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PhyslibAlpha.Mathematics.Order.PositiveDual.Interpolation

Approximate interpolation

i. Overview

Given finitely many lower elements `a i` below finitely many upper elements `b j` of an ordered real vector space with an order unit `u`, an interpolant is an element `g` with `a i ≤ g ≤ b j` for all `i` and `j`. When the positive functionals form a lattice, interpolants exist up to any error: for every `ε > 0` some `g` has `a i ≤ g + ε • u` and `g ≤ b j + ε • u`. The proof measures the failure to interpolate by a sublinear gauge; Hahn–Banach turns a linear functional below it into positive functionals, and refining these in the lattice of positive functionals shows the gauge is not positive.

ii. Key results

- `HasLatticeDualCone.exists_table` : two finite families of positive functionals with the same sum have a common refinement. - `Interpolation.gauge` : the interpolation gauge. - `Interpolation.exists_linear_le_gauge` : a linear functional below the interpolation gauge. - `HasLatticeDualCone.exists_approx_interpolant` : approximate interpolants exist.

iii. Table of contents

  • A. Refinement tables
  • B. The interpolation gauge
  • C. Approximate interpolants

A. Refinement tables

B. The interpolation gauge

C. Approximate interpolants

22 declarations

theorem

Existence of a Common Refinement Table for Positive Functionals with Equal Sums

Let EE be an ordered real vector space. Suppose we have two finite families of positive linear functionals {θi}i=1n\{\theta_i\}_{i=1}^n and {θj′}j=1m\{\theta'_j\}_{j=1}^m on EE such that their total sums are equal: ∑i=1nθi=∑j=1mθj′. \sum_{i=1}^n \theta_i = \sum_{j=1}^m \theta'_j. Then there exists a "refinement table" of positive linear functionals {τij}1≤i≤n,1≤j≤m\{\tau_{ij}\}_{1 \le i \le n, 1 \le j \le m} such that the sum of each row ii equals θi\theta_i and the sum of each column jj equals θj′\theta'_j: ∀i,∑j=1mτij=θiand∀j,∑i=1nτij=θj′. \forall i, \sum_{j=1}^m \tau_{ij} = \theta_i \quad \text{and} \quad \forall j, \sum_{i=1}^n \tau_{ij} = \theta'_j.

definition

Set of slack values μ\mu for approximate interpolation

Given an ordered real vector space EE with an order unit uu, let v=(a,c)v = (a, c) be a pair of finite families of elements ai∈Ea_i \in E (for i∈{1,…,n}i \in \{1, \dots, n\}) and cj∈Ec_j \in E (for j∈{1,…,m}j \in \{1, \dots, m\}). The set of slack values is the set of all μ∈R\mu \in \mathbb{R} such that there exists an element g∈Eg \in E satisfying ai−g≤μua_i - g \le \mu u for all ii and g+cj≤μug + c_j \le \mu u for all jj.

definition

Interpolation gauge inf⁡μ\inf \mu for approximate interpolation

Given an ordered real vector space EE with an order unit uu, let v=(a,c)v = (a, c) be a pair of finite families of elements a=(a1,…,an)a = (a_1, \dots, a_n) and c=(c1,…,cm)c = (c_1, \dots, c_m) in EE. The interpolation gauge of vv is the infimum of the set of all real numbers μ\mu for which there exists an interpolant g∈Eg \in E satisfying the inequalities ai−g≤μua_i - g \le \mu u for all i∈{1,…,n}i \in \{1, \dots, n\} and g+cj≤μug + c_j \le \mu u for all j∈{1,…,m}j \in \{1, \dots, m\}.

theorem

The set of slack values for approximate interpolation is non-empty

Let EE be an ordered real vector space with an order unit uu. For any pair of finite families of elements ai∈Ea_i \in E (for i∈{1,…,n}i \in \{1, \dots, n\}) and cj∈Ec_j \in E (for j∈{1,…,m}j \in \{1, \dots, m\}), the set of slack values μ∈R\mu \in \mathbb{R} such that there exists an element g∈Eg \in E satisfying ai−g≤μua_i - g \le \mu u for all ii and g+cj≤μug + c_j \le \mu u for all jj is non-empty.

theorem

The set of slack values is bounded below

Let EE be an ordered real vector space with an order unit uu. For any pair of finite families of elements a=(a1,…,an)a = (a_1, \dots, a_n) and c=(c1,…,cm)c = (c_1, \dots, c_m) in EE, let SS be the set of slack values μ∈R\mu \in \mathbb{R} such that there exists an element g∈Eg \in E satisfying ai−g≤μua_i - g \le \mu u for all i∈{1,…,n}i \in \{1, \dots, n\} and g+cj≤μug + c_j \le \mu u for all j∈{1,…,m}j \in \{1, \dots, m\}. Then the set SS is bounded below.

theorem

μ∈slacks(u,v)  ⟹  gauge(u,v)≤μ\mu \in \text{slacks}(u, v) \implies \text{gauge}(u, v) \le \mu

Let EE be an ordered real vector space with an order unit uu. Let v=(a,c)v = (a, c) be a pair of finite families of elements a=(a1,…,an)a = (a_1, \dots, a_n) and c=(c1,…,cm)c = (c_1, \dots, c_m) in EE. If μ∈R\mu \in \mathbb{R} is a slack value for vv (that is, μ∈slacks(u,v)\mu \in \text{slacks}(u, v), meaning there exists an element g∈Eg \in E such that ai−g≤μua_i - g \le \mu u and g+cj≤μug + c_j \le \mu u for all i,ji, j), then the interpolation gauge of vv is less than or equal to μ\mu, i.e., gauge(u,v)≤μ\text{gauge}(u, v) \le \mu.

theorem

μ∈slacks(u,v) and ν∈slacks(u,w)  ⟹  μ+ν∈slacks(u,v+w)\mu \in \text{slacks}(u, v) \text{ and } \nu \in \text{slacks}(u, w) \implies \mu + \nu \in \text{slacks}(u, v + w)

Let EE be an ordered real vector space with an order unit uu. Let v,w∈(Fin n→E)×(Fin m→E)v, w \in (\text{Fin } n \to E) \times (\text{Fin } m \to E) be pairs of finite families of elements in EE. If μ∈R\mu \in \mathbb{R} is a slack value for vv (i.e., μ∈slacks(u,v)\mu \in \text{slacks}(u, v)) and ν∈R\nu \in \mathbb{R} is a slack value for ww (i.e., ν∈slacks(u,w)\nu \in \text{slacks}(u, w)), then their sum μ+ν\mu + \nu is a slack value for the component-wise sum of the families v+wv + w (i.e., μ+ν∈slacks(u,v+w)\mu + \nu \in \text{slacks}(u, v + w)).

theorem

Subadditivity of the interpolation gauge: gaugeu(v+w)≤gaugeu(v)+gaugeu(w)\text{gauge}_u(v + w) \le \text{gauge}_u(v) + \text{gauge}_u(w)

Let EE be an ordered real vector space with an order unit uu. For any two pairs of finite families of elements v,w∈En×Emv, w \in E^n \times E^m, the interpolation gauge satisfies the subadditivity inequality: gaugeu(v+w)≤gaugeu(v)+gaugeu(w)\text{gauge}_u(v + w) \le \text{gauge}_u(v) + \text{gauge}_u(w) where the interpolation gauge gaugeu(a,c)\text{gauge}_u(a, c) for families a=(a1,…,an)a = (a_1, \dots, a_n) and c=(c1,…,cm)c = (c_1, \dots, c_m) is defined as the infimum of the set of all real numbers μ\mu for which there exists an interpolant g∈Eg \in E satisfying ai−g≤μua_i - g \le \mu u and g+cj≤μug + c_j \le \mu u for all i∈{1,…,n}i \in \{1, \dots, n\} and j∈{1,…,m}j \in \{1, \dots, m\}.

theorem

slacks(u,c⋅v)=c⋅slacks(u,v)\text{slacks}(u, c \cdot v) = c \cdot \text{slacks}(u, v) for c>0c > 0

Let EE be an ordered real vector space with an order unit uu. Let v=(a,b)v = (a, b) be a pair consisting of a family of elements ai∈Ea_i \in E (for i∈{1,…,n}i \in \{1, \dots, n\}) and a family bj∈Eb_j \in E (for j∈{1,…,m}j \in \{1, \dots, m\}). For any positive real number c>0c > 0, the set of slack values slacks(u,c⋅v)\text{slacks}(u, c \cdot v) for the scaled families is equal to the set of slack values slacks(u,v)\text{slacks}(u, v) scaled by cc. That is, slacks(u,c⋅v)={cμ∣μ∈slacks(u,v)}\text{slacks}(u, c \cdot v) = \{ c\mu \mid \mu \in \text{slacks}(u, v) \}, where a slack value μ\mu is a real number for which there exists an interpolant g∈Eg \in E satisfying ai−g≤μua_i - g \le \mu u and g+bj≤μug + b_j \le \mu u for all i,ji, j.

theorem

gauge(u,c⋅v)=c⋅gauge(u,v)\text{gauge}(u, c \cdot v) = c \cdot \text{gauge}(u, v) for c>0c > 0

Let EE be an ordered real vector space with an order unit uu. Let v=(a,b)v = (a, b) be a pair of finite families of elements in EE, where a=(a1,…,an)a = (a_1, \dots, a_n) and b=(b1,…,bm)b = (b_1, \dots, b_m). For any positive real number c>0c > 0, the interpolation gauge of the scaled pair c⋅v=(ca,cb)c \cdot v = (ca, cb) is cc times the interpolation gauge of vv, i.e., gauge(u,c⋅v)=c⋅gauge(u,v)\text{gauge}(u, c \cdot v) = c \cdot \text{gauge}(u, v) where the interpolation gauge gauge(u,v)\text{gauge}(u, v) is defined as the infimum of the set of all real numbers μ\mu for which there exists an interpolant g∈Eg \in E satisfying ai−g≤μua_i - g \le \mu u for all ii and g+bj≤μug + b_j \le \mu u for all jj.

theorem

The interpolation gauge of zero families is zero

Let EE be an ordered real vector space with an order unit uu. For the pair of zero families (a,c)(a, c) where ai=0a_i = 0 for all i∈{1,…,n}i \in \{1, \dots, n\} and cj=0c_j = 0 for all j∈{1,…,m}j \in \{1, \dots, m\}, the interpolation gauge is zero, i.e., gauge(u,(0,0))=0\text{gauge}(u, (0, 0)) = 0.

theorem

gaugeu(v)≤0\text{gauge}_u(v) \le 0 for non-positive families vv

Let EE be an ordered real vector space with an order unit uu. Let v=(a,c)v = (a, c) be a pair of finite families of elements in EE, where a=(a1,…,an)a = (a_1, \dots, a_n) and c=(c1,…,cm)c = (c_1, \dots, c_m). If every element of both families is non-positive, i.e., ai≤0a_i \le 0 for all i∈{1,…,n}i \in \{1, \dots, n\} and cj≤0c_j \le 0 for all j∈{1,…,m}j \in \{1, \dots, m\}, then the interpolation gauge of vv is non-positive: gaugeu(v)≤0\text{gauge}_u(v) \le 0 where gaugeu(v)\text{gauge}_u(v) is defined as the infimum of the set of all real numbers μ\mu for which there exists an element g∈Eg \in E satisfying ai−g≤μua_i - g \le \mu u and g+cj≤μug + c_j \le \mu u for all i,ji, j.

theorem

c⋅gaugeu(t)≤gaugeu(c⋅t)c \cdot \text{gauge}_u(t) \le \text{gauge}_u(c \cdot t)

Let EE be an ordered real vector space with an order unit uu. Let t=(a,b)t = (a, b) be a pair of finite families of elements in EE, where a=(a1,…,an)a = (a_1, \dots, a_n) and b=(b1,…,bm)b = (b_1, \dots, b_m). For any real number c∈Rc \in \mathbb{R}, the interpolation gauge gaugeu(t)\text{gauge}_u(t) satisfies the scaling inequality: c⋅gaugeu(t)≤gaugeu(c⋅t)c \cdot \text{gauge}_u(t) \le \text{gauge}_u(c \cdot t) where c⋅tc \cdot t denotes the scalar multiplication of the families, i.e., (ca1,…,can,cb1,…,cbm)(c a_1, \dots, c a_n, c b_1, \dots, c b_m). This inequality holds for both positive and negative scaling factors.

theorem

Existence of a linear functional Λ≤gaugeu\Lambda \le \text{gauge}_u such that Λ(t)=gaugeu(t)\Lambda(t) = \text{gauge}_u(t)

Let EE be an ordered real vector space with an order unit uu. For any pair of finite families of elements t∈En×Emt \in E^n \times E^m, there exists a linear functional Λ:En×Em→R\Lambda : E^n \times E^m \to \mathbb{R} such that for all v∈En×Emv \in E^n \times E^m, Λ(v)≤gaugeu(v)\Lambda(v) \le \text{gauge}_u(v), and Λ(t)=gaugeu(t)\Lambda(t) = \text{gauge}_u(t), where gaugeu\text{gauge}_u is the interpolation gauge associated with the order unit uu.

definition

The ii-th lower part of a linear functional Λ\Lambda

Given a linear functional Λ:En×Em→R\Lambda : E^n \times E^m \to \mathbb{R} defined on a product of finite families of elements in a real vector space EE, and given an index i∈{1,…,n}i \in \{1, \dots, n\}, the ii-th lower part is the linear functional on EE defined by applying Λ\Lambda to a pair of vectors where the ii-th entry of the first vector is x∈Ex \in E and all other entries in both vectors are zero. This represents the contribution to the total value of Λ\Lambda coming from the ii-th "lower observable."

definition

jj-th upper component of the linear functional Λ\Lambda

Given a linear functional Λ:En×Em→R\Lambda : E^n \times E^m \to \mathbb{R} on a product of ordered real vector spaces, and an index j∈{1,…,m}j \in \{1, \dots, m\}, the jj-th upper part of Λ\Lambda is the linear functional on EE that maps an element x∈Ex \in E to the value of Λ\Lambda evaluated at (0,singlej(x))(0, \text{single}_j(x)), where singlej(x)=(0,…,x,…,0)\text{single}_j(x) = (0, \dots, x, \dots, 0) is the vector in EmE^m with xx at the jj-th position and zero elsewhere. This defines the component of Λ\Lambda that acts on the jj-th "upper" coordinate in the product space.

theorem

Decomposition of a linear functional Λ\Lambda on En×EmE^n \times E^m into its component parts

Let EE be a real vector space and let Λ:En×Em→R\Lambda : E^n \times E^m \to \mathbb{R} be a linear functional. For any element v=(x,y)∈En×Emv = (x, y) \in E^n \times E^m, where x=(x1,…,xn)∈Enx = (x_1, \dots, x_n) \in E^n and y=(y1,…,ym)∈Emy = (y_1, \dots, y_m) \in E^m, the value of Λ\Lambda at vv is given by the sum of its components: Λ(v)=∑i=1n(lowerParti Λ)(xi)+∑j=1m(upperPartj Λ)(yj)\Lambda(v) = \sum_{i=1}^n (\text{lowerPart}_i \, \Lambda)(x_i) + \sum_{j=1}^m (\text{upperPart}_j \, \Lambda)(y_j) where lowerParti Λ\text{lowerPart}_i \, \Lambda is the linear functional on EE corresponding to the ii-th component of the first factor, and upperPartj Λ\text{upperPart}_j \, \Lambda is the linear functional on EE corresponding to the jj-th component of the second factor.

theorem

The ii-th lower part of Λ\Lambda is non-negative

Let EE be an ordered real vector space and Λ:En×Em→R\Lambda : E^n \times E^m \to \mathbb{R} be a linear functional. For any index i∈{1,…,n}i \in \{1, \dots, n\} and any element x∈Ex \in E, if x≥0x \ge 0, then the ii-th lower part of Λ\Lambda evaluated at xx is non-negative, that is, (lowerParti Λ)(x)≥0(\text{lowerPart}_i \, \Lambda)(x) \ge 0.

theorem

The jj-th upper part of Λ\Lambda is non-negative

Let EE be an ordered real vector space and Λ:En×Em→R\Lambda : E^n \times E^m \to \mathbb{R} be a linear functional. For any index j∈{1,…,m}j \in \{1, \dots, m\} and any element x∈Ex \in E, if x≥0x \ge 0, then the jj-th upper part of Λ\Lambda evaluated at xx is non-negative, that is, (upperPartj Λ)(x)≥0(\text{upperPart}_j \, \Lambda)(x) \ge 0.

theorem

∑ilowerParti(Λ)=∑jupperPartj(Λ)\sum_i \text{lowerPart}_i(\Lambda) = \sum_j \text{upperPart}_j(\Lambda) for functionals below the interpolation gauge

Let EE be an ordered real vector space. Suppose Λ\Lambda is a linear functional defined on the product space En×EmE^n \times E^m of finite families of elements (specifically, a functional bounded above by the interpolation gauge). For any element h∈Eh \in E, the sum of the ii-th lower parts of Λ\Lambda evaluated at hh is equal to the sum of the jj-th upper parts of Λ\Lambda evaluated at hh: ∑i=1nlowerParti(Λ)(h)=∑j=1mupperPartj(Λ)(h)\sum_{i=1}^n \text{lowerPart}_i(\Lambda)(h) = \sum_{j=1}^m \text{upperPart}_j(\Lambda)(h) where the ii-th lower part lowerParti(Λ)\text{lowerPart}_i(\Lambda) is the component of Λ\Lambda acting on the ii-th element of the first family, and the jj-th upper part upperPartj(Λ)\text{upperPart}_j(\Lambda) is the component acting on the jj-th element of the second family.

theorem

The interpolation gauge gaugeu(a,−b)\text{gauge}_u(a, -b) is non-positive

Let EE be an ordered real vector space with an order unit uu. Suppose that the positive functionals on EE form a lattice. Given finite families of elements {ai}i=1n\{a_i\}_{i=1}^n and {bj}j=1m\{b_j\}_{j=1}^m in EE such that ai≤bja_i \le b_j for all i∈{1,…,n}i \in \{1, \dots, n\} and j∈{1,…,m}j \in \{1, \dots, m\}, then the interpolation gauge satisfies: gaugeu(a,−b)≤0\text{gauge}_u(a, -b) \le 0 where the interpolation gauge gaugeu(a,−b)\text{gauge}_u(a, -b) is the infimum of the set of all real numbers μ\mu for which there exists an element g∈Eg \in E such that ai−g≤μua_i - g \le \mu u and g−bj≤μug - b_j \le \mu u for all indices ii and jj.

theorem

Existence of Approximate Interpolants ai≤g≤bja_i \le g \le b_j up to error ϵ⋅u\epsilon \cdot u

Let EE be an ordered real vector space with an order unit uu, such that the positive functionals on EE form a lattice. Given finite families of elements {ai}i\{a_i\}_i and {bj}j\{b_j\}_j in EE (where aia_i are lower observables and bjb_j are upper observables such that ai≤bja_i \le b_j for all i,ji, j), then for every ϵ>0\epsilon > 0, there exists an element g∈Eg \in E such that ai≤g+ϵ⋅ua_i \leq g + \epsilon \cdot u for all ii and g≤bj+ϵ⋅ug \leq b_j + \epsilon \cdot u for all jj.