Samplinglib
Lean gate not recorded for this source state main · 0e31a3cda412
production module

AutoSamplingTheory.TechnicalLemmas.Analysis.MeasurableGradient

1 named declarations scanned from AutoSamplingTheory/TechnicalLemmas/Analysis/MeasurableGradient.lean.

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theorem AutoSamplingTheory.TechnicalLemmas.Analysis.MeasurableGradient.measurable_gradient Partial Not mapped

- Mathlib's total Hilbert gradient of any real-valued function is measurable. At nondifferentiability points both the underlying total derivative and the gradient use their canonical default value.

theorem measurable_gradient (phi : E → ℝ) :
    Measurable (fun x : E => gradient phi x) := by
  rw [show (fun x : E => gradient phi x) =
      fun x => (InnerProductSpace.toDual ℝ E).symm (fderiv ℝ phi x) by
    funext x
    rfl]
  exact (InnerProductSpace.toDual ℝ E).symm.continuous.measurable.comp
    (measurable_fderiv ℝ phi)

end

end MeasurableGradient
end Analysis
end TechnicalLemmas
end AutoSamplingTheory