/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Kenny Lau, Yury Kudryashov -/ import dynamics.fixed_points.basic import order.hom.order /-! # Fixed point construction on complete lattices This file sets up the basic theory of fixed points of a monotone function in a complete lattice. ## Main definitions * `order_hom.lfp`: The least fixed point of a bundled monotone function. * `order_hom.gfp`: The greatest fixed point of a bundled monotone function. * `order_hom.prev_fixed`: The greatest fixed point of a bundled monotone function smaller than or equal to a given element. * `order_hom.next_fixed`: The least fixed point of a bundled monotone function greater than or equal to a given element. * `fixed_points.complete_lattice`: The Knaster-Tarski theorem: fixed points of a monotone self-map of a complete lattice form themselves a complete lattice. ## Tags fixed point, complete lattice, monotone function -/ universes u v w variables {α : Type u} {β : Type v} {γ : Type w} open function (fixed_points is_fixed_pt) namespace order_hom section basic variables [complete_lattice α] (f : α →o α) /-- Least fixed point of a monotone function -/ def lfp : (α →o α) →o α := { to_fun := λ f, Inf {a | f a ≤ a}, monotone' := λ f g hle, Inf_le_Inf $ λ a ha, (hle a).trans ha } /-- Greatest fixed point of a monotone function -/ def gfp : (α →o α) →o α := { to_fun := λ f, Sup {a | a ≤ f a}, monotone' := λ f g hle, Sup_le_Sup $ λ a ha, le_trans ha (hle a) } lemma lfp_le {a : α} (h : f a ≤ a) : lfp f ≤ a := Inf_le h lemma lfp_le_fixed {a : α} (h : f a = a) : lfp f ≤ a := f.lfp_le h.le lemma le_lfp {a : α} (h : ∀ b, f b ≤ b → a ≤ b) : a ≤ lfp f := le_Inf h lemma map_le_lfp {a : α} (ha : a ≤ f.lfp) : f a ≤ f.lfp := f.le_lfp $ λ b hb, (f.mono $ le_Inf_iff.1 ha _ hb).trans hb @[simp] lemma map_lfp : f (lfp f) = lfp f := have h : f (lfp f) ≤ lfp f, from f.map_le_lfp le_rfl, h.antisymm $ f.lfp_le $ f.mono h lemma is_fixed_pt_lfp : is_fixed_pt f f.lfp := f.map_lfp lemma lfp_le_map {a : α} (ha : lfp f ≤ a) : lfp f ≤ f a := calc lfp f = f (lfp f) : f.map_lfp.symm ... ≤ f a : f.mono ha lemma is_least_lfp_le : is_least {a | f a ≤ a} (lfp f) := ⟨f.map_lfp.le, λ a, f.lfp_le⟩ lemma is_least_lfp : is_least (fixed_points f) (lfp f) := ⟨f.is_fixed_pt_lfp, λ a, f.lfp_le_fixed⟩ lemma lfp_induction {p : α → Prop} (step : ∀ a, p a → a ≤ lfp f → p (f a)) (hSup : ∀ s, (∀ a ∈ s, p a) → p (Sup s)) : p (lfp f) := begin set s := {a | a ≤ lfp f ∧ p a}, specialize hSup s (λ a, and.right), suffices : Sup s = lfp f, from this ▸ hSup, have h : Sup s ≤ lfp f := Sup_le (λ b, and.left), have hmem : f (Sup s) ∈ s, from ⟨f.map_le_lfp h, step _ hSup h⟩, exact h.antisymm (f.lfp_le $ le_Sup hmem) end lemma le_gfp {a : α} (h : a ≤ f a) : a ≤ gfp f := le_Sup h lemma gfp_le {a : α} (h : ∀ b, b ≤ f b → b ≤ a) : gfp f ≤ a := Sup_le h lemma is_fixed_pt_gfp : is_fixed_pt f (gfp f) := f.dual.is_fixed_pt_lfp @[simp] lemma map_gfp : f (gfp f) = gfp f := f.dual.map_lfp lemma map_le_gfp {a : α} (ha : a ≤ gfp f) : f a ≤ gfp f := f.dual.lfp_le_map ha lemma gfp_le_map {a : α} (ha : gfp f ≤ a) : gfp f ≤ f a := f.dual.map_le_lfp ha lemma is_greatest_gfp_le : is_greatest {a | a ≤ f a} (gfp f) := f.dual.is_least_lfp_le lemma is_greatest_gfp : is_greatest (fixed_points f) (gfp f) := f.dual.is_least_lfp lemma gfp_induction {p : α → Prop} (step : ∀ a, p a → gfp f ≤ a → p (f a)) (hInf : ∀ s, (∀ a ∈ s, p a) → p (Inf s)) : p (gfp f) := f.dual.lfp_induction step hInf end basic section eqn variables [complete_lattice α] [complete_lattice β] (f : β →o α) (g : α →o β) -- Rolling rule lemma map_lfp_comp : f (lfp (g.comp f)) = lfp (f.comp g) := le_antisymm ((f.comp g).map_lfp ▸ f.mono (lfp_le_fixed _ $ congr_arg g (f.comp g).map_lfp)) $ lfp_le _ (congr_arg f (g.comp f).map_lfp).le lemma map_gfp_comp : f ((g.comp f).gfp) = (f.comp g).gfp := f.dual.map_lfp_comp g.dual -- Diagonal rule lemma lfp_lfp (h : α →o α →o α) : lfp (lfp.comp h) = lfp h.on_diag := begin let a := lfp (lfp.comp h), refine (lfp_le _ _).antisymm (lfp_le _ (eq.le _)), { exact lfp_le _ h.on_diag.map_lfp.le }, have ha : (lfp ∘ h) a = a := (lfp.comp h).map_lfp, calc h a a = h a (lfp (h a)) : congr_arg (h a) ha.symm ... = lfp (h a) : (h a).map_lfp ... = a : ha end lemma gfp_gfp (h : α →o α →o α) : gfp (gfp.comp h) = gfp h.on_diag := @lfp_lfp αᵒᵈ _ $ (order_hom.dual_iso αᵒᵈ αᵒᵈ).symm.to_order_embedding.to_order_hom.comp h.dual end eqn section prev_next variables [complete_lattice α] (f : α →o α) lemma gfp_const_inf_le (x : α) : gfp (const α x ⊓ f) ≤ x := gfp_le _ $ λ b hb, hb.trans inf_le_left /-- Previous fixed point of a monotone map. If `f` is a monotone self-map of a complete lattice and `x` is a point such that `f x ≤ x`, then `f.prev_fixed x hx` is the greatest fixed point of `f` that is less than or equal to `x`. -/ def prev_fixed (x : α) (hx : f x ≤ x) : fixed_points f := ⟨gfp (const α x ⊓ f), calc f (gfp (const α x ⊓ f)) = x ⊓ f (gfp (const α x ⊓ f)) : eq.symm $ inf_of_le_right $ (f.mono $ f.gfp_const_inf_le x).trans hx ... = gfp (const α x ⊓ f) : (const α x ⊓ f).map_gfp ⟩ /-- Next fixed point of a monotone map. If `f` is a monotone self-map of a complete lattice and `x` is a point such that `x ≤ f x`, then `f.next_fixed x hx` is the least fixed point of `f` that is greater than or equal to `x`. -/ def next_fixed (x : α) (hx : x ≤ f x) : fixed_points f := { val := (const α x ⊔ f).lfp, .. f.dual.prev_fixed x hx } lemma prev_fixed_le {x : α} (hx : f x ≤ x) : ↑(f.prev_fixed x hx) ≤ x := f.gfp_const_inf_le x lemma le_next_fixed {x : α} (hx : x ≤ f x) : x ≤ f.next_fixed x hx := f.dual.prev_fixed_le hx lemma next_fixed_le {x : α} (hx : x ≤ f x) {y : fixed_points f} (h : x ≤ y) : f.next_fixed x hx ≤ y := subtype.coe_le_coe.1 $ lfp_le _ $ sup_le h y.2.le @[simp] lemma next_fixed_le_iff {x : α} (hx : x ≤ f x) {y : fixed_points f} : f.next_fixed x hx ≤ y ↔ x ≤ y := ⟨λ h, (f.le_next_fixed hx).trans h, f.next_fixed_le hx⟩ @[simp] lemma le_prev_fixed_iff {x : α} (hx : f x ≤ x) {y : fixed_points f} : y ≤ f.prev_fixed x hx ↔ ↑y ≤ x := f.dual.next_fixed_le_iff hx lemma le_prev_fixed {x : α} (hx : f x ≤ x) {y : fixed_points f} (h : ↑y ≤ x) : y ≤ f.prev_fixed x hx := (f.le_prev_fixed_iff hx).2 h lemma le_map_sup_fixed_points (x y : fixed_points f) : (x ⊔ y : α) ≤ f (x ⊔ y) := calc (x ⊔ y : α) = f x ⊔ f y : congr_arg2 (⊔) x.2.symm y.2.symm ... ≤ f (x ⊔ y) : f.mono.le_map_sup x y lemma map_inf_fixed_points_le (x y : fixed_points f) : f (x ⊓ y) ≤ x ⊓ y := f.dual.le_map_sup_fixed_points x y lemma le_map_Sup_subset_fixed_points (A : set α) (hA : A ⊆ fixed_points f) : Sup A ≤ f (Sup A) := Sup_le $ λ x hx, hA hx ▸ (f.mono $ le_Sup hx) lemma map_Inf_subset_fixed_points_le (A : set α) (hA : A ⊆ fixed_points f) : f (Inf A) ≤ Inf A := le_Inf $ λ x hx, (hA hx) ▸ (f.mono $ Inf_le hx) end prev_next end order_hom namespace fixed_points open order_hom variables [complete_lattice α] (f : α →o α) instance : semilattice_sup (fixed_points f) := { sup := λ x y, f.next_fixed (x ⊔ y) (f.le_map_sup_fixed_points x y), le_sup_left := λ x y, subtype.coe_le_coe.1 $ le_sup_left.trans (f.le_next_fixed _), le_sup_right := λ x y, subtype.coe_le_coe.1 $ le_sup_right.trans (f.le_next_fixed _), sup_le := λ x y z hxz hyz, f.next_fixed_le _ $ sup_le hxz hyz, .. subtype.partial_order _ } instance : semilattice_inf (fixed_points f) := { inf := λ x y, f.prev_fixed (x ⊓ y) (f.map_inf_fixed_points_le x y), .. subtype.partial_order _, .. (order_dual.semilattice_inf (fixed_points f.dual)) } instance : complete_semilattice_Sup (fixed_points f) := { Sup := λ s, f.next_fixed (Sup (coe '' s)) (f.le_map_Sup_subset_fixed_points (coe '' s) (λ z ⟨x, hx⟩, hx.2 ▸ x.2)), le_Sup := λ s x hx, subtype.coe_le_coe.1 $ le_trans (le_Sup $ set.mem_image_of_mem _ hx) (f.le_next_fixed _), Sup_le := λ s x hx, f.next_fixed_le _ $ Sup_le $ set.ball_image_iff.2 hx, .. subtype.partial_order _ } instance : complete_semilattice_Inf (fixed_points f) := { Inf := λ s, f.prev_fixed (Inf (coe '' s)) (f.map_Inf_subset_fixed_points_le (coe '' s) (λ z ⟨x, hx⟩, hx.2 ▸ x.2)), le_Inf := λ s x hx, f.le_prev_fixed _ $ le_Inf $ set.ball_image_iff.2 hx, Inf_le := λ s x hx, subtype.coe_le_coe.1 $ le_trans (f.prev_fixed_le _) (Inf_le $ set.mem_image_of_mem _ hx), .. subtype.partial_order _ } /-- **Knaster-Tarski Theorem**: The fixed points of `f` form a complete lattice. -/ instance : complete_lattice (fixed_points f) := { top := ⟨f.gfp, f.is_fixed_pt_gfp⟩, bot := ⟨f.lfp, f.is_fixed_pt_lfp⟩, le_top := λ x, f.le_gfp x.2.ge, bot_le := λ x, f.lfp_le x.2.le, .. subtype.partial_order _, .. fixed_points.semilattice_sup f, .. fixed_points.semilattice_inf f, .. fixed_points.complete_semilattice_Sup f, .. fixed_points.complete_semilattice_Inf f } end fixed_points