import OAI.Geometry.IsometricImmersion.Energy.DirectedBounds namespace OAI noncomputable section open scoped ContDiff namespace SmoothLocal.Weighted open SmoothLocal.Geometry def directedPrincipal (A : Coord → ℝ) (ell : ℕ) (epsilon : ℝ) (p : Coord) : ℝ := -((ell : ℝ) + 1 / 2) * coordPartial 1 A p + epsilon * p 0 * coordPartial 0 A p / 2 def directedSResidual (B r : Coord → ℝ) (_ : ℕ) (epsilon : ℝ) (p : Coord) : ℝ := (coordPartial 1 (coordinatePrimitive B) p + epsilon + epsilon * p 0 * B p) / 2 - r p theorem primitive_directedS_expansion {B : Coord → ℝ} {R a b : ℝ} {p : Coord} (hB : ContDiffOn ℝ ∞ B (coordinateRectangle R a b)) (hR : 0 < R) (hp : p ∈ coordinateRectangle R a b) (A C r : Coord → ℝ) (hA : DifferentiableAt ℝ A p) (edge lambda epsilon : ℝ) (ell : ℕ) (hedge : p 1 < edge) (hC : C p = ((ell : ℝ) + 1) * coordPartial 1 A p + A p * r p) : multiplierS A C (directedM edge lambda (coordinatePrimitive B)) (directedN edge lambda epsilon (coordinatePrimitive B)) p = directedWeight edge lambda (coordinatePrimitive B) p * (directedPrincipal A ell epsilon p - weightH0 edge lambda p * A p / 2 + A p * directedSResidual B r ell epsilon p) := by have hI : DifferentiableAt ℝ (coordinatePrimitive B) p := ((coordinatePrimitive_contDiffOn hB).contDiffAt ((coordinateRectangle_isOpen R a b).mem_nhds hp)).differentiableAt (by simp) rw [directedS_transverse_expansion A B C edge lambda epsilon ell (r p) hA hI (sub_pos.mpr hedge).ne' hC, coordinatePrimitive_partial_t hB hR hp] rfl theorem directedSResidual_bound {B r : Coord → ℝ} {ell : ℕ} {epsilon R MI MB Mr : ℝ} {p : Coord} (heps : 0 ≤ epsilon) (heps1 : epsilon ≤ 1) (hR : 0 ≤ R) (ht : |p 0| ≤ R) (hI : |coordPartial 1 (coordinatePrimitive B) p| ≤ MI) (hB : |B p| ≤ MB) (hr : |r p| ≤ Mr) : |directedSResidual B r ell epsilon p| ≤ (MI + 1 + R * MB) / 2 + Mr := by have hMB : 0 ≤ MB := (abs_nonneg _).trans hB have hprod : |epsilon * p 0 * B p| ≤ R * MB := by rw [abs_mul, abs_mul, abs_of_nonneg heps] have het : epsilon * |p 0| ≤ R := (mul_le_mul_of_nonneg_left ht heps).trans (by nlinarith) exact (mul_le_mul het hB (abs_nonneg _) hR) unfold directedSResidual calc _ ≤ |(coordPartial 1 (coordinatePrimitive B) p + epsilon + epsilon * p 0 * B p) / 2| + |r p| := abs_sub _ _ _ = |coordPartial 1 (coordinatePrimitive B) p + epsilon + epsilon * p 0 * B p| / 2 + |r p| := by rw [abs_div, abs_of_pos (by norm_num : (0 : ℝ) < 2)] _ ≤ ((|coordPartial 1 (coordinatePrimitive B) p| + |epsilon|) + |epsilon * p 0 * B p|) / 2 + |r p| := by have hsum : |coordPartial 1 (coordinatePrimitive B) p + epsilon + epsilon * p 0 * B p| ≤ (|coordPartial 1 (coordinatePrimitive B) p| + |epsilon|) + |epsilon * p 0 * B p| := (abs_add_le _ _).trans (add_le_add (abs_add_le _ _) le_rfl) exact add_le_add (div_le_div_of_nonneg_right hsum (by norm_num : (0 : ℝ) ≤ 2)) le_rfl _ ≤ (MI + 1 + R * MB) / 2 + Mr := by rw [abs_of_nonneg heps]; linarith theorem directedPrincipal_product {G K : Coord → ℝ} {p : Coord} (hG : DifferentiableAt ℝ G p) (hK : DifferentiableAt ℝ K p) (hGne : G p ≠ 0) (ell : ℕ) (epsilon : ℝ) : directedPrincipal (fun q => G q * K q) ell epsilon p = G p * (-((ell : ℝ) + 1 / 2) * coordPartial 1 K p + epsilon * p 0 * coordPartial 0 K p / 2) + G p * K p * ((-((ell : ℝ) + 1 / 2) * coordPartial 1 G p + epsilon * p 0 * coordPartial 0 G p / 2) / G p) := by unfold directedPrincipal rw [HessianCalculus.coordPartial_mul_at hG hK 1, HessianCalculus.coordPartial_mul_at hG hK 0] field_simp [hGne] ring theorem directed_geometric_expression {G K : Coord → ℝ} {p : Coord} {rho Ky kappa q epsilon : ℝ} (ell : ℕ) (hrho : rho ≠ 0) (hKs : coordPartial 1 K p = Ky / rho) (hKt : coordPartial 0 K p = 2 * kappa * p 0 - q * Ky) : G p * (-((ell : ℝ) + 1 / 2) * coordPartial 1 K p + epsilon * p 0 * coordPartial 0 K p / 2) = G p * (-(((ell : ℝ) + 1 / 2) / rho + epsilon * p 0 * q / 2) * Ky + epsilon * kappa * (p 0) ^ 2) := by rw [hKs, hKt] field_simp [hrho] ring theorem normalized_loss_budget {H A MA L mu : ℝ} (hH : 0 < H) (hL : 0 ≤ L) (hA : |A| ≤ MA) (hsmall : L * MA ≤ 1 / 8) (hloss : L / H ≤ mu / 4) : L * (H⁻¹ + H * A ^ 2) ≤ mu / 4 + H * |A| / 8 := by have hLA : L * |A| ≤ 1 / 8 := (mul_le_mul_of_nonneg_left hA hL).trans hsmall have hLA2 : L * A ^ 2 ≤ |A| / 8 := by have hm := mul_le_mul_of_nonneg_right hLA (abs_nonneg A) nlinarith [sq_abs A] have hmul := mul_le_mul_of_nonneg_left hLA2 hH.le calc _ = L / H + H * (L * A ^ 2) := by ring _ ≤ mu / 4 + H * (|A| / 8) := add_le_add hloss hmul _ = _ := by ring theorem residual_abs_error_bound {A e E H : ℝ} (he : |e| ≤ E) (hEH : E ≤ H / 8) : -(H * |A| / 8) ≤ A * e := by have habs : |A * e| ≤ H * |A| / 8 := by rw [abs_mul] have h := mul_le_mul_of_nonneg_left (he.trans hEH) (abs_nonneg A) nlinarith only [h] exact (abs_le.mp habs).1 theorem normalized_negative_near_coercivity {H A MA L mu Q e E : ℝ} (hH : 0 < H) (hL : 0 ≤ L) (hmu : 0 < mu) (hA : A ≤ 0) (hAM : |A| ≤ MA) (hsmall : L * MA ≤ 1 / 8) (hloss : L / H ≤ mu / 4) (he : |e| ≤ E) (hEH : E ≤ H / 8) (hQ : mu ≤ Q) : mu / 2 + H * |A| / 4 ≤ Q - H * A / 2 + A * e - L * (H⁻¹ + H * A ^ 2) := by have hcross := normalized_loss_budget hH hL hAM hsmall hloss have herr := residual_abs_error_bound (A := A) he hEH rw [abs_of_nonpos hA] at * nlinarith theorem normalized_positive_strip_coercivity {H A MA L mu Q e E : ℝ} (hH : 0 < H) (hL : 0 ≤ L) (_ : 0 < mu) (hA : 0 ≤ A) (hAM : |A| ≤ MA) (hsmall : L * MA ≤ 1 / 8) (hloss : L / H ≤ mu / 4) (he : |e| ≤ E) (hEH : E ≤ H / 8) (hQ : mu ≤ Q) (hstrip : H * A ≤ mu / 3) : mu / 2 ≤ Q - H * A / 2 + A * e - L * (H⁻¹ + H * A ^ 2) := by have hcross := normalized_loss_budget hH hL hAM hsmall hloss have herr := residual_abs_error_bound (A := A) he hEH rw [abs_of_nonneg hA] at * nlinarith theorem normalized_negative_far_coercivity {H A MA L mu Q e E alpha Pmax : ℝ} (hH : 0 < H) (hL : 0 ≤ L) (hmu : 0 < mu) (hA : A ≤ 0) (hAM : |A| ≤ MA) (hsmall : L * MA ≤ 1 / 8) (hloss : L / H ≤ mu / 4) (he : |e| ≤ E) (hEH : E ≤ H / 8) (hQ : -Pmax ≤ Q) (halpha : alpha ≤ |A|) (hbudget : Pmax + mu ≤ H * alpha / 4) : mu / 2 ≤ Q - H * A / 2 + A * e - L * (H⁻¹ + H * A ^ 2) := by have hcross := normalized_loss_budget hH hL hAM hsmall hloss have herr := residual_abs_error_bound (A := A) he hEH have hmargin : Pmax + mu ≤ H * |A| / 4 := by have hm := mul_le_mul_of_nonneg_left halpha hH.le nlinarith rw [abs_of_nonpos hA] at * nlinarith theorem actual_quadratic_coercivity {T S J W H lambda mu Q e A L x y : ℝ} (hW : 0 < W) (hH : 0 < H) (_ : 0 < lambda) (_ : 0 < mu) (hlH : lambda ≤ H) (hT : W * H / 4 ≤ T) (hS : S = W * (Q - H * A / 2 + A * e)) (hcross : J ^ 2 / (2 * T * W) ≤ L * (H⁻¹ + H * A ^ 2)) (hmargin : mu / 2 ≤ Q - H * A / 2 + A * e - L * (H⁻¹ + H * A ^ 2)) : min (lambda / 8) (mu / 2) * W * (x ^ 2 + y ^ 2) ≤ T * x ^ 2 + S * y ^ 2 + J * x * y := by have hTpos : 0 < T := (show 0 < W * H / 4 by positivity).trans_le hT have hcross' : J ^ 2 / (2 * T) ≤ W * (L * (H⁻¹ + H * A ^ 2)) := by have hm := mul_le_mul_of_nonneg_right hcross hW.le have he : J ^ 2 / (2 * T * W) * W = J ^ 2 / (2 * T) := by field_simp [hTpos.ne', hW.ne'] rw [he] at hm nlinarith only [hm] have hSlo : mu / 2 * W ≤ S - J ^ 2 / (2 * T) := by have hm := mul_le_mul_of_nonneg_left hmargin hW.le rw [hS] nlinarith only [hm, hcross'] have hTlo : lambda / 8 * W ≤ T / 2 := by have hm := mul_le_mul_of_nonneg_left hlH hW.le nlinarith only [hm, hT] have hxlo : min (lambda / 8) (mu / 2) * W ≤ T / 2 := (mul_le_mul_of_nonneg_right (min_le_left _ _) hW.le).trans hTlo have hylo : min (lambda / 8) (mu / 2) * W ≤ S - J ^ 2 / (2 * T) := (mul_le_mul_of_nonneg_right (min_le_right _ _) hW.le).trans hSlo have hx := mul_le_mul_of_nonneg_right hxlo (sq_nonneg x) have hy := mul_le_mul_of_nonneg_right hylo (sq_nonneg y) have hq := quadratic_cross_absorption (S := S) (J := J) (u := x) (v := y) hTpos nlinarith only [hx, hy, hq] theorem actual_normalized_cross_loss {T J W H A Cj epsilon : ℝ} (hW : 0 < W) (hH : 0 < H) (hCj : 0 ≤ Cj) (heps : 0 ≤ epsilon) (hT : W * H / 4 ≤ T) (hJ : |J| ≤ W * Cj * epsilon * (1 + H * |A|)) : J ^ 2 / (2 * T * W) ≤ 4 * Cj ^ 2 * epsilon ^ 2 * (H⁻¹ + H * A ^ 2) := by have hh := cross_loss_bound hW hH hCj heps hT hJ have hTpos : 0 < T := (show 0 < W * H / 4 by positivity).trans_le hT have he : J ^ 2 / (2 * T * W) = (J ^ 2 / (T * W)) / 2 := by field_simp [hTpos.ne', hW.ne'] rw [he] nlinarith only [hh] theorem primitive_directed_near_coercivity {B : Coord → ℝ} {R a b : ℝ} {p : Coord} (hB : ContDiffOn ℝ ∞ B (coordinateRectangle R a b)) (hR : 0 < R) (hp : p ∈ coordinateRectangle R a b) (A C r : Coord → ℝ) (hA : DifferentiableAt ℝ A p) (edge lambda epsilon : ℝ) (ell : ℕ) (hedge : p 1 < edge) (hlambda : 0 < lambda) (heps : 0 ≤ epsilon) (heps1 : epsilon ≤ 1) (hC : C p = ((ell : ℝ) + 1) * coordPartial 1 A p + A p * r p) (MI MB Mr MA MAs mu : ℝ) (hmu : 0 < mu) (hIs : |coordPartial 1 (coordinatePrimitive B) p| ≤ MI) (hBp : |B p| ≤ MB) (hr : |r p| ≤ Mr) (hAp : |A p| ≤ MA) (hAs : |coordPartial 1 A p| ≤ MAs) (hTbudget : 2 * (MI + epsilon + epsilon * R * MB) ≤ lambda) (hEbudget : (MI + 1 + R * MB) / 2 + Mr ≤ lambda / 8) (hsmall : 4 * (R * ((ell : ℝ) * MAs + MA * Mr + MA * MI + 1)) ^ 2 * epsilon ^ 2 * MA ≤ 1 / 8) (hloss : (4 * (R * ((ell : ℝ) * MAs + MA * Mr + MA * MI + 1)) ^ 2 * epsilon ^ 2) / lambda ≤ mu / 4) (hprincipal : mu ≤ directedPrincipal A ell epsilon p) (hstrip : 0 < A p → weightH0 edge lambda p * A p ≤ mu / 3) (x y : ℝ) : min (lambda / 8) (mu / 2) * directedWeight edge lambda (coordinatePrimitive B) p * (x ^ 2 + y ^ 2) ≤ multiplierT B (directedM edge lambda (coordinatePrimitive B)) (directedN edge lambda epsilon (coordinatePrimitive B)) p * x ^ 2 + multiplierS A C (directedM edge lambda (coordinatePrimitive B)) (directedN edge lambda epsilon (coordinatePrimitive B)) p * y ^ 2 + multiplierJ A B C (directedM edge lambda (coordinatePrimitive B)) (directedN edge lambda epsilon (coordinatePrimitive B)) p * x * y := by let W := directedWeight edge lambda (coordinatePrimitive B) p let H := weightH0 edge lambda p let Cj := R * ((ell : ℝ) * MAs + MA * Mr + MA * MI + 1) let L := 4 * Cj ^ 2 * epsilon ^ 2 let E := (MI + 1 + R * MB) / 2 + Mr have hMI : 0 ≤ MI := (abs_nonneg _).trans hIs have hMB : 0 ≤ MB := (abs_nonneg _).trans hBp have hMr : 0 ≤ Mr := (abs_nonneg _).trans hr have hMA : 0 ≤ MA := (abs_nonneg _).trans hAp have hMAs : 0 ≤ MAs := (abs_nonneg _).trans hAs have hCj : 0 ≤ Cj := by dsimp [Cj]; positivity have hL : 0 ≤ L := by dsimp [L]; positivity have hW : 0 < W := directedWeight_pos _ _ _ _ hedge have hlH : lambda ≤ H := by dsimp [H, weightH0] exact le_add_of_nonneg_right (div_nonneg (by norm_num) (sub_pos.mpr hedge).le) have hH : 0 < H := hlambda.trans_le hlH have hCA : |C p - coordPartial 1 A p| ≤ (ell : ℝ) * MAs + MA * Mr := by have he : C p - coordPartial 1 A p = (ell : ℝ) * coordPartial 1 A p + A p * r p := by rw [hC]; ring rw [he] calc _ ≤ |(ell : ℝ) * coordPartial 1 A p| + |A p * r p| := abs_add_le _ _ _ = (ell : ℝ) * |coordPartial 1 A p| + |A p| * |r p| := by rw [abs_mul, abs_mul, abs_of_nonneg (Nat.cast_nonneg ell)] _ ≤ _ := add_le_add (mul_le_mul_of_nonneg_left hAs (Nat.cast_nonneg ell)) (mul_le_mul hAp hr (abs_nonneg _) hMA) have hT := primitive_directedT_lower_bound hB hR hp edge lambda epsilon MI MB heps hedge hIs hBp hTbudget have hJ0 := primitive_directedJ_bound hB hR hp A C hA edge lambda epsilon ((ell : ℝ) * MAs + MA * Mr) MA MI heps hedge hH.le hCA hAp hIs have hJ : |multiplierJ A B C (directedM edge lambda (coordinatePrimitive B)) (directedN edge lambda epsilon (coordinatePrimitive B)) p| ≤ W * Cj * epsilon * (1 + H * |A p|) := by refine hJ0.trans ?_ have hD : 0 ≤ (ell : ℝ) * MAs + MA * Mr + MA * MI := by positivity have hh : 0 ≤ H * |A p| := mul_nonneg hH.le (abs_nonneg _) have hbase : (ell : ℝ) * MAs + MA * Mr + MA * MI + H * |A p| ≤ ((ell : ℝ) * MAs + MA * Mr + MA * MI + 1) * (1 + H * |A p|) := by nlinarith [mul_nonneg hD hh] have hm := mul_le_mul_of_nonneg_left hbase (mul_nonneg (mul_nonneg hW.le heps) hR.le) convert hm using 1 dsimp only [W, H, Cj] ring have hcross := actual_normalized_cross_loss hW hH hCj heps hT hJ have he : |directedSResidual B r ell epsilon p| ≤ E := directedSResidual_bound heps heps1 hR.le (abs_lt.mpr hp.1).le hIs hBp hr have hEH : E ≤ H / 8 := hEbudget.trans (by linarith) have hLH : L / H ≤ mu / 4 := by apply (div_le_iff₀ hH).2 have hh : L ≤ (mu / 4) * lambda := (div_le_iff₀ hlambda).1 hloss exact hh.trans (mul_le_mul_of_nonneg_left hlH (by positivity)) have hmargin : mu / 2 ≤ directedPrincipal A ell epsilon p - H * A p / 2 + A p * directedSResidual B r ell epsilon p - L * (H⁻¹ + H * (A p) ^ 2) := by by_cases hn : A p ≤ 0 · have hh := normalized_negative_near_coercivity hH hL hmu hn hAp hsmall hLH he hEH hprincipal have hbonus : 0 ≤ H * |A p| / 4 := by positivity linarith · exact normalized_positive_strip_coercivity hH hL hmu (lt_of_not_ge hn).le hAp hsmall hLH he hEH hprincipal (hstrip (lt_of_not_ge hn)) exact actual_quadratic_coercivity hW hH hlambda hmu hlH hT (primitive_directedS_expansion hB hR hp A C r hA edge lambda epsilon ell hedge hC) hcross hmargin end SmoothLocal.Weighted end end OAI