Theory HOL-Analysis.Linear_Algebra

(*  Title:      HOL/Analysis/Linear_Algebra.thy
    Author:     Amine Chaieb, University of Cambridge
*)

section ‹Elementary Linear Algebra on Euclidean Spaces›

theory Linear_Algebra
imports
  Euclidean_Space
  "HOL-Library.Infinite_Set"
begin

lemma linear_simps:
  assumes "bounded_linear f"
  shows
    "f (a + b) = f a + f b"
    "f (a - b) = f a - f b"
    "f 0 = 0"
    "f (- a) = - f a"
    "f (s *⇩R v) = s *⇩R (f v)"
proof -
  interpret f: bounded_linear f by fact
  show "f (a + b) = f a + f b" by (rule f.add)
  show "f (a - b) = f a - f b" by (rule f.diff)
  show "f 0 = 0" by (rule f.zero)
  show "f (- a) = - f a" by (rule f.neg)
  show "f (s *⇩R v) = s *⇩R (f v)" by (rule f.scale)
qed

lemma finite_Atleast_Atmost_nat[simp]: "finite {f x |x. x ∈ (UNIV::'a::finite set)}"
  using finite finite_image_set by blast

lemma substdbasis_expansion_unique:
  includes inner_syntax
  assumes d: "d ⊆ Basis"
  shows "(∑i∈d. f i *⇩R i) = (x::'a::euclidean_space) ⟷
    (∀i∈Basis. (i ∈ d ⟶ f i = x ∙ i) ∧ (i ∉ d ⟶ x ∙ i = 0))"
proof -
  have *: "⋀x a b P. x * (if P then a else b) = (if P then x * a else x * b)"
    by auto
  have **: "finite d"
    by (auto intro: finite_subset[OF assms])
  have ***: "⋀i. i ∈ Basis ⟹ (∑i∈d. f i *⇩R i) ∙ i = (∑x∈d. if x = i then f x else 0)"
    using d
    by (auto intro!: sum.cong simp: inner_Basis inner_sum_left)
  show ?thesis
    unfolding euclidean_eq_iff[where 'a='a] by (auto simp: sum.delta[OF **] ***)
qed

lemma independent_substdbasis: "d ⊆ Basis ⟹ independent d"
  by (rule independent_mono[OF independent_Basis])

lemma subset_translation_eq [simp]:
    fixes a :: "'a::real_vector" shows "(+) a ` s ⊆ (+) a ` t ⟷ s ⊆ t"
  by auto

lemma translate_inj_on:
  fixes A :: "'a::ab_group_add set"
  shows "inj_on (λx. a + x) A"
  unfolding inj_on_def by auto

lemma translation_assoc:
  fixes a b :: "'a::ab_group_add"
  shows "(λx. b + x) ` ((λx. a + x) ` S) = (λx. (a + b) + x) ` S"
  by auto

lemma translation_invert:
  fixes a :: "'a::ab_group_add"
  assumes "(λx. a + x) ` A = (λx. a + x) ` B"
  shows "A = B"
  using assms translation_assoc by fastforce

lemma translation_galois:
  fixes a :: "'a::ab_group_add"
  shows "T = ((λx. a + x) ` S) ⟷ S = ((λx. (- a) + x) ` T)"
  by (metis add.right_inverse group_cancel.rule0 translation_invert translation_assoc)

lemma translation_inverse_subset:
  assumes "((λx. - a + x) ` V) ≤ (S :: 'n::ab_group_add set)"
  shows "V ≤ ((λx. a + x) ` S)"
  by (metis assms subset_image_iff translation_galois)

subsection✐‹tag unimportant› ‹More interesting properties of the norm›

unbundle inner_syntax

text‹Equality of vectors in terms of \<^term>‹(∙)› products.›

lemma linear_componentwise:
  fixes f:: "'a::euclidean_space ⇒ 'b::real_inner"
  assumes lf: "linear f"
  shows "(f x) ∙ j = (∑i∈Basis. (x∙i) * (f i∙j))" (is "?lhs = ?rhs")
proof -
  interpret linear f by fact
  have "?rhs = (∑i∈Basis. (x∙i) *⇩R (f i))∙j"
    by (simp add: inner_sum_left)
  then show ?thesis
    by (simp add: euclidean_representation sum[symmetric] scale[symmetric])
qed

lemma vector_eq: "x = y ⟷ x ∙ x = x ∙ y ∧ y ∙ y = x ∙ x"
  by (metis (no_types, opaque_lifting) inner_commute inner_diff_right inner_eq_zero_iff right_minus_eq)

lemma norm_triangle_half_r:
  "norm (y - x1) < e/2 ⟹ norm (y - x2) < e/2 ⟹ norm (x1 - x2) < e"
  using dist_triangle_half_r unfolding dist_norm[symmetric] by auto

lemma norm_triangle_half_l:
  assumes "norm (x - y) < e/2" and "norm (x' - y) < e/2"
  shows "norm (x - x') < e"
  by (metis assms dist_norm dist_triangle_half_l)

lemma abs_triangle_half_r:
  fixes y :: "'a::linordered_field"
  shows "abs (y - x1) < e/2 ⟹ abs (y - x2) < e/2 ⟹ abs (x1 - x2) < e"
  by linarith

lemma abs_triangle_half_l:
  fixes y :: "'a::linordered_field"
  assumes "abs (x - y) < e/2" and "abs (x' - y) < e/2"
  shows "abs (x - x') < e"
  using assms by linarith

lemma sum_clauses:
  shows "sum f {} = 0"
    and "finite S ⟹ sum f (insert x S) = (if x ∈ S then sum f S else f x + sum f S)"
  by (auto simp add: insert_absorb)

lemma vector_eq_ldot: "(∀x. x ∙ y = x ∙ z) ⟷ y = z" and vector_eq_rdot: "(∀z. x ∙ z = y ∙ z) ⟷ x = y"
  by (metis inner_commute vector_eq)+

subsection ‹Substandard Basis›

lemma ex_card:
  assumes "n ≤ card A"
  shows "∃S⊆A. card S = n"
  by (meson assms obtain_subset_with_card_n)

lemma subspace_substandard: "subspace {x::'a::euclidean_space. (∀i∈Basis. P i ⟶ x∙i = 0)}"
  by (auto simp: subspace_def inner_add_left)

lemma dim_substandard:
  assumes d: "d ⊆ Basis"
  shows "dim {x::'a::euclidean_space. ∀i∈Basis. i ∉ d ⟶ x∙i = 0} = card d" (is "dim ?A = _")
proof (rule dim_unique)
  from d show "d ⊆ ?A"
    by (auto simp: inner_Basis)
  from d show "independent d"
    by (rule independent_mono [OF independent_Basis])
  have "x ∈ span d" if "∀i∈Basis. i ∉ d ⟶ x ∙ i = 0" for x
  proof -
    have "finite d"
      by (rule finite_subset [OF d finite_Basis])
    then have "(∑i∈d. (x ∙ i) *⇩R i) ∈ span d"
      by (simp add: span_sum span_clauses)
    also have "(∑i∈d. (x ∙ i) *⇩R i) = (∑i∈Basis. (x ∙ i) *⇩R i)"
      by (rule sum.mono_neutral_cong_left [OF finite_Basis d]) (auto simp: that)
    finally show "x ∈ span d"
      by (simp only: euclidean_representation)
  qed
  then show "?A ⊆ span d" by auto
qed simp


subsection ‹Orthogonality›

definition✐‹tag important› (in real_inner) "orthogonal x y ⟷ x ∙ y = 0"

context real_inner
begin

lemma orthogonal_self: "orthogonal x x ⟷ x = 0"
  by (simp add: orthogonal_def)

lemma orthogonal_clauses:
  "orthogonal a 0"
  "orthogonal a x ⟹ orthogonal a (c *⇩R x)"
  "orthogonal a x ⟹ orthogonal a (- x)"
  "orthogonal a x ⟹ orthogonal a y ⟹ orthogonal a (x + y)"
  "orthogonal a x ⟹ orthogonal a y ⟹ orthogonal a (x - y)"
  "orthogonal 0 a"
  "orthogonal x a ⟹ orthogonal (c *⇩R x) a"
  "orthogonal x a ⟹ orthogonal (- x) a"
  "orthogonal x a ⟹ orthogonal y a ⟹ orthogonal (x + y) a"
  "orthogonal x a ⟹ orthogonal y a ⟹ orthogonal (x - y) a"
  unfolding orthogonal_def inner_add inner_diff by auto

end

lemma orthogonal_commute: "orthogonal x y ⟷ orthogonal y x"
  by (simp add: orthogonal_def inner_commute)

lemma orthogonal_scaleR [simp]: "c ≠ 0 ⟹ orthogonal (c *⇩R x) = orthogonal x"
  by (rule ext) (simp add: orthogonal_def)

lemma pairwise_ortho_scaleR:
    "pairwise (λi j. orthogonal (f i) (g j)) B
    ⟹ pairwise (λi j. orthogonal (a i *⇩R f i) (a j *⇩R g j)) B"
  by (auto simp: pairwise_def orthogonal_clauses)

lemma orthogonal_rvsum:
    "⟦finite s; ⋀y. y ∈ s ⟹ orthogonal x (f y)⟧ ⟹ orthogonal x (sum f s)"
  by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)

lemma orthogonal_lvsum:
    "⟦finite s; ⋀x. x ∈ s ⟹ orthogonal (f x) y⟧ ⟹ orthogonal (sum f s) y"
  by (induction s rule: finite_induct) (auto simp: orthogonal_clauses)

lemma norm_add_Pythagorean:
  assumes "orthogonal a b"
    shows "(norm (a + b))⇧2 = (norm a)⇧2 + (norm b)⇧2"
proof -
  from assms have "(a - (0 - b)) ∙ (a - (0 - b)) = a ∙ a - (0 - b ∙ b)"
    by (simp add: algebra_simps orthogonal_def inner_commute)
  then show ?thesis
    by (simp add: power2_norm_eq_inner)
qed

lemma norm_sum_Pythagorean:
  assumes "finite I" "pairwise (λi j. orthogonal (f i) (f j)) I"
    shows "(norm (sum f I))⇧2 = (∑i∈I. (norm (f i))⇧2)"
using assms
proof (induction I rule: finite_induct)
  case empty then show ?case by simp
next
  case (insert x I)
  then have "orthogonal (f x) (sum f I)"
    by (metis pairwise_insert orthogonal_rvsum)
  with insert show ?case
    by (simp add: pairwise_insert norm_add_Pythagorean)
qed


subsection  ‹Orthogonality of a transformation›

definition✐‹tag important›  "orthogonal_transformation f ⟷ linear f ∧ (∀v w. f v ∙ f w = v ∙ w)"

lemma✐‹tag unimportant›  orthogonal_transformation:
  "orthogonal_transformation f ⟷ linear f ∧ (∀v. norm (f v) = norm v)"
  by (smt (verit, ccfv_threshold) dot_norm linear_add norm_eq_sqrt_inner orthogonal_transformation_def)

lemma✐‹tag unimportant›  orthogonal_transformation_id [simp]: "orthogonal_transformation (λx. x)"
  by (simp add: linear_iff orthogonal_transformation_def)

lemma✐‹tag unimportant›  orthogonal_orthogonal_transformation:
    "orthogonal_transformation f ⟹ orthogonal (f x) (f y) ⟷ orthogonal x y"
  by (simp add: orthogonal_def orthogonal_transformation_def)

lemma✐‹tag unimportant›  orthogonal_transformation_compose:
   "⟦orthogonal_transformation f; orthogonal_transformation g⟧ ⟹ orthogonal_transformation(f ∘ g)"
  by (auto simp: orthogonal_transformation_def linear_compose)

lemma✐‹tag unimportant›  orthogonal_transformation_neg:
  "orthogonal_transformation(λx. -(f x)) ⟷ orthogonal_transformation f"
  by (auto simp: orthogonal_transformation_def dest: linear_compose_neg)

lemma✐‹tag unimportant›  orthogonal_transformation_scaleR: "orthogonal_transformation f ⟹ f (c *⇩R v) = c *⇩R f v"
  by (simp add: linear_iff orthogonal_transformation_def)

lemma✐‹tag unimportant›  orthogonal_transformation_linear:
   "orthogonal_transformation f ⟹ linear f"
  by (simp add: orthogonal_transformation_def)

lemma✐‹tag unimportant›  orthogonal_transformation_inj:
  "orthogonal_transformation f ⟹ inj f"
  unfolding orthogonal_transformation_def inj_on_def
  by (metis vector_eq)

lemma✐‹tag unimportant›  orthogonal_transformation_surj:
  "orthogonal_transformation f ⟹ surj f"
  for f :: "'a::euclidean_space ⇒ 'a::euclidean_space"
  by (simp add: linear_injective_imp_surjective orthogonal_transformation_inj orthogonal_transformation_linear)

lemma✐‹tag unimportant›  orthogonal_transformation_bij:
  "orthogonal_transformation f ⟹ bij f"
  for f :: "'a::euclidean_space ⇒ 'a::euclidean_space"
  by (simp add: bij_def orthogonal_transformation_inj orthogonal_transformation_surj)

lemma✐‹tag unimportant›  orthogonal_transformation_inv:
  "orthogonal_transformation f ⟹ orthogonal_transformation (inv f)"
  for f :: "'a::euclidean_space ⇒ 'a::euclidean_space"
  by (metis (no_types, opaque_lifting) bijection.inv_right bijection_def inj_linear_imp_inv_linear orthogonal_transformation orthogonal_transformation_bij orthogonal_transformation_inj)

lemma✐‹tag unimportant›  orthogonal_transformation_norm:
  "orthogonal_transformation f ⟹ norm (f x) = norm x"
  by (metis orthogonal_transformation)


subsection ‹Bilinear functions›

definition✐‹tag important›
bilinear :: "('a::real_vector ⇒ 'b::real_vector ⇒ 'c::real_vector) ⇒ bool" where
"bilinear f ⟷ (∀x. linear (λy. f x y)) ∧ (∀y. linear (λx. f x y))"

lemma bilinear_ladd: "bilinear h ⟹ h (x + y) z = h x z + h y z"
  by (simp add: bilinear_def linear_iff)

lemma bilinear_radd: "bilinear h ⟹ h x (y + z) = h x y + h x z"
  by (simp add: bilinear_def linear_iff)

lemma bilinear_times:
  fixes c::"'a::real_algebra" shows "bilinear (λx y::'a. x*y)"
  by (auto simp: bilinear_def distrib_left distrib_right intro!: linearI)

lemma bilinear_lmul: "bilinear h ⟹ h (c *⇩R x) y = c *⇩R h x y"
  by (simp add: bilinear_def linear_iff)

lemma bilinear_rmul: "bilinear h ⟹ h x (c *⇩R y) = c *⇩R h x y"
  by (simp add: bilinear_def linear_iff)

lemma bilinear_lneg: "bilinear h ⟹ h (- x) y = - h x y"
  by (drule bilinear_lmul [of _ "- 1"]) simp

lemma bilinear_rneg: "bilinear h ⟹ h x (- y) = - h x y"
  by (drule bilinear_rmul [of _ _ "- 1"]) simp

lemma (in ab_group_add) eq_add_iff: "x = x + y ⟷ y = 0"
  using add_left_imp_eq[of x y 0] by auto

lemma bilinear_lzero:
  assumes "bilinear h"
  shows "h 0 x = 0"
  using bilinear_ladd [OF assms, of 0 0 x] by (simp add: eq_add_iff field_simps)

lemma bilinear_rzero:
  assumes "bilinear h"
  shows "h x 0 = 0"
  using bilinear_radd [OF assms, of x 0 0 ] by (simp add: eq_add_iff field_simps)

lemma bilinear_lsub: "bilinear h ⟹ h (x - y) z = h x z - h y z"
  using bilinear_ladd [of h x "- y"] by (simp add: bilinear_lneg)

lemma bilinear_rsub: "bilinear h ⟹ h z (x - y) = h z x - h z y"
  using bilinear_radd [of h _ x "- y"] by (simp add: bilinear_rneg)

lemma bilinear_sum:
  assumes "bilinear h"
  shows "h (sum f S) (sum g T) = sum (λ(i,j). h (f i) (g j)) (S × T) "
proof -
  interpret l: linear "λx. h x y" for y using assms by (simp add: bilinear_def)
  interpret r: linear "λy. h x y" for x using assms by (simp add: bilinear_def)
  have "h (sum f S) (sum g T) = sum (λx. h (f x) (sum g T)) S"
    by (simp add: l.sum)
  also have "… = sum (λx. sum (λy. h (f x) (g y)) T) S"
    by (rule sum.cong) (simp_all add: r.sum)
  finally show ?thesis
    unfolding sum.cartesian_product .
qed


subsection ‹Adjoints›

definition✐‹tag important› adjoint :: "(('a::real_inner) ⇒ ('b::real_inner)) ⇒ 'b ⇒ 'a" where
"adjoint f = (SOME f'. ∀x y. f x ∙ y = x ∙ f' y)"

lemma adjoint_unique:
  assumes "∀x y. inner (f x) y = inner x (g y)"
  shows "adjoint f = g"
  unfolding adjoint_def
proof (rule some_equality)
  show "∀x y. inner (f x) y = inner x (g y)"
    by (rule assms)
next
  fix h
  assume "∀x y. inner (f x) y = inner x (h y)"
  then show "h = g"
    by (metis assms ext vector_eq_ldot) 
qed

text ‹TODO: The following lemmas about adjoints should hold for any
  Hilbert space (i.e. complete inner product space).
  (see 🌐‹https://en.wikipedia.org/wiki/Hermitian_adjoint›)
›

lemma adjoint_works:
  fixes f :: "'n::euclidean_space ⇒ 'm::euclidean_space"
  assumes lf: "linear f"
  shows "x ∙ adjoint f y = f x ∙ y"
proof -
  interpret linear f by fact
  have "∀y. ∃w. ∀x. f x ∙ y = x ∙ w"
  proof (intro allI exI)
    fix y :: "'m" and x
    let ?w = "(∑i∈Basis. (f i ∙ y) *⇩R i) :: 'n"
    have "f x ∙ y = f (∑i∈Basis. (x ∙ i) *⇩R i) ∙ y"
      by (simp add: euclidean_representation)
    also have "… = (∑i∈Basis. (x ∙ i) *⇩R f i) ∙ y"
      by (simp add: sum scale)
    finally show "f x ∙ y = x ∙ ?w"
      by (simp add: inner_sum_left inner_sum_right mult.commute)
  qed
  then show ?thesis
    unfolding adjoint_def choice_iff
    by (intro someI2_ex[where Q="λf'. x ∙ f' y = f x ∙ y"]) auto
qed

lemma adjoint_clauses:
  fixes f :: "'n::euclidean_space ⇒ 'm::euclidean_space"
  assumes lf: "linear f"
  shows "x ∙ adjoint f y = f x ∙ y"
    and "adjoint f y ∙ x = y ∙ f x"
  by (simp_all add: adjoint_works[OF lf] inner_commute)

lemma adjoint_linear:
  fixes f :: "'n::euclidean_space ⇒ 'm::euclidean_space"
  assumes lf: "linear f"
  shows "linear (adjoint f)"
  by (simp add: lf linear_iff euclidean_eq_iff[where 'a='n] euclidean_eq_iff[where 'a='m]
    adjoint_clauses[OF lf] inner_distrib)

lemma adjoint_adjoint:
  fixes f :: "'n::euclidean_space ⇒ 'm::euclidean_space"
  assumes lf: "linear f"
  shows "adjoint (adjoint f) = f"
  by (rule adjoint_unique, simp add: adjoint_clauses [OF lf])


subsection✐‹tag unimportant› ‹Euclidean Spaces as Typeclass›

lemma independent_Basis: "independent Basis"
  by (rule independent_Basis)

lemma span_Basis [simp]: "span Basis = UNIV"
  by (rule span_Basis)

lemma in_span_Basis: "x ∈ span Basis"
  unfolding span_Basis ..


subsection✐‹tag unimportant› ‹Linearity and Bilinearity continued›

lemma linear_bounded:
  fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
  assumes lf: "linear f"
  shows "∃B. ∀x. norm (f x) ≤ B * norm x"
proof
  interpret linear f by fact
  let ?B = "∑b∈Basis. norm (f b)"
  show "∀x. norm (f x) ≤ ?B * norm x"
  proof
    fix x :: 'a
    let ?g = "λb. (x ∙ b) *⇩R f b"
    have "norm (f x) = norm (f (∑b∈Basis. (x ∙ b) *⇩R b))"
      unfolding euclidean_representation ..
    also have "… = norm (sum ?g Basis)"
      by (simp add: sum scale)
    finally have th0: "norm (f x) = norm (sum ?g Basis)" .
    have th: "norm (?g i) ≤ norm (f i) * norm x" if "i ∈ Basis" for i
    proof -
      from Basis_le_norm[OF that, of x]
      show "norm (?g i) ≤ norm (f i) * norm x"
        unfolding norm_scaleR by (metis mult.commute mult_left_mono norm_ge_zero)
    qed
    from sum_norm_le[of _ ?g, OF th]
    show "norm (f x) ≤ ?B * norm x"
      by (simp add: sum_distrib_right th0)
  qed
qed

lemma linear_conv_bounded_linear:
  fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
  shows "linear f ⟷ bounded_linear f"
  by (metis mult.commute bounded_linear_axioms.intro bounded_linear_def linear_bounded)

lemmas linear_linear = linear_conv_bounded_linear[symmetric]

lemma inj_linear_imp_inv_bounded_linear:
  fixes f::"'a::euclidean_space ⇒ 'a"
  shows "⟦bounded_linear f; inj f⟧ ⟹ bounded_linear (inv f)"
  by (simp add: inj_linear_imp_inv_linear linear_linear)

lemma linear_bounded_pos:
  fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
  assumes lf: "linear f"
 obtains B where "B > 0" "⋀x. norm (f x) ≤ B * norm x"
  by (metis bounded_linear.pos_bounded lf linear_linear mult.commute)

lemma linear_invertible_bounded_below_pos:
  fixes f :: "'a::real_normed_vector ⇒ 'b::euclidean_space"
  assumes "linear f" "linear g" and gf: "g ∘ f = id"
  obtains B where "B > 0" "⋀x. B * norm x ≤ norm(f x)"
proof -
  obtain B where "B > 0" and B: "⋀x. norm (g x) ≤ B * norm x"
    using linear_bounded_pos [OF ‹linear g›] by blast
  show thesis
  proof
    show "0 < 1/B"
      by (simp add: ‹B > 0›)
    show "1/B * norm x ≤ norm (f x)" for x
      by (smt (verit, ccfv_SIG) B ‹0 < B› gf comp_apply divide_inverse id_apply inverse_eq_divide 
              less_divide_eq mult.commute)
  qed
qed

lemma linear_inj_bounded_below_pos:
  fixes f :: "'a::real_normed_vector ⇒ 'b::euclidean_space"
  assumes "linear f" "inj f"
  obtains B where "B > 0" "⋀x. B * norm x ≤ norm(f x)"
  using linear_injective_left_inverse [OF assms]
    linear_invertible_bounded_below_pos assms by blast

lemma bounded_linearI':
  fixes f ::"'a::euclidean_space ⇒ 'b::real_normed_vector"
  assumes "⋀x y. f (x + y) = f x + f y"
    and "⋀c x. f (c *⇩R x) = c *⇩R f x"
  shows "bounded_linear f"
  using assms linearI linear_conv_bounded_linear by blast

lemma bilinear_bounded:
  fixes h :: "'m::euclidean_space ⇒ 'n::euclidean_space ⇒ 'k::real_normed_vector"
  assumes bh: "bilinear h"
  shows "∃B. ∀x y. norm (h x y) ≤ B * norm x * norm y"
proof (clarify intro!: exI[of _ "∑i∈Basis. ∑j∈Basis. norm (h i j)"])
  fix x :: 'm
  fix y :: 'n
  have "norm (h x y) = norm (h (sum (λi. (x ∙ i) *⇩R i) Basis) (sum (λi. (y ∙ i) *⇩R i) Basis))"
    by (simp add: euclidean_representation)
  also have "… = norm (sum (λ (i,j). h ((x ∙ i) *⇩R i) ((y ∙ j) *⇩R j)) (Basis × Basis))"
    unfolding bilinear_sum[OF bh] ..
  finally have th: "norm (h x y) = …" .
  have "⋀i j. ⟦i ∈ Basis; j ∈ Basis⟧
           ⟹ ¦x ∙ i¦ * (¦y ∙ j¦ * norm (h i j)) ≤ norm x * (norm y * norm (h i j))"
    by (auto simp add: zero_le_mult_iff Basis_le_norm mult_mono)
  then show "norm (h x y) ≤ (∑i∈Basis. ∑j∈Basis. norm (h i j)) * norm x * norm y"
    unfolding sum_distrib_right th sum.cartesian_product
    by (clarsimp simp add: bilinear_rmul[OF bh] bilinear_lmul[OF bh]
      field_simps simp del: scaleR_scaleR intro!: sum_norm_le)
qed

lemma bilinear_conv_bounded_bilinear:
  fixes h :: "'a::euclidean_space ⇒ 'b::euclidean_space ⇒ 'c::real_normed_vector"
  shows "bilinear h ⟷ bounded_bilinear h"
proof
  assume "bilinear h"
  show "bounded_bilinear h"
  proof
    fix x y z
    show "h (x + y) z = h x z + h y z"
      using ‹bilinear h› unfolding bilinear_def linear_iff by simp
  next
    fix x y z
    show "h x (y + z) = h x y + h x z"
      using ‹bilinear h› unfolding bilinear_def linear_iff by simp
  next
    show "h (scaleR r x) y = scaleR r (h x y)" "h x (scaleR r y) = scaleR r (h x y)" for r x y
      using ‹bilinear h› unfolding bilinear_def linear_iff
      by simp_all
  next
    have "∃B. ∀x y. norm (h x y) ≤ B * norm x * norm y"
      using ‹bilinear h› by (rule bilinear_bounded)
    then show "∃K. ∀x y. norm (h x y) ≤ norm x * norm y * K"
      by (simp add: ac_simps)
  qed
next
  assume "bounded_bilinear h"
  then interpret h: bounded_bilinear h .
  show "bilinear h"
    unfolding bilinear_def linear_conv_bounded_linear
    using h.bounded_linear_left h.bounded_linear_right by simp
qed

lemma bilinear_bounded_pos:
  fixes h :: "'a::euclidean_space ⇒ 'b::euclidean_space ⇒ 'c::real_normed_vector"
  assumes bh: "bilinear h"
  shows "∃B > 0. ∀x y. norm (h x y) ≤ B * norm x * norm y"
  by (metis mult.assoc bh bilinear_conv_bounded_bilinear bounded_bilinear.pos_bounded mult.commute)

lemma bounded_linear_imp_has_derivative: 
  "bounded_linear f ⟹ (f has_derivative f) net"
  by (auto simp add: has_derivative_def linear_diff linear_linear linear_def
      dest: bounded_linear.linear)

lemma linear_imp_has_derivative:
  fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
  shows "linear f ⟹ (f has_derivative f) net"
  by (simp add: bounded_linear_imp_has_derivative linear_conv_bounded_linear)

lemma bounded_linear_imp_differentiable: "bounded_linear f ⟹ f differentiable net"
  using bounded_linear_imp_has_derivative differentiable_def by blast

lemma linear_imp_differentiable:
  fixes f :: "'a::euclidean_space ⇒ 'b::real_normed_vector"
  shows "linear f ⟹ f differentiable net"
  by (metis linear_imp_has_derivative differentiable_def)

lemma of_real_differentiable [simp,derivative_intros]: "of_real differentiable F"
  by (simp add: bounded_linear_imp_differentiable bounded_linear_of_real)


subsection✐‹tag unimportant› ‹We continue›

lemma independent_bound:
  fixes S :: "'a::euclidean_space set"
  shows "independent S ⟹ finite S ∧ card S ≤ DIM('a)"
  by (metis dim_subset_UNIV finiteI_independent dim_span_eq_card_independent)

lemmas independent_imp_finite = finiteI_independent

corollary✐‹tag unimportant› independent_card_le:
  fixes S :: "'a::euclidean_space set"
  assumes "independent S"
  shows "card S ≤ DIM('a)"
  using assms independent_bound by auto

lemma dependent_biggerset:
  fixes S :: "'a::euclidean_space set"
  shows "(finite S ⟹ card S > DIM('a)) ⟹ dependent S"
  by (metis independent_bound not_less)

text ‹Picking an orthogonal replacement for a spanning set.›

lemma vector_sub_project_orthogonal:
  fixes b x :: "'a::euclidean_space"
  shows "b ∙ (x - ((b ∙ x) / (b ∙ b)) *⇩R b) = 0"
  unfolding inner_simps by auto

lemma pairwise_orthogonal_insert:
  assumes "pairwise orthogonal S"
    and "⋀y. y ∈ S ⟹ orthogonal x y"
  shows "pairwise orthogonal (insert x S)"
  using assms by (auto simp: pairwise_def orthogonal_commute)

lemma basis_orthogonal:
  fixes B :: "'a::real_inner set"
  assumes fB: "finite B"
  shows "∃C. finite C ∧ card C ≤ card B ∧ span C = span B ∧ pairwise orthogonal C"
  (is " ∃C. ?P B C")
  using fB
proof (induct rule: finite_induct)
  case empty
  then show ?case
    using pairwise_empty by blast
next
  case (insert a B)
  note fB = ‹finite B› and aB = ‹a ∉ B›
  from ‹∃C. finite C ∧ card C ≤ card B ∧ span C = span B ∧ pairwise orthogonal C›
  obtain C where C: "finite C" "card C ≤ card B"
    "span C = span B" "pairwise orthogonal C" by blast
  let ?a = "a - sum (λx. (x ∙ a / (x ∙ x)) *⇩R x) C"
  let ?C = "insert ?a C"
  from C(1) have fC: "finite ?C"
    by simp
  have cC: "card ?C ≤ card (insert a B)"
    using C aB card_insert_if local.insert(1) by fastforce
  {
    fix x k
    have th0: "⋀(a::'a) b c. a - (b - c) = c + (a - b)"
      by (simp add: field_simps)
    have "x - k *⇩R (a - (∑x∈C. (x ∙ a / (x ∙ x)) *⇩R x)) ∈ span C ⟷ x - k *⇩R a ∈ span C"
      unfolding scaleR_right_diff_distrib th0
      by (intro span_add_eq span_scale span_sum span_base)
  }
  then have SC: "span ?C = span (insert a B)"
    unfolding set_eq_iff span_breakdown_eq C(3)[symmetric] by auto
  {
    fix y
    assume yC: "y ∈ C"
    then have Cy: "C = insert y (C - {y})"
      by blast
    have fth: "finite (C - {y})"
      using C by simp
    have "y ≠ 0 ⟹ ∀x∈C - {y}. x ∙ a * (x ∙ y) / (x ∙ x) = 0"
      using ‹pairwise orthogonal C›
      by (metis Cy DiffE div_0 insertCI mult_zero_right orthogonal_def pairwise_insert)
    then have "orthogonal ?a y"
      unfolding orthogonal_def
      unfolding inner_diff inner_sum_left right_minus_eq
      unfolding sum.remove [OF ‹finite C› ‹y ∈ C›]
      by (auto simp add: sum.neutral inner_commute[of y a])
  }
  with ‹pairwise orthogonal C› have CPO: "pairwise orthogonal ?C"
    by (rule pairwise_orthogonal_insert)
  from fC cC SC CPO have "?P (insert a B) ?C"
    by blast
  then show ?case by blast
qed

lemma orthogonal_basis_exists:
  fixes V :: "('a::euclidean_space) set"
  shows "∃B. independent B ∧ B ⊆ span V ∧ V ⊆ span B ∧ (card B = dim V) ∧ pairwise orthogonal B"
proof -
  from basis_exists[of V] obtain B where
    B: "B ⊆ V" "independent B" "V ⊆ span B" "card B = dim V"
    by force
  from B have fB: "finite B" "card B = dim V"
    using independent_bound by auto
  from basis_orthogonal[OF fB(1)] obtain C where
    C: "finite C" "card C ≤ card B" "span C = span B" "pairwise orthogonal C"
    by blast
  from C B have CSV: "C ⊆ span V"
    by (metis span_superset span_mono subset_trans)
  from span_mono[OF B(3)] C have SVC: "span V ⊆ span C"
    by (simp add: span_span)
  from C fB have "card C ≤ dim V"
    by simp
  moreover have "dim V ≤ card C"
    using span_card_ge_dim[OF CSV SVC C(1)]
    by simp
  ultimately have "card C = dim V"
    using C(1) by simp
  with C B CSV show ?thesis
    by (metis SVC card_eq_dim dim_span)
qed

text ‹Low-dimensional subset is in a hyperplane (weak orthogonal complement).›

lemma span_not_UNIV_orthogonal:
  fixes S :: "'a::euclidean_space set"
  assumes sU: "span S ≠ UNIV"
  shows "∃a::'a. a ≠ 0 ∧ (∀x ∈ span S. a ∙ x = 0)"
proof -
  from sU obtain a where a: "a ∉ span S"
    by blast
  from orthogonal_basis_exists obtain B where
    B: "independent B" "B ⊆ span S" "S ⊆ span B" "card B = dim S" "pairwise orthogonal B"
    by blast
  from B have fB: "finite B" "card B = dim S"
    using independent_bound by auto
  have sSB: "span S = span B"
    by (simp add: B span_eq)
  let ?a = "a - sum (λb. (a ∙ b / (b ∙ b)) *⇩R b) B"
  have "sum (λb. (a ∙ b / (b ∙ b)) *⇩R b) B ∈ span S"
    by (simp add: sSB span_base span_mul span_sum)
  with a have a0:"?a  ≠ 0"
    by auto
  have "?a ∙ x = 0" if "x∈span B" for x
  proof (rule span_induct [OF that])
    show "subspace {x. ?a ∙ x = 0}"
      by (auto simp add: subspace_def inner_add)
  next
    {
      fix x
      assume x: "x ∈ B"
      from x have B': "B = insert x (B - {x})"
        by blast
      have fth: "finite (B - {x})"
        using fB by simp
      have "(∑b∈B - {x}. a ∙ b * (b ∙ x) / (b ∙ b)) = 0" if "x ≠ 0"
        by (smt (verit) B' B(5) DiffD2 divide_eq_0_iff inner_real_def inner_zero_right insertCI orthogonal_def pairwise_insert sum.neutral)
      then have "?a ∙ x = 0"
        apply (subst B')
        using fB fth
        unfolding sum_clauses(2)[OF fth]
        by (auto simp add: inner_add_left inner_diff_left inner_sum_left)
    }
    then show "?a ∙ x = 0" if "x ∈ B" for x
      using that by blast
    qed
  with a0 sSB show ?thesis
    by blast
qed

lemma span_not_univ_subset_hyperplane:
  fixes S :: "'a::euclidean_space set"
  assumes SU: "span S ≠ UNIV"
  shows "∃ a. a ≠0 ∧ span S ⊆ {x. a ∙ x = 0}"
  using span_not_UNIV_orthogonal[OF SU] by auto

lemma lowdim_subset_hyperplane:
  fixes S :: "'a::euclidean_space set"
  assumes d: "dim S < DIM('a)"
  shows "∃a::'a. a ≠ 0 ∧ span S ⊆ {x. a ∙ x = 0}"
  using d dim_eq_full nless_le span_not_univ_subset_hyperplane by blast

lemma linear_eq_stdbasis:
  fixes f :: "'a::euclidean_space ⇒ _"
  assumes lf: "linear f"
    and lg: "linear g"
    and fg: "⋀b. b ∈ Basis ⟹ f b = g b"
  shows "f = g"
  using linear_eq_on_span[OF lf lg, of Basis] fg by auto


text ‹Similar results for bilinear functions.›

lemma bilinear_eq:
  assumes bf: "bilinear f"
    and bg: "bilinear g"
    and SB: "S ⊆ span B"
    and TC: "T ⊆ span C"
    and "x∈S" "y∈T"
    and fg: "⋀x y. ⟦x ∈ B; y∈ C⟧ ⟹ f x y = g x y"
  shows "f x y = g x y"
proof -
  let ?P = "{x. ∀y∈ span C. f x y = g x y}"
  from bf bg have sp: "subspace ?P"
    unfolding bilinear_def linear_iff subspace_def bf bg
    by (auto simp add: span_zero bilinear_lzero[OF bf] bilinear_lzero[OF bg]
        span_add Ball_def
      intro: bilinear_ladd[OF bf])
  have sfg: "⋀x. x ∈ B ⟹ subspace {a. f x a = g x a}"
    by (auto simp: subspace_def bf bg bilinear_rzero bilinear_radd bilinear_rmul)
  have "∀y∈ span C. f x y = g x y" if "x ∈ span B" for x
    using span_induct [OF that sp] fg sfg span_induct by blast
  then show ?thesis
    using SB TC assms by auto
qed

lemma bilinear_eq_stdbasis:
  fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space ⇒ _"
  assumes bf: "bilinear f"
    and bg: "bilinear g"
    and fg: "⋀i j. i ∈ Basis ⟹ j ∈ Basis ⟹ f i j = g i j"
  shows "f = g"
  using bilinear_eq[OF bf bg equalityD2[OF span_Basis] equalityD2[OF span_Basis]] fg by blast


subsection ‹Infinity norm›

definition✐‹tag important› "infnorm (x::'a::euclidean_space) = Sup {¦x ∙ b¦ |b. b ∈ Basis}"

lemma infnorm_set_image:
  fixes x :: "'a::euclidean_space"
  shows "{¦x ∙ i¦ |i. i ∈ Basis} = (λi. ¦x ∙ i¦) ` Basis"
  by blast

lemma infnorm_Max:
  fixes x :: "'a::euclidean_space"
  shows "infnorm x = Max ((λi. ¦x ∙ i¦) ` Basis)"
  by (simp add: infnorm_def infnorm_set_image cSup_eq_Max)

lemma infnorm_set_lemma:
  fixes x :: "'a::euclidean_space"
  shows "finite {¦x ∙ i¦ |i. i ∈ Basis}"
    and "{¦x ∙ i¦ |i. i ∈ Basis} ≠ {}"
  unfolding infnorm_set_image by auto

lemma infnorm_pos_le:
  fixes x :: "'a::euclidean_space"
  shows "0 ≤ infnorm x"
  by (simp add: infnorm_Max Max_ge_iff ex_in_conv)

lemma infnorm_triangle:
  fixes x :: "'a::euclidean_space"
  shows "infnorm (x + y) ≤ infnorm x + infnorm y"
proof -
  have *: "⋀a b c d :: real. ¦a¦ ≤ c ⟹ ¦b¦ ≤ d ⟹ ¦a + b¦ ≤ c + d"
    by simp
  show ?thesis
    by (auto simp: infnorm_Max inner_add_left intro!: *)
qed

lemma infnorm_eq_0:
  fixes x :: "'a::euclidean_space"
  shows "infnorm x = 0 ⟷ x = 0"
proof -
  have "infnorm x ≤ 0 ⟷ x = 0"
    unfolding infnorm_Max by (simp add: euclidean_all_zero_iff)
  then show ?thesis
    using infnorm_pos_le[of x] by simp
qed

lemma infnorm_0: "infnorm 0 = 0"
  by (simp add: infnorm_eq_0)

lemma infnorm_neg: "infnorm (- x) = infnorm x"
  unfolding infnorm_def by simp

lemma infnorm_sub: "infnorm (x - y) = infnorm (y - x)"
  by (metis infnorm_neg minus_diff_eq)

lemma absdiff_infnorm: "¦infnorm x - infnorm y¦ ≤ infnorm (x - y)"
  by (smt (verit, del_insts) diff_add_cancel infnorm_sub infnorm_triangle)

lemma real_abs_infnorm: "¦infnorm x¦ = infnorm x"
  using infnorm_pos_le[of x] by arith

lemma Basis_le_infnorm:
  fixes x :: "'a::euclidean_space"
  shows "b ∈ Basis ⟹ ¦x ∙ b¦ ≤ infnorm x"
  by (simp add: infnorm_Max)

lemma infnorm_mul: "infnorm (a *⇩R x) = ¦a¦ * infnorm x"
  unfolding infnorm_Max
proof (safe intro!: Max_eqI)
  let ?B = "(λi. ¦x ∙ i¦) ` Basis"
  { fix b :: 'a
    assume "b ∈ Basis"
    then show "¦a *⇩R x ∙ b¦ ≤ ¦a¦ * Max ?B"
      by (simp add: abs_mult mult_left_mono)
  next
    from Max_in[of ?B] obtain b where "b ∈ Basis" "Max ?B = ¦x ∙ b¦"
      by (auto simp del: Max_in)
    then show "¦a¦ * Max ((λi. ¦x ∙ i¦) ` Basis) ∈ (λi. ¦a *⇩R x ∙ i¦) ` Basis"
      by (intro image_eqI[where x=b]) (auto simp: abs_mult)
  }
qed simp

lemma infnorm_mul_lemma: "infnorm (a *⇩R x) ≤ ¦a¦ * infnorm x"
  unfolding infnorm_mul ..

lemma infnorm_pos_lt: "infnorm x > 0 ⟷ x ≠ 0"
  using infnorm_pos_le[of x] infnorm_eq_0[of x] by arith

text ‹Prove that it differs only up to a bound from Euclidean norm.›

lemma infnorm_le_norm: "infnorm x ≤ norm x"
  by (simp add: Basis_le_norm infnorm_Max)

lemma norm_le_infnorm:
  fixes x :: "'a::euclidean_space"
  shows "norm x ≤ sqrt DIM('a) * infnorm x"
  unfolding norm_eq_sqrt_inner id_def
proof (rule real_le_lsqrt)
  show "sqrt DIM('a) * infnorm x ≥ 0"
    by (simp add: zero_le_mult_iff infnorm_pos_le)
  have "x ∙ x ≤ (∑b∈Basis. x ∙ b * (x ∙ b))"
    by (metis euclidean_inner order_refl)
  also have "… ≤ DIM('a) * ¦infnorm x¦⇧2"
    by (rule sum_bounded_above) (metis Basis_le_infnorm abs_le_square_iff power2_eq_square real_abs_infnorm)
  also have "… ≤ (sqrt DIM('a) * infnorm x)⇧2"
    by (simp add: power_mult_distrib)
  finally show "x ∙ x ≤ (sqrt DIM('a) * infnorm x)⇧2" .
qed

lemma tendsto_infnorm [tendsto_intros]:
  assumes "(f ⤏ a) F"
  shows "((λx. infnorm (f x)) ⤏ infnorm a) F"
proof (rule tendsto_compose [OF LIM_I assms])
  fix r :: real
  assume "r > 0"
  then show "∃s>0. ∀x. x ≠ a ∧ norm (x - a) < s ⟶ norm (infnorm x - infnorm a) < r"
    by (metis real_norm_def le_less_trans absdiff_infnorm infnorm_le_norm)
qed

text ‹Equality in Cauchy-Schwarz and triangle inequalities.›

lemma norm_cauchy_schwarz_eq: "x ∙ y = norm x * norm y ⟷ norm x *⇩R y = norm y *⇩R x"
  (is "?lhs ⟷ ?rhs")
proof (cases "x=0")
  case True
  then show ?thesis
    by auto
next
  case False 
  from inner_eq_zero_iff[of "norm y *⇩R x - norm x *⇩R y"]
  have "?rhs ⟷
      (norm y * (norm y * norm x * norm x - norm x * (x ∙ y)) -
        norm x * (norm y * (y ∙ x) - norm x * norm y * norm y) = 0)"
    using False unfolding inner_simps
    by (auto simp add: power2_norm_eq_inner[symmetric] power2_eq_square inner_commute field_simps)
  also have "… ⟷ (2 * norm x * norm y * (norm x * norm y - x ∙ y) = 0)"
    using False  by (simp add: field_simps inner_commute)
  also have "… ⟷ ?lhs"
    using False by auto
  finally show ?thesis by metis
qed

lemma norm_cauchy_schwarz_abs_eq:
  "¦x ∙ y¦ = norm x * norm y ⟷
    norm x *⇩R y = norm y *⇩R x ∨ norm x *⇩R y = - norm y *⇩R x"
  using norm_cauchy_schwarz_eq [symmetric, of x y]
  using norm_cauchy_schwarz_eq [symmetric, of "-x" y] Cauchy_Schwarz_ineq2 [of x y]
  by auto

lemma norm_triangle_eq:
  fixes x y :: "'a::real_inner"
  shows "norm (x + y) = norm x + norm y ⟷ norm x *⇩R y = norm y *⇩R x"
proof (cases "x = 0 ∨ y = 0")
  case True
  then show ?thesis
    by force
next
  case False
  then have n: "norm x > 0" "norm y > 0"
    by auto
  have "norm (x + y) = norm x + norm y ⟷ (norm (x + y))⇧2 = (norm x + norm y)⇧2"
    by simp
  also have "… ⟷ norm x *⇩R y = norm y *⇩R x"
    by (smt (verit, best) dot_norm inner_real_def inner_simps norm_cauchy_schwarz_eq power2_eq_square)
  finally show ?thesis .
qed

lemma dist_triangle_eq:
  fixes x y z :: "'a::real_inner"
  shows "dist x z = dist x y + dist y z ⟷
    norm (x - y) *⇩R (y - z) = norm (y - z) *⇩R (x - y)"
  by (metis (no_types, lifting) add_diff_eq diff_add_cancel dist_norm norm_triangle_eq)

subsection ‹Collinearity›

definition✐‹tag important› collinear :: "'a::real_vector set ⇒ bool"
  where "collinear S ⟷ (∃u. ∀x ∈ S. ∀ y ∈ S. ∃c. x - y = c *⇩R u)"

lemma collinear_alt:
     "collinear S ⟷ (∃u v. ∀x ∈ S. ∃c. x = u + c *⇩R v)" (is "?lhs = ?rhs")
proof
  assume ?lhs
  then show ?rhs
    unfolding collinear_def by (metis add.commute diff_add_cancel)
next
  assume ?rhs
  then obtain u v where *: "⋀x. x ∈ S ⟹ ∃c. x = u + c *⇩R v"
    by auto
  have "∃c. x - y = c *⇩R v" if "x ∈ S" "y ∈ S" for x y
        by (metis *[OF ‹x ∈ S›] *[OF ‹y ∈ S›] scaleR_left.diff add_diff_cancel_left)
  then show ?lhs
    using collinear_def by blast
qed

lemma collinear:
  fixes S :: "'a::{perfect_space,real_vector} set"
  shows "collinear S ⟷ (∃u. u ≠ 0 ∧ (∀x ∈ S. ∀ y ∈ S. ∃c. x - y = c *⇩R u))"
proof -
  have "∃v. v ≠ 0 ∧ (∀x∈S. ∀y∈S. ∃c. x - y = c *⇩R v)"
    if "∀x∈S. ∀y∈S. ∃c. x - y = c *⇩R u" "u=0" for u
  proof -
    have "∀x∈S. ∀y∈S. x = y"
      using that by auto
    moreover
    obtain v::'a where "v ≠ 0"
      using UNIV_not_singleton [of 0] by auto
    ultimately have "∀x∈S. ∀y∈S. ∃c. x - y = c *⇩R v"
      by auto
    then show ?thesis
      using ‹v ≠ 0› by blast
  qed
  then show ?thesis
    by (metis collinear_def)
qed

lemma collinear_subset: "⟦collinear T; S ⊆ T⟧ ⟹ collinear S"
  by (meson collinear_def subsetCE)

lemma collinear_empty [iff]: "collinear {}"
  by (simp add: collinear_def)

lemma collinear_sing [iff]: "collinear {x}"
  by (simp add: collinear_def)

lemma collinear_2 [iff]: "collinear {x, y}"
  by (simp add: collinear_def) (metis minus_diff_eq scaleR_left.minus scaleR_one)

lemma collinear_lemma: "collinear {0, x, y} ⟷ x = 0 ∨ y = 0 ∨ (∃c. y = c *⇩R x)"
  (is "?lhs ⟷ ?rhs")
proof (cases "x = 0 ∨ y = 0")
  case True
  then show ?thesis
    by (auto simp: insert_commute)
next
  case False
  show ?thesis
  proof
    assume h: "?lhs"
    then obtain u where u: "∀ x∈ {0,x,y}. ∀y∈ {0,x,y}. ∃c. x - y = c *⇩R u"
      unfolding collinear_def by blast
    from u[rule_format, of x 0] u[rule_format, of y 0]
    obtain cx and cy where
      cx: "x = cx *⇩R u" and cy: "y = cy *⇩R u"
      by auto
    from cx cy False have cx0: "cx ≠ 0" and cy0: "cy ≠ 0" by auto
    let ?d = "cy / cx"
    from cx cy cx0 have "y = ?d *⇩R x"
      by simp
    then show ?rhs using False by blast
  next
    assume h: "?rhs"
    then obtain c where c: "y = c *⇩R x"
      using False by blast
    show ?lhs
      apply (simp add: collinear_def c)
      by (metis (mono_tags, lifting) scaleR_left.minus scaleR_left_diff_distrib scaleR_one)
  qed
qed

lemma collinear_iff_Reals: "collinear {0::complex,w,z} ⟷ z/w ∈ ℝ"
proof
  show "z/w ∈ ℝ ⟹ collinear {0,w,z}"
    by (metis Reals_cases collinear_lemma nonzero_divide_eq_eq scaleR_conv_of_real)
qed (auto simp: collinear_lemma scaleR_conv_of_real)

lemma collinear_scaleR_iff: "collinear {0, α *⇩R w, β *⇩R z} ⟷ collinear {0,w,z} ∨ α=0 ∨ β=0"
  (is "?lhs = ?rhs")
proof (cases "α=0 ∨ β=0")
  case False
  then have "(∃c. β *⇩R z = (c * α) *⇩R w) = (∃c. z = c *⇩R w)"
    by (metis mult.commute scaleR_scaleR vector_fraction_eq_iff)
  then show ?thesis
    by (auto simp add: collinear_lemma)
qed (auto simp: collinear_lemma)

lemma norm_cauchy_schwarz_equal: "¦x ∙ y¦ = norm x * norm y ⟷ collinear {0, x, y}"
proof (cases "x=0")
  case True
  then show ?thesis
    by (auto simp: insert_commute)
next
  case False
  then have nnz: "norm x ≠ 0"
    by auto
  show ?thesis
  proof
    assume "¦x ∙ y¦ = norm x * norm y"
    then show "collinear {0, x, y}"
      unfolding norm_cauchy_schwarz_abs_eq collinear_lemma
      by (meson eq_vector_fraction_iff nnz)
  next
    assume "collinear {0, x, y}"
    with False show "¦x ∙ y¦ = norm x * norm y"
      unfolding norm_cauchy_schwarz_abs_eq collinear_lemma  by (auto simp: abs_if)
  qed
qed

lemma norm_triangle_eq_imp_collinear:
  fixes x y :: "'a::real_inner"
  assumes "norm (x + y) = norm x + norm y"
  shows "collinear{0,x,y}"
  using assms norm_cauchy_schwarz_abs_eq norm_cauchy_schwarz_equal norm_triangle_eq 
  by blast


subsection‹Properties of special hyperplanes›

lemma subspace_hyperplane: "subspace {x. a ∙ x = 0}"
  by (simp add: subspace_def inner_right_distrib)

lemma subspace_hyperplane2: "subspace {x. x ∙ a = 0}"
  by (simp add: inner_commute inner_right_distrib subspace_def)

lemma special_hyperplane_span:
  fixes S :: "'n::euclidean_space set"
  assumes "k ∈ Basis"
  shows "{x. k ∙ x = 0} = span (Basis - {k})"
proof -
  have *: "x ∈ span (Basis - {k})" if "k ∙ x = 0" for x
  proof -
    have "x = (∑b∈Basis. (x ∙ b) *⇩R b)"
      by (simp add: euclidean_representation)
    also have "… = (∑b ∈ Basis - {k}. (x ∙ b) *⇩R b)"
      by (auto simp: sum.remove [of _ k] inner_commute assms that)
    finally have "x = (∑b∈Basis - {k}. (x ∙ b) *⇩R b)" .
    then show ?thesis
      by (simp add: span_finite)
  qed
  show ?thesis
    apply (rule span_subspace [symmetric])
    using assms
    apply (auto simp: inner_not_same_Basis intro: * subspace_hyperplane)
    done
qed

lemma dim_special_hyperplane:
  fixes k :: "'n::euclidean_space"
  shows "k ∈ Basis ⟹ dim {x. k ∙ x = 0} = DIM('n) - 1"
  by (metis Diff_subset card_Diff_singleton indep_card_eq_dim_span independent_substdbasis special_hyperplane_span)

proposition dim_hyperplane:
  fixes a :: "'a::euclidean_space"
  assumes "a ≠ 0"
    shows "dim {x. a ∙ x = 0} = DIM('a) - 1"
proof -
  have span0: "span {x. a ∙ x = 0} = {x. a ∙ x = 0}"
    by (rule span_unique) (auto simp: subspace_hyperplane)
  then obtain B where "independent B"
              and Bsub: "B ⊆ {x. a ∙ x = 0}"
              and subspB: "{x. a ∙ x = 0} ⊆ span B"
              and card0: "(card B = dim {x. a ∙ x = 0})"
              and ortho: "pairwise orthogonal B"
    using orthogonal_basis_exists by metis
  with assms have "a ∉ span B"
    by (metis (mono_tags, lifting) span_eq inner_eq_zero_iff mem_Collect_eq span0)
  then have ind: "independent (insert a B)"
    by (simp add: ‹independent B› independent_insert)
  have "finite B"
    using ‹independent B› independent_bound by blast
  have "UNIV ⊆ span (insert a B)"
  proof fix y::'a
    obtain r z where "y = r *⇩R a + z" "a ∙ z = 0"
      by (metis add.commute diff_add_cancel vector_sub_project_orthogonal)
    then show "y ∈ span (insert a B)"
      by (metis (mono_tags, lifting) Bsub add_diff_cancel_left'
          mem_Collect_eq span0 span_breakdown_eq span_eq subspB)
  qed
  then have "DIM('a) = dim(insert a B)"
    by (metis independent_Basis span_Basis dim_eq_card top.extremum_uniqueI)
  then show ?thesis
    by (metis One_nat_def ‹a ∉ span B› ‹finite B› card0 card_insert_disjoint 
        diff_Suc_Suc diff_zero dim_eq_card_independent ind span_base)
qed

lemma lowdim_eq_hyperplane:
  fixes S :: "'a::euclidean_space set"
  assumes "dim S = DIM('a) - 1"
  obtains a where "a ≠ 0" and "span S = {x. a ∙ x = 0}"
proof -
  obtain b where b: "b ≠ 0" "span S ⊆ {a. b ∙ a = 0}"
    by (metis DIM_positive assms diff_less zero_less_one lowdim_subset_hyperplane)
  then show ?thesis
    by (metis assms dim_hyperplane dim_span dim_subset subspace_dim_equal subspace_hyperplane subspace_span that)
qed

lemma dim_eq_hyperplane:
  fixes S :: "'n::euclidean_space set"
  shows "dim S = DIM('n) - 1 ⟷ (∃a. a ≠ 0 ∧ span S = {x. a ∙ x = 0})"
by (metis One_nat_def dim_hyperplane dim_span lowdim_eq_hyperplane)


subsection‹ Orthogonal bases and Gram-Schmidt process›

lemma pairwise_orthogonal_independent:
  assumes "pairwise orthogonal S" and "0 ∉ S"
    shows "independent S"
proof -
  have 0: "⋀x y. ⟦x ≠ y; x ∈ S; y ∈ S⟧ ⟹ x ∙ y = 0"
    using assms by (simp add: pairwise_def orthogonal_def)
  have "False" if "a ∈ S" and a: "a ∈ span (S - {a})" for a
  proof -
    obtain T U where "T ⊆ S - {a}" "a = (∑v∈T. U v *⇩R v)"
      using a by (force simp: span_explicit)
    then have "a ∙ a = a ∙ (∑v∈T. U v *⇩R v)"
      by simp
    also have "… = 0"
      apply (simp add: inner_sum_right)
      by (smt (verit) "0" DiffE ‹T ⊆ S - {a}› in_mono insertCI mult_not_zero sum.neutral that(1))
    finally show ?thesis
      using ‹0 ∉ S› ‹a ∈ S› by auto
  qed
  then show ?thesis
    by (force simp: dependent_def)
qed

lemma pairwise_orthogonal_imp_finite:
  fixes S :: "'a::euclidean_space set"
  assumes "pairwise orthogonal S"
    shows "finite S"
  by (metis Set.set_insert assms finite_insert independent_bound pairwise_insert 
            pairwise_orthogonal_independent)

lemma subspace_orthogonal_to_vector: "subspace {y. orthogonal x y}"
  by (simp add: subspace_def orthogonal_clauses)

lemma subspace_orthogonal_to_vectors: "subspace {y. ∀x ∈ S. orthogonal x y}"
  by (simp add: subspace_def orthogonal_clauses)

lemma orthogonal_to_span:
  assumes a: "a ∈ span S" and x: "⋀y. y ∈ S ⟹ orthogonal x y"
    shows "orthogonal x a"
  by (metis a orthogonal_clauses(1,2,4)
      span_induct_alt x)

proposition Gram_Schmidt_step:
  fixes S :: "'a::euclidean_space set"
  assumes S: "pairwise orthogonal S" and x: "x ∈ span S"
    shows "orthogonal x (a - (∑b∈S. (b ∙ a / (b ∙ b)) *⇩R b))"
proof -
  have "finite S"
    by (simp add: S pairwise_orthogonal_imp_finite)
  have "orthogonal (a - (∑b∈S. (b ∙ a / (b ∙ b)) *⇩R b)) x"
       if "x ∈ S" for x
  proof -
    have "a ∙ x = (∑y∈S. if y = x then y ∙ a else 0)"
      by (simp add: ‹finite S› inner_commute that)
    also have "… =  (∑b∈S. b ∙ a * (b ∙ x) / (b ∙ b))"
      apply (rule sum.cong [OF refl], simp)
      by (meson S orthogonal_def pairwise_def that)
   finally show ?thesis
     by (simp add: orthogonal_def algebra_simps inner_sum_left)
  qed
  then show ?thesis
    using orthogonal_to_span orthogonal_commute x by blast
qed


lemma orthogonal_extension_aux:
  fixes S :: "'a::euclidean_space set"
  assumes "finite T" "finite S" "pairwise orthogonal S"
    shows "∃U. pairwise orthogonal (S ∪ U) ∧ span (S ∪ U) = span (S ∪ T)"
using assms
proof (induction arbitrary: S)
  case empty then show ?case
    by simp (metis sup_bot_right)
next
  case (insert a T)
  have 0: "⋀x y. ⟦x ≠ y; x ∈ S; y ∈ S⟧ ⟹ x ∙ y = 0"
    using insert by (simp add: pairwise_def orthogonal_def)
  define a' where "a' = a - (∑b∈S. (b ∙ a / (b ∙ b)) *⇩R b)"
  obtain U where orthU: "pairwise orthogonal (S ∪ insert a' U)"
             and spanU: "span (insert a' S ∪ U) = span (insert a' S ∪ T)"
    by (rule exE [OF insert.IH [of "insert a' S"]])
      (auto simp: Gram_Schmidt_step a'_def insert.prems orthogonal_commute
        pairwise_orthogonal_insert span_clauses)
  have orthS: "⋀x. x ∈ S ⟹ a' ∙ x = 0"
    using Gram_Schmidt_step a'_def insert.prems orthogonal_commute orthogonal_def span_base by blast
  have "span (S ∪ insert a' U) = span (insert a' (S ∪ T))"
    using spanU by simp
  also have "… = span (insert a (S ∪ T))"
    by (simp add: a'_def span_neg span_sum span_base span_mul eq_span_insert_eq)
  also have "… = span (S ∪ insert a T)"
    by simp
  finally show ?case
    using orthU by blast
qed


proposition orthogonal_extension:
  fixes S :: "'a::euclidean_space set"
  assumes S: "pairwise orthogonal S"
  obtains U where "pairwise orthogonal (S ∪ U)" "span (S ∪ U) = span (S ∪ T)"
proof -
  obtain B where "finite B" "span B = span T"
    using basis_subspace_exists [of "span T"] subspace_span by metis
  with orthogonal_extension_aux [of B S]
  obtain U where "pairwise orthogonal (S ∪ U)" "span (S ∪ U) = span (S ∪ B)"
    using assms pairwise_orthogonal_imp_finite by auto
  with ‹span B = span T› show ?thesis
    by (rule_tac U=U in that) (auto simp: span_Un)
qed

corollary✐‹tag unimportant› orthogonal_extension_strong:
  fixes S :: "'a::euclidean_space set"
  assumes S: "pairwise orthogonal S"
  obtains U where "U ∩ (insert 0 S) = {}" "pairwise orthogonal (S ∪ U)"
                  "span (S ∪ U) = span (S ∪ T)"
proof -
  obtain U where U: "pairwise orthogonal (S ∪ U)" "span (S ∪ U) = span (S ∪ T)"
    using orthogonal_extension assms by blast
  moreover have "pairwise orthogonal (S ∪ (U - insert 0 S))"
    by (smt (verit, best) Un_Diff_Int Un_iff U pairwise_def)
  ultimately show ?thesis
    by (metis Diff_disjoint Un_Diff_cancel Un_insert_left inf_commute span_insert_0 that)
qed

subsection‹Decomposing a vector into parts in orthogonal subspaces›

text‹existence of orthonormal basis for a subspace.›

lemma orthogonal_spanningset_subspace:
  fixes S :: "'a :: euclidean_space set"
  assumes "subspace S"
  obtains B where "B ⊆ S" "pairwise orthogonal B" "span B = S"
  by (metis assms basis_orthogonal basis_subspace_exists span_eq)

lemma orthogonal_basis_subspace:
  fixes S :: "'a :: euclidean_space set"
  assumes "subspace S"
  obtains B where "0 ∉ B" "B ⊆ S" "pairwise orthogonal B" "independent B"
                  "card B = dim S" "span B = S"
  by (metis assms dependent_zero orthogonal_basis_exists span_eq span_eq_iff)

proposition orthonormal_basis_subspace:
  fixes S :: "'a :: euclidean_space set"
  assumes "subspace S"
  obtains B where "B ⊆ S" "pairwise orthogonal B"
              and "⋀x. x ∈ B ⟹ norm x = 1"
              and "independent B" "card B = dim S" "span B = S"
proof -
  obtain B where "0 ∉ B" "B ⊆ S"
             and orth: "pairwise orthogonal B"
             and "independent B" "card B = dim S" "span B = S"
    by (blast intro: orthogonal_basis_subspace [OF assms])
  have 1: "(λx. x /⇩R norm x) ` B ⊆ S"
    using ‹span B = S› span_superset span_mul by fastforce
  have 2: "pairwise orthogonal ((λx. x /⇩R norm x) ` B)"
    using orth by (force simp: pairwise_def orthogonal_clauses)
  have 3: "⋀x. x ∈ (λx. x /⇩R norm x) ` B ⟹ norm x = 1"
    by (metis (no_types, lifting) ‹0 ∉ B› image_iff norm_sgn sgn_div_norm)
  have 4: "independent ((λx. x /⇩R norm x) ` B)"
    by (metis "2" "3" norm_zero pairwise_orthogonal_independent zero_neq_one)
  have "inj_on (λx. x /⇩R norm x) B"
  proof
    fix x y
    assume "x ∈ B" "y ∈ B" "x /⇩R norm x = y /⇩R norm y"
    moreover have "⋀i. i ∈ B ⟹ norm (i /⇩R norm i) = 1"
      using 3 by blast
    ultimately show "x = y"
      by (metis norm_eq_1 orth orthogonal_clauses(7) orthogonal_commute orthogonal_def pairwise_def zero_neq_one)
  qed
  then have 5: "card ((λx. x /⇩R norm x) ` B) = dim S"
    by (metis ‹card B = dim S› card_image)
  have 6: "span ((λx. x /⇩R norm x) ` B) = S"
    by (metis "1" "4" "5" assms card_eq_dim independent_imp_finite span_subspace)
  show ?thesis
    by (rule that [OF 1 2 3 4 5 6])
qed


proposition✐‹tag unimportant› orthogonal_to_subspace_exists_gen:
  fixes S :: "'a :: euclidean_space set"
  assumes "span S ⊂ span T"
  obtains x where "x ≠ 0" "x ∈ span T" "⋀y. y ∈ span S ⟹ orthogonal x y"
proof -
  obtain B where "B ⊆ span S" and orthB: "pairwise orthogonal B"
             and "⋀x. x ∈ B ⟹ norm x = 1"
             and "independent B" "card B = dim S" "span B = span S"
    by (metis dim_span orthonormal_basis_subspace subspace_span)
  with assms obtain u where spanBT: "span B ⊆ span T" and "u ∉ span B" "u ∈ span T"
    by auto
  obtain C where orthBC: "pairwise orthogonal (B ∪ C)" and spanBC: "span (B ∪ C) = span (B ∪ {u})"
    by (blast intro: orthogonal_extension [OF orthB])
  show thesis
  proof (cases "C ⊆ insert 0 B")
    case True
    then have "C ⊆ span B"
      using span_eq
      by (metis span_insert_0 subset_trans)
    moreover have "u ∈ span (B ∪ C)"
      using ‹span (B ∪ C) = span (B ∪ {u})› span_superset by force
    ultimately show ?thesis
      using True ‹u ∉ span B›
      by (metis Un_insert_left span_insert_0 sup.orderE)
  next
    case False
    then obtain x where "x ∈ C" "x ≠ 0" "x ∉ B"
      by blast
    then have "x ∈ span T"
      by (smt (verit, ccfv_SIG) Set.set_insert  ‹u ∈ span T› empty_subsetI insert_subset 
          le_sup_iff spanBC spanBT span_mono span_span span_superset subset_trans)
    moreover have "orthogonal x y" if "y ∈ span B" for y
      using that
    proof (rule span_induct)
      show "subspace {a. orthogonal x a}"
        by (simp add: subspace_orthogonal_to_vector)
      show "⋀b. b ∈ B ⟹ orthogonal x b"
        by (metis Un_iff ‹x ∈ C› ‹x ∉ B› orthBC pairwise_def)
    qed
    ultimately show ?thesis
      using ‹x ≠ 0› that ‹span B = span S› by auto
  qed
qed

corollary✐‹tag unimportant› orthogonal_to_subspace_exists:
  fixes S :: "'a :: euclidean_space set"
  assumes "dim S < DIM('a)"
  obtains x where "x ≠ 0" "⋀y. y ∈ span S ⟹ orthogonal x y"
proof -
  have "span S ⊂ UNIV"
    by (metis assms dim_eq_full order_less_imp_not_less top.not_eq_extremum)
  with orthogonal_to_subspace_exists_gen [of S UNIV] that show ?thesis
    by (auto)
qed

corollary✐‹tag unimportant› orthogonal_to_vector_exists:
  fixes x :: "'a :: euclidean_space"
  assumes "2 ≤ DIM('a)"
  obtains y where "y ≠ 0" "orthogonal x y"
proof -
  have "dim {x} < DIM('a)"
    using assms by auto
  then show thesis
    by (rule orthogonal_to_subspace_exists) (simp add: orthogonal_commute span_base that)
qed

proposition✐‹tag unimportant› orthogonal_subspace_decomp_exists:
  fixes S :: "'a :: euclidean_space set"
  obtains y z
  where "y ∈ span S"
    and "⋀w. w ∈ span S ⟹ orthogonal z w"
    and "x = y + z"
proof -
  obtain T where "0 ∉ T" "T ⊆ span S" "pairwise orthogonal T" "independent T"
    "card T = dim (span S)" "span T = span S"
    using orthogonal_basis_subspace subspace_span by blast
  let ?a = "∑b∈T. (b ∙ x / (b ∙ b)) *⇩R b"
  have orth: "orthogonal (x - ?a) w" if "w ∈ span S" for w
    by (simp add: Gram_Schmidt_step ‹pairwise orthogonal T› ‹span T = span S›
        orthogonal_commute that)
  with that[of ?a "x-?a"] ‹T ⊆ span S› show ?thesis
    by (simp add: span_mul span_sum subsetD)
qed

lemma orthogonal_subspace_decomp_unique:
  fixes S :: "'a :: euclidean_space set"
  assumes "x + y = x' + y'"
      and ST: "x ∈ span S" "x' ∈ span S" "y ∈ span T" "y' ∈ span T"
      and orth: "⋀a b. ⟦a ∈ S; b ∈ T⟧ ⟹ orthogonal a b"
  shows "x = x' ∧ y = y'"
proof -
  have "x + y - y' = x'"
    by (simp add: assms)
  moreover have "⋀a b. ⟦a ∈ span S; b ∈ span T⟧ ⟹ orthogonal a b"
    by (meson orth orthogonal_commute orthogonal_to_span)
  ultimately have "0 = x' - x"
    using assms
    by (metis add.commute add_diff_cancel_right' diff_right_commute orthogonal_self span_diff)
  with assms show ?thesis by auto
qed

lemma vector_in_orthogonal_spanningset:
  fixes a :: "'a::euclidean_space"
  obtains S where "a ∈ S" "pairwise orthogonal S" "span S = UNIV"
  by (metis UnI1 Un_UNIV_right insertI1 orthogonal_extension pairwise_singleton span_UNIV)

lemma vector_in_orthogonal_basis:
  fixes a :: "'a::euclidean_space"
  assumes "a ≠ 0"
  obtains S where "a ∈ S" "0 ∉ S" "pairwise orthogonal S" "independent S" "finite S"
                  "span S = UNIV" "card S = DIM('a)"
proof -
  obtain S where S: "a ∈ S" "pairwise orthogonal S" "span S = UNIV"
    using vector_in_orthogonal_spanningset .
  show thesis
  proof
    show "pairwise orthogonal (S - {0})"
      using pairwise_mono S(2) by blast
    show "independent (S - {0})"
      by (simp add: ‹pairwise orthogonal (S - {0})› pairwise_orthogonal_independent)
    show "finite (S - {0})"
      using ‹independent (S - {0})› independent_imp_finite by blast
    show "card (S - {0}) = DIM('a)"
      using span_delete_0 [of S] S
      by (simp add: ‹independent (S - {0})› indep_card_eq_dim_span)
  qed (use S ‹a ≠ 0› in auto)
qed

lemma vector_in_orthonormal_basis:
  fixes a :: "'a::euclidean_space"
  assumes "norm a = 1"
  obtains S where "a ∈ S" "pairwise orthogonal S" "⋀x. x ∈ S ⟹ norm x = 1"
    "independent S" "card S = DIM('a)" "span S = UNIV"
proof -
  have "a ≠ 0"
    using assms by auto
  then obtain S where "a ∈ S" "0 ∉ S" "finite S"
          and S: "pairwise orthogonal S" "independent S" "span S = UNIV" "card S = DIM('a)"
    by (metis vector_in_orthogonal_basis)
  let ?S = "(λx. x /⇩R norm x) ` S"
  show thesis
  proof
    show "a ∈ ?S"
      using ‹a ∈ S› assms image_iff by fastforce
  next
    show "pairwise orthogonal ?S"
      using ‹pairwise orthogonal S› by (auto simp: pairwise_def orthogonal_def)
    show "⋀x. x ∈ (λx. x /⇩R norm x) ` S ⟹ norm x = 1"
      using ‹0 ∉ S› by (auto simp: field_split_simps)
    then show ind: "independent ?S"
      by (metis ‹pairwise orthogonal ((λx. x /⇩R norm x) ` S)› norm_zero pairwise_orthogonal_independent zero_neq_one)
    have "inj_on (λx. x /⇩R norm x) S"
      unfolding inj_on_def
      by (metis (full_types) S(1) ‹0 ∉ S› inverse_nonzero_iff_nonzero norm_eq_zero orthogonal_scaleR orthogonal_self pairwise_def)
    then show "card ?S = DIM('a)"
      by (simp add: card_image S)
    then show "span ?S = UNIV"
      by (metis ind dim_eq_card dim_eq_full)
  qed
qed

proposition dim_orthogonal_sum:
  fixes A :: "'a::euclidean_space set"
  assumes "⋀x y. ⟦x ∈ A; y ∈ B⟧ ⟹ x ∙ y = 0"
    shows "dim(A ∪ B) = dim A + dim B"
proof -
  have 1: "⋀x y. ⟦x ∈ span A; y ∈ B⟧ ⟹ x ∙ y = 0"
    by (erule span_induct [OF _ subspace_hyperplane2]; simp add: assms)
  have "⋀x y. ⟦x ∈ span A; y ∈ span B⟧ ⟹ x ∙ y = 0"
    using 1 by (simp add: span_induct [OF _ subspace_hyperplane])
  then have 0: "⋀x y. ⟦x ∈ span A; y ∈ span B⟧ ⟹ x ∙ y = 0"
    by simp
  have "dim(A ∪ B) = dim (span (A ∪ B))"
    by (simp)
  also have "span (A ∪ B) = ((λ(a, b). a + b) ` (span A × span B))"
    by (auto simp add: span_Un image_def)
  also have "dim … = dim {x + y |x y. x ∈ span A ∧ y ∈ span B}"
    by (auto intro!: arg_cong [where f=dim])
  also have "… = dim {x + y |x y. x ∈ span A ∧ y ∈ span B} + dim(span A ∩ span B)"
    by (auto dest: 0)
  also have "… = dim A + dim B"
    using dim_sums_Int by fastforce
  finally show ?thesis .
qed

lemma dim_subspace_orthogonal_to_vectors:
  fixes A :: "'a::euclidean_space set"
  assumes "subspace A" "subspace B" "A ⊆ B"
    shows "dim {y ∈ B. ∀x ∈ A. orthogonal x y} + dim A = dim B"
proof -
  have "dim (span ({y ∈ B. ∀x∈A. orthogonal x y} ∪ A)) = dim (span B)"
  proof (rule arg_cong [where f=dim, OF subset_antisym])
    show "span ({y ∈ B. ∀x∈A. orthogonal x y} ∪ A) ⊆ span B"
      by (simp add: ‹A ⊆ B› Collect_restrict span_mono)
  next
    have *: "x ∈ span ({y ∈ B. ∀x∈A. orthogonal x y} ∪ A)"
         if "x ∈ B" for x
    proof -
      obtain y z where "x = y + z" "y ∈ span A" and orth: "⋀w. w ∈ span A ⟹ orthogonal z w"
        using orthogonal_subspace_decomp_exists [of A x] that by auto
      moreover
      have "y ∈ span B"
        using ‹y ∈ span A› assms(3) span_mono by blast
      ultimately have "z ∈ B ∧ (∀x. x ∈ A ⟶ orthogonal x z)"
        using assms by (metis orthogonal_commute span_add_eq span_eq_iff that)
      then have z: "z ∈ span {y ∈ B. ∀x∈A. orthogonal x y}"
        by (simp add: span_base)
      then show ?thesis
        by (smt (verit, best) ‹x = y + z› ‹y ∈ span A› le_sup_iff span_add_eq span_subspace_induct 
            span_superset subset_iff subspace_span)
    qed
    show "span B ⊆ span ({y ∈ B. ∀x∈A. orthogonal x y} ∪ A)"
      by (rule span_minimal) (auto intro: * span_minimal)
  qed
  then show ?thesis
    by (metis (no_types, lifting) dim_orthogonal_sum dim_span mem_Collect_eq
        orthogonal_commute orthogonal_def)
qed

subsection‹Linear functions are (uniformly) continuous on any set›

subsection✐‹tag unimportant› ‹Topological properties of linear functions›

lemma linear_lim_0:
  assumes "bounded_linear f"
  shows "(f ⤏ 0) (at (0))"
proof -
  interpret f: bounded_linear f by fact
  have "(f ⤏ f 0) (at 0)"
    using tendsto_ident_at by (rule f.tendsto)
  then show ?thesis unfolding f.zero .
qed

lemma linear_continuous_at:
  "bounded_linear f ⟹continuous (at a) f"
  by (simp add: bounded_linear.isUCont isUCont_isCont)

lemma linear_continuous_within:
  "bounded_linear f ⟹ continuous (at x within s) f"
  using continuous_at_imp_continuous_at_within linear_continuous_at by blast

lemma linear_continuous_on:
  "bounded_linear f ⟹ continuous_on s f"
  using continuous_at_imp_continuous_on[of s f] using linear_continuous_at[of f] by auto

lemma Lim_linear:
  fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space" and h :: "'b ⇒ 'c::real_normed_vector"
  assumes "(f ⤏ l) F" "linear h"
  shows "((λx. h(f x)) ⤏ h l) F"
proof -
  obtain B where B: "B > 0" "⋀x. norm (h x) ≤ B * norm x"
    using linear_bounded_pos [OF ‹linear h›] by blast
  show ?thesis
    unfolding tendsto_iff
      by (simp add: assms bounded_linear.tendsto linear_linear tendstoD)
qed

lemma linear_continuous_compose:
  fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space" and g :: "'b ⇒ 'c::real_normed_vector"
  assumes "continuous F f" "linear g"
  shows "continuous F (λx. g(f x))"
  using assms unfolding continuous_def by (rule Lim_linear)

lemma linear_continuous_on_compose:
  fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space" and g :: "'b ⇒ 'c::real_normed_vector"
  assumes "continuous_on S f" "linear g"
  shows "continuous_on S (λx. g(f x))"
  using assms by (simp add: continuous_on_eq_continuous_within linear_continuous_compose)

text‹Also bilinear functions, in composition form›

lemma bilinear_continuous_compose:
  fixes h :: "'a::euclidean_space ⇒ 'b::euclidean_space ⇒ 'c::real_normed_vector"
  assumes "continuous F f" "continuous F g" "bilinear h"
  shows "continuous F (λx. h (f x) (g x))"
  using assms bilinear_conv_bounded_bilinear bounded_bilinear.continuous by blast

lemma bilinear_continuous_on_compose:
  fixes h :: "'a::euclidean_space ⇒ 'b::euclidean_space ⇒ 'c::real_normed_vector"
    and f :: "'d::t2_space ⇒ 'a"
  assumes "continuous_on S f" "continuous_on S g" "bilinear h"
  shows "continuous_on S (λx. h (f x) (g x))"
  using assms by (simp add: continuous_on_eq_continuous_within bilinear_continuous_compose)

end