TheoremBase

Toolkit for AL3

Routine facts used by the formal proofs of phase AL3 (real matrices, typed vocabulary): typed matrix and dot-product rules, class bookkeeping, vector-space extensionality and restricted operations, tuples and linear combinations, and quadratic forms in orthogonal coordinates.

Statement

In the setting of Euclidean Space and Real Matrices: Standing Notation (Algebra) and Linear Algebra: Standing Notation: for classes FF, DD, AA and BB, F∣DF|_{D} is the restriction of FF to DD, A×BA\times B the Cartesian product and A⊆BA\subseteq B the subclass relation. For predicative formulas φ(x)\varphi(x) and a class AA, {x:φ(x)}\{x:\varphi(x)\} and {x∈A:φ(x)}\{x\in A:\varphi(x)\} are formed by class abstraction and restricted class abstraction. For a set XX and n∈N0n\in\mathbb{N}_{0}, XnX^{n} is the set of nn-tuples in XX, with components xkx_{k}, and [n][n] is the segment {1,…,n}\{1,\dots,n\}. For a vector space EE over a field KK, αE:E×E→E\alpha_{E}:E\times E\to E and σE:K×E→E\sigma_{E}:K\times E\to E denote its addition and its scalar multiplication as maps (Vector Space over a Field (ix)).

Cyclicity of the trace. Let p,q∈Np,q\in\mathbb{N}, U∈Mp×q(R)U\in\mathcal{M}_{p\times q}(\mathbb{R}) and V∈Mq×p(R)V\in\mathcal{M}_{q\times p}(\mathbb{R}). Then tr⁡(UV)=tr⁡(VU)\operatorname{tr}(UV)=\operatorname{tr}(VU).

Associativity of the matrix product. Let m,n,p,q∈Nm,n,p,q\in\mathbb{N}, A∈Mm×n(R)A\in\mathcal{M}_{m\times n}(\mathbb{R}), B∈Mn×p(R)B\in\mathcal{M}_{n\times p}(\mathbb{R}) and C∈Mp×q(R)C\in\mathcal{M}_{p\times q}(\mathbb{R}). Then (AB)C=A(BC)(AB)C=A(BC).

The identity matrix on the left. Let n,p∈Nn,p\in\mathbb{N} and A∈Mn×p(R)A\in\mathcal{M}_{n\times p}(\mathbb{R}). Then InA=AI_{n}A=A.

Scalars in the second argument of the dot product. Let n∈Nn\in\mathbb{N}, x,y∈Rnx,y\in\mathbb{R}^{n} and t∈Rt\in\mathbb{R}. Then x⋅(ty)=t (x⋅y)x\cdot(ty)=t\,(x\cdot y).

The semidefinite ordering through the quadratic form. Let n∈Nn\in\mathbb{N} and let A,B∈Mn(R)A,B\in\mathcal{M}_{n}(\mathbb{R}). Then AA and BB satisfy the condition that defines A⪯BA\preceq B in The Positive Semidefinite Ordering on Symmetric Matrices (i) if and only if

z⋅(Az)≤z⋅(Bz)for every z∈Rn.z\cdot(Az)\le z\cdot(Bz)\qquad\text{for every }z\in\mathbb{R}^{n}.

Equal restricted abstractions. Let AA and BB be classes and let φ(x)\varphi(x) and ψ(x)\psi(x) be predicative formulas such that, for every set xx, x∈Ax\in A if and only if x∈Bx\in B, and, if x∈Ax\in A, φ(x)\varphi(x) if and only if ψ(x)\psi(x). Then {x∈A:φ(x)}={x∈B:ψ(x)}\{x\in A:\varphi(x)\}=\{x\in B:\psi(x)\}.

Equal abstractions. Let φ(x)\varphi(x) and ψ(x)\psi(x) be predicative formulas such that φ(s)\varphi(s) if and only if ψ(s)\psi(s), for every set ss. Then {x:φ(x)}={x:ψ(x)}\{x:\varphi(x)\}=\{x:\psi(x)\}.

Equality of vector spaces. Let KK be a field, and let EE and E′E' be vector spaces over KK with the same set of vectors, such that u+wu+w formed in EE equals u+wu+w formed in E′E' for all u,w∈Eu,w\in E, and λw\lambda w formed in EE equals λw\lambda w formed in E′E' for all λ∈K\lambda\in K and w∈Ew\in E. Then EE and E′E' are the same vector space.

A vector space formed from its own data. Let KK be a field, and let UU be a vector space over KK with set of vectors WW, addition aa and scalar multiplication ss. Then WW, with the addition aa and the scalar multiplication ss, satisfies the conditions of Vector Space over a Field (ix), and the vector space over KK it forms is UU.

Values of a map restricted on a product. Let RR, MM and SS be classes with S⊆MS\subseteq M, let s:R×M→Ms:R\times M\to M be a map, and let t∈Rt\in R and w∈Sw\in S. Then

(s∣R×S)((t,w))=s((t,w)).(s|_{R\times S})((t,w))=s((t,w)).

Operations of a space with restricted operations. Let KK be a field, let EE and UU be vector spaces over KK, and let W⊆EW\subseteq E be a class such that UU has set of vectors WW, addition αE∣W×W\alpha_{E}|_{W\times W} and scalar multiplication σE∣K×W\sigma_{E}|_{K\times W}. Then u+wu+w formed in UU equals u+wu+w formed in EE for all u,w∈Uu,w\in U, and λw\lambda w formed in UU equals λw\lambda w formed in EE for all λ∈K\lambda\in K and w∈Uw\in U.

Uniqueness of a space with restricted operations. Let KK be a field, let EE, UU and NN be vector spaces over KK, and let W⊆EW\subseteq E be a class such that UU has set of vectors WW, addition αE∣W×W\alpha_{E}|_{W\times W} and scalar multiplication σE∣K×W\sigma_{E}|_{K\times W}. Suppose that NN has set of vectors WW, that u+wu+w formed in NN equals u+wu+w formed in EE for all u,w∈Nu,w\in N, and that λw\lambda w formed in NN equals λw\lambda w formed in EE for all λ∈K\lambda\in K and w∈Nw\in N. Then N=UN=U.

Uniqueness of Rk\mathbb{R}^{k} as a real vector space. Let k∈Nk\in\mathbb{N}, and let EE and E′E' be real vector spaces whose set of vectors is Rk\mathbb{R}^{k}, whose sum of xx and yy is the sum x+yx+y of Rk\mathbb{R}^{k}, and whose scalar multiple of xx by tt is the scalar multiple txtx of Rk\mathbb{R}^{k}, for all x,y∈Rkx,y\in\mathbb{R}^{k} and t∈Rt\in\mathbb{R}. Then E=E′E=E'.

A larger number is not at most a smaller one. Let m,n∈N0m,n\in\mathbb{N}_{0} with m<nm<n. Then n≤mn\le m does not hold.

Splitting the segment [m+p][m+p]. Let m,p∈N0m,p\in\mathbb{N}_{0} and i∈[m+p]i\in[m+p]. Then i∈[m]i\in[m], or i=m+ji=m+j for some j∈[p]j\in[p].

Concatenation of tuples. Let XX be a set, let m,p∈N0m,p\in\mathbb{N}_{0}, and let u∈Xmu\in X^{m} and w∈Xpw\in X^{p}. Then there is c∈Xm+pc\in X^{m+p} with

ci=ui(i∈[m]),cm+j=wj(j∈[p]).c_{i}=u_{i}\quad(i\in[m]),\qquad c_{m+j}=w_{j}\quad(j\in[p]).

Linear combinations of a concatenation. Let KK be a field, let EE be a vector space over KK, let m,p∈N0m,p\in\mathbb{N}_{0}, let u∈Emu\in E^{m}, w∈Epw\in E^{p} and c∈Em+pc\in E^{m+p} with ci=uic_{i}=u_{i} for i∈[m]i\in[m] and cm+j=wjc_{m+j}=w_{j} for j∈[p]j\in[p], and let λ∈Km+p\lambda\in K^{m+p}. Then there are a∈Kma\in K^{m} and b∈Kpb\in K^{p} with ai=λia_{i}=\lambda_{i} for i∈[m]i\in[m] and bj=λm+jb_{j}=\lambda_{m+j} for j∈[p]j\in[p], and

∑k=1m+pλkck=∑i=1maiui+∑j=1pbjwj.\sum_{k=1}^{m+p}\lambda_{k}c_{k}=\sum_{i=1}^{m}a_{i}u_{i}+\sum_{j=1}^{p}b_{j}w_{j}.

Negatives of linear combinations. Let KK be a field, let EE be a vector space over KK, let n∈N0n\in\mathbb{N}_{0}, w∈Enw\in E^{n} and b∈Knb\in K^{n}. Then there is b′∈Knb'\in K^{n} with

∑i=1nbi′wi=−∑i=1nbiwi.\sum_{i=1}^{n}b'_{i}w_{i}=-\sum_{i=1}^{n}b_{i}w_{i}.

A summand of zero is a negative. Let KK be a field, let EE be a vector space over KK, and let x,y∈Ex,y\in E with x+y=0Ex+y=0_{E}. Then x=−yx=-y.

The zero vector on the left. Let KK be a field, let EE be a vector space over KK, and let y∈Ey\in E. Then 0E+y=y0_{E}+y=y.

Quadratic forms in orthogonal coordinates. Let n∈Nn\in\mathbb{N}, let Q∈O(n)Q\in\mathrm{O}(n), let c,ξ∈Rnc,\xi\in\mathbb{R}^{n}, and let η=Q⊤ξ\eta=Q^{\top}\xi. Then

ξ⋅(((Qdiag⁡(c))Q⊤)ξ)=∑k=1nckηk2.\xi\cdot\bigl(((Q\operatorname{diag}(c))Q^{\top})\xi\bigr)=\sum_{k=1}^{n}c_{k}\eta_{k}^{2}.

Norms in orthogonal coordinates. Let n∈Nn\in\mathbb{N}, let Q∈O(n)Q\in\mathrm{O}(n), let ξ∈Rn\xi\in\mathbb{R}^{n}, and let η=Q⊤ξ\eta=Q^{\top}\xi. Then

∥ξ∥2=∑k=1nηk2.\lVert\xi\rVert^{2}=\sum_{k=1}^{n}\eta_{k}^{2}.

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