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namespace OAI
section
namespace ExactFourier
variable {α β γ δ : Type} [Fintype α] [Fintype β] [Fintype γ] [Fintype δ]
theorem reindex_mulVec
{α : Type} {β : Type} {γ : Type} {δ : Type} [Fintype α] [Fintype β] [Fintype γ] [Fintype δ] (e : β≃δ) (f : α≃γ) (M : Matrix β α ℂ) (x : γ→ℂ) :
(Matrix.reindex e f M).mulVec x=(M.mulVec (x∘f))∘e.symm := by
funext i
simp only [Matrix.mulVec,dotProduct,Matrix.reindex_apply,Matrix.submatrix_apply,Function.comp_apply]
exact (f.sum_comp (fun j=>M (e.symm i) (f.symm j)*x j)).symm.trans (by simp)
end ExactFourier
end
section
noncomputable section
namespace ExactFourier.RadixTwo
def dft (n : ℕ) (ω : ℂ) : Matrix (Fin n) (Fin n) ℂ := fun i j=>ω^(i.val*j.val)
def butterfly (n : ℕ) (ω : ℂ) : Matrix (Fin n⊕Fin n) (Fin n⊕Fin n) ℂ :=
Matrix.fromBlocks 1 (Matrix.diagonal (fun i=>ω^i.val)) 1 (-Matrix.diagonal (fun i=>ω^i.val))
theorem butterfly_layer (n : ℕ) (ω : ℂ) (hω : ω≠0) : Layered (butterfly n ω) 1 := by
let M := fun i : Fin n=>(!![1,ω^i.val;1,-ω^i.val] : Matrix (Fin 2) (Fin 2) ℂ)
have hm : ∀ i,IsUnit (M i) := by
intro i
apply (Matrix.isUnit_iff_isUnit_det _).mpr
apply isUnit_iff_ne_zero.mpr
rw [Matrix.det_fin_two]
change 1 * (-ω^i.val) - ω^i.val * 1 ≠ 0
have hh := pow_ne_zero i.val hω
intro he; apply hh; linear_combination -1/2 * he
have h := (Layered.blockDiagonal M 1 (fun i=>Layered.pair (M i) (hm i))).reindex (twoProdEquiv (Fin n))
have he : Matrix.reindex (twoProdEquiv (Fin n)) (twoProdEquiv (Fin n)) (Matrix.blockDiagonal M)=butterfly n ω := by
ext i j
cases i <;> cases j <;>
simp [twoProdEquiv,Matrix.reindex_apply,Matrix.blockDiagonal,M,butterfly,Matrix.one_apply,Matrix.diagonal_apply]
rw [he] at h
exact h
def paritySumEquiv (n : ℕ) : (Fin n⊕Fin n)≃Fin (n+n) :=
((twoProdEquiv (Fin n)).symm.trans (Equiv.prodComm _ _)).trans (parityEquiv n)
@[simp] theorem paritySumEquiv_inl (n : ℕ) (i : Fin n) : paritySumEquiv n (.inl i)=evenIndex n i := by
apply Fin.ext; simp [paritySumEquiv,twoProdEquiv,parityEquiv,evenIndex]
@[simp] theorem paritySumEquiv_inr (n : ℕ) (i : Fin n) : paritySumEquiv n (.inr i)=oddIndex n i := by
apply Fin.ext; simp [paritySumEquiv,twoProdEquiv,parityEquiv,oddIndex]
theorem dft_step (n : ℕ) (ω : ℂ) (hω : ω^n = -1) : dft (n+n) ω=
Matrix.reindex finSumFinEquiv (paritySumEquiv n)
(butterfly n ω*Matrix.fromBlocks (dft n (ω^2)) 0 0 (dft n (ω^2))) := by
apply Matrix.mulVec_injective
funext x
rw [reindex_mulVec]
have he := eval_split n ω hω x
change eval (n+n) ω x=_
rw [he]
rw [← Matrix.mulVec_mulVec]
funext i
obtain ⟨i,rfl⟩ := finSumFinEquiv.surjective i
cases i with
| inl j =>
simp only [finSumFinEquiv_apply_left, Fin.addCases_left, Function.comp_apply,
finSumFinEquiv_symm_apply_castAdd]
simp [butterfly,dft,eval,evalAt,Matrix.mulVec,dotProduct,Matrix.one_apply,Matrix.diagonal_apply]
| inr j =>
simp only [finSumFinEquiv_apply_right, Fin.addCases_right, Function.comp_apply,
finSumFinEquiv_symm_apply_natAdd]
simp [butterfly,dft,eval,evalAt,Matrix.mulVec,dotProduct,Matrix.one_apply,Matrix.diagonal_apply, sub_eq_add_neg]
theorem dft_layers (k : ℕ) (ω : ℂ) (hω : IsPrimitiveRoot ω (2^k)) :
Layered (dft (2^k) ω) (2*k) := by
induction k generalizing ω with
| zero =>
change Layered (dft 1 ω) 0
have he : dft 1 ω=(1 : Matrix (Fin 1) (Fin 1) ℂ) := by
ext i j; fin_cases i; fin_cases j
simp [dft]
rw [he]
exact Layered.identity
| succ k ih =>
have hs : IsPrimitiveRoot (ω^2) (2^k) :=
IsPrimitiveRoot.pow (pow_pos (by decide) _) hω (by rw [pow_succ]; omega)
have hh : ω^(2^k) = -1 :=
(IsPrimitiveRoot.pow (pow_pos (by decide) _) hω (by rw [pow_succ])).eq_neg_one_of_two_right
have hF := (ih (ω^2) hs).sum (ih (ω^2) hs)
have hB := butterfly_layer (2^k) ω (hω.ne_zero (by positivity))
have h := (hB.mul hF).two_reindex finSumFinEquiv (paritySumEquiv (2^k))
rw [← dft_step (2^k) ω hh] at h
have he : 2^(k+1)=2^k+2^k := by rw [pow_succ]; omega
rw [he]
simpa only [show 1+2*k+1=2*(k+1) by omega] using h
end ExactFourier.RadixTwo
end
end
section
noncomputable section
namespace ExactFourier.NewtonFourier
open scoped BigOperators
open Polynomial
def newton (ω : ℂ) (k : ℕ) : ℂ[X] := ∏ j∈Finset.range k,(X-C (ω^j))
def H (ω : ℂ) (i : ℕ) : ℂ := ∏ j∈Finset.range i,(1-ω^(j+1))
def scale (ω : ℂ) (k : ℕ) : ℂ := ∏ j∈Finset.range k,(-ω^j)
def N (n : ℕ) (ω : ℂ) : Matrix (Fin n) (Fin n) ℂ := fun i k=>(newton ω k.val).eval (ω^i.val)
def P (n : ℕ) (ω : ℂ) : Matrix (Fin n) (Fin n) ℂ := fun i k=>(newton ω k.val).coeff i.val
@[simp] theorem newton_zero (ω : ℂ) : newton ω 0=1 := by simp [newton]
theorem newton_succ (ω : ℂ) (k : ℕ) : newton ω (k+1)=newton ω k*(X-C (ω^k)) := by
simp [newton,Finset.prod_range_succ]
@[simp] theorem H_zero (ω : ℂ) : H ω 0=1 := by simp [H]
theorem H_succ (ω : ℂ) (i : ℕ) : H ω (i+1)=H ω i*(1-ω^(i+1)) := by simp [H,Finset.prod_range_succ]
@[simp] theorem scale_zero (ω : ℂ) : scale ω 0=1 := by simp [scale]
theorem scale_succ (ω : ℂ) (k : ℕ) : scale ω (k+1)=scale ω k*(-ω^k) := by simp [scale,Finset.prod_range_succ]
theorem newton_monic (ω : ℂ) (k : ℕ) : (newton ω k).Monic := monic_prod_X_sub_C _ _
@[simp] theorem newton_natDegree (ω : ℂ) (k : ℕ) : (newton ω k).natDegree=k := by
induction k with
| zero => simp
| succ k ih => rw [newton_succ,natDegree_mul (newton_monic ω k).ne_zero (monic_X_sub_C _).ne_zero,ih,natDegree_X_sub_C]
theorem newton_eval_zero (ω : ℂ) (i k : ℕ) (h : i < k) : (newton ω k).eval (ω^i)=0 := by
simp only [newton,Polynomial.eval_prod,Polynomial.eval_sub,Polynomial.eval_X,Polynomial.eval_C]
exact Finset.prod_eq_zero (Finset.mem_range.mpr h) (sub_self _)
theorem eval_factor (ω : ℂ) (i k : ℕ) (hki : k ≤ i) :
(newton ω k).eval (ω^i)*H ω (i-k)=scale ω k*H ω i := by
induction k with
| zero => simp
| succ k ih =>
have hik : k ≤ i := by omega
have hs : i-k=(i-(k+1))+1 := by omega
have hpow : ω^i=ω^k*ω^(i-k) := by rw [← pow_add,Nat.add_sub_of_le hik]
have hh := ih hik
rw [hs,H_succ] at hh
rw [newton_succ,Polynomial.eval_mul,Polynomial.eval_sub,Polynomial.eval_X,Polynomial.eval_C,scale_succ]
rw [hpow,hs]
rw [hpow,hs] at hh
linear_combination (-ω^k)*hh
theorem H_ne_zero {ω : ℂ} {n : ℕ} (hω : IsPrimitiveRoot ω n) {i : ℕ} (hi : i < n) : H ω i ≠ 0 := by
apply Finset.prod_ne_zero_iff.mpr
intro j hj
apply sub_ne_zero.mpr
exact (hω.pow_ne_one_of_pos_of_lt (by omega : j+1 ≠ 0) (by have := Finset.mem_range.mp hj; omega)).symm
theorem scale_ne_zero {ω : ℂ} (hω : ω ≠ 0) (k : ℕ) : scale ω k ≠ 0 := by
apply Finset.prod_ne_zero_iff.mpr
intro j hj
exact neg_ne_zero.mpr (pow_ne_zero j hω)
theorem N_lower (n : ℕ) (ω : ℂ) : (N n ω).IsLowerTriangular := by
intro i j hij
exact newton_eval_zero ω i.val j.val hij
theorem P_upper (n : ℕ) (ω : ℂ) : (P n ω).IsUpperTriangular := by
intro i j hij
exact coeff_eq_zero_of_natDegree_lt (by simpa using hij)
theorem dft_mul_P (n : ℕ) (ω : ℂ) : RadixTwo.dft n ω * P n ω=N n ω := by
have hh := Matrix.eval_matrixOfPolynomials_eq_vandermonde_mul_matrixOfPolynomials
(fun i : Fin n=>ω^i.val) (fun k : Fin n=>newton ω k.val) (fun k=>by simp)
have he : Matrix.vandermonde (fun i : Fin n=>ω^i.val)=RadixTwo.dft n ω := by
ext i j; simp [Matrix.vandermonde,RadixTwo.dft,pow_mul]
rw [he] at hh
exact hh.symm
end ExactFourier.NewtonFourier
end
end
section
noncomputable section
namespace ExactFourier.Layered
variable {α β : Type} [Fintype α] [Fintype β] [DecidableEq α] [DecidableEq β]
theorem inverse {M : Matrix α α ℂ} {d : ℕ} (h : Layered M d) : Layered M⁻¹ d := by
induction h with
| identity => simpa using (Layered.identity (α := _))
| mono M hM => exact Layered.mono _ hM.inverse
| pair M hM => exact Layered.pair _ (Matrix.isUnit_nonsing_inv_iff.mpr hM)
| mul hM hN ihM ihN =>
rw [Matrix.mul_inv_rev]
simpa only [Nat.add_comm] using ihN.mul ihM
| reindex f hM ih =>
rw [MatrixSymmetry.inverse_reindex f _ hM.unit]
exact ih.reindex f
| sum hM hN ihM ihN =>
rw [MatrixSymmetry.inverse_sum _ _ hM.unit hN.unit]
exact ihM.sum ihN
| weaken h hde ih => exact ih.weaken hde
theorem conjugate {M N : Matrix α α ℂ} {d e : ℕ} (hM : Layered M d) (hN : Layered N e) :
Layered (M*N*M⁻¹) (2*d+e) := by
simpa only [show d+e+d=2*d+e by omega] using (hM.mul hN).mul hM.inverse
end ExactFourier.Layered
end
end
section
noncomputable section
namespace ExactFourier.Layered
variable {α β γ : Type} [Fintype α] [Fintype β] [Fintype γ]
[DecidableEq α] [DecidableEq β] [DecidableEq γ]
theorem rect_diagonal (c : α→ℂ) : Layered (rectangularShear (Matrix.diagonal c)) 1 := by
let M := fun i : α=>(!![1,c i;0,1] : Matrix (Fin 2) (Fin 2) ℂ)
have hm : ∀ i,IsUnit (M i) := by
intro i
apply (Matrix.isUnit_iff_isUnit_det _).mpr
change IsUnit ((!![1,c i;0,1] : Matrix (Fin 2) (Fin 2) ℂ).det)
simp
have h := (blockDiagonal M 1 (fun i=>Layered.pair (M i) (hm i))).reindex (twoProdEquiv α)
have he : Matrix.reindex (twoProdEquiv α) (twoProdEquiv α) (Matrix.blockDiagonal M)=
rectangularShear (Matrix.diagonal c) := by
ext i j
cases i <;> cases j <;>
simp [twoProdEquiv,Matrix.reindex_apply,Matrix.blockDiagonal,M,rectangularShear,Matrix.one_apply,Matrix.diagonal_apply]
rw [he] at h
exact h
theorem rect_add {G H : Matrix α β ℂ} {d e : ℕ}
(hG : Layered (rectangularShear G) d) (hH : Layered (rectangularShear H) e) :
Layered (rectangularShear (G+H)) (d+e) := by
rw [← rectangularShear_mul]
exact hG.mul hH
theorem rect_neg {G : Matrix α β ℂ} {d : ℕ}
(hG : Layered (rectangularShear G) d) : Layered (rectangularShear (-G)) d := by
rw [← rectangularShear_inv]
exact hG.inverse
theorem rect_mul_left {M : Matrix α α ℂ} {G : Matrix α β ℂ} {d e : ℕ}
(hM : Layered M d) (hG : Layered (rectangularShear G) e) :
Layered (rectangularShear (M*G)) (2*d+e) := by
have h := (hM.sum (identity.weaken (Nat.zero_le d))).conjugate hG
have he : Matrix.fromBlocks M 0 0 (1 : Matrix β β ℂ) * rectangularShear G *
(Matrix.fromBlocks M 0 0 (1 : Matrix β β ℂ))⁻¹=rectangularShear (M*G) := by
rw [MatrixSymmetry.inverse_sum _ _ hM.unit isUnit_one]
simp [rectangularShear,Matrix.fromBlocks_multiply,Matrix.mul_nonsing_inv _ (Matrix.isUnit_iff_isUnit_det _ |>.mp hM.unit)]
rw [he] at h
exact h
theorem rect_mul_right {M : Matrix β β ℂ} {G : Matrix α β ℂ} {d e : ℕ}
(hM : Layered M d) (hG : Layered (rectangularShear G) e) :
Layered (rectangularShear (G*M)) (2*d+e) := by
let := hM.unit.invertible
have h := ((identity.weaken (Nat.zero_le d)).sum hM.inverse).conjugate hG
have he : Matrix.fromBlocks (1 : Matrix α α ℂ) 0 0 M⁻¹ * rectangularShear G *
(Matrix.fromBlocks (1 : Matrix α α ℂ) 0 0 M⁻¹)⁻¹=rectangularShear (G*M) := by
rw [MatrixSymmetry.inverse_sum _ _ isUnit_one hM.inverse.unit,Matrix.inv_inv_of_invertible]
simp [rectangularShear,Matrix.fromBlocks_multiply,Matrix.nonsing_inv_mul _ (Matrix.isUnit_iff_isUnit_det _ |>.mp hM.unit)]
rw [he] at h
exact h
end ExactFourier.Layered
end
end
section
noncomputable section
namespace ExactFourier.Layered
variable {α β γ : Type} [Fintype α] [Fintype β] [Fintype γ]
[DecidableEq α] [DecidableEq β] [DecidableEq γ]
def swapLast : ((α⊕γ)⊕β)≃(α⊕(β⊕γ)) :=
(Equiv.sumAssoc α γ β).trans (Equiv.sumCongr (Equiv.refl α) (Equiv.sumComm γ β))
theorem rect_first
{α : Type} {β : Type} {γ : Type} [Fintype α] [Fintype β] [Fintype γ] [DecidableEq α] [DecidableEq β] [DecidableEq γ] (G : Matrix α β ℂ) :
Matrix.reindex (Equiv.sumAssoc α β γ) (Equiv.sumAssoc α β γ)
(Matrix.fromBlocks (rectangularShear G) 0 0 (1 : Matrix γ γ ℂ)) =
rectangularShear (Matrix.fromCols G (0 : Matrix α γ ℂ)) := by
ext i j
rcases i with i|(i|i) <;> rcases j with j|(j|j) <;>
simp [rectangularShear,Matrix.reindex_apply,Matrix.one_apply]
theorem rect_last
{α : Type} {β : Type} {γ : Type} [Fintype α] [Fintype β] [Fintype γ] [DecidableEq α] [DecidableEq β] [DecidableEq γ] (G : Matrix α γ ℂ) :
Matrix.reindex (swapLast (α := α) (β := β) (γ := γ)) (swapLast (α := α) (β := β) (γ := γ))
(Matrix.fromBlocks (rectangularShear G) 0 0 (1 : Matrix β β ℂ)) =
rectangularShear (Matrix.fromCols (0 : Matrix α β ℂ) G) := by
ext i j
rcases i with i|(i|i) <;> rcases j with j|(j|j) <;>
simp [rectangularShear,Matrix.reindex_apply,Matrix.one_apply,swapLast]
theorem commutator_identity (G : Matrix α β ℂ) (H : Matrix β γ ℂ) :
rectangularShear (Matrix.fromCols G (0 : Matrix α γ ℂ)) *
Matrix.fromBlocks (1 : Matrix α α ℂ) 0 0 (rectangularShear H) *
rectangularShear (Matrix.fromCols (-G) (0 : Matrix α γ ℂ)) *
Matrix.fromBlocks (1 : Matrix α α ℂ) 0 0 (rectangularShear (-H)) =
rectangularShear (Matrix.fromCols (0 : Matrix α β ℂ) (G*H)) := by
simp only [rectangularShear,Matrix.fromBlocks_multiply,Matrix.mul_one,Matrix.one_mul,
Matrix.mul_zero,Matrix.zero_mul,add_zero,zero_add]
ext i j
rcases i with i|(i|i) <;> rcases j with j|(j|j) <;>
simp [Matrix.mul_apply,Fintype.sum_sum_type,Matrix.one_apply,Finset.sum_add_distrib,
Finset.sum_neg_distrib,add_mul]
theorem rect_product_stable {G : Matrix α β ℂ} {H : Matrix β γ ℂ} {d e : ℕ}
(hG : Layered (rectangularShear G) d) (hH : Layered (rectangularShear H) e) :
Layered (Matrix.fromBlocks (rectangularShear (G*H)) 0 0 (1 : Matrix β β ℂ)) (2*(d+e)) := by
have hu := (hG.sum (identity.weaken (Nat.zero_le d))).reindex (Equiv.sumAssoc α β γ)
rw [rect_first] at hu
have hun := (hG.rect_neg.sum (identity.weaken (Nat.zero_le d))).reindex (Equiv.sumAssoc α β γ)
rw [rect_first] at hun
have hv := (identity.weaken (Nat.zero_le e) (α := α)).sum hH
have hvn := (identity.weaken (Nat.zero_le e) (α := α)).sum hH.rect_neg
have ht := ((hu.mul hv).mul hun).mul hvn
rw [commutator_identity,←rect_last] at ht
have hs := ht.reindex (swapLast (α := α) (β := β) (γ := γ)).symm
simpa only [reindex_inverse,
show d+e+d+e=2*(d+e) by omega] using hs
end ExactFourier.Layered
end
end
section
noncomputable section
namespace ExactFourier.Layered
variable {α β γ : Type} [Fintype α] [Fintype β] [Fintype γ]
[DecidableEq α] [DecidableEq β] [DecidableEq γ]
theorem rect_transpose {G : Matrix α β ℂ} {d : ℕ}
(hG : Layered (rectangularShear G) d) : Layered (rectangularShear G.transpose) d := by
have h := hG.transpose.reindex (Equiv.sumComm α β)
have he : Matrix.reindex (Equiv.sumComm α β) (Equiv.sumComm α β)
(rectangularShear G).transpose=rectangularShear G.transpose := by
ext i j
cases i <;> cases j <;> simp [rectangularShear,Matrix.reindex_apply,Matrix.one_apply,eq_comm]
rw [he] at h
exact h
theorem embedded_injection (e : β↪α) :
Embedded.matrix (e.sumMap (Function.Embedding.refl β))
(rectangularShear (1 : Matrix β β ℂ)) =
rectangularShear ((1 : Matrix α α ℂ).submatrix id e) := by
classical
let f := e.sumMap (Function.Embedding.refl β)
have ho (i : α) (hi : i∉Set.range e) : (Sum.inl i : α⊕β)∉Set.range f := by
rintro ⟨a,h⟩; cases a with
| inl a => exact hi ⟨a,Sum.inl.inj h⟩
| inr a => cases h
ext i j
rcases i with i|i <;> rcases j with j|j
· by_cases hi : i∈Set.range e
· obtain ⟨i,rfl⟩ := hi
by_cases hj : j∈Set.range e
· obtain ⟨j,rfl⟩ := hj
change Embedded.matrix f _ (f (.inl i)) (f (.inl j))=_
rw [Embedded.matrix_on]
simp [rectangularShear,Matrix.one_apply,e.injective.eq_iff]
· rw [Embedded.matrix_off_col f _ _ _ (ho j hj)]
simp [rectangularShear,Matrix.one_apply]
· rw [Embedded.matrix_off_row f _ _ _ (ho i hi)]
simp [rectangularShear,Matrix.one_apply]
· by_cases hi : i∈Set.range e
· obtain ⟨i,rfl⟩ := hi
change Embedded.matrix f _ (f (.inl i)) (f (.inr j))=_
rw [Embedded.matrix_on]
simp [rectangularShear,Matrix.one_apply,e.injective.eq_iff]
· rw [Embedded.matrix_off_row f _ _ _ (ho i hi)]
have hn : i≠e j := fun h=>hi ⟨j,h.symm⟩
simp [rectangularShear,hn]
· by_cases hj : j∈Set.range e
· obtain ⟨j,rfl⟩ := hj
change Embedded.matrix f _ (f (.inr i)) (f (.inl j))=_
rw [Embedded.matrix_on]
simp [rectangularShear]
· rw [Embedded.matrix_off_col f _ _ _ (ho j hj)]
simp [rectangularShear]
· change Embedded.matrix f _ (f (.inr i)) (f (.inr j))=_
rw [Embedded.matrix_on]
simp [rectangularShear]
theorem rect_injection (e : β↪α) : Layered (rectangularShear ((1 : Matrix α α ℂ).submatrix id e)) 1 := by
rw [← embedded_injection e]
have h := rect_diagonal (fun _ : β=>(1 : ℂ))
rw [Matrix.diagonal_one] at h
exact h.embed _
theorem rect_projection (e : β↪α) : Layered (rectangularShear ((1 : Matrix α α ℂ).submatrix e id)) 1 := by
simpa [Matrix.transpose_submatrix] using (rect_injection e).rect_transpose
theorem rect_submatrix_stable {M : Matrix γ γ ℂ} {d : ℕ}
(hM : Layered M d) (e : α↪γ) (f : β↪γ) :
Layered (Matrix.fromBlocks (rectangularShear (M.submatrix e f)) 0 0 (1 : Matrix γ γ ℂ)) (4*d+4) := by
have hG := hM.rect_mul_right (rect_projection e)
have h := hG.rect_product_stable (rect_injection f)
have he : ((1 : Matrix γ γ ℂ).submatrix e id * M) * (1 : Matrix γ γ ℂ).submatrix id f=M.submatrix e f := by
ext i j
simp [Matrix.mul_apply,Matrix.one_apply]
rw [he] at h
simpa only [show 2*(2*d+1+1)=4*d+4 by omega] using h
end ExactFourier.Layered
end
end
end OAI
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