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Books.Analysis2_Tao_2022.Chapters.Chap05.section02_part1

noncomputable def periodicInnerProduct (f g : { h : // Continuous h Function.Periodic h 1 }) :

Definition 5.2.1 (Inner product): for f, g ∈ C(ℝ/ℤ;ℂ) (modeled as continuous, -periodic functions ℝ → ℂ), define ⟪f, g⟫ = ∫ x in [0,1], f x * conj (g x) dx.

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    Orthogonality for continuous, 1-periodic complex-valued functions.

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      noncomputable def periodicL2Metric (f g : { h : // Continuous h Function.Periodic h 1 }) :

      The L^2 metric on continuous, 1-periodic complex-valued functions.

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        Definition 5.2.2 (Orthogonality and the L^2 metric): for f, g ∈ C(ℝ/ℤ;ℂ) (modeled as continuous, 1-periodic functions ℝ → ℂ), (i) f and g are orthogonal iff ⟪f, g⟫ = 0; and (ii) d_{L^2}(f,g) = (∫_[0,1] ‖f(x) - g(x)‖^2 dx)^(1/2).

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          Definition 5.2.3 (L^2-convergence): for a sequence (f_n) in C(ℝ/ℤ;ℂ) and f ∈ C(ℝ/ℤ;ℂ), (f_n) converges to f in L^2 when d_{L^2}(f_n, f) → 0 as n → ∞.

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            theorem continuous_periodic_constOne :
            (Continuous fun (x : ) => 1) Function.Periodic (fun (x : ) => 1) 1

            The constant function x ↦ 1 is continuous and 1-periodic.

            The function x ↦ exp(2πix) is continuous and 1-periodic.

            The 1-periodic function induced by the constant function x ↦ 1.

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              The 1-periodic function induced by x ↦ exp(2πix).

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                Helper for Example 5.2.3: rewrite the integrand as an exponential with negative coefficient.

                Helper for Example 5.2.3: the exponential coefficient is nonzero.

                Helper for Example 5.2.3: the endpoint value exp(-2πi) equals 1.

                Helper for Example 5.2.3: the relevant exponential integral on [0,1] vanishes.

                Example 5.2.3: let f(x) = 1 and g(x) = exp(2πix). Then ⟪f, g⟫ = 0.

                noncomputable def periodicL2Norm (f : { h : // Continuous h Function.Periodic h 1 }) :

                The L^2 norm on continuous, 1-periodic complex-valued functions induced by the inner product ⟪f, g⟫ = ∫_[0,1] f \overline{g}.

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                  Helper for Example 5.2.6: the self-inner-product integrand is identically 1.

                  Helper for Example 5.2.6: the self-inner product of exp(2πix) equals 1.

                  Helper for Example 5.2.6: the real part of the self-inner product is 1.

                  Example 5.2.6: for f(x) = exp(2πix), one has ‖f‖_2 = 1.

                  Helper for Lemma 5.2.7a: rewrite Re ⟪f,f⟫ as an interval integral of normSq.

                  theorem helperForLemma_5_2_7a_exists_nonzero_in_unit_interval (f : { h : // Continuous h Function.Periodic h 1 }) (hne : f 0) :
                  xSet.Icc 0 1, f x 0

                  Helper for Lemma 5.2.7a: a nonzero periodic function is nonzero at some point of the unit interval.

                  Helper for Lemma 5.2.7a: if a periodic function is nonzero, then Re ⟪f,f⟫ is strictly positive.

                  Helper for Lemma 5.2.7a: vanishing real part of the self-inner product is equivalent to the function being zero.

                  Helper for Lemma 5.2.7a: ‖f‖_2 = 0 is equivalent to vanishing real part of the self-inner product.

                  Lemma 5.2.7a (Basic properties of ‖·‖_2 (a), non-degeneracy): for f ∈ C(ℝ/ℤ; ℂ) (modeled as a continuous, 1-periodic function ℝ → ℂ), ‖f‖_2 = 0 iff f is the zero function.

                  Helper for Lemma 5.2.7b: continuity on [0,1] gives membership on the restricted measure.

                  theorem helperForLemma_5_2_7b_pointwise_norm_mul_star (f g : { h : // Continuous h Function.Periodic h 1 }) (x : ) :
                  f x * star (g x) = f x * g x

                  Helper for Lemma 5.2.7b: pointwise norm of the inner-product integrand factors.

                  theorem helperForLemma_5_2_7b_holder_norm_on_Icc (f g : { h : // Continuous h Function.Periodic h 1 }) :
                  (x : ) in Set.Icc 0 1, f x * g x ( (x : ) in Set.Icc 0 1, f x ^ 2) ^ (1 / 2) * ( (x : ) in Set.Icc 0 1, g x ^ 2) ^ (1 / 2)

                  Helper for Lemma 5.2.7b: Hölder with p = q = 2 on [0,1] for norm-products.

                  Helper for Lemma 5.2.7b: each Hölder factor is exactly periodicL2Norm.

                  Lemma 5.2.7b (Basic properties of ‖·‖_2 (b), Cauchy--Schwarz): for f, g ∈ C(ℝ/ℤ; ℂ) (modeled as continuous, 1-periodic functions ℝ → ℂ), |⟪f, g⟫| ≤ ‖f‖_2 ‖g‖_2.

                  theorem helperForLemma_5_2_5a_pointwise_swap_to_conj (f g : { h : // Continuous h Function.Periodic h 1 }) (x : ) :
                  g x * star (f x) = star (f x * star (g x))

                  Helper for Lemma 5.2.5a: swapping the two arguments in the integrand gives its complex conjugate pointwise.

                  theorem helperForLemma_5_2_5a_conj_of_setIntegral_Icc (f g : { h : // Continuous h Function.Periodic h 1 }) :
                  (x : ) in Set.Icc 0 1, star (f x * star (g x)) = star ( (x : ) in Set.Icc 0 1, f x * star (g x))

                  Helper for Lemma 5.2.5a: conjugation commutes with integration over [0,1].

                  Lemma 5.2.5a (Properties of the inner product (a), Hermitian): if f, g ∈ C(ℝ/ℤ; ℂ) (modeled as continuous, 1-periodic functions ℝ → ℂ), then ⟪g, f⟫ = \overline{⟪f, g⟫}.

                  Helper for Lemma 5.2.5b: rewrite ⟪f,f⟫ as the integral of normSq.

                  Helper for Lemma 5.2.5b: the real part of ⟪f,f⟫ is an interval integral of normSq.

                  theorem helperForLemma_5_2_5b_exists_nonzero_in_unit_interval (f : { h : // Continuous h Function.Periodic h 1 }) (hne : f 0) :
                  xSet.Icc 0 1, f x 0

                  Helper for Lemma 5.2.5b: a nonzero periodic function is nonzero at some point in one fundamental domain.

                  Helper for Lemma 5.2.5b: a nonzero value on [0,1] forces strict positivity of Re ⟪f,f⟫.

                  Helper for Lemma 5.2.5b: the imaginary part of ⟪f,f⟫ vanishes.

                  Lemma 5.2.5b (Properties of the inner product (b), Positivity): if f ∈ C(ℝ/ℤ; ℂ) (modeled as a continuous, 1-periodic function ℝ → ℂ), then ⟪f, f⟫ is real and nonnegative, and ⟪f, f⟫ = 0 iff f is the zero function.

                  theorem continuous_periodic_add (f g : { h : // Continuous h Function.Periodic h 1 }) :
                  Continuous (f + g) Function.Periodic (f + g) 1

                  The sum of two continuous, 1-periodic complex-valued functions is continuous and 1-periodic.

                  A scalar multiple of a continuous, 1-periodic complex-valued function is continuous and 1-periodic.

                  noncomputable def addPeriodicFunction (f g : { h : // Continuous h Function.Periodic h 1 }) :

                  The pointwise sum in C(ℝ/ℤ; ℂ) modeled as continuous, 1-periodic functions ℝ → ℂ.

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                    noncomputable def smulPeriodicFunction (c : ) (f : { h : // Continuous h Function.Periodic h 1 }) :

                    Scalar multiplication in C(ℝ/ℤ; ℂ) modeled as continuous, 1-periodic functions ℝ → ℂ.

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                      theorem helperForLemma_5_2_7c_pointwise_add_self_integrand_expand (f g : { h : // Continuous h Function.Periodic h 1 }) (x : ) :
                      (f + g) x * star ((f + g) x) = f x * star (f x) + f x * star (g x) + g x * star (f x) + g x * star (g x)

                      Helper for Lemma 5.2.7c: pointwise expansion of (f + g) * conj (f + g).

                      Helper for Lemma 5.2.7c: expansion of ⟪f + g, f + g⟫ into diagonal and cross terms.

                      Helper for Lemma 5.2.7c: diagonal terms satisfy Re ⟪u, u⟫ = ‖u‖_2^2.

                      Helper for Lemma 5.2.7c: the real parts of the cross terms are bounded by 2 ‖f‖_2 ‖g‖_2.

                      Helper for Lemma 5.2.7c: the real part of ⟪f+g, f+g⟫ is bounded by (‖f‖_2 + ‖g‖_2)^2.

                      Lemma 5.2.7c (Basic properties of ‖·‖_2 (c), triangle inequality): for f, g ∈ C(ℝ/ℤ; ℂ) (modeled as continuous, 1-periodic functions ℝ → ℂ), ‖f + g‖_2 ≤ ‖f‖_2 + ‖g‖_2.

                      Helper for Lemma 5.2.7d: orthogonality is preserved when swapping arguments by Hermitian symmetry.

                      Helper for Lemma 5.2.7d: the sum of the real parts of the two cross terms vanishes under orthogonality.

                      Helper for Lemma 5.2.7d: the real part of ⟪f+g, f+g⟫ equals the sum of the squared L^2 norms when ⟪f, g⟫ = 0.

                      Lemma 5.2.7d (Basic properties of ‖·‖_2 (d), Pythagoras): for f, g ∈ C(ℝ/ℤ; ℂ) (modeled as continuous, 1-periodic functions ℝ → ℂ), if ⟪f, g⟫ = 0, then ‖f + g‖_2^2 = ‖f‖_2^2 + ‖g‖_2^2.

                      Helper for Lemma 5.2.7e: pointwise scaling of normSq under scalar multiplication.

                      Helper for Lemma 5.2.7e: nonnegativity of the real part of ⟪f,f⟫.

                      Helper for Lemma 5.2.7e: the real part of ⟪cf,cf⟫ scales by ‖c‖².

                      theorem helperForLemma_5_2_7e_sqrt_mul_sq_norm (c : ) {t : } (ht : 0 t) :
                      (c ^ 2 * t) = c * t

                      Helper for Lemma 5.2.7e: pull ‖c‖² out of a square root.

                      Lemma 5.2.7e (Basic properties of ‖·‖_2 (e), homogeneity): for f ∈ C(ℝ/ℤ; ℂ) (modeled as a continuous, 1-periodic function ℝ → ℂ) and c ∈ ℂ, ‖cf‖_2 = ‖c‖ ‖f‖_2.

                      Helper for Lemma 5.2.5c: the product integrand defining ⟪u, v⟫ is integrable on [0,1].

                      theorem helperForLemma_5_2_5c_addIntegrand_expand (f g h : { h : // Continuous h Function.Periodic h 1 }) (x : ) :
                      (f + g) x * star (h x) = f x * star (h x) + g x * star (h x)

                      Helper for Lemma 5.2.5c: expand the additive integrand pointwise.

                      theorem helperForLemma_5_2_5c_smulIntegrand_factor (c : ) (f g : { h : // Continuous h Function.Periodic h 1 }) (x : ) :
                      (c f) x * star (g x) = c * (f x * star (g x))

                      Helper for Lemma 5.2.5c: factor a scalar from the first-slot integrand.