET_UNIV] THEN ANTS_TAC THENL
       [MATCH_MP_TAC PAIRWISE_ORTHOGONAL_INDEPENDENT THEN
        ASM_REWRITE_TAC[IN_UNION; DE_MORGAN_THM; IN_NUMSEG] THEN
        ASM_REWRITE_TAC[FORALL_IN_IMAGE; IN_NUMSEG; SET_RULE
         `~(x IN s) <=> !y. y IN s ==> ~(y = x)`] THEN
        ASM_MESON_TAC[NORM_0; REAL_ARITH `~(&1 = &0)`];
        ALL_TAC] THEN
      ASM_SIMP_TAC[FINITE_UNION; IMP_CONJ; FINITE_IMAGE; CARD_UNION;
                   SET_RULE `t INTER s = {} <=> DISJOINT s t`] THEN
      DISCH_TAC THEN DISCH_TAC THEN REWRITE_TAC[CARD_NUMSEG; DIM_UNIV] THEN
      ARITH_TAC;
      ALL_TAC] THEN
    REWRITE_TAC[CONJ_ASSOC; SET_RULE
     `(!x. x IN s ==> f x IN t) /\ (!y. y IN t ==> ?x. x IN s /\ f x = y) <=>
      t = IMAGE f s`] THEN
    REWRITE_TAC[GSYM CONJ_ASSOC; LEFT_IMP_EXISTS_THM; IN_NUMSEG] THEN
    X_GEN_TAC `w:num->real^N` THEN
    DISCH_THEN(CONJUNCTS_THEN2 SUBST_ALL_TAC MP_TAC) THEN
    REWRITE_TAC[ARITH_RULE `n + 1 <= x <=> n < x`; CONJ_ASSOC] THEN
    ONCE_REWRITE_TAC[TAUT `p /\ q ==> r <=> p /\ ~r ==> ~q`] THEN
    REWRITE_TAC[GSYM CONJ_ASSOC] THEN STRIP_TAC THEN
    REWRITE_TAC[TAUT `p /\ ~r ==> ~q <=> p /\ q ==> r`] THEN
    EXISTS_TAC `\i. if i <= n then (v:num->real^N) i else w i` THEN
    SIMP_TAC[] THEN
    RULE_ASSUM_TAC(REWRITE_RULE[FORALL_IN_IMAGE; IN_NUMSEG]) THEN
    CONJ_TAC THENL
     [ALL_TAC; ASM_MESON_TAC[ARITH_RULE `~(i <= n) ==> n + 1 <= i`]] THEN
    REWRITE_TAC[pairwise] THEN MATCH_MP_TAC WLOG_LT THEN REWRITE_TAC[] THEN
    CONJ_TAC THENL [MESON_TAC[ORTHOGONAL_SYM]; ALL_TAC] THEN
    MAP_EVERY X_GEN_TAC [`i:num`; `j:num`] THEN DISCH_TAC THEN
    ASM_CASES_TAC `j:num <= n` THEN ASM_REWRITE_TAC[IN_NUMSEG] THENL
     [COND_CASES_TAC THEN ASM_SIMP_TAC[] THEN ASM_ARITH_TAC; ALL_TAC] THEN
    ASM_CASES_TAC `i:num <= n` THEN ASM_REWRITE_TAC[] THEN STRIP_TAC THEN
    UNDISCH_TAC
     `pairwise orthogonal
        (IMAGE (v:num->real^N) (1..n) UNION IMAGE w (n+1..dimindex (:N)))` THEN
    REWRITE_TAC[pairwise] THEN ONCE_REWRITE_TAC[SWAP_FORALL_THM] THEN
    DISCH_THEN(MP_TAC o SPEC `(w:num->real^N) j`) THENL
     [DISCH_THEN(MP_TAC o SPEC `(v:num->real^N) i`);
      DISCH_THEN(MP_TAC o SPEC `(w:num->real^N) i`)] THEN
    ASM_REWRITE_TAC[IN_UNION; IN_IMAGE; IN_NUMSEG] THEN
    DISCH_THEN MATCH_MP_TAC THENL
     [CONJ_TAC THENL [ASM_MESON_TAC[]; ALL_TAC] THEN
      CONJ_TAC THENL
       [ASM_MESON_TAC[ARITH_RULE `~(x <= n) ==> n + 1 <= x`]; ALL_TAC];
      ASM_MESON_TAC[ARITH_RULE `~(x <= n) ==> n + 1 <= x /\ n < x`]] THEN
    FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [DISJOINT]) THEN
    REWRITE_TAC[SET_RULE `IMAGE w t INTER IMAGE v s = {} <=>
      !i j. i IN s /\ j IN t ==> ~(v i = w j)`] THEN
    DISCH_THEN MATCH_MP_TAC THEN ASM_REWRITE_TAC[IN_NUMSEG] THEN
    ASM_ARITH_TAC) in
  let lemma2 = prove
   (`!v:num->real^N w k.
          pairwise (\i j. orthogonal (v i) (v j)) k /\
          pairwise (\i j. orthogonal (w i) (w j)) k /\
          (!i. i IN k ==> norm(v i) = norm(w i)) /\
          (!i. i IN k ==> ~(v i = vec 0) /\ ~(w i = vec 0))
          ==> ?f. orthogonal_transformation f /\
                  (!i. i IN k ==> f(v i) = w i)`,
    REPEAT STRIP_TAC THEN
    SUBGOAL_THEN `FINITE(k:num->bool)` MP_TAC THENL
     [SUBGOAL_THEN `pairwise orthogonal (IMAGE (v:num->real^N) k)`
      ASSUME_TAC THENL
       [REWRITE_TAC[PAIRWISE_IMAGE] THEN
        RULE_ASSUM_TAC(REWRITE_RULE[pairwise]) THEN ASM_SIMP_TAC[pairwise];
        ALL_TAC] THEN
      FIRST_ASSUM(MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ]
        PAIRWISE_ORTHOGONAL_INDEPENDENT)) THEN
      ANTS_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN
      DISCH_THEN(MP_TAC o MATCH_MP INDEPENDENT_IMP_FINITE) THEN
      MATCH_MP_TAC EQ_IMP THEN MATCH_MP_TAC FINITE_IMAGE_INJ_EQ THEN
      RULE_ASSUM_TAC(REWRITE_RULE[pairwise]) THEN
      ASM_MESON_TAC[ORTHOGONAL_REFL];
      ALL_TAC] THEN
    DISCH_THEN(MP_TAC o GEN_REWRITE_RULE I [FINITE_INDEX_NUMSEG]) THEN
    ONCE_REWRITE_TAC[TAUT `p /\ q /\ r ==> s <=> p /\ q /\ ~s ==> ~r`] THEN
    DISCH_THEN(X_CHOOSE_THEN `n:num->num` MP_TAC) THEN
    REWRITE_TAC[IN_NUMSEG] THEN GEN_REWRITE_TAC I [IMP_CONJ] THEN
    DISCH_THEN(fun th -> DISCH_THEN SUBST_ALL_TAC THEN ASSUME_TAC th) THEN
    RULE_ASSUM_TAC(REWRITE_RULE
     [PAIRWISE_IMAGE; FORALL_IN_IMAGE; IN_NUMSEG]) THEN
    MP_TAC(ISPECL
     [`\i. inv(norm(w(n i))) % (w:num->real^N) ((n:num->num) i)`;
      `CARD(k:num->bool)`] lemma1) THEN
    MP_TAC(ISPECL
     [`\i. inv(norm(v(n i))) % (v:num->real^N) ((n:num->num) i)`;
      `CARD(k:num->bool)`] lemma1) THEN
    ASM_SIMP_TAC[NORM_MUL; REAL_MUL_LINV; NORM_EQ_0; REAL_ABS_INV;
                 REAL_ABS_NORM; pairwise; orthogonal; IN_NUMSEG] THEN
    RULE_ASSUM_TAC(REWRITE_RULE[pairwise; orthogonal; IN_NUMSEG]) THEN
    ASM_SIMP_TAC[DOT_LMUL; DOT_RMUL; REAL_ENTIRE; FORALL_IN_IMAGE] THEN
    DISCH_THEN(X_CHOOSE_THEN `f:real^N->real^N` STRIP_ASSUME_TAC) THEN
    DISCH_THEN(X_CHOOSE_THEN `g:real^N->real^N` STRIP_ASSUME_TAC) THEN
    MP_TAC(ISPEC `f:real^N->real^N` ORTHOGONAL_TRANSFORMATION_INVERSE) THEN
    ASM_REWRITE_TAC[] THEN
    DISCH_THEN(X_CHOOSE_THEN `f':real^N->real^N` STRIP_ASSUME_TAC) THEN
    EXISTS_TAC `(g:real^N->real^N) o (f':real^N->real^N)` THEN
    ASM_SIMP_TAC[ORTHOGONAL_TRANSFORMATION_COMPOSE; IN_NUMSEG] THEN
    X_GEN_TAC `i:num` THEN DISCH_TAC THEN REWRITE_TAC[o_THM] THEN
    MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC
     `(g:real^N->real^N) (norm((w:num->real^N)(n(i:num))) % basis i)` THEN
    CONJ_TAC THENL
     [AP_TERM_TAC THEN FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (MESON[]
       `(!x. f'(f x) = x) ==> f x = y ==> f' y = x`));
      ALL_TAC] THEN
    RULE_ASSUM_TAC(REWRITE_RULE[orthogonal_transformation]) THEN
    ASM_SIMP_TAC[LINEAR_CMUL; VECTOR_MUL_ASSOC] THEN
    ASM_SIMP_TAC[REAL_MUL_RINV; NORM_EQ_0; VECTOR_MUL_LID]) in
  REPEAT STRIP_TAC THEN MP_TAC(ISPECL
   [`v:num->real^N`; `w:num->real^N`;
    `{i | i IN k /\ ~((v:num->real^N) i = vec 0)}`] lemma2) THEN
  ASM_SIMP_TAC[IN_ELIM_THM; CONJ_ASSOC] THEN ANTS_TAC THENL
   [CONJ_TAC THENL [ALL_TAC; ASM_MESON_TAC[NORM_EQ_0]] THEN
    CONJ_TAC THEN MATCH_MP_TAC PAIRWISE_MONO THEN EXISTS_TAC `k:num->bool` THEN
    ASM_REWRITE_TAC[] THEN SET_TAC[];
    MATCH_MP_TAC MONO_EXISTS THEN SIMP_TAC[orthogonal_transformation] THEN
    GEN_TAC THEN STRIP_TAC THEN X_GEN_TAC `i:num` THEN DISCH_TAC THEN
    ASM_CASES_TAC `(v:num->real^N) i = vec 0` THEN ASM_SIMP_TAC[] THEN
    ASM_MESON_TAC[LINEAR_0; NORM_EQ_0]]);;
(* ------------------------------------------------------------------------- *) (* Reflection of a vector about 0 along a line. *) (* ------------------------------------------------------------------------- *)
let reflect_along = new_definition
 `reflect_along v (x:real^N) = x - (&2 * (x dot v) / (v dot v)) % v`;;
let REFLECT_ALONG_ADD = 
prove (`!v x y:real^N. reflect_along v (x + y) = reflect_along v x + reflect_along v y`,
REPEAT GEN_TAC THEN REWRITE_TAC[reflect_along; VECTOR_ARITH `x - a % v + y - b % v:real^N = (x + y) - (a + b) % v`] THEN AP_TERM_TAC THEN AP_THM_TAC THEN AP_TERM_TAC THEN REWRITE_TAC[DOT_LADD] THEN REAL_ARITH_TAC);;
let REFLECT_ALONG_MUL = 
prove (`!v a x:real^N. reflect_along v (a % x) = a % reflect_along v x`,
REWRITE_TAC[reflect_along; DOT_LMUL; REAL_ARITH `&2 * (a * x) / y = a * &2 * x / y`] THEN REWRITE_TAC[VECTOR_SUB_LDISTRIB; VECTOR_MUL_ASSOC]);;
let LINEAR_REFLECT_ALONG = 
prove (`!v:real^N. linear(reflect_along v)`,
let REFLECT_ALONG_0 = 
prove (`!v:real^N. reflect_along v (vec 0) = vec 0`,
REWRITE_TAC[MATCH_MP LINEAR_0 (SPEC_ALL LINEAR_REFLECT_ALONG)]);;
let REFLECT_ALONG_REFL = 
prove (`!v:real^N. reflect_along v v = --v`,
GEN_TAC THEN ASM_CASES_TAC `v:real^N = vec 0` THEN ASM_REWRITE_TAC[VECTOR_NEG_0; REFLECT_ALONG_0] THEN REWRITE_TAC[reflect_along] THEN ASM_SIMP_TAC[REAL_DIV_REFL; DOT_EQ_0] THEN VECTOR_ARITH_TAC);;
let REFLECT_ALONG_INVOLUTION = 
prove (`!v x:real^N. reflect_along v (reflect_along v x) = x`,
REWRITE_TAC[reflect_along; DOT_LSUB; VECTOR_MUL_EQ_0; VECTOR_ARITH `x - a % v - b % v:real^N = x <=> (a + b) % v = vec 0`] THEN REWRITE_TAC[DOT_LMUL; GSYM DOT_EQ_0] THEN CONV_TAC REAL_FIELD);;
let REFLECT_ALONG_EQ_0 = 
prove (`!v x:real^N. reflect_along v x = vec 0 <=> x = vec 0`,
let ORTHGOONAL_TRANSFORMATION_REFLECT_ALONG = 
prove (`!v:real^N. orthogonal_transformation(reflect_along v)`,
GEN_TAC THEN ASM_CASES_TAC `v:real^N = vec 0` THENL [GEN_REWRITE_TAC RAND_CONV [GSYM ETA_AX] THEN ASM_REWRITE_TAC[reflect_along; VECTOR_MUL_RZERO; VECTOR_SUB_RZERO; ORTHOGONAL_TRANSFORMATION_ID]; REWRITE_TAC[ORTHOGONAL_TRANSFORMATION] THEN REWRITE_TAC[LINEAR_REFLECT_ALONG; NORM_EQ] THEN REWRITE_TAC[reflect_along; VECTOR_ARITH `(a - b:real^N) dot (a - b) = (a dot a + b dot b) - &2 * a dot b`] THEN REWRITE_TAC[DOT_LMUL; DOT_RMUL] THEN X_GEN_TAC `w:real^N` THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [GSYM DOT_EQ_0]) THEN CONV_TAC REAL_FIELD]);;
let REFLECT_ALONG_EQ_SELF = 
prove (`!v x:real^N. reflect_along v x = x <=> orthogonal v x`,
REPEAT GEN_TAC THEN REWRITE_TAC[reflect_along; orthogonal] THEN REWRITE_TAC[VECTOR_ARITH `x - a:real^N = x <=> a = vec 0`] THEN REWRITE_TAC[VECTOR_MUL_EQ_0] THEN ASM_CASES_TAC `v:real^N = vec 0` THEN ASM_SIMP_TAC[DOT_LZERO; DOT_SYM] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [GSYM DOT_EQ_0]) THEN CONV_TAC REAL_FIELD);;
let REFLECT_ALONG_ZERO = 
prove (`!x:real^N. reflect_along (vec 0) = I`,
let REFLECT_ALONG_LINEAR_IMAGE = 
prove (`!f:real^M->real^N v x. linear f /\ (!x. norm(f x) = norm x) ==> reflect_along (f v) (f x) = f(reflect_along v x)`,
add_linear_invariants [REFLECT_ALONG_LINEAR_IMAGE];;
let REFLECT_ALONG_SCALE = 
prove (`!c v x:real^N. ~(c = &0) ==> reflect_along (c % v) x = reflect_along v x`,
REPEAT STRIP_TAC THEN ASM_CASES_TAC `v:real^N = vec 0` THEN ASM_REWRITE_TAC[VECTOR_MUL_RZERO; REFLECT_ALONG_ZERO] THEN REWRITE_TAC[reflect_along; VECTOR_MUL_ASSOC] THEN AP_TERM_TAC THEN AP_THM_TAC THEN AP_TERM_TAC THEN REWRITE_TAC[DOT_RMUL] THEN REWRITE_TAC[DOT_LMUL] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [GSYM DOT_EQ_0]) THEN POP_ASSUM MP_TAC THEN CONV_TAC REAL_FIELD);;
let REFLECT_ALONG_1D = 
prove (`!v x:real^N. dimindex(:N) = 1 ==> reflect_along v x = if v = vec 0 then x else --x`,
REPEAT STRIP_TAC THEN ASM_SIMP_TAC[reflect_along; dot; SUM_1; CART_EQ; FORALL_1] THEN REWRITE_TAC[VEC_COMPONENT; COND_RATOR; COND_RAND] THEN SIMP_TAC[VECTOR_NEG_COMPONENT; VECTOR_MUL_COMPONENT; VECTOR_SUB_COMPONENT; REAL_MUL_RZERO] THEN CONV_TAC REAL_FIELD);;
let REFLECT_ALONG_BASIS = 
prove (`!x:real^N k. 1 <= k /\ k <= dimindex(:N) ==> reflect_along (basis k) x = x - (&2 * x$k) % basis k`,
let MATRIX_REFLECT_ALONG_BASIS = 
prove (`!k. 1 <= k /\ k <= dimindex(:N) ==> matrix(reflect_along (basis k)):real^N^N = lambda i j. if i = k /\ j = k then --(&1) else if i = j then &1 else &0`,
SIMP_TAC[CART_EQ; LAMBDA_BETA; matrix; REFLECT_ALONG_BASIS; VECTOR_SUB_COMPONENT; BASIS_COMPONENT; VECTOR_MUL_COMPONENT] THEN X_GEN_TAC `k:num` THEN STRIP_TAC THEN X_GEN_TAC `i:num` THEN STRIP_TAC THEN X_GEN_TAC `j:num` THEN STRIP_TAC THEN ASM_CASES_TAC `i:num = j` THEN ASM_REWRITE_TAC[] THEN REPEAT(COND_CASES_TAC THEN ASM_REWRITE_TAC[]) THEN ASM_REAL_ARITH_TAC);;
let ROTOINVERSION_MATRIX_REFLECT_ALONG = 
prove (`!v:real^N. ~(v = vec 0) ==> rotoinversion_matrix(matrix(reflect_along v))`,
REPEAT STRIP_TAC THEN REWRITE_TAC[rotoinversion_matrix] THEN CONJ_TAC THENL [ASM_MESON_TAC[ORTHOGONAL_TRANSFORMATION_MATRIX; ORTHGOONAL_TRANSFORMATION_REFLECT_ALONG]; ALL_TAC] THEN ABBREV_TAC `w:real^N = inv(norm v) % v` THEN SUBGOAL_THEN `reflect_along (v:real^N) = reflect_along w` SUBST1_TAC THENL [EXPAND_TAC "w" THEN REWRITE_TAC[FUN_EQ_THM] THEN ASM_SIMP_TAC[REFLECT_ALONG_SCALE; REAL_INV_EQ_0; NORM_EQ_0]; SUBGOAL_THEN `norm(w:real^N) = &1` MP_TAC THENL [EXPAND_TAC "w" THEN SIMP_TAC[NORM_MUL; REAL_ABS_INV; REAL_ABS_NORM] THEN MATCH_MP_TAC REAL_MUL_LINV THEN ASM_REWRITE_TAC[NORM_EQ_0]; POP_ASSUM_LIST(K ALL_TAC) THEN SPEC_TAC(`w:real^N`,`v:real^N`)]] THEN X_GEN_TAC `v:real^N` THEN ASM_CASES_TAC `v:real^N = vec 0` THEN ASM_REWRITE_TAC[NORM_0; REAL_OF_NUM_EQ; ARITH_EQ] THEN DISCH_TAC THEN MP_TAC(ISPECL [`v:real^N`; `basis 1:real^N`] ORTHOGONAL_TRANSFORMATION_EXISTS) THEN ASM_SIMP_TAC[NORM_BASIS; DIMINDEX_GE_1; LE_REFL] THEN DISCH_THEN(X_CHOOSE_THEN `f:real^N->real^N` STRIP_ASSUME_TAC) THEN SUBGOAL_THEN `matrix(reflect_along v) = transp(matrix(f:real^N->real^N)) ** matrix(reflect_along (f v)) ** matrix f` SUBST1_TAC THENL [UNDISCH_THEN `(f:real^N->real^N) v = basis 1` (K ALL_TAC) THEN REWRITE_TAC[MATRIX_EQ; GSYM MATRIX_VECTOR_MUL_ASSOC] THEN ASM_SIMP_TAC[MATRIX_WORKS; LINEAR_REFLECT_ALONG; ORTHOGONAL_TRANSFORMATION_LINEAR] THEN X_GEN_TAC `x:real^N` THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `(transp(matrix(f:real^N->real^N)) ** matrix f) ** (reflect_along v x:real^N)` THEN CONJ_TAC THENL [ASM_MESON_TAC[ORTHOGONAL_MATRIX; MATRIX_VECTOR_MUL_LID; ORTHOGONAL_TRANSFORMATION_MATRIX]; REWRITE_TAC[GSYM MATRIX_VECTOR_MUL_ASSOC] THEN ASM_SIMP_TAC[MATRIX_WORKS; ORTHOGONAL_TRANSFORMATION_LINEAR] THEN AP_TERM_TAC THEN CONV_TAC SYM_CONV THEN MATCH_MP_TAC REFLECT_ALONG_LINEAR_IMAGE THEN ASM_REWRITE_TAC[GSYM ORTHOGONAL_TRANSFORMATION]]; ASM_REWRITE_TAC[DET_MUL; DET_TRANSP] THEN MATCH_MP_TAC(REAL_RING `(x = &1 \/ x = -- &1) /\ y = a ==> x * y * x = a`) THEN CONJ_TAC THENL [ASM_MESON_TAC[DET_ORTHOGONAL_MATRIX; ORTHOGONAL_TRANSFORMATION_MATRIX]; ALL_TAC] THEN W(MP_TAC o PART_MATCH (lhs o rand) DET_UPPERTRIANGULAR o lhand o snd) THEN SIMP_TAC[MATRIX_REFLECT_ALONG_BASIS; DIMINDEX_GE_1; LE_REFL] THEN SIMP_TAC[LAMBDA_BETA; ARITH_RULE `j < i ==> ~(i = j) /\ ~(i = 1 /\ j = 1)`] THEN DISCH_THEN(K ALL_TAC) THEN SIMP_TAC[PRODUCT_CLAUSES_LEFT; DIMINDEX_GE_1] THEN MATCH_MP_TAC(REAL_RING `x = &1 ==> a * x = a`) THEN MATCH_MP_TAC PRODUCT_EQ_1 THEN REWRITE_TAC[IN_NUMSEG] THEN REPEAT STRIP_TAC THEN COND_CASES_TAC THEN ASM_REWRITE_TAC[] THEN ASM_ARITH_TAC]);;
let DET_MATRIX_REFLECT_ALONG = 
prove (`!v:real^N. det(matrix(reflect_along v)) = if v = vec 0 then &1 else --(&1)`,
GEN_TAC THEN COND_CASES_TAC THEN ASM_REWRITE_TAC[REFLECT_ALONG_ZERO] THEN REWRITE_TAC[MATRIX_I; DET_I] THEN FIRST_ASSUM(MP_TAC o MATCH_MP ROTOINVERSION_MATRIX_REFLECT_ALONG) THEN SIMP_TAC[rotoinversion_matrix]);;
(* ------------------------------------------------------------------------- *) (* All orthogonal transformations are a composition of reflections. *) (* ------------------------------------------------------------------------- *)
let ORTHOGONAL_TRANSFORMATION_GENERATED_BY_REFLECTIONS = 
prove (`!f:real^N->real^N n. orthogonal_transformation f /\ dimindex(:N) <= dim {x | f x = x} + n ==> ?l. LENGTH l <= n /\ ALL (\v. ~(v = vec 0)) l /\ f = ITLIST (\v h. reflect_along v o h) l I`,
ONCE_REWRITE_TAC[GSYM SWAP_FORALL_THM] THEN INDUCT_TAC THENL [REWRITE_TAC[CONJUNCT1 LE; LENGTH_EQ_NIL; ADD_CLAUSES; UNWIND_THM2] THEN SIMP_TAC[DIM_SUBSET_UNIV; ARITH_RULE `a:num <= b ==> (b <= a <=> a = b)`; ITLIST; DIM_EQ_FULL; orthogonal_transformation] THEN SIMP_TAC[SPAN_OF_SUBSPACE; SUBSPACE_LINEAR_FIXED_POINTS; IMP_CONJ] THEN REWRITE_TAC[EXTENSION; IN_UNIV; IN_ELIM_THM] THEN SIMP_TAC[FUN_EQ_THM; I_THM; ALL]; REPEAT STRIP_TAC THEN ASM_CASES_TAC `!x:real^N. f x = x` THENL [EXISTS_TAC `[]:(real^N) list` THEN ASM_REWRITE_TAC[ITLIST; FUN_EQ_THM; I_THM; ALL; LENGTH; LE_0]; FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [NOT_FORALL_THM])] THEN DISCH_THEN(X_CHOOSE_TAC `a:real^N`) THEN ABBREV_TAC `v:real^N = inv(&2) % (f a - a)` THEN FIRST_X_ASSUM (MP_TAC o SPEC `reflect_along v o (f:real^N->real^N)`) THEN ASM_SIMP_TAC[ORTHGOONAL_TRANSFORMATION_REFLECT_ALONG; ORTHOGONAL_TRANSFORMATION_COMPOSE] THEN ANTS_TAC THENL [FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (ARITH_RULE `a <= d + SUC n ==> d < d' ==> a <= d' + n`)) THEN MATCH_MP_TAC DIM_PSUBSET THEN REWRITE_TAC[PSUBSET_ALT] THEN SUBGOAL_THEN `!y:real^N. dist(y,f a) = dist(y,a) ==> reflect_along v y = y` ASSUME_TAC THENL [REWRITE_TAC[dist; NORM_EQ_SQUARE; NORM_POS_LE; NORM_POW_2] THEN REWRITE_TAC[VECTOR_ARITH `(y - b:real^N) dot (y - b) = (y dot y + b dot b) - &2 * y dot b`] THEN REWRITE_TAC[REAL_ARITH `(y + aa) - &2 * a = (y + bb) - &2 * b <=> a - b = inv(&2) * (aa - bb)`] THEN RULE_ASSUM_TAC(REWRITE_RULE[orthogonal_transformation]) THEN ASM_REWRITE_TAC[REAL_SUB_REFL; REAL_MUL_RZERO] THEN EXPAND_TAC "v" THEN REWRITE_TAC[GSYM DOT_RSUB; reflect_along] THEN SIMP_TAC[DOT_RMUL; real_div; REAL_MUL_LZERO; REAL_MUL_RZERO] THEN REWRITE_TAC[VECTOR_MUL_LZERO; VECTOR_SUB_RZERO]; ALL_TAC] THEN CONJ_TAC THENL [MATCH_MP_TAC SPAN_MONO THEN SIMP_TAC[SUBSET; IN_ELIM_THM; o_THM] THEN ASM_MESON_TAC[ORTHOGONAL_TRANSFORMATION_ISOMETRY]; ALL_TAC] THEN EXISTS_TAC `a:real^N` THEN ASM_SIMP_TAC[SUBSPACE_LINEAR_FIXED_POINTS; SPAN_OF_SUBSPACE; ORTHOGONAL_TRANSFORMATION_LINEAR; IN_ELIM_THM] THEN MATCH_MP_TAC SPAN_SUPERSET THEN REWRITE_TAC[IN_ELIM_THM; o_THM] THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `reflect_along (v:real^N) (midpoint(f a,a) + v)` THEN CONJ_TAC THENL [AP_TERM_TAC; REWRITE_TAC[REFLECT_ALONG_ADD] THEN ASM_SIMP_TAC[DIST_MIDPOINT; REFLECT_ALONG_REFL]] THEN EXPAND_TAC "v" THEN REWRITE_TAC[midpoint] THEN VECTOR_ARITH_TAC; DISCH_THEN(X_CHOOSE_THEN `l:(real^N)list` STRIP_ASSUME_TAC) THEN EXISTS_TAC `CONS (v:real^N) l` THEN ASM_REWRITE_TAC[ALL; LENGTH; LE_SUC; VECTOR_SUB_EQ; ITLIST] THEN EXPAND_TAC "v" THEN ASM_REWRITE_TAC[VECTOR_MUL_EQ_0] THEN CONV_TAC REAL_RAT_REDUCE_CONV THEN ASM_REWRITE_TAC[VECTOR_SUB_EQ] THEN FIRST_X_ASSUM(MP_TAC o AP_TERM `(o)(reflect_along (v:real^N)):(real^N->real^N)->(real^N->real^N)`) THEN REWRITE_TAC[FUN_EQ_THM; o_THM; REFLECT_ALONG_INVOLUTION]]]);;
(* ------------------------------------------------------------------------- *) (* Extract scaling, translation and linear invariance theorems. *) (* For the linear case, chain through some basic consequences automatically, *) (* e.g. norm-preserving and linear implies injective. *) (* ------------------------------------------------------------------------- *) let SCALING_THEOREMS v = let th1 = UNDISCH(snd(EQ_IMP_RULE(ISPEC v NORM_POS_LT))) in let t = rand(concl th1) in end_itlist CONJ (map (C MP th1 o SPEC t) (!scaling_theorems));; let TRANSLATION_INVARIANTS x = end_itlist CONJ (mapfilter (ISPEC x) (!invariant_under_translation));; let USABLE_CONCLUSION f ths th = let ith = PURE_REWRITE_RULE[RIGHT_FORALL_IMP_THM] (ISPEC f th) in let bod = concl ith in let cjs = conjuncts(fst(dest_imp bod)) in let ths = map (fun t -> find(fun th -> aconv (concl th) t) ths) cjs in GEN_ALL(MP ith (end_itlist CONJ ths));; let LINEAR_INVARIANTS = let sths = (CONJUNCTS o prove) (`(!f:real^M->real^N. linear f /\ (!x. norm(f x) = norm x) ==> (!x y. f x = f y ==> x = y)) /\ (!f:real^N->real^N. linear f /\ (!x. norm(f x) = norm x) ==> (!y. ?x. f x = y)) /\ (!f:real^N->real^N. linear f /\ (!x y. f x = f y ==> x = y) ==> (!y. ?x. f x = y)) /\ (!f:real^N->real^N. linear f /\ (!y. ?x. f x = y) ==> (!x y. f x = f y ==> x = y))`, CONJ_TAC THENL [ONCE_REWRITE_TAC[GSYM VECTOR_SUB_EQ] THEN SIMP_TAC[GSYM LINEAR_SUB; GSYM NORM_EQ_0]; MESON_TAC[ORTHOGONAL_TRANSFORMATION_SURJECTIVE; ORTHOGONAL_TRANSFORMATION_INJECTIVE; ORTHOGONAL_TRANSFORMATION; LINEAR_SURJECTIVE_IFF_INJECTIVE]]) in fun f ths -> let ths' = ths @ mapfilter (USABLE_CONCLUSION f ths) sths in end_itlist CONJ (mapfilter (USABLE_CONCLUSION f ths') (!invariant_under_linear));; (* ------------------------------------------------------------------------- *) (* Tactic to pick WLOG a particular point as the origin. The conversion form *) (* assumes it's the outermost universal variable; the tactic is more general *) (* and allows any free or outer universally quantified variable. The list *) (* "avoid" is the points not to translate. There is also a tactic to help in *) (* proving new translation theorems, which uses similar machinery. *) (* ------------------------------------------------------------------------- *) let GEOM_ORIGIN_CONV,GEOM_TRANSLATE_CONV =
let pth = 
prove (`!a:real^N. a = a + vec 0 /\ {} = IMAGE (\x. a + x) {} /\ {} = IMAGE (IMAGE (\x. a + x)) {} /\ (:real^N) = IMAGE (\x. a + x) (:real^N) /\ (:real^N->bool) = IMAGE (IMAGE (\x. a + x)) (:real^N->bool) /\ [] = MAP (\x. a + x) []`,
REWRITE_TAC[IMAGE_CLAUSES; VECTOR_ADD_RID; MAP] THEN REWRITE_TAC[SET_RULE `UNIV = IMAGE f UNIV <=> !y. ?x. f x = y`] THEN REWRITE_TAC[SURJECTIVE_IMAGE] THEN REWRITE_TAC[VECTOR_ARITH `a + y:real^N = x <=> y = x - a`; EXISTS_REFL]) and qth = prove (`!a:real^N. ((!P. (!x. P x) <=> (!x. P (a + x))) /\ (!P. (?x. P x) <=> (?x. P (a + x))) /\ (!Q. (!s. Q s) <=> (!s. Q(IMAGE (\x. a + x) s))) /\ (!Q. (?s. Q s) <=> (?s. Q(IMAGE (\x. a + x) s))) /\ (!Q. (!s. Q s) <=> (!s. Q(IMAGE (IMAGE (\x. a + x)) s))) /\ (!Q. (?s. Q s) <=> (?s. Q(IMAGE (IMAGE (\x. a + x)) s))) /\ (!P. (!g:real^1->real^N. P g) <=> (!g. P ((\x. a + x) o g))) /\ (!P. (?g:real^1->real^N. P g) <=> (?g. P ((\x. a + x) o g))) /\ (!P. (!g:num->real^N. P g) <=> (!g. P ((\x. a + x) o g))) /\ (!P. (?g:num->real^N. P g) <=> (?g. P ((\x. a + x) o g))) /\ (!Q. (!l. Q l) <=> (!l. Q(MAP (\x. a + x) l))) /\ (!Q. (?l. Q l) <=> (?l. Q(MAP (\x. a + x) l)))) /\ ((!P. {x | P x} = IMAGE (\x. a + x) {x | P(a + x)}) /\ (!Q. {s | Q s} = IMAGE (IMAGE (\x. a + x)) {s | Q(IMAGE (\x. a + x) s)}) /\ (!R. {l | R l} = IMAGE (MAP (\x. a + x)) {l | R(MAP (\x. a + x) l)}))`, GEN_TAC THEN MATCH_MP_TAC QUANTIFY_SURJECTION_HIGHER_THM THEN X_GEN_TAC `y:real^N` THEN EXISTS_TAC `y - a:real^N` THEN VECTOR_ARITH_TAC) in let GEOM_ORIGIN_CONV avoid tm = let x,tm0 = dest_forall tm in let th0 = ISPEC x pth in let x' = genvar(type_of x) in let ith = ISPEC x' qth in let th1 = PARTIAL_EXPAND_QUANTS_CONV avoid (ASSUME(concl ith)) tm0 in let th2 = CONV_RULE(RAND_CONV(SUBS_CONV(CONJUNCTS th0))) th1 in let th3 = INST[x,x'] (PROVE_HYP ith th2) in let ths = TRANSLATION_INVARIANTS x in let thr = REFL x in let th4 = GEN_REWRITE_RULE (RAND_CONV o REDEPTH_CONV) [BETA_THM;ADD_ASSUM(concl thr) ths] th3 in let th5 = MK_FORALL x (PROVE_HYP thr th4) in GEN_REWRITE_RULE (RAND_CONV o TRY_CONV) [FORALL_SIMP] th5 and GEOM_TRANSLATE_CONV avoid a tm = let cth = CONJUNCT2(ISPEC a pth) and vth = ISPEC a qth in let th1 = PARTIAL_EXPAND_QUANTS_CONV avoid (ASSUME(concl vth)) tm in let th2 = CONV_RULE(RAND_CONV(SUBS_CONV(CONJUNCTS cth))) th1 in let th3 = PROVE_HYP vth th2 in let ths = TRANSLATION_INVARIANTS a in let thr = REFL a in let th4 = GEN_REWRITE_RULE (RAND_CONV o REDEPTH_CONV) [BETA_THM;ADD_ASSUM(concl thr) ths] th3 in PROVE_HYP thr th4 in GEOM_ORIGIN_CONV,GEOM_TRANSLATE_CONV;;
let GEN_GEOM_ORIGIN_TAC x avoid (asl,w as gl) = let avs,bod = strip_forall w and avs' = subtract (frees w) (freesl(map (concl o snd) asl)) in (MAP_EVERY X_GEN_TAC avs THEN MAP_EVERY (fun t -> SPEC_TAC(t,t)) (rev(subtract (avs@avs') [x])) THEN SPEC_TAC(x,x) THEN CONV_TAC(GEOM_ORIGIN_CONV avoid)) gl;; let GEOM_ORIGIN_TAC x = GEN_GEOM_ORIGIN_TAC x [];; let GEOM_TRANSLATE_TAC avoid (asl,w) = let a,bod = dest_forall w in let n = length(fst(strip_forall bod)) in (X_GEN_TAC a THEN CONV_TAC(funpow n BINDER_CONV (LAND_CONV(GEOM_TRANSLATE_CONV avoid a))) THEN REWRITE_TAC[]) (asl,w);; (* ------------------------------------------------------------------------- *) (* Rename existential variables in conclusion to fresh genvars. *) (* ------------------------------------------------------------------------- *) let EXISTS_GENVAR_RULE = let rec rule vs th = match vs with [] -> th | v::ovs -> let x,bod = dest_exists(concl th) in let th1 = rule ovs (ASSUME bod) in let th2 = SIMPLE_CHOOSE x (SIMPLE_EXISTS x th1) in PROVE_HYP th (CONV_RULE (GEN_ALPHA_CONV v) th2) in fun th -> rule (map (genvar o type_of) (fst(strip_exists(concl th)))) th;; (* ------------------------------------------------------------------------- *) (* Rotate so that WLOG some point is a +ve multiple of basis vector k. *) (* For general N, it's better to use k = 1 so the side-condition can be *) (* discharged. For dimensions 1, 2 and 3 anything will work automatically. *) (* Could generalize by asking the user to prove theorem 1 <= k <= N. *) (* ------------------------------------------------------------------------- *) let GEOM_BASIS_MULTIPLE_RULE =
let pth = 
prove (`!f. orthogonal_transformation (f:real^N->real^N) ==> (vec 0 = f(vec 0) /\ {} = IMAGE f {} /\ {} = IMAGE (IMAGE f) {} /\ (:real^N) = IMAGE f (:real^N) /\ (:real^N->bool) = IMAGE (IMAGE f) (:real^N->bool) /\ [] = MAP f []) /\ ((!P. (!x. P x) <=> (!x. P (f x))) /\ (!P. (?x. P x) <=> (?x. P (f x))) /\ (!Q. (!s. Q s) <=> (!s. Q (IMAGE f s))) /\ (!Q. (?s. Q s) <=> (?s. Q (IMAGE f s))) /\ (!Q. (!s. Q s) <=> (!s. Q (IMAGE (IMAGE f) s))) /\ (!Q. (?s. Q s) <=> (?s. Q (IMAGE (IMAGE f) s))) /\ (!P. (!g:real^1->real^N. P g) <=> (!g. P (f o g))) /\ (!P. (?g:real^1->real^N. P g) <=> (?g. P (f o g))) /\ (!P. (!g:num->real^N. P g) <=> (!g. P (f o g))) /\ (!P. (?g:num->real^N. P g) <=> (?g. P (f o g))) /\ (!Q. (!l. Q l) <=> (!l. Q(MAP f l))) /\ (!Q. (?l. Q l) <=> (?l. Q(MAP f l)))) /\ ((!P. {x | P x} = IMAGE f {x | P(f x)}) /\ (!Q. {s | Q s} = IMAGE (IMAGE f) {s | Q(IMAGE f s)}) /\ (!R. {l | R l} = IMAGE (MAP f) {l | R(MAP f l)}))`,
REPEAT GEN_TAC THEN DISCH_TAC THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP ORTHOGONAL_TRANSFORMATION_SURJECTIVE) THEN CONJ_TAC THENL [REWRITE_TAC[IMAGE_CLAUSES; MAP] THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP ORTHOGONAL_TRANSFORMATION_LINEAR) THEN CONJ_TAC THENL [ASM_MESON_TAC[LINEAR_0]; ALL_TAC] THEN REWRITE_TAC[SET_RULE `UNIV = IMAGE f UNIV <=> !y. ?x. f x = y`] THEN ASM_REWRITE_TAC[SURJECTIVE_IMAGE]; MATCH_MP_TAC QUANTIFY_SURJECTION_HIGHER_THM THEN ASM_REWRITE_TAC[]]) and oth = prove (`!f:real^N->real^N. orthogonal_transformation f /\ (2 <= dimindex(:N) ==> det(matrix f) = &1) ==> linear f /\ (!x y. f x = f y ==> x = y) /\ (!y. ?x. f x = y) /\ (!x. norm(f x) = norm x) /\ (2 <= dimindex(:N) ==> det(matrix f) = &1)`, GEN_TAC THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN REPEAT CONJ_TAC THENL [ASM_SIMP_TAC[ORTHOGONAL_TRANSFORMATION_LINEAR]; ASM_MESON_TAC[ORTHOGONAL_TRANSFORMATION_INJECTIVE]; ASM_MESON_TAC[ORTHOGONAL_TRANSFORMATION_SURJECTIVE]; ASM_MESON_TAC[ORTHOGONAL_TRANSFORMATION]]) and arithconv = REWRITE_CONV[DIMINDEX_1; DIMINDEX_2; DIMINDEX_3; ARITH_RULE `1 <= 1`; DIMINDEX_GE_1] THENC NUM_REDUCE_CONV in fun k tm -> let x,bod = dest_forall tm in let th0 = ISPECL [x; mk_small_numeral k] ROTATION_RIGHTWARD_LINE in let th1 = EXISTS_GENVAR_RULE (MP th0 (EQT_ELIM(arithconv(lhand(concl th0))))) in let [a;f],tm1 = strip_exists(concl th1) in let th_orth,th2 = CONJ_PAIR(ASSUME tm1) in let th_det,th2a = CONJ_PAIR th2 in let th_works,th_zero = CONJ_PAIR th2a in let thc,thq = CONJ_PAIR(PROVE_HYP th2 (UNDISCH(ISPEC f pth))) in let th3 = CONV_RULE(RAND_CONV(SUBS_CONV(GSYM th_works::CONJUNCTS thc))) (EXPAND_QUANTS_CONV(ASSUME(concl thq)) bod) in let th4 = PROVE_HYP thq th3 in let thps = CONJUNCTS(MATCH_MP oth (CONJ th_orth th_det)) in let th5 = LINEAR_INVARIANTS f thps in let th6 = PROVE_HYP th_orth (GEN_REWRITE_RULE (RAND_CONV o REDEPTH_CONV) [BETA_THM; th5] th4) in let ntm = mk_forall(a,mk_imp(concl th_zero,rand(concl th6))) in let th7 = MP(SPEC a (ASSUME ntm)) th_zero in let th8 = DISCH ntm (EQ_MP (SYM th6) th7) in if intersect (frees(concl th8)) [a;f] = [] then let th9 = PROVE_HYP th1 (itlist SIMPLE_CHOOSE [a;f] th8) in let th10 = DISCH ntm (GEN x (UNDISCH th9)) in let a' = variant (frees(concl th10)) (mk_var(fst(dest_var x),snd(dest_var a))) in CONV_RULE(LAND_CONV (GEN_ALPHA_CONV a')) th10 else let mtm = list_mk_forall([a;f],mk_imp(hd(hyp th8),rand(concl th6))) in let th9 = EQ_MP (SYM th6) (UNDISCH(SPECL [a;f] (ASSUME mtm))) in let th10 = itlist SIMPLE_CHOOSE [a;f] (DISCH mtm th9) in let th11 = GEN x (PROVE_HYP th1 th10) in MATCH_MP MONO_FORALL th11;;
let GEOM_BASIS_MULTIPLE_TAC k l (asl,w as gl) = let avs,bod = strip_forall w and avs' = subtract (frees w) (freesl(map (concl o snd) asl)) in (MAP_EVERY X_GEN_TAC avs THEN MAP_EVERY (fun t -> SPEC_TAC(t,t)) (rev(subtract (avs@avs') [l])) THEN SPEC_TAC(l,l) THEN W(MATCH_MP_TAC o GEOM_BASIS_MULTIPLE_RULE k o snd)) gl;; (* ------------------------------------------------------------------------- *) (* Create invariance theorems automatically, in simple cases. If there are *) (* any nested quantifiers, this will need surjectivity. It's often possible *) (* to prove a stronger theorem by more delicate manual reasoning, so this *) (* isn't used nearly as often as GEOM_TRANSLATE_CONV / GEOM_TRANSLATE_TAC. *) (* As a small step, some ad-hoc rewrites analogous to FORALL_IN_IMAGE are *) (* tried if the first step doesn't finish the goal, but it's very ad hoc. *) (* ------------------------------------------------------------------------- *) let GEOM_TRANSFORM_TAC =
let cth0 = 
prove (`!f:real^M->real^N. linear f ==> vec 0 = f(vec 0) /\ {} = IMAGE f {} /\ {} = IMAGE (IMAGE f) {}`,
REWRITE_TAC[IMAGE_CLAUSES] THEN MESON_TAC[LINEAR_0]) and cth1 = prove (`!f:real^M->real^N. (!y. ?x. f x = y) ==> (:real^N) = IMAGE f (:real^M) /\ (:real^N->bool) = IMAGE (IMAGE f) (:real^M->bool)`, REWRITE_TAC[SET_RULE `UNIV = IMAGE f UNIV <=> !y. ?x. f x = y`] THEN REWRITE_TAC[SURJECTIVE_IMAGE]) and sths = (CONJUNCTS o prove) (`(!f:real^M->real^N. linear f /\ (!x. norm(f x) = norm x) ==> (!x y. f x = f y ==> x = y)) /\ (!f:real^N->real^N. linear f /\ (!x. norm(f x) = norm x) ==> (!y. ?x. f x = y)) /\ (!f:real^N->real^N. linear f /\ (!x y. f x = f y ==> x = y) ==> (!y. ?x. f x = y)) /\ (!f:real^N->real^N. linear f /\ (!y. ?x. f x = y) ==> (!x y. f x = f y ==> x = y))`, CONJ_TAC THENL [ONCE_REWRITE_TAC[GSYM VECTOR_SUB_EQ] THEN SIMP_TAC[GSYM LINEAR_SUB; GSYM NORM_EQ_0]; MESON_TAC[ORTHOGONAL_TRANSFORMATION_SURJECTIVE; ORTHOGONAL_TRANSFORMATION_INJECTIVE; ORTHOGONAL_TRANSFORMATION; LINEAR_SURJECTIVE_IFF_INJECTIVE]]) and aths = (CONJUNCTS o prove) (`(!f s P. (!y. y IN IMAGE f s ==> P y) <=> (!x. x IN s ==> P(f x))) /\ (!f s P. (!u. u IN IMAGE (IMAGE f) s ==> P u) <=> (!t. t IN s ==> P(IMAGE f t))) /\ (!f s P. (?y. y IN IMAGE f s /\ P y) <=> (?x. x IN s /\ P(f x))) /\ (!f s P. (?u. u IN IMAGE (IMAGE f) s /\ P u) <=> (?t. t IN s /\ P(IMAGE f t)))`, SET_TAC[]) in fun avoid (asl,w as gl) -> let f,wff = dest_forall w in let vs,bod = strip_forall wff in let ant,cons = dest_imp bod in let hths = CONJUNCTS(ASSUME ant) in let fths = hths @ mapfilter (USABLE_CONCLUSION f hths) sths in let cths = mapfilter (USABLE_CONCLUSION f fths) [cth0; cth1] and vconv = try let vth = USABLE_CONCLUSION f fths QUANTIFY_SURJECTION_HIGHER_THM in PROVE_HYP vth o PARTIAL_EXPAND_QUANTS_CONV avoid (ASSUME(concl vth)) with Failure _ -> ALL_CONV and bths = LINEAR_INVARIANTS f fths in (MAP_EVERY X_GEN_TAC (f::vs) THEN DISCH_TAC THEN GEN_REWRITE_TAC (LAND_CONV o ONCE_DEPTH_CONV) cths THEN CONV_TAC(LAND_CONV vconv) THEN GEN_REWRITE_TAC (LAND_CONV o REDEPTH_CONV) [bths] THEN REWRITE_TAC[] THEN REWRITE_TAC(mapfilter (ADD_ASSUM ant o ISPEC f) aths) THEN GEN_REWRITE_TAC (LAND_CONV o REDEPTH_CONV) [bths] THEN REWRITE_TAC[]) gl;;
(* ------------------------------------------------------------------------- *) (* Scale so that a chosen vector has size 1. Generates a conjunction of *) (* two formulas, one for the zero case (which one hopes is trivial) and *) (* one just like the original goal but with a norm(...) = 1 assumption. *) (* ------------------------------------------------------------------------- *) let GEOM_NORMALIZE_RULE =
let pth = 
prove (`!a:real^N. ~(a = vec 0) ==> vec 0 = norm(a) % vec 0 /\ a = norm(a) % inv(norm a) % a /\ {} = IMAGE (\x. norm(a) % x) {} /\ {} = IMAGE (IMAGE (\x. norm(a) % x)) {} /\ (:real^N) = IMAGE (\x. norm(a) % x) (:real^N) /\ (:real^N->bool) = IMAGE (IMAGE (\x. norm(a) % x)) (:real^N->bool) /\ [] = MAP (\x. norm(a) % x) []`,
REWRITE_TAC[IMAGE_CLAUSES; VECTOR_MUL_ASSOC; VECTOR_MUL_RZERO; MAP] THEN SIMP_TAC[NORM_EQ_0; REAL_MUL_RINV; VECTOR_MUL_LID] THEN GEN_TAC THEN DISCH_TAC THEN REWRITE_TAC[SET_RULE `UNIV = IMAGE f UNIV <=> !y. ?x. f x = y`] THEN ASM_REWRITE_TAC[SURJECTIVE_IMAGE] THEN X_GEN_TAC `y:real^N` THEN EXISTS_TAC `inv(norm(a:real^N)) % y:real^N` THEN ASM_SIMP_TAC[VECTOR_MUL_ASSOC; NORM_EQ_0; REAL_MUL_RINV; VECTOR_MUL_LID]) and qth = prove (`!a:real^N. ~(a = vec 0) ==> ((!P. (!r:real. P r) <=> (!r. P(norm a * r))) /\ (!P. (?r:real. P r) <=> (?r. P(norm a * r))) /\ (!P. (!x:real^N. P x) <=> (!x. P (norm(a) % x))) /\ (!P. (?x:real^N. P x) <=> (?x. P (norm(a) % x))) /\ (!Q. (!s:real^N->bool. Q s) <=> (!s. Q(IMAGE (\x. norm(a) % x) s))) /\ (!Q. (?s:real^N->bool. Q s) <=> (?s. Q(IMAGE (\x. norm(a) % x) s))) /\ (!Q. (!s:(real^N->bool)->bool. Q s) <=> (!s. Q(IMAGE (IMAGE (\x. norm(a) % x)) s))) /\ (!Q. (?s:(real^N->bool)->bool. Q s) <=> (?s. Q(IMAGE (IMAGE (\x. norm(a) % x)) s))) /\ (!P. (!g:real^1->real^N. P g) <=> (!g. P ((\x. norm(a) % x) o g))) /\ (!P. (?g:real^1->real^N. P g) <=> (?g. P ((\x. norm(a) % x) o g))) /\ (!P. (!g:num->real^N. P g) <=> (!g. P ((\x. norm(a) % x) o g))) /\ (!P. (?g:num->real^N. P g) <=> (?g. P ((\x. norm(a) % x) o g))) /\ (!Q. (!l. Q l) <=> (!l. Q(MAP (\x:real^N. norm(a) % x) l))) /\ (!Q. (?l. Q l) <=> (?l. Q(MAP (\x:real^N. norm(a) % x) l)))) /\ ((!P. {x:real^N | P x} = IMAGE (\x. norm(a) % x) {x | P(norm(a) % x)}) /\ (!Q. {s:real^N->bool | Q s} = IMAGE (IMAGE (\x. norm(a) % x)) {s | Q(IMAGE (\x. norm(a) % x) s)}) /\ (!R. {l:(real^N)list | R l} = IMAGE (MAP (\x:real^N. norm(a) % x)) {l | R(MAP (\x:real^N. norm(a) % x) l)}))`, GEN_TAC THEN DISCH_TAC THEN MATCH_MP_TAC(TAUT `(a /\ b) /\ c /\ d ==> (a /\ b /\ c) /\ d`) THEN CONJ_TAC THENL [ASM_MESON_TAC[NORM_EQ_0; REAL_FIELD `~(x = &0) ==> x * inv x * a = a`]; MP_TAC(ISPEC `\x:real^N. norm(a:real^N) % x` (INST_TYPE [`:real^1`,`:C`] QUANTIFY_SURJECTION_HIGHER_THM)) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN MATCH_MP_TAC THEN ASM_SIMP_TAC[SURJECTIVE_SCALING; NORM_EQ_0]]) and lth = prove (`(!b:real^N. ~(b = vec 0) ==> (P(b) <=> Q(inv(norm b) % b))) ==> P(vec 0) /\ (!b. norm(b) = &1 ==> Q b) ==> (!b. P b)`, REPEAT STRIP_TAC THEN ASM_CASES_TAC `b:real^N = vec 0` THEN ASM_SIMP_TAC[] THEN FIRST_X_ASSUM MATCH_MP_TAC THEN ASM_SIMP_TAC[NORM_MUL; REAL_ABS_INV; REAL_ABS_NORM; REAL_MUL_LINV; NORM_EQ_0]) in fun avoid tm -> let x,tm0 = dest_forall tm in let cth = UNDISCH(ISPEC x pth) and vth = UNDISCH(ISPEC x qth) in let th1 = ONCE_REWRITE_CONV[cth] tm0 in let th2 = CONV_RULE (RAND_CONV (PARTIAL_EXPAND_QUANTS_CONV avoid vth)) th1 in let th3 = SCALING_THEOREMS x in let th3' = (end_itlist CONJ (map (fun th -> let avs,_ = strip_forall(concl th) in let gvs = map (genvar o type_of) avs in GENL gvs (SPECL gvs th)) (CONJUNCTS th3))) in let th4 = GEN_REWRITE_RULE (RAND_CONV o REDEPTH_CONV) [BETA_THM; th3'] th2 in MATCH_MP lth (GEN x (DISCH_ALL th4));;
let GEN_GEOM_NORMALIZE_TAC x avoid (asl,w as gl) = let avs,bod = strip_forall w and avs' = subtract (frees w) (freesl(map (concl o snd) asl)) in (MAP_EVERY X_GEN_TAC avs THEN MAP_EVERY (fun t -> SPEC_TAC(t,t)) (rev(subtract (avs@avs') [x])) THEN SPEC_TAC(x,x) THEN W(MATCH_MP_TAC o GEOM_NORMALIZE_RULE avoid o snd)) gl;; let GEOM_NORMALIZE_TAC x = GEN_GEOM_NORMALIZE_TAC x [];; (* ------------------------------------------------------------------------- *) (* Add invariance theorems for collinearity. *) (* ------------------------------------------------------------------------- *)
let COLLINEAR_TRANSLATION_EQ = 
prove (`!a s. collinear (IMAGE (\x. a + x) s) <=> collinear s`,
REWRITE_TAC[collinear] THEN GEOM_TRANSLATE_TAC["u"]);;
add_translation_invariants [COLLINEAR_TRANSLATION_EQ];;
let COLLINEAR_TRANSLATION = 
prove (`!s a. collinear s ==> collinear (IMAGE (\x. a + x) s)`,
REWRITE_TAC[COLLINEAR_TRANSLATION_EQ]);;
let COLLINEAR_LINEAR_IMAGE = 
prove (`!f s. collinear s /\ linear f ==> collinear(IMAGE f s)`,
REPEAT GEN_TAC THEN DISCH_THEN(CONJUNCTS_THEN2 MP_TAC ASSUME_TAC) THEN REWRITE_TAC[collinear; IMP_CONJ; RIGHT_FORALL_IMP_THM; FORALL_IN_IMAGE] THEN ASM_MESON_TAC[LINEAR_SUB; LINEAR_CMUL]);;
let COLLINEAR_LINEAR_IMAGE_EQ = 
prove (`!f s. linear f /\ (!x y. f x = f y ==> x = y) ==> (collinear (IMAGE f s) <=> collinear s)`,
MATCH_ACCEPT_TAC(LINEAR_INVARIANT_RULE COLLINEAR_LINEAR_IMAGE));;
add_linear_invariants [COLLINEAR_LINEAR_IMAGE_EQ];; (* ------------------------------------------------------------------------- *) (* Take a theorem "th" with outer universal quantifiers involving real^N *) (* and a theorem "dth" asserting |- dimindex(:M) <= dimindex(:N) and *) (* return a theorem replacing type :N by :M in th. Neither N or M need be a *) (* type variable. *) (* ------------------------------------------------------------------------- *) let GEOM_DROP_DIMENSION_RULE =
let oth = 
prove (`!f:real^M->real^N. linear f /\ (!x. norm(f x) = norm x) ==> linear f /\ (!x y. f x = f y ==> x = y) /\ (!x. norm(f x) = norm x)`,
MESON_TAC[PRESERVES_NORM_INJECTIVE]) and cth = prove (`linear(f:real^M->real^N) ==> vec 0 = f(vec 0) /\ {} = IMAGE f {} /\ {} = IMAGE (IMAGE f) {} /\ [] = MAP f []`, REWRITE_TAC[IMAGE_CLAUSES; MAP; GSYM LINEAR_0]) in fun dth th -> let ath = GEN_ALL th and eth = MATCH_MP ISOMETRY_UNIV_UNIV dth and avoid = variables(concl th) in let f,bod = dest_exists(concl eth) in let fimage = list_mk_icomb "IMAGE" [f] and fmap = list_mk_icomb "MAP" [f] and fcompose = list_mk_icomb "o" [f] in let fimage2 = list_mk_icomb "IMAGE" [fimage] in let lin,iso = CONJ_PAIR(ASSUME bod) in let olduniv = rand(rand(concl dth)) and newuniv = rand(lhand(concl dth)) in let oldty = fst(dest_fun_ty(type_of olduniv)) and newty = fst(dest_fun_ty(type_of newuniv)) in let newvar v = let n,t = dest_var v in variant avoid (mk_var(n,tysubst[newty,oldty] t)) in let newterm v = try let v' = newvar v in tryfind (fun f -> mk_comb(f,v')) [f;fimage;fmap;fcompose;fimage2] with Failure _ -> v in let specrule th = let v = fst(dest_forall(concl th)) in SPEC (newterm v) th in let sth = SUBS(CONJUNCTS(MATCH_MP cth lin)) ath in let fth = SUBS[SYM(MATCH_MP LINEAR_0 lin)] (repeat specrule sth) in let thps = CONJUNCTS(MATCH_MP oth (ASSUME bod)) in let th5 = LINEAR_INVARIANTS f thps in let th6 = GEN_REWRITE_RULE REDEPTH_CONV [th5] fth in let th7 = PROVE_HYP eth (SIMPLE_CHOOSE f th6) in GENL (map newvar (fst(strip_forall(concl ath)))) th7;;
(* ------------------------------------------------------------------------- *) (* Transfer theorems automatically between same-dimension spaces. *) (* Given dth = A |- dimindex(:M) = dimindex(:N) *) (* and a theorem th involving variables of type real^N *) (* returns a corresponding theorem mapped to type real^M with assumptions A. *) (* ------------------------------------------------------------------------- *) let GEOM_EQUAL_DIMENSION_RULE =
let bth = 
prove (`dimindex(:M) = dimindex(:N) ==> ?f:real^M->real^N. (linear f /\ (!y. ?x. f x = y)) /\ (!x. norm(f x) = norm x)`,
REWRITE_TAC[SET_RULE `(!y. ?x. f x = y) <=> IMAGE f UNIV = UNIV`] THEN DISCH_TAC THEN REWRITE_TAC[GSYM CONJ_ASSOC] THEN MATCH_MP_TAC ISOMETRY_UNIV_SUBSPACE THEN REWRITE_TAC[SUBSPACE_UNIV; DIM_UNIV] THEN FIRST_ASSUM ACCEPT_TAC) and pth = prove (`!f:real^M->real^N. linear f /\ (!y. ?x. f x = y) ==> (vec 0 = f(vec 0) /\ {} = IMAGE f {} /\ {} = IMAGE (IMAGE f) {} /\ (:real^N) = IMAGE f (:real^M) /\ (:real^N->bool) = IMAGE (IMAGE f) (:real^M->bool) /\ [] = MAP f []) /\ ((!P. (!x. P x) <=> (!x. P (f x))) /\ (!P. (?x. P x) <=> (?x. P (f x))) /\ (!Q. (!s. Q s) <=> (!s. Q (IMAGE f s))) /\ (!Q. (?s. Q s) <=> (?s. Q (IMAGE f s))) /\ (!Q. (!s. Q s) <=> (!s. Q (IMAGE (IMAGE f) s))) /\ (!Q. (?s. Q s) <=> (?s. Q (IMAGE (IMAGE f) s))) /\ (!P. (!g:real^1->real^N. P g) <=> (!g. P (f o g))) /\ (!P. (?g:real^1->real^N. P g) <=> (?g. P (f o g))) /\ (!P. (!g:num->real^N. P g) <=> (!g. P (f o g))) /\ (!P. (?g:num->real^N. P g) <=> (?g. P (f o g))) /\ (!Q. (!l. Q l) <=> (!l. Q(MAP f l))) /\ (!Q. (?l. Q l) <=> (?l. Q(MAP f l)))) /\ ((!P. {x | P x} = IMAGE f {x | P(f x)}) /\ (!Q. {s | Q s} = IMAGE (IMAGE f) {s | Q(IMAGE f s)}) /\ (!R. {l | R l} = IMAGE (MAP f) {l | R(MAP f l)}))`, GEN_TAC THEN SIMP_TAC[SET_RULE `UNIV = IMAGE f UNIV <=> (!y. ?x. f x = y)`; SURJECTIVE_IMAGE] THEN MATCH_MP_TAC MONO_AND THEN REWRITE_TAC[QUANTIFY_SURJECTION_HIGHER_THM] THEN REWRITE_TAC[IMAGE_CLAUSES; MAP] THEN MESON_TAC[LINEAR_0]) in fun dth th -> let eth = EXISTS_GENVAR_RULE (MATCH_MP bth dth) in let f,bod = dest_exists(concl eth) in let lsth,neth = CONJ_PAIR(ASSUME bod) in let cth,qth = CONJ_PAIR(MATCH_MP pth lsth) in let th1 = CONV_RULE (EXPAND_QUANTS_CONV qth THENC SUBS_CONV(CONJUNCTS cth)) th in let ith = LINEAR_INVARIANTS f (neth::CONJUNCTS lsth) in let th2 = GEN_REWRITE_RULE (RAND_CONV o REDEPTH_CONV) [BETA_THM;ith] th1 in let th3 = GEN f (DISCH bod th2) in MP (CONV_RULE (REWR_CONV LEFT_FORALL_IMP_THM) th3) eth;;