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Atlas.IntroductionToFunctionalAnalysis.code.HilbertSpace

@[reducible, inline]
abbrev HilbertSpace.PreHilbertSpace (๐•œ : Type u_1) (H : Type u_2) [RCLike ๐•œ] [SeminormedAddCommGroup H] :
Type (max u_1 u_2)

A pre-Hilbert space is a vector space over $\mathbb{K} = \mathbb{R}, \mathbb{C}$ equipped with a Hermitian inner product $\langle \cdot, \cdot \rangle : H \times H \to \mathbb{K}$ satisfying linearity in the first argument, conjugate symmetry, and positive-definiteness. In Mathlib this is modeled by InnerProductSpace ๐•œ H.

Instances For
    theorem HilbertSpace.norm_eq_sqrt_inner {๐•œ : Type u_1} [RCLike ๐•œ] {H : Type u_2} [SeminormedAddCommGroup H] [InnerProductSpace ๐•œ H] (x : H) :

    Norm from inner product. In a (pre-)Hilbert space $H$, the norm of any $v \in H$ satisfies $\|v\| = \sqrt{\operatorname{Re}\,\langle v, v \rangle}$.

    @[reducible]
    noncomputable def HilbertSpace.normedAddCommGroupOfInnerProduct (๐•œ : Type u_1) (H : Type u_2) [RCLike ๐•œ] [AddCommGroup H] [Module ๐•œ H] (c : InnerProductSpace.Core ๐•œ H) :

    An inner product (given as InnerProductSpace.Core data) induces a NormedAddCommGroup structure on $H$ via the norm $\|v\| = \langle v, v \rangle^{1/2}$. Hence, if $H$ is a pre-Hilbert space, then $\|\cdot\|$ is a genuine norm on $H$.

    Instances For
      theorem HilbertSpace.cauchy_schwarz {๐•œ : Type u_1} [RCLike ๐•œ] {H : Type u_2} [SeminormedAddCommGroup H] [InnerProductSpace ๐•œ H] (x y : H) :

      Cauchy-Schwarz inequality. In a pre-Hilbert space $H$, for all $u, v \in H$ we have $|\langle u, v \rangle| \le \|u\|\,\|v\|$.

      theorem HilbertSpace.parallelogram_law_iff (๐•œ : Type u_1) [RCLike ๐•œ] {H : Type u_2} [NormedAddCommGroup H] [NormedSpace ๐•œ H] :
      (โˆ€ (x y : H), โ€–x + yโ€– ^ 2 + โ€–x - yโ€– ^ 2 = 2 * (โ€–xโ€– ^ 2 + โ€–yโ€– ^ 2)) โ†” Nonempty (InnerProductSpace ๐•œ H)

      Parallelogram law (and its converse). A normed vector space $H$ over $\mathbb{K}$ satisfies the parallelogram law $$\|u+v\|^2 + \|u-v\|^2 = 2(\|u\|^2 + \|v\|^2) \quad \forall u, v \in H$$ if and only if $H$ is a pre-Hilbert space, i.e. there exists an inner product on $H$ inducing its norm.

      theorem HilbertSpace.bessel_inequality {๐•œ : Type u_1} [RCLike ๐•œ] {H : Type u_2} [SeminormedAddCommGroup H] [InnerProductSpace ๐•œ H] {ฮน : Type u_3} {v : ฮน โ†’ H} (hv : Orthonormal ๐•œ v) (x : H) :
      โˆ‘' (i : ฮน), โ€–inner ๐•œ x (v i)โ€– ^ 2 โ‰ค โ€–xโ€– ^ 2

      Bessel's inequality. Let $\{e_n\}$ be a (countable) orthonormal family in a pre-Hilbert space $H$. Then for every $u \in H$, $$\sum_n |\langle u, e_n \rangle|^2 \le \|u\|^2.$$

      theorem HilbertSpace.inner_tendsto_of_tendsto {๐•œ : Type u_1} {E : Type u_2} [RCLike ๐•œ] [SeminormedAddCommGroup E] [InnerProductSpace ๐•œ E] {x y : โ„• โ†’ E} {a b : E} (hx : Filter.Tendsto x Filter.atTop (nhds a)) (hy : Filter.Tendsto y Filter.atTop (nhds b)) :
      Filter.Tendsto (fun (n : โ„•) => inner ๐•œ (x n) (y n)) Filter.atTop (nhds (inner ๐•œ a b))

      Continuity of the inner product. If $u_n \to a$ and $v_n \to b$ in a pre-Hilbert space, then $\langle u_n, v_n \rangle \to \langle a, b \rangle$.

      theorem HilbertSpace.parseval_identity_hilbertBasis {๐•œ : Type u_3} [RCLike ๐•œ] {H : Type u_4} [NormedAddCommGroup H] [InnerProductSpace ๐•œ H] {ฮน : Type u_5} (b : HilbertBasis ฮน ๐•œ H) (u : H) :
      โˆ‘' (i : ฮน), โ€–inner ๐•œ u (b i)โ€– ^ 2 = โ€–uโ€– ^ 2

      Parseval's identity (Hilbert basis version). If $\{e_i\}_{i \in \iota}$ is a Hilbert basis of $H$, then for all $u \in H$, $$\sum_i |\langle u, e_i \rangle|^2 = \|u\|^2.$$

      theorem HilbertSpace.parseval_identity {๐•œ : Type u_3} [RCLike ๐•œ] {H : Type u_4} [NormedAddCommGroup H] [InnerProductSpace ๐•œ H] {ฮน : Type u_5} [CompleteSpace H] {e : ฮน โ†’ H} (he : Orthonormal ๐•œ e) (hcomplete : โŠค โ‰ค (Submodule.span ๐•œ (Set.range e)).topologicalClosure) (u : H) :
      โˆ‘' (i : ฮน), โ€–inner ๐•œ u (e i)โ€– ^ 2 = โ€–uโ€– ^ 2

      Parseval's identity. Let $H$ be a Hilbert space and let $\{e_i\}_{i \in \iota}$ be an orthonormal family whose span is dense in $H$ (i.e. an orthonormal basis). Then for all $u \in H$, $$\sum_i |\langle u, e_i \rangle|^2 = \|u\|^2.$$

      theorem HilbertSpace.separable_hilbert_isomorphic_ell2 {๐•œ : Type u_3} [RCLike ๐•œ] {H : Type u_4} [NormedAddCommGroup H] [InnerProductSpace ๐•œ H] (b : HilbertBasis โ„• ๐•œ H) :
      Nonempty (H โ‰ƒโ‚—แตข[๐•œ] โ†ฅ(lp (fun (x : โ„•) => ๐•œ) 2))

      Separable Hilbert spaces are isometric to $\ell^2$. If $H$ is an infinite-dimensional separable Hilbert space (equivalently, if $H$ admits a countable Hilbert basis indexed by $\mathbb{N}$), then $H$ is isometrically linearly isomorphic to $\ell^2$, the space of square-summable sequences. In particular, the isomorphism preserves both norms and inner products.

      Orthogonal projection onto a closed subspace. Let $H$ be a Hilbert space and let $W \subset H$ be a closed subspace. The orthogonal projection $\Pi_W : H \to H$ that sends $v = w + w^\perp$ (with $w \in W$ and $w^\perp \in W^\perp$) to $w$ is a projection operator: it is idempotent ($\Pi_W \circ \Pi_W = \Pi_W$) and has operator norm at most $1$.

      theorem HilbertSpace.riesz_representation {๐•œ : Type u_3} [RCLike ๐•œ] {H : Type u_4} [NormedAddCommGroup H] [InnerProductSpace ๐•œ H] [CompleteSpace H] (f : H โ†’L[๐•œ] ๐•œ) :
      โˆƒ! y : H, (โˆ€ (x : H), f x = inner ๐•œ y x) โˆง โ€–fโ€– = โ€–yโ€–

      Riesz Representation Theorem. Let $H$ be a Hilbert space. Then for every bounded linear functional $f \in H'$, there exists a unique $y \in H$ such that $f(x) = \langle y, x \rangle$ for all $x \in H$, and moreover $\|f\| = \|y\|$.

      theorem HilbertSpace.separable_of_countable_hilbertBasis {๐•œ : Type u_3} [RCLike ๐•œ] {H : Type u_4} [NormedAddCommGroup H] [InnerProductSpace ๐•œ H] {ฮน : Type u_5} [Countable ฮน] (b : HilbertBasis ฮน ๐•œ H) :

      A Hilbert space with a countable orthonormal basis is separable. If a Hilbert space $H$ admits a Hilbert basis indexed by a countable set, then $H$ is separable: the closure of the $\mathbb{K}$-linear span of the basis contains a countable dense subset of $H$.