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theory of diagonal matrices #1977

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172 changes: 167 additions & 5 deletions theories/Algebra/Rings/Matrix.v
Original file line number Diff line number Diff line change
Expand Up @@ -310,16 +310,178 @@ Defined.

(** ** Diagonal matrices *)

(** A diagonal matrix is a matrix with zeros everywhere except on the diagonal. *)
Definition diagonal_matrix {R : Ring@{i}} {n : nat} (v : list R) (p : length v = n)
(** A diagonal matrix is a matrix with zeros everywhere except on the diagonal. It's entries are given by a vector. *)
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Definition matrix_diag {R : Ring@{i}} {n : nat} (v : Vector R n)
: Matrix R n n.
Proof.
snrapply Build_Matrix.
intros i j H1 H2.
destruct (dec (i = j)).
exact (kronecker_delta i j * Vector.entry v i).
Defined.

(** Addition of matrices is the same as addition of the corresponding vectors. *)
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Definition matrix_diag_plus {R : Ring@{i}} {n : nat} (v w : Vector R n)
: matrix_plus (matrix_diag v) (matrix_diag w) = matrix_diag (vector_plus v w).
Proof.
snrapply path_matrix.
intros i j Hi Hj.
rewrite 2 entry_Build_Matrix, 4 entry_Build_Vector.
cbv beta zeta; destruct (dec (i = j)) as [p | np].
- destruct p.
exact (nth' v i H1).
- exact 0.
rewrite kronecker_delta_refl.
rewrite <- rng_dist_l.
by rewrite entry_Build_Vector.
- rewrite (kronecker_delta_neq np).
by rewrite 3 rng_mult_zero_l, rng_plus_zero_l.
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Defined.

(** Matrix multiplication of diagonal matrices is the same as multiplying the corresponding vectors pointwise. *)
Definition matrix_diag_mult {R : Ring} {n : nat} (v w : Vector R n)
: matrix_mult (matrix_diag v) (matrix_diag w)
= matrix_diag (vector_map2 (.*.) v w).
Proof.
snrapply path_matrix.
intros i j Hi Hj.
rewrite 2 entry_Build_Matrix.
lhs snrapply path_ab_sum.
{ intros k Hk.
rewrite 2 entry_Build_Matrix.
rewrite rng_mult_assoc.
rewrite <- (rng_mult_assoc (kronecker_delta _ _ )).
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rewrite kronecker_delta_comm.
rewrite <- 2 rng_mult_assoc.
reflexivity. }
rewrite (rng_sum_kronecker_delta_l _ _ Hi).
by rewrite entry_Build_Vector.
Defined.

(** The transpose of a diagonal matrix is the same diagonal matrix. *)
Definition matrix_transpose_diag {R : Ring} {n : nat} (v : Vector R n)
: matrix_transpose (matrix_diag v) = matrix_diag v.
Proof.
snrapply path_matrix.
intros i j Hi Hj.
rewrite 3 entry_Build_Matrix.
rewrite kronecker_delta_symm.
unfold kronecker_delta.
destruct (dec (i = j)) as [p|np].
1: destruct p; f_ap; f_ap; apply path_ishprop.
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by rewrite !rng_mult_zero_l.
Defined.

(** The diagonal matrix construction is injective. *)
Global Instance isinj_matrix_diag {R : Ring} {n : nat}
: IsInjective (@matrix_diag R n).
Proof.
intros v1 v2 p.
snrapply path_vector.
intros i Hi.
apply (ap (fun M => entry M i i)) in p.
rewrite 2 entry_Build_Matrix in p.
rewrite kronecker_delta_refl in p.
by rewrite 2 rng_mult_one_l in p.
Defined.

(** A matrix is diagonal if it is equal to a diagonal matrix. *)
Class IsDiagonal {R : Ring@{i}} {n : nat} (M : Matrix R n n) : Type@{i} := {
isdiagonal_diag_vector : Vector R n;
isdiagonal_diag : M = matrix_diag isdiagonal_diag_vector;
}.

Arguments isdiagonal_diag_vector {R n} M {_}.
Arguments isdiagonal_diag {R n} M {_}.

Definition issig_IsDiagonal {R : Ring} {n : nat} {M : Matrix R n n}
: _ <~> IsDiagonal M
:= ltac:(issig).

(** A matrix is diagonal in a unique way. *)
Global Instance ishprop_isdiagonal {R : Ring} {n : nat} (M : Matrix R n n)
: IsHProp (IsDiagonal M).
Proof.
snrapply hprop_allpath.
intros x y.
snrapply ((equiv_ap' issig_IsDiagonal^-1%equiv _ _ )^-1%equiv).
rapply path_sigma_hprop; cbn.
apply isinj_matrix_diag.
exact ((isdiagonal_diag M)^ @ isdiagonal_diag M).
Defined.

(** The zero matrix is diagonal. *)
Global Instance isdiagonal_matrix_zero {R : Ring} {n : nat}
: IsDiagonal (matrix_zero R n n).
Proof.
exists (vector_zero R n).
snrapply path_matrix.
intros i j Hi Hj.
rewrite 2 entry_Build_Matrix, entry_Build_Vector.
by rewrite rng_mult_zero_r.
Defined.

(** The identity matrix is diagonal. *)
Global Instance isdiagonal_identity_matrix {R : Ring} {n : nat}
: IsDiagonal (identity_matrix R n).
Proof.
exists (Build_Vector R n (fun _ _ => 1)).
snrapply path_matrix.
intros i j Hi Hj.
rewrite 2 entry_Build_Matrix, entry_Build_Vector.
by rewrite rng_mult_one_r.
Defined.

(** The sum of two diagonal matrices is diagonal. *)
Global Instance isdiagonal_matrix_plus {R : Ring} {n : nat} (M N : Matrix R n n)
`{IsDiagonal R n M} `{IsDiagonal R n N}
: IsDiagonal (matrix_plus M N).
Proof.
exists (vector_plus (isdiagonal_diag_vector M) (isdiagonal_diag_vector N)).
rewrite (isdiagonal_diag M), (isdiagonal_diag N).
apply matrix_diag_plus.
Defined.

(** The negative of a diagonal matrix is diagonal. *)
Global Instance isdiagonal_matrix_negate {R : Ring} {n : nat} (M : Matrix R n n)
`{IsDiagonal R n M}
: IsDiagonal (matrix_negate M).
Proof.
exists (vector_neg _ _ (isdiagonal_diag_vector M)).
rewrite (isdiagonal_diag M).
snrapply path_matrix.
intros i j Hi Hj.
rewrite !entry_Build_Matrix, !entry_Build_Vector.
by rewrite rng_mult_negate_r.
Defined.

(** The product of two diagonal matrices is diagonal. *)
Global Instance isdiagonal_matrix_mult {R : Ring} {n : nat} (M N : Matrix R n n)
`{IsDiagonal R n M} `{IsDiagonal R n N}
: IsDiagonal (matrix_mult M N).
Proof.
exists (vector_map2 (.*.) (isdiagonal_diag_vector M) (isdiagonal_diag_vector N)).
rewrite (isdiagonal_diag M), (isdiagonal_diag N).
apply matrix_diag_mult.
Defined.

(** The transpose of a diagonal matrix is diagonal. *)
Global Instance isdiagonal_matrix_transpose {R : Ring} {n : nat} (M : Matrix R n n)
`{IsDiagonal R n M}
: IsDiagonal (matrix_transpose M).
Proof.
exists (isdiagonal_diag_vector M).
rewrite (isdiagonal_diag M).
apply matrix_transpose_diag.
Defined.

(** Given a square matrix, we can extract the diagonal as a vector. *)
Definition matrix_diag_vector {R : Ring} {n : nat} (M : Matrix R n n)
: Vector R n
:= Build_Vector R n (fun i _ => entry M i i).

(** Diagonal matrices form a subring of the ring of square matrices. *)
Definition matrix_diag_ring (R : Ring) (n : nat) : Subring (matrix_ring R n).
Proof.
snrapply (Build_Subring' (fun M : matrix_ring R n => IsDiagonal M));
cbn beta; exact _.
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Defined.

(** ** Trace *)
Expand Down
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