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PhyslibAlpha.Mathematics.Order.PositiveDual.Basic

Positive functionals

i. Overview

A positive functional on an ordered real vector space `E` is a linear functional that is nonnegative on the positive cone. When the order is directed, every element is a difference of two nonnegative ones, so positive functionals are determined by their values on the cone. They are then ordered by comparing these values: `ψ ≤ φ` when `φ - ψ` is positive again.

Conversely, a nonnegative function on the cone that is additive and positively homogeneous there extends uniquely to a positive functional.

ii. Key results

- `PositiveLinearMap.instPartialOrder` : positive functionals ordered on the positive cone. - `PositiveLinearMap.subOfLE` : the difference of two positive functionals, one below the other. - `PositiveLinearMap.eq_zero_of_map_eq_zero` : a positive functional vanishing at an order unit vanishes. - `PositiveLinearMap.ofCone` : a nonnegative, additive, positively homogeneous function on the cone as a positive functional.

iii. Table of contents

  • A. Scaling positive functionals
  • B. The order on positive functionals
  • C. Extending from the cone

A. Scaling positive functionals

B. The order on positive functionals

C. Extending from the cone

23 declarations

instance

Scalar multiplication of positive functionals by R≥0\mathbb{R}_{\geq 0}

Let EE be an ordered real vector space and let E→pRE \to_{p} \mathbb{R} denote the space of positive linear functionals on EE. This definition provides the scalar multiplication of a positive linear functional ϕ\phi by a non-negative real number c∈R≥0c \in \mathbb{R}_{\geq 0}, such that for any f∈Ef \in E, the result (c⋅ϕ)(f)(c \cdot \phi)(f) is given by c⋅ϕ(f)c \cdot \phi(f).

theorem

(c⋅ϕ)(f)=c⋅ϕ(f)(c \cdot \phi)(f) = c \cdot \phi(f) for positive linear functionals and non-negative scalars cc

Let EE be an ordered real vector space. For any non-negative real number c∈R≥0c \in \mathbb{R}_{\geq 0}, any positive linear functional ϕ\phi (a linear functional that is non-negative on the positive cone of EE), and any element f∈Ef \in E, the scalar multiplication of the functional is defined pointwise such that (c⋅ϕ)(f)=c⋅ϕ(f)(c \cdot \phi)(f) = c \cdot \phi(f).

definition

An element ≥f\ge f and ≥0\ge 0

For an element ff in an ordered real vector space EE, this function selects an element in EE that is greater than or equal to both ff and the zero element 00. Specifically, it satisfies f≤dominator ff \le \text{dominator } f and 0≤dominator f0 \le \text{dominator } f.

theorem

f≤dominator(f)f \le \text{dominator}(f) for elements in an ordered real vector space EE

Let EE be an ordered real vector space. For any element f∈Ef \in E, it holds that f≤dominator(f)f \le \text{dominator}(f), where dominator(f)\text{dominator}(f) is defined as an element in EE that is greater than or equal to both ff and the zero element 00.

theorem

The dominator of ff is non-negative (0≤dominator f0 \le \text{dominator } f)

Let EE be an ordered real vector space. For any element f∈Ef \in E, its dominator is non-negative, satisfying 0≤dominator f0 \le \text{dominator } f. Here, the dominator of ff is an element in EE defined to be greater than or equal to both ff and the zero element 00.

instance

Partial order on positive linear maps E→pRE \to_p \mathbb{R}

For an ordered real vector space EE, the space of positive linear functionals E→pRE \to_p \mathbb{R} is equipped with a partial order. A positive functional ϕ\phi is defined to be less than or equal to ψ\psi (ϕ≤ψ\phi \leq \psi) if and only if ϕ(f)≤ψ(f)\phi(f) \leq \psi(f) for every element ff in the positive cone of EE (i.e., for all f≥0f \geq 0).

theorem

ϕ≤ψ  ⟺  ∀f≥0,ϕ(f)≤ψ(f)\phi \leq \psi \iff \forall f \geq 0, \phi(f) \leq \psi(f)

Let EE be an ordered real vector space. For any two positive linear functionals ϕ,ψ:E→pR\phi, \psi: E \to_p \mathbb{R}, the inequality ϕ≤ψ\phi \leq \psi holds if and only if for every element f∈Ef \in E in the positive cone (i.e., f≥0f \geq 0), the values satisfy ϕ(f)≤ψ(f)\phi(f) \leq \psi(f).

theorem

0≤ϕ0 \leq \phi for any positive linear functional ϕ\phi

Let EE be an ordered real vector space. For any positive linear functional ϕ\phi from EE to R\mathbb{R}, it holds that 0≤ϕ0 \leq \phi under the partial order of positive linear maps.

theorem

ϕ≤ϕ+ψ\phi \leq \phi + \psi for positive linear functionals

Let EE be an ordered real vector space. For any two positive linear functionals ϕ,ψ\phi, \psi from EE to R\mathbb{R}, it holds that ϕ≤ϕ+ψ\phi \leq \phi + \psi under the partial order of positive linear functionals.

theorem

ψi≤∑j∈tψj\psi_i \leq \sum_{j \in t} \psi_j for positive linear functionals

Let EE be an ordered real vector space. Let {ψj}j∈ι\{\psi_j\}_{j \in \iota} be a collection of positive linear functionals from EE to R\mathbb{R} (denoted as E→pRE \to_p \mathbb{R}), where ι\iota is an indexing set. For any finite subset t⊆ιt \subseteq \iota and any index i∈ti \in t, the functional ψi\psi_i is less than or equal to the sum of the functionals in tt under the partial order on positive linear functionals: ψi≤∑j∈tψj\psi_i \le \sum_{j \in t} \psi_j This means that for all elements ff in the positive cone of EE (f≥0f \ge 0), the inequality ψi(f)≤∑j∈tψj(f)\psi_i(f) \le \sum_{j \in t} \psi_j(f) holds.

definition

Difference ϕ−ψ\phi - \psi of positive linear functionals given ψ≤ϕ\psi \leq \phi

Given an ordered real vector space EE and two positive linear functionals ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R} such that ψ≤ϕ\psi \leq \phi (meaning ψ(f)≤ϕ(f)\psi(f) \leq \phi(f) for all ff in the positive cone of EE), this definition constructs the positive linear functional representing their difference ϕ−ψ\phi - \psi. The resulting functional is defined by (ϕ−ψ)(f)=ϕ(f)−ψ(f)(\phi - \psi)(f) = \phi(f) - \psi(f) for all f∈Ef \in E, and its positivity is guaranteed by the condition ψ≤ϕ\psi \leq \phi.

theorem

Evaluation of the difference of positive linear functionals: (ϕ−ψ)(f)=ϕ(f)−ψ(f)(\phi - \psi)(f) = \phi(f) - \psi(f)

Let EE be an ordered real vector space. Suppose ϕ\phi and ψ\psi are positive linear functionals from EE to R\mathbb{R} such that ψ≤ϕ\psi \leq \phi (meaning ψ(g)≤ϕ(g)\psi(g) \leq \phi(g) for all gg in the positive cone of EE). For any element f∈Ef \in E, the positive linear functional representing their difference ϕ−ψ\phi - \psi (denoted as `subOfLE φ ψ h`) satisfies: (ϕ−ψ)(f)=ϕ(f)−ψ(f)(\phi - \psi)(f) = \phi(f) - \psi(f)

theorem

ψ+(ϕ−ψ)=ϕ\psi + (\phi - \psi) = \phi for positive linear functionals

Let EE be an ordered real vector space. For any two positive linear functionals ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R}, if ψ≤ϕ\psi \leq \phi (meaning ψ(f)≤ϕ(f)\psi(f) \leq \phi(f) for all ff in the positive cone of EE), then the sum of ψ\psi and the positive linear functional representing the difference ϕ−ψ\phi - \psi is equal to ϕ\phi.

definition

Extension of FF from the positive cone to EE

For an ordered real vector space EE and a function FF defined on its positive cone {x∈E∣x≥0}\{x \in E \mid x \geq 0\}, the function `coneExt` extends FF to the entire space EE. For any element f∈Ef \in E, it is defined as F(b)−F(b−f)F(b) - F(b - f), where bb is a chosen "dominator" satisfying b≥fb \geq f and b≥0b \geq 0.

theorem

F(0)=0F(0) = 0 for additive functions on the positive cone

Let EE be an ordered real vector space and let FF be an additive function defined on its positive cone (the set of elements x∈Ex \in E such that x≥0x \geq 0). Then the value of FF at the zero element is zero, i.e., F(0)=0F(0) = 0.

theorem

coneExt(F,f)=F(b)−F(b−f)\text{coneExt}(F, f) = F(b) - F(b - f) for any b≥f,0b \geq f, 0

Let EE be an ordered real vector space and let FF be a function defined on its positive cone {x∈E∣x≥0}\{x \in E \mid x \geq 0\}. For any element f∈Ef \in E and any element b∈Eb \in E satisfying b≥0b \geq 0 and b≥fb \geq f, the extension of FF to the whole space EE, denoted by coneExt(F,f)\text{coneExt}(F, f), is given by: coneExt(F,f)=F(b)−F(b−f)\text{coneExt}(F, f) = F(b) - F(b - f) This formula characterizes the extension of FF using a "dominator" element bb that is greater than or equal to both ff and 00, ensuring that both bb and b−fb - f lie within the positive cone where FF is defined.

theorem

coneExt(F)(f)=F(f)\text{coneExt}(F)(f) = F(f) for f≥0f \geq 0

Let EE be an ordered real vector space and FF be a function defined on its positive cone {x∈E∣x≥0}\{x \in E \mid x \geq 0\}. For any element f∈Ef \in E such that f≥0f \geq 0, the value of the extension coneExt(F)\text{coneExt}(F) at ff is equal to the value of the original function FF at ff, i.e., coneExt(F)(f)=F(f)\text{coneExt}(F)(f) = F(f).

theorem

Additivity of the cone extension coneExtF\text{coneExt}_F

Let EE be an ordered real vector space and let FF be a function defined on its positive cone. The extension of FF to the entire space EE, denoted by coneExtF\text{coneExt}_F, is additive. That is, for any vectors f,g∈Ef, g \in E, it holds that coneExtF(f+g)=coneExtF(f)+coneExtF(g)\text{coneExt}_F(f + g) = \text{coneExt}_F(f) + \text{coneExt}_F(g).

theorem

coneExt F(−f)=−coneExt F(f)\text{coneExt } F (-f) = - \text{coneExt } F (f)

Let EE be an ordered real vector space and FF be a function defined on its positive cone {x∈E∣x≥0}\{x \in E \mid x \geq 0\}. Let coneExt F:E→R\text{coneExt } F: E \to \mathbb{R} denote the extension of FF to the entire space EE. For any element f∈Ef \in E, the extension satisfies coneExt F(−f)=−coneExt F(f).\text{coneExt } F (-f) = - \text{coneExt } F (f).

theorem

Positive Homogeneity of the Cone Extension for c>0c > 0

Let EE be an ordered real vector space and let FF be a function defined on its positive cone. Let coneExt F:E→R\text{coneExt } F: E \to \mathbb{R} be the extension of FF to the entire space EE. For any positive real scalar c>0c > 0 and any vector f∈Ef \in E, the extension satisfies the property coneExt F(c⋅f)=c⋅coneExt F(f)\text{coneExt } F (c \cdot f) = c \cdot \text{coneExt } F(f).

theorem

The cone extension coneExtF\text{coneExt}_F is homogeneous under scalar multiplication: coneExtF(c⋅f)=c⋅coneExtF(f)\text{coneExt}_F(c \cdot f) = c \cdot \text{coneExt}_F(f)

Let EE be an ordered real vector space and FF be a function defined on its positive cone {x∈E∣x≥0}\{x \in E \mid x \geq 0\}. Let coneExtF:E→R\text{coneExt}_F: E \to \mathbb{R} denote the extension of FF to the entire space EE. For any scalar c∈Rc \in \mathbb{R} and any element f∈Ef \in E, the extension satisfies coneExtF(c⋅f)=c⋅coneExtF(f)\text{coneExt}_F(c \cdot f) = c \cdot \text{coneExt}_F(f).

definition

Positive linear functional extension from the positive cone E≥0→RE_{\geq 0} \to \mathbb{R}

Let EE be an ordered real vector space. Given a function FF defined on the positive cone {x∈E∣x≥0}\{x \in E \mid x \geq 0\}, the definition `ofCone` constructs a positive linear functional φ:E→R\varphi: E \to \mathbb{R} by extending FF to the entire space. This construction requires FF to be nonnegative (F(x)≥0F(x) \geq 0), additive (F(x+y)=F(x)+F(y)F(x + y) = F(x) + F(y)), and positively homogeneous (F(c⋅x)=c⋅F(x)F(c \cdot x) = c \cdot F(x) for c≥0c \geq 0) on the cone.

theorem

The extended positive linear functional ofCone(F)\text{ofCone}(F) agrees with FF on the positive cone E≥0E_{\geq 0}

Let EE be an ordered real vector space and FF be a function defined on the positive cone {x∈E∣x≥0}\{x \in E \mid x \geq 0\} that is nonnegative, additive, and positively homogeneous. Let ofCone(F)\text{ofCone}(F) be the positive linear functional on EE constructed by extending FF. For any element f∈Ef \in E in the positive cone (i.e., f≥0f \geq 0), the value of the extended functional at ff matches the original function: (ofCone(F))(f)=F(f)(\text{ofCone}(F))(f) = F(f).