Volume Formula for Quadratic Subgradient Images
ProvedFunctionalInequalities.Analysis.volume_subgradientImage_quadraticAt_aux_readableThis is an auxiliary volume identity for quadratic subgradient images.
Let be a positive-definite real matrix, let , let , and let be any subset of that Euclidean space. Then the Lebesgue volume of the subgradient image of under quadraticAt is
The determinant factor is represented as an ENNReal value through ENNReal.ofReal. This identity is a reusable change-of-variables formula for the affine gradient map of a positive-definite quadratic.
Original Lean declaration header
Within namespace FunctionalInequalities.Analysis. Shown in its original module context. Proof omitted.
private lemma volume_subgradientImage_quadraticAt_aux
{n : ℕ} {A : Matrix (Fin n) (Fin n) ℝ} (hA : A.PosDef)
(x₀ b : EuclideanSpace ℝ (Fin n)) (c : ℝ)
{G : Set (EuclideanSpace ℝ (Fin n))} :
(volume : Measure (EuclideanSpace ℝ (Fin n)))
(subgradientImage (quadraticAt A x₀ b c) G) =
ENNReal.ofReal A.det *
(volume : Measure (EuclideanSpace ℝ (Fin n))) G
Module navigation
Module: Analysis/Convex/Alexandrov.
Definition modules: Analysis/Convex/Subgradient.
Supporting theorems: quadraticAt_subgradient_iff.
Previous: convexOn_quadraticAt · Next: infDist_frontier_le_of_forall_inner_le.
Source excerpt, lines 1603–1610 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_Convex_Alexandrov open MeasureTheory Set Matrix
lemma FunctionalInequalities.Analysis.volume_subgradientImage_quadraticAt_aux_readable
{n : ℕ} {A : Matrix (Fin n) (Fin n) ℝ} (hA : A.PosDef)
(x₀ b : EuclideanSpace ℝ (Fin n)) (c : ℝ)
{G : Set (EuclideanSpace ℝ (Fin n))} :
(volume : Measure (EuclideanSpace ℝ (Fin n)))
(subgradientImage (quadraticAt A x₀ b c) G) =
ENNReal.ofReal A.det *
(volume : Measure (EuclideanSpace ℝ (Fin n))) G := by sorry