Rearrangement inequality #
This file proves the rearrangement inequality.
The rearrangement inequality tells you that for two functions f g : ι → α, the sum
∑ i, f i * g (σ i) is maximized over all σ : perm ι when g ∘ σ monovaries with f and
minimized when g ∘ σ antivaries with f.
Implementation notes #
In fact, we don't need much compatibility between the addition and multiplication of α, so we can
actually decouple them by replacing multiplication with scalar multiplication and making f and g
land in different types.
As a bonus, this makes the dual statement trivial. The multiplication versions are provided for
convenience.
The case for monotone/antitone pairs of functions over a linear_order is not deduced in this
file because it is easily deducible from the monovary API.
Scalar multiplication versions #
Rearrangement Inequality: Pointwise scalar multiplication of f and g is maximized when
f and g vary together. Stated by permuting the entries of g.
Rearrangement Inequality: Pointwise scalar multiplication of f and g is maximized when
f and g vary together. Stated by permuting the entries of f.
Rearrangement Inequality: Pointwise scalar multiplication of f and g is minimized when
f and g antivary together. Stated by permuting the entries of g.
Rearrangement Inequality: Pointwise scalar multiplication of f and g is minimized when
f and g antivary together. Stated by permuting the entries of f.
Rearrangement Inequality: Pointwise scalar multiplication of f and g is maximized when
f and g vary together. Stated by permuting the entries of g.
Rearrangement Inequality: Pointwise scalar multiplication of f and g is maximized when
f and g vary together. Stated by permuting the entries of f.
Rearrangement Inequality: Pointwise scalar multiplication of f and g is minimized when
f and g antivary together. Stated by permuting the entries of g.
Rearrangement Inequality: Pointwise scalar multiplication of f and g is minimized when
f and g antivary together. Stated by permuting the entries of f.
Multiplication versions #
Special cases of the above when scalar multiplication is actually multiplication.
Rearrangement Inequality: Pointwise multiplication of f and g is maximized when f and
g vary together. Stated by permuting the entries of g.
Rearrangement Inequality: Pointwise multiplication of f and g is maximized when f and
g vary together. Stated by permuting the entries of f.
Rearrangement Inequality: Pointwise multiplication of f and g is minimized when f and
g antivary together. Stated by permuting the entries of g.
Rearrangement Inequality: Pointwise multiplication of f and g is minimized when f and
g antivary together. Stated by permuting the entries of f.
Rearrangement Inequality: Pointwise multiplication of f and g is maximized when f and
g vary together. Stated by permuting the entries of g.
Rearrangement Inequality: Pointwise multiplication of f and g is maximized when f and
g vary together. Stated by permuting the entries of f.
Rearrangement Inequality: Pointwise multiplication of f and g is minimized when f and
g antivary together. Stated by permuting the entries of g.
Rearrangement Inequality: Pointwise multiplication of f and g is minimized when f and
g antivary together. Stated by permuting the entries of f.