entropy1.miz
begin
reserve D for non
empty
set,
i,j,k,l for
Nat,
n for
Nat,
x for
set,
a,b,c,r,r1,r2 for
Real,
p,q for
FinSequence of
REAL ,
MR,MR1 for
Matrix of
REAL ;
theorem ::
ENTROPY1:1
Th1: k
<>
0 & i
< l & l
<= j & k
divides l implies (i
div k)
< (j
div k)
proof
assume that
A1: k
<>
0 and
A2: i
< l and
A3: l
<= j and
A4: k
divides l;
A5: (l
mod k)
=
0 by
A1,
A4,
PEPIN: 6;
(i
+ (i
mod k))
>= i by
NAT_1: 11;
then (i
- (i
mod k))
<= ((i
+ (i
mod k))
- (i
mod k)) by
XREAL_1: 9;
then (i
- (i
mod k))
< l by
A2,
XXREAL_0: 2;
then
A6: ((i
- (i
mod k))
/ k)
< (l
/ k) by
A1,
XREAL_1: 74;
i
= ((k
* (i
div k))
+ (i
mod k)) by
A1,
NAT_D: 2;
then ((k
/ k)
* (i
div k))
= ((i
- (i
mod k))
/ k);
then
A7: (1
* (i
div k))
= ((i
- (i
mod k))
/ k) by
A1,
XCMPLX_1: 60;
l
= ((k
* (l
div k))
+ (l
mod k)) by
A1,
NAT_D: 2
.= (k
* (l
div k)) by
A5;
then ((k
/ k)
* (l
div k))
= (l
/ k);
then
A8: (1
* (l
div k))
= (l
/ k) by
A1,
XCMPLX_1: 60;
(l
div k)
<= (j
div k) by
A3,
NAT_2: 24;
hence thesis by
A8,
A7,
A6,
XXREAL_0: 2;
end;
reconsider jj = 1 as
Element of
REAL by
XREAL_0:def 1;
theorem ::
ENTROPY1:2
Th2: r
>
0 implies (
ln
. r)
<= (r
- 1) & (r
= 1 iff (
ln
. r)
= (r
- 1)) & (r
<> 1 iff (
ln
. r)
< (r
- 1))
proof
set Z2 =
].
0 , 1.[;
set Z1 = (
right_open_halfline 1);
reconsider f2 = (
log_
number_e ) as
PartFunc of
REAL ,
REAL ;
deffunc
G(
Real) = (
In (($1
- 1),
REAL ));
defpred
P[
object] means $1
in
REAL ;
set Z = (
right_open_halfline
0 );
A1: 1
in Z by
XXREAL_1: 235;
1
in { g where g be
Real :
0
< g };
then
A2: 1
in Z by
XXREAL_1: 230;
consider f1 be
PartFunc of
REAL ,
REAL such that
A3: (for r be
Element of
REAL holds r
in (
dom f1) iff
P[r]) & for r be
Element of
REAL st r
in (
dom f1) holds (f1
. r)
=
G(r) from
SEQ_1:sch 3;
A4: for r be
Real holds r
in (
dom f1) iff
P[r] by
XREAL_0:def 1,
A3;
(
dom f1) is
Subset of
REAL by
RELAT_1:def 18;
then
A5: (
dom f1)
=
REAL by
A4,
FDIFF_1: 1;
A6: for r st r
in Z holds (f1
. r)
= ((1
* r)
+ (
- 1))
proof
let r such that r
in Z;
reconsider r as
Element of
REAL by
XREAL_0:def 1;
(f1
. r)
=
G(r) by
A3;
hence thesis;
end;
then
A7: f1
is_differentiable_on Z by
A5,
FDIFF_1: 23;
set f = (f1
- f2);
A8:
number_e
<> 1 by
TAYLOR_1: 11;
assume
A9: r
>
0 ;
(
dom f2)
= Z by
TAYLOR_1:def 2;
then
A10: (
dom f)
= (Z
/\
REAL ) by
A5,
VALUED_1: 12
.= Z by
XBOOLE_1: 28;
A11: for x be
Element of
REAL st x
>
0 holds (f
. x)
= ((x
- 1)
- (
ln
. x))
proof
let x be
Element of
REAL ;
assume x
>
0 ;
then x
in { g where g be
Real :
0
< g };
then
A12: x
in (
dom f) by
A10,
XXREAL_1: 230;
(f
. x)
= ((f1
. x)
- (f2
. x)) by
A12,
VALUED_1: 13
.= (
G(x)
- (f2
. x)) by
A3;
hence thesis;
end;
then
A13: (f
. 1)
= ((1
- 1)
- (
ln
. jj))
.= (
- (
log (
number_e ,1))) by
A2,
TAYLOR_1:def 2
.= (
-
0 ) by
A8,
POWER: 51,
TAYLOR_1: 11
.=
0 ;
A14: f1
is_differentiable_on Z by
A5,
A6,
FDIFF_1: 23;
A15:
now
let r such that
A16: r
in Z;
thus (
diff (f1,r))
= ((f1
`| Z)
. r) by
A14,
A16,
FDIFF_1:def 7
.= 1 by
A5,
A6,
A16,
FDIFF_1: 23;
end;
A17: f
is_differentiable_on Z & for r st r
in Z holds (
diff (f,r))
= (1
- (1
/ r))
proof
thus
A18: f
is_differentiable_on Z by
A10,
A7,
FDIFF_1: 19,
TAYLOR_1: 18;
hereby
let r such that
A19: r
in Z;
(((f1
- f2)
`| Z)
. r)
= ((
diff (f1,r))
- (
diff (f2,r))) by
A10,
A7,
A19,
FDIFF_1: 19,
TAYLOR_1: 18
.= (1
- (
diff (f2,r))) by
A15,
A19
.= (1
- (1
/ r)) by
A19,
TAYLOR_1: 18;
hence (
diff (f,r))
= (1
- (1
/ r)) by
A18,
A19,
FDIFF_1:def 7;
end;
end;
then
A20: (f
| Z) is
continuous by
FDIFF_1: 25;
A21: Z1
c= Z by
XXREAL_1: 46;
A22: for r st r
in Z1 holds (
diff (f,r))
>
0
proof
let r such that
A23: r
in Z1;
r
in { g where g be
Real : 1
< g } by
A23,
XXREAL_1: 230;
then
A24: ex g1 be
Real st g1
= r & 1
< g1;
(
diff (f,r))
= (1
- (1
/ r)) by
A17,
A21,
A23;
hence thesis by
A24,
XREAL_1: 50,
XREAL_1: 212;
end;
A25: for r st r
in Z1 holds (f
. r)
>
0
proof
assume not for r st r
in Z1 holds (f
. r)
>
0 ;
then
consider r1 such that
A26: r1
in Z1 and
A27: (f
. r1)
<=
0 ;
A28:
[.1, r1.]
c= (
dom f) by
A1,
A10,
A21,
A26,
XXREAL_2:def 12;
r1
in { g where g be
Real : 1
< g } by
A26,
XXREAL_1: 230;
then
A29: ex g1 be
Real st g1
= r1 & 1
< g1;
A30: f
is_differentiable_on
].1, r1.[ by
A17,
FDIFF_1: 26,
XXREAL_1: 247;
A31: (f
|
[.1, r1.]) is
continuous by
A20,
FCONT_1: 16,
XXREAL_1: 249;
per cases by
A27;
suppose (f
. r1)
=
0 ;
then
consider r2 be
Real such that
A32: r2
in
].1, r1.[ and
A33: (
diff (f,r2))
=
0 by
A13,
A29,
A31,
A30,
A28,
ROLLE: 1;
ex g1 be
Real st g1
= r2 & 1
< g1 & g1
< r1 by
A32;
then r2
in { g where g be
Real : 1
< g };
then r2
in Z1 by
XXREAL_1: 230;
hence contradiction by
A22,
A33;
end;
suppose
A34: (f
. r1)
<
0 ;
consider r3 be
Real such that
A35: r3
in
].1, r1.[ and
A36: (
diff (f,r3))
= (((f
. r1)
- (f
. 1))
/ (r1
- 1)) by
A29,
A31,
A30,
A28,
ROLLE: 3;
ex g1 be
Real st g1
= r3 & 1
< g1 & g1
< r1 by
A35;
then r3
in { g where g be
Real : 1
< g };
then
A37: r3
in Z1 by
XXREAL_1: 230;
(r1
- 1)
>
0 by
A29,
XREAL_1: 50;
hence contradiction by
A13,
A22,
A34,
A36,
A37;
end;
end;
A38: for r st r
> 1 holds (f
. r)
>
0
proof
let r;
assume r
> 1;
then r
in { g where g be
Real : 1
< g };
then r
in Z1 by
XXREAL_1: 230;
hence thesis by
A25;
end;
A39: Z2
c= Z by
XXREAL_1: 247;
A40: for r st r
in Z2 holds (
diff (f,r))
<
0
proof
let r;
assume
A41: r
in Z2;
then ex g1 be
Real st g1
= r &
0
< g1 & g1
< 1;
then
A42: 1
< (1
/ r) by
XREAL_1: 187;
(
diff (f,r))
= (1
- (1
/ r)) by
A17,
A39,
A41;
hence thesis by
A42,
XREAL_1: 49;
end;
A43: for r st r
in Z2 holds (f
. r)
>
0
proof
assume not for r st r
in Z2 holds (f
. r)
>
0 ;
then
consider r1 such that
A44: r1
in Z2 and
A45: (f
. r1)
<=
0 ;
A46:
[.r1, 1.]
c= (
dom f) by
A1,
A10,
A39,
A44,
XXREAL_2:def 12;
A47: ex g1 be
Real st g1
= r1 &
0
< g1 & g1
< 1 by
A44;
then
A48: (f
|
[.r1, 1.]) is
continuous by
A20,
FCONT_1: 16,
XXREAL_1: 249;
A49: f
is_differentiable_on
].r1, 1.[ by
A17,
A47,
FDIFF_1: 26,
XXREAL_1: 247;
per cases by
A45;
suppose (f
. r1)
=
0 ;
then
consider r2 be
Real such that
A50: r2
in
].r1, 1.[ and
A51: (
diff (f,r2))
=
0 by
A13,
A47,
A48,
A46,
A49,
ROLLE: 1;
ex g1 be
Real st g1
= r2 & r1
< g1 & g1
< 1 by
A50;
then r2
in { g where g be
Real :
0
< g & g
< 1 } by
A47;
hence contradiction by
A40,
A51;
end;
suppose
A52: (f
. r1)
<
0 ;
A53: (1
- r1)
>
0 by
A47,
XREAL_1: 50;
consider r3 be
Real such that
A54: r3
in
].r1, 1.[ and
A55: (
diff (f,r3))
= (((f
. 1)
- (f
. r1))
/ (1
- r1)) by
A47,
A48,
A46,
A49,
ROLLE: 3;
ex g1 be
Real st g1
= r3 & r1
< g1 & g1
< 1 by
A54;
then r3
in Z2 by
A47;
hence contradiction by
A13,
A40,
A52,
A55,
A53;
end;
end;
A56: for r st r
>
0 & r
< 1 holds (f
. r)
>
0
proof
let r such that
A57: r
>
0 and
A58: r
< 1;
r
in { g where g be
Real :
0
< g & g
< 1 } by
A57,
A58;
hence thesis by
A43;
end;
reconsider rr = r as
Element of
REAL by
XREAL_0:def 1;
for r st r
>
0 holds (f
. r)
>=
0
proof
let r such that
A59: r
>
0 ;
per cases by
XXREAL_0: 1;
suppose r
< 1;
hence thesis by
A56,
A59;
end;
suppose r
= 1;
hence thesis by
A13;
end;
suppose r
> 1;
hence thesis by
A38;
end;
end;
then (f
. r)
>=
0 by
A9;
then ((r
- 1)
- (
ln
. rr))
>=
0 by
A11,
A9;
then ((r
- 1)
-
0 )
>= (
ln
. r) by
XREAL_1: 11;
hence (
ln
. r)
<= (r
- 1);
thus
A60: r
= 1 iff (
ln
. r)
= (r
- 1)
proof
hereby
assume r
= 1;
then ((r
- 1)
- (
ln
. rr))
=
0 by
A11,
A13;
hence (
ln
. r)
= (r
- 1);
end;
assume (
ln
. r)
= (r
- 1);
then
A61: ((r
- 1)
- (
ln
. r))
=
0 ;
assume
A62: r
<> 1;
per cases by
A62,
XXREAL_0: 1;
suppose r
< 1;
then (f
. rr)
>
0 by
A56,
A9;
hence contradiction by
A11,
A9,
A61;
end;
suppose
A63: r
> 1;
then (f
. rr)
>
0 by
A38;
hence contradiction by
A11,
A61,
A63;
end;
end;
thus r
<> 1 iff (
ln
. r)
< (r
- 1)
proof
hereby
assume r
<> 1;
then
A64: (r
- 1)
>
0 or (1
- r)
>
0 by
XREAL_1: 55;
per cases by
A64,
XREAL_1: 47;
suppose r
< 1;
then (f
. r)
>
0 by
A56,
A9;
then ((r
- 1)
- (
ln
. rr))
>
0 by
A11,
A9;
hence (
ln
. r)
< (r
- 1) by
XREAL_1: 47;
end;
suppose
A65: r
> 1;
then (f
. r)
>
0 by
A38;
then ((r
- 1)
- (
ln
. rr))
>
0 by
A11,
A65;
hence (
ln
. r)
< (r
- 1) by
XREAL_1: 47;
end;
end;
assume
A66: (
ln
. r)
< (r
- 1);
assume r
= 1;
hence contradiction by
A60,
A66;
end;
end;
theorem ::
ENTROPY1:3
Th3: r
>
0 implies (
log (
number_e ,r))
<= (r
- 1) & (r
= 1 iff (
log (
number_e ,r))
= (r
- 1)) & (r
<> 1 iff (
log (
number_e ,r))
< (r
- 1))
proof
assume
A1: r
>
0 ;
then r
in { g where g be
Real :
0
< g };
then r
in (
right_open_halfline
0 ) by
XXREAL_1: 230;
then (
log (
number_e ,r))
= (
ln
. r) by
TAYLOR_1:def 2;
hence thesis by
A1,
Th2;
end;
theorem ::
ENTROPY1:4
Th4: a
> 1 & b
> 1 implies (
log (a,b))
>
0
proof
assume that
A1: a
> 1 and
A2: b
> 1;
A3: (a
to_power (
log (a,b)))
> 1 by
A1,
A2,
POWER:def 3;
assume
A4: (
log (a,b))
<=
0 ;
per cases by
A4;
suppose (
log (a,b))
=
0 ;
hence contradiction by
A3,
POWER: 24;
end;
suppose (
log (a,b))
<
0 ;
hence contradiction by
A1,
A3,
POWER: 36;
end;
end;
theorem ::
ENTROPY1:5
Th5: a
>
0 & a
<> 1 & b
>
0 implies (
- (
log (a,b)))
= (
log (a,(1
/ b)))
proof
assume that
A1: a
>
0 and
A2: a
<> 1 and
A3: b
>
0 ;
thus (
- (
log (a,b)))
= (
0
- (
log (a,b)))
.= ((
log (a,1))
- (
log (a,b))) by
A1,
A2,
POWER: 51
.= (
log (a,(1
/ b))) by
A1,
A2,
A3,
POWER: 54;
end;
theorem ::
ENTROPY1:6
Th6: a
>
0 & a
<> 1 & b
>=
0 & c
>=
0 implies ((b
* c)
* (
log (a,(b
* c))))
= (((b
* c)
* (
log (a,b)))
+ ((b
* c)
* (
log (a,c))))
proof
assume that
A1: a
>
0 and
A2: a
<> 1 and
A3: b
>=
0 and
A4: c
>=
0 ;
per cases by
A3,
A4;
suppose b
>
0 & c
=
0 ;
hence thesis;
end;
suppose b
=
0 & c
=
0 ;
hence thesis;
end;
suppose b
=
0 & c
>
0 ;
hence thesis;
end;
suppose b
>
0 & c
>
0 ;
hence ((b
* c)
* (
log (a,(b
* c))))
= ((b
* c)
* ((
log (a,b))
+ (
log (a,c)))) by
A1,
A2,
POWER: 53
.= (((b
* c)
* (
log (a,b)))
+ ((b
* c)
* (
log (a,c))));
end;
end;
theorem ::
ENTROPY1:7
Th7: for q,q1,q2 be
FinSequence of
REAL st (
len q1)
= (
len q) & (
len q1)
= (
len q2) & (for k st k
in (
dom q1) holds (q
. k)
= ((q1
. k)
+ (q2
. k))) holds (
Sum q)
= ((
Sum q1)
+ (
Sum q2))
proof
let q,q1,q2 be
FinSequence of
REAL such that
A1: (
len q1)
= (
len q) and
A2: (
len q1)
= (
len q2) and
A3: for k st k
in (
dom q1) holds (q
. k)
= ((q1
. k)
+ (q2
. k));
for k be
Element of
NAT st k
in (
dom q1) holds (q
. k)
= ((q1
/. k)
+ (q2
/. k))
proof
let k be
Element of
NAT such that
A4: k
in (
dom q1);
A5: k
in (
dom q2) by
A2,
A4,
FINSEQ_3: 29;
thus (q
. k)
= ((q1
. k)
+ (q2
. k)) by
A3,
A4
.= ((q1
/. k)
+ (q2
. k)) by
A4,
PARTFUN1:def 6
.= ((q1
/. k)
+ (q2
/. k)) by
A5,
PARTFUN1:def 6;
end;
hence thesis by
A1,
A2,
INTEGRA1: 21;
end;
theorem ::
ENTROPY1:8
Th8: for q,q1,q2 be
FinSequence of
REAL st (
len q1)
= (
len q) & (
len q1)
= (
len q2) & (for k st k
in (
dom q1) holds (q
. k)
= ((q1
. k)
- (q2
. k))) holds (
Sum q)
= ((
Sum q1)
- (
Sum q2))
proof
let q,q1,q2 be
FinSequence of
REAL such that
A1: (
len q1)
= (
len q) and
A2: (
len q1)
= (
len q2) and
A3: for k st k
in (
dom q1) holds (q
. k)
= ((q1
. k)
- (q2
. k));
for k be
Element of
NAT st k
in (
dom q1) holds (q
. k)
= ((q1
/. k)
- (q2
/. k))
proof
let k be
Element of
NAT such that
A4: k
in (
dom q1);
A5: k
in (
dom q2) by
A2,
A4,
FINSEQ_3: 29;
thus (q
. k)
= ((q1
. k)
- (q2
. k)) by
A3,
A4
.= ((q1
/. k)
- (q2
. k)) by
A4,
PARTFUN1:def 6
.= ((q1
/. k)
- (q2
/. k)) by
A5,
PARTFUN1:def 6;
end;
hence thesis by
A1,
A2,
INTEGRA1: 22;
end;
theorem ::
ENTROPY1:9
Th9: (
len p)
>= 1 implies ex q st (
len q)
= (
len p) & (q
. 1)
= (p
. 1) & (for k st
0
<> k & k
< (
len p) holds (q
. (k
+ 1))
= ((q
. k)
+ (p
. (k
+ 1)))) & (
Sum p)
= (q
. (
len p))
proof
assume
A1: (
len p)
>= 1;
then
consider r be
Real_Sequence such that
A2: (r
. 1)
= (p
. 1) and
A3: for n st
0
<> n & n
< (
len p) holds (r
. (n
+ 1))
= ((r
. n)
+ (p
. (n
+ 1))) and
A4: (
Sum p)
= (r
. (
len p)) by
PROB_3: 63;
A5: 1
in (
dom p) by
A1,
FINSEQ_3: 25;
deffunc
F(
Nat) = (r
. $1);
consider q be
FinSequence such that
A6: (
len q)
= (
len p) & for k be
Nat st k
in (
dom q) holds (q
. k)
=
F(k) from
FINSEQ_1:sch 2;
A7: (
rng q)
c=
REAL
proof
let x be
object;
assume x
in (
rng q);
then
consider j be
Nat such that
A8: j
in (
dom q) and
A9: (q
. j)
= x by
FINSEQ_2: 10;
F(j)
= (q
. j) by
A6,
A8;
hence thesis by
A9,
XREAL_0:def 1;
end;
A10: (
dom q)
= (
dom p) by
A6,
FINSEQ_3: 29;
reconsider q as
FinSequence of
REAL by
A7,
FINSEQ_1:def 4;
A11:
now
let k such that
A12:
0
<> k and
A13: k
< (
len p);
k
>= 1 by
A12,
NAT_1: 14;
then
A14: k
in (
dom q) by
A6,
A13,
FINSEQ_3: 25;
A15: (k
+ 1)
>= 1 by
NAT_1: 14;
(k
+ 1)
<= (
len p) by
A13,
NAT_1: 13;
then (k
+ 1)
in (
dom q) by
A6,
A15,
FINSEQ_3: 25;
hence (q
. (k
+ 1))
= (r
. (k
+ 1)) by
A6
.= ((r
. k)
+ (p
. (k
+ 1))) by
A3,
A12,
A13
.= ((q
. k)
+ (p
. (k
+ 1))) by
A6,
A14;
end;
take q;
(
len p)
in (
dom q) by
A1,
A6,
FINSEQ_3: 25;
hence thesis by
A2,
A4,
A6,
A10,
A5,
A11;
end;
notation
let p;
synonym p is
nonnegative for p is
nonnegative-yielding;
end
definition
let p;
:: original:
nonnegative
redefine
::
ENTROPY1:def1
attr p is
nonnegative means
:
Def1: for i st i
in (
dom p) holds (p
. i)
>=
0 ;
compatibility
proof
thus p is
nonnegative implies for i st i
in (
dom p) holds (p
. i)
>=
0 by
FUNCT_1: 3;
assume
A1: for i st i
in (
dom p) holds (p
. i)
>=
0 ;
let r be
Real;
assume r
in (
rng p);
then ex j be
Nat st j
in (
dom p) & r
= (p
. j) by
FINSEQ_2: 10;
hence thesis by
A1;
end;
end
registration
cluster
nonnegative for
FinSequence of
REAL ;
existence
proof
take
<*1*>;
thus thesis;
end;
end
theorem ::
ENTROPY1:10
Th10: p is
nonnegative & r
>=
0 implies (r
* p) is
nonnegative
proof
assume that
A1: p is
nonnegative and
A2: r
>=
0 ;
now
let k;
assume k
in (
dom (r
* p));
then k
in (
dom p) by
VALUED_1:def 5;
then
A3: (p
. k)
>=
0 by
A1;
((r
* p)
. k)
= (r
* (p
. k)) by
RVSUM_1: 44;
hence ((r
* p)
. k)
>=
0 by
A2,
A3;
end;
hence thesis;
end;
definition
let p, k;
::
ENTROPY1:def2
pred p
has_onlyone_value_in k means k
in (
dom p) & for i st i
in (
dom p) & i
<> k holds (p
. i)
=
0 ;
end
theorem ::
ENTROPY1:11
p
has_onlyone_value_in k & i
<> k implies (p
. i)
=
0
proof
assume that
A1: p
has_onlyone_value_in k and
A2: i
<> k;
per cases ;
suppose not i
in (
dom p);
hence thesis by
FUNCT_1:def 2;
end;
suppose i
in (
dom p);
hence thesis by
A1,
A2;
end;
end;
theorem ::
ENTROPY1:12
Th12: (
len p)
= (
len q) & p
has_onlyone_value_in k implies (
mlt (p,q))
has_onlyone_value_in k & ((
mlt (p,q))
. k)
= ((p
. k)
* (q
. k))
proof
assume that
A1: (
len p)
= (
len q) and
A2: p
has_onlyone_value_in k;
(
len (
mlt (p,q)))
= (
len p) by
A1,
MATRPROB: 30;
then
A3: (
dom (
mlt (p,q)))
= (
dom p) by
FINSEQ_3: 29;
A4:
now
let i such that
A5: i
in (
dom (
mlt (p,q))) and
A6: i
<> k;
thus ((
mlt (p,q))
. i)
= ((p
. i)
* (q
. i)) by
RVSUM_1: 59
.= (
0
* (q
. i)) by
A2,
A3,
A5,
A6
.=
0 ;
end;
k
in (
dom (
mlt (p,q))) by
A2,
A3;
hence thesis by
A4,
RVSUM_1: 59;
end;
theorem ::
ENTROPY1:13
Th13: p
has_onlyone_value_in k implies (
Sum p)
= (p
. k)
proof
assume that
A1: k
in (
dom p) and
A2: for i st i
in (
dom p) & i
<> k holds (p
. i)
=
0 ;
reconsider a = (p
. k) as
Element of
REAL by
XREAL_0:def 1;
reconsider p1 = (p
| (
Seg k)) as
FinSequence of
REAL by
FINSEQ_1: 18;
p1
c= p by
TREES_1:def 1;
then
consider p2 be
FinSequence such that
A3: p
= (p1
^ p2) by
TREES_1: 1;
reconsider p2 as
FinSequence of
REAL by
A3,
FINSEQ_1: 36;
A4: (
dom p2)
= (
Seg (
len p2)) by
FINSEQ_1:def 3;
1
<= k by
A1,
FINSEQ_3: 25;
then k
in (
Seg k) by
FINSEQ_1: 3;
then
A5: k
in ((
dom p)
/\ (
Seg k)) by
A1,
XBOOLE_0:def 4;
then
A6: k
in (
dom p1) by
RELAT_1: 61;
A7: for i st i
in (
Seg (
len p2)) holds (p2
. i)
=
0
proof
let i;
A8: (
len p1)
<= ((
len p1)
+ i) by
NAT_1: 12;
A9: k
<= (
len p1) by
A6,
FINSEQ_3: 25;
assume i
in (
Seg (
len p2));
then
A10: i
in (
dom p2) by
FINSEQ_1:def 3;
then
0
<> i by
FINSEQ_3: 25;
then (
len p1)
<> ((
len p1)
+ i);
then
A11: k
<> ((
len p1)
+ i) by
A9,
A8,
XXREAL_0: 1;
thus (p2
. i)
= (p
. ((
len p1)
+ i)) by
A3,
A10,
FINSEQ_1:def 7
.=
0 by
A2,
A3,
A10,
A11,
FINSEQ_1: 28;
end;
A12:
now
let j be
Nat;
assume
A13: j
in (
dom p2);
hence (p2
. j)
=
0 by
A7,
A4
.= (((
len p2)
|->
0 )
. j) by
A4,
A13,
FINSEQ_2: 57;
end;
p1
<>
{} by
A5,
RELAT_1: 38,
RELAT_1: 61;
then (
len p1)
<>
0 ;
then
consider p3 be
FinSequence of
REAL , x be
Element of
REAL such that
A14: p1
= (p3
^
<*x*>) by
FINSEQ_2: 19;
k
<= (
len p) by
A1,
FINSEQ_3: 25;
then
A15: k
= (
len p1) by
FINSEQ_1: 17
.= ((
len p3)
+ (
len
<*x*>)) by
A14,
FINSEQ_1: 22
.= ((
len p3)
+ 1) by
FINSEQ_1: 39;
then
A16: x
= (p1
. k) by
A14,
FINSEQ_1: 42
.= a by
A3,
A6,
FINSEQ_1:def 7;
A17: (
dom p3)
= (
Seg (
len p3)) by
FINSEQ_1:def 3;
A18: for i st i
in (
Seg (
len p3)) holds (p3
. i)
=
0
proof
let i;
assume
A19: i
in (
Seg (
len p3));
then i
<= (
len p3) by
FINSEQ_1: 1;
then
A20: i
<> k by
A15,
NAT_1: 13;
A21: i
in (
dom p3) by
A19,
FINSEQ_1:def 3;
then
A22: i
in (
dom p1) by
A14,
FINSEQ_2: 15;
thus (p3
. i)
= (p1
. i) by
A14,
A21,
FINSEQ_1:def 7
.= (p
. i) by
A3,
A22,
FINSEQ_1:def 7
.=
0 by
A2,
A3,
A20,
A22,
FINSEQ_2: 15;
end;
A23:
now
let j be
Nat;
assume
A24: j
in (
dom p3);
hence (p3
. j)
=
0 by
A18,
A17
.= (((
len p3)
|->
0 )
. j) by
A17,
A24,
FINSEQ_2: 57;
end;
(
len ((
len p3)
|->
0 ))
= (
len p3) by
CARD_1:def 7;
then
A25: p3
= ((
len p3)
|->
0 ) by
A23,
FINSEQ_2: 9;
(
len ((
len p2)
|->
0 ))
= (
len p2) by
CARD_1:def 7;
then p2
= ((
len p2)
|->
0 ) by
A12,
FINSEQ_2: 9;
then (
Sum p)
= ((
Sum (p3
^
<*x*>))
+ (
Sum ((
len p2)
|->
0 ))) by
A3,
A14,
RVSUM_1: 75
.= ((
Sum (p3
^
<*x*>))
+
0 ) by
RVSUM_1: 81
.= ((
Sum ((
len p3)
|->
0 ))
+ x) by
A25,
RVSUM_1: 74
.= (
0
+ a) by
A16,
RVSUM_1: 81
.= (p
. k);
hence thesis;
end;
theorem ::
ENTROPY1:14
Th14: p is
nonnegative implies for k st k
in (
dom p) & (p
. k)
= (
Sum p) holds p
has_onlyone_value_in k
proof
assume
A1: p is
nonnegative;
let k1 be
Nat such that
A2: k1
in (
dom p) and
A3: (p
. k1)
= (
Sum p);
k1
<= (
len p) by
A2,
FINSEQ_3: 25;
then
consider j1 be
Nat such that
A4: (k1
+ j1)
= (
len p) by
NAT_1: 10;
reconsider j1 as
Nat;
A5: k1
>= 1 by
A2,
FINSEQ_3: 25;
not ex i st i
in (
dom p) & i
<> k1 & (p
. i)
<>
0
proof
assume ex i st i
in (
dom p) & i
<> k1 & (p
. i)
<>
0 ;
then
consider k2 be
Nat such that
A6: k2
in (
dom p) and
A7: k2
<> k1 and
A8: (p
. k2)
<>
0 ;
A9: (p
. k2)
>
0 by
A1,
A6,
A8;
k2
<= (
len p) by
A6,
FINSEQ_3: 25;
then
consider j2 be
Nat such that
A10: (k2
+ j2)
= (
len p) by
NAT_1: 10;
reconsider j2 as
Nat;
A11: k2
>= 1 by
A6,
FINSEQ_3: 25;
per cases by
A7,
XXREAL_0: 1;
suppose
A12: k1
> k2;
consider p1,p2 be
FinSequence of
REAL such that
A13: (
len p1)
= k2 and
A14: (
len p2)
= j2 and
A15: p
= (p1
^ p2) by
A10,
FINSEQ_2: 23;
A16: for k be
Nat st k
in (
dom p2) holds (p2
. k)
>=
0
proof
let k be
Nat such that
A17: k
in (
dom p2);
k
>= 1 by
A17,
FINSEQ_3: 25;
then
A18: (k2
+ k)
>= (1
+
0 ) by
XREAL_1: 7;
k
<= j2 by
A14,
A17,
FINSEQ_3: 25;
then (k2
+ k)
<= (
len p) by
A10,
XREAL_1: 7;
then
A19: (k2
+ k)
in (
dom p) by
A18,
FINSEQ_3: 25;
(p2
. k)
= (p
. (k2
+ k)) by
A13,
A15,
A17,
FINSEQ_1:def 7;
hence thesis by
A1,
A19;
end;
k2
in (
Seg k2) by
A11,
FINSEQ_1: 3;
then
A20: k2
in (
dom p1) by
A13,
FINSEQ_1:def 3;
(p1
. k2)
>
0 & for k be
Nat st k
in (
dom p1) holds (p1
. k)
>=
0
proof
thus (p1
. k2)
>
0 by
A9,
A15,
A20,
FINSEQ_1:def 7;
A21: (
dom p1)
c= (
dom p) by
A15,
FINSEQ_1: 26;
let k be
Nat such that
A22: k
in (
dom p1);
(p1
. k)
= (p
. k) by
A15,
A22,
FINSEQ_1:def 7;
hence thesis by
A1,
A22,
A21;
end;
then
A23: (
Sum p1)
>
0 by
A20,
RVSUM_1: 85;
not k1
in (
Seg k2) by
A12,
FINSEQ_1: 1;
then not k1
in (
dom p1) by
A13,
FINSEQ_1:def 3;
then
consider kk be
Nat such that
A24: kk
in (
dom p2) and
A25: k1
= (k2
+ kk) by
A2,
A13,
A15,
FINSEQ_1: 25;
(p2
. kk)
= (p
. k1) by
A13,
A15,
A24,
A25,
FINSEQ_1:def 7;
then
A26: (
Sum p2)
>= (p
. k1) by
A24,
A16,
MATRPROB: 5;
(
Sum p)
= ((
Sum p1)
+ (
Sum p2)) by
A15,
RVSUM_1: 75;
then (
Sum p)
> ((p
. k1)
+
0 ) by
A23,
A26,
XREAL_1: 8;
hence thesis by
A3;
end;
suppose
A27: k1
< k2;
consider p1,p2 be
FinSequence of
REAL such that
A28: (
len p1)
= k1 and
A29: (
len p2)
= j1 and
A30: p
= (p1
^ p2) by
A4,
FINSEQ_2: 23;
A31: for k be
Nat st k
in (
dom p2) holds (p2
. k)
>=
0
proof
let k be
Nat such that
A32: k
in (
dom p2);
k
>= 1 by
A32,
FINSEQ_3: 25;
then
A33: (k1
+ k)
>= (1
+
0 ) by
XREAL_1: 7;
k
<= j1 by
A29,
A32,
FINSEQ_3: 25;
then (k1
+ k)
<= (
len p) by
A4,
XREAL_1: 7;
then
A34: (k1
+ k)
in (
dom p) by
A33,
FINSEQ_3: 25;
(p2
. k)
= (p
. (k1
+ k)) by
A28,
A30,
A32,
FINSEQ_1:def 7;
hence thesis by
A1,
A34;
end;
k1
in (
Seg k1) by
A5,
FINSEQ_1: 3;
then
A35: k1
in (
dom p1) by
A28,
FINSEQ_1:def 3;
(p1
. k1)
= (p
. k1) & for k be
Nat st k
in (
dom p1) holds (p1
. k)
>=
0
proof
thus (p1
. k1)
= (p
. k1) by
A30,
A35,
FINSEQ_1:def 7;
A36: (
dom p1)
c= (
dom p) by
A30,
FINSEQ_1: 26;
let k be
Nat such that
A37: k
in (
dom p1);
(p1
. k)
= (p
. k) by
A30,
A37,
FINSEQ_1:def 7;
hence thesis by
A1,
A37,
A36;
end;
then
A38: (
Sum p1)
>= (p
. k1) by
A35,
MATRPROB: 5;
not k2
in (
Seg k1) by
A27,
FINSEQ_1: 1;
then not k2
in (
dom p1) by
A28,
FINSEQ_1:def 3;
then
consider kk be
Nat such that
A39: kk
in (
dom p2) and
A40: k2
= (k1
+ kk) by
A6,
A28,
A30,
FINSEQ_1: 25;
(p2
. kk)
= (p
. k2) by
A28,
A30,
A39,
A40,
FINSEQ_1:def 7;
then
A41: (
Sum p2)
>
0 by
A9,
A39,
A31,
RVSUM_1: 85;
(
Sum p)
= ((
Sum p1)
+ (
Sum p2)) by
A30,
RVSUM_1: 75;
then (
Sum p)
> ((p
. k1)
+
0 ) by
A38,
A41,
XREAL_1: 8;
hence thesis by
A3;
end;
end;
hence thesis by
A2;
end;
registration
cluster
ProbFinS -> non
empty
nonnegative for
FinSequence of
REAL ;
coherence by
MATRPROB:def 5,
RVSUM_1: 72;
end
theorem ::
ENTROPY1:15
Th15: for p be
ProbFinS
FinSequence of
REAL holds for k st k
in (
dom p) & (p
. k)
= 1 holds p
has_onlyone_value_in k
proof
let p be
ProbFinS
FinSequence of
REAL ;
let k such that
A1: k
in (
dom p) and
A2: (p
. k)
= 1;
(p
. k)
= (
Sum p) by
A2,
MATRPROB:def 5;
hence thesis by
A1,
Th14;
end;
theorem ::
ENTROPY1:16
Th16: for i be non
zero
Nat holds (i
|-> (1
/ i)) is
ProbFinS
FinSequence of
REAL
proof
let i be non
zero
Nat;
reconsider i as non
zero
Element of
NAT by
ORDINAL1:def 12;
A1: for k be
Nat st k
in (
dom (i
|-> (1
/ i))) holds ((i
|-> (1
/ i))
. k)
>=
0
proof
let k be
Nat;
assume k
in (
dom (i
|-> (1
/ i)));
then k
in (
Seg i) by
FUNCOP_1: 13;
hence thesis by
FUNCOP_1: 7;
end;
reconsider 1i = (1
/ i) as
Element of
REAL by
XREAL_0:def 1;
reconsider ii = (i
|-> 1i) as
FinSequence of
REAL ;
(
Sum (i
|-> (1
/ i)))
= (i
* (1
/ i)) by
RVSUM_1: 80
.= 1 by
XCMPLX_1: 106;
then ii is
ProbFinS by
A1,
MATRPROB:def 5;
hence thesis;
end;
registration
cluster
with_sum=1 -> non
empty-yielding for
Matrix of
REAL ;
coherence
proof
let M be
Matrix of
REAL such that
A1: M is
with_sum=1;
assume
A2: M is
empty-yielding;
per cases by
A2,
MATRIX_0:def 10;
suppose (
len M)
=
0 ;
then (
SumAll M)
=
0 by
MATRPROB: 23;
hence thesis by
A1,
MATRPROB:def 7;
end;
suppose (
width M)
=
0 & (
len M)
>
0 ;
then
reconsider M1 = M as
Matrix of (
len M),
0 ,
REAL by
MATRIX_0: 20;
(
SumAll M1)
=
0 by
MATRPROB: 24;
hence thesis by
A1,
MATRPROB:def 7;
end;
end;
cluster
Joint_Probability -> non
empty-yielding for
Matrix of
REAL ;
coherence ;
end
theorem ::
ENTROPY1:17
for M be
Matrix of
REAL st M
=
{} holds (
SumAll M)
=
0
proof
let M be
Matrix of
REAL ;
assume M
=
{} ;
then
reconsider M1 = M as
Matrix of
0 , (
width M),
REAL by
MATRIX_0: 13;
(
len M1)
=
0 by
MATRIX_0: 22;
hence thesis by
MATRPROB: 23;
end;
theorem ::
ENTROPY1:18
Th18: for M be
Matrix of D holds for i st i
in (
dom M) holds (
dom (M
. i))
= (
Seg (
width M))
proof
let M be
Matrix of D;
let i;
assume i
in (
dom M);
hence (
dom (M
. i))
= (
dom (
Line (M,i))) by
MATRIX_0: 60
.= (
Seg (
len (
Line (M,i)))) by
FINSEQ_1:def 3
.= (
Seg (
width M)) by
MATRIX_0:def 7;
end;
theorem ::
ENTROPY1:19
Th19: MR is
m-nonnegative iff for i st i
in (
dom MR) holds (
Line (MR,i)) is
nonnegative
proof
hereby
assume
A1: MR is
m-nonnegative;
let i such that
A2: i
in (
dom MR);
now
let k;
assume k
in (
dom (
Line (MR,i)));
then
A3: k
in (
dom (MR
. i)) by
A2,
MATRIX_0: 60;
then k
in (
Seg (
width MR)) by
A2,
Th18;
then
A4: ((
Line (MR,i))
. k)
= (MR
* (i,k)) by
MATRIX_0:def 7;
[i, k]
in (
Indices MR) by
A2,
A3,
MATRPROB: 13;
hence ((
Line (MR,i))
. k)
>=
0 by
A1,
A4,
MATRPROB:def 6;
end;
hence (
Line (MR,i)) is
nonnegative;
end;
assume
A5: for i st i
in (
dom MR) holds (
Line (MR,i)) is
nonnegative;
now
let i, j such that
A6:
[i, j]
in (
Indices MR);
A7: j
in (
Seg (
width MR)) by
A6,
MATRPROB: 12;
then j
in (
Seg (
len (
Line (MR,i)))) by
MATRIX_0:def 7;
then
A8: j
in (
dom (
Line (MR,i))) by
FINSEQ_1:def 3;
i
in (
Seg (
len MR)) by
A6,
MATRPROB: 12;
then i
in (
dom MR) by
FINSEQ_1:def 3;
then
A9: (
Line (MR,i)) is
nonnegative by
A5;
(MR
* (i,j))
= ((
Line (MR,i))
. j) by
A7,
MATRIX_0:def 7;
hence (MR
* (i,j))
>=
0 by
A8,
A9;
end;
hence thesis by
MATRPROB:def 6;
end;
begin
theorem ::
ENTROPY1:20
Th20: for j st j
in (
dom p) holds (
Col ((
LineVec2Mx p),j))
=
<*(p
. j)*>
proof
set M = (
LineVec2Mx p);
let j such that
A1: j
in (
dom p);
A2: (
dom
<*(p
. j)*>)
= (
Seg 1) by
FINSEQ_1:def 8;
A3: (
len (
Col (M,j)))
= (
len M) by
MATRIX_0:def 8;
then (
len (
Col (M,j)))
= 1 by
MATRIXR1:def 10;
then
A4: (
dom (
Col (M,j)))
= (
dom
<*(p
. j)*>) by
A2,
FINSEQ_1:def 3;
now
let k be
Nat such that
A5: k
in (
dom (
Col (M,j)));
A6: k
<= 1 by
A2,
A4,
A5,
FINSEQ_1: 1;
k
>= 1 by
A2,
A4,
A5,
FINSEQ_1: 1;
then
A7: k
= 1 by
A6,
XXREAL_0: 1;
k
in (
dom M) by
A3,
A5,
FINSEQ_3: 29;
hence ((
Col (M,j))
. k)
= (M
* (k,j)) by
MATRIX_0:def 8
.= (p
. j) by
A1,
A7,
MATRIXR1:def 10
.= (
<*(p
. j)*>
. k) by
A7,
FINSEQ_1:def 8;
end;
hence thesis by
A4,
FINSEQ_1: 13;
end;
theorem ::
ENTROPY1:21
Th21: for p be non
empty
FinSequence of
REAL holds for q be
FinSequence of
REAL holds for M be
Matrix of
REAL holds M
= ((
ColVec2Mx p)
* (
LineVec2Mx q)) iff ((
len M)
= (
len p) & (
width M)
= (
len q) & for i, j st
[i, j]
in (
Indices M) holds (M
* (i,j))
= ((p
. i)
* (q
. j)))
proof
let p be non
empty
FinSequence of
REAL ;
let q be
FinSequence of
REAL ;
let M be
Matrix of
REAL ;
set M1 = (
ColVec2Mx p);
set M2 = (
LineVec2Mx q);
A1: (
len M1)
= (
len p) by
MATRIXR1:def 9;
A2: (
len M2)
= 1 by
MATRIXR1:def 10;
A3: (
len p)
>
0 ;
then
A4: (
width M1)
= 1 by
MATRIXR1:def 9;
A5: (
width M2)
= (
len q) by
MATRIXR1:def 10;
hereby
assume
A6: M
= (M1
* M2);
then
A7: (
len M)
= (
len M1) by
A4,
A2,
MATRPROB: 39;
thus (
len M)
= (
len p) & (
width M)
= (
len q) by
A1,
A4,
A2,
A5,
A6,
MATRPROB: 39;
A8: (
width M)
= (
width M2) by
A4,
A2,
A6,
MATRPROB: 39;
thus for i, j st
[i, j]
in (
Indices M) holds (M
* (i,j))
= ((p
. i)
* (q
. j))
proof
let i, j such that
A9:
[i, j]
in (
Indices M);
A10: i
in (
Seg (
len M)) by
A9,
MATRPROB: 12;
then
A11: i
in (
dom p) by
A1,
A7,
FINSEQ_1:def 3;
j
in (
Seg (
width M)) by
A9,
MATRPROB: 12;
then
A12: j
in (
dom q) by
A5,
A8,
FINSEQ_1:def 3;
i
in (
dom M1) by
A7,
A10,
FINSEQ_1:def 3;
then
A13: (
Line (M1,i))
= (M1
. i) by
MATRIX_0: 60
.=
<*(p
. i)*> by
A3,
A11,
MATRIXR1:def 9;
thus (M
* (i,j))
= ((
Line (M1,i))
"*" (
Col (M2,j))) by
A4,
A2,
A6,
A9,
MATRPROB: 39
.= (
<*(p
. i)*>
"*"
<*(q
. j)*>) by
A12,
A13,
Th20
.= (
Sum (
mlt (
<*(p
. i)*>,
<*(q
. j)*>))) by
RVSUM_1:def 16
.= (
Sum
<*((p
. i)
* (q
. j))*>) by
RVSUM_1: 62
.= ((p
. i)
* (q
. j)) by
RVSUM_1: 73;
end;
end;
assume that
A14: (
len M)
= (
len p) and
A15: (
width M)
= (
len q) and
A16: for i, j st
[i, j]
in (
Indices M) holds (M
* (i,j))
= ((p
. i)
* (q
. j));
for i, j st
[i, j]
in (
Indices M) holds (M
* (i,j))
= ((
Line (M1,i))
"*" (
Col (M2,j)))
proof
let i, j such that
A17:
[i, j]
in (
Indices M);
j
in (
Seg (
width M)) by
A17,
MATRPROB: 12;
then
A18: j
in (
dom q) by
A15,
FINSEQ_1:def 3;
A19: i
in (
Seg (
len M)) by
A17,
MATRPROB: 12;
then
A20: i
in (
dom M1) by
A1,
A14,
FINSEQ_1:def 3;
i
in (
dom p) by
A14,
A19,
FINSEQ_1:def 3;
then
A21:
<*(p
. i)*>
= (M1
. i) by
A3,
MATRIXR1:def 9
.= (
Line (M1,i)) by
A20,
MATRIX_0: 60;
thus (M
* (i,j))
= ((p
. i)
* (q
. j)) by
A16,
A17
.= (
Sum
<*((p
. i)
* (q
. j))*>) by
RVSUM_1: 73
.= (
Sum (
mlt (
<*(p
. i)*>,
<*(q
. j)*>))) by
RVSUM_1: 62
.= (
<*(p
. i)*>
"*"
<*(q
. j)*>) by
RVSUM_1:def 16
.= ((
Line (M1,i))
"*" (
Col (M2,j))) by
A18,
A21,
Th20;
end;
hence thesis by
A1,
A4,
A2,
A5,
A14,
A15,
MATRPROB: 39;
end;
theorem ::
ENTROPY1:22
Th22: for p be non
empty
FinSequence of
REAL holds for q be
FinSequence of
REAL holds for M be
Matrix of
REAL holds M
= ((
ColVec2Mx p)
* (
LineVec2Mx q)) iff ((
len M)
= (
len p) & (
width M)
= (
len q) & for i st i
in (
dom M) holds (
Line (M,i))
= ((p
. i)
* q))
proof
let p be non
empty
FinSequence of
REAL , q be
FinSequence of
REAL , M be
Matrix of
REAL ;
set M1 = (
ColVec2Mx p);
set M2 = (
LineVec2Mx q);
hereby
assume
A1: M
= (M1
* M2);
hence (
len M)
= (
len p) & (
width M)
= (
len q) by
Th21;
thus for i st i
in (
dom M) holds (
Line (M,i))
= ((p
. i)
* q)
proof
let i;
assume i
in (
dom M);
then
A2: i
in (
Seg (
len M)) by
FINSEQ_1:def 3;
A3: for j be
Nat st j
in (
dom (
Line (M,i))) holds ((
Line (M,i))
. j)
= (((p
. i)
* q)
. j)
proof
let j be
Nat;
assume j
in (
dom (
Line (M,i)));
then j
in (
Seg (
len (
Line (M,i)))) by
FINSEQ_1:def 3;
then
A4: j
in (
Seg (
width M)) by
MATRIX_0:def 7;
then
A5:
[i, j]
in (
Indices M) by
A2,
MATRPROB: 12;
thus ((
Line (M,i))
. j)
= (M
* (i,j)) by
A4,
MATRIX_0:def 7
.= ((p
. i)
* (q
. j)) by
A1,
A5,
Th21
.= (((p
. i)
* q)
. j) by
RVSUM_1: 44;
end;
(
dom (
Line (M,i)))
= (
Seg (
len (
Line (M,i)))) by
FINSEQ_1:def 3
.= (
Seg (
width M)) by
MATRIX_0:def 7
.= (
Seg (
len q)) by
A1,
Th21
.= (
dom q) by
FINSEQ_1:def 3
.= (
dom ((p
. i)
* q)) by
VALUED_1:def 5;
hence thesis by
A3,
FINSEQ_1: 13;
end;
end;
assume that
A6: (
len M)
= (
len p) and
A7: (
width M)
= (
len q) and
A8: for i st i
in (
dom M) holds (
Line (M,i))
= ((p
. i)
* q);
for i, j st
[i, j]
in (
Indices M) holds (M
* (i,j))
= ((p
. i)
* (q
. j))
proof
let i, j such that
A9:
[i, j]
in (
Indices M);
A10: i
in (
dom M) by
A9,
MATRPROB: 13;
j
in (
Seg (
width M)) by
A9,
MATRPROB: 12;
hence (M
* (i,j))
= ((
Line (M,i))
. j) by
MATRIX_0:def 7
.= (((p
. i)
* q)
. j) by
A8,
A10
.= ((p
. i)
* (q
. j)) by
RVSUM_1: 44;
end;
hence thesis by
A6,
A7,
Th21;
end;
theorem ::
ENTROPY1:23
Th23: for p,q be
ProbFinS
FinSequence of
REAL holds ((
ColVec2Mx p)
* (
LineVec2Mx q)) is
Joint_Probability
proof
let p,q be
ProbFinS
FinSequence of
REAL ;
set M = ((
ColVec2Mx p)
* (
LineVec2Mx q));
A1: (
len M)
= (
len p) by
Th22;
A2: (
LineSum M)
= p
proof
set M1 = (
LineSum M);
A3: (
len M1)
= (
len M) by
MATRPROB: 20;
then
A4: (
dom M1)
= (
dom M) by
FINSEQ_3: 29;
A5:
now
let k be
Nat such that
A6: k
in (
dom M1);
k
in (
Seg (
len M)) by
A3,
A6,
FINSEQ_1:def 3;
hence (M1
. k)
= (
Sum (
Line (M,k))) by
MATRPROB: 20
.= (
Sum ((p
. k)
* q)) by
A4,
A6,
Th22
.= ((p
. k)
* (
Sum q)) by
RVSUM_1: 87
.= ((p
. k)
* 1) by
MATRPROB:def 5
.= (p
. k);
end;
(
dom M1)
= (
dom p) by
A1,
A3,
FINSEQ_3: 29;
hence thesis by
A5,
FINSEQ_1: 13;
end;
A7: (
width M)
= (
len q) by
Th22;
now
let i, j such that
A8:
[i, j]
in (
Indices M);
i
in (
Seg (
len p)) by
A1,
A8,
MATRPROB: 12;
then i
in (
dom p) by
FINSEQ_1:def 3;
then
A9: (p
. i)
>=
0 by
MATRPROB:def 5;
j
in (
Seg (
len q)) by
A7,
A8,
MATRPROB: 12;
then j
in (
dom q) by
FINSEQ_1:def 3;
then
A10: (q
. j)
>=
0 by
MATRPROB:def 5;
(M
* (i,j))
= ((p
. i)
* (q
. j)) by
A8,
Th21;
hence (M
* (i,j))
>=
0 by
A9,
A10;
end;
then
A11: M is
m-nonnegative by
MATRPROB:def 6;
(
SumAll M)
= (
Sum (
LineSum M)) by
MATRPROB:def 3
.= 1 by
A2,
MATRPROB:def 5;
then M is
with_sum=1 by
MATRPROB:def 7;
hence thesis by
A11;
end;
definition
let n;
let MR be
Matrix of n,
REAL ;
::
ENTROPY1:def3
attr MR is
diagonal means
:
Def3: for i, j st
[i, j]
in (
Indices MR) & (MR
* (i,j))
<>
0 holds i
= j;
end
registration
let n;
cluster
diagonal for
Matrix of n,
REAL ;
existence
proof
deffunc
F(
set,
set) = (
In (
0 ,
REAL ));
reconsider n1 = n as
Nat;
consider M be
Matrix of n1,
REAL such that
A1: for i,j be
Nat st
[i, j]
in (
Indices M) holds (M
* (i,j))
=
F(i,j) from
MATRIX_0:sch 1;
reconsider M1 = M as
Matrix of n,
REAL ;
take M1;
for i, j st
[i, j]
in (
Indices M) & (M
* (i,j))
<>
0 holds i
= j by
A1;
hence thesis;
end;
end
theorem ::
ENTROPY1:24
Th24: for MR be
Matrix of n,
REAL holds MR is
diagonal iff for i st i
in (
dom MR) holds (
Line (MR,i))
has_onlyone_value_in i
proof
let MR be
Matrix of n,
REAL ;
A1: (
width MR)
= n by
MATRIX_0: 24;
(
len MR)
= n by
MATRIX_0: 24;
then
A2: (
dom MR)
= (
Seg (
width MR)) by
A1,
FINSEQ_1:def 3;
hereby
assume
A3: MR is
diagonal;
now
let i such that
A4: i
in (
dom MR);
A5: (
len (
Line (MR,i)))
= (
width MR) by
MATRIX_0:def 7;
A6:
now
let j such that
A7: j
in (
dom (
Line (MR,i))) and
A8: j
<> i;
j
in (
dom (MR
. i)) by
A4,
A7,
MATRIX_0: 60;
then
A9:
[i, j]
in (
Indices MR) by
A4,
MATRPROB: 13;
j
in (
Seg (
width MR)) by
A5,
A7,
FINSEQ_1:def 3;
hence ((
Line (MR,i))
. j)
= (MR
* (i,j)) by
MATRIX_0:def 7
.=
0 by
A3,
A8,
A9;
end;
i
in (
dom (
Line (MR,i))) by
A2,
A4,
A5,
FINSEQ_1:def 3;
hence (
Line (MR,i))
has_onlyone_value_in i by
A6;
end;
hence for i st i
in (
dom MR) holds (
Line (MR,i))
has_onlyone_value_in i;
end;
assume
A10: for i st i
in (
dom MR) holds (
Line (MR,i))
has_onlyone_value_in i;
for i, j st
[i, j]
in (
Indices MR) & (MR
* (i,j))
<>
0 holds i
= j
proof
let i, j such that
A11:
[i, j]
in (
Indices MR) and
A12: (MR
* (i,j))
<>
0 ;
A13: i
in (
dom MR) by
A11,
MATRPROB: 13;
then
A14: (
Line (MR,i))
has_onlyone_value_in i by
A10;
j
in (
dom (MR
. i)) by
A11,
MATRPROB: 13;
then
A15: j
in (
dom (
Line (MR,i))) by
A13,
MATRIX_0: 60;
assume
A16: i
<> j;
(
len (
Line (MR,i)))
= (
width MR) by
MATRIX_0:def 7;
then (
dom (
Line (MR,i)))
= (
Seg (
width MR)) by
FINSEQ_1:def 3;
then (MR
* (i,j))
= ((
Line (MR,i))
. j) by
A15,
MATRIX_0:def 7
.=
0 by
A16,
A15,
A14;
hence thesis by
A12;
end;
hence thesis;
end;
definition
let p;
::
ENTROPY1:def4
func
Vec2DiagMx p ->
diagonal
Matrix of (
len p),
REAL means
:
Def4: for j st j
in (
dom p) holds (it
* (j,j))
= (p
. j);
existence
proof
defpred
P[
Nat,
Nat,
Real] means ($1
= $2 implies $3
= (p
. $1)) & ($1
<> $2 implies $3
=
0 );
A1: for i,j be
Nat st
[i, j]
in
[:(
Seg (
len p)), (
Seg (
len p)):] holds ex x be
Element of
REAL st
P[i, j, x]
proof
let i,j be
Nat;
assume
[i, j]
in
[:(
Seg (
len p)), (
Seg (
len p)):];
A2: (p
. i)
in
REAL by
XREAL_0:def 1;
A3:
0
in
REAL by
XREAL_0:def 1;
i
= j implies
P[i, j, (p
. i)];
hence thesis by
A2,
A3;
end;
consider M be
Matrix of (
len p),
REAL such that
A4: for i,j be
Nat st
[i, j]
in (
Indices M) holds
P[i, j, (M
* (i,j))] from
MATRIX_0:sch 2(
A1);
for i, j st
[i, j]
in (
Indices M) & (M
* (i,j))
<>
0 holds i
= j by
A4;
then
reconsider M1 = M as
diagonal
Matrix of (
len p),
REAL by
Def3;
take M1;
(
len M)
= (
len p) by
MATRIX_0: 24;
then
A5: (
Seg (
len M1))
= (
dom p) by
FINSEQ_1:def 3;
(
width M)
= (
len p) by
MATRIX_0: 24;
then
A6: (
Seg (
width M1))
= (
dom p) by
FINSEQ_1:def 3;
for j st j
in (
dom p) holds (M1
* (j,j))
= (p
. j)
proof
let j;
assume j
in (
dom p);
then
[j, j]
in (
Indices M1) by
A6,
A5,
MATRPROB: 12;
hence thesis by
A4;
end;
hence thesis;
end;
uniqueness
proof
let M1,M2 be
diagonal
Matrix of (
len p),
REAL such that
A7: for j st j
in (
dom p) holds (M1
* (j,j))
= (p
. j) and
A8: for j st j
in (
dom p) holds (M2
* (j,j))
= (p
. j);
(
width M1)
= (
len p) by
MATRIX_0: 24;
then
A9: (
Seg (
width M1))
= (
dom p) by
FINSEQ_1:def 3;
A10: (
Indices M1)
= (
Indices M2) by
MATRIX_0: 26;
now
let i,j be
Nat such that
A11:
[i, j]
in (
Indices M1);
reconsider i1 = i, j1 = j as
Nat;
A12:
[i1, j1]
in (
Indices M1) by
A11;
then
A13: j1
in (
Seg (
width M1)) by
MATRPROB: 12;
per cases ;
suppose
A14: i
= j;
hence (M1
* (i,j))
= (p
. j) by
A7,
A9,
A13
.= (M2
* (i,j)) by
A8,
A9,
A13,
A14;
end;
suppose
A15: i
<> j;
hence (M1
* (i,j))
=
0 by
A12,
Def3
.= (M2
* (i,j)) by
A10,
A12,
A15,
Def3;
end;
end;
hence thesis by
MATRIX_0: 27;
end;
end
theorem ::
ENTROPY1:25
Th25: MR
= (
Vec2DiagMx p) iff (
len MR)
= (
len p) & (
width MR)
= (
len p) & for i st i
in (
dom MR) holds (
Line (MR,i))
has_onlyone_value_in i & ((
Line (MR,i))
. i)
= (p
. i)
proof
hereby
assume
A1: MR
= (
Vec2DiagMx p);
then
reconsider M1 = MR as
diagonal
Matrix of (
len p),
REAL ;
A2: (
len M1)
= (
len p) by
MATRIX_0: 24;
then
A3: (
dom MR)
= (
dom p) by
FINSEQ_3: 29;
thus (
len MR)
= (
len p) & (
width MR)
= (
len p) by
A2,
MATRIX_0: 24;
(
width M1)
= (
len p) by
MATRIX_0: 24;
then
A4: (
Seg (
width MR))
= (
dom p) by
FINSEQ_1:def 3;
thus for i st i
in (
dom MR) holds (
Line (MR,i))
has_onlyone_value_in i & ((
Line (MR,i))
. i)
= (p
. i)
proof
let i such that
A5: i
in (
dom MR);
A6: (
Line (M1,i))
has_onlyone_value_in i by
A5,
Th24;
((
Line (MR,i))
. i)
= (MR
* (i,i)) by
A3,
A4,
A5,
MATRIX_0:def 7
.= (p
. i) by
A1,
A3,
A5,
Def4;
hence thesis by
A6;
end;
end;
assume that
A7: (
len MR)
= (
len p) and
A8: (
width MR)
= (
len p) and
A9: for i st i
in (
dom MR) holds (
Line (MR,i))
has_onlyone_value_in i & ((
Line (MR,i))
. i)
= (p
. i);
reconsider MM = MR as
Matrix of (
len p),
REAL by
A7,
A8,
MATRIX_0: 51;
for i st i
in (
dom MM) holds (
Line (MM,i))
has_onlyone_value_in i by
A9;
then
reconsider MM as
diagonal
Matrix of (
len p),
REAL by
Th24;
for j st j
in (
dom p) holds (MM
* (j,j))
= (p
. j)
proof
A10: (
dom MM)
= (
dom p) by
A7,
FINSEQ_3: 29;
let j such that
A11: j
in (
dom p);
(
Seg (
width MM))
= (
dom p) by
A8,
FINSEQ_1:def 3;
hence (MM
* (j,j))
= ((
Line (MM,j))
. j) by
A11,
MATRIX_0:def 7
.= (p
. j) by
A9,
A11,
A10;
end;
hence thesis by
Def4;
end;
theorem ::
ENTROPY1:26
Th26: (
len p)
= (
len MR) implies (MR1
= ((
Vec2DiagMx p)
* MR) iff (
len MR1)
= (
len p) & (
width MR1)
= (
width MR) & for i, j st
[i, j]
in (
Indices MR1) holds (MR1
* (i,j))
= ((p
. i)
* (MR
* (i,j))))
proof
set MM = (
Vec2DiagMx p);
A1: (
len MM)
= (
len p) by
Th25;
A2: (
width MM)
= (
len p) by
Th25;
assume
A3: (
len p)
= (
len MR);
then
A4: (
dom p)
= (
dom MR) by
FINSEQ_3: 29;
hereby
assume
A5: MR1
= (MM
* MR);
hence (
len MR1)
= (
len p) & (
width MR1)
= (
width MR) by
A3,
A1,
A2,
MATRPROB: 39;
A6: (
len MR1)
= (
len MM) by
A3,
A2,
A5,
MATRPROB: 39;
then
A7: (
dom MR1)
= (
dom MM) by
FINSEQ_3: 29;
A8: (
dom MR1)
= (
dom p) by
A1,
A6,
FINSEQ_3: 29;
thus for i, j st
[i, j]
in (
Indices MR1) holds (MR1
* (i,j))
= ((p
. i)
* (MR
* (i,j)))
proof
let i, j such that
A9:
[i, j]
in (
Indices MR1);
i
in (
Seg (
len MR1)) by
A9,
MATRPROB: 12;
then
A10: i
in (
dom MR1) by
FINSEQ_1:def 3;
then
A11: ((
Line (MM,i))
. i)
= (p
. i) by
A7,
Th25;
set q = (
mlt ((
Line (MM,i)),(
Col (MR,j))));
A12: (
len (
Line (MM,i)))
= (
width MM) by
MATRIX_0:def 7;
A13: (
len (
Col (MR,j)))
= (
len MR) by
MATRIX_0:def 8;
A14: (
Line (MM,i))
has_onlyone_value_in i by
A7,
A10,
Th25;
then
A15: (q
. i)
= (((
Line (MM,i))
. i)
* ((
Col (MR,j))
. i)) by
A3,
A2,
A12,
A13,
Th12;
thus (MR1
* (i,j))
= ((
Line (MM,i))
"*" (
Col (MR,j))) by
A3,
A2,
A5,
A9,
MATRPROB: 39
.= (
Sum q) by
RVSUM_1:def 16
.= ((p
. i)
* ((
Col (MR,j))
. i)) by
A3,
A2,
A14,
A11,
A12,
A13,
A15,
Th12,
Th13
.= ((p
. i)
* (MR
* (i,j))) by
A4,
A8,
A10,
MATRIX_0:def 8;
end;
end;
assume that
A16: (
len MR1)
= (
len p) and
A17: (
width MR1)
= (
width MR) and
A18: for i, j st
[i, j]
in (
Indices MR1) holds (MR1
* (i,j))
= ((p
. i)
* (MR
* (i,j)));
A19: (
dom MR1)
= (
dom MM) by
A1,
A16,
FINSEQ_3: 29;
A20: (
dom MR)
= (
dom MR1) by
A3,
A16,
FINSEQ_3: 29;
for i, j st
[i, j]
in (
Indices MR1) holds (MR1
* (i,j))
= ((
Line (MM,i))
"*" (
Col (MR,j)))
proof
let i, j such that
A21:
[i, j]
in (
Indices MR1);
i
in (
Seg (
len MR1)) by
A21,
MATRPROB: 12;
then
A22: i
in (
dom MR1) by
FINSEQ_1:def 3;
then
A23: ((
Line (MM,i))
. i)
= (p
. i) by
A19,
Th25;
set q = (
mlt ((
Line (MM,i)),(
Col (MR,j))));
A24: (
len (
Line (MM,i)))
= (
width MM) by
MATRIX_0:def 7;
A25: (
len (
Col (MR,j)))
= (
len MR) by
MATRIX_0:def 8;
A26: (
Line (MM,i))
has_onlyone_value_in i by
A19,
A22,
Th25;
then
A27: (q
. i)
= (((
Line (MM,i))
. i)
* ((
Col (MR,j))
. i)) by
A3,
A2,
A24,
A25,
Th12;
thus (MR1
* (i,j))
= ((p
. i)
* (MR
* (i,j))) by
A18,
A21
.= ((p
. i)
* ((
Col (MR,j))
. i)) by
A20,
A22,
MATRIX_0:def 8
.= (
Sum q) by
A3,
A2,
A26,
A23,
A24,
A25,
A27,
Th12,
Th13
.= ((
Line (MM,i))
"*" (
Col (MR,j))) by
RVSUM_1:def 16;
end;
hence thesis by
A3,
A1,
A2,
A16,
A17,
MATRPROB: 39;
end;
theorem ::
ENTROPY1:27
Th27: (
len p)
= (
len MR) implies (MR1
= ((
Vec2DiagMx p)
* MR) iff (
len MR1)
= (
len p) & (
width MR1)
= (
width MR) & for i st i
in (
dom MR1) holds (
Line (MR1,i))
= ((p
. i)
* (
Line (MR,i))))
proof
set MM = (
Vec2DiagMx p);
assume
A1: (
len p)
= (
len MR);
hereby
assume
A2: MR1
= (MM
* MR);
hence (
len MR1)
= (
len p) & (
width MR1)
= (
width MR) by
A1,
Th26;
A3: (
width MR1)
= (
width MR) by
A1,
A2,
Th26;
thus for i st i
in (
dom MR1) holds (
Line (MR1,i))
= ((p
. i)
* (
Line (MR,i)))
proof
let i;
assume i
in (
dom MR1);
then
A4: i
in (
Seg (
len MR1)) by
FINSEQ_1:def 3;
A5: for j be
Nat st j
in (
dom (
Line (MR1,i))) holds ((
Line (MR1,i))
. j)
= (((p
. i)
* (
Line (MR,i)))
. j)
proof
let j be
Nat;
assume j
in (
dom (
Line (MR1,i)));
then j
in (
Seg (
len (
Line (MR1,i)))) by
FINSEQ_1:def 3;
then
A6: j
in (
Seg (
width MR1)) by
MATRIX_0:def 7;
then
A7:
[i, j]
in (
Indices MR1) by
A4,
MATRPROB: 12;
thus ((
Line (MR1,i))
. j)
= (MR1
* (i,j)) by
A6,
MATRIX_0:def 7
.= ((p
. i)
* (MR
* (i,j))) by
A1,
A2,
A7,
Th26
.= ((p
. i)
* ((
Line (MR,i))
. j)) by
A3,
A6,
MATRIX_0:def 7
.= (((p
. i)
* (
Line (MR,i)))
. j) by
RVSUM_1: 44;
end;
(
dom (
Line (MR1,i)))
= (
Seg (
len (
Line (MR1,i)))) by
FINSEQ_1:def 3
.= (
Seg (
width MR1)) by
MATRIX_0:def 7
.= (
Seg (
len (
Line (MR,i)))) by
A3,
MATRIX_0:def 7
.= (
dom (
Line (MR,i))) by
FINSEQ_1:def 3
.= (
dom ((p
. i)
* (
Line (MR,i)))) by
VALUED_1:def 5;
hence thesis by
A5,
FINSEQ_1: 13;
end;
end;
assume that
A8: (
len MR1)
= (
len p) and
A9: (
width MR1)
= (
width MR) and
A10: for i st i
in (
dom MR1) holds (
Line (MR1,i))
= ((p
. i)
* (
Line (MR,i)));
for i, j st
[i, j]
in (
Indices MR1) holds (MR1
* (i,j))
= ((p
. i)
* (MR
* (i,j)))
proof
let i, j such that
A11:
[i, j]
in (
Indices MR1);
A12: i
in (
dom MR1) by
A11,
MATRPROB: 13;
A13: j
in (
Seg (
width MR1)) by
A11,
MATRPROB: 12;
hence (MR1
* (i,j))
= ((
Line (MR1,i))
. j) by
MATRIX_0:def 7
.= (((p
. i)
* (
Line (MR,i)))
. j) by
A10,
A12
.= ((p
. i)
* ((
Line (MR,i))
. j)) by
RVSUM_1: 44
.= ((p
. i)
* (MR
* (i,j))) by
A9,
A13,
MATRIX_0:def 7;
end;
hence thesis by
A1,
A8,
A9,
Th26;
end;
theorem ::
ENTROPY1:28
Th28: for p be
ProbFinS
FinSequence of
REAL holds for M be non
empty-yielding
Conditional_Probability
Matrix of
REAL st (
len p)
= (
len M) holds ((
Vec2DiagMx p)
* M) is
Joint_Probability
proof
let p be
ProbFinS
FinSequence of
REAL ;
let M be non
empty-yielding
Conditional_Probability
Matrix of
REAL ;
set M1 = ((
Vec2DiagMx p)
* M);
assume
A1: (
len p)
= (
len M);
then
A2: (
len M1)
= (
len p) by
Th26;
A3: (
LineSum M1)
= p
proof
set M2 = (
LineSum M1);
A4: (
len M2)
= (
len M1) by
MATRPROB: 20;
then
A5: (
dom M2)
= (
dom M) by
A1,
A2,
FINSEQ_3: 29;
A6: (
dom M2)
= (
dom M1) by
A4,
FINSEQ_3: 29;
A7:
now
let k be
Nat such that
A8: k
in (
dom M2);
k
in (
Seg (
len M1)) by
A4,
A8,
FINSEQ_1:def 3;
hence (M2
. k)
= (
Sum (
Line (M1,k))) by
MATRPROB: 20
.= (
Sum ((p
. k)
* (
Line (M,k)))) by
A1,
A6,
A8,
Th27
.= ((p
. k)
* (
Sum (
Line (M,k)))) by
RVSUM_1: 87
.= ((p
. k)
* (
Sum (M
. k))) by
A5,
A8,
MATRIX_0: 60
.= ((p
. k)
* 1) by
A5,
A8,
MATRPROB:def 9
.= (p
. k);
end;
(
dom M2)
= (
dom p) by
A2,
A4,
FINSEQ_3: 29;
hence thesis by
A7,
FINSEQ_1: 13;
end;
A9: (
width M1)
= (
width M) by
A1,
Th26;
now
let i, j such that
A10:
[i, j]
in (
Indices M1);
A11: j
in (
Seg (
width M)) by
A9,
A10,
MATRPROB: 12;
i
in (
Seg (
len p)) by
A2,
A10,
MATRPROB: 12;
then i
in (
dom p) by
FINSEQ_1:def 3;
then
A12: (p
. i)
>=
0 by
MATRPROB:def 5;
i
in (
Seg (
len M)) by
A1,
A2,
A10,
MATRPROB: 12;
then
[i, j]
in (
Indices M) by
A11,
MATRPROB: 12;
then
A13: (M
* (i,j))
>=
0 by
MATRPROB:def 6;
(M1
* (i,j))
= ((p
. i)
* (M
* (i,j))) by
A1,
A10,
Th26;
hence (M1
* (i,j))
>=
0 by
A12,
A13;
end;
then
A14: M1 is
m-nonnegative by
MATRPROB:def 6;
(
SumAll M1)
= (
Sum (
LineSum M1)) by
MATRPROB:def 3
.= 1 by
A3,
MATRPROB:def 5;
then M1 is
with_sum=1 by
MATRPROB:def 7;
hence thesis by
A14;
end;
theorem ::
ENTROPY1:29
Th29: for M be
Matrix of D holds for p be
FinSequence of (D
* ) st (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds for k st k
in (
dom p) holds (
len (p
. k))
= (k
* (
width M))
proof
let M be
Matrix of D;
let p be
FinSequence of (D
* ) such that
A1: (
len p)
= (
len M) and
A2: (p
. 1)
= (M
. 1) and
A3: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
defpred
P[
Nat] means $1
>= 1 & $1
<= (
len M) implies (
len (p
. $1))
= ($1
* (
width M));
A4: for n be
Nat st
P[n] holds
P[(n
+ 1)]
proof
let n be
Nat;
assume that
A5: n
>= 1 & n
<= (
len M) implies (
len (p
. n))
= (n
* (
width M));
assume that
A6: (n
+ 1)
>= 1 and
A7: (n
+ 1)
<= (
len M);
now
per cases ;
suppose
A8: n
=
0 ;
then 1
in (
dom M) by
A7,
FINSEQ_3: 25;
hence thesis by
A2,
A8,
MATRIX_0: 36;
end;
suppose
A9: n
<>
0 ;
A10: (n
+ 1)
in (
dom M) by
A6,
A7,
FINSEQ_3: 25;
n
< (
len M) by
A7,
NAT_1: 13;
then (p
. (n
+ 1))
= ((p
. n)
^ (M
. (n
+ 1))) by
A3,
A9,
NAT_1: 14;
then (
len (p
. (n
+ 1)))
= ((
len (p
. n))
+ (
len (M
. (n
+ 1)))) by
FINSEQ_1: 22
.= ((n
* (
width M))
+ (
width M)) by
A5,
A7,
A9,
A10,
MATRIX_0: 36,
NAT_1: 13,
NAT_1: 14
.= ((n
+ 1)
* (
width M));
hence thesis;
end;
end;
hence thesis;
end;
A11:
P[
0 ];
A12: for n be
Nat holds
P[n] from
NAT_1:sch 2(
A11,
A4);
let k;
assume k
in (
dom p);
then
A13: k
in (
Seg (
len p)) by
FINSEQ_1:def 3;
then
A14: k
<= (
len p) by
FINSEQ_1: 1;
k
>= 1 by
A13,
FINSEQ_1: 1;
hence thesis by
A1,
A12,
A14;
end;
theorem ::
ENTROPY1:30
Th30: for M be
Matrix of D holds for p be
FinSequence of (D
* ) st (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds for i, j st i
in (
dom p) & j
in (
dom p) & i
<= j holds (
dom (p
. i))
c= (
dom (p
. j))
proof
let M be
Matrix of D;
let p be
FinSequence of (D
* ) such that
A1: (
len p)
= (
len M) and
A2: (p
. 1)
= (M
. 1) and
A3: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
let i, j such that
A4: i
in (
dom p) and
A5: j
in (
dom p) and
A6: i
<= j;
A7: (
len (p
. j))
= (j
* (
width M)) by
A1,
A2,
A3,
A5,
Th29;
(
len (p
. i))
= (i
* (
width M)) by
A1,
A2,
A3,
A4,
Th29;
then (
len (p
. i))
<= (
len (p
. j)) by
A6,
A7,
NAT_1: 4;
then (
Seg (
len (p
. i)))
c= (
Seg (
len (p
. j))) by
FINSEQ_1: 5;
then (
dom (p
. i))
c= (
Seg (
len (p
. j))) by
FINSEQ_1:def 3;
hence thesis by
FINSEQ_1:def 3;
end;
theorem ::
ENTROPY1:31
Th31: for M be
Matrix of D holds for p be
FinSequence of (D
* ) st (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds (
len (p
. 1))
= (
width M) & for j st
[1, j]
in (
Indices M) holds j
in (
dom (p
. 1)) & ((p
. 1)
. j)
= (M
* (1,j))
proof
let M be
Matrix of D;
let p be
FinSequence of (D
* ) such that
A1: (
len p)
= (
len M) and
A2: (p
. 1)
= (M
. 1) and
A3: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
per cases ;
suppose
A4: (
len M)
=
0 ;
then p
=
{} by
A1;
then (p
. 1)
=
{} by
FUNCT_1:def 2,
RELAT_1: 38;
hence (
len (p
. 1))
= (
width M) by
A4,
MATRIX_0:def 3;
let j;
A5: (
Seg (
len M))
=
{} by
A4;
assume
[1, j]
in (
Indices M);
hence thesis by
A5,
MATRPROB: 12;
end;
suppose (
len M)
>
0 ;
then 1
<= (
len p) by
A1,
NAT_1: 14;
then 1
in (
Seg (
len p)) by
FINSEQ_1: 1;
then 1
in (
dom p) by
FINSEQ_1:def 3;
hence
A6: (
len (p
. 1))
= (1
* (
width M)) by
A1,
A2,
A3,
Th29
.= (
width M);
let j such that
A7:
[1, j]
in (
Indices M);
j
in (
Seg (
width M)) by
A7,
MATRPROB: 12;
hence thesis by
A2,
A6,
A7,
FINSEQ_1:def 3,
MATRPROB: 14;
end;
end;
theorem ::
ENTROPY1:32
Th32: for M be
Matrix of D holds for p be
FinSequence of (D
* ) st (
len p)
= (
len M) & (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds for j st j
>= 1 & j
< (
len p) holds for l st l
in (
dom (p
. j)) holds ((p
. j)
. l)
= ((p
. (j
+ 1))
. l)
proof
let M be
Matrix of D;
let p be
FinSequence of (D
* ) such that
A1: (
len p)
= (
len M) and
A2: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
let j such that
A3: j
>= 1 and
A4: j
< (
len p);
A5: (p
. (j
+ 1))
= ((p
. j)
^ (M
. (j
+ 1))) by
A1,
A2,
A3,
A4;
let l;
assume l
in (
dom (p
. j));
hence thesis by
A5,
FINSEQ_1:def 7;
end;
theorem ::
ENTROPY1:33
Th33: for M be
Matrix of D holds for p be
FinSequence of (D
* ) st (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds for i, j st i
in (
dom p) & j
in (
dom p) & i
<= j holds for l st l
in (
dom (p
. i)) holds ((p
. i)
. l)
= ((p
. j)
. l)
proof
let M be
Matrix of D;
let p be
FinSequence of (D
* ) such that
A1: (
len p)
= (
len M) and
A2: (p
. 1)
= (M
. 1) and
A3: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
defpred
P[
Nat] means $1
in (
dom p) implies for i st i
in (
dom p) & i
<= $1 holds (for l st l
in (
dom (p
. i)) holds ((p
. i)
. l)
= ((p
. $1)
. l));
A4: for j st
P[j] holds
P[(j
+ 1)]
proof
let j such that
A5: j
in (
dom p) implies for i st i
in (
dom p) & i
<= j holds for l st l
in (
dom (p
. i)) holds ((p
. i)
. l)
= ((p
. j)
. l);
assume
A6: (j
+ 1)
in (
dom p);
then
A7: (j
+ 1)
<= (
len p) by
FINSEQ_3: 25;
(j
+ 1)
>= 1 by
A6,
FINSEQ_3: 25;
then
A8: (j
+ 1)
= 1 or (j
+ 1)
> 1 by
XXREAL_0: 1;
let i such that
A9: i
in (
dom p) and
A10: i
<= (j
+ 1);
i
in (
Seg (
len p)) by
A9,
FINSEQ_1:def 3;
then
A11: i
>= 1 by
FINSEQ_1: 1;
per cases by
A8,
NAT_1: 13;
suppose (j
+ 1)
= 1;
hence thesis by
A10,
A11,
XXREAL_0: 1;
end;
suppose
A12: j
>= 1;
A13: j
< (
len p) by
A7,
NAT_1: 13;
then
A14: j
in (
Seg (
len p)) by
A12,
FINSEQ_1: 1;
then
A15: j
in (
dom p) by
FINSEQ_1:def 3;
thus for l st l
in (
dom (p
. i)) holds ((p
. i)
. l)
= ((p
. (j
+ 1))
. l)
proof
let l such that
A16: l
in (
dom (p
. i));
per cases by
A10,
NAT_1: 8;
suppose
A17: i
<= j;
then
A18: (
dom (p
. i))
c= (
dom (p
. j)) by
A1,
A2,
A3,
A9,
A15,
Th30;
thus ((p
. i)
. l)
= ((p
. j)
. l) by
A5,
A9,
A14,
A16,
A17,
FINSEQ_1:def 3
.= ((p
. (j
+ 1))
. l) by
A1,
A3,
A12,
A13,
A16,
A18,
Th32;
end;
suppose i
= (j
+ 1);
hence thesis;
end;
end;
end;
end;
A19:
P[
0 ];
for j holds
P[j] from
NAT_1:sch 2(
A19,
A4);
hence thesis;
end;
theorem ::
ENTROPY1:34
Th34: for M be
Matrix of D holds for p be
FinSequence of (D
* ) st (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds for j st j
>= 1 & j
< (
len p) holds for l st l
in (
Seg (
width M)) holds ((j
* (
width M))
+ l)
in (
dom (p
. (j
+ 1))) & ((p
. (j
+ 1))
. ((j
* (
width M))
+ l))
= ((M
. (j
+ 1))
. l)
proof
let M be
Matrix of D;
let p be
FinSequence of (D
* ) such that
A1: (
len p)
= (
len M) and
A2: (p
. 1)
= (M
. 1) and
A3: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
let j such that
A4: j
>= 1 and
A5: j
< (
len p);
A6: (j
+ 1)
>= 1 by
A4,
NAT_1: 13;
j
in (
Seg (
len p)) by
A4,
A5,
FINSEQ_1: 1;
then j
in (
dom p) by
FINSEQ_1:def 3;
then
A7: (
len (p
. j))
= (j
* (
width M)) by
A1,
A2,
A3,
Th29;
let l such that
A8: l
in (
Seg (
width M));
A9: l
<= (
width M) by
A8,
FINSEQ_1: 1;
(j
+ 1)
<= (
len M) by
A1,
A5,
NAT_1: 13;
then (j
+ 1)
in (
Seg (
len M)) by
A6,
FINSEQ_1: 1;
then
A10: (j
+ 1)
in (
dom M) by
FINSEQ_1:def 3;
then
A11: l
in (
dom (M
. (j
+ 1))) by
A8,
Th18;
l
>= 1 by
A8,
FINSEQ_1: 1;
then
A12: ((j
* (
width M))
+ l)
>= (
0
+ 1) by
XREAL_1: 7;
(
dom p)
= (
dom M) by
A1,
FINSEQ_3: 29;
then (
len (p
. (j
+ 1)))
= ((j
+ 1)
* (
width M)) by
A1,
A2,
A3,
A10,
Th29
.= ((j
* (
width M))
+ (
width M));
then ((j
* (
width M))
+ l)
<= (
len (p
. (j
+ 1))) by
A9,
XREAL_1: 7;
then ((j
* (
width M))
+ l)
in (
Seg (
len (p
. (j
+ 1)))) by
A12,
FINSEQ_1: 1;
hence ((j
* (
width M))
+ l)
in (
dom (p
. (j
+ 1))) by
FINSEQ_1:def 3;
(p
. (j
+ 1))
= ((p
. j)
^ (M
. (j
+ 1))) by
A1,
A3,
A4,
A5;
hence thesis by
A11,
A7,
FINSEQ_1:def 7;
end;
theorem ::
ENTROPY1:35
Th35: for M be
Matrix of D holds for p be
FinSequence of (D
* ) st (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds for i, j st
[i, j]
in (
Indices M) holds (((i
- 1)
* (
width M))
+ j)
in (
dom (p
. i)) & (M
* (i,j))
= ((p
. i)
. (((i
- 1)
* (
width M))
+ j))
proof
let M be
Matrix of D;
let p be
FinSequence of (D
* ) such that
A1: (
len p)
= (
len M) and
A2: (p
. 1)
= (M
. 1) and
A3: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
let i, j such that
A4:
[i, j]
in (
Indices M);
A5: j
in (
Seg (
width M)) by
A4,
MATRPROB: 12;
i
in (
Seg (
len M)) by
A4,
MATRPROB: 12;
then
A6: i
in (
dom M) by
FINSEQ_1:def 3;
then
A7: i
>= 1 by
FINSEQ_3: 25;
A8: i
<= (
len M) by
A6,
FINSEQ_3: 25;
per cases by
A7,
XXREAL_0: 1;
suppose
A9: i
> 1;
then
reconsider ii = (i
- 1) as
Nat by
NAT_1: 20;
i
< ((
len M)
+ 1) by
A8,
NAT_1: 13;
then
A10: (i
- 1)
< (((
len M)
+ 1)
- 1) by
XREAL_1: 14;
(ii
+ 1)
> 1 by
A9;
then
A11: ii
>= 1 by
NAT_1: 13;
then ((p
. (ii
+ 1))
. ((ii
* (
width M))
+ j))
= ((M
. (ii
+ 1))
. j) by
A1,
A2,
A3,
A5,
A10,
Th34;
hence thesis by
A1,
A2,
A3,
A4,
A5,
A11,
A10,
Th34,
MATRPROB: 14;
end;
suppose i
= 1;
hence thesis by
A1,
A2,
A3,
A4,
Th31;
end;
end;
theorem ::
ENTROPY1:36
Th36: for M be
Matrix of D holds for p be
FinSequence of (D
* ) st (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds for i, j st
[i, j]
in (
Indices M) holds (((i
- 1)
* (
width M))
+ j)
in (
dom (p
. (
len M))) & (M
* (i,j))
= ((p
. (
len M))
. (((i
- 1)
* (
width M))
+ j))
proof
let M be
Matrix of D;
let p be
FinSequence of (D
* ) such that
A1: (
len p)
= (
len M) and
A2: (p
. 1)
= (M
. 1) and
A3: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
let i, j such that
A4:
[i, j]
in (
Indices M);
A5: (((i
- 1)
* (
width M))
+ j)
in (
dom (p
. i)) by
A1,
A2,
A3,
A4,
Th35;
A6: (M
* (i,j))
= ((p
. i)
. (((i
- 1)
* (
width M))
+ j)) by
A1,
A2,
A3,
A4,
Th35;
A7: i
in (
Seg (
len M)) by
A4,
MATRPROB: 12;
then
A8: (
len M)
<>
0 ;
A9: i
<= (
len M) by
A7,
FINSEQ_1: 1;
(
len M)
>= 1 by
A8,
NAT_1: 14;
then (
len M)
in (
Seg (
len p)) by
A1,
FINSEQ_1: 1;
then
A10: (
len M)
in (
dom p) by
FINSEQ_1:def 3;
A11: i
in (
dom p) by
A1,
A7,
FINSEQ_1:def 3;
then (
dom (p
. i))
c= (
dom (p
. (
len M))) by
A1,
A2,
A3,
A9,
A10,
Th30;
hence thesis by
A1,
A2,
A3,
A9,
A11,
A10,
A5,
A6,
Th33;
end;
theorem ::
ENTROPY1:37
Th37: for M be
Matrix of
REAL holds for p be
FinSequence of (
REAL
* ) st (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds for k st k
>= 1 & k
< (
len M) holds (
Sum (p
. (k
+ 1)))
= ((
Sum (p
. k))
+ (
Sum (M
. (k
+ 1))))
proof
let M be
Matrix of
REAL ;
let p be
FinSequence of (
REAL
* ) such that
A1: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
let k such that
A2: k
>= 1 and
A3: k
< (
len M);
(p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1))) by
A1,
A2,
A3;
hence thesis by
RVSUM_1: 75;
end;
theorem ::
ENTROPY1:38
Th38: for M be
Matrix of
REAL holds for p be
FinSequence of (
REAL
* ) st (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & (for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))) holds (
SumAll M)
= (
Sum (p
. (
len M)))
proof
let M be
Matrix of
REAL ;
let p be
FinSequence of (
REAL
* ) such that
A1: (
len p)
= (
len M) and
A2: (p
. 1)
= (M
. 1) and
A3: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
per cases ;
suppose
A4: (
len M)
=
0 ;
then p
=
{} by
A1;
hence (
Sum (p
. (
len M)))
=
0 by
FUNCT_1:def 2,
RELAT_1: 38,
RVSUM_1: 72
.= (
SumAll M) by
A4,
MATRPROB: 23;
end;
suppose
A5: (
len M)
>
0 ;
then
A6: (
len M)
>= 1 by
NAT_1: 14;
set q = (
LineSum M);
A7: (
len q)
= (
len M) by
MATRPROB:def 1;
then
consider qq be
FinSequence of
REAL such that
A8: (
len qq)
= (
len q) and
A9: (qq
. 1)
= (q
. 1) and
A10: for k st
0
<> k & k
< (
len q) holds (qq
. (k
+ 1))
= ((qq
. k)
+ (q
. (k
+ 1))) and
A11: (
Sum q)
= (qq
. (
len q)) by
A5,
Th9,
NAT_1: 14;
A12: (
len qq)
= (
len M) by
A8,
MATRPROB:def 1
.= (
len (
Sum p)) by
A1,
MATRPROB:def 1;
A13: (
dom qq)
= (
Seg (
len qq)) by
FINSEQ_1:def 3;
A14: (
len (
Sum p))
= (
len p) by
MATRPROB:def 1;
then
A15: (
dom (
Sum p))
= (
dom p) by
FINSEQ_3: 29;
for j be
Nat st j
in (
dom qq) holds (qq
. j)
= ((
Sum p)
. j)
proof
defpred
P[
Nat] means $1
in (
dom qq) implies (qq
. $1)
= ((
Sum p)
. $1);
A16: for k st
P[k] holds
P[(k
+ 1)]
proof
let k such that
A17:
P[k];
assume
A18: (k
+ 1)
in (
dom qq);
then
A19: (k
+ 1)
<= (
len qq) by
A13,
FINSEQ_1: 1;
A20: (k
+ 1)
in (
dom (
Sum p)) by
A1,
A7,
A14,
A8,
A13,
A18,
FINSEQ_1:def 3;
A21: (k
+ 1)
in (
dom M) by
A7,
A8,
A13,
A18,
FINSEQ_1:def 3;
(k
+ 1)
>= 1 by
A13,
A18,
FINSEQ_1: 1;
then
A22: (k
+ 1)
= 1 or (k
+ 1)
> 1 by
XXREAL_0: 1;
per cases by
A22,
NAT_1: 13;
suppose
A23: (k
+ 1)
= 1;
A24: 1
in (
Seg (
len M)) by
A6,
FINSEQ_1: 1;
then
A25: 1
in (
dom M) by
FINSEQ_1:def 3;
A26: 1
in (
dom p) by
A1,
A24,
FINSEQ_1:def 3;
(qq
. (k
+ 1))
= (
Sum (
Line (M,1))) by
A9,
A23,
A24,
MATRPROB: 20
.= (
Sum (M
. 1)) by
A25,
MATRIX_0: 60
.= ((
Sum p)
. 1) by
A2,
A15,
A26,
MATRPROB:def 1;
hence thesis by
A23;
end;
suppose
A27: k
>= 1;
A28: k
< (
len qq) by
A19,
NAT_1: 13;
then
A29: k
< (
len M) by
A8,
MATRPROB:def 1;
k
in (
Seg (
len qq)) by
A27,
A28,
FINSEQ_1: 1;
then
A30: k
in (
dom (
Sum p)) by
A12,
FINSEQ_1:def 3;
(qq
. (k
+ 1))
= ((qq
. k)
+ (q
. (k
+ 1))) by
A8,
A10,
A27,
A28
.= ((
Sum (p
. k))
+ (q
. (k
+ 1))) by
A13,
A17,
A27,
A28,
A30,
FINSEQ_1: 1,
MATRPROB:def 1
.= ((
Sum (p
. k))
+ (
Sum (
Line (M,(k
+ 1))))) by
A7,
A8,
A13,
A18,
MATRPROB: 20
.= ((
Sum (p
. k))
+ (
Sum (M
. (k
+ 1)))) by
A21,
MATRIX_0: 60
.= (
Sum (p
. (k
+ 1))) by
A3,
A27,
A29,
Th37
.= ((
Sum p)
. (k
+ 1)) by
A20,
MATRPROB:def 1;
hence thesis;
end;
end;
A31:
P[
0 ] by
A13,
FINSEQ_1: 1;
for j holds
P[j] from
NAT_1:sch 2(
A31,
A16);
hence thesis;
end;
then
A32: qq
= (
Sum p) by
A12,
FINSEQ_2: 9;
(
len M)
in (
Seg (
len M)) by
A5,
FINSEQ_1: 3;
then
A33: (
len M)
in (
dom (
Sum p)) by
A1,
A14,
FINSEQ_1:def 3;
thus (
SumAll M)
= (
Sum q) by
MATRPROB:def 3
.= ((
Sum p)
. (
len M)) by
A11,
A32,
MATRPROB:def 1
.= (
Sum (p
. (
len M))) by
A33,
MATRPROB:def 1;
end;
end;
definition
let D be non
empty
set;
let M be
Matrix of D;
::
ENTROPY1:def5
func
Mx2FinS (M) ->
FinSequence of D means
:
Def5: it
=
{} if (
len M)
=
0
otherwise ex p be
FinSequence of (D
* ) st it
= (p
. (
len M)) & (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)));
existence
proof
thus (
len M)
=
0 implies ex z be
FinSequence of D st z
=
{}
proof
assume (
len M)
=
0 ;
(
<*> D)
=
{} ;
hence thesis;
end;
thus (
len M)
<>
0 implies ex z be
FinSequence of D st ex p be
FinSequence of (D
* ) st z
= (p
. (
len M)) & (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1)))
proof
reconsider M1 = (M
. 1) as
Element of (D
* ) by
FINSEQ_1:def 11;
defpred
P[
Nat,
set,
set] means ex p1,q1 be
Element of (D
* ) st q1
= $2 & p1
= (M
. ($1
+ 1)) & $3
= (q1
^ p1);
assume
A1: (
len M)
<>
0 ;
A2: for n be
Nat st 1
<= n & n
< (
len M) holds for x be
Element of (D
* ) holds ex y be
Element of (D
* ) st
P[n, x, y]
proof
let n be
Nat such that 1
<= n and
A3: n
< (
len M);
A4: 1
<= (n
+ 1) by
NAT_1: 11;
(n
+ 1)
<= (
len M) by
A3,
NAT_1: 13;
then (n
+ 1)
in (
dom M) by
A4,
FINSEQ_3: 25;
then
reconsider p1 = (M
. (n
+ 1)) as
Element of (D
* ) by
FINSEQ_2: 11;
let x be
Element of (D
* );
set y = (x
^ p1);
reconsider y as
Element of (D
* ) by
FINSEQ_1:def 11;
take y, p1, x;
thus thesis;
end;
ex p be
FinSequence of (D
* ) st (
len p)
= (
len M) & ((p
. 1)
= M1 or (
len M)
=
0 ) & for n be
Nat st 1
<= n & n
< (
len M) holds
P[n, (p
. n), (p
. (n
+ 1))] from
RECDEF_1:sch 4(
A2);
then
consider p be
FinSequence of (D
* ) such that
A5: (
len p)
= (
len M) and
A6: (p
. 1)
= M1 or (
len M)
=
0 and
A7: for n be
Nat st 1
<= n & n
< (
len M) holds
P[n, (p
. n), (p
. (n
+ 1))];
reconsider z = (p
. (
len M)) as
FinSequence of D;
take z;
for n be
Nat st 1
<= n & n
< (
len M) holds (p
. (n
+ 1))
= ((p
. n)
^ (M
. (n
+ 1)))
proof
let n be
Nat such that
A8: 1
<= n and
A9: n
< (
len M);
ex p1,q1 be
Element of (D
* ) st q1
= (p
. n) & p1
= (M
. (n
+ 1)) & (p
. (n
+ 1))
= (q1
^ p1) by
A7,
A8,
A9;
hence thesis;
end;
hence thesis by
A1,
A5,
A6;
end;
end;
uniqueness
proof
let z1,z2 be
FinSequence of D;
thus (
len M)
=
0 & z1
=
{} & z2
=
{} implies z1
= z2;
assume (
len M)
<>
0 ;
then
A10: (
len M)
>= 1 by
NAT_1: 14;
given p1 be
FinSequence of (D
* ) such that
A11: z1
= (p1
. (
len M)) and (
len p1)
= (
len M) and
A12: (p1
. 1)
= (M
. 1) and
A13: for k st k
>= 1 & k
< (
len M) holds (p1
. (k
+ 1))
= ((p1
. k)
^ (M
. (k
+ 1)));
given p2 be
FinSequence of (D
* ) such that
A14: z2
= (p2
. (
len M)) and (
len p2)
= (
len M) and
A15: (p2
. 1)
= (M
. 1) and
A16: for k st k
>= 1 & k
< (
len M) holds (p2
. (k
+ 1))
= ((p2
. k)
^ (M
. (k
+ 1)));
for k st k
>= 1 & k
<= (
len M) holds (p1
. k)
= (p2
. k)
proof
defpred
P[
Nat] means $1
>= 1 & $1
<= (
len M) implies (p1
. $1)
= (p2
. $1);
A17: for n be
Nat st
P[n] holds
P[(n
+ 1)]
proof
let n be
Nat;
assume that
A18: n
>= 1 & n
<= (
len M) implies (p1
. n)
= (p2
. n);
assume that (n
+ 1)
>= 1 and
A19: (n
+ 1)
<= (
len M);
now
per cases ;
suppose n
=
0 ;
hence thesis by
A12,
A15;
end;
suppose
A20: n
<>
0 ;
A21: n
< (
len M) by
A19,
NAT_1: 13;
hence (p1
. (n
+ 1))
= ((p2
. n)
^ (M
. (n
+ 1))) by
A13,
A18,
A20,
NAT_1: 14
.= (p2
. (n
+ 1)) by
A16,
A20,
A21,
NAT_1: 14;
end;
end;
hence thesis;
end;
A22:
P[
0 ];
thus for n be
Nat holds
P[n] from
NAT_1:sch 2(
A22,
A17);
end;
hence thesis by
A10,
A11,
A14;
end;
consistency ;
end
theorem ::
ENTROPY1:39
Th39: for M be
Matrix of D holds (
len (
Mx2FinS M))
= ((
len M)
* (
width M))
proof
let M be
Matrix of D;
per cases ;
suppose
A1: (
len M)
=
0 ;
then (
Mx2FinS M)
=
{} by
Def5;
hence thesis by
A1;
end;
suppose
A2: (
len M)
>
0 ;
then
consider p be
FinSequence of (D
* ) such that
A3: (
Mx2FinS M)
= (p
. (
len M)) and
A4: (
len p)
= (
len M) and
A5: (p
. 1)
= (M
. 1) and
A6: for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1))) by
Def5;
(
len M)
in (
Seg (
len M)) by
A2,
FINSEQ_1: 3;
then (
len M)
in (
dom p) by
A4,
FINSEQ_1:def 3;
hence thesis by
A3,
A4,
A5,
A6,
Th29;
end;
end;
theorem ::
ENTROPY1:40
Th40: for M be
Matrix of D holds for i, j st
[i, j]
in (
Indices M) holds (((i
- 1)
* (
width M))
+ j)
in (
dom (
Mx2FinS M)) & (M
* (i,j))
= ((
Mx2FinS M)
. (((i
- 1)
* (
width M))
+ j))
proof
let M be
Matrix of D;
let i, j such that
A1:
[i, j]
in (
Indices M);
(
Seg (
len M))
<>
{} by
A1,
MATRPROB: 12;
then (
len M)
<>
0 ;
then ex p be
FinSequence of (D
* ) st (
Mx2FinS M)
= (p
. (
len M)) & (
len p)
= (
len M) & (p
. 1)
= (M
. 1) & for k st k
>= 1 & k
< (
len M) holds (p
. (k
+ 1))
= ((p
. k)
^ (M
. (k
+ 1))) by
Def5;
hence thesis by
A1,
Th36;
end;
theorem ::
ENTROPY1:41
Th41: for M be
Matrix of D holds for k, l st k
in (
dom (
Mx2FinS M)) & l
= (k
- 1) holds
[((l
div (
width M))
+ 1), ((l
mod (
width M))
+ 1)]
in (
Indices M) & ((
Mx2FinS M)
. k)
= (M
* (((l
div (
width M))
+ 1),((l
mod (
width M))
+ 1)))
proof
let M be
Matrix of D;
let k, l such that
A1: k
in (
dom (
Mx2FinS M)) and
A2: l
= (k
- 1);
set jj = ((l
mod (
width M))
+ 1);
set ii = ((l
div (
width M))
+ 1);
A3: (
len (
Mx2FinS M))
= ((
len M)
* (
width M)) by
Th39;
k
in (
Seg (
len (
Mx2FinS M))) by
A1,
FINSEQ_1:def 3;
then k
<= (
len (
Mx2FinS M)) by
FINSEQ_1: 1;
then k
< (((
len M)
* (
width M))
+ 1) by
A3,
NAT_1: 13;
then
A4: (k
- 1)
< ((((
len M)
* (
width M))
+ 1)
- 1) by
XREAL_1: 9;
A5: (
Mx2FinS M)
<>
{} by
A1;
then
A6: (
width M)
<>
0 by
A3;
A7: (
width M)
>
0 by
A5,
A3;
then
A8: l
= (((l
div (
width M))
* (
width M))
+ (l
mod (
width M))) by
NAT_D: 2;
(
width M)
divides ((
len M)
* (
width M)) by
NAT_D:def 3;
then (l
div (
width M))
< (((
len M)
* (
width M))
div (
width M)) by
A2,
A6,
A4,
Th1;
then (l
div (
width M))
< (
len M) by
A6,
NAT_D: 18;
then
A9: ii
<= (
len M) by
NAT_1: 13;
(l
mod (
width M))
< (
width M) by
A7,
NAT_D: 1;
then
A10: jj
<= (
width M) by
NAT_1: 13;
jj
>= 1 by
NAT_1: 11;
then
A11: jj
in (
Seg (
width M)) by
A10,
FINSEQ_1: 1;
ii
>= 1 by
NAT_1: 11;
then ii
in (
Seg (
len M)) by
A9,
FINSEQ_1: 1;
hence
[ii, jj]
in (
Indices M) by
A11,
MATRPROB: 12;
then (M
* (ii,jj))
= ((
Mx2FinS M)
. (((ii
- 1)
* (
width M))
+ jj)) by
Th40
.= ((
Mx2FinS M)
. k) by
A2,
A8;
hence thesis;
end;
theorem ::
ENTROPY1:42
Th42: (
SumAll MR)
= (
Sum (
Mx2FinS MR))
proof
per cases ;
suppose
A1: (
len MR)
=
0 ;
hence (
Sum (
Mx2FinS MR))
=
0 by
Def5,
RVSUM_1: 72
.= (
SumAll MR) by
A1,
MATRPROB: 23;
end;
suppose (
len MR)
>
0 ;
then ex p be
FinSequence of (
REAL
* ) st (
Mx2FinS MR)
= (p
. (
len MR)) & (
len p)
= (
len MR) & (p
. 1)
= (MR
. 1) & for k st k
>= 1 & k
< (
len MR) holds (p
. (k
+ 1))
= ((p
. k)
^ (MR
. (k
+ 1))) by
Def5;
hence thesis by
Th38;
end;
end;
theorem ::
ENTROPY1:43
Th43: MR is
m-nonnegative iff (
Mx2FinS MR) is
nonnegative
proof
hereby
assume
A1: MR is
m-nonnegative;
for k st k
in (
dom (
Mx2FinS MR)) holds ((
Mx2FinS MR)
. k)
>=
0
proof
let i such that
A2: i
in (
dom (
Mx2FinS MR));
i
in (
Seg (
len (
Mx2FinS MR))) by
A2,
FINSEQ_1:def 3;
then i
>= 1 by
FINSEQ_1: 1;
then
reconsider l = (i
- 1) as
Nat by
NAT_1: 21;
A3: ((
Mx2FinS MR)
. i)
= (MR
* (((l
div (
width MR))
+ 1),((l
mod (
width MR))
+ 1))) by
A2,
Th41;
[((l
div (
width MR))
+ 1), ((l
mod (
width MR))
+ 1)]
in (
Indices MR) by
A2,
Th41;
hence thesis by
A1,
A3,
MATRPROB:def 6;
end;
hence (
Mx2FinS MR) is
nonnegative;
end;
assume
A4: (
Mx2FinS MR) is
nonnegative;
now
let i, j such that
A5:
[i, j]
in (
Indices MR);
A6: (MR
* (i,j))
= ((
Mx2FinS MR)
. (((i
- 1)
* (
width MR))
+ j)) by
A5,
Th40;
(((i
- 1)
* (
width MR))
+ j)
in (
dom (
Mx2FinS MR)) by
A5,
Th40;
hence (MR
* (i,j))
>=
0 by
A4,
A6;
end;
hence thesis by
MATRPROB:def 6;
end;
theorem ::
ENTROPY1:44
Th44: MR is
Joint_Probability iff (
Mx2FinS MR) is
ProbFinS
proof
hereby
assume MR is
Joint_Probability;
then
reconsider MRR = MR as
Joint_Probability
Matrix of
REAL ;
A1: MRR is
m-nonnegative
with_sum=1
Matrix of
REAL ;
then (
Mx2FinS MR) is
nonnegative by
Th43;
then
A2: for i st i
in (
dom (
Mx2FinS MR)) holds ((
Mx2FinS MR)
. i)
>=
0 ;
(
Sum (
Mx2FinS MR))
= (
SumAll MR) by
Th42
.= 1 by
A1,
MATRPROB:def 7;
hence (
Mx2FinS MR) is
ProbFinS by
A2,
MATRPROB:def 5;
end;
assume (
Mx2FinS MR) is
ProbFinS;
then
reconsider pp = (
Mx2FinS MR) as
ProbFinS
FinSequence of
REAL ;
reconsider p = pp as non
empty
ProbFinS
FinSequence of
REAL ;
(
SumAll MR)
= (
Sum p) by
Th42
.= 1 by
MATRPROB:def 5;
then
A3: MR is
with_sum=1 by
MATRPROB:def 7;
p is
nonnegative;
then MR is
m-nonnegative by
Th43;
hence thesis by
A3;
end;
theorem ::
ENTROPY1:45
Th45: for p,q be
ProbFinS
FinSequence of
REAL holds (
Mx2FinS ((
ColVec2Mx p)
* (
LineVec2Mx q))) is
ProbFinS by
Th23,
Th44;
theorem ::
ENTROPY1:46
for p be
ProbFinS
FinSequence of
REAL holds for M be non
empty-yielding
Conditional_Probability
Matrix of
REAL st (
len p)
= (
len M) holds (
Mx2FinS ((
Vec2DiagMx p)
* M)) is
ProbFinS by
Th28,
Th44;
begin
definition
let a be
Real;
let p;
assume that
A1: p is
nonnegative;
::
ENTROPY1:def6
func
FinSeq_log (a,p) ->
FinSequence of
REAL means
:
Def6: (
len it )
= (
len p) & for k be
Nat st k
in (
dom it ) holds ((p
. k)
>
0 implies (it
. k)
= (
log (a,(p
. k)))) & ((p
. k)
=
0 implies (it
. k)
=
0 );
existence
proof
defpred
P[
Nat,
set] means ((p
. $1)
>
0 implies $2
= (
log (a,(p
. $1)))) & ((p
. $1)
=
0 implies $2
=
0 );
A2: for k be
Nat st k
in (
Seg (
len p)) holds ex x be
Element of
REAL st
P[k, x]
proof
let k be
Nat;
assume k
in (
Seg (
len p));
then
A3: k
in (
dom p) by
FINSEQ_1:def 3;
per cases by
A1,
A3;
suppose
A4: (p
. k)
>
0 ;
reconsider ll = (
log (a,(p
. k))) as
Element of
REAL by
XREAL_0:def 1;
take ll;
thus thesis by
A4;
end;
suppose
A5: (p
. k)
=
0 ;
take (
In (
0 ,
REAL ));
thus thesis by
A5;
end;
end;
consider pp be
FinSequence of
REAL such that
A6: (
dom pp)
= (
Seg (
len p)) & for k be
Nat st k
in (
Seg (
len p)) holds
P[k, (pp
. k)] from
FINSEQ_1:sch 5(
A2);
(
len pp)
= (
len p) by
A6,
FINSEQ_1:def 3;
hence thesis by
A6;
end;
uniqueness
proof
let p1,p2 be
FinSequence of
REAL such that
A7: (
len p1)
= (
len p) and
A8: for k be
Nat st k
in (
dom p1) holds ((p
. k)
>
0 implies (p1
. k)
= (
log (a,(p
. k)))) & ((p
. k)
=
0 implies (p1
. k)
=
0 ) and
A9: (
len p2)
= (
len p) and
A10: for k be
Nat st k
in (
dom p2) holds ((p
. k)
>
0 implies (p2
. k)
= (
log (a,(p
. k)))) & ((p
. k)
=
0 implies (p2
. k)
=
0 );
A11: for k be
Nat st k
in (
dom p1) holds (p1
. k)
= (p2
. k)
proof
let k be
Nat;
assume
A12: k
in (
dom p1);
then
A13: k
in (
dom p) by
A7,
FINSEQ_3: 29;
A14: k
in (
dom p2) by
A7,
A9,
A12,
FINSEQ_3: 29;
per cases by
A1,
A13;
suppose
A15: (p
. k)
>
0 ;
hence (p1
. k)
= (
log (a,(p
. k))) by
A8,
A12
.= (p2
. k) by
A10,
A14,
A15;
end;
suppose
A16: (p
. k)
=
0 ;
hence (p1
. k)
=
0 by
A8,
A12
.= (p2
. k) by
A10,
A14,
A16;
end;
end;
(
dom p1)
= (
Seg (
len p2)) by
A7,
A9,
FINSEQ_1:def 3
.= (
dom p2) by
FINSEQ_1:def 3;
hence thesis by
A11,
FINSEQ_1: 13;
end;
end
definition
let p;
::
ENTROPY1:def7
func
Infor_FinSeq_of p ->
FinSequence of
REAL equals (
mlt (p,(
FinSeq_log (2,p))));
correctness ;
end
theorem ::
ENTROPY1:47
Th47: for p be
nonnegative
FinSequence of
REAL holds for q holds q
= (
Infor_FinSeq_of p) iff (
len q)
= (
len p) & for k st k
in (
dom q) holds (q
. k)
= ((p
. k)
* (
log (2,(p
. k))))
proof
let p be
nonnegative
FinSequence of
REAL ;
let q;
set pp = (
mlt (p,(
FinSeq_log (2,p))));
A1: (
len p)
= (
len (
FinSeq_log (2,p))) by
Def6;
then
A2: (
len pp)
= (
len p) by
MATRPROB: 30;
hereby
assume
A3: q
= (
Infor_FinSeq_of p);
thus (
len q)
= (
len p) & for k st k
in (
dom q) holds (q
. k)
= ((p
. k)
* (
log (2,(p
. k))))
proof
A4: (
dom p)
= (
dom q) by
A2,
A3,
FINSEQ_3: 29;
thus (
len q)
= (
len p) by
A1,
A3,
MATRPROB: 30;
let k such that
A5: k
in (
dom q);
A6: (q
. k)
= ((p
. k)
* ((
FinSeq_log (2,p))
. k)) by
A3,
RVSUM_1: 59;
A7: k
in (
dom (
FinSeq_log (2,p))) by
A1,
A2,
A3,
A5,
FINSEQ_3: 29;
per cases by
A5,
A4,
Def1;
suppose (p
. k)
=
0 ;
hence thesis by
A6;
end;
suppose (p
. k)
>
0 ;
hence thesis by
A6,
A7,
Def6;
end;
end;
end;
assume that
A8: (
len q)
= (
len p) and
A9: for k st k
in (
dom q) holds (q
. k)
= ((p
. k)
* (
log (2,(p
. k))));
A10: (
dom q)
= (
dom p) by
A8,
FINSEQ_3: 29;
(
len q)
= (
len pp) by
A1,
A8,
MATRPROB: 30;
then
A11: (
dom q)
= (
dom pp) by
FINSEQ_3: 29;
A12: (
dom p)
= (
dom (
FinSeq_log (2,p))) by
A1,
FINSEQ_3: 29;
now
let k be
Nat such that
A13: k
in (
dom q);
A14: (pp
. k)
= ((p
. k)
* ((
FinSeq_log (2,p))
. k)) by
RVSUM_1: 59;
per cases by
A10,
A13,
Def1;
suppose
A15: (p
. k)
=
0 ;
hence (q
. k)
= (
0
* (
log (2,(p
. k)))) by
A9,
A13
.= (pp
. k) by
A14,
A15;
end;
suppose (p
. k)
>
0 ;
then ((
FinSeq_log (2,p))
. k)
= (
log (2,(p
. k))) by
A12,
A10,
A13,
Def6;
hence (pp
. k)
= ((p
. k)
* (
log (2,(p
. k)))) by
RVSUM_1: 59
.= (q
. k) by
A9,
A13;
end;
end;
hence thesis by
A11,
FINSEQ_1: 13;
end;
theorem ::
ENTROPY1:48
Th48: for p be
nonnegative
FinSequence of
REAL holds for k st k
in (
dom p) holds ((p
. k)
=
0 implies ((
Infor_FinSeq_of p)
. k)
=
0 ) & ((p
. k)
>
0 implies ((
Infor_FinSeq_of p)
. k)
= ((p
. k)
* (
log (2,(p
. k)))))
proof
let p be
nonnegative
FinSequence of
REAL ;
A1: (
dom p)
= (
Seg (
len p)) by
FINSEQ_1:def 3
.= (
Seg (
len (
Infor_FinSeq_of p))) by
Th47
.= (
dom (
Infor_FinSeq_of p)) by
FINSEQ_1:def 3;
let k such that
A2: k
in (
dom p);
hereby
assume (p
. k)
=
0 ;
hence ((
Infor_FinSeq_of p)
. k)
= (
0
* (
log (2,(p
. k)))) by
A2,
A1,
Th47
.=
0 ;
end;
thus thesis by
A2,
A1,
Th47;
end;
theorem ::
ENTROPY1:49
for p be
nonnegative
FinSequence of
REAL holds for q holds q
= (
- (
Infor_FinSeq_of p)) iff ((
len q)
= (
len p) & for k st k
in (
dom q) holds (q
. k)
= ((p
. k)
* (
log (2,(1
/ (p
. k))))))
proof
let p be
nonnegative
FinSequence of
REAL , q;
set p0 = (
Infor_FinSeq_of p);
hereby
assume
A1: q
= (
- p0);
then
A2: (
dom q)
= (
dom p0) by
VALUED_1: 8;
A3: (
Seg (
len q))
= (
dom q) by
FINSEQ_1:def 3
.= (
Seg (
len p0)) by
A2,
FINSEQ_1:def 3
.= (
Seg (
len p)) by
Th47;
for k st k
in (
dom q) holds (q
. k)
= ((p
. k)
* (
log (2,(1
/ (p
. k)))))
proof
let k such that
A4: k
in (
dom q);
k
in (
Seg (
len q)) by
A4,
FINSEQ_1:def 3;
then
A5: k
in (
dom p) by
A3,
FINSEQ_1:def 3;
A6: (q
. k)
= (
- (p0
. k)) by
A1,
RVSUM_1: 17;
then
A7: (q
. k)
= (
- ((p
. k)
* (
log (2,(p
. k))))) by
A2,
A4,
Th47
.= ((p
. k)
* (
- (
log (2,(p
. k)))));
per cases by
A5,
Def1;
suppose
A8: (p
. k)
=
0 ;
then (p0
. k)
=
0 by
A5,
Th48;
hence thesis by
A6,
A8;
end;
suppose (p
. k)
>
0 ;
hence thesis by
A7,
Th5;
end;
end;
hence (
len q)
= (
len p) & for k st k
in (
dom q) holds (q
. k)
= ((p
. k)
* (
log (2,(1
/ (p
. k))))) by
A3,
FINSEQ_1: 6;
end;
assume that
A9: (
len q)
= (
len p) and
A10: for k st k
in (
dom q) holds (q
. k)
= ((p
. k)
* (
log (2,(1
/ (p
. k)))));
A11: (
dom q)
= (
Seg (
len q)) by
FINSEQ_1:def 3
.= (
Seg (
len p0)) by
A9,
Th47
.= (
dom p0) by
FINSEQ_1:def 3;
A12: for k be
Nat st k
in (
dom q) holds ((
- p0)
. k)
= (q
. k)
proof
let k be
Nat;
assume
A13: k
in (
dom q);
then k
in (
Seg (
len p)) by
A9,
FINSEQ_1:def 3;
then
A14: k
in (
dom p) by
FINSEQ_1:def 3;
per cases by
A14,
Def1;
suppose
A15: (p
. k)
=
0 ;
thus ((
- p0)
. k)
= (
- (p0
. k)) by
RVSUM_1: 17
.= (
-
0 ) by
A14,
A15,
Th48
.= ((p
. k)
* (
log (2,(1
/ (p
. k))))) by
A15
.= (q
. k) by
A10,
A13;
end;
suppose
A16: (p
. k)
>
0 ;
thus ((
- p0)
. k)
= (
- (p0
. k)) by
RVSUM_1: 17
.= (
- ((p
. k)
* (
log (2,(p
. k))))) by
A11,
A13,
Th47
.= ((p
. k)
* (
- (
log (2,(p
. k)))))
.= ((p
. k)
* (
log (2,(1
/ (p
. k))))) by
A16,
Th5
.= (q
. k) by
A10,
A13;
end;
end;
(
dom q)
= (
dom (
- p0)) by
A11,
VALUED_1: 8;
hence thesis by
A12,
FINSEQ_1: 13;
end;
theorem ::
ENTROPY1:50
Th50: for p be
nonnegative
FinSequence of
REAL st r1
>=
0 & r2
>=
0 holds for i st i
in (
dom p) & (p
. i)
= (r1
* r2) holds ((
Infor_FinSeq_of p)
. i)
= (((r1
* r2)
* (
log (2,r1)))
+ ((r1
* r2)
* (
log (2,r2))))
proof
let p be
nonnegative
FinSequence of
REAL such that
A1: r1
>=
0 and
A2: r2
>=
0 ;
let i such that
A3: i
in (
dom p) and
A4: (p
. i)
= (r1
* r2);
(
len p)
= (
len (
Infor_FinSeq_of p)) by
Th47;
then i
in (
dom (
Infor_FinSeq_of p)) by
A3,
FINSEQ_3: 29;
hence ((
Infor_FinSeq_of p)
. i)
= ((r1
* r2)
* (
log (2,(r1
* r2)))) by
A4,
Th47
.= (((r1
* r2)
* (
log (2,r1)))
+ ((r1
* r2)
* (
log (2,r2)))) by
A1,
A2,
Th6;
end;
theorem ::
ENTROPY1:51
Th51: for p be
nonnegative
FinSequence of
REAL st r
>=
0 holds (
Infor_FinSeq_of (r
* p))
= (((r
* (
log (2,r)))
* p)
+ (r
* (
mlt (p,(
FinSeq_log (2,p))))))
proof
let p be
nonnegative
FinSequence of
REAL such that
A1: r
>=
0 ;
reconsider q = (r
* p) as
nonnegative
FinSequence of
REAL by
A1,
Th10;
set qq = (
Infor_FinSeq_of q);
A2: (
dom q)
= (
dom p) by
VALUED_1:def 5;
A3: (
dom ((r
* (
log (2,r)))
* p))
= (
dom p) by
VALUED_1:def 5;
A4: (
len (
FinSeq_log (2,p)))
= (
len p) by
Def6;
then (
len (
mlt (p,(
FinSeq_log (2,p)))))
= (
len p) by
MATRPROB: 30;
then (
dom (
mlt (p,(
FinSeq_log (2,p)))))
= (
dom p) by
FINSEQ_3: 29;
then (
dom (r
* (
mlt (p,(
FinSeq_log (2,p))))))
= (
dom p) by
VALUED_1:def 5;
then (
len ((r
* (
log (2,r)))
* p))
= (
len (r
* (
mlt (p,(
FinSeq_log (2,p)))))) by
A3,
FINSEQ_3: 29;
then (
len (((r
* (
log (2,r)))
* p)
+ (r
* (
mlt (p,(
FinSeq_log (2,p)))))))
= (
len ((r
* (
log (2,r)))
* p)) by
INTEGRA5: 2;
then
A5: (
dom (((r
* (
log (2,r)))
* p)
+ (r
* (
mlt (p,(
FinSeq_log (2,p)))))))
= (
dom ((r
* (
log (2,r)))
* p)) by
FINSEQ_3: 29;
(
len q)
= (
len qq) by
Th47;
then
A6: (
dom q)
= (
dom qq) by
FINSEQ_3: 29;
A7: (
dom (
FinSeq_log (2,p)))
= (
dom p) by
A4,
FINSEQ_3: 29;
now
let k be
Nat such that
A8: k
in (
dom qq);
A9: (q
. k)
= (r
* (p
. k)) by
RVSUM_1: 44;
(p
. k)
>=
0 by
A2,
A6,
A8,
Def1;
then
A10: (qq
. k)
= (((r
* (p
. k))
* (
log (2,r)))
+ ((r
* (p
. k))
* (
log (2,(p
. k))))) by
A1,
A6,
A8,
A9,
Th50;
A11: (((r
* (
log (2,r)))
* p)
. k)
= ((r
* (
log (2,r)))
* (p
. k)) by
RVSUM_1: 44;
A12: ((r
* (
mlt (p,(
FinSeq_log (2,p)))))
. k)
= (r
* ((
mlt (p,(
FinSeq_log (2,p))))
. k)) by
RVSUM_1: 44
.= (r
* ((p
. k)
* ((
FinSeq_log (2,p))
. k))) by
RVSUM_1: 59
.= ((r
* (p
. k))
* ((
FinSeq_log (2,p))
. k));
per cases by
A2,
A6,
A8,
Def1;
suppose (p
. k)
>
0 ;
then (qq
. k)
= ((((r
* (
log (2,r)))
* p)
. k)
+ ((r
* (
mlt (p,(
FinSeq_log (2,p)))))
. k)) by
A2,
A6,
A7,
A8,
A10,
A11,
A12,
Def6;
hence (qq
. k)
= ((((r
* (
log (2,r)))
* p)
+ (r
* (
mlt (p,(
FinSeq_log (2,p))))))
. k) by
A2,
A6,
A3,
A5,
A8,
VALUED_1:def 1;
end;
suppose (p
. k)
=
0 ;
hence (qq
. k)
= ((((r
* (
log (2,r)))
* p)
+ (r
* (
mlt (p,(
FinSeq_log (2,p))))))
. k) by
A2,
A6,
A3,
A5,
A8,
A10,
A11,
A12,
VALUED_1:def 1;
end;
end;
hence thesis by
A2,
A6,
A3,
A5,
FINSEQ_1: 13;
end;
theorem ::
ENTROPY1:52
Th52: for p be non
empty
ProbFinS
FinSequence of
REAL holds for k st k
in (
dom p) holds ((
Infor_FinSeq_of p)
. k)
<=
0
proof
let p be non
empty
ProbFinS
FinSequence of
REAL , k such that
A1: k
in (
dom p);
per cases by
A1,
MATRPROB: 53,
MATRPROB:def 5;
suppose (p
. k)
=
0 ;
hence thesis by
A1,
Th48;
end;
suppose
A2: (p
. k)
>
0 & (p
. k)
<= 1;
then
A3: ((
Infor_FinSeq_of p)
. k)
= ((p
. k)
* (
log (2,(p
. k)))) by
A1,
Th48;
thus ((
Infor_FinSeq_of p)
. k)
<=
0
proof
A4: (
log (2,1))
=
0 by
POWER: 51;
per cases by
A2,
XXREAL_0: 1;
suppose (p
. k)
< 1;
then (
log (2,(p
. k)))
<
0 by
A2,
A4,
POWER: 57;
hence thesis by
A2,
A3;
end;
suppose (p
. k)
= 1;
hence thesis by
A3,
POWER: 51;
end;
end;
end;
end;
definition
let MR;
assume
A1: MR is
m-nonnegative;
::
ENTROPY1:def8
func
Infor_FinSeq_of MR ->
Matrix of
REAL means
:
Def8: (
len it )
= (
len MR) & (
width it )
= (
width MR) & for k st k
in (
dom it ) holds (it
. k)
= (
mlt ((
Line (MR,k)),(
FinSeq_log (2,(
Line (MR,k))))));
existence
proof
deffunc
F(
Nat) = (
mlt ((
Line (MR,$1)),(
FinSeq_log (2,(
Line (MR,$1))))));
consider p be
FinSequence such that
A2: (
len p)
= (
len MR) and
A3: for k be
Nat st k
in (
dom p) holds (p
. k)
=
F(k) from
FINSEQ_1:sch 2;
A4: (
rng p)
c= (
REAL
* )
proof
let x be
object;
assume x
in (
rng p);
then
consider j be
Nat such that
A5: j
in (
dom p) and
A6: x
= (p
. j) by
FINSEQ_2: 10;
(p
. j)
= (
mlt ((
Line (MR,j)),(
FinSeq_log (2,(
Line (MR,j)))))) by
A3,
A5;
hence thesis by
A6,
FINSEQ_1:def 11;
end;
A7: for x be
object st x
in (
rng p) holds ex q be
FinSequence st q
= x & (
len q)
= (
width MR)
proof
let x be
object;
assume x
in (
rng p);
then
consider j be
Nat such that
A8: j
in (
dom p) and
A9: x
= (p
. j) by
FINSEQ_2: 10;
j
in (
dom MR) by
A2,
A8,
FINSEQ_3: 29;
then (
Line (MR,j)) is
nonnegative by
A1,
Th19;
then
A10: (
len (
FinSeq_log (2,(
Line (MR,j)))))
= (
len (
Line (MR,j))) by
Def6;
(
len (
Line (MR,j)))
= (
width MR) by
MATRIX_0:def 7;
then
A11: (
len (
mlt ((
Line (MR,j)),(
FinSeq_log (2,(
Line (MR,j)))))))
= (
width MR) by
A10,
MATRPROB: 30;
x
= (
mlt ((
Line (MR,j)),(
FinSeq_log (2,(
Line (MR,j)))))) by
A3,
A8,
A9;
hence thesis by
A11;
end;
then
reconsider p as
Matrix of
REAL by
A4,
FINSEQ_1:def 4,
MATRIX_0:def 1;
take p;
(
width p)
= (
width MR)
proof
per cases ;
suppose
A12: (
len MR)
=
0 ;
then (
width p)
=
0 by
A2,
MATRIX_0:def 3;
hence thesis by
A12,
MATRIX_0:def 3;
end;
suppose
A13: (
len MR)
>
0 ;
then (
len p)
>= 1 by
A2,
NAT_1: 14;
then 1
in (
Seg (
len p)) by
FINSEQ_1: 1;
then
A14: 1
in (
dom p) by
FINSEQ_1:def 3;
then
A15: (p
. 1)
in (
rng p) by
FUNCT_1: 3;
ex q be
FinSequence st q
= (p
. 1) & (
len q)
= (
width MR) by
A7,
A14,
FUNCT_1: 3;
hence thesis by
A2,
A13,
A15,
MATRIX_0:def 3;
end;
end;
hence thesis by
A2,
A3;
end;
uniqueness
proof
let M1,M2 be
Matrix of
REAL such that
A16: (
len M1)
= (
len MR) and (
width M1)
= (
width MR) and
A17: for k st k
in (
dom M1) holds (M1
. k)
= (
mlt ((
Line (MR,k)),(
FinSeq_log (2,(
Line (MR,k)))))) and
A18: (
len M2)
= (
len MR) and (
width M2)
= (
width MR) and
A19: for k st k
in (
dom M2) holds (M2
. k)
= (
mlt ((
Line (MR,k)),(
FinSeq_log (2,(
Line (MR,k))))));
A20: (
dom M1)
= (
dom M2) by
A16,
A18,
FINSEQ_3: 29;
now
let k be
Nat such that
A21: k
in (
dom M1);
thus (M1
. k)
= (
mlt ((
Line (MR,k)),(
FinSeq_log (2,(
Line (MR,k)))))) by
A17,
A21
.= (M2
. k) by
A19,
A20,
A21;
end;
hence thesis by
A20,
FINSEQ_1: 13;
end;
end
theorem ::
ENTROPY1:53
Th53: for M be
m-nonnegative
Matrix of
REAL holds for k st k
in (
dom M) holds (
Line ((
Infor_FinSeq_of M),k))
= (
Infor_FinSeq_of (
Line (M,k)))
proof
let M be
m-nonnegative
Matrix of
REAL ;
set M1 = (
Infor_FinSeq_of M);
(
len M1)
= (
len M) by
Def8;
then
A1: (
dom M1)
= (
dom M) by
FINSEQ_3: 29;
let k such that
A2: k
in (
dom M);
thus (
Line (M1,k))
= (M1
. k) by
A2,
A1,
MATRIX_0: 60
.= (
Infor_FinSeq_of (
Line (M,k))) by
A2,
A1,
Def8;
end;
theorem ::
ENTROPY1:54
Th54: for M be
m-nonnegative
Matrix of
REAL holds for M1 be
Matrix of
REAL holds M1
= (
Infor_FinSeq_of M) iff (
len M1)
= (
len M) & (
width M1)
= (
width M) & for i, j st
[i, j]
in (
Indices M1) holds (M1
* (i,j))
= ((M
* (i,j))
* (
log (2,(M
* (i,j)))))
proof
let M be
m-nonnegative
Matrix of
REAL ;
let M1 be
Matrix of
REAL ;
hereby
assume
A1: M1
= (
Infor_FinSeq_of M);
then
A2: (
width M1)
= (
width M) by
Def8;
A3: (
len M1)
= (
len M) by
A1,
Def8;
now
let i, j such that
A4:
[i, j]
in (
Indices M1);
A5: j
in (
Seg (
width M1)) by
A4,
MATRPROB: 12;
i
in (
Seg (
len M1)) by
A4,
MATRPROB: 12;
then
A6: i
in (
dom M) by
A3,
FINSEQ_1:def 3;
then
reconsider p = (
Line (M,i)) as
nonnegative
FinSequence of
REAL by
Th19;
A7: (
len p)
= (
width M) by
MATRIX_0:def 7;
(
len p)
= (
len (
Infor_FinSeq_of p)) by
Th47;
then
A8: j
in (
dom (
Infor_FinSeq_of p)) by
A2,
A5,
A7,
FINSEQ_1:def 3;
A9: (p
. j)
= (M
* (i,j)) by
A2,
A5,
MATRIX_0:def 7;
thus (M1
* (i,j))
= ((
Line (M1,i))
. j) by
A5,
MATRIX_0:def 7
.= ((
Infor_FinSeq_of p)
. j) by
A1,
A6,
Th53
.= ((M
* (i,j))
* (
log (2,(M
* (i,j))))) by
A9,
A8,
Th47;
end;
hence (
len M1)
= (
len M) & (
width M1)
= (
width M) & for i, j st
[i, j]
in (
Indices M1) holds (M1
* (i,j))
= ((M
* (i,j))
* (
log (2,(M
* (i,j))))) by
A1,
Def8;
end;
assume that
A10: (
len M1)
= (
len M) and
A11: (
width M1)
= (
width M) and
A12: for i, j st
[i, j]
in (
Indices M1) holds (M1
* (i,j))
= ((M
* (i,j))
* (
log (2,(M
* (i,j)))));
A13: (
dom M1)
= (
dom M) by
A10,
FINSEQ_3: 29;
for k st k
in (
dom M1) holds (M1
. k)
= (
mlt ((
Line (M,k)),(
FinSeq_log (2,(
Line (M,k))))))
proof
let k such that
A14: k
in (
dom M1);
A15: (
len (M1
. k))
= (
width M1) by
A14,
MATRIX_0: 36;
reconsider p = (
Line (M,k)) as
nonnegative
FinSequence of
REAL by
A13,
A14,
Th19;
A16: (
len p)
= (
width M) by
MATRIX_0:def 7;
A17: (
len (
FinSeq_log (2,p)))
= (
len p) by
Def6;
then (
len (
mlt (p,(
FinSeq_log (2,p)))))
= (
len p) by
MATRPROB: 30;
then
A18: (
dom (M1
. k))
= (
dom (
mlt (p,(
FinSeq_log (2,p))))) by
A11,
A16,
A15,
FINSEQ_3: 29;
A19: k
in (
Seg (
len M)) by
A10,
A14,
FINSEQ_1:def 3;
now
let j be
Nat such that
A20: j
in (
dom (M1
. k));
A21: j
in (
Seg (
width M)) by
A11,
A15,
A20,
FINSEQ_1:def 3;
then
A22: (p
. j)
= (M
* (k,j)) by
MATRIX_0:def 7;
A23:
[k, j]
in (
Indices M) by
A19,
A21,
MATRPROB: 12;
A24: ((
mlt (p,(
FinSeq_log (2,p))))
. j)
= ((p
. j)
* ((
FinSeq_log (2,p))
. j)) by
RVSUM_1: 59
.= ((M
* (k,j))
* ((
FinSeq_log (2,p))
. j)) by
A21,
MATRIX_0:def 7;
A25: j
in (
dom (
FinSeq_log (2,p))) by
A16,
A17,
A21,
FINSEQ_1:def 3;
A26:
[k, j]
in (
Indices M1) by
A14,
A20,
MATRPROB: 13;
then
A27: ((M1
. k)
. j)
= (M1
* (k,j)) by
MATRPROB: 14
.= ((M
* (k,j))
* (
log (2,(M
* (k,j))))) by
A12,
A26;
per cases by
A23,
MATRPROB:def 6;
suppose (M
* (k,j))
=
0 ;
hence ((M1
. k)
. j)
= ((
mlt (p,(
FinSeq_log (2,p))))
. j) by
A27,
A24;
end;
suppose (M
* (k,j))
>
0 ;
hence ((
mlt (p,(
FinSeq_log (2,p))))
. j)
= ((M1
. k)
. j) by
A25,
A27,
A22,
A24,
Def6;
end;
end;
hence thesis by
A18,
FINSEQ_1: 13;
end;
hence thesis by
A10,
A11,
Def8;
end;
definition
let p be
FinSequence of
REAL ;
::
ENTROPY1:def9
func
Entropy p ->
Real equals (
- (
Sum (
Infor_FinSeq_of p)));
correctness ;
end
theorem ::
ENTROPY1:55
for p be non
empty
ProbFinS
FinSequence of
REAL holds (
Entropy p)
>=
0
proof
let p be non
empty
ProbFinS
FinSequence of
REAL ;
set p1 = (
- (
Infor_FinSeq_of p));
A1: (
dom p)
= (
Seg (
len p)) by
FINSEQ_1:def 3
.= (
Seg (
len (
Infor_FinSeq_of p))) by
Th47
.= (
dom (
Infor_FinSeq_of p)) by
FINSEQ_1:def 3;
A2: for k be
Nat st k
in (
dom p1) holds (p1
. k)
>=
0
proof
let k be
Nat;
assume k
in (
dom p1);
then k
in (
dom p) by
A1,
VALUED_1: 8;
then ((
Infor_FinSeq_of p)
. k)
<=
0 by
Th52;
then (
- ((
Infor_FinSeq_of p)
. k))
>= (
-
0 );
hence thesis by
RVSUM_1: 17;
end;
(
Entropy p)
= (
Sum p1) by
RVSUM_1: 88;
hence thesis by
A2,
RVSUM_1: 84;
end;
theorem ::
ENTROPY1:56
for p be non
empty
ProbFinS
FinSequence of
REAL st ex k st k
in (
dom p) & (p
. k)
= 1 holds (
Entropy p)
=
0
proof
let p be non
empty
ProbFinS
FinSequence of
REAL ;
assume ex k st k
in (
dom p) & (p
. k)
= 1;
then
consider k1 be
Nat such that
A1: k1
in (
dom p) and
A2: (p
. k1)
= 1;
set q = (
Infor_FinSeq_of p);
(
len q)
= (
len p) by
Th47;
then
A3: (
dom q)
= (
dom p) by
FINSEQ_3: 29;
A4: p
has_onlyone_value_in k1 by
A1,
A2,
Th15;
for k st k
in (
dom q) holds (q
. k)
=
0
proof
let k such that
A5: k
in (
dom q);
per cases ;
suppose k
= k1;
hence (q
. k)
= (1
* (
log (2,1))) by
A2,
A5,
Th47
.=
0 by
POWER: 51;
end;
suppose k
<> k1;
then
A6: (p
. k)
=
0 by
A4,
A3,
A5;
thus (q
. k)
= ((p
. k)
* (
log (2,(p
. k)))) by
A5,
Th47
.=
0 by
A6;
end;
end;
then for x be
object st x
in (
dom q) holds (q
. x)
=
0 ;
then q
= ((
dom q)
-->
0 ) by
FUNCOP_1: 11;
then q
= ((
len q)
|->
0 ) by
FINSEQ_1:def 3;
then (
Sum q)
=
0 by
RVSUM_1: 81;
hence thesis;
end;
theorem ::
ENTROPY1:57
Th57: for p,q be non
empty
ProbFinS
FinSequence of
REAL , pp,qq be
FinSequence of
REAL st (
len p)
= (
len q) & (
len pp)
= (
len p) & (
len qq)
= (
len q) & (for k st k
in (
dom p) holds (p
. k)
>
0 & (q
. k)
>
0 & (pp
. k)
= (
- ((p
. k)
* (
log (2,(p
. k))))) & (qq
. k)
= (
- ((p
. k)
* (
log (2,(q
. k)))))) holds (
Sum pp)
<= (
Sum qq) & ((for k st k
in (
dom p) holds (p
. k)
= (q
. k)) iff (
Sum pp)
= (
Sum qq)) & ((ex k st k
in (
dom p) & (p
. k)
<> (q
. k)) iff (
Sum pp)
< (
Sum qq))
proof
let p,q be non
empty
ProbFinS
FinSequence of
REAL , pp,qq be
FinSequence of
REAL such that
A1: (
len p)
= (
len q) and
A2: (
len pp)
= (
len p) and
A3: (
len qq)
= (
len q) and
A4: for k st k
in (
dom p) holds (p
. k)
>
0 & (q
. k)
>
0 & (pp
. k)
= (
- ((p
. k)
* (
log (2,(p
. k))))) & (qq
. k)
= (
- ((p
. k)
* (
log (2,(q
. k)))));
set p1 = (pp
- qq);
A5:
number_e
<> 1 by
TAYLOR_1: 11;
A6: (
len (pp
- qq))
= (
len p) by
A1,
A2,
A3,
RVSUM_1: 116;
then
A7: (
dom (pp
- qq))
= (
dom pp) by
A2,
FINSEQ_3: 29;
then for k st k
in (
dom pp) holds ((pp
- qq)
. k)
= ((pp
. k)
- (qq
. k)) by
VALUED_1: 13;
then
A8: ((
Sum pp)
- (
Sum qq))
= (
Sum (pp
- qq)) by
A1,
A2,
A3,
A6,
Th8;
A9: (
dom pp)
= (
Seg (
len pp)) by
FINSEQ_1:def 3
.= (
dom p) by
A2,
FINSEQ_1:def 3;
A10: for k st k
in (
dom p) holds (p1
. k)
= (((p
. k)
* (
log (2,
number_e )))
* (
log (
number_e ,((q
. k)
/ (p
. k)))))
proof
let k such that
A11: k
in (
dom p);
A12: (pp
. k)
= (
- ((p
. k)
* (
log (2,(p
. k))))) by
A4,
A11;
A13: (qq
. k)
= (
- ((p
. k)
* (
log (2,(q
. k))))) by
A4,
A11;
A14: (p
. k)
>
0 by
A4,
A11;
then
A15: (
- (
log (2,(p
. k))))
= (
log (2,(1
/ (p
. k)))) by
Th5;
A16: (q
. k)
>
0 by
A4,
A11;
then ((q
. k)
/ (p
. k))
>
0 by
A14,
XREAL_1: 139;
then
A17: (
log (2,((q
. k)
/ (p
. k))))
= ((
log (2,
number_e ))
* (
log (
number_e ,((q
. k)
/ (p
. k))))) by
A5,
POWER: 56,
TAYLOR_1: 11;
thus (p1
. k)
= ((pp
. k)
- (qq
. k)) by
A7,
A9,
A11,
VALUED_1: 13
.= ((p
. k)
* ((
log (2,(1
/ (p
. k))))
+ (
log (2,(q
. k))))) by
A12,
A13,
A15
.= ((p
. k)
* (
log (2,((1
/ (p
. k))
* (q
. k))))) by
A14,
A16,
POWER: 53
.= (((p
. k)
* (
log (2,
number_e )))
* (
log (
number_e ,((q
. k)
/ (p
. k))))) by
A17;
end;
set n = (
len p);
deffunc
F(
Nat) = (
In ((((p
. $1)
* (
log (2,
number_e )))
* (((q
. $1)
/ (p
. $1))
- 1)),
REAL ));
consider p2 be
FinSequence of
REAL such that
A18: (
len p2)
= n and
A19: for k be
Nat st k
in (
dom p2) holds (p2
. k)
=
F(k) from
FINSEQ_2:sch 1;
A20: (
dom p2)
= (
Seg (
len p2)) by
FINSEQ_1:def 3
.= (
dom p) by
A18,
FINSEQ_1:def 3;
A21: (
len p1)
= (
len p) by
A1,
A2,
A3,
RVSUM_1: 116;
then
A22: p1 is
Element of (n
-tuples_on
REAL ) by
FINSEQ_2: 92;
A23: (
dom p2)
= (
Seg n) by
A18,
FINSEQ_1:def 3;
A24: (
len (q
- p))
= (
len q) by
A1,
RVSUM_1: 116;
A25: for k st k
in (
dom q) holds ((q
- p)
. k)
= ((q
. k)
- (p
. k))
proof
let k;
assume k
in (
dom q);
then k
in (
dom (q
- p)) by
A24,
FINSEQ_3: 29;
hence thesis by
VALUED_1: 13;
end;
A26: (
dom p)
= (
Seg n) by
FINSEQ_1:def 3;
A27: (
dom (q
- p))
= (
dom p2) by
A1,
A18,
A24,
FINSEQ_3: 29;
A28: for k be
Nat st k
in (
dom p2) holds (p2
. k)
= (((
log (2,
number_e ))
* (q
- p))
. k)
proof
let k be
Nat such that
A29: k
in (
dom p2);
A30: (p
. k)
>
0 by
A4,
A20,
A29;
thus (p2
. k)
=
F(k) by
A19,
A29
.= ((
log (2,
number_e ))
* ((((p
. k)
/ (p
. k))
* (q
. k))
- (p
. k)))
.= ((
log (2,
number_e ))
* ((1
* (q
. k))
- (p
. k))) by
A30,
XCMPLX_1: 60
.= ((
log (2,
number_e ))
* ((q
- p)
. k)) by
A27,
A29,
VALUED_1: 13
.= (((
log (2,
number_e ))
* (q
- p))
. k) by
RVSUM_1: 44;
end;
(
dom p2)
= (
dom ((
log (2,
number_e ))
* (q
- p))) by
A27,
VALUED_1:def 5;
then
A31: (
Sum p2)
= (
Sum ((
log (2,
number_e ))
* (q
- p))) by
A28,
FINSEQ_1: 13
.= ((
log (2,
number_e ))
* (
Sum (q
- p))) by
RVSUM_1: 87
.= ((
log (2,
number_e ))
* ((
Sum q)
- (
Sum p))) by
A1,
A24,
A25,
Th8
.= ((
log (2,
number_e ))
* (1
- (
Sum p))) by
MATRPROB:def 5
.= ((
log (2,
number_e ))
* (1
- 1)) by
MATRPROB:def 5
.=
0 ;
(
number_e
-
0 )
> (2
- 1) by
TAYLOR_1: 11,
XREAL_1: 15;
then
A32: (
log (2,
number_e ))
>
0 by
Th4;
A33: for k be
Nat st k
in (
Seg n) holds (p1
. k)
<= (p2
. k)
proof
let k be
Nat such that
A34: k
in (
Seg n);
A35: k
in (
dom p) by
A34,
FINSEQ_1:def 3;
then
A36: (p
. k)
>
0 by
A4;
(q
. k)
>
0 by
A4,
A35;
then ((q
. k)
/ (p
. k))
>
0 by
A36,
XREAL_1: 139;
then (
log (
number_e ,((q
. k)
/ (p
. k))))
<= (((q
. k)
/ (p
. k))
- 1) by
Th3;
then (((p
. k)
* (
log (2,
number_e )))
* (
log (
number_e ,((q
. k)
/ (p
. k)))))
<= (((p
. k)
* (
log (2,
number_e )))
* (((q
. k)
/ (p
. k))
- 1)) by
A32,
A36,
XREAL_1: 64;
then (p1
. k)
<=
F(k) by
A10,
A35;
hence thesis by
A19,
A23,
A34;
end;
A37: p2 is
Element of (n
-tuples_on
REAL ) by
A18,
FINSEQ_2: 92;
hence (
Sum pp)
<= (
Sum qq) by
A8,
A33,
A22,
A31,
RVSUM_1: 82,
XREAL_1: 50;
A38: (ex k st k
in (
Seg n) & (p
. k)
<> (q
. k)) implies (
Sum pp)
< (
Sum qq)
proof
assume ex k st k
in (
Seg n) & (p
. k)
<> (q
. k);
then
consider k1 be
Nat such that
A39: k1
in (
Seg n) and
A40: (p
. k1)
<> (q
. k1);
A41: k1
in (
dom p) by
A39,
FINSEQ_1:def 3;
then
A42: (p
. k1)
>
0 by
A4;
then
A43: ((p
. k1)
* (
log (2,
number_e )))
>
0 by
A32,
XREAL_1: 129;
(q
. k1)
>
0 by
A4,
A41;
then
A44: ((q
. k1)
/ (p
. k1))
>
0 by
A42,
XREAL_1: 139;
((q
. k1)
/ (p
. k1))
<> 1 by
A40,
XCMPLX_1: 58;
then (
log (
number_e ,((q
. k1)
/ (p
. k1))))
< (((q
. k1)
/ (p
. k1))
- 1) by
A44,
Th3;
then (((p
. k1)
* (
log (2,
number_e )))
* (
log (
number_e ,((q
. k1)
/ (p
. k1)))))
< (((p
. k1)
* (
log (2,
number_e )))
* (((q
. k1)
/ (p
. k1))
- 1)) by
A43,
XREAL_1: 68;
then (p1
. k1)
<
F(k1) by
A10,
A41;
then (p1
. k1)
< (p2
. k1) by
A19,
A23,
A39;
then ((
Sum pp)
- (
Sum qq))
<
0 by
A8,
A33,
A22,
A37,
A31,
A39,
RVSUM_1: 83;
hence thesis by
XREAL_1: 48;
end;
A45: (
dom p1)
= (
dom p2) by
A21,
A18,
FINSEQ_3: 29;
thus (for k st k
in (
dom p) holds (p
. k)
= (q
. k)) iff (
Sum pp)
= (
Sum qq)
proof
hereby
assume
A46: for k st k
in (
dom p) holds (p
. k)
= (q
. k);
for k be
Nat st k
in (
dom p) holds (p1
. k)
= (p2
. k)
proof
let k be
Nat such that
A47: k
in (
dom p);
A48: (p
. k)
= (q
. k) by
A46,
A47;
(p
. k)
>
0 by
A4,
A47;
then ((q
. k)
/ (p
. k))
= 1 by
A48,
XCMPLX_1: 60;
then (((p
. k)
* (
log (2,
number_e )))
* (
log (
number_e ,((q
. k)
/ (p
. k)))))
= (((p
. k)
* (
log (2,
number_e )))
* (((q
. k)
/ (p
. k))
- 1)) by
Th3;
then
A49: (p1
. k)
=
F(k) by
A10,
A47;
k
in (
Seg n) by
A47,
FINSEQ_1:def 3;
hence thesis by
A19,
A23,
A49;
end;
then (
Sum p1)
=
0 by
A20,
A45,
A31,
FINSEQ_1: 13;
hence (
Sum pp)
= (
Sum qq) by
A8;
end;
assume
A50: (
Sum pp)
= (
Sum qq);
assume not for k st k
in (
dom p) holds (p
. k)
= (q
. k);
hence contradiction by
A26,
A38,
A50;
end;
hence thesis by
A26,
A38;
end;
theorem ::
ENTROPY1:58
for p be non
empty
ProbFinS
FinSequence of
REAL st (for k st k
in (
dom p) holds (p
. k)
>
0 ) holds (
Entropy p)
<= (
log (2,(
len p))) & ((for k st k
in (
dom p) holds (p
. k)
= (1
/ (
len p))) iff (
Entropy p)
= (
log (2,(
len p)))) & ((ex k st k
in (
dom p) & (p
. k)
<> (1
/ (
len p))) iff (
Entropy p)
< (
log (2,(
len p))))
proof
let p be non
empty
ProbFinS
FinSequence of
REAL such that
A1: for k st k
in (
dom p) holds (p
. k)
>
0 ;
set p3 = (
- (
Infor_FinSeq_of p));
set n = (
len p);
reconsider n1 = n as non
zero
Element of
NAT ;
reconsider nn = (1
/ n1) as
Element of
REAL by
XREAL_0:def 1;
reconsider p1 = (n
|-> nn) as
FinSequence of
REAL ;
deffunc
F(
Nat) = (
In ((
- ((p
. $1)
* (
log (2,(p1
. $1))))),
REAL ));
consider p2 be
FinSequence of
REAL such that
A2: (
len p2)
= n and
A3: for k be
Nat st k
in (
dom p2) holds (p2
. k)
=
F(k) from
FINSEQ_2:sch 1;
A4: (
dom p2)
= (
Seg n) by
A2,
FINSEQ_1:def 3;
A5: for k be
Nat st k
in (
dom p2) holds (p2
. k)
= (((
- (
log (2,(1
/ n1))))
* p)
. k)
proof
let k be
Nat such that
A6: k
in (
dom p2);
thus (p2
. k)
=
F(k) by
A3,
A6
.= (
- ((p
. k)
* (
log (2,(1
/ n1))))) by
A4,
A6,
FINSEQ_2: 57
.= ((
- (
log (2,(1
/ n1))))
* (p
. k))
.= (((
- (
log (2,(1
/ n1))))
* p)
. k) by
RVSUM_1: 44;
end;
A7: (
len p1)
= n by
CARD_1:def 7;
A8: (
dom (
Infor_FinSeq_of p))
= (
Seg (
len (
Infor_FinSeq_of p))) by
FINSEQ_1:def 3
.= (
Seg n) by
Th47;
A9: (
len p3)
= n & for k st k
in (
Seg n) holds (p3
. k)
= (
- ((p
. k)
* (
log (2,(p
. k)))))
proof
(
dom p3)
= (
Seg n) by
A8,
VALUED_1: 8;
hence (
len p3)
= n by
FINSEQ_1:def 3;
hereby
let k such that
A10: k
in (
Seg n);
thus (p3
. k)
= (
- ((
Infor_FinSeq_of p)
. k)) by
RVSUM_1: 17
.= (
- ((p
. k)
* (
log (2,(p
. k))))) by
A8,
A10,
Th47;
end;
end;
(
dom p2)
= (
dom p) by
A2,
FINSEQ_3: 29;
then (
dom p2)
= (
dom ((
- (
log (2,(1
/ n1))))
* p)) by
VALUED_1:def 5;
then p2
= ((
- (
log (2,(1
/ n1))))
* p) by
A5,
FINSEQ_1: 13;
then
A11: (
Sum p2)
= ((
- (
log (2,(1
/ n1))))
* (
Sum p)) by
RVSUM_1: 87
.= ((
- (
log (2,(1
/ n1))))
* 1) by
MATRPROB:def 5
.= (
log (2,(1
/ (1
/ n1)))) by
Th5
.= (
log (2,n));
A12: p1 is non
empty
ProbFinS
FinSequence of
REAL by
Th16;
A13: (
dom p)
= (
Seg (
len p)) by
FINSEQ_1:def 3;
A14: for k st k
in (
dom p) holds (p
. k)
>
0 & (p1
. k)
>
0 & (p3
. k)
= (
- ((p
. k)
* (
log (2,(p
. k))))) & (p2
. k)
= (
- ((p
. k)
* (
log (2,(p1
. k)))))
proof
let k;
assume
A15: k
in (
dom p);
hence (p
. k)
>
0 & (p1
. k)
>
0 by
A1,
FINSEQ_2: 57,
A13;
thus (p3
. k)
= (
- ((p
. k)
* (
log (2,(p
. k))))) by
A15,
A9,
A13;
(p2
. k)
=
F(k) by
A15,
A3,
A4,
A13;
hence thesis;
end;
A16: (
Sum p3)
= (
Entropy p) by
RVSUM_1: 88;
hence (
Entropy p)
<= (
log (2,(
len p))) by
A7,
A12,
A2,
A9,
A14,
A11,
Th57;
thus (for k st k
in (
dom p) holds (p
. k)
= (1
/ (
len p))) iff (
Entropy p)
= (
log (2,(
len p)))
proof
hereby
assume
A17: for k st k
in (
dom p) holds (p
. k)
= (1
/ (
len p));
now
let k such that
A18: k
in (
dom p);
thus (p
. k)
= (1
/ n) by
A17,
A18
.= (p1
. k) by
A13,
A18,
FINSEQ_2: 57;
end;
hence (
Entropy p)
= (
log (2,n)) by
A7,
A12,
A2,
A9,
A14,
A16,
A11,
Th57;
end;
assume
A19: (
Entropy p)
= (
log (2,n));
hereby
let k;
assume
A20: k
in (
dom p);
hence (p
. k)
= (p1
. k) by
A7,
A12,
A2,
A9,
A14,
A16,
A11,
A19,
Th57
.= (1
/ n) by
A13,
A20,
FINSEQ_2: 57;
end;
end;
A21: (for k st k
in (
dom p) holds (p
. k)
= (p1
. k)) iff (
Sum p3)
= (
Sum p2) by
A7,
A12,
A2,
A9,
A14,
Th57;
thus (ex k st k
in (
dom p) & (p
. k)
<> (1
/ (
len p))) iff (
Entropy p)
< (
log (2,(
len p)))
proof
hereby
assume ex k st k
in (
dom p) & (p
. k)
<> (1
/ (
len p));
then
consider k1 be
Nat such that
A22: k1
in (
dom p) and
A23: (p
. k1)
<> (1
/ n);
(p1
. k1)
<> (p
. k1) by
A13,
A22,
A23,
FINSEQ_2: 57;
hence (
Entropy p)
< (
log (2,n)) by
A7,
A12,
A2,
A9,
A14,
A16,
A11,
A22,
Th57;
end;
assume (
Entropy p)
< (
log (2,n));
then
consider k1 be
Nat such that
A24: k1
in (
dom p) and
A25: (p
. k1)
<> (p1
. k1) by
A21,
A11,
RVSUM_1: 88;
(p1
. k1)
= (1
/ n) by
A13,
A24,
FINSEQ_2: 57;
hence thesis by
A24,
A25;
end;
end;
theorem ::
ENTROPY1:59
Th59: for M be
m-nonnegative
Matrix of
REAL holds (
Mx2FinS (
Infor_FinSeq_of M))
= (
Infor_FinSeq_of (
Mx2FinS M))
proof
let M be
m-nonnegative
Matrix of
REAL ;
reconsider p = (
Mx2FinS M) as
nonnegative
FinSequence of
REAL by
Th43;
set pp = (
Infor_FinSeq_of p);
set qq = (
Mx2FinS (
Infor_FinSeq_of M));
set MM = (
Infor_FinSeq_of M);
A1: (
len p)
= ((
len M)
* (
width M)) by
Th39;
A2: (
width MM)
= (
width M) by
Def8;
(
len MM)
= (
len M) by
Def8;
then
A3: (
len qq)
= ((
len M)
* (
width M)) by
A2,
Th39;
(
len pp)
= (
len p) by
Th47;
then
A4: (
dom qq)
= (
dom pp) by
A1,
A3,
FINSEQ_3: 29;
A5: (
dom qq)
= (
dom p) by
A1,
A3,
FINSEQ_3: 29;
now
let k be
Nat such that
A6: k
in (
dom qq);
k
in (
Seg (
len qq)) by
A6,
FINSEQ_1:def 3;
then k
>= 1 by
FINSEQ_1: 1;
then
reconsider l = (k
- 1) as
Nat by
NAT_1: 21;
set jj = ((l
mod (
width MM))
+ 1);
set ii = ((l
div (
width MM))
+ 1);
A7:
[ii, jj]
in (
Indices MM) by
A6,
Th41;
A8: (qq
. k)
= (MM
* (ii,jj)) by
A6,
Th41;
A9: (p
. k)
= (M
* (ii,jj)) by
A2,
A5,
A6,
Th41;
thus (pp
. k)
= ((p
. k)
* (
log (2,(p
. k)))) by
A4,
A6,
Th47
.= (qq
. k) by
A7,
A8,
A9,
Th54;
end;
hence thesis by
A4,
FINSEQ_1: 13;
end;
theorem ::
ENTROPY1:60
Th60: for p,q be
ProbFinS
FinSequence of
REAL holds for M be
Matrix of
REAL st M
= ((
ColVec2Mx p)
* (
LineVec2Mx q)) holds (
SumAll (
Infor_FinSeq_of M))
= ((
Sum (
Infor_FinSeq_of p))
+ (
Sum (
Infor_FinSeq_of q)))
proof
let p,q be
ProbFinS
FinSequence of
REAL ;
set p1 = (
Infor_FinSeq_of p);
set p2 = ((
Sum (
Infor_FinSeq_of q))
* p);
A1: (
len p1)
= (
len p) by
Th47;
(
dom p2)
= (
dom p) by
VALUED_1:def 5;
then
A2: (
len p1)
= (
len p2) by
A1,
FINSEQ_3: 29;
(
len (
FinSeq_log (2,q)))
= (
len q) by
Def6;
then
A3: (
len (
mlt (q,(
FinSeq_log (2,q)))))
= (
len q) by
MATRPROB: 30;
let M be
Matrix of
REAL such that
A4: M
= ((
ColVec2Mx p)
* (
LineVec2Mx q));
reconsider M as
Joint_Probability
Matrix of
REAL by
A4,
Th23;
set M1 = (
Infor_FinSeq_of M);
set L = (
LineSum M1);
A5: (
len L)
= (
len M1) by
MATRPROB:def 1;
then
A6: (
dom L)
= (
dom M1) by
FINSEQ_3: 29;
A7: (
len M1)
= (
len M) by
Def8;
then
A8: (
dom M1)
= (
dom M) by
FINSEQ_3: 29;
A9: (
len M)
= (
len p) by
A4,
Th22;
then
A10: (
dom M)
= (
dom p) by
FINSEQ_3: 29;
A11:
now
let k such that
A12: k
in (
dom L);
reconsider pp = (
Line (M,k)) as
nonnegative
FinSequence of
REAL by
A6,
A8,
A12,
Th19;
A13: pp
= ((p
. k)
* q) by
A4,
A6,
A8,
A12,
Th22;
(
dom (((p
. k)
* (
log (2,(p
. k))))
* q))
= (
dom q) by
VALUED_1:def 5;
then
A14: (
len (((p
. k)
* (
log (2,(p
. k))))
* q))
= (
len q) by
FINSEQ_3: 29;
(
dom ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))
= (
dom (
mlt (q,(
FinSeq_log (2,q))))) by
VALUED_1:def 5;
then
A15: (
len (((p
. k)
* (
log (2,(p
. k))))
* q))
= (
len ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q)))))) by
A3,
A14,
FINSEQ_3: 29;
A16: (p
. k)
>=
0 by
A6,
A8,
A10,
A12,
Def1;
thus (L
. k)
= (
Sum (M1
. k)) by
A12,
MATRPROB:def 1
.= (
Sum (
Line (M1,k))) by
A6,
A12,
MATRIX_0: 60
.= (
Sum (
Infor_FinSeq_of pp)) by
A6,
A8,
A12,
Th53
.= (
Sum ((((p
. k)
* (
log (2,(p
. k))))
* q)
+ ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))) by
A13,
A16,
Th51
.= ((
Sum (((p
. k)
* (
log (2,(p
. k))))
* q))
+ (
Sum ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))) by
A15,
INTEGRA5: 2
.= ((((p
. k)
* (
log (2,(p
. k))))
* (
Sum q))
+ (
Sum ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))) by
RVSUM_1: 87
.= ((((p
. k)
* (
log (2,(p
. k))))
* 1)
+ (
Sum ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))) by
MATRPROB:def 5
.= (((p
. k)
* (
log (2,(p
. k))))
+ ((p
. k)
* (
Sum (
Infor_FinSeq_of q)))) by
RVSUM_1: 87;
end;
A17: (
dom p1)
= (
dom L) by
A9,
A7,
A5,
A1,
FINSEQ_3: 29;
now
let k such that
A18: k
in (
dom p1);
thus (L
. k)
= (((p
. k)
* (
log (2,(p
. k))))
+ ((p
. k)
* (
Sum (
Infor_FinSeq_of q)))) by
A11,
A17,
A18
.= ((p1
. k)
+ ((p
. k)
* (
Sum (
Infor_FinSeq_of q)))) by
A18,
Th47
.= ((p1
. k)
+ (p2
. k)) by
RVSUM_1: 44;
end;
then (
Sum L)
= ((
Sum p1)
+ (
Sum p2)) by
A9,
A7,
A5,
A1,
A2,
Th7
.= ((
Sum p1)
+ ((
Sum (
Infor_FinSeq_of q))
* (
Sum p))) by
RVSUM_1: 87
.= ((
Sum p1)
+ ((
Sum (
Infor_FinSeq_of q))
* 1)) by
MATRPROB:def 5
.= ((
Sum (
Infor_FinSeq_of p))
+ (
Sum (
Infor_FinSeq_of q)));
hence thesis by
MATRPROB:def 3;
end;
definition
let MR;
::
ENTROPY1:def10
func
Entropy_of_Joint_Prob MR ->
Real equals (
Entropy (
Mx2FinS MR));
coherence ;
end
theorem ::
ENTROPY1:61
for p,q be
ProbFinS
FinSequence of
REAL holds (
Entropy_of_Joint_Prob ((
ColVec2Mx p)
* (
LineVec2Mx q)))
= ((
Entropy p)
+ (
Entropy q))
proof
let p,q be
ProbFinS
FinSequence of
REAL ;
set M = ((
ColVec2Mx p)
* (
LineVec2Mx q));
reconsider M as
Joint_Probability
Matrix of
REAL by
Th23;
set pp = (
Mx2FinS ((
ColVec2Mx p)
* (
LineVec2Mx q)));
reconsider pp as
ProbFinS
FinSequence of
REAL by
Th45;
((
Entropy p)
+ (
Entropy q))
= (
- ((
Sum (
Infor_FinSeq_of p))
+ (
Sum (
Infor_FinSeq_of q))))
.= (
- (
SumAll (
Infor_FinSeq_of M))) by
Th60
.= (
- (
Sum (
Mx2FinS (
Infor_FinSeq_of M)))) by
Th42
.= (
- (
Sum (
Infor_FinSeq_of pp))) by
Th59;
hence thesis;
end;
definition
let MR;
::
ENTROPY1:def11
func
Entropy_of_Cond_Prob MR ->
FinSequence of
REAL means
:
Def11: (
len it )
= (
len MR) & for k st k
in (
dom it ) holds (it
. k)
= (
Entropy (
Line (MR,k)));
existence
proof
deffunc
F(
Nat) = (
In ((
Entropy (
Line (MR,$1))),
REAL ));
consider p be
FinSequence of
REAL such that
A1: (
len p)
= (
len MR) and
A2: for k be
Nat st k
in (
dom p) holds (p
. k)
=
F(k) from
FINSEQ_2:sch 1;
take p;
thus (
len p)
= (
len MR) by
A1;
let k;
assume k
in (
dom p);
then (p
. k)
=
F(k) by
A2;
hence thesis;
end;
uniqueness
proof
let p1,p2 be
FinSequence of
REAL such that
A3: (
len p1)
= (
len MR) and
A4: for k st k
in (
dom p1) holds (p1
. k)
= (
Entropy (
Line (MR,k))) and
A5: (
len p2)
= (
len MR) and
A6: for k st k
in (
dom p2) holds (p2
. k)
= (
Entropy (
Line (MR,k)));
A7: (
dom p1)
= (
dom p2) by
A3,
A5,
FINSEQ_3: 29;
now
let k be
Nat such that
A8: k
in (
dom p1);
thus (p1
. k)
= (
Entropy (
Line (MR,k))) by
A4,
A8
.= (p2
. k) by
A6,
A7,
A8;
end;
hence thesis by
A7,
FINSEQ_1: 13;
end;
end
theorem ::
ENTROPY1:62
Th62: for M be non
empty-yielding
Conditional_Probability
Matrix of
REAL holds for p be
FinSequence of
REAL holds p
= (
Entropy_of_Cond_Prob M) iff (
len p)
= (
len M) & for k st k
in (
dom p) holds (p
. k)
= (
- (
Sum ((
Infor_FinSeq_of M)
. k)))
proof
let M be non
empty-yielding
Conditional_Probability
Matrix of
REAL ;
let p be
FinSequence of
REAL ;
A1: (
len (
Infor_FinSeq_of M))
= (
len M) by
Def8;
hereby
assume
A2: p
= (
Entropy_of_Cond_Prob M);
then
A3: (
len p)
= (
len M) by
Def11;
then
A4: (
dom p)
= (
dom M) by
FINSEQ_3: 29;
now
let k such that
A5: k
in (
dom p);
A6: k
in (
dom (
Infor_FinSeq_of M)) by
A1,
A3,
A5,
FINSEQ_3: 29;
thus (p
. k)
= (
Entropy (
Line (M,k))) by
A2,
A5,
Def11
.= (
- (
Sum (
Line ((
Infor_FinSeq_of M),k)))) by
A4,
A5,
Th53
.= (
- (
Sum ((
Infor_FinSeq_of M)
. k))) by
A6,
MATRIX_0: 60;
end;
hence (
len p)
= (
len M) & for k st k
in (
dom p) holds (p
. k)
= (
- (
Sum ((
Infor_FinSeq_of M)
. k))) by
A2,
Def11;
end;
assume that
A7: (
len p)
= (
len M) and
A8: for k st k
in (
dom p) holds (p
. k)
= (
- (
Sum ((
Infor_FinSeq_of M)
. k)));
A9: (
dom p)
= (
dom M) by
A7,
FINSEQ_3: 29;
A10: (
dom (
Infor_FinSeq_of M))
= (
dom M) by
A1,
FINSEQ_3: 29;
now
let k such that
A11: k
in (
dom p);
thus (p
. k)
= (
- (
Sum ((
Infor_FinSeq_of M)
. k))) by
A8,
A11
.= (
- (
Sum (
Line ((
Infor_FinSeq_of M),k)))) by
A10,
A9,
A11,
MATRIX_0: 60
.= (
Entropy (
Line (M,k))) by
A9,
A11,
Th53;
end;
hence thesis by
A7,
Def11;
end;
theorem ::
ENTROPY1:63
Th63: for M be non
empty-yielding
Conditional_Probability
Matrix of
REAL holds (
Entropy_of_Cond_Prob M)
= (
- (
LineSum (
Infor_FinSeq_of M)))
proof
let M be non
empty-yielding
Conditional_Probability
Matrix of
REAL ;
set p = (
Entropy_of_Cond_Prob M);
set q = (
- (
LineSum (
Infor_FinSeq_of M)));
A1: (
dom q)
= (
dom (
LineSum (
Infor_FinSeq_of M))) by
VALUED_1: 8;
then (
len q)
= (
len (
LineSum (
Infor_FinSeq_of M))) by
FINSEQ_3: 29;
then (
len q)
= (
len (
Infor_FinSeq_of M)) by
MATRPROB:def 1;
then
A2: (
len q)
= (
len M) by
Def8;
(
len p)
= (
len M) by
Th62;
then
A3: (
dom p)
= (
dom q) by
A2,
FINSEQ_3: 29;
now
let k be
Nat such that
A4: k
in (
dom p);
thus (p
. k)
= (
- (
Sum ((
Infor_FinSeq_of M)
. k))) by
A4,
Th62
.= (
- ((
Sum (
Infor_FinSeq_of M))
. k)) by
A1,
A3,
A4,
MATRPROB:def 1
.= (q
. k) by
RVSUM_1: 17;
end;
hence thesis by
A3,
FINSEQ_1: 13;
end;
theorem ::
ENTROPY1:64
Th64: for p be
ProbFinS
FinSequence of
REAL holds for M be non
empty-yielding
Conditional_Probability
Matrix of
REAL st (
len p)
= (
len M) holds for M1 be
Matrix of
REAL st M1
= ((
Vec2DiagMx p)
* M) holds (
SumAll (
Infor_FinSeq_of M1))
= ((
Sum (
Infor_FinSeq_of p))
+ (
Sum (
mlt (p,(
LineSum (
Infor_FinSeq_of M))))))
proof
let p be
ProbFinS
FinSequence of
REAL ;
let M be non
empty-yielding
Conditional_Probability
Matrix of
REAL ;
assume
A1: (
len p)
= (
len M);
let M1 be
Matrix of
REAL such that
A2: M1
= ((
Vec2DiagMx p)
* M);
reconsider M1 as
Joint_Probability
Matrix of
REAL by
A1,
A2,
Th28;
A3: (
len M1)
= (
len p) by
A1,
A2,
Th26;
then
A4: (
dom M1)
= (
dom p) by
FINSEQ_3: 29;
set M2 = (
Infor_FinSeq_of M1);
set L = (
LineSum M2);
A5: (
len L)
= (
len M2) by
MATRPROB:def 1;
then
A6: (
dom L)
= (
dom M2) by
FINSEQ_3: 29;
A7: (
len M2)
= (
len M1) by
Def8;
then
A8: (
dom M2)
= (
dom M1) by
FINSEQ_3: 29;
A9: (
dom p)
= (
dom M) by
A1,
FINSEQ_3: 29;
A10: for k st k
in (
dom L) holds (L
. k)
= (((p
. k)
* (
log (2,(p
. k))))
+ ((p
. k)
* (
Sum (
Infor_FinSeq_of (
Line (M,k))))))
proof
let k such that
A11: k
in (
dom L);
reconsider pp = (
Line (M1,k)) as
nonnegative
FinSequence of
REAL by
A6,
A8,
A11,
Th19;
A12: (p
. k)
>=
0 by
A6,
A8,
A4,
A11,
Def1;
reconsider q = (
Line (M,k)) as non
empty
ProbFinS
FinSequence of
REAL by
A6,
A8,
A4,
A9,
A11,
MATRPROB: 60;
A13: pp
= ((p
. k)
* q) by
A1,
A2,
A6,
A8,
A11,
Th27;
(
dom (((p
. k)
* (
log (2,(p
. k))))
* q))
= (
dom q) by
VALUED_1:def 5;
then
A14: (
len (((p
. k)
* (
log (2,(p
. k))))
* q))
= (
len q) by
FINSEQ_3: 29;
(
len (
FinSeq_log (2,q)))
= (
len q) by
Def6;
then
A15: (
len (
mlt (q,(
FinSeq_log (2,q)))))
= (
len q) by
MATRPROB: 30;
(
dom ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))
= (
dom (
mlt (q,(
FinSeq_log (2,q))))) by
VALUED_1:def 5;
then
A16: (
len ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))
= (
len (
mlt (q,(
FinSeq_log (2,q))))) by
FINSEQ_3: 29;
(L
. k)
= (
Sum (M2
. k)) by
A11,
MATRPROB:def 1
.= (
Sum (
Line (M2,k))) by
A6,
A11,
MATRIX_0: 60
.= (
Sum (
Infor_FinSeq_of pp)) by
A6,
A8,
A11,
Th53
.= (
Sum ((((p
. k)
* (
log (2,(p
. k))))
* q)
+ ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))) by
A13,
A12,
Th51
.= ((
Sum (((p
. k)
* (
log (2,(p
. k))))
* q))
+ (
Sum ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))) by
A15,
A14,
A16,
INTEGRA5: 2
.= ((((p
. k)
* (
log (2,(p
. k))))
* (
Sum q))
+ (
Sum ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))) by
RVSUM_1: 87
.= ((((p
. k)
* (
log (2,(p
. k))))
* 1)
+ (
Sum ((p
. k)
* (
mlt (q,(
FinSeq_log (2,q))))))) by
MATRPROB:def 5
.= (((p
. k)
* (
log (2,(p
. k))))
+ ((p
. k)
* (
Sum (
Infor_FinSeq_of q)))) by
RVSUM_1: 87;
hence thesis;
end;
set M3 = (
Infor_FinSeq_of M);
set L2 = (
LineSum M3);
set p2 = (
mlt (p,L2));
set p1 = (
Infor_FinSeq_of p);
A17: (
len p1)
= (
len p) by
Th47;
then
A18: (
dom p1)
= (
dom M) by
A1,
FINSEQ_3: 29;
A19: (
len M3)
= (
len M) by
Def8;
then
A20: (
len L2)
= (
len p) by
A1,
MATRPROB:def 1;
then
A21: (
len p2)
= (
len p) by
MATRPROB: 30;
A22: (
dom p1)
= (
dom M3) by
A1,
A19,
A17,
FINSEQ_3: 29;
A23: (
dom L2)
= (
dom p1) by
A20,
A17,
FINSEQ_3: 29;
A24: (
dom p1)
= (
dom L) by
A3,
A7,
A5,
A17,
FINSEQ_3: 29;
now
let k such that
A25: k
in (
dom p1);
A26: (p2
. k)
= ((p
. k)
* (L2
. k)) by
RVSUM_1: 59
.= ((p
. k)
* (
Sum (M3
. k))) by
A23,
A25,
MATRPROB:def 1
.= ((p
. k)
* (
Sum (
Line (M3,k)))) by
A22,
A25,
MATRIX_0: 60
.= ((p
. k)
* (
Sum (
Infor_FinSeq_of (
Line (M,k))))) by
A18,
A25,
Th53;
thus (L
. k)
= (((p
. k)
* (
log (2,(p
. k))))
+ ((p
. k)
* (
Sum (
Infor_FinSeq_of (
Line (M,k)))))) by
A10,
A24,
A25
.= ((p1
. k)
+ (p2
. k)) by
A25,
A26,
Th47;
end;
then (
Sum L)
= ((
Sum (
Infor_FinSeq_of p))
+ (
Sum (
mlt (p,(
LineSum (
Infor_FinSeq_of M)))))) by
A3,
A7,
A5,
A17,
A21,
Th7;
hence thesis by
MATRPROB:def 3;
end;
theorem ::
ENTROPY1:65
for p be
ProbFinS
FinSequence of
REAL holds for M be non
empty-yielding
Conditional_Probability
Matrix of
REAL st (
len p)
= (
len M) holds (
Entropy_of_Joint_Prob ((
Vec2DiagMx p)
* M))
= ((
Entropy p)
+ (
Sum (
mlt (p,(
Entropy_of_Cond_Prob M)))))
proof
let p be
ProbFinS
FinSequence of
REAL ;
let M be non
empty-yielding
Conditional_Probability
Matrix of
REAL ;
set M1 = ((
Vec2DiagMx p)
* M);
assume
A1: (
len p)
= (
len M);
then
reconsider M1 as
Joint_Probability
Matrix of
REAL by
Th28;
A2: ((
Entropy p)
+ (
Sum (
mlt (p,(
Entropy_of_Cond_Prob M)))))
= ((
- (
Sum (
Infor_FinSeq_of p)))
+ (
Sum (
mlt (p,(
- (
LineSum (
Infor_FinSeq_of M))))))) by
Th63
.= ((
- (
Sum (
Infor_FinSeq_of p)))
+ (
Sum (
- (
mlt (p,(
LineSum (
Infor_FinSeq_of M))))))) by
RVSUM_1: 65
.= ((
- (
Sum (
Infor_FinSeq_of p)))
+ (
- (
Sum (
mlt (p,(
LineSum (
Infor_FinSeq_of M))))))) by
RVSUM_1: 88;
(
Entropy_of_Joint_Prob M1)
= (
- (
Sum (
Mx2FinS (
Infor_FinSeq_of M1)))) by
Th59
.= (
- (
SumAll (
Infor_FinSeq_of M1))) by
Th42
.= (
- ((
Sum (
Infor_FinSeq_of p))
+ (
Sum (
mlt (p,(
LineSum (
Infor_FinSeq_of M))))))) by
A1,
Th64
.= ((
- (
Sum (
Infor_FinSeq_of p)))
- (
Sum (
mlt (p,(
LineSum (
Infor_FinSeq_of M))))));
hence thesis by
A2;
end;