(* Title: HOL/Deriv.thy
Author: Jacques D. Fleuriot, University of Cambridge, 1998
Author: Brian Huffman
Author: Lawrence C Paulson, 2004
Author: Benjamin Porter, 2005
*)
section \<open>Differentiation\<close>
theory Deriv
imports Limits
begin
subsection \<open>Frechet derivative\<close>
definition has_derivative :: "('a::real_normed_vector \ 'b::real_normed_vector) \
('a \ 'b) \ 'a filter \ bool" (infix "(has'_derivative)" 50)
where "(f has_derivative f') F \
bounded_linear f' \
((\<lambda>y. ((f y - f (Lim F (\<lambda>x. x))) - f' (y - Lim F (\<lambda>x. x))) /\<^sub>R norm (y - Lim F (\<lambda>x. x))) \<longlongrightarrow> 0) F"
text \<open>
Usually the filter \<^term>\<open>F\<close> is \<^term>\<open>at x within s\<close>. \<^term>\<open>(f has_derivative D)
(at x within s)\<close> means: \<^term>\<open>D\<close> is the derivative of function \<^term>\<open>f\<close> at point \<^term>\<open>x\<close>
within the set \<^term>\<open>s\<close>. Where \<^term>\<open>s\<close> is used to express left or right sided derivatives. In
most cases \<^term>\<open>s\<close> is either a variable or \<^term>\<open>UNIV\<close>.
\<close>
text \<open>These are the only cases we'll care about, probably.\<close>
lemma has_derivative_within: "(f has_derivative f') (at x within s) \
bounded_linear f' \ ((\y. (1 / norm(y - x)) *\<^sub>R (f y - (f x + f' (y - x)))) \ 0) (at x within s)"
unfolding has_derivative_def tendsto_iff
by (subst eventually_Lim_ident_at) (auto simp add: field_simps)
lemma has_derivative_eq_rhs: "(f has_derivative f') F \ f' = g' \ (f has_derivative g') F"
by simp
definition has_field_derivative :: "('a::real_normed_field \ 'a) \ 'a \ 'a filter \ bool"
(infix "(has'_field'_derivative)" 50)
where "(f has_field_derivative D) F \ (f has_derivative (*) D) F"
lemma DERIV_cong: "(f has_field_derivative X) F \ X = Y \ (f has_field_derivative Y) F"
by simp
definition has_vector_derivative :: "(real \ 'b::real_normed_vector) \ 'b \ real filter \ bool"
(infix "has'_vector'_derivative" 50)
where "(f has_vector_derivative f') net \ (f has_derivative (\x. x *\<^sub>R f')) net"
lemma has_vector_derivative_eq_rhs:
"(f has_vector_derivative X) F \ X = Y \ (f has_vector_derivative Y) F"
by simp
named_theorems derivative_intros "structural introduction rules for derivatives"
setup \<open>
let
val eq_thms = @{thms has_derivative_eq_rhs DERIV_cong has_vector_derivative_eq_rhs}
fun eq_rule thm = get_first (try (fn eq_thm => eq_thm OF [thm])) eq_thms
in
Global_Theory.add_thms_dynamic
(\<^binding>\<open>derivative_eq_intros\<close>,
fn context =>
Named_Theorems.get (Context.proof_of context) \<^named_theorems>\<open>derivative_intros\<close>
|> map_filter eq_rule)
end
\<close>
text \<open>
The following syntax is only used as a legacy syntax.
\<close>
abbreviation (input)
FDERIV :: "('a::real_normed_vector \ 'b::real_normed_vector) \ 'a \ ('a \ 'b) \ bool"
("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
where "FDERIV f x :> f' \ (f has_derivative f') (at x)"
lemma has_derivative_bounded_linear: "(f has_derivative f') F \ bounded_linear f'"
by (simp add: has_derivative_def)
lemma has_derivative_linear: "(f has_derivative f') F \ linear f'"
using bounded_linear.linear[OF has_derivative_bounded_linear] .
lemma has_derivative_ident[derivative_intros, simp]: "((\x. x) has_derivative (\x. x)) F"
by (simp add: has_derivative_def)
lemma has_derivative_id [derivative_intros, simp]: "(id has_derivative id) (at a)"
by (metis eq_id_iff has_derivative_ident)
lemma has_derivative_const[derivative_intros, simp]: "((\x. c) has_derivative (\x. 0)) F"
by (simp add: has_derivative_def)
lemma (in bounded_linear) bounded_linear: "bounded_linear f" ..
lemma (in bounded_linear) has_derivative:
"(g has_derivative g') F \ ((\x. f (g x)) has_derivative (\x. f (g' x))) F"
unfolding has_derivative_def
by (auto simp add: bounded_linear_compose [OF bounded_linear] scaleR diff dest: tendsto)
lemmas has_derivative_scaleR_right [derivative_intros] =
bounded_linear.has_derivative [OF bounded_linear_scaleR_right]
lemmas has_derivative_scaleR_left [derivative_intros] =
bounded_linear.has_derivative [OF bounded_linear_scaleR_left]
lemmas has_derivative_mult_right [derivative_intros] =
bounded_linear.has_derivative [OF bounded_linear_mult_right]
lemmas has_derivative_mult_left [derivative_intros] =
bounded_linear.has_derivative [OF bounded_linear_mult_left]
lemmas has_derivative_of_real[derivative_intros, simp] =
bounded_linear.has_derivative[OF bounded_linear_of_real]
lemma has_derivative_add[simp, derivative_intros]:
assumes f: "(f has_derivative f') F"
and g: "(g has_derivative g') F"
shows "((\x. f x + g x) has_derivative (\x. f' x + g' x)) F"
unfolding has_derivative_def
proof safe
let ?x = "Lim F (\x. x)"
let ?D = "\f f' y. ((f y - f ?x) - f' (y - ?x)) /\<^sub>R norm (y - ?x)"
have "((\x. ?D f f' x + ?D g g' x) \ (0 + 0)) F"
using f g by (intro tendsto_add) (auto simp: has_derivative_def)
then show "(?D (\x. f x + g x) (\x. f' x + g' x) \ 0) F"
by (simp add: field_simps scaleR_add_right scaleR_diff_right)
qed (blast intro: bounded_linear_add f g has_derivative_bounded_linear)
lemma has_derivative_sum[simp, derivative_intros]:
"(\i. i \ I \ (f i has_derivative f' i) F) \
((\<lambda>x. \<Sum>i\<in>I. f i x) has_derivative (\<lambda>x. \<Sum>i\<in>I. f' i x)) F"
by (induct I rule: infinite_finite_induct) simp_all
lemma has_derivative_minus[simp, derivative_intros]:
"(f has_derivative f') F \ ((\x. - f x) has_derivative (\x. - f' x)) F"
using has_derivative_scaleR_right[of f f' F "-1"] by simp
lemma has_derivative_diff[simp, derivative_intros]:
"(f has_derivative f') F \ (g has_derivative g') F \
((\<lambda>x. f x - g x) has_derivative (\<lambda>x. f' x - g' x)) F"
by (simp only: diff_conv_add_uminus has_derivative_add has_derivative_minus)
lemma has_derivative_at_within:
"(f has_derivative f') (at x within s) \
(bounded_linear f' \ ((\y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \ 0) (at x within s))"
proof (cases "at x within s = bot")
case True
then show ?thesis
by (metis (no_types, lifting) has_derivative_within tendsto_bot)
next
case False
then show ?thesis
by (simp add: Lim_ident_at has_derivative_def)
qed
lemma has_derivative_iff_norm:
"(f has_derivative f') (at x within s) \
bounded_linear f' \ ((\y. norm ((f y - f x) - f' (y - x)) / norm (y - x)) \ 0) (at x within s)"
using tendsto_norm_zero_iff[of _ "at x within s", where 'b="'b", symmetric]
by (simp add: has_derivative_at_within divide_inverse ac_simps)
lemma has_derivative_at:
"(f has_derivative D) (at x) \
(bounded_linear D \<and> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) \<midarrow>0\<rightarrow> 0)"
by (simp add: has_derivative_iff_norm LIM_offset_zero_iff)
lemma field_has_derivative_at:
fixes x :: "'a::real_normed_field"
shows "(f has_derivative (*) D) (at x) \ (\h. (f (x + h) - f x) / h) \0\ D" (is "?lhs = ?rhs")
proof -
have "?lhs = (\h. norm (f (x + h) - f x - D * h) / norm h) \0 \ 0"
by (simp add: bounded_linear_mult_right has_derivative_at)
also have "... = (\y. norm ((f (x + y) - f x - D * y) / y)) \0\ 0"
by (simp cong: LIM_cong flip: nonzero_norm_divide)
also have "... = (\y. norm ((f (x + y) - f x) / y - D / y * y)) \0\ 0"
by (simp only: diff_divide_distrib times_divide_eq_left [symmetric])
also have "... = ?rhs"
by (simp add: tendsto_norm_zero_iff LIM_zero_iff cong: LIM_cong)
finally show ?thesis .
qed
lemma has_derivative_iff_Ex:
"(f has_derivative f') (at x) \
bounded_linear f' \ (\e. (\h. f (x+h) = f x + f' h + e h) \ ((\h. norm (e h) / norm h) \ 0) (at 0))"
unfolding has_derivative_at by force
lemma has_derivative_at_within_iff_Ex:
assumes "x \ S" "open S"
shows "(f has_derivative f') (at x within S) \
bounded_linear f' \ (\e. (\h. x+h \ S \ f (x+h) = f x + f' h + e h) \ ((\h. norm (e h) / norm h) \ 0) (at 0))"
(is "?lhs = ?rhs")
proof safe
show "bounded_linear f'"
if "(f has_derivative f') (at x within S)"
using has_derivative_bounded_linear that by blast
show "\e. (\h. x + h \ S \ f (x + h) = f x + f' h + e h) \ (\h. norm (e h) / norm h) \0\ 0"
if "(f has_derivative f') (at x within S)"
by (metis (full_types) assms that has_derivative_iff_Ex at_within_open)
show "(f has_derivative f') (at x within S)"
if "bounded_linear f'"
and eq [rule_format]: "\h. x + h \ S \ f (x + h) = f x + f' h + e h"
and 0: "(\h. norm (e (h::'a)::'b) / norm h) \0\ 0"
for e
proof -
have 1: "f y - f x = f' (y-x) + e (y-x)" if "y \ S" for y
using eq [of "y-x"] that by simp
have 2: "((\y. norm (e (y-x)) / norm (y - x)) \ 0) (at x within S)"
by (simp add: "0" assms tendsto_offset_zero_iff)
have "((\y. norm (f y - f x - f' (y - x)) / norm (y - x)) \ 0) (at x within S)"
by (simp add: Lim_cong_within 1 2)
then show ?thesis
by (simp add: has_derivative_iff_norm \<open>bounded_linear f'\<close>)
qed
qed
lemma has_derivativeI:
"bounded_linear f' \
((\<lambda>y. ((f y - f x) - f' (y - x)) /\<^sub>R norm (y - x)) \<longlongrightarrow> 0) (at x within s) \<Longrightarrow>
(f has_derivative f') (at x within s)"
by (simp add: has_derivative_at_within)
lemma has_derivativeI_sandwich:
assumes e: "0 < e"
and bounded: "bounded_linear f'"
and sandwich: "(\y. y \ s \ y \ x \ dist y x < e \
norm ((f y - f x) - f' (y - x)) / norm (y - x) \ H y)"
and "(H \ 0) (at x within s)"
shows "(f has_derivative f') (at x within s)"
unfolding has_derivative_iff_norm
proof safe
show "((\y. norm (f y - f x - f' (y - x)) / norm (y - x)) \ 0) (at x within s)"
proof (rule tendsto_sandwich[where f="\x. 0"])
show "(H \ 0) (at x within s)" by fact
show "eventually (\n. norm (f n - f x - f' (n - x)) / norm (n - x) \ H n) (at x within s)"
unfolding eventually_at using e sandwich by auto
qed (auto simp: le_divide_eq)
qed fact
lemma has_derivative_subset:
"(f has_derivative f') (at x within s) \ t \ s \ (f has_derivative f') (at x within t)"
by (auto simp add: has_derivative_iff_norm intro: tendsto_within_subset)
lemma has_derivative_within_singleton_iff:
"(f has_derivative g) (at x within {x}) \ bounded_linear g"
by (auto intro!: has_derivativeI_sandwich[where e=1] has_derivative_bounded_linear)
subsubsection \<open>Limit transformation for derivatives\<close>
lemma has_derivative_transform_within:
assumes "(f has_derivative f') (at x within s)"
and "0 < d"
and "x \ s"
and "\x'. \x' \ s; dist x' x < d\ \ f x' = g x'"
shows "(g has_derivative f') (at x within s)"
using assms
unfolding has_derivative_within
by (force simp add: intro: Lim_transform_within)
lemma has_derivative_transform_within_open:
assumes "(f has_derivative f') (at x within t)"
and "open s"
and "x \ s"
and "\x. x\s \ f x = g x"
shows "(g has_derivative f') (at x within t)"
using assms unfolding has_derivative_within
by (force simp add: intro: Lim_transform_within_open)
lemma has_derivative_transform:
assumes "x \ s" "\x. x \ s \ g x = f x"
assumes "(f has_derivative f') (at x within s)"
shows "(g has_derivative f') (at x within s)"
using assms
by (intro has_derivative_transform_within[OF _ zero_less_one, where g=g]) auto
lemma has_derivative_transform_eventually:
assumes "(f has_derivative f') (at x within s)"
"(\\<^sub>F x' in at x within s. f x' = g x')"
assumes "f x = g x" "x \ s"
shows "(g has_derivative f') (at x within s)"
using assms
proof -
from assms(2,3) obtain d where "d > 0" "\x'. x' \ s \ dist x' x < d \ f x' = g x'"
by (force simp: eventually_at)
from has_derivative_transform_within[OF assms(1) this(1) assms(4) this(2)]
show ?thesis .
qed
lemma has_field_derivative_transform_within:
assumes "(f has_field_derivative f') (at a within S)"
and "0 < d"
and "a \ S"
and "\x. \x \ S; dist x a < d\ \ f x = g x"
shows "(g has_field_derivative f') (at a within S)"
using assms unfolding has_field_derivative_def
by (metis has_derivative_transform_within)
lemma has_field_derivative_transform_within_open:
assumes "(f has_field_derivative f') (at a)"
and "open S" "a \ S"
and "\x. x \ S \ f x = g x"
shows "(g has_field_derivative f') (at a)"
using assms unfolding has_field_derivative_def
by (metis has_derivative_transform_within_open)
subsection \<open>Continuity\<close>
lemma has_derivative_continuous:
assumes f: "(f has_derivative f') (at x within s)"
shows "continuous (at x within s) f"
proof -
from f interpret F: bounded_linear f'
by (rule has_derivative_bounded_linear)
note F.tendsto[tendsto_intros]
let ?L = "\f. (f \ 0) (at x within s)"
have "?L (\y. norm ((f y - f x) - f' (y - x)) / norm (y - x))"
using f unfolding has_derivative_iff_norm by blast
then have "?L (\y. norm ((f y - f x) - f' (y - x)) / norm (y - x) * norm (y - x))" (is ?m)
by (rule tendsto_mult_zero) (auto intro!: tendsto_eq_intros)
also have "?m \ ?L (\y. norm ((f y - f x) - f' (y - x)))"
by (intro filterlim_cong) (simp_all add: eventually_at_filter)
finally have "?L (\y. (f y - f x) - f' (y - x))"
by (rule tendsto_norm_zero_cancel)
then have "?L (\y. ((f y - f x) - f' (y - x)) + f' (y - x))"
by (rule tendsto_eq_intros) (auto intro!: tendsto_eq_intros simp: F.zero)
then have "?L (\y. f y - f x)"
by simp
from tendsto_add[OF this tendsto_const, of "f x"] show ?thesis
by (simp add: continuous_within)
qed
subsection \<open>Composition\<close>
lemma tendsto_at_iff_tendsto_nhds_within:
"f x = y \ (f \ y) (at x within s) \ (f \ y) (inf (nhds x) (principal s))"
unfolding tendsto_def eventually_inf_principal eventually_at_filter
by (intro ext all_cong imp_cong) (auto elim!: eventually_mono)
lemma has_derivative_in_compose:
assumes f: "(f has_derivative f') (at x within s)"
and g: "(g has_derivative g') (at (f x) within (f`s))"
shows "((\x. g (f x)) has_derivative (\x. g' (f' x))) (at x within s)"
proof -
from f interpret F: bounded_linear f'
by (rule has_derivative_bounded_linear)
from g interpret G: bounded_linear g'
by (rule has_derivative_bounded_linear)
from F.bounded obtain kF where kF: "\x. norm (f' x) \ norm x * kF"
by fast
from G.bounded obtain kG where kG: "\x. norm (g' x) \ norm x * kG"
by fast
note G.tendsto[tendsto_intros]
let ?L = "\f. (f \ 0) (at x within s)"
let ?D = "\f f' x y. (f y - f x) - f' (y - x)"
let ?N = "\f f' x y. norm (?D f f' x y) / norm (y - x)"
let ?gf = "\x. g (f x)" and ?gf' = "\x. g' (f' x)"
define Nf where "Nf = ?N f f' x"
define Ng where [abs_def]: "Ng y = ?N g g' (f x) (f y)" for y
show ?thesis
proof (rule has_derivativeI_sandwich[of 1])
show "bounded_linear (\x. g' (f' x))"
using f g by (blast intro: bounded_linear_compose has_derivative_bounded_linear)
next
fix y :: 'a
assume neq: "y \ x"
have "?N ?gf ?gf' x y = norm (g' (?D f f' x y) + ?D g g' (f x) (f y)) / norm (y - x)"
by (simp add: G.diff G.add field_simps)
also have "\ \ norm (g' (?D f f' x y)) / norm (y - x) + Ng y * (norm (f y - f x) / norm (y - x))"
by (simp add: add_divide_distrib[symmetric] divide_right_mono norm_triangle_ineq G.zero Ng_def)
also have "\ \ Nf y * kG + Ng y * (Nf y + kF)"
proof (intro add_mono mult_left_mono)
have "norm (f y - f x) = norm (?D f f' x y + f' (y - x))"
by simp
also have "\ \ norm (?D f f' x y) + norm (f' (y - x))"
by (rule norm_triangle_ineq)
also have "\ \ norm (?D f f' x y) + norm (y - x) * kF"
using kF by (intro add_mono) simp
finally show "norm (f y - f x) / norm (y - x) \ Nf y + kF"
by (simp add: neq Nf_def field_simps)
qed (use kG in \<open>simp_all add: Ng_def Nf_def neq zero_le_divide_iff field_simps\<close>)
finally show "?N ?gf ?gf' x y \ Nf y * kG + Ng y * (Nf y + kF)" .
next
have [tendsto_intros]: "?L Nf"
using f unfolding has_derivative_iff_norm Nf_def ..
from f have "(f \ f x) (at x within s)"
by (blast intro: has_derivative_continuous continuous_within[THEN iffD1])
then have f': "LIM x at x within s. f x :> inf (nhds (f x)) (principal (f`s))"
unfolding filterlim_def
by (simp add: eventually_filtermap eventually_at_filter le_principal)
have "((?N g g' (f x)) \ 0) (at (f x) within f`s)"
using g unfolding has_derivative_iff_norm ..
then have g': "((?N g g' (f x)) \<longlongrightarrow> 0) (inf (nhds (f x)) (principal (f`s)))"
by (rule tendsto_at_iff_tendsto_nhds_within[THEN iffD1, rotated]) simp
have [tendsto_intros]: "?L Ng"
unfolding Ng_def by (rule filterlim_compose[OF g' f'])
show "((\y. Nf y * kG + Ng y * (Nf y + kF)) \ 0) (at x within s)"
by (intro tendsto_eq_intros) auto
qed simp
qed
lemma has_derivative_compose:
"(f has_derivative f') (at x within s) \ (g has_derivative g') (at (f x)) \
((\<lambda>x. g (f x)) has_derivative (\<lambda>x. g' (f' x))) (at x within s)"
by (blast intro: has_derivative_in_compose has_derivative_subset)
lemma has_derivative_in_compose2:
assumes "\x. x \ t \ (g has_derivative g' x) (at x within t)"
assumes "f ` s \ t" "x \ s"
assumes "(f has_derivative f') (at x within s)"
shows "((\x. g (f x)) has_derivative (\y. g' (f x) (f' y))) (at x within s)"
using assms
by (auto intro: has_derivative_subset intro!: has_derivative_in_compose[of f f' x s g])
lemma (in bounded_bilinear) FDERIV:
assumes f: "(f has_derivative f') (at x within s)" and g: "(g has_derivative g') (at x within s)"
shows "((\x. f x ** g x) has_derivative (\h. f x ** g' h + f' h ** g x)) (at x within s)"
proof -
from bounded_linear.bounded [OF has_derivative_bounded_linear [OF f]]
obtain KF where norm_F: "\x. norm (f' x) \ norm x * KF" by fast
from pos_bounded obtain K
where K: "0 < K" and norm_prod: "\a b. norm (a ** b) \ norm a * norm b * K"
by fast
let ?D = "\f f' y. f y - f x - f' (y - x)"
let ?N = "\f f' y. norm (?D f f' y) / norm (y - x)"
define Ng where "Ng = ?N g g'"
define Nf where "Nf = ?N f f'"
let ?fun1 = "\y. norm (f y ** g y - f x ** g x - (f x ** g' (y - x) + f' (y - x) ** g x)) / norm (y - x)"
let ?fun2 = "\y. norm (f x) * Ng y * K + Nf y * norm (g y) * K + KF * norm (g y - g x) * K"
let ?F = "at x within s"
show ?thesis
proof (rule has_derivativeI_sandwich[of 1])
show "bounded_linear (\h. f x ** g' h + f' h ** g x)"
by (intro bounded_linear_add
bounded_linear_compose [OF bounded_linear_right] bounded_linear_compose [OF bounded_linear_left]
has_derivative_bounded_linear [OF g] has_derivative_bounded_linear [OF f])
next
from g have "(g \ g x) ?F"
by (intro continuous_within[THEN iffD1] has_derivative_continuous)
moreover from f g have "(Nf \ 0) ?F" "(Ng \ 0) ?F"
by (simp_all add: has_derivative_iff_norm Ng_def Nf_def)
ultimately have "(?fun2 \ norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K) ?F"
by (intro tendsto_intros) (simp_all add: LIM_zero_iff)
then show "(?fun2 \ 0) ?F"
by simp
next
fix y :: 'd
assume "y \ x"
have "?fun1 y =
norm (f x ** ?D g g' y + ?D f f' y ** g y + f' (y - x) ** (g y - g x)) / norm (y - x)"
by (simp add: diff_left diff_right add_left add_right field_simps)
also have "\ \ (norm (f x) * norm (?D g g' y) * K + norm (?D f f' y) * norm (g y) * K +
norm (y - x) * KF * norm (g y - g x) * K) / norm (y - x)"
by (intro divide_right_mono mult_mono'
order_trans [OF norm_triangle_ineq add_mono]
order_trans [OF norm_prod mult_right_mono]
mult_nonneg_nonneg order_refl norm_ge_zero norm_F
K [THEN order_less_imp_le])
also have "\ = ?fun2 y"
by (simp add: add_divide_distrib Ng_def Nf_def)
finally show "?fun1 y \ ?fun2 y" .
qed simp
qed
lemmas has_derivative_mult[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_mult]
lemmas has_derivative_scaleR[simp, derivative_intros] = bounded_bilinear.FDERIV[OF bounded_bilinear_scaleR]
lemma has_derivative_prod[simp, derivative_intros]:
fixes f :: "'i \ 'a::real_normed_vector \ 'b::real_normed_field"
shows "(\i. i \ I \ (f i has_derivative f' i) (at x within S)) \
((\<lambda>x. \<Prod>i\<in>I. f i x) has_derivative (\<lambda>y. \<Sum>i\<in>I. f' i y * (\<Prod>j\<in>I - {i}. f j x))) (at x within S)"
proof (induct I rule: infinite_finite_induct)
case infinite
then show ?case by simp
next
case empty
then show ?case by simp
next
case (insert i I)
let ?P = "\y. f i x * (\i\I. f' i y * (\j\I - {i}. f j x)) + (f' i y) * (\i\I. f i x)"
have "((\x. f i x * (\i\I. f i x)) has_derivative ?P) (at x within S)"
using insert by (intro has_derivative_mult) auto
also have "?P = (\y. \i'\insert i I. f' i' y * (\j\insert i I - {i'}. f j x))"
using insert(1,2)
by (auto simp add: sum_distrib_left insert_Diff_if intro!: ext sum.cong)
finally show ?case
using insert by simp
qed
lemma has_derivative_power[simp, derivative_intros]:
fixes f :: "'a :: real_normed_vector \ 'b :: real_normed_field"
assumes f: "(f has_derivative f') (at x within S)"
shows "((\x. f x^n) has_derivative (\y. of_nat n * f' y * f x^(n - 1))) (at x within S)"
using has_derivative_prod[OF f, of "{..< n}"] by (simp add: prod_constant ac_simps)
lemma has_derivative_inverse':
fixes x :: "'a::real_normed_div_algebra"
assumes x: "x \ 0"
shows "(inverse has_derivative (\h. - (inverse x * h * inverse x))) (at x within S)"
(is "(_ has_derivative ?f) _")
proof (rule has_derivativeI_sandwich)
show "bounded_linear (\h. - (inverse x * h * inverse x))"
by (simp add: bounded_linear_minus bounded_linear_mult_const bounded_linear_mult_right)
show "0 < norm x" using x by simp
have "(inverse \ inverse x) (at x within S)"
using tendsto_inverse tendsto_ident_at x by auto
then show "((\y. norm (inverse y - inverse x) * norm (inverse x)) \ 0) (at x within S)"
by (simp add: LIM_zero_iff tendsto_mult_left_zero tendsto_norm_zero)
next
fix y :: 'a
assume h: "y \ x" "dist y x < norm x"
then have "y \ 0" by auto
have "norm (inverse y - inverse x - ?f (y -x)) / norm (y - x)
= norm (- (inverse y * (y - x) * inverse x - inverse x * (y - x) * inverse x)) /
norm (y - x)"
by (simp add: \<open>y \<noteq> 0\<close> inverse_diff_inverse x)
also have "... = norm ((inverse y - inverse x) * (y - x) * inverse x) / norm (y - x)"
by (simp add: left_diff_distrib norm_minus_commute)
also have "\ \ norm (inverse y - inverse x) * norm (y - x) * norm (inverse x) / norm (y - x)"
by (simp add: norm_mult)
also have "\ = norm (inverse y - inverse x) * norm (inverse x)"
by simp
finally show "norm (inverse y - inverse x - ?f (y -x)) / norm (y - x) \
norm (inverse y - inverse x) * norm (inverse x)" .
qed
lemma has_derivative_inverse[simp, derivative_intros]:
fixes f :: "_ \ 'a::real_normed_div_algebra"
assumes x: "f x \ 0"
and f: "(f has_derivative f') (at x within S)"
shows "((\x. inverse (f x)) has_derivative (\h. - (inverse (f x) * f' h * inverse (f x))))
(at x within S)"
using has_derivative_compose[OF f has_derivative_inverse', OF x] .
lemma has_derivative_divide[simp, derivative_intros]:
fixes f :: "_ \ 'a::real_normed_div_algebra"
assumes f: "(f has_derivative f') (at x within S)"
and g: "(g has_derivative g') (at x within S)"
assumes x: "g x \ 0"
shows "((\x. f x / g x) has_derivative
(\<lambda>h. - f x * (inverse (g x) * g' h * inverse (g x)) + f' h / g x)) (at x within S)"
using has_derivative_mult[OF f has_derivative_inverse[OF x g]]
by (simp add: field_simps)
lemma has_derivative_power_int':
fixes x :: "'a::real_normed_field"
assumes x: "x \ 0"
shows "((\x. power_int x n) has_derivative (\y. y * (of_int n * power_int x (n - 1)))) (at x within S)"
proof (cases n rule: int_cases4)
case (nonneg n)
thus ?thesis using x
by (cases "n = 0") (auto intro!: derivative_eq_intros simp: field_simps power_int_diff fun_eq_iff
simp flip: power_Suc)
next
case (neg n)
thus ?thesis using x
by (auto intro!: derivative_eq_intros simp: field_simps power_int_diff power_int_minus
simp flip: power_Suc power_Suc2 power_add)
qed
lemma has_derivative_power_int[simp, derivative_intros]:
fixes f :: "_ \ 'a::real_normed_field"
assumes x: "f x \ 0"
and f: "(f has_derivative f') (at x within S)"
shows "((\x. power_int (f x) n) has_derivative (\h. f' h * (of_int n * power_int (f x) (n - 1))))
(at x within S)"
using has_derivative_compose[OF f has_derivative_power_int', OF x] .
text \<open>Conventional form requires mult-AC laws. Types real and complex only.\<close>
lemma has_derivative_divide'[derivative_intros]:
fixes f :: "_ \ 'a::real_normed_field"
assumes f: "(f has_derivative f') (at x within S)"
and g: "(g has_derivative g') (at x within S)"
and x: "g x \ 0"
shows "((\x. f x / g x) has_derivative (\h. (f' h * g x - f x * g' h) / (g x * g x))) (at x within S)"
proof -
have "f' h / g x - f x * (inverse (g x) * g' h * inverse (g x)) =
(f' h * g x - f x * g' h) / (g x * g x)" for h
by (simp add: field_simps x)
then show ?thesis
using has_derivative_divide [OF f g] x
by simp
qed
subsection \<open>Uniqueness\<close>
text \<open>
This can not generally shown for \<^const>\<open>has_derivative\<close>, as we need to approach the point from
all directions. There is a proof in \<open>Analysis\<close> for \<open>euclidean_space\<close>.
\<close>
lemma has_derivative_at2: "(f has_derivative f') (at x) \
bounded_linear f' \ ((\y. (1 / (norm(y - x))) *\<^sub>R (f y - (f x + f' (y - x)))) \ 0) (at x)"
using has_derivative_within [of f f' x UNIV]
by simp
lemma has_derivative_zero_unique:
assumes "((\x. 0) has_derivative F) (at x)"
shows "F = (\h. 0)"
proof -
interpret F: bounded_linear F
using assms by (rule has_derivative_bounded_linear)
let ?r = "\h. norm (F h) / norm h"
have *: "?r \0\ 0"
using assms unfolding has_derivative_at by simp
show "F = (\h. 0)"
proof
show "F h = 0" for h
proof (rule ccontr)
assume **: "\ ?thesis"
then have h: "h \ 0"
by (auto simp add: F.zero)
with ** have "0 < ?r h"
by simp
from LIM_D [OF * this] obtain S
where S: "0 < S" and r: "\x. x \ 0 \ norm x < S \ ?r x < ?r h"
by auto
from dense [OF S] obtain t where t: "0 < t \ t < S" ..
let ?x = "scaleR (t / norm h) h"
have "?x \ 0" and "norm ?x < S"
using t h by simp_all
then have "?r ?x < ?r h"
by (rule r)
then show False
using t h by (simp add: F.scaleR)
qed
qed
qed
lemma has_derivative_unique:
assumes "(f has_derivative F) (at x)"
and "(f has_derivative F') (at x)"
shows "F = F'"
proof -
have "((\x. 0) has_derivative (\h. F h - F' h)) (at x)"
using has_derivative_diff [OF assms] by simp
then have "(\h. F h - F' h) = (\h. 0)"
by (rule has_derivative_zero_unique)
then show "F = F'"
unfolding fun_eq_iff right_minus_eq .
qed
lemma has_derivative_Uniq: "\\<^sub>\\<^sub>1F. (f has_derivative F) (at x)"
by (simp add: Uniq_def has_derivative_unique)
subsection \<open>Differentiability predicate\<close>
definition differentiable :: "('a::real_normed_vector \ 'b::real_normed_vector) \ 'a filter \ bool"
(infix "differentiable" 50)
where "f differentiable F \ (\D. (f has_derivative D) F)"
lemma differentiable_subset:
"f differentiable (at x within s) \ t \ s \ f differentiable (at x within t)"
unfolding differentiable_def by (blast intro: has_derivative_subset)
lemmas differentiable_within_subset = differentiable_subset
lemma differentiable_ident [simp, derivative_intros]: "(\x. x) differentiable F"
unfolding differentiable_def by (blast intro: has_derivative_ident)
lemma differentiable_const [simp, derivative_intros]: "(\z. a) differentiable F"
unfolding differentiable_def by (blast intro: has_derivative_const)
lemma differentiable_in_compose:
"f differentiable (at (g x) within (g`s)) \ g differentiable (at x within s) \
(\<lambda>x. f (g x)) differentiable (at x within s)"
unfolding differentiable_def by (blast intro: has_derivative_in_compose)
lemma differentiable_compose:
"f differentiable (at (g x)) \ g differentiable (at x within s) \
(\<lambda>x. f (g x)) differentiable (at x within s)"
by (blast intro: differentiable_in_compose differentiable_subset)
lemma differentiable_add [simp, derivative_intros]:
"f differentiable F \ g differentiable F \ (\x. f x + g x) differentiable F"
unfolding differentiable_def by (blast intro: has_derivative_add)
lemma differentiable_sum[simp, derivative_intros]:
assumes "finite s" "\a\s. (f a) differentiable net"
shows "(\x. sum (\a. f a x) s) differentiable net"
proof -
from bchoice[OF assms(2)[unfolded differentiable_def]]
show ?thesis
by (auto intro!: has_derivative_sum simp: differentiable_def)
qed
lemma differentiable_minus [simp, derivative_intros]:
"f differentiable F \ (\x. - f x) differentiable F"
unfolding differentiable_def by (blast intro: has_derivative_minus)
lemma differentiable_diff [simp, derivative_intros]:
"f differentiable F \ g differentiable F \ (\x. f x - g x) differentiable F"
unfolding differentiable_def by (blast intro: has_derivative_diff)
lemma differentiable_mult [simp, derivative_intros]:
fixes f g :: "'a::real_normed_vector \ 'b::real_normed_algebra"
shows "f differentiable (at x within s) \ g differentiable (at x within s) \
(\<lambda>x. f x * g x) differentiable (at x within s)"
unfolding differentiable_def by (blast intro: has_derivative_mult)
lemma differentiable_inverse [simp, derivative_intros]:
fixes f :: "'a::real_normed_vector \ 'b::real_normed_field"
shows "f differentiable (at x within s) \ f x \ 0 \
(\<lambda>x. inverse (f x)) differentiable (at x within s)"
unfolding differentiable_def by (blast intro: has_derivative_inverse)
lemma differentiable_divide [simp, derivative_intros]:
fixes f g :: "'a::real_normed_vector \ 'b::real_normed_field"
shows "f differentiable (at x within s) \ g differentiable (at x within s) \
g x \<noteq> 0 \<Longrightarrow> (\<lambda>x. f x / g x) differentiable (at x within s)"
unfolding divide_inverse by simp
lemma differentiable_power [simp, derivative_intros]:
fixes f g :: "'a::real_normed_vector \ 'b::real_normed_field"
shows "f differentiable (at x within s) \ (\x. f x ^ n) differentiable (at x within s)"
unfolding differentiable_def by (blast intro: has_derivative_power)
lemma differentiable_power_int [simp, derivative_intros]:
fixes f :: "'a::real_normed_vector \ 'b::real_normed_field"
shows "f differentiable (at x within s) \ f x \ 0 \
(\<lambda>x. power_int (f x) n) differentiable (at x within s)"
unfolding differentiable_def by (blast intro: has_derivative_power_int)
lemma differentiable_scaleR [simp, derivative_intros]:
"f differentiable (at x within s) \ g differentiable (at x within s) \
(\<lambda>x. f x *\<^sub>R g x) differentiable (at x within s)"
unfolding differentiable_def by (blast intro: has_derivative_scaleR)
lemma has_derivative_imp_has_field_derivative:
"(f has_derivative D) F \ (\x. x * D' = D x) \ (f has_field_derivative D') F"
unfolding has_field_derivative_def
by (rule has_derivative_eq_rhs[of f D]) (simp_all add: fun_eq_iff mult.commute)
lemma has_field_derivative_imp_has_derivative:
"(f has_field_derivative D) F \ (f has_derivative (*) D) F"
by (simp add: has_field_derivative_def)
lemma DERIV_subset:
"(f has_field_derivative f') (at x within s) \ t \ s \
(f has_field_derivative f') (at x within t)"
by (simp add: has_field_derivative_def has_derivative_subset)
lemma has_field_derivative_at_within:
"(f has_field_derivative f') (at x) \ (f has_field_derivative f') (at x within s)"
using DERIV_subset by blast
abbreviation (input)
DERIV :: "('a::real_normed_field \ 'a) \ 'a \ 'a \ bool"
("(DERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60)
where "DERIV f x :> D \ (f has_field_derivative D) (at x)"
abbreviation has_real_derivative :: "(real \ real) \ real \ real filter \ bool"
(infix "(has'_real'_derivative)" 50)
where "(f has_real_derivative D) F \ (f has_field_derivative D) F"
lemma real_differentiable_def:
"f differentiable at x within s \ (\D. (f has_real_derivative D) (at x within s))"
proof safe
assume "f differentiable at x within s"
then obtain f' where *: "(f has_derivative f') (at x within s)"
unfolding differentiable_def by auto
then obtain c where "f' = ((*) c)"
by (metis real_bounded_linear has_derivative_bounded_linear mult.commute fun_eq_iff)
with * show "\D. (f has_real_derivative D) (at x within s)"
unfolding has_field_derivative_def by auto
qed (auto simp: differentiable_def has_field_derivative_def)
lemma real_differentiableE [elim?]:
assumes f: "f differentiable (at x within s)"
obtains df where "(f has_real_derivative df) (at x within s)"
using assms by (auto simp: real_differentiable_def)
lemma has_field_derivative_iff:
"(f has_field_derivative D) (at x within S) \
((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)"
proof -
have "((\y. norm (f y - f x - D * (y - x)) / norm (y - x)) \ 0) (at x within S)
= ((\<lambda>y. (f y - f x) / (y - x) - D) \<longlongrightarrow> 0) (at x within S)"
apply (subst tendsto_norm_zero_iff[symmetric], rule filterlim_cong)
apply (simp_all add: eventually_at_filter field_simps nonzero_norm_divide)
done
then show ?thesis
by (simp add: has_field_derivative_def has_derivative_iff_norm bounded_linear_mult_right LIM_zero_iff)
qed
lemma DERIV_def: "DERIV f x :> D \ (\h. (f (x + h) - f x) / h) \0\ D"
unfolding field_has_derivative_at has_field_derivative_def has_field_derivative_iff ..
lemma mult_commute_abs: "(\x. x * c) = (*) c"
for c :: "'a::ab_semigroup_mult"
by (simp add: fun_eq_iff mult.commute)
lemma DERIV_compose_FDERIV:
fixes f::"real\real"
assumes "DERIV f (g x) :> f'"
assumes "(g has_derivative g') (at x within s)"
shows "((\x. f (g x)) has_derivative (\x. g' x * f')) (at x within s)"
using assms has_derivative_compose[of g g' x s f "(*) f'"]
by (auto simp: has_field_derivative_def ac_simps)
subsection \<open>Vector derivative\<close>
lemma has_field_derivative_iff_has_vector_derivative:
"(f has_field_derivative y) F \ (f has_vector_derivative y) F"
unfolding has_vector_derivative_def has_field_derivative_def real_scaleR_def mult_commute_abs ..
lemma has_field_derivative_subset:
"(f has_field_derivative y) (at x within s) \ t \ s \
(f has_field_derivative y) (at x within t)"
unfolding has_field_derivative_def by (rule has_derivative_subset)
lemma has_vector_derivative_const[simp, derivative_intros]: "((\x. c) has_vector_derivative 0) net"
by (auto simp: has_vector_derivative_def)
lemma has_vector_derivative_id[simp, derivative_intros]: "((\x. x) has_vector_derivative 1) net"
by (auto simp: has_vector_derivative_def)
lemma has_vector_derivative_minus[derivative_intros]:
"(f has_vector_derivative f') net \ ((\x. - f x) has_vector_derivative (- f')) net"
by (auto simp: has_vector_derivative_def)
lemma has_vector_derivative_add[derivative_intros]:
"(f has_vector_derivative f') net \ (g has_vector_derivative g') net \
((\<lambda>x. f x + g x) has_vector_derivative (f' + g')) net"
by (auto simp: has_vector_derivative_def scaleR_right_distrib)
lemma has_vector_derivative_sum[derivative_intros]:
"(\i. i \ I \ (f i has_vector_derivative f' i) net) \
((\<lambda>x. \<Sum>i\<in>I. f i x) has_vector_derivative (\<Sum>i\<in>I. f' i)) net"
by (auto simp: has_vector_derivative_def fun_eq_iff scaleR_sum_right intro!: derivative_eq_intros)
lemma has_vector_derivative_diff[derivative_intros]:
"(f has_vector_derivative f') net \ (g has_vector_derivative g') net \
((\<lambda>x. f x - g x) has_vector_derivative (f' - g')) net"
by (auto simp: has_vector_derivative_def scaleR_diff_right)
lemma has_vector_derivative_add_const:
"((\t. g t + z) has_vector_derivative f') net = ((\t. g t) has_vector_derivative f') net"
apply (intro iffI)
apply (force dest: has_vector_derivative_diff [where g = "\t. z", OF _ has_vector_derivative_const])
apply (force dest: has_vector_derivative_add [OF _ has_vector_derivative_const])
done
lemma has_vector_derivative_diff_const:
"((\t. g t - z) has_vector_derivative f') net = ((\t. g t) has_vector_derivative f') net"
using has_vector_derivative_add_const [where z = "-z"]
by simp
lemma (in bounded_linear) has_vector_derivative:
assumes "(g has_vector_derivative g') F"
shows "((\x. f (g x)) has_vector_derivative f g') F"
using has_derivative[OF assms[unfolded has_vector_derivative_def]]
by (simp add: has_vector_derivative_def scaleR)
lemma (in bounded_bilinear) has_vector_derivative:
assumes "(f has_vector_derivative f') (at x within s)"
and "(g has_vector_derivative g') (at x within s)"
shows "((\x. f x ** g x) has_vector_derivative (f x ** g' + f' ** g x)) (at x within s)"
using FDERIV[OF assms(1-2)[unfolded has_vector_derivative_def]]
by (simp add: has_vector_derivative_def scaleR_right scaleR_left scaleR_right_distrib)
lemma has_vector_derivative_scaleR[derivative_intros]:
"(f has_field_derivative f') (at x within s) \ (g has_vector_derivative g') (at x within s) \
((\<lambda>x. f x *\<^sub>R g x) has_vector_derivative (f x *\<^sub>R g' + f' *\<^sub>R g x)) (at x within s)"
unfolding has_field_derivative_iff_has_vector_derivative
by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_scaleR])
lemma has_vector_derivative_mult[derivative_intros]:
"(f has_vector_derivative f') (at x within s) \ (g has_vector_derivative g') (at x within s) \
((\<lambda>x. f x * g x) has_vector_derivative (f x * g' + f' * g x)) (at x within s)"
for f g :: "real \ 'a::real_normed_algebra"
by (rule bounded_bilinear.has_vector_derivative[OF bounded_bilinear_mult])
lemma has_vector_derivative_of_real[derivative_intros]:
"(f has_field_derivative D) F \ ((\x. of_real (f x)) has_vector_derivative (of_real D)) F"
by (rule bounded_linear.has_vector_derivative[OF bounded_linear_of_real])
(simp add: has_field_derivative_iff_has_vector_derivative)
lemma has_vector_derivative_real_field:
"(f has_field_derivative f') (at (of_real a)) \ ((\x. f (of_real x)) has_vector_derivative f') (at a within s)"
using has_derivative_compose[of of_real of_real a _ f "(*) f'"]
by (simp add: scaleR_conv_of_real ac_simps has_vector_derivative_def has_field_derivative_def)
lemma has_vector_derivative_continuous:
"(f has_vector_derivative D) (at x within s) \ continuous (at x within s) f"
by (auto intro: has_derivative_continuous simp: has_vector_derivative_def)
lemma continuous_on_vector_derivative:
"(\x. x \ S \ (f has_vector_derivative f' x) (at x within S)) \ continuous_on S f"
by (auto simp: continuous_on_eq_continuous_within intro!: has_vector_derivative_continuous)
lemma has_vector_derivative_mult_right[derivative_intros]:
fixes a :: "'a::real_normed_algebra"
shows "(f has_vector_derivative x) F \ ((\x. a * f x) has_vector_derivative (a * x)) F"
by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_right])
lemma has_vector_derivative_mult_left[derivative_intros]:
fixes a :: "'a::real_normed_algebra"
shows "(f has_vector_derivative x) F \ ((\x. f x * a) has_vector_derivative (x * a)) F"
by (rule bounded_linear.has_vector_derivative[OF bounded_linear_mult_left])
subsection \<open>Derivatives\<close>
lemma DERIV_D: "DERIV f x :> D \ (\h. (f (x + h) - f x) / h) \0\ D"
by (simp add: DERIV_def)
lemma has_field_derivativeD:
"(f has_field_derivative D) (at x within S) \
((\<lambda>y. (f y - f x) / (y - x)) \<longlongrightarrow> D) (at x within S)"
by (simp add: has_field_derivative_iff)
lemma DERIV_const [simp, derivative_intros]: "((\x. k) has_field_derivative 0) F"
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_const]) auto
lemma DERIV_ident [simp, derivative_intros]: "((\x. x) has_field_derivative 1) F"
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_ident]) auto
lemma field_differentiable_add[derivative_intros]:
"(f has_field_derivative f') F \ (g has_field_derivative g') F \
((\<lambda>z. f z + g z) has_field_derivative f' + g') F"
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_add])
(auto simp: has_field_derivative_def field_simps mult_commute_abs)
corollary DERIV_add:
"(f has_field_derivative D) (at x within s) \ (g has_field_derivative E) (at x within s) \
((\<lambda>x. f x + g x) has_field_derivative D + E) (at x within s)"
by (rule field_differentiable_add)
lemma field_differentiable_minus[derivative_intros]:
"(f has_field_derivative f') F \ ((\z. - (f z)) has_field_derivative -f') F"
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_minus])
(auto simp: has_field_derivative_def field_simps mult_commute_abs)
corollary DERIV_minus:
"(f has_field_derivative D) (at x within s) \
((\<lambda>x. - f x) has_field_derivative -D) (at x within s)"
by (rule field_differentiable_minus)
lemma field_differentiable_diff[derivative_intros]:
"(f has_field_derivative f') F \
(g has_field_derivative g') F \ ((\z. f z - g z) has_field_derivative f' - g') F"
by (simp only: diff_conv_add_uminus field_differentiable_add field_differentiable_minus)
corollary DERIV_diff:
"(f has_field_derivative D) (at x within s) \
(g has_field_derivative E) (at x within s) \<Longrightarrow>
((\<lambda>x. f x - g x) has_field_derivative D - E) (at x within s)"
by (rule field_differentiable_diff)
lemma DERIV_continuous: "(f has_field_derivative D) (at x within s) \ continuous (at x within s) f"
by (drule has_derivative_continuous[OF has_field_derivative_imp_has_derivative]) simp
corollary DERIV_isCont: "DERIV f x :> D \ isCont f x"
by (rule DERIV_continuous)
lemma DERIV_atLeastAtMost_imp_continuous_on:
assumes "\x. \a \ x; x \ b\ \ \y. DERIV f x :> y"
shows "continuous_on {a..b} f"
by (meson DERIV_isCont assms atLeastAtMost_iff continuous_at_imp_continuous_at_within continuous_on_eq_continuous_within)
lemma DERIV_continuous_on:
"(\x. x \ s \ (f has_field_derivative (D x)) (at x within s)) \ continuous_on s f"
unfolding continuous_on_eq_continuous_within
by (intro continuous_at_imp_continuous_on ballI DERIV_continuous)
lemma DERIV_mult':
"(f has_field_derivative D) (at x within s) \ (g has_field_derivative E) (at x within s) \
((\<lambda>x. f x * g x) has_field_derivative f x * E + D * g x) (at x within s)"
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
(auto simp: field_simps mult_commute_abs dest: has_field_derivative_imp_has_derivative)
lemma DERIV_mult[derivative_intros]:
"(f has_field_derivative Da) (at x within s) \ (g has_field_derivative Db) (at x within s) \
((\<lambda>x. f x * g x) has_field_derivative Da * g x + Db * f x) (at x within s)"
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_mult])
(auto simp: field_simps dest: has_field_derivative_imp_has_derivative)
text \<open>Derivative of linear multiplication\<close>
lemma DERIV_cmult:
"(f has_field_derivative D) (at x within s) \
((\<lambda>x. c * f x) has_field_derivative c * D) (at x within s)"
by (drule DERIV_mult' [OF DERIV_const]) simp
lemma DERIV_cmult_right:
"(f has_field_derivative D) (at x within s) \
((\<lambda>x. f x * c) has_field_derivative D * c) (at x within s)"
using DERIV_cmult by (auto simp add: ac_simps)
lemma DERIV_cmult_Id [simp]: "((*) c has_field_derivative c) (at x within s)"
using DERIV_ident [THEN DERIV_cmult, where c = c and x = x] by simp
lemma DERIV_cdivide:
"(f has_field_derivative D) (at x within s) \
((\<lambda>x. f x / c) has_field_derivative D / c) (at x within s)"
using DERIV_cmult_right[of f D x s "1 / c"] by simp
lemma DERIV_unique: "DERIV f x :> D \ DERIV f x :> E \ D = E"
unfolding DERIV_def by (rule LIM_unique)
lemma DERIV_Uniq: "\\<^sub>\\<^sub>1D. DERIV f x :> D"
by (simp add: DERIV_unique Uniq_def)
lemma DERIV_sum[derivative_intros]:
"(\ n. n \ S \ ((\x. f x n) has_field_derivative (f' x n)) F) \
((\<lambda>x. sum (f x) S) has_field_derivative sum (f' x) S) F"
by (rule has_derivative_imp_has_field_derivative [OF has_derivative_sum])
(auto simp: sum_distrib_left mult_commute_abs dest: has_field_derivative_imp_has_derivative)
lemma DERIV_inverse'[derivative_intros]:
assumes "(f has_field_derivative D) (at x within s)"
and "f x \ 0"
shows "((\x. inverse (f x)) has_field_derivative - (inverse (f x) * D * inverse (f x)))
(at x within s)"
proof -
have "(f has_derivative (\x. x * D)) = (f has_derivative (*) D)"
by (rule arg_cong [of "\x. x * D"]) (simp add: fun_eq_iff)
with assms have "(f has_derivative (\x. x * D)) (at x within s)"
by (auto dest!: has_field_derivative_imp_has_derivative)
then show ?thesis using \<open>f x \<noteq> 0\<close>
by (auto intro: has_derivative_imp_has_field_derivative has_derivative_inverse)
qed
text \<open>Power of \<open>-1\<close>\<close>
lemma DERIV_inverse:
"x \ 0 \ ((\x. inverse(x)) has_field_derivative - (inverse x ^ Suc (Suc 0))) (at x within s)"
by (drule DERIV_inverse' [OF DERIV_ident]) simp
text \<open>Derivative of inverse\<close>
lemma DERIV_inverse_fun:
"(f has_field_derivative d) (at x within s) \ f x \ 0 \
((\<lambda>x. inverse (f x)) has_field_derivative (- (d * inverse(f x ^ Suc (Suc 0))))) (at x within s)"
by (drule (1) DERIV_inverse') (simp add: ac_simps nonzero_inverse_mult_distrib)
text \<open>Derivative of quotient\<close>
lemma DERIV_divide[derivative_intros]:
"(f has_field_derivative D) (at x within s) \
(g has_field_derivative E) (at x within s) \<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
((\<lambda>x. f x / g x) has_field_derivative (D * g x - f x * E) / (g x * g x)) (at x within s)"
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_divide])
(auto dest: has_field_derivative_imp_has_derivative simp: field_simps)
lemma DERIV_quotient:
"(f has_field_derivative d) (at x within s) \
(g has_field_derivative e) (at x within s)\<Longrightarrow> g x \<noteq> 0 \<Longrightarrow>
((\<lambda>y. f y / g y) has_field_derivative (d * g x - (e * f x)) / (g x ^ Suc (Suc 0))) (at x within s)"
by (drule (2) DERIV_divide) (simp add: mult.commute)
lemma DERIV_power_Suc:
"(f has_field_derivative D) (at x within s) \
((\<lambda>x. f x ^ Suc n) has_field_derivative (1 + of_nat n) * (D * f x ^ n)) (at x within s)"
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
(auto simp: has_field_derivative_def)
lemma DERIV_power[derivative_intros]:
"(f has_field_derivative D) (at x within s) \
((\<lambda>x. f x ^ n) has_field_derivative of_nat n * (D * f x ^ (n - Suc 0))) (at x within s)"
by (rule has_derivative_imp_has_field_derivative[OF has_derivative_power])
(auto simp: has_field_derivative_def)
lemma DERIV_pow: "((\x. x ^ n) has_field_derivative real n * (x ^ (n - Suc 0))) (at x within s)"
using DERIV_power [OF DERIV_ident] by simp
lemma DERIV_power_int [derivative_intros]:
assumes [derivative_intros]: "(f has_field_derivative d) (at x within s)" and [simp]: "f x \ 0"
shows "((\x. power_int (f x) n) has_field_derivative
(of_int n * power_int (f x) (n - 1) * d)) (at x within s)"
proof (cases n rule: int_cases4)
case (nonneg n)
thus ?thesis
by (cases "n = 0")
(auto intro!: derivative_eq_intros simp: field_simps power_int_diff
simp flip: power_Suc power_Suc2 power_add)
next
case (neg n)
thus ?thesis
by (auto intro!: derivative_eq_intros simp: field_simps power_int_diff power_int_minus
simp flip: power_Suc power_Suc2 power_add)
qed
lemma DERIV_chain': "(f has_field_derivative D) (at x within s) \ DERIV g (f x) :> E \
((\<lambda>x. g (f x)) has_field_derivative E * D) (at x within s)"
using has_derivative_compose[of f "(*) D" x s g "(*) E"]
by (simp only: has_field_derivative_def mult_commute_abs ac_simps)
corollary DERIV_chain2: "DERIV f (g x) :> Da \ (g has_field_derivative Db) (at x within s) \
((\<lambda>x. f (g x)) has_field_derivative Da * Db) (at x within s)"
by (rule DERIV_chain')
text \<open>Standard version\<close>
lemma DERIV_chain:
"DERIV f (g x) :> Da \ (g has_field_derivative Db) (at x within s) \
(f \<circ> g has_field_derivative Da * Db) (at x within s)"
by (drule (1) DERIV_chain', simp add: o_def mult.commute)
lemma DERIV_image_chain:
"(f has_field_derivative Da) (at (g x) within (g ` s)) \
(g has_field_derivative Db) (at x within s) \<Longrightarrow>
(f \<circ> g has_field_derivative Da * Db) (at x within s)"
using has_derivative_in_compose [of g "(*) Db" x s f "(*) Da "]
by (simp add: has_field_derivative_def o_def mult_commute_abs ac_simps)
(*These two are from HOL Light: HAS_COMPLEX_DERIVATIVE_CHAIN*)
lemma DERIV_chain_s:
assumes "(\x. x \ s \ DERIV g x :> g'(x))"
and "DERIV f x :> f'"
and "f x \ s"
shows "DERIV (\x. g(f x)) x :> f' * g'(f x)"
by (metis (full_types) DERIV_chain' mult.commute assms)
lemma DERIV_chain3: (*HAS_COMPLEX_DERIVATIVE_CHAIN_UNIV*)
assumes "(\x. DERIV g x :> g'(x))"
and "DERIV f x :> f'"
shows "DERIV (\x. g(f x)) x :> f' * g'(f x)"
by (metis UNIV_I DERIV_chain_s [of UNIV] assms)
text \<open>Alternative definition for differentiability\<close>
lemma DERIV_LIM_iff:
fixes f :: "'a::{real_normed_vector,inverse} \ 'a"
shows "((\h. (f (a + h) - f a) / h) \0\ D) = ((\x. (f x - f a) / (x - a)) \a\ D)" (is "?lhs = ?rhs")
proof
assume ?lhs
then have "(\x. (f (a + (x + - a)) - f a) / (x + - a)) \0 - - a\ D"
by (rule LIM_offset)
then show ?rhs
by simp
next
assume ?rhs
then have "(\x. (f (x+a) - f a) / ((x+a) - a)) \a-a\ D"
by (rule LIM_offset)
then show ?lhs
by (simp add: add.commute)
qed
lemma has_field_derivative_cong_ev:
assumes "x = y"
and *: "eventually (\x. x \ S \ f x = g x) (nhds x)"
and "u = v" "S = t" "x \ S"
shows "(f has_field_derivative u) (at x within S) = (g has_field_derivative v) (at y within t)"
unfolding has_field_derivative_iff
proof (rule filterlim_cong)
from assms have "f y = g y"
by (auto simp: eventually_nhds)
with * show "\\<^sub>F z in at x within S. (f z - f x) / (z - x) = (g z - g y) / (z - y)"
unfolding eventually_at_filter
by eventually_elim (auto simp: assms \<open>f y = g y\<close>)
qed (simp_all add: assms)
lemma has_field_derivative_cong_eventually:
assumes "eventually (\x. f x = g x) (at x within S)" "f x = g x"
shows "(f has_field_derivative u) (at x within S) = (g has_field_derivative u) (at x within S)"
unfolding has_field_derivative_iff
proof (rule tendsto_cong)
show "\\<^sub>F y in at x within S. (f y - f x) / (y - x) = (g y - g x) / (y - x)"
using assms by (auto elim: eventually_mono)
qed
lemma DERIV_cong_ev:
"x = y \ eventually (\x. f x = g x) (nhds x) \ u = v \
DERIV f x :> u \<longleftrightarrow> DERIV g y :> v"
by (rule has_field_derivative_cong_ev) simp_all
lemma DERIV_shift:
"(f has_field_derivative y) (at (x + z)) = ((\x. f (x + z)) has_field_derivative y) (at x)"
by (simp add: DERIV_def field_simps)
lemma DERIV_mirror: "(DERIV f (- x) :> y) \ (DERIV (\x. f (- x)) x :> - y)"
for f :: "real \ real" and x y :: real
by (simp add: DERIV_def filterlim_at_split filterlim_at_left_to_right
tendsto_minus_cancel_left field_simps conj_commute)
lemma floor_has_real_derivative:
fixes f :: "real \ 'a::{floor_ceiling,order_topology}"
assumes "isCont f x"
and "f x \ \"
shows "((\x. floor (f x)) has_real_derivative 0) (at x)"
proof (subst DERIV_cong_ev[OF refl _ refl])
show "((\_. floor (f x)) has_real_derivative 0) (at x)"
by simp
have "\\<^sub>F y in at x. \f y\ = \f x\"
by (rule eventually_floor_eq[OF assms[unfolded continuous_at]])
then show "\\<^sub>F y in nhds x. real_of_int \f y\ = real_of_int \f x\"
unfolding eventually_at_filter
by eventually_elim auto
qed
lemmas has_derivative_floor[derivative_intros] =
floor_has_real_derivative[THEN DERIV_compose_FDERIV]
lemma continuous_floor:
fixes x::real
shows "x \ \ \ continuous (at x) (real_of_int \ floor)"
using floor_has_real_derivative [where f=id]
by (auto simp: o_def has_field_derivative_def intro: has_derivative_continuous)
lemma continuous_frac:
fixes x::real
assumes "x \ \"
shows "continuous (at x) frac"
proof -
have "isCont (\x. real_of_int \x\) x"
using continuous_floor [OF assms] by (simp add: o_def)
then have *: "continuous (at x) (\x. x - real_of_int \x\)"
by (intro continuous_intros)
moreover have "\\<^sub>F x in nhds x. frac x = x - real_of_int \x\"
by (simp add: frac_def)
ultimately show ?thesis
by (simp add: LIM_imp_LIM frac_def isCont_def)
qed
text \<open>Caratheodory formulation of derivative at a point\<close>
lemma CARAT_DERIV:
"(DERIV f x :> l) \ (\g. (\z. f z - f x = g z * (z - x)) \ isCont g x \ g x = l)"
(is "?lhs = ?rhs")
proof
assume ?lhs
show "\g. (\z. f z - f x = g z * (z - x)) \ isCont g x \ g x = l"
proof (intro exI conjI)
let ?g = "(\z. if z = x then l else (f z - f x) / (z-x))"
show "\z. f z - f x = ?g z * (z - x)"
by simp
show "isCont ?g x"
using \<open>?lhs\<close> by (simp add: isCont_iff DERIV_def cong: LIM_equal [rule_format])
show "?g x = l"
by simp
qed
next
assume ?rhs
then show ?lhs
by (auto simp add: isCont_iff DERIV_def cong: LIM_cong)
qed
subsection \<open>Local extrema\<close>
text \<open>If \<^term>\<open>0 < f' x\<close> then \<^term>\<open>x\<close> is Locally Strictly Increasing At The Right.\<close>
lemma has_real_derivative_pos_inc_right:
fixes f :: "real \ real"
assumes der: "(f has_real_derivative l) (at x within S)"
and l: "0 < l"
shows "\d > 0. \h > 0. x + h \ S \ h < d \ f x < f (x + h)"
using assms
proof -
from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at]
obtain s where s: "0 < s"
and all: "\xa. xa\S \ xa \ x \ dist xa x < s \ \(f xa - f x) / (xa - x) - l\ < l"
by (auto simp: dist_real_def)
then show ?thesis
proof (intro exI conjI strip)
show "0 < s" by (rule s)
next
fix h :: real
assume "0 < h" "h < s" "x + h \ S"
with all [of "x + h"] show "f x < f (x+h)"
proof (simp add: abs_if dist_real_def pos_less_divide_eq split: if_split_asm)
assume "\ (f (x + h) - f x) / h < l" and h: "0 < h"
with l have "0 < (f (x + h) - f x) / h"
by arith
then show "f x < f (x + h)"
by (simp add: pos_less_divide_eq h)
qed
qed
qed
lemma DERIV_pos_inc_right:
fixes f :: "real \ real"
assumes der: "DERIV f x :> l"
and l: "0 < l"
shows "\d > 0. \h > 0. h < d \ f x < f (x + h)"
using has_real_derivative_pos_inc_right[OF assms]
by auto
lemma has_real_derivative_neg_dec_left:
fixes f :: "real \ real"
assumes der: "(f has_real_derivative l) (at x within S)"
and "l < 0"
shows "\d > 0. \h > 0. x - h \ S \ h < d \ f x < f (x - h)"
proof -
from \<open>l < 0\<close> have l: "- l > 0"
by simp
from der [THEN has_field_derivativeD, THEN tendstoD, OF l, unfolded eventually_at]
obtain s where s: "0 < s"
and all: "\xa. xa\S \ xa \ x \ dist xa x < s \ \(f xa - f x) / (xa - x) - l\ < - l"
by (auto simp: dist_real_def)
then show ?thesis
proof (intro exI conjI strip)
show "0 < s" by (rule s)
next
fix h :: real
assume "0 < h" "h < s" "x - h \ S"
with all [of "x - h"] show "f x < f (x-h)"
proof (simp add: abs_if pos_less_divide_eq dist_real_def split: if_split_asm)
assume "- ((f (x-h) - f x) / h) < l" and h: "0 < h"
with l have "0 < (f (x-h) - f x) / h"
by arith
then show "f x < f (x - h)"
by (simp add: pos_less_divide_eq h)
qed
qed
qed
lemma DERIV_neg_dec_left:
fixes f :: "real \ real"
assumes der: "DERIV f x :> l"
and l: "l < 0"
shows "\d > 0. \h > 0. h < d \ f x < f (x - h)"
using has_real_derivative_neg_dec_left[OF assms]
by auto
lemma has_real_derivative_pos_inc_left:
fixes f :: "real \ real"
shows "(f has_real_derivative l) (at x within S) \ 0 < l \
\<exists>d>0. \<forall>h>0. x - h \<in> S \<longrightarrow> h < d \<longrightarrow> f (x - h) < f x"
by (rule has_real_derivative_neg_dec_left [of "\x. - f x" "-l" x S, simplified])
(auto simp add: DERIV_minus)
lemma DERIV_pos_inc_left:
fixes f :: "real \ real"
shows "DERIV f x :> l \ 0 < l \ \d > 0. \h > 0. h < d \ f (x - h) < f x"
using has_real_derivative_pos_inc_left
by blast
lemma has_real_derivative_neg_dec_right:
fixes f :: "real \ real"
shows "(f has_real_derivative l) (at x within S) \ l < 0 \
\<exists>d > 0. \<forall>h > 0. x + h \<in> S \<longrightarrow> h < d \<longrightarrow> f x > f (x + h)"
by (rule has_real_derivative_pos_inc_right [of "\x. - f x" "-l" x S, simplified])
(auto simp add: DERIV_minus)
lemma DERIV_neg_dec_right:
fixes f :: "real \ real"
shows "DERIV f x :> l \ l < 0 \ \d > 0. \h > 0. h < d \ f x > f (x + h)"
using has_real_derivative_neg_dec_right by blast
lemma DERIV_local_max:
fixes f :: "real \ real"
assumes der: "DERIV f x :> l"
and d: "0 < d"
and le: "\y. \x - y\ < d \ f y \ f x"
shows "l = 0"
proof (cases rule: linorder_cases [of l 0])
case equal
then show ?thesis .
next
case less
from DERIV_neg_dec_left [OF der less]
obtain d' where d': "0 < d'" and lt: "\h > 0. h < d' \ f x < f (x - h)"
by blast
obtain e where "0 < e \ e < d \ e < d'"
using field_lbound_gt_zero [OF d d'] ..
with lt le [THEN spec [where x="x - e"]] show ?thesis
by (auto simp add: abs_if)
next
case greater
from DERIV_pos_inc_right [OF der greater]
obtain d' where d': "0 < d'" and lt: "\h > 0. h < d' \ f x < f (x + h)"
by blast
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