[Merged by Bors] - feat(measure_theory/{lp_space,set_integral}): extend linear map lemmas from R to is_R_or_C

src/analysis/calculus/parametric_integral.lean

@@ -230,6 +230,7 @@ begin
   refine ⟨hF'_int, _⟩,
   simp_rw has_deriv_at_iff_has_fderiv_at at h_diff ⊢,
   rwa continuous_linear_map.integral_comp_comm _ hF'_int at key,
+  all_goals { apply_instance, },
 end
 
 /-- Derivative under integral of `x ↦ ∫ F x a` at a given point `x₀ : ℝ`, assuming

src/measure_theory/lp_space.lean

@@ -1540,19 +1540,23 @@ lemma continuous_comp_Lp [fact (1 ≤ p)] (hg : lipschitz_with c g) (g0 : g 0 =
 end lipschitz_with
 
 namespace continuous_linear_map
-variables [normed_space ℝ E] [normed_space ℝ F]
+variables {𝕜 : Type*} [nondiscrete_normed_field 𝕜] [normed_space 𝕜 E] [normed_space 𝕜 F]
 
-/-- Composing `f : Lp ` with `L : E →L[ℝ] F`. -/
-def comp_Lp (L : E →L[ℝ] F) (f : Lp E p μ) : Lp F p μ :=
+/-- Composing `f : Lp ` with `L : E →L[𝕜] F`. -/
+def comp_Lp (L : E →L[𝕜] F) (f : Lp E p μ) : Lp F p μ :=
 L.lipschitz.comp_Lp (map_zero L) f
 
-lemma coe_fn_comp_Lp (L : E →L[ℝ] F) (f : Lp E p μ) :
+lemma coe_fn_comp_Lp (L : E →L[𝕜] F) (f : Lp E p μ) :
   ∀ᵐ a ∂μ, (L.comp_Lp f) a = L (f a) :=
 lipschitz_with.coe_fn_comp_Lp _ _ _
 
-variables (μ p)
-/-- Composing `f : Lp E p μ` with `L : E →L[ℝ] F`, seen as a `ℝ`-linear map on `Lp E p μ`. -/
-def comp_Lpₗ (L : E →L[ℝ] F) : (Lp E p μ) →ₗ[ℝ] (Lp F p μ) :=
+lemma norm_comp_Lp_le (L : E →L[𝕜] F) (f : Lp E p μ)  : ∥L.comp_Lp f∥ ≤ ∥L∥ * ∥f∥ :=
+lipschitz_with.norm_comp_Lp_le _ _ _
+
+variables (μ p) [measurable_space 𝕜] [opens_measurable_space 𝕜]
+
+/-- Composing `f : Lp E p μ` with `L : E →L[𝕜] F`, seen as a `𝕜`-linear map on `Lp E p μ`. -/
+def comp_Lpₗ (L : E →L[𝕜] F) : (Lp E p μ) →ₗ[𝕜] (Lp F p μ) :=
 { to_fun := λ f, L.comp_Lp f,
   map_add' := begin
     intros f g,
@@ -1571,18 +1575,17 @@ def comp_Lpₗ (L : E →L[ℝ] F) : (Lp E p μ) →ₗ[ℝ] (Lp F p μ) :=
     simp only [ha1, ha2, ha3, ha4, map_smul, pi.smul_apply],
   end }
 
-variables {μ p}
-lemma norm_comp_Lp_le (L : E →L[ℝ] F) (f : Lp E p μ)  : ∥L.comp_Lp f∥ ≤ ∥L∥ * ∥f∥ :=
-lipschitz_with.norm_comp_Lp_le _ _ _
-
-variables (μ p)
-
-/-- Composing `f : Lp E p μ` with `L : E →L[ℝ] F`, seen as a continuous `ℝ`-linear map on
-`Lp E p μ`. -/
-def comp_LpL [fact (1 ≤ p)] (L : E →L[ℝ] F) : (Lp E p μ) →L[ℝ] (Lp F p μ) :=
+/-- Composing `f : Lp E p μ` with `L : E →L[𝕜] F`, seen as a continuous `𝕜`-linear map on
+`Lp E p μ`. See also the similar
+* `linear_map.comp_left` for functions,
+* `continuous_linear_map.comp_left_continuous` for continuous functions,
+* `continuous_linear_map.comp_left_continuous_bounded` for bounded continuous functions,
+* `continuous_linear_map.comp_left_continuous_compact` for continuous functions on compact spaces.
+-/
+def comp_LpL [fact (1 ≤ p)] (L : E →L[𝕜] F) : (Lp E p μ) →L[𝕜] (Lp F p μ) :=
 linear_map.mk_continuous (L.comp_Lpₗ p μ) ∥L∥ L.norm_comp_Lp_le
 
-lemma norm_compLpL_le [fact (1 ≤ p)] (L : E →L[ℝ] F) :
+lemma norm_compLpL_le [fact (1 ≤ p)] (L : E →L[𝕜] F) :
   ∥L.comp_LpL p μ∥ ≤ ∥L∥ :=
 linear_map.mk_continuous_norm_le _ (norm_nonneg _) _
 
@@ -1924,7 +1927,7 @@ begin
   have h : ∀ᵐ x ∂μ, ∃ l : E,
     at_top.tendsto (λ n, ∑ i in finset.range n, (f (i + 1) x - f i x)) (𝓝 l),
   { refine h_summable.mono (λ x hx, _),
-    let hx_sum := (summable.has_sum_iff_tendsto_nat hx).mp hx.has_sum,
+    let hx_sum := has_sum.tendsto_sum_nat hx.has_sum,
     exact ⟨∑' i, (f (i + 1) x - f i x), hx_sum⟩, },
   refine h.mono (λ x hx, _),
   cases hx with l hx,
@@ -2048,8 +2051,8 @@ namespace bounded_continuous_function
 
 open_locale bounded_continuous_function
 variables [borel_space E] [second_countable_topology E]
-variables [topological_space α] [borel_space α]
-variables [finite_measure μ]
+  [topological_space α] [borel_space α]
+  [finite_measure μ]
 
 /-- A bounded continuous function is in `Lp`. -/
 lemma mem_Lp (f : α →ᵇ E) :

src/measure_theory/set_integral.lean

@@ -457,9 +457,9 @@ the composition, as we are dealing with classes of functions, but it has already
 as `continuous_linear_map.comp_Lp`. We take advantage of this construction here.
 -/
 
-variables {μ : measure α} [normed_space ℝ E]
-variables [normed_group F] [normed_space ℝ F]
-variables {p : ennreal}
+variables {μ : measure α} {𝕜 : Type*} [is_R_or_C 𝕜] [normed_space 𝕜 E]
+  [normed_group F] [normed_space 𝕜 F]
+  {p : ennreal}
 
 local attribute [instance] fact_one_le_one_ennreal
 
@@ -468,28 +468,27 @@ namespace continuous_linear_map
 variables [measurable_space F] [borel_space F]
 
 variables [second_countable_topology F] [complete_space F]
-[borel_space E] [second_countable_topology E]
+  [borel_space E] [second_countable_topology E] [normed_space ℝ F]
 
-lemma integral_comp_Lp (L : E →L[ℝ] F) (φ : Lp E p μ) :
+lemma integral_comp_Lp (L : E →L[𝕜] F) (φ : Lp E p μ) :
   ∫ a, (L.comp_Lp φ) a ∂μ = ∫ a, L (φ a) ∂μ :=
 integral_congr_ae $ coe_fn_comp_Lp _ _
 
-lemma continuous_integral_comp_L1 (L : E →L[ℝ] F) :
+lemma continuous_integral_comp_L1 [measurable_space 𝕜] [opens_measurable_space 𝕜] (L : E →L[𝕜] F) :
   continuous (λ (φ : α →₁[μ] E), ∫ (a : α), L (φ a) ∂μ) :=
-begin
-  rw ← funext L.integral_comp_Lp,
-  exact continuous_integral.comp (L.comp_LpL 1 μ).continuous
-end
+by { rw ← funext L.integral_comp_Lp, exact continuous_integral.comp (L.comp_LpL 1 μ).continuous, }
 
-variables [complete_space E]
+variables [complete_space E] [measurable_space 𝕜] [opens_measurable_space 𝕜]
+  [normed_space ℝ E] [is_scalar_tower ℝ 𝕜 E] [is_scalar_tower ℝ 𝕜 F]
 
-lemma integral_comp_comm (L : E →L[ℝ] F) {φ : α → E} (φ_int : integrable φ μ) :
+lemma integral_comp_comm (L : E →L[𝕜] F) {φ : α → E} (φ_int : integrable φ μ) :
   ∫ a, L (φ a) ∂μ = L (∫ a, φ a ∂μ) :=
 begin
   apply integrable.induction (λ φ, ∫ a, L (φ a) ∂μ = L (∫ a, φ a ∂μ)),
   { intros e s s_meas s_finite,
-    rw [integral_indicator_const e s_meas, continuous_linear_map.map_smul,
-        ← integral_indicator_const (L e) s_meas],
+    rw [integral_indicator_const e s_meas, ← @smul_one_smul E ℝ 𝕜 _ _ _ _ _ (μ s).to_real e,
+      continuous_linear_map.map_smul, @smul_one_smul F ℝ 𝕜 _ _ _ _ _ (μ s).to_real (L e),
+      ← integral_indicator_const (L e) s_meas],
     congr' 1 with a,
     rw set.indicator_comp_of_zero L.map_zero },
   { intros f g H f_int g_int hf hg,
@@ -508,7 +507,7 @@ lemma integral_apply {H : Type*} [normed_group H] [normed_space ℝ H]
   (∫ a, φ a ∂μ) v = ∫ a, φ a v ∂μ :=
 ((continuous_linear_map.apply ℝ E v).integral_comp_comm φ_int).symm
 
-lemma integral_comp_comm' (L : E →L[ℝ] F) {K} (hL : antilipschitz_with K L) (φ : α → E) :
+lemma integral_comp_comm' (L : E →L[𝕜] F) {K} (hL : antilipschitz_with K L) (φ : α → E) :
   ∫ a, L (φ a) ∂μ = L (∫ a, φ a ∂μ) :=
 begin
   by_cases h : integrable φ μ,
@@ -518,33 +517,41 @@ begin
   simp [integral_undef, h, this]
 end
 
-lemma integral_comp_L1_comm (L : E →L[ℝ] F) (φ : α →₁[μ] E) : ∫ a, L (φ a) ∂μ = L (∫ a, φ a ∂μ) :=
+lemma integral_comp_L1_comm (L : E →L[𝕜] F) (φ : α →₁[μ] E) : ∫ a, L (φ a) ∂μ = L (∫ a, φ a ∂μ) :=
 L.integral_comp_comm (L1.integrable_coe_fn φ)
 
 end continuous_linear_map
 
 namespace linear_isometry
 
-variables [measurable_space F] [borel_space F] [complete_space E]
-[second_countable_topology F] [complete_space F]
-[borel_space E] [second_countable_topology E]
+variables [measurable_space F] [borel_space F] [second_countable_topology F] [complete_space F]
+  [normed_space ℝ F] [is_scalar_tower ℝ 𝕜 F]
+  [borel_space E] [second_countable_topology E] [complete_space E] [normed_space ℝ E]
+  [is_scalar_tower ℝ 𝕜 E]
+  [measurable_space 𝕜] [opens_measurable_space 𝕜]
 
-lemma integral_comp_comm (L : E →ₗᵢ[ℝ] F) (φ : α → E) :
-  ∫ a, L (φ a) ∂μ = L (∫ a, φ a ∂μ) :=
+lemma integral_comp_comm (L : E →ₗᵢ[𝕜] F) (φ : α → E) : ∫ a, L (φ a) ∂μ = L (∫ a, φ a ∂μ) :=
 L.to_continuous_linear_map.integral_comp_comm' L.antilipschitz _
 
 end linear_isometry
 
-variables [borel_space E] [second_countable_topology E] [complete_space E]
+variables [borel_space E] [second_countable_topology E] [complete_space E] [normed_space ℝ E]
   [measurable_space F] [borel_space F] [second_countable_topology F] [complete_space F]
+  [normed_space ℝ F]
+  [measurable_space 𝕜] [borel_space 𝕜]
+
+@[norm_cast] lemma integral_of_real {f : α → ℝ} : ∫ a, (f a : 𝕜) ∂μ = ↑∫ a, f a ∂μ :=
+(@is_R_or_C.of_real_li 𝕜 _).integral_comp_comm f
+
+lemma integral_re {f : α → 𝕜} (hf : integrable f μ) :
+  ∫ a, is_R_or_C.re (f a) ∂μ = is_R_or_C.re ∫ a, f a ∂μ :=
+(@is_R_or_C.re_clm 𝕜 _).integral_comp_comm hf
 
-@[norm_cast] lemma integral_of_real {𝕜 : Type*} [is_R_or_C 𝕜] [measurable_space 𝕜] [borel_space 𝕜]
-  {f : α → ℝ} :
-  ∫ a, (f a : 𝕜) ∂μ = ↑∫ a, f a ∂μ :=
-linear_isometry.integral_comp_comm (@is_R_or_C.of_real_li 𝕜 _) f
+lemma integral_im {f : α → 𝕜} (hf : integrable f μ) :
+  ∫ a, is_R_or_C.im (f a) ∂μ = is_R_or_C.im ∫ a, f a ∂μ :=
+(@is_R_or_C.im_clm 𝕜 _).integral_comp_comm hf
 
-lemma integral_conj {𝕜 : Type*} [is_R_or_C 𝕜] [measurable_space 𝕜] [borel_space 𝕜] {f : α → 𝕜} :
-  ∫ a, is_R_or_C.conj (f a) ∂μ = is_R_or_C.conj ∫ a, f a ∂μ :=
+lemma integral_conj {f : α → 𝕜} : ∫ a, is_R_or_C.conj (f a) ∂μ = is_R_or_C.conj ∫ a, f a ∂μ :=
 (@is_R_or_C.conj_lie 𝕜 _).to_linear_isometry.integral_comp_comm f
 
 lemma fst_integral {f : α → E × F} (hf : integrable f μ) :