Library UniMath.Algebra.GaussianElimination.Elimination
Require Import UniMath.Foundations.PartA.
Require Import UniMath.Foundations.NaturalNumbers.
Require Import UniMath.MoreFoundations.PartA.
Require Import UniMath.MoreFoundations.Nat.
Require Import UniMath.MoreFoundations.Tactics.
Require Import UniMath.Combinatorics.StandardFiniteSets.
Require Import UniMath.Combinatorics.FiniteSequences.
Require Import UniMath.Combinatorics.Vectors.
Require Import UniMath.Combinatorics.Maybe.
Require Import UniMath.Algebra.BinaryOperations.
Require Import UniMath.Algebra.IteratedBinaryOperations.
Require Import UniMath.Algebra.RigsAndRings.
Require Import UniMath.Algebra.Matrix.
Require Import UniMath.Algebra.Domains_and_Fields.
Require Import UniMath.Algebra.GaussianElimination.Auxiliary.
Require Import UniMath.Algebra.GaussianElimination.Vectors.
Require Import UniMath.Algebra.GaussianElimination.Matrices.
Require Import UniMath.Algebra.GaussianElimination.RowOps.
In this module we formalize Gaussian elimination,
using elementary row operations to put a matrix into row echelon form.
Local Notation Σ := (iterop_fun 0%rig op1).
Local Notation "R1 *pw R2" := ((pointwise _ op2) R1 R2) (at level 40, left associativity).
Local Notation "R1 +pw R2" := ((pointwise _ op1) R1 R2) (at level 50, left associativity).
Local Notation "A ** B" := (@matrix_mult (_:ring) _ _ A _ B) (at level 40, left associativity).
Key definitions, and main goal theorem
Section Echelon_Form.
Context {R: ring}.
Definition is_leading_entry {n : nat}
(v : Vector R n) (i_1 : ⟦ n ⟧%stn)
:= (v i_1 != 0%ring)
× (∏ i_2 : ⟦ n ⟧%stn, i_2 < i_1 -> (v i_2) = 0%ring).
A matrix is in row echelon form if two conditions hold:
1. each leading entry is strictly to the right of earlier leading entries
2. any zero rows are below all non-zero rows
In the presence of the second condition, the first is equivalent to:
1'. for each leading entry, every entry strictly below and non-strictly left of it is 0 .
We take (1') in the definition, and show its equivalence with (1) later in the file.
Sometimes this notion is called weak echelon form, with full echelon form also insisting that all leading entries are 1.
Definition is_row_echelon {m n : nat} (mat : Matrix R m n)
:=
∏ i_1 i_2 : ⟦ m ⟧%stn,
(∏ j_1 j_2 : ⟦ n ⟧%stn,
is_leading_entry (mat i_1) j_1
-> i_1 < i_2 -> j_2 ≤ j_1
-> mat i_2 j_2 = 0%ring)
× ((mat i_1 = const_vec 0%ring)
-> (i_1 < i_2)
-> (mat i_2 = const_vec 0%ring)).
End Echelon_Form.
Definition gaussian_elimination_stmt : UU
:= forall (F : fld) (m n : nat) (A : Matrix F m n),
∑ (B : Matrix F _ _), (@matrix_inverse F _ B)
× (is_row_echelon (B ** A)).
Leading entries
This section doesn’t really require full field structure, just a ring with decidable equality.
The leading entry of a (dual <-> "flipped") vector:
... _ _ X 0 0 0 -> index of X (Up to a separator variable)
Definition leading_entry_compute_dual_internal_general
{X : UU} { n : nat } (v : Vector F n)
(iter : ⟦ S n ⟧%stn)
: maybe (⟦ n ⟧%stn).
Proof.
destruct iter as [iter lt].
induction iter as [| iter IH]. { exact nothing. }
simpl in lt.
destruct (fldchoice0 (v (iter,, lt))).
- refine (IH _); apply (istransnatlth _ _ _ lt (natgthsnn n)).
- exact (just (iter,, lt)).
Defined.
{X : UU} { n : nat } (v : Vector F n)
(iter : ⟦ S n ⟧%stn)
: maybe (⟦ n ⟧%stn).
Proof.
destruct iter as [iter lt].
induction iter as [| iter IH]. { exact nothing. }
simpl in lt.
destruct (fldchoice0 (v (iter,, lt))).
- refine (IH _); apply (istransnatlth _ _ _ lt (natgthsnn n)).
- exact (just (iter,, lt)).
Defined.
The leading entry of a (dual <-> "flipped") vector:
... _ _ X 0 0 0 -> index of X (Up to a separator variable)
Definition leading_entry_compute_dual_internal
{ n : nat } (v : Vector F n) (iter : ⟦ S n ⟧%stn)
: maybe (⟦ n ⟧%stn).
Proof.
destruct iter as [iter lt].
induction iter as [| iter IH]. { exact nothing. }
simpl in lt.
destruct (fldchoice0 (v (iter,, lt))).
- refine (IH _); apply (istransnatlth _ _ _ lt (natgthsnn n)).
- exact (just (iter,, lt)).
Defined.
{ n : nat } (v : Vector F n) (iter : ⟦ S n ⟧%stn)
: maybe (⟦ n ⟧%stn).
Proof.
destruct iter as [iter lt].
induction iter as [| iter IH]. { exact nothing. }
simpl in lt.
destruct (fldchoice0 (v (iter,, lt))).
- refine (IH _); apply (istransnatlth _ _ _ lt (natgthsnn n)).
- exact (just (iter,, lt)).
Defined.
Leading entry of a vector in terms of dual
Definition leading_entry_compute_internal
{ n : nat } (v : Vector F n) (iter : ⟦ S n ⟧%stn)
: maybe (⟦ n ⟧)%stn.
Proof.
destruct (leading_entry_compute_dual_internal
(λ i : ⟦ n ⟧%stn, v (dualelement i)) iter) as [s | ?].
- exact (just (dualelement s)).
- exact nothing.
Defined.
Definition leading_entry_compute {n : nat} (v : Vector F n)
:= leading_entry_compute_internal v (n,, natgthsnn _).
Definition leading_entry_dual_compute {n : nat} (v : Vector F n)
:= leading_entry_compute_dual_internal v (n,, natgthsnn _).
Lemma leading_entry_compute_eq {n : nat} (v : Vector F n)
(i_1 i_2 : ⟦ n ⟧%stn)
(e_1 : leading_entry_compute v = just i_1)
(e_2 : leading_entry_dual_compute
(λ i : ⟦ n ⟧%stn, v (dualelement i)) = just i_2)
: i_1 = dualelement i_2.
Proof.
unfold leading_entry_compute, leading_entry_dual_compute,
leading_entry_compute_internal in * |-.
destruct (leading_entry_compute_dual_internal
(λ i : (⟦ n ⟧)%stn, v (dualelement i)) (n,, natgthsnn _))
as [s | contr].
2: { contradiction (negpathsii1ii2 i_1 tt); apply pathsinv0, e_1. }
assert (e_3 : (dualelement s) = i_1).
{ apply just_injectivity; exact (e_1). }
assert (e_4 : s = i_2).
{ unfold just in e_2; now apply ii1_injectivity in e_2. }
now rewrite <- e_3, e_4.
Defined.
Lemma leading_entry_compute_impl {n : nat} (v : Vector F n)
(i_1 : ⟦ n ⟧%stn)
(e_1 : leading_entry_compute_internal v (n,, natgthsnn _) = just i_1)
: ∑ (i_2 : ⟦ n ⟧%stn),
leading_entry_compute_dual_internal
(λ i : ⟦ n ⟧%stn, v (dualelement i)) (n,, natgthsnn _) = just i_2.
Proof.
unfold leading_entry_compute_internal in * |-.
destruct (leading_entry_compute_dual_internal
(λ i : (⟦ n ⟧)%stn, _) (n,, natgthsnn _)) as [s | contr].
- assert (e_2 : dualelement s = i_1). {apply just_injectivity. apply e_1. }
apply dualelement_eq in e_2; rewrite e_2.
exists s; now rewrite e_2.
- unfold just, nothing in e_1. contradiction (negpathsii1ii2 i_1 tt).
apply pathsinv0, e_1.
Defined.
Lemma leading_entry_compute_dual_internal_inv1
{ n : nat } (v : Vector F n) (iter : ⟦ S n ⟧%stn)
{i : stn n} (not_nothing : (leading_entry_compute_dual_internal v iter) = just i)
: i < iter × (v i != 0%ring).
Proof.
revert not_nothing.
unfold leading_entry_compute_dual_internal.
destruct iter as [iter p].
induction iter as [| iter IH]. { simpl; intros. contradiction (negpathsii1ii2 _ _ (!not_nothing)). }
rewrite nat_rect_step.
destruct (fldchoice0 _) as [eq0| neq0].
- intros H; apply IH in H; destruct H as [lt neq0].
use tpair. {apply (istransnatlth _ _ _ lt (natgthsnn iter) ). }
apply neq0.
- intros ?.
rename not_nothing into eq; apply just_injectivity in eq.
use tpair. {rewrite <- eq. apply natgthsnn. }
rewrite <- eq; exact neq0.
Defined.
Definition leading_entry_compute_dual_internal_inv2
{n : nat} (v : Vector F n) (iter : ⟦ S n ⟧%stn)
(not_nothing : (leading_entry_compute_dual_internal v iter) = nothing)
: ∏ i : ⟦ n ⟧%stn, i < iter -> v i = 0%ring.
Proof.
intros i i_lt_iter.
revert not_nothing.
unfold leading_entry_compute_dual_internal.
destruct iter as [iter p].
induction iter as [| iter IH].
{ apply fromempty; now apply negnatlthn0 in i_lt_iter. }
rewrite nat_rect_step.
destruct (fldchoice0 (v (iter,, p))) as [eq0 | ?].
2 : { intros contr; now apply negpathsii1ii2 in contr. }
destruct (natlehchoice i iter) as [le | eq]. {now apply natlthsntoleh. }
- intros H; now apply IH in H.
- intros ?; refine (_ @ eq0); apply maponpaths, stn_eq, eq.
Defined.
Definition leading_entry_compute_dual_internal_inv3
{n : nat} (v : Vector F n)
(iter : ⟦ S n ⟧%stn)
(i : ⟦ n ⟧%stn)
(eq : (leading_entry_compute_dual_internal v iter) = just i)
: (∏ i' : ⟦ n ⟧%stn, i < i' -> i' < iter -> v i' = 0%ring).
Proof.
revert eq.
destruct iter as [iter p].
induction iter as [| iter IH].
{ intros _ ? _ x; contradiction (negnatgth0n _ x). }
set (p' := istransnatlth iter _ _ p (natgthsnn _)).
pose (@leading_entry_compute_dual_internal n v (S _,, p)) as H.
destruct (maybe_choice' H) as [s | c].
2: {unfold H in c; intros; rewrite eq in c; contradiction (negpathsii1ii2 _ _ c). }
unfold leading_entry_compute_dual_internal; rewrite nat_rect_step.
destruct (fldchoice0 (v (iter,, p) )) as [z | nz].
- intros H'.
simpl; intros i' ? ?.
destruct (natlehchoice i' iter) as [? | eq']. {assumption. }
2: {refine (_ @ z); apply maponpaths, stn_eq, eq'. }
apply (IH p'); try assumption.
- intros ? j i_le_iter lts.
apply natlthtonegnatgeh in i_le_iter.
unfold leading_entry_compute_dual_internal in eq.
apply just_injectivity in eq.
now rewrite <- eq in * |-.
Defined.
Definition leading_entry_compute_dual_internal_inv4
{n : nat} (v : Vector F n)
(iter : ⟦ S n ⟧%stn)
(i : ⟦ n ⟧%stn)
(eq : (leading_entry_compute_dual_internal v iter) = just i)
: (v i != 0%ring) × (∏ i' : ⟦ n ⟧%stn, i < i' -> i' < iter -> v i' = 0%ring).
Proof.
use tpair.
- apply (leading_entry_compute_dual_internal_inv1 _ iter); assumption.
- simpl. apply (leading_entry_compute_dual_internal_inv3 _ iter); assumption.
Defined.
Lemma leading_entry_compute_internal_inv1
{n : nat} (v : Vector F n) (i : ⟦ n ⟧%stn)
(eq : (leading_entry_compute_internal v (n,, natgthsnn _)) = (just i))
: is_leading_entry v i.
Proof.
unfold is_leading_entry.
destruct (leading_entry_compute_impl v i eq) as [i' H1].
pose (H2 := leading_entry_compute_eq v i i' eq H1).
unfold leading_entry_compute_internal in eq.
pose (H3 := @leading_entry_compute_dual_internal_inv4 _
(λ i : (⟦ n ⟧)%stn, v (dualelement i)) (n,, natgthsnn _) (dualelement i)).
destruct (maybe_choice' (leading_entry_compute_dual_internal
(λ i : (⟦ n ⟧)%stn, v (dualelement i)) (n,, natgthsnn _)))
as [t | contr_eq].
2: { contradiction (@negpathsii1ii2 ((⟦ n ⟧)%stn) unit i' tt).
unfold just in H1; rewrite <- H1; now rewrite contr_eq. }
destruct t as [t H4], (!H2), H3 as [H5 H6]; try now rewrite dualelement_2x.
use tpair; simpl. { now rewrite dualelement_2x in H5. }
intros j lt.
change 0%ring with (@rigunel1 F) in *.
rewrite <- (H6 (dualelement j)).
- now rewrite dualelement_2x.
- apply dualelement_lt_comp; exact lt.
- exact (pr2 (dualelement j)).
Defined.
Lemma leading_entry_compute_internal_inv2
{n : nat} (v : Vector F n) (iter : ⟦ S n ⟧%stn)
(eq_nothing : (leading_entry_compute_internal v iter) = nothing)
: ∏ i : ⟦ n ⟧%stn, (dualelement i) < iter -> v i = 0%ring.
Proof.
intros i i_lt_iter.
revert eq_nothing.
unfold leading_entry_compute_internal,
leading_entry_compute_dual_internal.
destruct iter as [iter pr2_].
induction iter as [| iter IH].
- now apply negnatlthn0 in i_lt_iter.
- rewrite nat_rect_step.
destruct (fldchoice0 _) as [? | _].
2 : { simpl; unfold just; intros contr.
apply negpathsii1ii2 in contr.
now apply fromempty.
}
destruct (natlehchoice (dualelement i) (iter)). { now apply natlthsntoleh. }
+ now apply IH.
+ intros ?.
rewrite (dualelement_eq i (iter,, pr2_)); try easy.
now apply subtypePath_prop.
Defined.
Lemma leading_entry_compute_inv1
{n : nat} (v : Vector F n)
(eq_nothing : (leading_entry_compute v) = nothing)
: ∏ i : ⟦ n ⟧%stn, v i = 0%ring.
Proof.
intros i.
rewrite (leading_entry_compute_internal_inv2 _ _ eq_nothing i);
try reflexivity.
unfold dualelement.
destruct (natchoice0 n) as [eq | ?]; simpl.
- apply fromstn0; now rewrite eq.
- refine (natlehlthtrans (n - 1 - i) (n - 1) n _ _ ).
+ apply natminuslehn.
+ now apply natminus1lthn.
Defined.
Lemma leading_entry_compute_inv2
{n : nat} (v : Vector F n)
(i : ⟦ n ⟧%stn)
(eq : (leading_entry_compute v) = just i)
: is_leading_entry v i.
Proof.
use tpair; simpl.
{ now apply leading_entry_compute_internal_inv1. }
intros i' i_gt_i'.
destruct (@leading_entry_compute_impl _ _ _ eq) as [entry compeq].
pose (H := @leading_entry_compute_dual_internal_inv4 _ _ _ _ compeq).
simpl in H; destruct H as [neq0 eq0].
rewrite <- (eq0 (dualelement i')).
- now rewrite dualelement_2x.
- apply dualelement_lt_comp'.
rewrite dualelement_2x.
rewrite <- (@leading_entry_compute_eq _ _ _ entry eq compeq).
exact i_gt_i'.
- exact (pr2 (dualelement i')).
Defined.
End LeadingEntry.
{ n : nat } (v : Vector F n) (iter : ⟦ S n ⟧%stn)
: maybe (⟦ n ⟧)%stn.
Proof.
destruct (leading_entry_compute_dual_internal
(λ i : ⟦ n ⟧%stn, v (dualelement i)) iter) as [s | ?].
- exact (just (dualelement s)).
- exact nothing.
Defined.
Definition leading_entry_compute {n : nat} (v : Vector F n)
:= leading_entry_compute_internal v (n,, natgthsnn _).
Definition leading_entry_dual_compute {n : nat} (v : Vector F n)
:= leading_entry_compute_dual_internal v (n,, natgthsnn _).
Lemma leading_entry_compute_eq {n : nat} (v : Vector F n)
(i_1 i_2 : ⟦ n ⟧%stn)
(e_1 : leading_entry_compute v = just i_1)
(e_2 : leading_entry_dual_compute
(λ i : ⟦ n ⟧%stn, v (dualelement i)) = just i_2)
: i_1 = dualelement i_2.
Proof.
unfold leading_entry_compute, leading_entry_dual_compute,
leading_entry_compute_internal in * |-.
destruct (leading_entry_compute_dual_internal
(λ i : (⟦ n ⟧)%stn, v (dualelement i)) (n,, natgthsnn _))
as [s | contr].
2: { contradiction (negpathsii1ii2 i_1 tt); apply pathsinv0, e_1. }
assert (e_3 : (dualelement s) = i_1).
{ apply just_injectivity; exact (e_1). }
assert (e_4 : s = i_2).
{ unfold just in e_2; now apply ii1_injectivity in e_2. }
now rewrite <- e_3, e_4.
Defined.
Lemma leading_entry_compute_impl {n : nat} (v : Vector F n)
(i_1 : ⟦ n ⟧%stn)
(e_1 : leading_entry_compute_internal v (n,, natgthsnn _) = just i_1)
: ∑ (i_2 : ⟦ n ⟧%stn),
leading_entry_compute_dual_internal
(λ i : ⟦ n ⟧%stn, v (dualelement i)) (n,, natgthsnn _) = just i_2.
Proof.
unfold leading_entry_compute_internal in * |-.
destruct (leading_entry_compute_dual_internal
(λ i : (⟦ n ⟧)%stn, _) (n,, natgthsnn _)) as [s | contr].
- assert (e_2 : dualelement s = i_1). {apply just_injectivity. apply e_1. }
apply dualelement_eq in e_2; rewrite e_2.
exists s; now rewrite e_2.
- unfold just, nothing in e_1. contradiction (negpathsii1ii2 i_1 tt).
apply pathsinv0, e_1.
Defined.
Lemma leading_entry_compute_dual_internal_inv1
{ n : nat } (v : Vector F n) (iter : ⟦ S n ⟧%stn)
{i : stn n} (not_nothing : (leading_entry_compute_dual_internal v iter) = just i)
: i < iter × (v i != 0%ring).
Proof.
revert not_nothing.
unfold leading_entry_compute_dual_internal.
destruct iter as [iter p].
induction iter as [| iter IH]. { simpl; intros. contradiction (negpathsii1ii2 _ _ (!not_nothing)). }
rewrite nat_rect_step.
destruct (fldchoice0 _) as [eq0| neq0].
- intros H; apply IH in H; destruct H as [lt neq0].
use tpair. {apply (istransnatlth _ _ _ lt (natgthsnn iter) ). }
apply neq0.
- intros ?.
rename not_nothing into eq; apply just_injectivity in eq.
use tpair. {rewrite <- eq. apply natgthsnn. }
rewrite <- eq; exact neq0.
Defined.
Definition leading_entry_compute_dual_internal_inv2
{n : nat} (v : Vector F n) (iter : ⟦ S n ⟧%stn)
(not_nothing : (leading_entry_compute_dual_internal v iter) = nothing)
: ∏ i : ⟦ n ⟧%stn, i < iter -> v i = 0%ring.
Proof.
intros i i_lt_iter.
revert not_nothing.
unfold leading_entry_compute_dual_internal.
destruct iter as [iter p].
induction iter as [| iter IH].
{ apply fromempty; now apply negnatlthn0 in i_lt_iter. }
rewrite nat_rect_step.
destruct (fldchoice0 (v (iter,, p))) as [eq0 | ?].
2 : { intros contr; now apply negpathsii1ii2 in contr. }
destruct (natlehchoice i iter) as [le | eq]. {now apply natlthsntoleh. }
- intros H; now apply IH in H.
- intros ?; refine (_ @ eq0); apply maponpaths, stn_eq, eq.
Defined.
Definition leading_entry_compute_dual_internal_inv3
{n : nat} (v : Vector F n)
(iter : ⟦ S n ⟧%stn)
(i : ⟦ n ⟧%stn)
(eq : (leading_entry_compute_dual_internal v iter) = just i)
: (∏ i' : ⟦ n ⟧%stn, i < i' -> i' < iter -> v i' = 0%ring).
Proof.
revert eq.
destruct iter as [iter p].
induction iter as [| iter IH].
{ intros _ ? _ x; contradiction (negnatgth0n _ x). }
set (p' := istransnatlth iter _ _ p (natgthsnn _)).
pose (@leading_entry_compute_dual_internal n v (S _,, p)) as H.
destruct (maybe_choice' H) as [s | c].
2: {unfold H in c; intros; rewrite eq in c; contradiction (negpathsii1ii2 _ _ c). }
unfold leading_entry_compute_dual_internal; rewrite nat_rect_step.
destruct (fldchoice0 (v (iter,, p) )) as [z | nz].
- intros H'.
simpl; intros i' ? ?.
destruct (natlehchoice i' iter) as [? | eq']. {assumption. }
2: {refine (_ @ z); apply maponpaths, stn_eq, eq'. }
apply (IH p'); try assumption.
- intros ? j i_le_iter lts.
apply natlthtonegnatgeh in i_le_iter.
unfold leading_entry_compute_dual_internal in eq.
apply just_injectivity in eq.
now rewrite <- eq in * |-.
Defined.
Definition leading_entry_compute_dual_internal_inv4
{n : nat} (v : Vector F n)
(iter : ⟦ S n ⟧%stn)
(i : ⟦ n ⟧%stn)
(eq : (leading_entry_compute_dual_internal v iter) = just i)
: (v i != 0%ring) × (∏ i' : ⟦ n ⟧%stn, i < i' -> i' < iter -> v i' = 0%ring).
Proof.
use tpair.
- apply (leading_entry_compute_dual_internal_inv1 _ iter); assumption.
- simpl. apply (leading_entry_compute_dual_internal_inv3 _ iter); assumption.
Defined.
Lemma leading_entry_compute_internal_inv1
{n : nat} (v : Vector F n) (i : ⟦ n ⟧%stn)
(eq : (leading_entry_compute_internal v (n,, natgthsnn _)) = (just i))
: is_leading_entry v i.
Proof.
unfold is_leading_entry.
destruct (leading_entry_compute_impl v i eq) as [i' H1].
pose (H2 := leading_entry_compute_eq v i i' eq H1).
unfold leading_entry_compute_internal in eq.
pose (H3 := @leading_entry_compute_dual_internal_inv4 _
(λ i : (⟦ n ⟧)%stn, v (dualelement i)) (n,, natgthsnn _) (dualelement i)).
destruct (maybe_choice' (leading_entry_compute_dual_internal
(λ i : (⟦ n ⟧)%stn, v (dualelement i)) (n,, natgthsnn _)))
as [t | contr_eq].
2: { contradiction (@negpathsii1ii2 ((⟦ n ⟧)%stn) unit i' tt).
unfold just in H1; rewrite <- H1; now rewrite contr_eq. }
destruct t as [t H4], (!H2), H3 as [H5 H6]; try now rewrite dualelement_2x.
use tpair; simpl. { now rewrite dualelement_2x in H5. }
intros j lt.
change 0%ring with (@rigunel1 F) in *.
rewrite <- (H6 (dualelement j)).
- now rewrite dualelement_2x.
- apply dualelement_lt_comp; exact lt.
- exact (pr2 (dualelement j)).
Defined.
Lemma leading_entry_compute_internal_inv2
{n : nat} (v : Vector F n) (iter : ⟦ S n ⟧%stn)
(eq_nothing : (leading_entry_compute_internal v iter) = nothing)
: ∏ i : ⟦ n ⟧%stn, (dualelement i) < iter -> v i = 0%ring.
Proof.
intros i i_lt_iter.
revert eq_nothing.
unfold leading_entry_compute_internal,
leading_entry_compute_dual_internal.
destruct iter as [iter pr2_].
induction iter as [| iter IH].
- now apply negnatlthn0 in i_lt_iter.
- rewrite nat_rect_step.
destruct (fldchoice0 _) as [? | _].
2 : { simpl; unfold just; intros contr.
apply negpathsii1ii2 in contr.
now apply fromempty.
}
destruct (natlehchoice (dualelement i) (iter)). { now apply natlthsntoleh. }
+ now apply IH.
+ intros ?.
rewrite (dualelement_eq i (iter,, pr2_)); try easy.
now apply subtypePath_prop.
Defined.
Lemma leading_entry_compute_inv1
{n : nat} (v : Vector F n)
(eq_nothing : (leading_entry_compute v) = nothing)
: ∏ i : ⟦ n ⟧%stn, v i = 0%ring.
Proof.
intros i.
rewrite (leading_entry_compute_internal_inv2 _ _ eq_nothing i);
try reflexivity.
unfold dualelement.
destruct (natchoice0 n) as [eq | ?]; simpl.
- apply fromstn0; now rewrite eq.
- refine (natlehlthtrans (n - 1 - i) (n - 1) n _ _ ).
+ apply natminuslehn.
+ now apply natminus1lthn.
Defined.
Lemma leading_entry_compute_inv2
{n : nat} (v : Vector F n)
(i : ⟦ n ⟧%stn)
(eq : (leading_entry_compute v) = just i)
: is_leading_entry v i.
Proof.
use tpair; simpl.
{ now apply leading_entry_compute_internal_inv1. }
intros i' i_gt_i'.
destruct (@leading_entry_compute_impl _ _ _ eq) as [entry compeq].
pose (H := @leading_entry_compute_dual_internal_inv4 _ _ _ _ compeq).
simpl in H; destruct H as [neq0 eq0].
rewrite <- (eq0 (dualelement i')).
- now rewrite dualelement_2x.
- apply dualelement_lt_comp'.
rewrite dualelement_2x.
rewrite <- (@leading_entry_compute_eq _ _ _ entry eq compeq).
exact i_gt_i'.
- exact (pr2 (dualelement i')).
Defined.
End LeadingEntry.
Section Pivot.
Context (F: fld).
Definition select_pivot_row_coprod {m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (k : ⟦ n ⟧%stn) :
coprod ((∑ i: ⟦ m ⟧%stn, row_sep ≤ i × ((mat i k) != 0%ring)))
(∏ i : ⟦ m ⟧%stn, row_sep ≤ i -> mat i k = 0%ring).
Proof.
pose (H := (@leading_entry_compute_dual_internal_inv1 _
_ (col mat k) (m,, natgthsnn _))).
destruct (maybe_choice' (leading_entry_compute_dual_internal
_ (col mat k) (m,, natgthsnn _)))
as [some | none].
- destruct some as [t ist].
destruct (H t) as [lt neq0]; try assumption.
destruct (natlthorgeh t row_sep) as [? | gt].
2: { apply ii1; exists t, gt; apply neq0. }
apply ii2.
destruct (@leading_entry_compute_dual_internal_inv4
_ _ (col mat k) (m,, natgthsnn _) t ist) as [H3 H4].
intros i ke_le_i.
unfold col, transpose, flip in * |-.
rewrite H4; try easy; try now apply (natlthlehtrans _ row_sep i).
exact (pr2 i).
- apply ii2; intros.
pose (H' := @leading_entry_compute_dual_internal_inv2).
rewrite <- (H' _ _ (col mat k) (m,, natgthsnn _) none i);
try reflexivity.
apply (pr2 i).
Defined.
Local Definition exists_first_uncleared
{m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (col_iter : ⟦ S n ⟧%stn)
:= ((∑ j: ⟦ n ⟧%stn,
j < col_iter × (∑ i: ⟦ m ⟧%stn, row_sep ≤ i × (mat i j != 0%ring)
× ∏ i' : (⟦ m ⟧)%stn, ∏ (j' : stn n),
row_sep ≤ i' -> j' < j -> mat i' j' = 0%ring))).
Local Definition lower_left_zero {m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (col_iter : ⟦ S n ⟧%stn)
:= (∏ i : ⟦ m ⟧%stn, row_sep ≤ i
-> (∏ j : ⟦ n ⟧%stn, j < col_iter -> mat i j = 0%ring)).
Lemma select_uncleared_column_internal
{m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (col_iter : ⟦ S n ⟧%stn) (p : n > 0)
: coprod
(exists_first_uncleared mat row_sep col_iter)
(lower_left_zero mat row_sep col_iter).
Proof.
destruct (natchoice0 m) as [contr_eq | _].
{ apply fromstn0; now rewrite contr_eq. }
destruct col_iter as [col_iter lt].
induction col_iter as [| col_iter IH].
{ right; intros ? _ ? contr.
contradiction (negnatgth0n n contr). }
assert (lt' : col_iter < S n).
{ simpl in lt. apply (istransnatlth _ _ _ lt (natgthsnn n)). }
destruct (IH lt') as [IH_left | IH_right].
- destruct IH_left as [m' [H1 [H2 H3]]].
left; exists m', (istransnatlth _ _ _ H1 (natgthsnn col_iter)), H2.
apply H3.
- destruct (select_pivot_row_coprod mat row_sep
(col_iter,, lt)) as [nz | z].
+ left;
exists
(col_iter,, lt)
, (natgthsnn col_iter);
do 3
(use tpair; try apply nz);
simpl; intros;
now apply IH_right.
+ right.
intros i rowsep_le_i j j_lt_scoliter.
destruct (natlehchoice j col_iter) as [? | eq]; intros.
{ apply (natlehlthtrans _ _ _ j_lt_scoliter).
apply (natgthsnn col_iter). }
{ now apply IH_right. }
rewrite <- (z i); try assumption.
now apply maponpaths, subtypePath_prop.
Defined.
Context (F: fld).
Definition select_pivot_row_coprod {m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (k : ⟦ n ⟧%stn) :
coprod ((∑ i: ⟦ m ⟧%stn, row_sep ≤ i × ((mat i k) != 0%ring)))
(∏ i : ⟦ m ⟧%stn, row_sep ≤ i -> mat i k = 0%ring).
Proof.
pose (H := (@leading_entry_compute_dual_internal_inv1 _
_ (col mat k) (m,, natgthsnn _))).
destruct (maybe_choice' (leading_entry_compute_dual_internal
_ (col mat k) (m,, natgthsnn _)))
as [some | none].
- destruct some as [t ist].
destruct (H t) as [lt neq0]; try assumption.
destruct (natlthorgeh t row_sep) as [? | gt].
2: { apply ii1; exists t, gt; apply neq0. }
apply ii2.
destruct (@leading_entry_compute_dual_internal_inv4
_ _ (col mat k) (m,, natgthsnn _) t ist) as [H3 H4].
intros i ke_le_i.
unfold col, transpose, flip in * |-.
rewrite H4; try easy; try now apply (natlthlehtrans _ row_sep i).
exact (pr2 i).
- apply ii2; intros.
pose (H' := @leading_entry_compute_dual_internal_inv2).
rewrite <- (H' _ _ (col mat k) (m,, natgthsnn _) none i);
try reflexivity.
apply (pr2 i).
Defined.
Local Definition exists_first_uncleared
{m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (col_iter : ⟦ S n ⟧%stn)
:= ((∑ j: ⟦ n ⟧%stn,
j < col_iter × (∑ i: ⟦ m ⟧%stn, row_sep ≤ i × (mat i j != 0%ring)
× ∏ i' : (⟦ m ⟧)%stn, ∏ (j' : stn n),
row_sep ≤ i' -> j' < j -> mat i' j' = 0%ring))).
Local Definition lower_left_zero {m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (col_iter : ⟦ S n ⟧%stn)
:= (∏ i : ⟦ m ⟧%stn, row_sep ≤ i
-> (∏ j : ⟦ n ⟧%stn, j < col_iter -> mat i j = 0%ring)).
Lemma select_uncleared_column_internal
{m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (col_iter : ⟦ S n ⟧%stn) (p : n > 0)
: coprod
(exists_first_uncleared mat row_sep col_iter)
(lower_left_zero mat row_sep col_iter).
Proof.
destruct (natchoice0 m) as [contr_eq | _].
{ apply fromstn0; now rewrite contr_eq. }
destruct col_iter as [col_iter lt].
induction col_iter as [| col_iter IH].
{ right; intros ? _ ? contr.
contradiction (negnatgth0n n contr). }
assert (lt' : col_iter < S n).
{ simpl in lt. apply (istransnatlth _ _ _ lt (natgthsnn n)). }
destruct (IH lt') as [IH_left | IH_right].
- destruct IH_left as [m' [H1 [H2 H3]]].
left; exists m', (istransnatlth _ _ _ H1 (natgthsnn col_iter)), H2.
apply H3.
- destruct (select_pivot_row_coprod mat row_sep
(col_iter,, lt)) as [nz | z].
+ left;
exists
(col_iter,, lt)
, (natgthsnn col_iter);
do 3
(use tpair; try apply nz);
simpl; intros;
now apply IH_right.
+ right.
intros i rowsep_le_i j j_lt_scoliter.
destruct (natlehchoice j col_iter) as [? | eq]; intros.
{ apply (natlehlthtrans _ _ _ j_lt_scoliter).
apply (natgthsnn col_iter). }
{ now apply IH_right. }
rewrite <- (z i); try assumption.
now apply maponpaths, subtypePath_prop.
Defined.
Either finding all rows {r} >= row_sep are zero,
or finding the first column segment with a non-zero element
Definition select_uncleared_column
{m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (p : n > 0)
:= select_uncleared_column_internal mat row_sep (n,, natgthsnn _) p.
End Pivot.
{m n : nat} (mat : Matrix F m n)
(row_sep : ⟦ m ⟧%stn) (p : n > 0)
:= select_uncleared_column_internal mat row_sep (n,, natgthsnn _) p.
End Pivot.
- Defining procedures for gaussian elimination as
direct operations on matrix / left matrix multiplication equivalents
- Proving their correctness
- First defining & showing procedure for clearing individual entries, then segments of columns, then working over multiple such segments.
Definition gauss_clear_column_step
{m n : nat}
(k_i : (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn))
(i : (stn m))
(mat : Matrix F m n)
: Matrix F m n.
Proof.
destruct (stn_eq_or_neq i k_i).
- exact mat.
- refine ((@add_row_mult_matrix F _ k_i i _)%ring ** mat).
exact (- ((mat i k_j) * fldmultinv' (mat k_i k_j)))%ring.
Defined.
Definition gauss_clear_column_step'
{m n : nat}
(k_i : (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn))
(i : (stn m))
(mat : Matrix F m n)
: Matrix F m n.
Proof.
destruct (stn_eq_or_neq i k_i).
- exact mat.
- refine (add_row_mult k_i i _ mat).
exact (- ((mat i k_j) * fldmultinv' (mat k_i k_j)))%ring.
Defined.
Lemma gauss_clear_column_step_eq {m n : nat}
(k_i i: (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn))
(mat : Matrix F m n)
: (gauss_clear_column_step k_i k_j i mat)
= (gauss_clear_column_step' k_i k_j i mat).
Proof.
unfold gauss_clear_column_step, gauss_clear_column_step'.
destruct (stn_eq_or_neq i k_i).
{ apply idpath. }
rewrite add_row_mult_as_matrix.
- apply idpath.
- now apply issymm_natneq.
Defined.
{m n : nat}
(k_i : (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn))
(i : (stn m))
(mat : Matrix F m n)
: Matrix F m n.
Proof.
destruct (stn_eq_or_neq i k_i).
- exact mat.
- refine ((@add_row_mult_matrix F _ k_i i _)%ring ** mat).
exact (- ((mat i k_j) * fldmultinv' (mat k_i k_j)))%ring.
Defined.
Definition gauss_clear_column_step'
{m n : nat}
(k_i : (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn))
(i : (stn m))
(mat : Matrix F m n)
: Matrix F m n.
Proof.
destruct (stn_eq_or_neq i k_i).
- exact mat.
- refine (add_row_mult k_i i _ mat).
exact (- ((mat i k_j) * fldmultinv' (mat k_i k_j)))%ring.
Defined.
Lemma gauss_clear_column_step_eq {m n : nat}
(k_i i: (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn))
(mat : Matrix F m n)
: (gauss_clear_column_step k_i k_j i mat)
= (gauss_clear_column_step' k_i k_j i mat).
Proof.
unfold gauss_clear_column_step, gauss_clear_column_step'.
destruct (stn_eq_or_neq i k_i).
{ apply idpath. }
rewrite add_row_mult_as_matrix.
- apply idpath.
- now apply issymm_natneq.
Defined.
Definition gauss_clear_column { m n : nat }
(mat : Matrix F m n) (k_i : (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn)) (row_sep : ⟦ S m ⟧%stn)
: Matrix F m n.
Proof.
destruct row_sep as [iter lt'].
generalize lt'; intros lt; clear lt'.
induction iter as [ | iter gauss_clear_column_IH ].
{ exact mat. }
destruct (natgthorleh iter k_i). 2: {exact mat. }
refine (gauss_clear_column_step k_i k_j (iter,, lt) _ ).
refine (gauss_clear_column_IH _).
now refine (istransnatlth _ _ _ (natgthsnn iter) _).
Defined.
Lemma gauss_clear_column_as_left_matrix
{ m n : nat }
(iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n)
(k_i : (⟦ m ⟧%stn)) (k_j : (⟦ n ⟧%stn))
: Matrix F m m.
Proof.
destruct iter as [iter p].
generalize p; intros lt; clear p.
induction iter as [| iter IH]. {exact (@identity_matrix F m). }
assert (p': iter < S m).
{ apply (istransnatlth _ _ _ (natgthsnn iter) lt). }
destruct (natgthorleh iter k_i).
2: { exact (@identity_matrix F m ** (IH p')). }
refine (@add_row_mult_matrix F _ k_i (iter,, lt) (- (_ * _))%ring ** _).
- exact (mat (iter,, lt) k_j).
- exact (fldmultinv' (mat k_i k_j)).
- exact (IH p').
Defined.
Lemma gauss_clear_column_as_left_matrix_inv0
{ m n : nat }
(iter : stn (S m))
(mat : Matrix F m n)
(k_i : (⟦ m ⟧%stn)) (k_j : (stn n))
(i : ⟦ m ⟧%stn) (i_leh_k : i ≤ k_i)
: (gauss_clear_column_as_left_matrix iter mat k_i k_j ** mat) i = mat i.
Proof.
unfold gauss_clear_column_as_left_matrix.
destruct iter as [iter p].
induction iter as [| iter IH]; intros.
{ simpl; now rewrite matlunax2. }
unfold gauss_clear_column_as_left_matrix.
rewrite nat_rect_step.
destruct (natgthorleh iter k_i) as [gt | _].
2: {rewrite matlunax2; now rewrite IH. }
assert (lt: iter < S m). {apply (istransnatlth _ _ _ (natgthsnn iter) p). }
rewrite <- (IH lt).
rewrite IH, matrix_mult_assoc, add_row_mult_as_matrix.
2: {now apply issymm_natneq, natgthtoneq. }
rewrite add_row_mult_nontarget_row.
2: {apply natgthtoneq. apply (natlehlthtrans _ _ _ i_leh_k gt). }
now rewrite IH.
Defined.
(mat : Matrix F m n) (k_i : (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn)) (row_sep : ⟦ S m ⟧%stn)
: Matrix F m n.
Proof.
destruct row_sep as [iter lt'].
generalize lt'; intros lt; clear lt'.
induction iter as [ | iter gauss_clear_column_IH ].
{ exact mat. }
destruct (natgthorleh iter k_i). 2: {exact mat. }
refine (gauss_clear_column_step k_i k_j (iter,, lt) _ ).
refine (gauss_clear_column_IH _).
now refine (istransnatlth _ _ _ (natgthsnn iter) _).
Defined.
Lemma gauss_clear_column_as_left_matrix
{ m n : nat }
(iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n)
(k_i : (⟦ m ⟧%stn)) (k_j : (⟦ n ⟧%stn))
: Matrix F m m.
Proof.
destruct iter as [iter p].
generalize p; intros lt; clear p.
induction iter as [| iter IH]. {exact (@identity_matrix F m). }
assert (p': iter < S m).
{ apply (istransnatlth _ _ _ (natgthsnn iter) lt). }
destruct (natgthorleh iter k_i).
2: { exact (@identity_matrix F m ** (IH p')). }
refine (@add_row_mult_matrix F _ k_i (iter,, lt) (- (_ * _))%ring ** _).
- exact (mat (iter,, lt) k_j).
- exact (fldmultinv' (mat k_i k_j)).
- exact (IH p').
Defined.
Lemma gauss_clear_column_as_left_matrix_inv0
{ m n : nat }
(iter : stn (S m))
(mat : Matrix F m n)
(k_i : (⟦ m ⟧%stn)) (k_j : (stn n))
(i : ⟦ m ⟧%stn) (i_leh_k : i ≤ k_i)
: (gauss_clear_column_as_left_matrix iter mat k_i k_j ** mat) i = mat i.
Proof.
unfold gauss_clear_column_as_left_matrix.
destruct iter as [iter p].
induction iter as [| iter IH]; intros.
{ simpl; now rewrite matlunax2. }
unfold gauss_clear_column_as_left_matrix.
rewrite nat_rect_step.
destruct (natgthorleh iter k_i) as [gt | _].
2: {rewrite matlunax2; now rewrite IH. }
assert (lt: iter < S m). {apply (istransnatlth _ _ _ (natgthsnn iter) p). }
rewrite <- (IH lt).
rewrite IH, matrix_mult_assoc, add_row_mult_as_matrix.
2: {now apply issymm_natneq, natgthtoneq. }
rewrite add_row_mult_nontarget_row.
2: {apply natgthtoneq. apply (natlehlthtrans _ _ _ i_leh_k gt). }
now rewrite IH.
Defined.
Lemma gauss_clear_column_inv0
{ m n : nat } (k_i : (⟦ m ⟧%stn))
(k_j : stn n) (iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n) (r : ⟦ m ⟧%stn)
(r_gt_sep : r ≥ iter)
: (gauss_clear_column mat k_i k_j iter) r = mat r.
Proof.
unfold gauss_clear_column.
destruct iter as [sep p].
induction sep as [| sep IH]. {easy. }
rewrite nat_rect_step.
destruct (natgthorleh sep k_i). 2: { apply idpath. }
rewrite gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _).
{ unfold gauss_clear_column, gauss_clear_column_step.
unfold gauss_clear_column in IH.
now apply IH, natgthtogeh. }
unfold gauss_clear_column in IH.
rewrite add_row_mult_nontarget_row. 2: {now apply natlthtoneq. }
rewrite IH. { apply idpath. }
apply natgthtogeh, r_gt_sep.
Defined.
Lemma clear_column_eq_matrix_def { m n : nat } (iter : ⟦ S m ⟧%stn)
(k_i : (⟦ m ⟧%stn)) (k_j : (⟦ n ⟧%stn)) (mat : Matrix F m n)
: ((gauss_clear_column_as_left_matrix iter mat k_i k_j) ** mat)
= gauss_clear_column mat k_i k_j iter.
Proof.
intros.
destruct iter as [iter p].
set (p' := (stn_implies_ngt0 k_i)).
induction iter as [| iter IH]; try apply matlunax2.
unfold gauss_clear_column,
gauss_clear_column_as_left_matrix.
unfold gauss_clear_column, gauss_clear_column_as_left_matrix in IH.
do 2 rewrite nat_rect_step.
rewrite gauss_clear_column_step_eq.
destruct (natgthorleh iter k_i) as [gt | leh].
2 : { rewrite matlunax2; rewrite IH.
induction iter as [| iter IH']; try apply idpath.
rewrite nat_rect_step.
destruct (natgthorleh iter k_i) as [gt' | ?]; try apply idpath.
apply natgehsntogth in gt'.
apply fromempty, (isasymmnatgth _ _ gt' leh).
}
rewrite matrix_mult_assoc, <- IH.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _) as [eq | neq].
{ apply fromempty. apply neggth_logeq_leh in gt; try assumption.
rewrite <- eq. apply isreflnatgeh. }
rewrite add_row_mult_as_matrix.
2 : { now apply issymm_natneq, natgthtoneq. }
apply pathsinv0, maponpaths_2.
etrans.
{ set (f := @gauss_clear_column_as_left_matrix_inv0 m n).
unfold gauss_clear_column_as_left_matrix in f.
set (lt' := (istransnatlth _ _ _ (natgthsnn iter) p)).
change iter with (pr1 (make_stn _ iter lt')).
change (istransnatlth _ _ _ _ p) with (make_stn _ iter lt').
rewrite (f (make_stn _ iter lt') _ _ _ _ (isreflnatleh k_i)).
change (pr1 (make_stn _ iter lt')) with iter.
change (make_stn _ iter lt') with (istransnatlth _ _ _ _ p) .
reflexivity.
}
apply maponpaths_1, maponpaths_2.
rewrite IH.
pose (H := @gauss_clear_column_inv0).
unfold gauss_clear_column in H.
set (lt' := (istransnatlth _ _ _ (natgthsnn iter) p)).
change iter with (pr1 (make_stn _ iter lt')).
change (istransnatlth _ _ _ _ p) with (make_stn _ iter lt').
rewrite H; try easy.
apply isreflnatleh.
Defined.
Lemma clear_column_matrix_invertible
{ m n : nat }
(iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n)
(k_i : (⟦ m ⟧%stn))
(k_j : stn n)
: @matrix_inverse F _ (gauss_clear_column_as_left_matrix iter mat k_i k_j).
Proof.
unfold gauss_clear_column_as_left_matrix.
destruct iter as [iter p].
induction iter as [| iter IH]. { apply identity_matrix_invertible. }
rewrite nat_rect_step.
destruct (natgthorleh iter k_i).
- apply inv_matrix_prod_invertible.
{ apply add_row_mult_matrix_invertible.
now apply natlthtoneq. }
apply IH.
- apply inv_matrix_prod_invertible.
{ apply identity_matrix_invertible. }
apply IH.
Defined.
{ m n : nat } (k_i : (⟦ m ⟧%stn))
(k_j : stn n) (iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n) (r : ⟦ m ⟧%stn)
(r_gt_sep : r ≥ iter)
: (gauss_clear_column mat k_i k_j iter) r = mat r.
Proof.
unfold gauss_clear_column.
destruct iter as [sep p].
induction sep as [| sep IH]. {easy. }
rewrite nat_rect_step.
destruct (natgthorleh sep k_i). 2: { apply idpath. }
rewrite gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _).
{ unfold gauss_clear_column, gauss_clear_column_step.
unfold gauss_clear_column in IH.
now apply IH, natgthtogeh. }
unfold gauss_clear_column in IH.
rewrite add_row_mult_nontarget_row. 2: {now apply natlthtoneq. }
rewrite IH. { apply idpath. }
apply natgthtogeh, r_gt_sep.
Defined.
Lemma clear_column_eq_matrix_def { m n : nat } (iter : ⟦ S m ⟧%stn)
(k_i : (⟦ m ⟧%stn)) (k_j : (⟦ n ⟧%stn)) (mat : Matrix F m n)
: ((gauss_clear_column_as_left_matrix iter mat k_i k_j) ** mat)
= gauss_clear_column mat k_i k_j iter.
Proof.
intros.
destruct iter as [iter p].
set (p' := (stn_implies_ngt0 k_i)).
induction iter as [| iter IH]; try apply matlunax2.
unfold gauss_clear_column,
gauss_clear_column_as_left_matrix.
unfold gauss_clear_column, gauss_clear_column_as_left_matrix in IH.
do 2 rewrite nat_rect_step.
rewrite gauss_clear_column_step_eq.
destruct (natgthorleh iter k_i) as [gt | leh].
2 : { rewrite matlunax2; rewrite IH.
induction iter as [| iter IH']; try apply idpath.
rewrite nat_rect_step.
destruct (natgthorleh iter k_i) as [gt' | ?]; try apply idpath.
apply natgehsntogth in gt'.
apply fromempty, (isasymmnatgth _ _ gt' leh).
}
rewrite matrix_mult_assoc, <- IH.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _) as [eq | neq].
{ apply fromempty. apply neggth_logeq_leh in gt; try assumption.
rewrite <- eq. apply isreflnatgeh. }
rewrite add_row_mult_as_matrix.
2 : { now apply issymm_natneq, natgthtoneq. }
apply pathsinv0, maponpaths_2.
etrans.
{ set (f := @gauss_clear_column_as_left_matrix_inv0 m n).
unfold gauss_clear_column_as_left_matrix in f.
set (lt' := (istransnatlth _ _ _ (natgthsnn iter) p)).
change iter with (pr1 (make_stn _ iter lt')).
change (istransnatlth _ _ _ _ p) with (make_stn _ iter lt').
rewrite (f (make_stn _ iter lt') _ _ _ _ (isreflnatleh k_i)).
change (pr1 (make_stn _ iter lt')) with iter.
change (make_stn _ iter lt') with (istransnatlth _ _ _ _ p) .
reflexivity.
}
apply maponpaths_1, maponpaths_2.
rewrite IH.
pose (H := @gauss_clear_column_inv0).
unfold gauss_clear_column in H.
set (lt' := (istransnatlth _ _ _ (natgthsnn iter) p)).
change iter with (pr1 (make_stn _ iter lt')).
change (istransnatlth _ _ _ _ p) with (make_stn _ iter lt').
rewrite H; try easy.
apply isreflnatleh.
Defined.
Lemma clear_column_matrix_invertible
{ m n : nat }
(iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n)
(k_i : (⟦ m ⟧%stn))
(k_j : stn n)
: @matrix_inverse F _ (gauss_clear_column_as_left_matrix iter mat k_i k_j).
Proof.
unfold gauss_clear_column_as_left_matrix.
destruct iter as [iter p].
induction iter as [| iter IH]. { apply identity_matrix_invertible. }
rewrite nat_rect_step.
destruct (natgthorleh iter k_i).
- apply inv_matrix_prod_invertible.
{ apply add_row_mult_matrix_invertible.
now apply natlthtoneq. }
apply IH.
- apply inv_matrix_prod_invertible.
{ apply identity_matrix_invertible. }
apply IH.
Defined.
The notion of clearing a row is finding the
next uncleared column {c} (having non-zero element below row at {r})
and performing elimination over it.
We inline a pivoting operation here as well,
switching row and {r}
Definition gauss_clear_row
{ m n : nat }
(mat : Matrix F m n)
(row : (⟦ m ⟧%stn))
: Matrix F m n.
Proof.
destruct (natchoice0 n) as [contr_eq | p].
{ unfold Matrix, Vector; intros; apply fromstn0.
now rewrite contr_eq. }
destruct (select_uncleared_column _ mat row p)
as [[piv_col [? [piv_row ?]]] | none].
2: {exact mat. }
refine (gauss_clear_column _ row piv_col (m,, natlthnsn _)).
exact (@switch_row F _ _ row piv_row mat).
Defined.
Definition gauss_clear_row_as_left_matrix
{ m n : nat }
(mat : Matrix F m n)
(row : (⟦ m ⟧%stn))
(p : n > 0)
: Matrix F m m.
Proof.
destruct (select_uncleared_column F mat row p)
as [[piv_col [_ [piv_row _]]] | none].
2 : {exact (@identity_matrix F _). }
set (mat_by_normal_op := (@switch_row F _ _ row piv_row mat)).
refine ((gauss_clear_column_as_left_matrix
(m,, natgthsnn _) mat_by_normal_op row piv_col) ** _).
refine (@switch_row_matrix _ _ row piv_row).
Defined.
Lemma clear_row_eq_matrix_def { m n : nat }
(mat : Matrix F m n) (r : ⟦ m ⟧%stn) (p : n > 0):
((gauss_clear_row_as_left_matrix mat r p) ** mat)
= gauss_clear_row mat r.
Proof.
intros.
unfold gauss_clear_row, gauss_clear_row_as_left_matrix.
destruct (natchoice0 _) as [contr_eq | gt].
{ apply fromempty; rewrite contr_eq in p;
contradiction (isirreflnatgth _ p). }
assert (eq : p = gt). { apply propproperty. }
rewrite eq.
destruct (select_uncleared_column F mat r _).
2: {apply matlunax2. }
now rewrite matrix_mult_assoc,
switch_row_as_matrix,
clear_column_eq_matrix_def.
Defined.
Lemma clear_row_matrix_invertible
{ m n : nat }
(mat : Matrix F m n)
(row : (⟦ m ⟧%stn))
(p : n > 0)
: @matrix_inverse F _ (gauss_clear_row_as_left_matrix mat row p).
Proof.
unfold gauss_clear_row_as_left_matrix.
destruct (select_uncleared_column F mat row p) as [some | none].
2: { destruct (natchoice0 m); try apply identity_matrix_invertible;
now apply nil_matrix_invertible, identity_matrix_invertible.
}
apply inv_matrix_prod_invertible.
- apply clear_column_matrix_invertible.
- apply switch_row_matrix_invertible.
Defined.
Definition gauss_clear_rows_up_to
{ m n : nat }
(mat : Matrix F m n)
(row_sep : (⟦ S m ⟧%stn))
: (Matrix F m n).
Proof.
destruct row_sep as [row_sep row_sep_lt_n].
induction row_sep as [| row_sep gauss_clear_earlier_rows].
{exact mat. }
refine (gauss_clear_row _ (row_sep,, row_sep_lt_n)).
refine (gauss_clear_earlier_rows _).
exact (istransnatlth _ _ _ (natgthsnn row_sep) row_sep_lt_n ).
Defined.
{ m n : nat }
(mat : Matrix F m n)
(row : (⟦ m ⟧%stn))
: Matrix F m n.
Proof.
destruct (natchoice0 n) as [contr_eq | p].
{ unfold Matrix, Vector; intros; apply fromstn0.
now rewrite contr_eq. }
destruct (select_uncleared_column _ mat row p)
as [[piv_col [? [piv_row ?]]] | none].
2: {exact mat. }
refine (gauss_clear_column _ row piv_col (m,, natlthnsn _)).
exact (@switch_row F _ _ row piv_row mat).
Defined.
Definition gauss_clear_row_as_left_matrix
{ m n : nat }
(mat : Matrix F m n)
(row : (⟦ m ⟧%stn))
(p : n > 0)
: Matrix F m m.
Proof.
destruct (select_uncleared_column F mat row p)
as [[piv_col [_ [piv_row _]]] | none].
2 : {exact (@identity_matrix F _). }
set (mat_by_normal_op := (@switch_row F _ _ row piv_row mat)).
refine ((gauss_clear_column_as_left_matrix
(m,, natgthsnn _) mat_by_normal_op row piv_col) ** _).
refine (@switch_row_matrix _ _ row piv_row).
Defined.
Lemma clear_row_eq_matrix_def { m n : nat }
(mat : Matrix F m n) (r : ⟦ m ⟧%stn) (p : n > 0):
((gauss_clear_row_as_left_matrix mat r p) ** mat)
= gauss_clear_row mat r.
Proof.
intros.
unfold gauss_clear_row, gauss_clear_row_as_left_matrix.
destruct (natchoice0 _) as [contr_eq | gt].
{ apply fromempty; rewrite contr_eq in p;
contradiction (isirreflnatgth _ p). }
assert (eq : p = gt). { apply propproperty. }
rewrite eq.
destruct (select_uncleared_column F mat r _).
2: {apply matlunax2. }
now rewrite matrix_mult_assoc,
switch_row_as_matrix,
clear_column_eq_matrix_def.
Defined.
Lemma clear_row_matrix_invertible
{ m n : nat }
(mat : Matrix F m n)
(row : (⟦ m ⟧%stn))
(p : n > 0)
: @matrix_inverse F _ (gauss_clear_row_as_left_matrix mat row p).
Proof.
unfold gauss_clear_row_as_left_matrix.
destruct (select_uncleared_column F mat row p) as [some | none].
2: { destruct (natchoice0 m); try apply identity_matrix_invertible;
now apply nil_matrix_invertible, identity_matrix_invertible.
}
apply inv_matrix_prod_invertible.
- apply clear_column_matrix_invertible.
- apply switch_row_matrix_invertible.
Defined.
Definition gauss_clear_rows_up_to
{ m n : nat }
(mat : Matrix F m n)
(row_sep : (⟦ S m ⟧%stn))
: (Matrix F m n).
Proof.
destruct row_sep as [row_sep row_sep_lt_n].
induction row_sep as [| row_sep gauss_clear_earlier_rows].
{exact mat. }
refine (gauss_clear_row _ (row_sep,, row_sep_lt_n)).
refine (gauss_clear_earlier_rows _).
exact (istransnatlth _ _ _ (natgthsnn row_sep) row_sep_lt_n ).
Defined.
invertible matrix, such that left-multiplication by this
corresponds to gauss_clear_columns_up_to
Lemma clear_rows_up_to_as_left_matrix
{ m n : nat }
(mat : Matrix F m n)
(row_sep : (⟦ S m ⟧%stn))
(p : n > 0)
: (Matrix F m m).
Proof.
destruct row_sep as [row_sep row_sep_lt_n].
induction row_sep as [ | row_sep gauss_clear_earlier_rows].
{ exact (@identity_matrix F m). }
assert (lt : row_sep < S m).
{apply (istransnatlth _ _ _ (natgthsnn row_sep) row_sep_lt_n ). }
set (mat_by_normal_op := (gauss_clear_rows_up_to mat (row_sep,, lt))).
refine ((gauss_clear_row_as_left_matrix mat_by_normal_op
(row_sep,, row_sep_lt_n) p ** _)).
exact (gauss_clear_earlier_rows lt).
Defined.
Lemma gauss_clear_rows_up_to_as_matrix_eq
{ m n : nat } (iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n) (p : n > 0) :
((@clear_rows_up_to_as_left_matrix _ _ mat iter p) ** mat)
= (gauss_clear_rows_up_to mat iter).
Proof.
intros.
unfold clear_rows_up_to_as_left_matrix, gauss_clear_rows_up_to,
clear_rows_up_to_as_left_matrix, gauss_clear_rows_up_to.
destruct iter as [iter ?].
induction iter as [| iter IH ]. {simpl; now rewrite matlunax2. }
do 2 rewrite nat_rect_step, <- IH.
now rewrite <- (clear_row_eq_matrix_def _ _ p), <- matrix_mult_assoc.
Defined.
Lemma gauss_clear_rows_up_to_matrix_invertible
{m n : nat}
(iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n)
(p : n > 0)
: @matrix_inverse F _ (clear_rows_up_to_as_left_matrix mat iter p).
Proof.
unfold clear_rows_up_to_as_left_matrix.
set (pre := gauss_clear_column_as_left_matrix iter mat ).
unfold gauss_clear_column_as_left_matrix in pre.
destruct iter as [iter lt].
induction iter as [| ? IH].
- simpl. apply identity_matrix_invertible.
- unfold clear_rows_up_to_as_left_matrix.
rewrite nat_rect_step.
apply inv_matrix_prod_invertible.
+ now apply clear_row_matrix_invertible.
+ apply IH.
Defined.
{ m n : nat }
(mat : Matrix F m n)
(row_sep : (⟦ S m ⟧%stn))
(p : n > 0)
: (Matrix F m m).
Proof.
destruct row_sep as [row_sep row_sep_lt_n].
induction row_sep as [ | row_sep gauss_clear_earlier_rows].
{ exact (@identity_matrix F m). }
assert (lt : row_sep < S m).
{apply (istransnatlth _ _ _ (natgthsnn row_sep) row_sep_lt_n ). }
set (mat_by_normal_op := (gauss_clear_rows_up_to mat (row_sep,, lt))).
refine ((gauss_clear_row_as_left_matrix mat_by_normal_op
(row_sep,, row_sep_lt_n) p ** _)).
exact (gauss_clear_earlier_rows lt).
Defined.
Lemma gauss_clear_rows_up_to_as_matrix_eq
{ m n : nat } (iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n) (p : n > 0) :
((@clear_rows_up_to_as_left_matrix _ _ mat iter p) ** mat)
= (gauss_clear_rows_up_to mat iter).
Proof.
intros.
unfold clear_rows_up_to_as_left_matrix, gauss_clear_rows_up_to,
clear_rows_up_to_as_left_matrix, gauss_clear_rows_up_to.
destruct iter as [iter ?].
induction iter as [| iter IH ]. {simpl; now rewrite matlunax2. }
do 2 rewrite nat_rect_step, <- IH.
now rewrite <- (clear_row_eq_matrix_def _ _ p), <- matrix_mult_assoc.
Defined.
Lemma gauss_clear_rows_up_to_matrix_invertible
{m n : nat}
(iter : ⟦ S m ⟧%stn)
(mat : Matrix F m n)
(p : n > 0)
: @matrix_inverse F _ (clear_rows_up_to_as_left_matrix mat iter p).
Proof.
unfold clear_rows_up_to_as_left_matrix.
set (pre := gauss_clear_column_as_left_matrix iter mat ).
unfold gauss_clear_column_as_left_matrix in pre.
destruct iter as [iter lt].
induction iter as [| ? IH].
- simpl. apply identity_matrix_invertible.
- unfold clear_rows_up_to_as_left_matrix.
rewrite nat_rect_step.
apply inv_matrix_prod_invertible.
+ now apply clear_row_matrix_invertible.
+ apply IH.
Defined.
Inputting a matrix and transforming it into an upper-triangular matrix by
elementary matrix operations or equivalent
Definition gauss_clear_all_rows
{ m n : nat }
(mat : Matrix F m n)
: Matrix F m n.
Proof.
refine (gauss_clear_rows_up_to mat (m,,_));
exact (natgthsnn m).
Defined.
Definition gauss_clear_all_rows_as_left_matrix
{ m n : nat }
(mat : Matrix F m n)
(p : n > 0)
: Matrix F m m.
Proof.
refine (clear_rows_up_to_as_left_matrix mat (m,,_) p);
exact (natgthsnn m).
Defined.
Definition gauss_clear_all_rows_as_matrix_eq
{ m n : nat }
(mat : Matrix F m n)
(p : n > 0)
: ((gauss_clear_all_rows_as_left_matrix mat p) ** mat)
= gauss_clear_all_rows mat.
Proof.
apply (gauss_clear_rows_up_to_as_matrix_eq (m,, natgthsnn _) mat p).
Defined.
Lemma gauss_clear_all_rows_matrix_invertible
{m n : nat}
(mat : Matrix F m n)
(p : n > 0)
: @matrix_inverse F _ (gauss_clear_all_rows_as_left_matrix mat p).
Proof. apply gauss_clear_rows_up_to_matrix_invertible. Defined.
Lemma gauss_clear_column_step_inv1 {m n : nat}
(r_pivot : ⟦m⟧%stn) (c_pivot : ⟦ n ⟧%stn)
(r : (⟦ m ⟧%stn)) (mat : Matrix F m n)
(p_1 : mat r_pivot c_pivot != 0%ring)
(p_2 : r ≠ r_pivot)
: (gauss_clear_column_step r_pivot c_pivot r mat) r c_pivot = 0%ring.
Proof.
intros; unfold gauss_clear_column_step.
destruct (stn_eq_or_neq r r_pivot) as [p | _].
{ rewrite p in p_2. now apply isirrefl_natneq in p_2. }
rewrite add_row_mult_as_matrix.
2: { now apply issymm_natneq. }
rewrite add_row_mult_target_row.
rewrite <- (@ringlmultminus F), ringassoc2.
etrans. { now apply maponpaths, maponpaths, fldmultinvlax'. }
rewrite (@rigrunax2 F); apply ringrinvax1.
Defined.
Lemma gauss_clear_column_step_inv2
{m n : nat}
(k_i : stn m) (k_j : (⟦ n ⟧%stn))
(r : (⟦ m ⟧%stn))
(mat : Matrix F m n)
(j : ⟦ m ⟧%stn)
(p : r ≠ j)
: (gauss_clear_column_step k_i k_j j mat) r = mat r.
Proof.
intros.
rewrite gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq j k_i).
{ apply idpath. }
apply funextfun; intros ?.
rewrite add_row_mult_nontarget_row; try reflexivity.
now apply issymm_natneq.
Defined.
Lemma gauss_clear_column_step_inv3
{m n : nat} (k_i : stn m)
(k_j : (⟦ n ⟧%stn)) (r : (⟦ m ⟧%stn))
(mat : Matrix F m n) (j : ⟦ m ⟧%stn)
(j' : stn n) (p : r < j)
: (gauss_clear_column_step k_i k_j j mat) r j' = mat r j'.
Proof.
assert (p': r ≠ j). {now apply issymm_natneq, natgthtoneq. }
now rewrite (gauss_clear_column_step_inv2 k_i k_j r mat j p').
Defined.
{ m n : nat }
(mat : Matrix F m n)
: Matrix F m n.
Proof.
refine (gauss_clear_rows_up_to mat (m,,_));
exact (natgthsnn m).
Defined.
Definition gauss_clear_all_rows_as_left_matrix
{ m n : nat }
(mat : Matrix F m n)
(p : n > 0)
: Matrix F m m.
Proof.
refine (clear_rows_up_to_as_left_matrix mat (m,,_) p);
exact (natgthsnn m).
Defined.
Definition gauss_clear_all_rows_as_matrix_eq
{ m n : nat }
(mat : Matrix F m n)
(p : n > 0)
: ((gauss_clear_all_rows_as_left_matrix mat p) ** mat)
= gauss_clear_all_rows mat.
Proof.
apply (gauss_clear_rows_up_to_as_matrix_eq (m,, natgthsnn _) mat p).
Defined.
Lemma gauss_clear_all_rows_matrix_invertible
{m n : nat}
(mat : Matrix F m n)
(p : n > 0)
: @matrix_inverse F _ (gauss_clear_all_rows_as_left_matrix mat p).
Proof. apply gauss_clear_rows_up_to_matrix_invertible. Defined.
Lemma gauss_clear_column_step_inv1 {m n : nat}
(r_pivot : ⟦m⟧%stn) (c_pivot : ⟦ n ⟧%stn)
(r : (⟦ m ⟧%stn)) (mat : Matrix F m n)
(p_1 : mat r_pivot c_pivot != 0%ring)
(p_2 : r ≠ r_pivot)
: (gauss_clear_column_step r_pivot c_pivot r mat) r c_pivot = 0%ring.
Proof.
intros; unfold gauss_clear_column_step.
destruct (stn_eq_or_neq r r_pivot) as [p | _].
{ rewrite p in p_2. now apply isirrefl_natneq in p_2. }
rewrite add_row_mult_as_matrix.
2: { now apply issymm_natneq. }
rewrite add_row_mult_target_row.
rewrite <- (@ringlmultminus F), ringassoc2.
etrans. { now apply maponpaths, maponpaths, fldmultinvlax'. }
rewrite (@rigrunax2 F); apply ringrinvax1.
Defined.
Lemma gauss_clear_column_step_inv2
{m n : nat}
(k_i : stn m) (k_j : (⟦ n ⟧%stn))
(r : (⟦ m ⟧%stn))
(mat : Matrix F m n)
(j : ⟦ m ⟧%stn)
(p : r ≠ j)
: (gauss_clear_column_step k_i k_j j mat) r = mat r.
Proof.
intros.
rewrite gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq j k_i).
{ apply idpath. }
apply funextfun; intros ?.
rewrite add_row_mult_nontarget_row; try reflexivity.
now apply issymm_natneq.
Defined.
Lemma gauss_clear_column_step_inv3
{m n : nat} (k_i : stn m)
(k_j : (⟦ n ⟧%stn)) (r : (⟦ m ⟧%stn))
(mat : Matrix F m n) (j : ⟦ m ⟧%stn)
(j' : stn n) (p : r < j)
: (gauss_clear_column_step k_i k_j j mat) r j' = mat r j'.
Proof.
assert (p': r ≠ j). {now apply issymm_natneq, natgthtoneq. }
now rewrite (gauss_clear_column_step_inv2 k_i k_j r mat j p').
Defined.
if the target row r ≤ the pivot row k,
mat r is not changed by the clearing procedure.
Lemma gauss_clear_column_inv1
{ m n : nat } (k_i : (⟦ m ⟧%stn)) (k_j : stn n) (r : stn m)
(iter : ⟦ S m ⟧%stn) (p' : r ≤ k_i)
(mat : Matrix F m n)
: (gauss_clear_column mat k_i k_j iter) r = mat r.
Proof.
unfold gauss_clear_column.
destruct iter as [sep p].
induction sep as [| sep IH]. {easy. }
unfold gauss_clear_column.
apply funextfun. intros q.
rewrite nat_rect_step.
destruct (natgthorleh _ _)as [gt | ?]; try reflexivity.
rewrite gauss_clear_column_step_inv3.
2 : {now refine (natgthgehtrans _ _ _ gt _). }
unfold gauss_clear_column in IH.
now rewrite IH.
Defined.
{ m n : nat } (k_i : (⟦ m ⟧%stn)) (k_j : stn n) (r : stn m)
(iter : ⟦ S m ⟧%stn) (p' : r ≤ k_i)
(mat : Matrix F m n)
: (gauss_clear_column mat k_i k_j iter) r = mat r.
Proof.
unfold gauss_clear_column.
destruct iter as [sep p].
induction sep as [| sep IH]. {easy. }
unfold gauss_clear_column.
apply funextfun. intros q.
rewrite nat_rect_step.
destruct (natgthorleh _ _)as [gt | ?]; try reflexivity.
rewrite gauss_clear_column_step_inv3.
2 : {now refine (natgthgehtrans _ _ _ gt _). }
unfold gauss_clear_column in IH.
now rewrite IH.
Defined.
Given a target row and pivot, proving the column clearing procedure equals applying step on it
Lemma gauss_clear_column_inv2
{ m n : nat } (k_i : (⟦ m ⟧%stn))
(k_j : stn n) (row_sep : ⟦ S m ⟧%stn)
(mat : Matrix F m n)
: ∏ r : (⟦ m ⟧%stn), r < row_sep -> k_i < r ->
((gauss_clear_column mat k_i k_j row_sep) r
= (gauss_clear_column_step' k_i k_j r mat) r).
Proof.
unfold gauss_clear_column.
destruct row_sep as [sep p].
induction sep as [| sep IH].
{ intros r r_le_0.
contradiction (negnatgth0n r r_le_0). }
intros r r_le_sn k_le_r.
set (p' := istransnatlth _ _ _ (natgthsnn _) p).
destruct (natlehchoice r sep) as [lt | eq]. {assumption. }
- assert (le: r ≤ sep). { now apply natlthtoleh in lt. }
unfold gauss_clear_column.
rewrite nat_rect_step.
unfold gauss_clear_column in IH.
destruct (natgthorleh _ _) as [le' | gt].
+ rewrite (gauss_clear_column_step_inv2).
2 : { apply natgthtoneq in lt; apply issymm_natneq; apply lt. }
now rewrite <- (IH p').
+ assert (absurd : sep ≤ r).
* apply natgthtogeh in k_le_r.
apply (istransnatleh gt k_le_r).
* now apply natgehtonegnatlth in absurd.
- rewrite nat_rect_step.
unfold gauss_clear_column_step'.
destruct (natgthorleh _ _) as [gt | leh].
2 : { unfold gauss_clear_column_step.
destruct (stn_eq_or_neq _ _); try reflexivity.
assert (absurd : sep ≤ r).
{ apply natgthtogeh in k_le_r. rewrite eq; apply isreflnatgeh. }
destruct (!eq).
now apply natlehneggth in leh.
}
destruct (stn_eq_or_neq _ _) as [contr_eq | ?].
{ rewrite contr_eq in k_le_r. contradiction (isirreflnatgth _ k_le_r). }
assert (interchange :
gauss_clear_column_step k_i k_j (sep,, p)
(gauss_clear_column mat k_i k_j (sep,, p')) r
= gauss_clear_column
(gauss_clear_column_step k_i k_j (sep,, p) mat) k_i k_j (sep,, p') r).
{ do 2 rewrite gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _); try reflexivity.
unfold add_row_mult.
rewrite gauss_clear_column_inv0; simpl; try apply natlthnsn.
generalize p; generalize p';
rewrite <- eq; intros q q'; simpl.
destruct (stn_eq_or_neq _ _) as [? | contr_neq]; simpl.
2: { contradiction (isirrefl_natneq _ contr_neq). }
etrans.
2: { rewrite (gauss_clear_column_inv0); try reflexivity; simpl.
rewrite eq; apply natlthnsn. }
destruct (stn_eq_or_neq _ _) as [? | contr_neq]; simpl.
2: { contradiction (isirrefl_natneq _ contr_neq). }
apply funextfun; intros y.
apply maponpaths, maponpaths_12.
- do 2 apply maponpaths.
rewrite gauss_clear_column_inv1. {reflexivity. }
apply isreflnatgeh.
- rewrite gauss_clear_column_inv1; try reflexivity;
apply isreflnatleh.
}
pose (@gauss_clear_column_inv0 m n k_i k_j (sep,, p')) as p1.
change (istransnatlth _ _ _ (natgthsnn _) p) with p'.
rewrite <- (stn_eq_2 _ _ eq p) in interchange |- *.
do 2 rewrite gauss_clear_column_step_eq in interchange.
rewrite gauss_clear_column_step_eq in *; unfold gauss_clear_column_step' in *.
destruct (stn_eq_or_neq _ _) as [contr_eq | ?]; try reflexivity.
{ rewrite contr_eq in k_le_r; contradiction (isirreflnatgth _ k_le_r). }
unfold gauss_clear_column in interchange, p1 |-; rewrite interchange.
rewrite p1; rewrite (stn_eq_2 _ _ eq p); now try apply isreflnatleh.
Defined.
Lemma gauss_clear_column_inv3
{ m n : nat } (k_i : (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn))
(iter : ⟦ S m ⟧%stn) (mat : Matrix F m n)
(p' : mat k_i k_j != 0%ring)
: ∏ r : (⟦ m ⟧%stn), r < iter -> r > k_i
-> ((gauss_clear_column mat k_i k_j iter) r k_j = 0%ring).
Proof.
destruct iter as [sep p].
intros r r_le_sep r_gt_k.
rewrite (gauss_clear_column_inv2 k_i k_j (sep ,, p) mat r r_le_sep)
, <- gauss_clear_column_step_eq.
2: {exact r_gt_k. }
rewrite (gauss_clear_column_step_inv1 k_i k_j r mat); try easy.
now apply natgthtoneq.
Defined.
{ m n : nat } (k_i : (⟦ m ⟧%stn))
(k_j : stn n) (row_sep : ⟦ S m ⟧%stn)
(mat : Matrix F m n)
: ∏ r : (⟦ m ⟧%stn), r < row_sep -> k_i < r ->
((gauss_clear_column mat k_i k_j row_sep) r
= (gauss_clear_column_step' k_i k_j r mat) r).
Proof.
unfold gauss_clear_column.
destruct row_sep as [sep p].
induction sep as [| sep IH].
{ intros r r_le_0.
contradiction (negnatgth0n r r_le_0). }
intros r r_le_sn k_le_r.
set (p' := istransnatlth _ _ _ (natgthsnn _) p).
destruct (natlehchoice r sep) as [lt | eq]. {assumption. }
- assert (le: r ≤ sep). { now apply natlthtoleh in lt. }
unfold gauss_clear_column.
rewrite nat_rect_step.
unfold gauss_clear_column in IH.
destruct (natgthorleh _ _) as [le' | gt].
+ rewrite (gauss_clear_column_step_inv2).
2 : { apply natgthtoneq in lt; apply issymm_natneq; apply lt. }
now rewrite <- (IH p').
+ assert (absurd : sep ≤ r).
* apply natgthtogeh in k_le_r.
apply (istransnatleh gt k_le_r).
* now apply natgehtonegnatlth in absurd.
- rewrite nat_rect_step.
unfold gauss_clear_column_step'.
destruct (natgthorleh _ _) as [gt | leh].
2 : { unfold gauss_clear_column_step.
destruct (stn_eq_or_neq _ _); try reflexivity.
assert (absurd : sep ≤ r).
{ apply natgthtogeh in k_le_r. rewrite eq; apply isreflnatgeh. }
destruct (!eq).
now apply natlehneggth in leh.
}
destruct (stn_eq_or_neq _ _) as [contr_eq | ?].
{ rewrite contr_eq in k_le_r. contradiction (isirreflnatgth _ k_le_r). }
assert (interchange :
gauss_clear_column_step k_i k_j (sep,, p)
(gauss_clear_column mat k_i k_j (sep,, p')) r
= gauss_clear_column
(gauss_clear_column_step k_i k_j (sep,, p) mat) k_i k_j (sep,, p') r).
{ do 2 rewrite gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _); try reflexivity.
unfold add_row_mult.
rewrite gauss_clear_column_inv0; simpl; try apply natlthnsn.
generalize p; generalize p';
rewrite <- eq; intros q q'; simpl.
destruct (stn_eq_or_neq _ _) as [? | contr_neq]; simpl.
2: { contradiction (isirrefl_natneq _ contr_neq). }
etrans.
2: { rewrite (gauss_clear_column_inv0); try reflexivity; simpl.
rewrite eq; apply natlthnsn. }
destruct (stn_eq_or_neq _ _) as [? | contr_neq]; simpl.
2: { contradiction (isirrefl_natneq _ contr_neq). }
apply funextfun; intros y.
apply maponpaths, maponpaths_12.
- do 2 apply maponpaths.
rewrite gauss_clear_column_inv1. {reflexivity. }
apply isreflnatgeh.
- rewrite gauss_clear_column_inv1; try reflexivity;
apply isreflnatleh.
}
pose (@gauss_clear_column_inv0 m n k_i k_j (sep,, p')) as p1.
change (istransnatlth _ _ _ (natgthsnn _) p) with p'.
rewrite <- (stn_eq_2 _ _ eq p) in interchange |- *.
do 2 rewrite gauss_clear_column_step_eq in interchange.
rewrite gauss_clear_column_step_eq in *; unfold gauss_clear_column_step' in *.
destruct (stn_eq_or_neq _ _) as [contr_eq | ?]; try reflexivity.
{ rewrite contr_eq in k_le_r; contradiction (isirreflnatgth _ k_le_r). }
unfold gauss_clear_column in interchange, p1 |-; rewrite interchange.
rewrite p1; rewrite (stn_eq_2 _ _ eq p); now try apply isreflnatleh.
Defined.
Lemma gauss_clear_column_inv3
{ m n : nat } (k_i : (⟦ m ⟧%stn))
(k_j : (⟦ n ⟧%stn))
(iter : ⟦ S m ⟧%stn) (mat : Matrix F m n)
(p' : mat k_i k_j != 0%ring)
: ∏ r : (⟦ m ⟧%stn), r < iter -> r > k_i
-> ((gauss_clear_column mat k_i k_j iter) r k_j = 0%ring).
Proof.
destruct iter as [sep p].
intros r r_le_sep r_gt_k.
rewrite (gauss_clear_column_inv2 k_i k_j (sep ,, p) mat r r_le_sep)
, <- gauss_clear_column_step_eq.
2: {exact r_gt_k. }
rewrite (gauss_clear_column_step_inv1 k_i k_j r mat); try easy.
now apply natgthtoneq.
Defined.
0 in pivot row -> corresponding col is unchanged after gcc
Lemma gauss_clear_column_inv4
{ m n : nat } (mat : Matrix F m n)
(k_i : (⟦ m ⟧%stn)) (k_j : stn n)
(iter : ⟦ S m ⟧%stn) (j : ⟦ n ⟧%stn)
(eq0 : mat k_i j = 0%ring)
: ∏ i : ⟦ m ⟧%stn, gauss_clear_column mat k_i k_j iter i j = mat i j.
Proof.
unfold gauss_clear_column.
destruct iter as [iter lt].
induction iter as [| iter IH]. { easy. }
intros i.
rewrite nat_rect_step, gauss_clear_column_step_eq.
destruct (stn_eq_or_neq (iter,, lt) k_i) as [eq | ?].
- rewrite <- eq.
destruct (natgthorleh _ _) as [contr | ?].
{ now apply isirreflnatgth in contr. }
reflexivity.
- rewrite <- (IH (istransnatlth _ _ _ (natlthnsn iter) lt))
, <- gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (natgthorleh _ _) as [_ | _].
2: { now rewrite IH. }
rewrite gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _); try reflexivity.
unfold add_row_mult.
destruct (stn_eq_or_neq _ _) as [eq | ?];
try apply coprod_rect_compute_1; try apply coprod_rect_compute_2.
+ rewrite coprod_rect_compute_1.
do 3 rewrite IH.
now rewrite eq0, <- eq, (@rigmultx0 F), (@rigrunax1 F).
+ now rewrite coprod_rect_compute_2.
Defined.
{ m n : nat } (mat : Matrix F m n)
(k_i : (⟦ m ⟧%stn)) (k_j : stn n)
(iter : ⟦ S m ⟧%stn) (j : ⟦ n ⟧%stn)
(eq0 : mat k_i j = 0%ring)
: ∏ i : ⟦ m ⟧%stn, gauss_clear_column mat k_i k_j iter i j = mat i j.
Proof.
unfold gauss_clear_column.
destruct iter as [iter lt].
induction iter as [| iter IH]. { easy. }
intros i.
rewrite nat_rect_step, gauss_clear_column_step_eq.
destruct (stn_eq_or_neq (iter,, lt) k_i) as [eq | ?].
- rewrite <- eq.
destruct (natgthorleh _ _) as [contr | ?].
{ now apply isirreflnatgth in contr. }
reflexivity.
- rewrite <- (IH (istransnatlth _ _ _ (natlthnsn iter) lt))
, <- gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (natgthorleh _ _) as [_ | _].
2: { now rewrite IH. }
rewrite gauss_clear_column_step_eq.
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _); try reflexivity.
unfold add_row_mult.
destruct (stn_eq_or_neq _ _) as [eq | ?];
try apply coprod_rect_compute_1; try apply coprod_rect_compute_2.
+ rewrite coprod_rect_compute_1.
do 3 rewrite IH.
now rewrite eq0, <- eq, (@rigmultx0 F), (@rigrunax1 F).
+ now rewrite coprod_rect_compute_2.
Defined.
Notion of being row echelon "up to" a separator,
and fulfilling criteria 1 and 2 from the preamble separately.
Definition is_row_echelon_partial_1
{m n : nat} (mat : Matrix F m n) (row_sep : ⟦ S m ⟧%stn) :=
∏ i_1 i_2 : ⟦ m ⟧%stn,
∏ j_1 j_2 : ⟦ n ⟧%stn,
i_1 < row_sep
-> is_leading_entry (mat i_1) j_2
-> i_1 < i_2
-> j_1 ≤ j_2
-> mat i_2 j_1 = 0%ring.
Definition is_row_echelon_partial_2
{m n : nat} (mat : Matrix F m n) (iter : ⟦ S m ⟧%stn) :=
∏ (i_1 i_2 : ⟦ m ⟧%stn),
i_1 < iter
-> (mat i_1 = const_vec 0%ring)
-> i_1 < i_2
-> mat i_2 = const_vec 0%ring.
Definition is_row_echelon_partial
{m n : nat} (mat : Matrix F m n) (iter : ⟦ S m ⟧%stn)
:= is_row_echelon_partial_1 mat iter × is_row_echelon_partial_2 mat iter.
{m n : nat} (mat : Matrix F m n) (row_sep : ⟦ S m ⟧%stn) :=
∏ i_1 i_2 : ⟦ m ⟧%stn,
∏ j_1 j_2 : ⟦ n ⟧%stn,
i_1 < row_sep
-> is_leading_entry (mat i_1) j_2
-> i_1 < i_2
-> j_1 ≤ j_2
-> mat i_2 j_1 = 0%ring.
Definition is_row_echelon_partial_2
{m n : nat} (mat : Matrix F m n) (iter : ⟦ S m ⟧%stn) :=
∏ (i_1 i_2 : ⟦ m ⟧%stn),
i_1 < iter
-> (mat i_1 = const_vec 0%ring)
-> i_1 < i_2
-> mat i_2 = const_vec 0%ring.
Definition is_row_echelon_partial
{m n : nat} (mat : Matrix F m n) (iter : ⟦ S m ⟧%stn)
:= is_row_echelon_partial_1 mat iter × is_row_echelon_partial_2 mat iter.
Step lemma
Lemma gauss_clear_row_inv0
{ m n : nat } (mat : Matrix F m n) (p : n > 0)
(row_sep : (⟦ S m ⟧%stn)) (p' : row_sep < m)
: is_row_echelon_partial_1 mat row_sep
-> is_row_echelon_partial_1 (gauss_clear_row mat (pr1 row_sep,, p'))
(S (pr1 row_sep),, p').
Proof.
intros H1.
unfold is_row_echelon_partial_1.
unfold gauss_clear_rows_up_to.
intros i_1 i_2 j_1 j_2 i1_lt H2 i1_lt_i2 j1_lt_j2.
revert H2; unfold gauss_clear_row; clear p.
destruct (natchoice0 n) as [contr_eq | p].
{ apply fromstn0. now rewrite contr_eq. }
destruct (select_uncleared_column _ _)
as [[piv_c [_ [piv_r [leh [neq0 eq0]]]]] | none]; simpl.
2 : { intros isle.
destruct (natlehchoice i_1 (pr1 row_sep)) as [? | eq];
try assumption.
{rewrite (H1 i_1 i_2 j_1 j_2); try easy. }
rewrite none; intros; try easy.
2: {exact (pr2 (j_1)). }
apply natgthtogeh; simpl.
now rewrite <- eq.
}
intros is_le.
rewrite gauss_clear_column_inv1 in is_le.
2 : { now apply natlthsntoleh. }
destruct (natlehchoice i_1 (pr1 row_sep)) as [lt | eq].
{ now apply natlthsntoleh. }
{ rewrite switch_row_other_row' in is_le.
3: { apply natlthtoneq. refine (natlthlehtrans _ _ _ lt leh). }
2: { now apply natlthtoneq. }
rewrite gauss_clear_column_inv4.
{ rewrite switch_row_equal_entries.
- now rewrite (H1 i_1 i_2 j_1 j_2).
- do 2 (rewrite (H1 i_1 _ j_1 j_2); try easy).
refine (natlthlehtrans _ _ _ lt leh).
}
rewrite switch_row_equal_entries.
+ rewrite (H1 i_1 _ j_1 j_2); easy.
+ do 2 (rewrite (H1 i_1 _ j_1 j_2); try easy).
refine (natlthlehtrans _ _ _ lt leh).
}
destruct (natgthorleh piv_c j_1).
{ rewrite gauss_clear_column_inv4; try easy.
- unfold switch_row.
destruct (stn_eq_or_neq _ _) as [eq' | neq]; simpl.
+ destruct (stn_eq_or_neq _ _) as [contr_eq | neq']; simpl.
{ now rewrite eq0. }
rewrite eq0; try easy.
apply (isreflnatleh).
+ destruct (stn_eq_or_neq _ _) as [contr_eq | neq']; simpl.
{ now rewrite eq0. }
rewrite eq0; try easy.
rewrite <- (stn_eq_2 _ _ eq).
now apply natgthtogeh.
- rewrite switch_row_equal_entries;
(rewrite eq0; try easy;
try apply isreflnatleh).
now rewrite eq0.
}
destruct (natlehchoice piv_c j_1) as [gt | eq']; try assumption.
2 : { rewrite (stn_eq j_1 piv_c (!eq')).
rewrite gauss_clear_column_inv3; try easy.
- unfold switch_row.
rewrite stn_eq_or_neq_refl; simpl.
apply neq0.
- exact (pr2 i_2).
- now rewrite <- (stn_eq_2 _ _ eq).
}
contradiction neq0.
destruct (natlehchoice i_1 (pr1 row_sep)) as [lt | eq']. { now apply natlthsntoleh. }
- rewrite switch_row_other_row' in is_le.
3: { apply natlthtoneq. refine (natlthlehtrans _ _ _ lt leh). }
2: { now apply natlthtoneq. }
refine (H1 _ _ _ _ lt is_le _ _).
+ refine (natlthlehtrans _ _ _ lt leh).
+ now refine (istransnatleh _ j1_lt_j2).
- rewrite eq in * |-.
assert (is_le' : is_leading_entry (mat piv_r) j_2).
{ unfold is_leading_entry, switch_row in * |-;
destruct (stn_eq_or_neq _ _) as [? | ?];
destruct (stn_eq_or_neq _ _) as [? | contr_neq]; simpl in is_le;
try apply is_le;
simpl in contr_neq; rewrite <- eq in contr_neq;
contradiction (isirrefl_natneq _ contr_neq). }
unfold is_leading_entry in is_le'.
rewrite (pr2 (is_le')); try reflexivity.
refine (natlthlehtrans _ _ _ gt j1_lt_j2).
Defined.
Lemma gauss_clear_rows_up_to_inv0
{ m n : nat } (mat : Matrix F m n) (row_sep : (⟦ S m ⟧%stn)) (p : n > 0)
: ∏ i_1 : ⟦ m ⟧%stn, i_1 < row_sep
-> (gauss_clear_rows_up_to mat row_sep) i_1 = const_vec 0%ring
-> ∏ i_2 : ⟦ m ⟧%stn, i_1 < i_2
-> (gauss_clear_rows_up_to mat row_sep) i_2 = const_vec 0%ring.
Proof.
unfold is_row_echelon_partial_2.
intros i_1 i1_lt_rowsep no_leading.
unfold gauss_clear_rows_up_to in *.
destruct row_sep as [row_sep lt].
induction row_sep as [| row_sep IH].
{contradiction (negnatgth0n i_1 i1_lt_rowsep). }
rename i1_lt_rowsep into i1_lt_srowsep.
set (lt' := (istransnatlth _ _ _ (natgthsnn row_sep) lt)).
rewrite nat_rect_step in no_leading |- *.
unfold gauss_clear_row in IH, no_leading |- *.
destruct (natchoice0 n) as [contr_eq | gt].
{ rewrite contr_eq in p.
contradiction (isirreflnatgth _ p). }
revert no_leading.
destruct (natlehchoice i_1 row_sep) as [i1_lt_rowsep | eq].
{apply natlthsntoleh. assumption. }
- destruct (select_uncleared_column _ _)
as [[piv_c [_ [piv_r [leh [neq0 eq0]]]]] | none]; simpl.
2: { now apply IH. }
intros ? ? i1_lt_i2.
destruct (natgthorleh i_2 row_sep) as [i2_gt_rowsep | i2_le_rowsep].
+ rewrite switch_row_equal_rows in no_leading; try assumption.
* rewrite gauss_clear_column_inv1 in no_leading.
2: { now apply natlthtoleh. }
rewrite gauss_clear_column_inv2; try assumption.
2: {apply (pr2 i_2). }
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _) as [contr_eq | ?].
{ contradiction (isirreflnatgth row_sep).
now rewrite contr_eq in * |-. }
rewrite add_row_mult_source_row_zero; try assumption.
-- rewrite switch_row_equal_rows.
++ now rewrite IH.
++ do 2 (rewrite IH; try easy).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
-- rewrite switch_row_equal_rows; try assumption.
++ now rewrite IH.
++ do 2 (rewrite IH; try assumption; try reflexivity).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
* rewrite gauss_clear_column_inv1 in no_leading.
2: { now apply natlthtoleh. }
rewrite switch_row_other_row' in no_leading.
3: { apply natlthtoneq, (natgehgthtrans _ _ _ leh i1_lt_rowsep). }
2: { now apply natlthtoneq. }
do 2 (rewrite IH; try easy).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
+ rewrite switch_row_equal_rows in no_leading; try assumption.
* rewrite gauss_clear_column_inv1 in no_leading.
2: { apply natgthtogeh in i1_lt_i2;
apply (istransnatleh i1_lt_i2 i2_le_rowsep). }
rewrite gauss_clear_column_inv1; try assumption.
rewrite switch_row_equal_rows; try assumption.
-- now rewrite IH.
-- do 2 (rewrite IH; try easy).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
* rewrite gauss_clear_column_inv1 in no_leading.
2: { now apply natlthtoleh in i1_lt_rowsep. }
rewrite switch_row_other_row' in no_leading.
3: { apply natlthtoneq, (natgehgthtrans _ _ _ leh i1_lt_rowsep). }
2: { apply natlthtoneq, (natlthlehtrans _ _ _ i1_lt_i2 i2_le_rowsep). }
do 2 (rewrite IH; try easy).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
- intros; unfold gauss_clear_row in * |-.
destruct (select_uncleared_column _ _)
as [[? [? [? [? [neq0 ?]]]]] | no_col].
2: { apply funextfun; intros j_2.
assert (le : row_sep ≤ i_2).
{apply natgthtogeh. now rewrite <- eq. }
apply no_col; try assumption.
apply (pr2 j_2).
}
unfold leading_entry_compute in no_leading.
contradiction neq0.
refine (const_vec_eq _ _ _ _).
rewrite <- no_leading.
unfold switch_row.
rewrite gauss_clear_column_inv1.
2: { rewrite eq. apply isreflnatleh. }
destruct (stn_eq_or_neq _ _);
destruct (stn_eq_or_neq _ _) as [? | contr_neq];
try reflexivity;
contradiction (nat_neq_to_nopath contr_neq).
Defined.
Lemma gauss_clear_rows_up_to_inv1
{ m n : nat } (mat : Matrix F m n)
(p : n > 0)
(row_sep : (⟦ S m ⟧%stn))
: is_row_echelon_partial_1
(gauss_clear_rows_up_to mat row_sep) row_sep.
Proof.
unfold gauss_clear_rows_up_to.
destruct row_sep as [row_sep p''].
induction row_sep as [| row_sep IH].
{ simpl; intros ? ? ? ? contr; contradiction (negnatlthn0 n contr). }
rewrite nat_rect_step.
set (inner := nat_rect _ _ _ _).
set (lt' := (istransnatlth _ _ _ (natgthsnn row_sep) p'')).
apply (gauss_clear_row_inv0 (inner lt') p (row_sep,, lt') _), IH.
Defined.
Lemma gauss_clear_rows_up_to_inv2
{ m n : nat } (mat : Matrix F m n)
(p : n > 0) (row_sep : (⟦ S m ⟧%stn))
: is_row_echelon_partial_2
(gauss_clear_rows_up_to mat row_sep) row_sep.
Proof.
intro i_1; intros i_2 lt eq ?.
rewrite (gauss_clear_rows_up_to_inv0 _ row_sep p i_1 lt eq i_2); try assumption.
now destruct row_sep.
Defined.
Lemma is_row_echelon_from_partial
{m n : nat} (mat : Matrix F m n)
: (is_row_echelon_partial mat (m,, natgthsnn _))
-> is_row_echelon mat.
Proof.
unfold is_row_echelon, is_row_echelon_partial.
unfold is_row_echelon_partial_1, is_row_echelon_partial_2.
intros H ? ?; intros; use tpair.
{ intros j_1 j_2 X. refine (pr1 H i_1 i_2 j_2 _ _ _ );
try apply X; try assumption; exact (pr2 i_1). }
simpl; intros.
refine ((pr2 H) i_1 i_2 _ _ _ ); try assumption.
exact (pr2 i_1).
Defined.
Lemma gauss_clear_rows_up_to_inv3
{ m n : nat }
(mat : Matrix F m n)
(p : n > 0)
(row_sep : (⟦ S m ⟧%stn))
: is_row_echelon (gauss_clear_rows_up_to mat (m,, natgthsnn _)).
Proof.
apply (@is_row_echelon_from_partial _ _
(gauss_clear_rows_up_to mat (m,, natgthsnn _))).
use tpair.
- now apply gauss_clear_rows_up_to_inv1.
- now apply gauss_clear_rows_up_to_inv2.
Defined.
Definition gauss_clear_all_rows_inv3
{ m n : nat } (mat : Matrix F m n) (p : n > 0)
: is_row_echelon (gauss_clear_all_rows mat).
Proof. apply (gauss_clear_rows_up_to_inv3 mat p (m,, natgthsnn _)). Defined.
Lemma is_row_echelon_nil_matrix
{m n : nat} {A : Matrix F m n}
(eq0 : n = 0)
: (@is_row_echelon _ m n A).
Proof.
unfold is_row_echelon; intros i_1 i_2.
use tpair. {intros ?; apply fromstn0; now rewrite <- eq0. }
simpl; intros eq ?.
rewrite <- eq.
apply funextfun; intros j.
apply fromstn0; rewrite <- eq0; exact j.
Defined.
{ m n : nat } (mat : Matrix F m n) (p : n > 0)
(row_sep : (⟦ S m ⟧%stn)) (p' : row_sep < m)
: is_row_echelon_partial_1 mat row_sep
-> is_row_echelon_partial_1 (gauss_clear_row mat (pr1 row_sep,, p'))
(S (pr1 row_sep),, p').
Proof.
intros H1.
unfold is_row_echelon_partial_1.
unfold gauss_clear_rows_up_to.
intros i_1 i_2 j_1 j_2 i1_lt H2 i1_lt_i2 j1_lt_j2.
revert H2; unfold gauss_clear_row; clear p.
destruct (natchoice0 n) as [contr_eq | p].
{ apply fromstn0. now rewrite contr_eq. }
destruct (select_uncleared_column _ _)
as [[piv_c [_ [piv_r [leh [neq0 eq0]]]]] | none]; simpl.
2 : { intros isle.
destruct (natlehchoice i_1 (pr1 row_sep)) as [? | eq];
try assumption.
{rewrite (H1 i_1 i_2 j_1 j_2); try easy. }
rewrite none; intros; try easy.
2: {exact (pr2 (j_1)). }
apply natgthtogeh; simpl.
now rewrite <- eq.
}
intros is_le.
rewrite gauss_clear_column_inv1 in is_le.
2 : { now apply natlthsntoleh. }
destruct (natlehchoice i_1 (pr1 row_sep)) as [lt | eq].
{ now apply natlthsntoleh. }
{ rewrite switch_row_other_row' in is_le.
3: { apply natlthtoneq. refine (natlthlehtrans _ _ _ lt leh). }
2: { now apply natlthtoneq. }
rewrite gauss_clear_column_inv4.
{ rewrite switch_row_equal_entries.
- now rewrite (H1 i_1 i_2 j_1 j_2).
- do 2 (rewrite (H1 i_1 _ j_1 j_2); try easy).
refine (natlthlehtrans _ _ _ lt leh).
}
rewrite switch_row_equal_entries.
+ rewrite (H1 i_1 _ j_1 j_2); easy.
+ do 2 (rewrite (H1 i_1 _ j_1 j_2); try easy).
refine (natlthlehtrans _ _ _ lt leh).
}
destruct (natgthorleh piv_c j_1).
{ rewrite gauss_clear_column_inv4; try easy.
- unfold switch_row.
destruct (stn_eq_or_neq _ _) as [eq' | neq]; simpl.
+ destruct (stn_eq_or_neq _ _) as [contr_eq | neq']; simpl.
{ now rewrite eq0. }
rewrite eq0; try easy.
apply (isreflnatleh).
+ destruct (stn_eq_or_neq _ _) as [contr_eq | neq']; simpl.
{ now rewrite eq0. }
rewrite eq0; try easy.
rewrite <- (stn_eq_2 _ _ eq).
now apply natgthtogeh.
- rewrite switch_row_equal_entries;
(rewrite eq0; try easy;
try apply isreflnatleh).
now rewrite eq0.
}
destruct (natlehchoice piv_c j_1) as [gt | eq']; try assumption.
2 : { rewrite (stn_eq j_1 piv_c (!eq')).
rewrite gauss_clear_column_inv3; try easy.
- unfold switch_row.
rewrite stn_eq_or_neq_refl; simpl.
apply neq0.
- exact (pr2 i_2).
- now rewrite <- (stn_eq_2 _ _ eq).
}
contradiction neq0.
destruct (natlehchoice i_1 (pr1 row_sep)) as [lt | eq']. { now apply natlthsntoleh. }
- rewrite switch_row_other_row' in is_le.
3: { apply natlthtoneq. refine (natlthlehtrans _ _ _ lt leh). }
2: { now apply natlthtoneq. }
refine (H1 _ _ _ _ lt is_le _ _).
+ refine (natlthlehtrans _ _ _ lt leh).
+ now refine (istransnatleh _ j1_lt_j2).
- rewrite eq in * |-.
assert (is_le' : is_leading_entry (mat piv_r) j_2).
{ unfold is_leading_entry, switch_row in * |-;
destruct (stn_eq_or_neq _ _) as [? | ?];
destruct (stn_eq_or_neq _ _) as [? | contr_neq]; simpl in is_le;
try apply is_le;
simpl in contr_neq; rewrite <- eq in contr_neq;
contradiction (isirrefl_natneq _ contr_neq). }
unfold is_leading_entry in is_le'.
rewrite (pr2 (is_le')); try reflexivity.
refine (natlthlehtrans _ _ _ gt j1_lt_j2).
Defined.
Lemma gauss_clear_rows_up_to_inv0
{ m n : nat } (mat : Matrix F m n) (row_sep : (⟦ S m ⟧%stn)) (p : n > 0)
: ∏ i_1 : ⟦ m ⟧%stn, i_1 < row_sep
-> (gauss_clear_rows_up_to mat row_sep) i_1 = const_vec 0%ring
-> ∏ i_2 : ⟦ m ⟧%stn, i_1 < i_2
-> (gauss_clear_rows_up_to mat row_sep) i_2 = const_vec 0%ring.
Proof.
unfold is_row_echelon_partial_2.
intros i_1 i1_lt_rowsep no_leading.
unfold gauss_clear_rows_up_to in *.
destruct row_sep as [row_sep lt].
induction row_sep as [| row_sep IH].
{contradiction (negnatgth0n i_1 i1_lt_rowsep). }
rename i1_lt_rowsep into i1_lt_srowsep.
set (lt' := (istransnatlth _ _ _ (natgthsnn row_sep) lt)).
rewrite nat_rect_step in no_leading |- *.
unfold gauss_clear_row in IH, no_leading |- *.
destruct (natchoice0 n) as [contr_eq | gt].
{ rewrite contr_eq in p.
contradiction (isirreflnatgth _ p). }
revert no_leading.
destruct (natlehchoice i_1 row_sep) as [i1_lt_rowsep | eq].
{apply natlthsntoleh. assumption. }
- destruct (select_uncleared_column _ _)
as [[piv_c [_ [piv_r [leh [neq0 eq0]]]]] | none]; simpl.
2: { now apply IH. }
intros ? ? i1_lt_i2.
destruct (natgthorleh i_2 row_sep) as [i2_gt_rowsep | i2_le_rowsep].
+ rewrite switch_row_equal_rows in no_leading; try assumption.
* rewrite gauss_clear_column_inv1 in no_leading.
2: { now apply natlthtoleh. }
rewrite gauss_clear_column_inv2; try assumption.
2: {apply (pr2 i_2). }
unfold gauss_clear_column_step'.
destruct (stn_eq_or_neq _ _) as [contr_eq | ?].
{ contradiction (isirreflnatgth row_sep).
now rewrite contr_eq in * |-. }
rewrite add_row_mult_source_row_zero; try assumption.
-- rewrite switch_row_equal_rows.
++ now rewrite IH.
++ do 2 (rewrite IH; try easy).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
-- rewrite switch_row_equal_rows; try assumption.
++ now rewrite IH.
++ do 2 (rewrite IH; try assumption; try reflexivity).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
* rewrite gauss_clear_column_inv1 in no_leading.
2: { now apply natlthtoleh. }
rewrite switch_row_other_row' in no_leading.
3: { apply natlthtoneq, (natgehgthtrans _ _ _ leh i1_lt_rowsep). }
2: { now apply natlthtoneq. }
do 2 (rewrite IH; try easy).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
+ rewrite switch_row_equal_rows in no_leading; try assumption.
* rewrite gauss_clear_column_inv1 in no_leading.
2: { apply natgthtogeh in i1_lt_i2;
apply (istransnatleh i1_lt_i2 i2_le_rowsep). }
rewrite gauss_clear_column_inv1; try assumption.
rewrite switch_row_equal_rows; try assumption.
-- now rewrite IH.
-- do 2 (rewrite IH; try easy).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
* rewrite gauss_clear_column_inv1 in no_leading.
2: { now apply natlthtoleh in i1_lt_rowsep. }
rewrite switch_row_other_row' in no_leading.
3: { apply natlthtoneq, (natgehgthtrans _ _ _ leh i1_lt_rowsep). }
2: { apply natlthtoneq, (natlthlehtrans _ _ _ i1_lt_i2 i2_le_rowsep). }
do 2 (rewrite IH; try easy).
apply (natgehgthtrans _ _ _ leh i1_lt_rowsep).
- intros; unfold gauss_clear_row in * |-.
destruct (select_uncleared_column _ _)
as [[? [? [? [? [neq0 ?]]]]] | no_col].
2: { apply funextfun; intros j_2.
assert (le : row_sep ≤ i_2).
{apply natgthtogeh. now rewrite <- eq. }
apply no_col; try assumption.
apply (pr2 j_2).
}
unfold leading_entry_compute in no_leading.
contradiction neq0.
refine (const_vec_eq _ _ _ _).
rewrite <- no_leading.
unfold switch_row.
rewrite gauss_clear_column_inv1.
2: { rewrite eq. apply isreflnatleh. }
destruct (stn_eq_or_neq _ _);
destruct (stn_eq_or_neq _ _) as [? | contr_neq];
try reflexivity;
contradiction (nat_neq_to_nopath contr_neq).
Defined.
Lemma gauss_clear_rows_up_to_inv1
{ m n : nat } (mat : Matrix F m n)
(p : n > 0)
(row_sep : (⟦ S m ⟧%stn))
: is_row_echelon_partial_1
(gauss_clear_rows_up_to mat row_sep) row_sep.
Proof.
unfold gauss_clear_rows_up_to.
destruct row_sep as [row_sep p''].
induction row_sep as [| row_sep IH].
{ simpl; intros ? ? ? ? contr; contradiction (negnatlthn0 n contr). }
rewrite nat_rect_step.
set (inner := nat_rect _ _ _ _).
set (lt' := (istransnatlth _ _ _ (natgthsnn row_sep) p'')).
apply (gauss_clear_row_inv0 (inner lt') p (row_sep,, lt') _), IH.
Defined.
Lemma gauss_clear_rows_up_to_inv2
{ m n : nat } (mat : Matrix F m n)
(p : n > 0) (row_sep : (⟦ S m ⟧%stn))
: is_row_echelon_partial_2
(gauss_clear_rows_up_to mat row_sep) row_sep.
Proof.
intro i_1; intros i_2 lt eq ?.
rewrite (gauss_clear_rows_up_to_inv0 _ row_sep p i_1 lt eq i_2); try assumption.
now destruct row_sep.
Defined.
Lemma is_row_echelon_from_partial
{m n : nat} (mat : Matrix F m n)
: (is_row_echelon_partial mat (m,, natgthsnn _))
-> is_row_echelon mat.
Proof.
unfold is_row_echelon, is_row_echelon_partial.
unfold is_row_echelon_partial_1, is_row_echelon_partial_2.
intros H ? ?; intros; use tpair.
{ intros j_1 j_2 X. refine (pr1 H i_1 i_2 j_2 _ _ _ );
try apply X; try assumption; exact (pr2 i_1). }
simpl; intros.
refine ((pr2 H) i_1 i_2 _ _ _ ); try assumption.
exact (pr2 i_1).
Defined.
Lemma gauss_clear_rows_up_to_inv3
{ m n : nat }
(mat : Matrix F m n)
(p : n > 0)
(row_sep : (⟦ S m ⟧%stn))
: is_row_echelon (gauss_clear_rows_up_to mat (m,, natgthsnn _)).
Proof.
apply (@is_row_echelon_from_partial _ _
(gauss_clear_rows_up_to mat (m,, natgthsnn _))).
use tpair.
- now apply gauss_clear_rows_up_to_inv1.
- now apply gauss_clear_rows_up_to_inv2.
Defined.
Definition gauss_clear_all_rows_inv3
{ m n : nat } (mat : Matrix F m n) (p : n > 0)
: is_row_echelon (gauss_clear_all_rows mat).
Proof. apply (gauss_clear_rows_up_to_inv3 mat p (m,, natgthsnn _)). Defined.
Lemma is_row_echelon_nil_matrix
{m n : nat} {A : Matrix F m n}
(eq0 : n = 0)
: (@is_row_echelon _ m n A).
Proof.
unfold is_row_echelon; intros i_1 i_2.
use tpair. {intros ?; apply fromstn0; now rewrite <- eq0. }
simpl; intros eq ?.
rewrite <- eq.
apply funextfun; intros j.
apply fromstn0; rewrite <- eq0; exact j.
Defined.
A variant on the echelon form given in the introduction.
Lemma is_row_echelon_eq
{ m n : nat } (mat : Matrix F m n)
: is_row_echelon mat
-> ∏ i_1 i_2 : ⟦ m ⟧%stn, ∏ j_1 j_2 : ⟦ n ⟧%stn,
i_1 < i_2
-> is_leading_entry (mat i_1) j_1
-> is_leading_entry (mat i_2) j_2
-> j_1 < j_2.
Proof.
destruct (natchoice0 n) as [contr_eq0 | p].
{ unfold is_upper_triangular. intros ? ? ? j.
apply fromstn0; now rewrite contr_eq0. }
unfold is_row_echelon.
intros H1 i_1 i_2 j_1 j_2 lt H2 H3.
destruct (natgthorleh j_2 j_1) as [gt | leh]. {now apply gt. }
destruct (H1 i_1 i_2) as [H4 H5].
destruct (natgthorleh j_2 j_1); try assumption.
unfold is_leading_entry in H3.
contradiction (pr1 H3).
apply (H4 _ _ H2 lt leh).
Defined.
Lemma gaussian_elimination_width_0
{m n} (A : Matrix F m n) {eq0 : 0 = n}
: ∑ (B : Matrix F _ _), (@matrix_inverse F _ B)
× (is_row_echelon (B ** A)).
Proof.
exists (@identity_matrix F m).
use tpair. { apply identity_matrix_invertible. }
rewrite matlunax2.
apply is_row_echelon_nil_matrix; now rewrite eq0.
Defined.
{ m n : nat } (mat : Matrix F m n)
: is_row_echelon mat
-> ∏ i_1 i_2 : ⟦ m ⟧%stn, ∏ j_1 j_2 : ⟦ n ⟧%stn,
i_1 < i_2
-> is_leading_entry (mat i_1) j_1
-> is_leading_entry (mat i_2) j_2
-> j_1 < j_2.
Proof.
destruct (natchoice0 n) as [contr_eq0 | p].
{ unfold is_upper_triangular. intros ? ? ? j.
apply fromstn0; now rewrite contr_eq0. }
unfold is_row_echelon.
intros H1 i_1 i_2 j_1 j_2 lt H2 H3.
destruct (natgthorleh j_2 j_1) as [gt | leh]. {now apply gt. }
destruct (H1 i_1 i_2) as [H4 H5].
destruct (natgthorleh j_2 j_1); try assumption.
unfold is_leading_entry in H3.
contradiction (pr1 H3).
apply (H4 _ _ H2 lt leh).
Defined.
Lemma gaussian_elimination_width_0
{m n} (A : Matrix F m n) {eq0 : 0 = n}
: ∑ (B : Matrix F _ _), (@matrix_inverse F _ B)
× (is_row_echelon (B ** A)).
Proof.
exists (@identity_matrix F m).
use tpair. { apply identity_matrix_invertible. }
rewrite matlunax2.
apply is_row_echelon_nil_matrix; now rewrite eq0.
Defined.
The main theorem: Gaussian elimination over arbitrary fields
Theorem gaussian_elimination {m n} (A : Matrix F m n)
: ∑ (B : Matrix F _ _), (@matrix_inverse F _ B)
× (is_row_echelon (B ** A)).
Proof.
destruct (natchoice0 n) as [eq0 | gt].
{ now apply gaussian_elimination_width_0. }
exists (@gauss_clear_all_rows_as_left_matrix m n A gt).
use tpair. { apply gauss_clear_all_rows_matrix_invertible. }
rewrite gauss_clear_all_rows_as_matrix_eq; try assumption.
now apply gauss_clear_all_rows_inv3.
Defined.
End Gauss.
: ∑ (B : Matrix F _ _), (@matrix_inverse F _ B)
× (is_row_echelon (B ** A)).
Proof.
destruct (natchoice0 n) as [eq0 | gt].
{ now apply gaussian_elimination_width_0. }
exists (@gauss_clear_all_rows_as_left_matrix m n A gt).
use tpair. { apply gauss_clear_all_rows_matrix_invertible. }
rewrite gauss_clear_all_rows_as_matrix_eq; try assumption.
now apply gauss_clear_all_rows_inv3.
Defined.
End Gauss.
We now confirm that this fulfils the goal stated at the start of the file. But we do this as a duplicate, leaving the actual main theorem above with a transparent statement, for better searchability downstream.
Local Theorem gaussian_elimination_summary
: gaussian_elimination_stmt.
Proof.
intros F; apply gaussian_elimination.
Defined.
: gaussian_elimination_stmt.
Proof.
intros F; apply gaussian_elimination.
Defined.