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feat: Positivity extension for Finset.prod (#9365)
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Followup to #9365

From LeanAPAP



Co-authored-by: Eric Wieser <[email protected]>
Co-authored-by: Alex J Best <[email protected]>
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3 people committed May 7, 2024
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58 changes: 58 additions & 0 deletions Mathlib/Algebra/Order/BigOperators/Ring/Finset.lean
Original file line number Diff line number Diff line change
Expand Up @@ -206,3 +206,61 @@ lemma IsAbsoluteValue.map_prod [CommSemiring R] [Nontrivial R] [LinearOrderedCom
#align is_absolute_value.map_prod IsAbsoluteValue.map_prod

end AbsoluteValue

namespace Mathlib.Meta.Positivity
open Qq Lean Meta Finset

private alias ⟨_, prod_ne_zero⟩ := prod_ne_zero_iff

/-- The `positivity` extension which proves that `∏ i in s, f i` is nonnegative if `f` is, and
positive if each `f i` is.
TODO: The following example does not work
```
example (s : Finset ℕ) (f : ℕ → ℤ) (hf : ∀ n, 0 ≤ f n) : 0 ≤ s.prod f := by positivity
```
because `compareHyp` can't look for assumptions behind binders.
-/
@[positivity Finset.prod _ _]
def evalFinsetProd : PositivityExt where eval {u α} zα pα e := do
match e with
| ~q(@Finset.prod $ι _ $instα $s $f) =>
let i : Q($ι) ← mkFreshExprMVarQ q($ι) .syntheticOpaque
have body : Q($α) := Expr.betaRev f #[i]
let rbody ← core zα pα body
let _instαmon ← synthInstanceQ q(CommMonoidWithZero $α)

-- Try to show that the product is positive
let p_pos : Option Q(0 < $e) := ← do
let .positive pbody := rbody | pure none -- Fail if the body is not provably positive
-- TODO(quote4#38): We must name the following, else `assertInstancesCommute` loops.
let .some _instαzeroone ← trySynthInstanceQ q(ZeroLEOneClass $α) | pure none
let .some _instαposmul ← trySynthInstanceQ q(PosMulStrictMono $α) | pure none
let .some _instαnontriv ← trySynthInstanceQ q(Nontrivial $α) | pure none
assertInstancesCommute
let pr : Q(∀ i, 0 < $f i) ← mkLambdaFVars #[i] pbody (binderInfoForMVars := .default)
return some q(prod_pos fun i _ ↦ $pr i)
if let some p_pos := p_pos then return .positive p_pos

-- Try to show that the product is nonnegative
let p_nonneg : Option Q(0 ≤ $e) := ← do
let .some pbody := rbody.toNonneg
| return none -- Fail if the body is not provably nonnegative
let pr : Q(∀ i, 0 ≤ $f i) ← mkLambdaFVars #[i] pbody (binderInfoForMVars := .default)
-- TODO(quote4#38): We must name the following, else `assertInstancesCommute` loops.
let .some _instαzeroone ← trySynthInstanceQ q(ZeroLEOneClass $α) | pure none
let .some _instαposmul ← trySynthInstanceQ q(PosMulMono $α) | pure none
assertInstancesCommute
return some q(prod_nonneg fun i _ ↦ $pr i)
if let some p_nonneg := p_nonneg then return .nonnegative p_nonneg

-- Fall back to showing that the product is nonzero
let pbody ← rbody.toNonzero
let pr : Q(∀ i, $f i ≠ 0) ← mkLambdaFVars #[i] pbody (binderInfoForMVars := .default)
-- TODO(quote4#38): We must name the following, else `assertInstancesCommute` loops.
let _instαnontriv ← synthInstanceQ q(Nontrivial $α)
let _instαnozerodiv ← synthInstanceQ q(NoZeroDivisors $α)
assertInstancesCommute
return .nonzero q(prod_ne_zero fun i _ ↦ $pr i)

end Mathlib.Meta.Positivity
4 changes: 1 addition & 3 deletions Mathlib/Analysis/Analytic/Composition.lean
Original file line number Diff line number Diff line change
Expand Up @@ -331,9 +331,7 @@ the norms of the relevant bits of `q` and `p`. -/
theorem compAlongComposition_norm {n : ℕ} (q : FormalMultilinearSeries 𝕜 F G)
(p : FormalMultilinearSeries 𝕜 E F) (c : Composition n) :
‖q.compAlongComposition p c‖ ≤ ‖q c.length‖ * ∏ i, ‖p (c.blocksFun i)‖ :=
ContinuousMultilinearMap.opNorm_le_bound _
(mul_nonneg (norm_nonneg _) (Finset.prod_nonneg fun _i _hi => norm_nonneg _))
(compAlongComposition_bound _ _ _)
ContinuousMultilinearMap.opNorm_le_bound _ (by positivity) (compAlongComposition_bound _ _ _)
#align formal_multilinear_series.comp_along_composition_norm FormalMultilinearSeries.compAlongComposition_norm

theorem compAlongComposition_nnnorm {n : ℕ} (q : FormalMultilinearSeries 𝕜 F G)
Expand Down
3 changes: 1 addition & 2 deletions Mathlib/Analysis/Analytic/Inverse.lean
Original file line number Diff line number Diff line change
Expand Up @@ -476,8 +476,7 @@ theorem radius_rightInv_pos_of_radius_pos_aux2 {n : ℕ} (hn : 2 ≤ n + 1)
gcongr
apply (compAlongComposition_norm _ _ _).trans
gcongr
· exact prod_nonneg fun j _ => norm_nonneg _
· apply hp
apply hp
_ =
I * a +
I * C *
Expand Down
30 changes: 12 additions & 18 deletions Mathlib/Analysis/NormedSpace/BoundedLinearMaps.lean
Original file line number Diff line number Diff line change
Expand Up @@ -217,24 +217,18 @@ operation. -/
theorem isBoundedLinearMap_prod_multilinear {E : ι → Type*} [∀ i, NormedAddCommGroup (E i)]
[∀ i, NormedSpace 𝕜 (E i)] :
IsBoundedLinearMap 𝕜 fun p : ContinuousMultilinearMap 𝕜 E F × ContinuousMultilinearMap 𝕜 E G =>
p.1.prod p.2 :=
{ map_add := fun p₁ p₂ => by
ext1 m
rfl
map_smul := fun c p => by
ext1 m
rfl
bound :=
1, zero_lt_one, fun p => by
rw [one_mul]
apply ContinuousMultilinearMap.opNorm_le_bound _ (norm_nonneg _) _
intro m
rw [ContinuousMultilinearMap.prod_apply, norm_prod_le_iff]
constructor
· exact (p.1.le_opNorm m).trans (mul_le_mul_of_nonneg_right (norm_fst_le p)
(Finset.prod_nonneg fun i _ => norm_nonneg _))
· exact (p.2.le_opNorm m).trans (mul_le_mul_of_nonneg_right (norm_snd_le p)
(Finset.prod_nonneg fun i _ => norm_nonneg _))⟩ }
p.1.prod p.2 where
map_add p₁ p₂ := by ext : 1; rfl
map_smul c p := by ext : 1; rfl
bound := by
refine ⟨1, zero_lt_one, fun p ↦ ?_⟩
rw [one_mul]
apply ContinuousMultilinearMap.opNorm_le_bound _ (norm_nonneg _) _
intro m
rw [ContinuousMultilinearMap.prod_apply, norm_prod_le_iff]
constructor
· exact (p.1.le_opNorm m).trans (mul_le_mul_of_nonneg_right (norm_fst_le p) <| by positivity)
· exact (p.2.le_opNorm m).trans (mul_le_mul_of_nonneg_right (norm_snd_le p) <| by positivity)
#align is_bounded_linear_map_prod_multilinear isBoundedLinearMap_prod_multilinear

/-- Given a fixed continuous linear map `g`, associating to a continuous multilinear map `f` the
Expand Down
38 changes: 16 additions & 22 deletions Mathlib/Analysis/NormedSpace/Multilinear/Basic.lean
Original file line number Diff line number Diff line change
Expand Up @@ -241,10 +241,8 @@ continuous. -/
theorem continuous_of_bound (C : ℝ) (H : ∀ m, ‖f m‖ ≤ C * ∏ i, ‖m i‖) : Continuous f := by
let D := max C 1
have D_pos : 0 ≤ D := le_trans zero_le_one (le_max_right _ _)
replace H : ∀ m, ‖f m‖ ≤ D * ∏ i, ‖m i‖ := by
intro m
apply le_trans (H m) (mul_le_mul_of_nonneg_right (le_max_left _ _) _)
exact prod_nonneg fun (i : ι) _ => norm_nonneg (m i)
replace H (m) : ‖f m‖ ≤ D * ∏ i, ‖m i‖ :=
(H m).trans (mul_le_mul_of_nonneg_right (le_max_left _ _) <| by positivity)
refine' continuous_iff_continuousAt.2 fun m => _
refine'
continuousAt_of_locally_lipschitz zero_lt_one
Expand Down Expand Up @@ -362,7 +360,7 @@ variable {f m}
theorem le_mul_prod_of_le_opNorm_of_le {C : ℝ} {b : ι → ℝ} (hC : ‖f‖ ≤ C) (hm : ∀ i, ‖m i‖ ≤ b i) :
‖f m‖ ≤ C * ∏ i, b i :=
(f.le_opNorm m).trans <| mul_le_mul hC (prod_le_prod (fun _ _ ↦ norm_nonneg _) fun _ _ ↦ hm _)
(prod_nonneg fun _ _ ↦ norm_nonneg _) ((opNorm_nonneg _).trans hC)
(by positivity) ((opNorm_nonneg _).trans hC)

@[deprecated] alias le_mul_prod_of_le_op_norm_of_le := le_mul_prod_of_le_opNorm_of_le -- 2024-02-02

Expand Down Expand Up @@ -400,8 +398,7 @@ theorem le_of_opNorm_le {C : ℝ} (h : ‖f‖ ≤ C) : ‖f m‖ ≤ C * ∏ i,
variable (f)

theorem ratio_le_opNorm : (‖f m‖ / ∏ i, ‖m i‖) ≤ ‖f‖ :=
div_le_of_nonneg_of_le_mul (prod_nonneg fun _ _ => norm_nonneg _) (opNorm_nonneg _)
(f.le_opNorm m)
div_le_of_nonneg_of_le_mul (by positivity) (opNorm_nonneg _) (f.le_opNorm m)
#align continuous_multilinear_map.ratio_le_op_norm ContinuousMultilinearMap.ratio_le_opNorm

@[deprecated] alias ratio_le_op_norm := ratio_le_opNorm -- deprecated on 2024-02-02
Expand Down Expand Up @@ -768,9 +765,8 @@ theorem MultilinearMap.mkContinuous_norm_le (f : MultilinearMap 𝕜 E G) {C :
nonnegative. -/
theorem MultilinearMap.mkContinuous_norm_le' (f : MultilinearMap 𝕜 E G) {C : ℝ}
(H : ∀ m, ‖f m‖ ≤ C * ∏ i, ‖m i‖) : ‖f.mkContinuous C H‖ ≤ max C 0 :=
ContinuousMultilinearMap.opNorm_le_bound _ (le_max_right _ _) fun m =>
(H m).trans <|
mul_le_mul_of_nonneg_right (le_max_left _ _) (prod_nonneg fun _ _ => norm_nonneg _)
ContinuousMultilinearMap.opNorm_le_bound _ (le_max_right _ _) fun m ↦ (H m).trans <|
mul_le_mul_of_nonneg_right (le_max_left _ _) <| by positivity
#align multilinear_map.mk_continuous_norm_le' MultilinearMap.mkContinuous_norm_le'

namespace ContinuousMultilinearMap
Expand Down Expand Up @@ -1029,8 +1025,7 @@ def flipMultilinear (f : G →L[𝕜] ContinuousMultilinearMap 𝕜 E G') :
LinearMap.mkContinuous_apply, Pi.smul_apply, AddHom.coe_mk] }
‖f‖ fun m => by
dsimp only [MultilinearMap.coe_mk]
refine LinearMap.mkContinuous_norm_le _
(mul_nonneg (norm_nonneg f) (prod_nonneg fun i _ => norm_nonneg (m i))) _
exact LinearMap.mkContinuous_norm_le _ (by positivity) _
#align continuous_linear_map.flip_multilinear ContinuousLinearMap.flipMultilinear
#align continuous_linear_map.flip_multilinear_apply_apply ContinuousLinearMap.flipMultilinear_apply_apply

Expand Down Expand Up @@ -1103,7 +1098,7 @@ def mkContinuousMultilinear (f : MultilinearMap 𝕜 E (MultilinearMap 𝕜 E' G
simp only [coe_mk]
refine ((f m).mkContinuous_norm_le' _).trans_eq ?_
rw [max_mul_of_nonneg, zero_mul]
exact prod_nonneg fun _ _ => norm_nonneg _
positivity
#align multilinear_map.mk_continuous_multilinear MultilinearMap.mkContinuousMultilinear

@[simp]
Expand Down Expand Up @@ -1134,7 +1129,7 @@ set_option linter.uppercaseLean3 false

theorem norm_compContinuousLinearMap_le (g : ContinuousMultilinearMap 𝕜 E₁ G)
(f : ∀ i, E i →L[𝕜] E₁ i) : ‖g.compContinuousLinearMap f‖ ≤ ‖g‖ * ∏ i, ‖f i‖ :=
opNorm_le_bound _ (mul_nonneg (norm_nonneg _) <| prod_nonneg fun i _ => norm_nonneg _) fun m =>
opNorm_le_bound _ (by positivity) fun m =>
calc
‖g fun i => f i (m i)‖ ≤ ‖g‖ * ∏ i, ‖f i (m i)‖ := g.le_opNorm _
_ ≤ ‖g‖ * ∏ i, ‖f i‖ * ‖m i‖ :=
Expand Down Expand Up @@ -1194,7 +1189,7 @@ theorem compContinuousLinearMapL_apply (g : ContinuousMultilinearMap 𝕜 E₁ G
variable (G) in
theorem norm_compContinuousLinearMapL_le (f : ∀ i, E i →L[𝕜] E₁ i) :
‖compContinuousLinearMapL (G := G) f‖ ≤ ∏ i, ‖f i‖ :=
LinearMap.mkContinuous_norm_le _ (prod_nonneg fun _ _ => norm_nonneg _) _
LinearMap.mkContinuous_norm_le _ (by positivity) _
#align continuous_multilinear_map.norm_comp_continuous_linear_mapL_le ContinuousMultilinearMap.norm_compContinuousLinearMapL_le

/-- `ContinuousMultilinearMap.compContinuousLinearMap` as a bundled continuous linear map.
Expand Down Expand Up @@ -1369,8 +1364,6 @@ addition of `Finset.prod` where needed). The duplication could be avoided by ded
case from the multilinear case via a currying isomorphism. However, this would mess up imports,
and it is more satisfactory to have the simplest case as a standalone proof. -/
instance completeSpace [CompleteSpace G] : CompleteSpace (ContinuousMultilinearMap 𝕜 E G) := by
have nonneg : ∀ v : ∀ i, E i, 0 ≤ ∏ i, ‖v i‖ := fun v =>
Finset.prod_nonneg fun i _ => norm_nonneg _
-- We show that every Cauchy sequence converges.
refine' Metric.complete_of_cauchySeq_tendsto fun f hf => _
-- We now expand out the definition of a Cauchy sequence,
Expand All @@ -1379,12 +1372,13 @@ instance completeSpace [CompleteSpace G] : CompleteSpace (ContinuousMultilinearM
have cau : ∀ v, CauchySeq fun n => f n v := by
intro v
apply cauchySeq_iff_le_tendsto_0.2fun n => b n * ∏ i, ‖v i‖, _, _, _⟩
· intro
exact mul_nonneg (b0 _) (nonneg v)
· intro n
have := b0 n
positivity
· intro n m N hn hm
rw [dist_eq_norm]
apply le_trans ((f n - f m).le_opNorm v) _
exact mul_le_mul_of_nonneg_right (b_bound n m N hn hm) (nonneg v)
exact mul_le_mul_of_nonneg_right (b_bound n m N hn hm) <| by positivity
· simpa using b_lim.mul tendsto_const_nhds
-- We assemble the limits points of those Cauchy sequences
-- (which exist as `G` is complete)
Expand All @@ -1409,7 +1403,7 @@ instance completeSpace [CompleteSpace G] : CompleteSpace (ContinuousMultilinearM
have A : ∀ n, ‖f n v‖ ≤ (b 0 + ‖f 0‖) * ∏ i, ‖v i‖ := by
intro n
apply le_trans ((f n).le_opNorm _) _
apply mul_le_mul_of_nonneg_right _ (nonneg v)
apply mul_le_mul_of_nonneg_right _ <| by positivity
calc
‖f n‖ = ‖f n - f 0 + f 0‖ := by
congr 1
Expand All @@ -1429,7 +1423,7 @@ instance completeSpace [CompleteSpace G] : CompleteSpace (ContinuousMultilinearM
have A : ∀ᶠ m in atTop, ‖(f n - f m) v‖ ≤ b n * ∏ i, ‖v i‖ := by
refine' eventually_atTop.2 ⟨n, fun m hm => _⟩
apply le_trans ((f n - f m).le_opNorm _) _
exact mul_le_mul_of_nonneg_right (b_bound n m n le_rfl hm) (nonneg v)
exact mul_le_mul_of_nonneg_right (b_bound n m n le_rfl hm) <| by positivity
have B : Tendsto (fun m => ‖(f n - f m) v‖) atTop (𝓝 ‖(f n - Fcont) v‖) :=
Tendsto.norm (tendsto_const_nhds.sub (hF v))
exact le_of_tendsto B A
Expand Down
6 changes: 2 additions & 4 deletions Mathlib/Analysis/NormedSpace/Multilinear/Curry.lean
Original file line number Diff line number Diff line change
Expand Up @@ -63,8 +63,7 @@ theorem ContinuousLinearMap.norm_map_tail_le
‖f (m 0) (tail m)‖ ≤ ‖f‖ * ∏ i, ‖m i‖ :=
calc
‖f (m 0) (tail m)‖ ≤ ‖f (m 0)‖ * ∏ i, ‖(tail m) i‖ := (f (m 0)).le_opNorm _
_ ≤ ‖f‖ * ‖m 0‖ * ∏ i, ‖(tail m) i‖ :=
(mul_le_mul_of_nonneg_right (f.le_opNorm _) (prod_nonneg fun _ _ => norm_nonneg _))
_ ≤ ‖f‖ * ‖m 0‖ * ∏ i, ‖tail m i‖ := mul_le_mul_of_nonneg_right (f.le_opNorm _) <| by positivity
_ = ‖f‖ * (‖m 0‖ * ∏ i, ‖(tail m) i‖) := by ring
_ = ‖f‖ * ∏ i, ‖m i‖ := by
rw [prod_univ_succ]
Expand Down Expand Up @@ -269,8 +268,7 @@ def ContinuousMultilinearMap.curryRight (f : ContinuousMultilinearMap 𝕜 Ei G)
simp }
f'.mkContinuous ‖f‖ fun m => by
simp only [f', MultilinearMap.coe_mk]
exact LinearMap.mkContinuous_norm_le _
(mul_nonneg (norm_nonneg _) (prod_nonneg fun _ _ => norm_nonneg _)) _
exact LinearMap.mkContinuous_norm_le _ (by positivity) _
#align continuous_multilinear_map.curry_right ContinuousMultilinearMap.curryRight

@[simp]
Expand Down
2 changes: 1 addition & 1 deletion Mathlib/Data/Nat/Choose/Multinomial.lean
Original file line number Diff line number Diff line change
Expand Up @@ -65,7 +65,7 @@ lemma multinomial_cons (ha : a ∉ s) (f : α → ℕ) :
multinomial, mul_assoc, mul_left_comm _ (f a)!,
Nat.div_mul_cancel (prod_factorial_dvd_factorial_sum _ _), ← mul_assoc, Nat.choose_symm_add,
Nat.add_choose_mul_factorial_mul_factorial, Finset.sum_cons]
exact prod_pos fun i _ ↦ by positivity
positivity

lemma multinomial_insert [DecidableEq α] (ha : a ∉ s) (f : α → ℕ) :
multinomial (insert a s) f = (f a + ∑ i in s, f i).choose (f a) * multinomial s f := by
Expand Down
3 changes: 1 addition & 2 deletions Mathlib/Data/Nat/Factorial/BigOperators.lean
Original file line number Diff line number Diff line change
Expand Up @@ -28,8 +28,7 @@ lemma monotone_factorial : Monotone factorial := fun _ _ => factorial_le

variable {α : Type*} (s : Finset α) (f : α → ℕ)

theorem prod_factorial_pos : 0 < ∏ i in s, (f i)! :=
Finset.prod_pos fun i _ => factorial_pos (f i)
theorem prod_factorial_pos : 0 < ∏ i in s, (f i)! := by positivity
#align nat.prod_factorial_pos Nat.prod_factorial_pos

theorem prod_factorial_dvd_factorial_sum : (∏ i in s, (f i)!) ∣ (∑ i in s, f i)! := by
Expand Down
3 changes: 1 addition & 2 deletions Mathlib/MeasureTheory/Integral/TorusIntegral.lean
Original file line number Diff line number Diff line change
Expand Up @@ -199,8 +199,7 @@ theorem norm_torusIntegral_le_of_norm_le_const {C : ℝ} (hf : ∀ θ, ‖f (tor
‖(∏ i : Fin n, R i * exp (θ i * I) * I : ℂ) • f (torusMap c R θ)‖ =
(∏ i : Fin n, |R i|) * ‖f (torusMap c R θ)‖ :=
by simp [norm_smul]
_ ≤ (∏ i : Fin n, |R i|) * C :=
mul_le_mul_of_nonneg_left (hf _) (Finset.prod_nonneg fun _ _ => abs_nonneg _)
_ ≤ (∏ i : Fin n, |R i|) * C := mul_le_mul_of_nonneg_left (hf _) <| by positivity
_ = ((2 * π) ^ (n : ℕ) * ∏ i, |R i|) * C := by
simp only [Pi.zero_def, Real.volume_Icc_pi_toReal fun _ => Real.two_pi_pos.le, sub_zero,
Fin.prod_const, mul_assoc, mul_comm ((2 * π) ^ (n : ℕ))]
Expand Down
21 changes: 21 additions & 0 deletions test/positivity.lean
Original file line number Diff line number Diff line change
Expand Up @@ -382,6 +382,27 @@ example (s : Finset ℕ) (f : ℕ → ℕ) (a : ℕ) : 0 ≤ s.sum (f a) := by p
set_option linter.unusedVariables false in
example (f : ℕ → ℕ) (hf : 0 ≤ f 0) : 0 ≤ ∑ n in Finset.range 10, f n := by positivity

example (n : ℕ) : ∏ j in range n, (-1) ≠ 0 := by positivity
example (n : ℕ) (a : ℕ → ℤ) : 0 ≤ ∏ j in range n, a j^2 := by positivity
example (a : ULift.{2} ℕ → ℤ) (s : Finset (ULift.{2} ℕ)) : 0 ≤ ∏ j in s, a j^2 := by positivity
example (n : ℕ) (a : ℕ → ℤ) : 0 ≤ ∏ j : Fin 8, ∏ i in range n, (a j^2 + i ^ 2) := by positivity
example (n : ℕ) (a : ℕ → ℤ) : 0 < ∏ j : Fin (n + 1), (a j^2 + 1) := by positivity
example (a : ℕ → ℤ) : 0 < ∏ j in ({1} : Finset ℕ), (a j^2 + 1) := by
have : Finset.Nonempty {1} := singleton_nonempty 1
positivity
example (s : Finset ℕ) : 0 ≤ ∏ j in s, j := by positivity
example (s : Finset ℕ) : 0 ≤ s.sum id := by positivity
example (s : Finset ℕ) (f : ℕ → ℕ) (a : ℕ) : 0 ≤ s.sum (f a) := by positivity

-- Make sure that the extension doesn't produce an invalid term by accidentally unifying `?n` with
-- `0` because of the `hf` assumption
set_option linter.unusedVariables false in
example (f : ℕ → ℕ) (hf : 0 ≤ f 0) : 0 ≤ ∏ n in Finset.range 10, f n := by positivity

-- Make sure that `positivity` isn't too greedy by trying to prove that a product is positive
-- because its body is even if multiplication isn't strictly monotone
example [OrderedCommSemiring α] {a : α} (ha : 0 < a) : 0 ≤ ∏ _i in {(0 : α)}, a := by positivity

/- ## Other extensions -/

example [Zero β] [PartialOrder β] [FunLike F α β] [NonnegHomClass F α β]
Expand Down

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