feat: port data.set.intervals.pi (#1223)

I changed a single proof, `Icc_diff_pi_univ_Ioo_subset` because the `simpa` got lost somewhere along the way. It did produce an existential statement in the end but it was not the correct one it seems. Since the proof was easy enough to fix without `simpa` I just did that instead of figuring out what exactly is going wrong.

Mathlib.lean

@@ -279,6 +279,7 @@ import Mathlib.Data.Set.Intervals.Group
 import Mathlib.Data.Set.Intervals.Monoid
 import Mathlib.Data.Set.Intervals.OrdConnected
 import Mathlib.Data.Set.Intervals.OrderIso
+import Mathlib.Data.Set.Intervals.Pi
 import Mathlib.Data.Set.Intervals.ProjIcc
 import Mathlib.Data.Set.Intervals.SurjOn
 import Mathlib.Data.Set.Intervals.UnorderedInterval

Mathlib/Data/Set/Intervals/Pi.lean

@@ -0,0 +1,171 @@
+/-
+Copyright (c) 2020 Yury Kudryashov. All rights reserved.
+Released under Apache 2.0 license as described in the file LICENSE.
+Authors: Yury Kudryashov
+
+! This file was ported from Lean 3 source module data.set.intervals.pi
+! leanprover-community/mathlib commit 207cfac9fcd06138865b5d04f7091e46d9320432
+! Please do not edit these lines, except to modify the commit id
+! if you have ported upstream changes.
+-/
+import Mathlib.Data.Set.Intervals.Basic
+import Mathlib.Data.Set.Lattice
+
+/-!
+# Intervals in `pi`-space
+
+In this we prove various simple lemmas about intervals in `Π i, α i`. Closed intervals (`Ici x`,
+`Iic x`, `Icc x y`) are equal to products of their projections to `α i`, while (semi-)open intervals
+usually include the corresponding products as proper subsets.
+-/
+
+variable {ι : Type _} {α : ι → Type _}
+
+namespace Set
+
+section PiPreorder
+
+variable [∀ i, Preorder (α i)] (x y : ∀ i, α i)
+
+@[simp]
+theorem pi_univ_Ici : (pi univ fun i ↦ Ici (x i)) = Ici x :=
+  ext fun y ↦ by simp [Pi.le_def]
+#align set.pi_univ_Ici Set.pi_univ_Ici
+
+@[simp]
+theorem pi_univ_Iic : (pi univ fun i ↦ Iic (x i)) = Iic x :=
+  ext fun y ↦ by simp [Pi.le_def]
+#align set.pi_univ_Iic Set.pi_univ_Iic
+
+@[simp]
+theorem pi_univ_Icc : (pi univ fun i ↦ Icc (x i) (y i)) = Icc x y :=
+  ext fun y ↦ by simp [Pi.le_def, forall_and]
+#align set.pi_univ_Icc Set.pi_univ_Icc
+
+theorem piecewise_mem_Icc {s : Set ι} [∀ j, Decidable (j ∈ s)] {f₁ f₂ g₁ g₂ : ∀ i, α i}
+    (h₁ : ∀ i ∈ s, f₁ i ∈ Icc (g₁ i) (g₂ i)) (h₂ : ∀ (i) (_ : i ∉ s), f₂ i ∈ Icc (g₁ i) (g₂ i)) :
+    s.piecewise f₁ f₂ ∈ Icc g₁ g₂ :=
+  ⟨le_piecewise (fun i hi ↦ (h₁ i hi).1) fun i hi ↦ (h₂ i hi).1,
+    piecewise_le (fun i hi ↦ (h₁ i hi).2) fun i hi ↦ (h₂ i hi).2⟩
+#align set.piecewise_mem_Icc Set.piecewise_mem_Icc
+
+theorem piecewise_mem_Icc' {s : Set ι} [∀ j, Decidable (j ∈ s)] {f₁ f₂ g₁ g₂ : ∀ i, α i}
+    (h₁ : f₁ ∈ Icc g₁ g₂) (h₂ : f₂ ∈ Icc g₁ g₂) : s.piecewise f₁ f₂ ∈ Icc g₁ g₂ :=
+  piecewise_mem_Icc (fun _ _ ↦ ⟨h₁.1 _, h₁.2 _⟩) fun _ _ ↦ ⟨h₂.1 _, h₂.2 _⟩
+#align set.piecewise_mem_Icc' Set.piecewise_mem_Icc'
+
+section Nonempty
+
+variable [Nonempty ι]
+
+theorem pi_univ_Ioi_subset : (pi univ fun i ↦ Ioi (x i)) ⊆ Ioi x := fun z hz ↦
+  ⟨fun i ↦ le_of_lt <| hz i trivial, fun h ↦
+    (Nonempty.elim ‹Nonempty ι›) fun i ↦ not_lt_of_le (h i) (hz i trivial)⟩
+#align set.pi_univ_Ioi_subset Set.pi_univ_Ioi_subset
+
+theorem pi_univ_Iio_subset : (pi univ fun i ↦ Iio (x i)) ⊆ Iio x :=
+  @pi_univ_Ioi_subset ι (fun i ↦ (α i)ᵒᵈ) _ x _
+#align set.pi_univ_Iio_subset Set.pi_univ_Iio_subset
+
+theorem pi_univ_Ioo_subset : (pi univ fun i ↦ Ioo (x i) (y i)) ⊆ Ioo x y := fun _ hx ↦
+  ⟨(pi_univ_Ioi_subset _) fun i hi ↦ (hx i hi).1, (pi_univ_Iio_subset _) fun i hi ↦ (hx i hi).2⟩
+#align set.pi_univ_Ioo_subset Set.pi_univ_Ioo_subset
+
+theorem pi_univ_Ioc_subset : (pi univ fun i ↦ Ioc (x i) (y i)) ⊆ Ioc x y := fun _ hx ↦
+  ⟨(pi_univ_Ioi_subset _) fun i hi ↦ (hx i hi).1, fun i ↦ (hx i trivial).2⟩
+#align set.pi_univ_Ioc_subset Set.pi_univ_Ioc_subset
+
+theorem pi_univ_Ico_subset : (pi univ fun i ↦ Ico (x i) (y i)) ⊆ Ico x y := fun _ hx ↦
+  ⟨fun i ↦ (hx i trivial).1, (pi_univ_Iio_subset _) fun i hi ↦ (hx i hi).2⟩
+#align set.pi_univ_Ico_subset Set.pi_univ_Ico_subset
+
+end Nonempty
+
+variable [DecidableEq ι]
+
+open Function (update)
+
+theorem pi_univ_Ioc_update_left {x y : ∀ i, α i} {i₀ : ι} {m : α i₀} (hm : x i₀ ≤ m) :
+    (pi univ fun i ↦ Ioc (update x i₀ m i) (y i)) =
+      { z | m < z i₀ } ∩ pi univ fun i ↦ Ioc (x i) (y i) :=
+  by
+  have : Ioc m (y i₀) = Ioi m ∩ Ioc (x i₀) (y i₀) := by
+    rw [← Ioi_inter_Iic, ← Ioi_inter_Iic, ← inter_assoc,
+      inter_eq_self_of_subset_left (Ioi_subset_Ioi hm)]
+  simp_rw [univ_pi_update i₀ _ _ fun i z ↦ Ioc z (y i), ← pi_inter_compl ({i₀} : Set ι),
+    singleton_pi', ← inter_assoc, this]
+  rfl
+#align set.pi_univ_Ioc_update_left Set.pi_univ_Ioc_update_left
+
+theorem pi_univ_Ioc_update_right {x y : ∀ i, α i} {i₀ : ι} {m : α i₀} (hm : m ≤ y i₀) :
+    (pi univ fun i ↦ Ioc (x i) (update y i₀ m i)) =
+      { z | z i₀ ≤ m } ∩ pi univ fun i ↦ Ioc (x i) (y i) :=
+  by
+  have : Ioc (x i₀) m = Iic m ∩ Ioc (x i₀) (y i₀) := by
+    rw [← Ioi_inter_Iic, ← Ioi_inter_Iic, inter_left_comm,
+      inter_eq_self_of_subset_left (Iic_subset_Iic.2 hm)]
+  simp_rw [univ_pi_update i₀ y m fun i z ↦ Ioc (x i) z, ← pi_inter_compl ({i₀} : Set ι),
+    singleton_pi', ← inter_assoc, this]
+  rfl
+#align set.pi_univ_Ioc_update_right Set.pi_univ_Ioc_update_right
+
+theorem disjoint_pi_univ_Ioc_update_left_right {x y : ∀ i, α i} {i₀ : ι} {m : α i₀} :
+    Disjoint (pi univ fun i ↦ Ioc (x i) (update y i₀ m i))
+      (pi univ fun i ↦ Ioc (update x i₀ m i) (y i)) :=
+  by 
+  rw [disjoint_left]
+  rintro z h₁ h₂
+  refine' (h₁ i₀ (mem_univ _)).2.not_lt _
+  simpa only [Function.update_same] using (h₂ i₀ (mem_univ _)).1
+#align set.disjoint_pi_univ_Ioc_update_left_right Set.disjoint_pi_univ_Ioc_update_left_right
+
+end PiPreorder
+
+variable [DecidableEq ι] [∀ i, LinearOrder (α i)]
+
+open Function (update)
+
+theorem pi_univ_Ioc_update_union (x y : ∀ i, α i) (i₀ : ι) (m : α i₀) (hm : m ∈ Icc (x i₀) (y i₀)) :
+    ((pi univ fun i ↦ Ioc (x i) (update y i₀ m i)) ∪
+        pi univ fun i ↦ Ioc (update x i₀ m i) (y i)) =
+      pi univ fun i ↦ Ioc (x i) (y i) :=
+  by
+  simp_rw [pi_univ_Ioc_update_left hm.1, pi_univ_Ioc_update_right hm.2, ← union_inter_distrib_right,
+    ← setOf_or, le_or_lt, setOf_true, univ_inter]
+#align set.pi_univ_Ioc_update_union Set.pi_univ_Ioc_update_union
+
+/-- If `x`, `y`, `x'`, and `y'` are functions `Π i : ι, α i`, then
+the set difference between the box `[x, y]` and the product of the open intervals `(x' i, y' i)`
+is covered by the union of the following boxes: for each `i : ι`, we take
+`[x, update y i (x' i)]` and `[update x i (y' i), y]`.
+
+E.g., if `x' = x` and `y' = y`, then this lemma states that the difference between a closed box
+`[x, y]` and the corresponding open box `{z | ∀ i, x i < z i < y i}` is covered by the union
+of the faces of `[x, y]`. -/
+theorem Icc_diff_pi_univ_Ioo_subset (x y x' y' : ∀ i, α i) :
+    (Icc x y \ pi univ fun i ↦ Ioo (x' i) (y' i)) ⊆
+      (⋃ i : ι, Icc x (update y i (x' i))) ∪ ⋃ i : ι, Icc (update x i (y' i)) y :=
+  by 
+  rintro a ⟨⟨hxa, hay⟩, ha'⟩
+  simp at ha'
+  simp [le_update_iff, update_le_iff, hxa, hay, hxa _, hay _, ← exists_or]
+  rcases ha' with ⟨w, hw⟩
+  apply Exists.intro w
+  cases lt_or_le (x' w) (a w) <;> simp_all
+
+#align set.Icc_diff_pi_univ_Ioo_subset Set.Icc_diff_pi_univ_Ioo_subset
+
+/-- If `x`, `y`, `z` are functions `Π i : ι, α i`, then
+the set difference between the box `[x, z]` and the product of the intervals `(y i, z i]`
+is covered by the union of the boxes `[x, update z i (y i)]`.
+
+E.g., if `x = y`, then this lemma states that the difference between a closed box
+`[x, y]` and the product of half-open intervals `{z | ∀ i, x i < z i ≤ y i}` is covered by the union
+of the faces of `[x, y]` adjacent to `x`. -/
+theorem Icc_diff_pi_univ_Ioc_subset (x y z : ∀ i, α i) :
+    (Icc x z \ pi univ fun i ↦ Ioc (y i) (z i)) ⊆ ⋃ i : ι, Icc x (update z i (y i)) := by
+  rintro a ⟨⟨hax, haz⟩, hay⟩
+  simpa [not_and_or, hax, le_update_iff, haz _] using hay
+#align set.Icc_diff_pi_univ_Ioc_subset Set.Icc_diff_pi_univ_Ioc_subset
+
+end Set