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;; This book defines the regular norm on complex numbers. It also
;; proves some very interesting properties about it. Besides the
;; usual well-known properties, it establishes that norm preserves the
;; non-standard "magnitude" predicates (i-small, i-limited, and
;; i-large) and so we can reduce the question of when x is i-large to
;; when norm(x) is i-large. Since many useful results were found for
;; the special case when x is real, asking the magnitude question on a
;; real number is easier than on a complex number -- and this norm
;; lets us do just that.
(in-package "ACL2")
(local (include-book "arithmetic/idiv" :dir :system))
(local (include-book "arithmetic/realp" :dir :system))
(include-book "nsa")
(include-book "sqrt")
; Added by Matt K. for v2-7.
(add-match-free-override :once t)
(set-match-free-default :once)
;; We start by defining the traditional norm and then proving some
;; important properties about it.
(encapsulate
()
;; The norm(a+bi) = sqrt(a^2 + b^2). To show that this is a valid
;; norm, we need three properties. norm(x) is real and norm(x)>=0,
;; norm(x)=0 iff x=0, and norm(x+y) <= norm(x) + norm(y).
(defun norm-2C (x)
(acl2-sqrt (+ (* (realpart x) (realpart x))
(* (imagpart x) (imagpart x)))))
(in-theory (disable (:executable-counterpart norm-2c)))
;; Here is the first property, norm(x) is real and norm(x)>=0.
(defthm norm-2C-non-negative-real
(and (realp (norm-2C x))
(<= 0 (norm-2C x)))
:rule-classes (:rewrite :type-prescription))
;; To prove that norm(x)=0 only when x=0, we have to establish this
;; simple lemma first, which lets us decide when a term of the form
;; a+bi is equal to zero -- namely a=0 and b=0:
(local
(defthm equal-complex-0
(iff (equal (complex r s) 0)
(and (equal (realfix r) 0)
(equal (realfix s) 0)))))
;; So now, we establish the second key property of norm-ness, namely
;; that norm(x)=0 if and only if x=0.
(defthm norm-2C-zero-for-zero-only
(and (equal (norm-2C 0) 0)
(iff (equal (norm-2C x) 0)
(equal (fix x) 0))))
;; It turns out that we want some more values of norm. We establish,
;; for example that norm(1) = 1. This will become real useful later,
;; when we find that norm(x*y) = norm(x)*norm(y).
(defthm norm-2C-one
(equal (norm-2C 1) 1))
;; We also have that norm(2) = 2.
(defthm norm-2C-two
(equal (norm-2C 2) 2))
;; The following sequence of theorems indicate how poor ACL2 is in
;; reasoning about the complex numbers. This first one simply says
;; how to add complex numbers.
(local
(defthm +-complex
(implies (and (realp i) (realp j) (realp r) (realp s))
(equal (+ (complex i j) (complex r s))
(complex (+ i r) (+ j s))))
:hints (("Goal"
:use ((:instance complex-definition (x i) (y j))
(:instance complex-definition (x r) (y s))
(:instance complex-definition (x (+ i r)) (y (+ j s))))))))
;; Next, we'll look at multiplying complex numbers. Here's the first
;; step in multiplying (a+bi) * (r+si)....
(local
(defthm *-complex-lemma-1
(implies (and (realp a) (realp b) (realp r) (realp s))
(equal (* (complex a b) (complex r s))
(* (+ a (* #C(0 1) b)) (+ R (* #C(0 1) S)))))
:hints (("Goal"
:use ((:instance complex-definition (x a) (y b))
(:instance complex-definition (x r) (y s)))))))
;; ...the next step is to factor everything out, remembering that
;; i^2=-1....
(local
(defthm *-complex-lemma-2
(implies (and (realp a) (realp b) (realp r) (realp s))
(equal (complex (- (* a r) (* b s))
(+ (* a s) (* b r)))
(+ (+ (* a R) (- (* b S)))
(* #C(0 1) (+ (* a S) (* b R))))))
:hints (("Goal"
:use ((:instance complex-definition
(x (- (* a r) (* b s)))
(y (+ (* a s) (* b r)))))))))
;; And so now we can get a formula for the product of two complex
;; numbers.
(local
(defthm *-complex
(implies (and (realp i) (realp j) (realp r) (realp s))
(equal (* (complex i j) (complex r s))
(complex (- (* i r) (* j s))
(+ (* i s) (* j r)))))))
(local
(in-theory (disable *-complex-lemma-1 *-complex-lemma-2)))
;; Here's a simple theorem. if a+bi is real, then b is zero and a is
;; equal to a+bi.
(local
(defthm realpart-imagpart-reals
(implies (realp x)
(and (equal (realpart x) x)
(equal (imagpart x) 0)))))
;; This simplification let's us get the realpart/imagpart of the sum
;; of two complex numbers.
(local
(defthm realpart-imagpart-+
(and
(equal (realpart (+ x y))
(+ (realpart x) (realpart y)))
(equal (imagpart (+ x y))
(+ (imagpart x) (imagpart y))))))
;; This is a similar rule for the product of two complex numbers.
(local
(defthm realpart-imagpart-*
(and
(equal (realpart (* x y))
(- (* (realpart x) (realpart y))
(* (imagpart x) (imagpart y))))
(equal (imagpart (* x y))
(+ (* (realpart x) (imagpart y))
(* (imagpart x) (realpart y)))))))
;; Now, we can move more quickly. We prove that norm is an
;; idempotent function; i.e., norm(norm(x)) = norm(x).
(defthm norm-2C-norm-2C
(equal (norm-2C (norm-2C x))
(norm-2C x)))
;; Moreover, norm is monotonic over the reals.
(defthm norm-2C-preserves-<=-for-reals
(implies (and (realp x)
(realp y)
(<= 0 x)
(<= x y))
(<= (norm-2C x) (norm-2C y))))
;; And finally, we can establish that norm(x*y) = norm(x)*norm(y).
(defthm norm-2C-product
(equal (norm-2C (* a b))
(* (norm-2C a) (norm-2C b)))
:instructions
((:DV 1)
(:= (ACL2-SQRT (+ (* (REALPART (* A B))
(REALPART (* A B)))
(* (IMAGPART (* A B))
(IMAGPART (* A B))))))
:NX :UP (:REWRITE SQRT-=-Y)
:S))
;; Next on the agenda are terms of the form norm(ax+bx) where a and b
;; are reals.
(defthm norm-2C-distributivity
(implies (and (realp a)
(<= 0 a)
(realp b)
(<= 0 b))
(equal (norm-2C (+ (* a x) (* b x)))
(+ (* (norm-2C a) (norm-2C x))
(* (norm-2C b) (norm-2C x))))))
;; The term abs(norm(x)) can be simplified to norm(x) since norm is a
;; non-negative real.
(local
(defthm abs-norm-2c
(equal (abs (norm-2c x))
(norm-2c x))
:hints (("Goal" :in-theory (enable abs)))))
;; Another silly theorem showing how to get the realpart/imagpart of
;; the negative of a number.
(local
(defthm realpart-imagpart-uminus
(and (equal (realpart (- x)) (- (realpart x)))
(equal (imagpart (- x)) (- (imagpart x))))
:hints (("Goal" :use ((:instance realpart-imagpart-* (x -1) (y x)))
:in-theory (disable realpart-imagpart-*)))))
;; That shows that norm(-x) is the same as norm(x).....
(local
(defthm norm-2C-uminus
(equal (norm-2C (- x)) (norm-2C x))))
;; And now, we get an important lemma. The norm(a+bi) cannot be smaller
;; than either a or b. What this will mean later is that if a+bi
;; isn't small, then norm(a+bi) can't be small, since one of a or b
;; is not small, and norm(a+bi) is at least that large.
(local
(defthm realpart-imagpart-<=-norm
(and (<= (realpart x) (norm-2C x))
(<= (imagpart x) (norm-2C x)))
:hints (("Subgoal 2'"
:use ((:instance sqrt-<-y
(x (+ (* (imagpart x) (imagpart x))
(* (realpart x) (realpart x))))
(y (realpart x))))
:in-theory (disable sqrt-<-y))
("Subgoal 1'"
:use ((:instance sqrt-<-y
(x (+ (* (imagpart x) (imagpart x))
(* (realpart x) (realpart x))))
(y (imagpart x))))
:in-theory (disable sqrt-<-y)))))
;; Actually, we can prove a stronger result. Not only is
;; a<=norm(a+bi), |a|<=norm(a+bi)....
(local
(defthm abs-realpart-imagpart-<=-norm-2c
(and (<= (abs (realpart x)) (norm-2c x))
(<= (abs (imagpart x)) (norm-2c x)))
:hints (("Goal" :in-theory (enable-disable (abs) (norm-2c)))
("Subgoal 2.2"
:use ((:instance realpart-imagpart-<=-norm
(x (- x))))
:in-theory (disable norm-2c realpart-imagpart-<=-norm))
("Subgoal 1.2"
:use ((:instance realpart-imagpart-<=-norm
(x (- x))))
:in-theory (disable norm-2c realpart-imagpart-<=-norm)))))
;; So now, like we argued earlier we see that if norm(a+bi) is small,
;; both a and b must be small.
(local
(defthm small-norm-2C-lemma-1
(implies (i-small (norm-2C x))
(and (i-small (realpart x))
(i-small (imagpart x))))
:hints (("Goal"
:use ((:instance small-if-<-small
(x (norm-2C x))
(y (realpart x)))
(:instance small-if-<-small
(x (norm-2C x))
(y (imagpart x))))
:in-theory (disable abs small-if-<-small norm-2c)))))
;; And here's the other half of that important theorem. We know
;; norm(a+bi) must be larger than |a| and |b|, but it can't be too
;; much bigger. In particular, norm(a+bi) <= |a| + |b|. What this
;; means later is that if norm(a+bi) is large, so must be either a or
;; b.
(local
(defthm norm-2c-<=-abs-realpart-+-abs-imagpart
(<= (norm-2c x)
(+ (abs (realpart x)) (abs (imagpart x))))))
;; For now, we content ourselves with completing the proofs for
;; i-small. If x and y are small, so are abs(x) and abs(y), and
;; therefore abs(x)+abs(y) is small.
(local
(defthm small-abs-x-+-abs-y
(implies (and (i-small x)
(i-small y))
(i-small (+ (abs x) (abs y))))))
;; Moreover, abs(x)+abs(y) is real, if both x and y are real.
(local
(defthm realp-abs-x-+-abs-y
(implies (and (realp x)
(realp y))
(realp (+ (abs x) (abs y))))))
;; And since we find the term abs(abs(x)+abs(y)) in the proofs to
;; follow, we show here that that must equal abs(x)+abs(y).
(local
(defthm abs-abs-x-+-abs-y
(equal (abs (+ (abs x) (abs y)))
(+ (abs x) (abs y)))))
;; When x isn't a number, its norm is the same as the norm of 0,
;; which is 0.
(local
(defthm norm-2c-non-numberp
(implies (not (acl2-numberp x))
(equal (norm-2c x) 0))))
;; So now we get the converse of our i-small lemma. We already know
;; that when norm(a+bi) is small, both a and b are small. Now, we
;; show that if both a and b are small, norm(a+bi) is small.
(local
(defthm small-norm-2C-lemma-2
(implies (and (i-small (realpart x))
(i-small (imagpart x)))
(i-small (norm-2C x)))
:hints (("Goal"
:use (:instance small-if-<-small
(x (+ (abs (realpart x)) (abs (imagpart x))))
(y (norm-2c x)))
:in-theory (disable abs small-if-<-small norm-2c)))))
;; And that allows us to prove that norm(x) is small precisely when x
;; is small.
(defthm small-norm-2C
(implies (acl2-numberp x)
(equal (i-small (norm-2C x))
(i-small x)))
:hints (("Goal"
:use ((:instance complex-small))
:in-theory (disable norm-2C complex-small))
("Goal'"
:cases ((i-small x)))
("Subgoal 2''"
:in-theory (enable norm-2c))
("Subgoal 1'''"
:in-theory (enable norm-2c))))
;; Similarly, if norm(a+bi) is limited, so must be both a and b,
;; since they're both smaller than norm(a+bi).
(local
(defthm limited-norm-2C-lemma-1
(implies (i-limited (norm-2C x))
(and (i-limited (realpart x))
(i-limited (imagpart x))))
:hints (("Goal"
:use ((:instance large-if->-large
(x (realpart x))
(y (norm-2C x)))
(:instance large-if->-large
(x (imagpart x))
(y (norm-2C x))))
:in-theory (disable large-if->-large norm-2c)))))
;; And moreover, if x and y are limited, so is |x|+|y|....
(local
(defthm limited-abs-x-+-abs-y
(implies (and (i-limited x)
(i-limited y))
(i-limited (+ (abs x) (abs y))))))
;; ...and so if a and b are limited, so is norm(a+bi), since that is
;; smaller than |a|+|b|.
(local
(defthm limited-norm-2C-lemma-2
(implies (and (i-limited (realpart x))
(i-limited (imagpart x)))
(i-limited (norm-2C x)))
:hints (("Goal"
:use (:instance large-if->-large
(x (norm-2c x))
(y (+ (abs (realpart x)) (abs (imagpart x)))))
:in-theory (disable abs large-if->-large norm-2c)))))
;; We know that a+bi is limited precisely when a is limited and b is
;; limited.
(local
(defthm complex-limited-strong
(implies (complexp x)
(equal (i-large x)
(or (i-large (realpart x))
(i-large (imagpart x)))))
:hints (("Goal"
:use ((:instance complex-large-1)
(:instance complex-large-2))
:in-theory (disable complex-large-1)))))
;; Therefore, norm(a+bi) is limited precisely when a+bi is limited.
(defthm limited-norm-2C
(implies (acl2-numberp x)
(equal (i-large (norm-2C x))
(i-large x)))
:hints (("Goal"
:use ((:instance complex-limited-strong))
:in-theory (disable norm-2C complex-limited-strong
complex-large-1))
("Goal'"
:cases ((i-limited x)))
("Subgoal 2''"
:in-theory (enable norm-2c))))
;; This simple lemma lets us conclude that a^2+b^2 is limited when
;; a+bi is limited.
(local
(defthm limited-r*r+s*s
(implies (and (realp r)
(realp s)
(i-limited (complex r s)))
(i-limited (+ (* r r) (* s s))))
:hints (("Goal" :cases ((= s 0))))))
;; Here's a great theorem! Standard-part and norm commute! This is
;; actually true of all continuous functions. I.e.,
;; fn(standard-part(x)) is just standard-part(fn(x)).
(defthm standard-part-norm-2C
(implies (i-limited x)
(equal (standard-part (norm-2C x))
(norm-2C (standard-part x))))
:hints (("Goal" :in-theory (disable acl2-sqrt))
; Matt K. v7-1 mod for ACL2 mod on 2/13/2015: "Goal'5'" changed to "Goal'4'".
("Goal'4'" :cases ((= s 0)))))
;; Now, we want to talk about the inverses of complex numbers, so we
;; start by defining conjugates.
(local
(defun conj (x)
(complex (realpart x) (- (imagpart x)))))
;; We can then give a simpler definition of norm(x) as sqrt(x*x')
;; where x' is the conjugate of x.
(local
(defthm norm-2c-product-conj
(equal (norm-2c x)
(acl2-sqrt (* x (conj x))))))
;; Next, we build up the basic theory of conjugates...the conjugate
;; of a sum is the sum of the conjugates...
(local
(defthm conj-+
(equal (conj (+ x y))
(+ (conj x) (conj y)))))
;; ...and the same holds for products.
(local
(defthm conj-*
(equal (conj (* x y))
(* (conj x) (conj y)))))
;; Next, we show that realpart(x+x') is just 2*realpart(x).
(local
(defthm x-+-conj-x
(equal (+ x (conj x))
(* 2 (realpart x)))))
;; An easy lemma is that norm(x') = norm(x)
(local
(defthm norm-2C-conj
(equal (norm-2c (conj x))
(norm-2c x))))
;; Another one is that x'' = x
(local
(defthm conj-conj
(equal (conj (conj x)) (fix x))))
;; So now, we can start considering x*x'. First, we have that it is
;; always real and never negative.
(local
(defthm x-*-conj-x-type-prescription
(and (realp (* x (conj x)))
(<= 0 (* x (conj x))))
:rule-classes (:rewrite :type-prescription)))
;; Moreover, if x isn't anumber, then x' is just 0.
(local
(defthm conj-completion
(implies (not (acl2-numberp x))
(equal (conj x) 0))))
;; Here's another characterization of the conjugate:
(local
(defthm realpart-imagpart-conj
(and (equal (realpart (conj x)) (realpart x))
(equal (imagpart (conj x)) (- (imagpart x))))))
(local (in-theory (disable conj)))
;; So now, we can prove that norm(x)*norm(x) = x*x' -- since earlier
;; we saw that norm(x)=sqrt(x*x')....
(local
(defthm norm-2c-*-norm-2c
(equal (* (norm-2c x) (norm-2c x))
(* x (conj x)))))
;; Now, from norm(x+y)*norm(x+y) = (x+y)*(x+y)', we get that is equal
;; to xx' + yy' + xy' + x'y = xx' + yy' + xy' + (xy')' =
;; norm(x)*norm(x) + norm(y)*norm(y) + 2*realpart(xy')
(local
(defthm norm-2c-triangle-inequality-lemma-1
(equal (* (norm-2c (+ x y)) (norm-2c (+ x y)))
(+ (* (norm-2c x) (norm-2c x))
(* (norm-2c y) (norm-2c y))
(* 2 (realpart (* x (conj y))))))
:hints (("Goal"
:use (:instance x-+-conj-x (x (* x (conj y))))
:in-theory (disable x-+-conj-x)))))
;; That means we need to find a bound for the 2*realpart(xy') term.
;; We know this is smaller than 2*norm(x*y')
(local
(defthm norm-2c-triangle-inequality-lemma-key
(implies (and (realp i) (realp j)
(realp r) (realp s))
(<= (+ (* 2 i r) (* 2 j s))
(* 2 (norm-2c (* (complex i j) (conj (complex r s)))))))
:hints (("Goal"
:use ((:instance realpart-imagpart-<=-norm
(x (* (complex i j) (conj (complex r s))))))
:in-theory (disable realpart-imagpart-<=-norm)))
:rule-classes nil))
;; We're ready to prove the third law required for norms, namely
;; norm(a+b) <= norm(a) + norm(b). First, we square each side to get
;; rid of the sqrt's
(local
(defthm norm-2c-triangle-inequality-lemma
(<= (* (norm-2c (+ x y)) (norm-2c (+ x y)))
(* (+ (norm-2c x) (norm-2c y))
(+ (norm-2c x) (norm-2c y))))
:hints (("Goal" :in-theory (disable norm-2c
norm-2c-*-norm-2c
norm-2c-product-conj))
("Subgoal 2"
:in-theory (enable norm-2c-product-conj))
("Subgoal 1.1'"
:use ((:instance norm-2c-triangle-inequality-lemma-key))))))
; Added by Matt K., 1/14/2014:
; The following two lemmas are the versions of lemmas that existed though the
; time of the ACL2 6.4 release. The new versions, whose conclusions are calls
; of equal instead of iff, cause the proof of lemma-1 below to fail; so we
; :use these old ones instead.
(local
(defthm <-*-right-cancel-old
(implies (and (fc (real/rationalp x))
(fc (real/rationalp y))
(fc (real/rationalp z)))
(iff (< (* x z) (* y z))
(cond ((< 0 z) (< x y))
((equal z 0) nil)
(t (< y x)))))
:rule-classes nil))
(local
(defthm <-*-left-cancel-old
(implies (and (fc (real/rationalp x))
(fc (real/rationalp y))
(fc (real/rationalp z)))
(iff (< (* z x) (* z y))
(cond ((< 0 z) (< x y))
((equal z 0) nil)
(t (< y x)))))
:rule-classes nil))
;; This is a trivial lemma that we need below.... x<y => x^2 < y^2
;; for positive x, y.
(local
(defthm obvious-lemma
(implies (and (realp x)
(realp y)
(<= 0 x)
(<= 0 y)
(< x y))
(< (* x x) (* y y)))
:hints (("Goal"
:use ((:instance <-*-left-cancel-old (x x) (y y) (z x))
(:instance <-*-right-cancel-old (x x) (y y) (z y)))
:in-theory (disable <-*-left-cancel <-*-right-cancel)))))
;; And finally, we establish the triangle inequality:
(defthm norm-2c-triangle-inequality
(<= (norm-2c (+ x y))
(+ (norm-2c x) (norm-2c y)))
:hints (("Goal"
:use ((:instance obvious-lemma
(x (+ (norm-2c x) (norm-2c y)))
(y (norm-2c (+ x y)))))
:in-theory (disable obvious-lemma
norm-2c-product-conj
norm-2c-*-norm-2c))))
)
;; The next step is to create an abstract "norm", using the specific
;; norm defined above as a witness. Why? Well, there's no good
;; reason really, but what we had in mind was that you could swap in a
;; different norm later. Unfortunately, we needed so many theorems
;; about the norm, that it's hard to think of another function with
;; these same properties.
(encapsulate
((norm (x) t))
;; Use the norm defined above as the witness function, and turn off
;; its definition, so we are left only with the theorems exported
;; above.
(local
(defun norm (x)
(norm-2C x)))
(local (in-theory (disable norm-2C
(:executable-counterpart norm)
(:executable-counterpart norm-2C))))
;; The norm is a real >= 0....
(defthm norm-non-negative-real
(and (realp (norm x))
(<= 0 (norm x)))
:rule-classes (:rewrite :type-prescription))
;; ...and norm(x) is equal to zero only when x is zero.
(defthm norm-zero-for-zero-only
(and (equal (norm 0) 0)
(iff (equal (norm x) 0)
(equal (fix x) 0))))
;; norm(1) = 1 and norm(2) = 2....
(defthm norm-one
(equal (norm 1) 1))
(defthm norm-two
(equal (norm 2) 2))
;; norm is idempotent.
(defthm norm-norm
(equal (norm (norm x))
(norm x)))
;; norm(a+b) <= norm(a)+norm(b)
(defthm norm-triangle-inequality
(<= (norm (+ a b))
(+ (norm a) (norm b))))
;; if x,y are reals and x<=y, then norm(x)<=norm(y)
(defthm norm-preserves-<=-for-reals
(implies (and (realp x)
(realp y)
(<= 0 x)
(<= x y))
(<= (norm x) (norm y))))
;; norm(x*y) = norm(x)*norm(y)
(defthm norm-product
(equal (norm (* a b))
(* (norm a) (norm b))))
;; norm(ax+bx) = norm(a)*norm(x) + norm(b)*norm(x)
(defthm norm-distributivity
(implies (and (realp a)
(<= 0 a)
(realp b)
(<= 0 b))
(equal (norm (+ (* a x) (* b x)))
(+ (* (norm a) (norm x))
(* (norm b) (norm x))))))
;; These are important properties for non-standard analysis. norm(x)
;; is small precisely when x is small.
(defthm small-norm
(implies (acl2-numberp x)
(equal (i-small (norm x))
(i-small x))))
;; Similarly, norm(x) is limited precisely when x is limited.
(defthm limited-norm
(implies (acl2-numberp x)
(equal (i-large (norm x))
(i-large x))))
;; And, the standard-part of norm(x) is the same as the norm of
;; stadard-part(x).
(defthm standard-part-norm
(implies (i-limited x)
(equal (standard-part (norm x))
(norm (standard-part x)))))
)
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