(* Title: HOL/Limits.thy
Author: Brian Huffman
Author: Jacques D. Fleuriot, University of Cambridge
Author: Lawrence C Paulson
Author: Jeremy Avigad
*)
section \<open>Limits on Real Vector Spaces\<close>
theory Limits
imports Real_Vector_Spaces
begin
subsection \<open>Filter going to infinity norm\<close>
definition at_infinity :: "'a::real_normed_vector filter"
where "at_infinity = (INF r. principal {x. r \ norm x})"
lemma eventually_at_infinity: "eventually P at_infinity \ (\b. \x. b \ norm x \ P x)"
unfolding at_infinity_def
by (subst eventually_INF_base)
(auto simp: subset_eq eventually_principal intro!: exI[of _ "max a b" for a b])
corollary eventually_at_infinity_pos:
"eventually p at_infinity \ (\b. 0 < b \ (\x. norm x \ b \ p x))"
unfolding eventually_at_infinity
by (meson le_less_trans norm_ge_zero not_le zero_less_one)
lemma at_infinity_eq_at_top_bot: "(at_infinity :: real filter) = sup at_top at_bot"
proof -
have 1: "\\n\u. A n; \n\v. A n\
\<Longrightarrow> \<exists>b. \<forall>x. b \<le> \<bar>x\<bar> \<longrightarrow> A x" for A and u v::real
by (rule_tac x="max (- v) u" in exI) (auto simp: abs_real_def)
have 2: "\x. u \ \x\ \ A x \ \N. \n\N. A n" for A and u::real
by (meson abs_less_iff le_cases less_le_not_le)
have 3: "\x. u \ \x\ \ A x \ \N. \n\N. A n" for A and u::real
by (metis (full_types) abs_ge_self abs_minus_cancel le_minus_iff order_trans)
show ?thesis
by (auto simp: filter_eq_iff eventually_sup eventually_at_infinity
eventually_at_top_linorder eventually_at_bot_linorder intro: 1 2 3)
qed
lemma at_top_le_at_infinity: "at_top \ (at_infinity :: real filter)"
unfolding at_infinity_eq_at_top_bot by simp
lemma at_bot_le_at_infinity: "at_bot \ (at_infinity :: real filter)"
unfolding at_infinity_eq_at_top_bot by simp
lemma filterlim_at_top_imp_at_infinity: "filterlim f at_top F \ filterlim f at_infinity F"
for f :: "_ \ real"
by (rule filterlim_mono[OF _ at_top_le_at_infinity order_refl])
lemma filterlim_real_at_infinity_sequentially: "filterlim real at_infinity sequentially"
by (simp add: filterlim_at_top_imp_at_infinity filterlim_real_sequentially)
lemma lim_infinity_imp_sequentially: "(f \ l) at_infinity \ ((\n. f(n)) \ l) sequentially"
by (simp add: filterlim_at_top_imp_at_infinity filterlim_compose filterlim_real_sequentially)
subsubsection \<open>Boundedness\<close>
definition Bfun :: "('a \ 'b::metric_space) \ 'a filter \ bool"
where Bfun_metric_def: "Bfun f F = (\y. \K>0. eventually (\x. dist (f x) y \ K) F)"
abbreviation Bseq :: "(nat \ 'a::metric_space) \ bool"
where "Bseq X \ Bfun X sequentially"
lemma Bseq_conv_Bfun: "Bseq X \ Bfun X sequentially" ..
lemma Bseq_ignore_initial_segment: "Bseq X \ Bseq (\n. X (n + k))"
unfolding Bfun_metric_def by (subst eventually_sequentially_seg)
lemma Bseq_offset: "Bseq (\n. X (n + k)) \ Bseq X"
unfolding Bfun_metric_def by (subst (asm) eventually_sequentially_seg)
lemma Bfun_def: "Bfun f F \ (\K>0. eventually (\x. norm (f x) \ K) F)"
unfolding Bfun_metric_def norm_conv_dist
proof safe
fix y K
assume K: "0 < K" and *: "eventually (\x. dist (f x) y \ K) F"
moreover have "eventually (\x. dist (f x) 0 \ dist (f x) y + dist 0 y) F"
by (intro always_eventually) (metis dist_commute dist_triangle)
with * have "eventually (\x. dist (f x) 0 \ K + dist 0 y) F"
by eventually_elim auto
with \<open>0 < K\<close> show "\<exists>K>0. eventually (\<lambda>x. dist (f x) 0 \<le> K) F"
by (intro exI[of _ "K + dist 0 y"] add_pos_nonneg conjI zero_le_dist) auto
qed (force simp del: norm_conv_dist [symmetric])
lemma BfunI:
assumes K: "eventually (\x. norm (f x) \ K) F"
shows "Bfun f F"
unfolding Bfun_def
proof (intro exI conjI allI)
show "0 < max K 1" by simp
show "eventually (\x. norm (f x) \ max K 1) F"
using K by (rule eventually_mono) simp
qed
lemma BfunE:
assumes "Bfun f F"
obtains B where "0 < B" and "eventually (\x. norm (f x) \ B) F"
using assms unfolding Bfun_def by blast
lemma Cauchy_Bseq:
assumes "Cauchy X" shows "Bseq X"
proof -
have "\y K. 0 < K \ (\N. \n\N. dist (X n) y \ K)"
if "\m n. \m \ M; n \ M\ \ dist (X m) (X n) < 1" for M
by (meson order.order_iff_strict that zero_less_one)
with assms show ?thesis
by (force simp: Cauchy_def Bfun_metric_def eventually_sequentially)
qed
subsubsection \<open>Bounded Sequences\<close>
lemma BseqI': "(\n. norm (X n) \ K) \ Bseq X"
by (intro BfunI) (auto simp: eventually_sequentially)
lemma Bseq_def: "Bseq X \ (\K>0. \n. norm (X n) \ K)"
unfolding Bfun_def eventually_sequentially
proof safe
fix N K
assume "0 < K" "\n\N. norm (X n) \ K"
then show "\K>0. \n. norm (X n) \ K"
by (intro exI[of _ "max (Max (norm ` X ` {..N})) K"] max.strict_coboundedI2)
(auto intro!: imageI not_less[where 'a=nat, THEN iffD1] Max_ge simp: le_max_iff_disj)
qed auto
lemma BseqE: "Bseq X \ (\K. 0 < K \ \n. norm (X n) \ K \ Q) \ Q"
unfolding Bseq_def by auto
lemma BseqD: "Bseq X \ \K. 0 < K \ (\n. norm (X n) \ K)"
by (simp add: Bseq_def)
lemma BseqI: "0 < K \ \n. norm (X n) \ K \ Bseq X"
by (auto simp: Bseq_def)
lemma Bseq_bdd_above: "Bseq X \ bdd_above (range X)"
for X :: "nat \ real"
proof (elim BseqE, intro bdd_aboveI2)
fix K n
assume "0 < K" "\n. norm (X n) \ K"
then show "X n \ K"
by (auto elim!: allE[of _ n])
qed
lemma Bseq_bdd_above': "Bseq X \ bdd_above (range (\n. norm (X n)))"
for X :: "nat \ 'a :: real_normed_vector"
proof (elim BseqE, intro bdd_aboveI2)
fix K n
assume "0 < K" "\n. norm (X n) \ K"
then show "norm (X n) \ K"
by (auto elim!: allE[of _ n])
qed
lemma Bseq_bdd_below: "Bseq X \ bdd_below (range X)"
for X :: "nat \ real"
proof (elim BseqE, intro bdd_belowI2)
fix K n
assume "0 < K" "\n. norm (X n) \ K"
then show "- K \ X n"
by (auto elim!: allE[of _ n])
qed
lemma Bseq_eventually_mono:
assumes "eventually (\n. norm (f n) \ norm (g n)) sequentially" "Bseq g"
shows "Bseq f"
proof -
from assms(2) obtain K where "0 < K" and "eventually (\n. norm (g n) \ K) sequentially"
unfolding Bfun_def by fast
with assms(1) have "eventually (\n. norm (f n) \ K) sequentially"
by (fast elim: eventually_elim2 order_trans)
with \<open>0 < K\<close> show "Bseq f"
unfolding Bfun_def by fast
qed
lemma lemma_NBseq_def: "(\K > 0. \n. norm (X n) \ K) \ (\N. \n. norm (X n) \ real(Suc N))"
proof safe
fix K :: real
from reals_Archimedean2 obtain n :: nat where "K < real n" ..
then have "K \ real (Suc n)" by auto
moreover assume "\m. norm (X m) \ K"
ultimately have "\m. norm (X m) \ real (Suc n)"
by (blast intro: order_trans)
then show "\N. \n. norm (X n) \ real (Suc N)" ..
next
show "\N. \n. norm (X n) \ real (Suc N) \ \K>0. \n. norm (X n) \ K"
using of_nat_0_less_iff by blast
qed
text \<open>Alternative definition for \<open>Bseq\<close>.\<close>
lemma Bseq_iff: "Bseq X \ (\N. \n. norm (X n) \ real(Suc N))"
by (simp add: Bseq_def) (simp add: lemma_NBseq_def)
lemma lemma_NBseq_def2: "(\K > 0. \n. norm (X n) \ K) = (\N. \n. norm (X n) < real(Suc N))"
proof -
have *: "\N. \n. norm (X n) \ 1 + real N \
\<exists>N. \<forall>n. norm (X n) < 1 + real N"
by (metis add.commute le_less_trans less_add_one of_nat_Suc)
then show ?thesis
unfolding lemma_NBseq_def
by (metis less_le_not_le not_less_iff_gr_or_eq of_nat_Suc)
qed
text \<open>Yet another definition for Bseq.\<close>
lemma Bseq_iff1a: "Bseq X \ (\N. \n. norm (X n) < real (Suc N))"
by (simp add: Bseq_def lemma_NBseq_def2)
subsubsection \<open>A Few More Equivalence Theorems for Boundedness\<close>
text \<open>Alternative formulation for boundedness.\<close>
lemma Bseq_iff2: "Bseq X \ (\k > 0. \x. \n. norm (X n + - x) \ k)"
by (metis BseqE BseqI' add.commute add_cancel_right_left add_uminus_conv_diff norm_add_leD
norm_minus_cancel norm_minus_commute)
text \<open>Alternative formulation for boundedness.\<close>
lemma Bseq_iff3: "Bseq X \ (\k>0. \N. \n. norm (X n + - X N) \ k)"
(is "?P \ ?Q")
proof
assume ?P
then obtain K where *: "0 < K" and **: "\n. norm (X n) \ K"
by (auto simp: Bseq_def)
from * have "0 < K + norm (X 0)" by (rule order_less_le_trans) simp
from ** have "\n. norm (X n - X 0) \ K + norm (X 0)"
by (auto intro: order_trans norm_triangle_ineq4)
then have "\n. norm (X n + - X 0) \ K + norm (X 0)"
by simp
with \<open>0 < K + norm (X 0)\<close> show ?Q by blast
next
assume ?Q
then show ?P by (auto simp: Bseq_iff2)
qed
subsubsection \<open>Upper Bounds and Lubs of Bounded Sequences\<close>
lemma Bseq_minus_iff: "Bseq (\n. - (X n) :: 'a::real_normed_vector) \ Bseq X"
by (simp add: Bseq_def)
lemma Bseq_add:
fixes f :: "nat \ 'a::real_normed_vector"
assumes "Bseq f"
shows "Bseq (\x. f x + c)"
proof -
from assms obtain K where K: "\x. norm (f x) \ K"
unfolding Bseq_def by blast
{
fix x :: nat
have "norm (f x + c) \ norm (f x) + norm c" by (rule norm_triangle_ineq)
also have "norm (f x) \ K" by (rule K)
finally have "norm (f x + c) \ K + norm c" by simp
}
then show ?thesis by (rule BseqI')
qed
lemma Bseq_add_iff: "Bseq (\x. f x + c) \ Bseq f"
for f :: "nat \ 'a::real_normed_vector"
using Bseq_add[of f c] Bseq_add[of "\x. f x + c" "-c"] by auto
lemma Bseq_mult:
fixes f g :: "nat \ 'a::real_normed_field"
assumes "Bseq f" and "Bseq g"
shows "Bseq (\x. f x * g x)"
proof -
from assms obtain K1 K2 where K: "norm (f x) \ K1" "K1 > 0" "norm (g x) \ K2" "K2 > 0"
for x
unfolding Bseq_def by blast
then have "norm (f x * g x) \ K1 * K2" for x
by (auto simp: norm_mult intro!: mult_mono)
then show ?thesis by (rule BseqI')
qed
lemma Bfun_const [simp]: "Bfun (\_. c) F"
unfolding Bfun_metric_def by (auto intro!: exI[of _ c] exI[of _ "1::real"])
lemma Bseq_cmult_iff:
fixes c :: "'a::real_normed_field"
assumes "c \ 0"
shows "Bseq (\x. c * f x) \ Bseq f"
proof
assume "Bseq (\x. c * f x)"
with Bfun_const have "Bseq (\x. inverse c * (c * f x))"
by (rule Bseq_mult)
with \<open>c \<noteq> 0\<close> show "Bseq f"
by (simp add: field_split_simps)
qed (intro Bseq_mult Bfun_const)
lemma Bseq_subseq: "Bseq f \ Bseq (\x. f (g x))"
for f :: "nat \ 'a::real_normed_vector"
unfolding Bseq_def by auto
lemma Bseq_Suc_iff: "Bseq (\n. f (Suc n)) \ Bseq f"
for f :: "nat \ 'a::real_normed_vector"
using Bseq_offset[of f 1] by (auto intro: Bseq_subseq)
lemma increasing_Bseq_subseq_iff:
assumes "\x y. x \ y \ norm (f x :: 'a::real_normed_vector) \ norm (f y)" "strict_mono g"
shows "Bseq (\x. f (g x)) \ Bseq f"
proof
assume "Bseq (\x. f (g x))"
then obtain K where K: "\x. norm (f (g x)) \ K"
unfolding Bseq_def by auto
{
fix x :: nat
from filterlim_subseq[OF assms(2)] obtain y where "g y \ x"
by (auto simp: filterlim_at_top eventually_at_top_linorder)
then have "norm (f x) \ norm (f (g y))"
using assms(1) by blast
also have "norm (f (g y)) \ K" by (rule K)
finally have "norm (f x) \ K" .
}
then show "Bseq f" by (rule BseqI')
qed (use Bseq_subseq[of f g] in simp_all)
lemma nonneg_incseq_Bseq_subseq_iff:
fixes f :: "nat \ real"
and g :: "nat \ nat"
assumes "\x. f x \ 0" "incseq f" "strict_mono g"
shows "Bseq (\x. f (g x)) \ Bseq f"
using assms by (intro increasing_Bseq_subseq_iff) (auto simp: incseq_def)
lemma Bseq_eq_bounded: "range f \ {a..b} \ Bseq f"
for a b :: real
proof (rule BseqI'[where K="max (norm a) (norm b)"])
fix n assume "range f \ {a..b}"
then have "f n \ {a..b}"
by blast
then show "norm (f n) \ max (norm a) (norm b)"
by auto
qed
lemma incseq_bounded: "incseq X \ \i. X i \ B \ Bseq X"
for B :: real
by (intro Bseq_eq_bounded[of X "X 0" B]) (auto simp: incseq_def)
lemma decseq_bounded: "decseq X \ \i. B \ X i \ Bseq X"
for B :: real
by (intro Bseq_eq_bounded[of X B "X 0"]) (auto simp: decseq_def)
subsubsection\<^marker>\<open>tag unimportant\<close> \<open>Polynomal function extremal theorem, from HOL Light\<close>
lemma polyfun_extremal_lemma:
fixes c :: "nat \ 'a::real_normed_div_algebra"
assumes "0 < e"
shows "\M. \z. M \ norm(z) \ norm (\i\n. c(i) * z^i) \ e * norm(z) ^ (Suc n)"
proof (induct n)
case 0 with assms
show ?case
apply (rule_tac x="norm (c 0) / e" in exI)
apply (auto simp: field_simps)
done
next
case (Suc n)
obtain M where M: "\z. M \ norm z \ norm (\i\n. c i * z^i) \ e * norm z ^ Suc n"
using Suc assms by blast
show ?case
proof (rule exI [where x= "max M (1 + norm(c(Suc n)) / e)"], clarsimp simp del: power_Suc)
fix z::'a
assume z1: "M \ norm z" and "1 + norm (c (Suc n)) / e \ norm z"
then have z2: "e + norm (c (Suc n)) \ e * norm z"
using assms by (simp add: field_simps)
have "norm (\i\n. c i * z^i) \ e * norm z ^ Suc n"
using M [OF z1] by simp
then have "norm (\i\n. c i * z^i) + norm (c (Suc n) * z ^ Suc n) \ e * norm z ^ Suc n + norm (c (Suc n) * z ^ Suc n)"
by simp
then have "norm ((\i\n. c i * z^i) + c (Suc n) * z ^ Suc n) \ e * norm z ^ Suc n + norm (c (Suc n) * z ^ Suc n)"
by (blast intro: norm_triangle_le elim: )
also have "... \ (e + norm (c (Suc n))) * norm z ^ Suc n"
by (simp add: norm_power norm_mult algebra_simps)
also have "... \ (e * norm z) * norm z ^ Suc n"
by (metis z2 mult.commute mult_left_mono norm_ge_zero norm_power)
finally show "norm ((\i\n. c i * z^i) + c (Suc n) * z ^ Suc n) \ e * norm z ^ Suc (Suc n)"
by simp
qed
qed
lemma polyfun_extremal: (*COMPLEX_POLYFUN_EXTREMAL in HOL Light*)
fixes c :: "nat \ 'a::real_normed_div_algebra"
assumes k: "c k \ 0" "1\k" and kn: "k\n"
shows "eventually (\z. norm (\i\n. c(i) * z^i) \ B) at_infinity"
using kn
proof (induction n)
case 0
then show ?case
using k by simp
next
case (Suc m)
show ?case
proof (cases "c (Suc m) = 0")
case True
then show ?thesis using Suc k
by auto (metis antisym_conv less_eq_Suc_le not_le)
next
case False
then obtain M where M:
"\z. M \ norm z \ norm (\i\m. c i * z^i) \ norm (c (Suc m)) / 2 * norm z ^ Suc m"
using polyfun_extremal_lemma [of "norm(c (Suc m)) / 2" c m] Suc
by auto
have "\b. \z. b \ norm z \ B \ norm (\i\Suc m. c i * z^i)"
proof (rule exI [where x="max M (max 1 (\B\ / (norm(c (Suc m)) / 2)))"], clarsimp simp del: power_Suc)
fix z::'a
assume z1: "M \ norm z" "1 \ norm z"
and "\B\ * 2 / norm (c (Suc m)) \ norm z"
then have z2: "\B\ \ norm (c (Suc m)) * norm z / 2"
using False by (simp add: field_simps)
have nz: "norm z \ norm z ^ Suc m"
by (metis \<open>1 \<le> norm z\<close> One_nat_def less_eq_Suc_le power_increasing power_one_right zero_less_Suc)
have *: "\y x. norm (c (Suc m)) * norm z / 2 \ norm y - norm x \ B \ norm (x + y)"
by (metis abs_le_iff add.commute norm_diff_ineq order_trans z2)
have "norm z * norm (c (Suc m)) + 2 * norm (\i\m. c i * z^i)
\<le> norm (c (Suc m)) * norm z + norm (c (Suc m)) * norm z ^ Suc m"
using M [of z] Suc z1 by auto
also have "... \ 2 * (norm (c (Suc m)) * norm z ^ Suc m)"
using nz by (simp add: mult_mono del: power_Suc)
finally show "B \ norm ((\i\m. c i * z^i) + c (Suc m) * z ^ Suc m)"
using Suc.IH
apply (auto simp: eventually_at_infinity)
apply (rule *)
apply (simp add: field_simps norm_mult norm_power)
done
qed
then show ?thesis
by (simp add: eventually_at_infinity)
qed
qed
subsection \<open>Convergence to Zero\<close>
definition Zfun :: "('a \ 'b::real_normed_vector) \ 'a filter \ bool"
where "Zfun f F = (\r>0. eventually (\x. norm (f x) < r) F)"
lemma ZfunI: "(\r. 0 < r \ eventually (\x. norm (f x) < r) F) \ Zfun f F"
by (simp add: Zfun_def)
lemma ZfunD: "Zfun f F \ 0 < r \ eventually (\x. norm (f x) < r) F"
by (simp add: Zfun_def)
lemma Zfun_ssubst: "eventually (\x. f x = g x) F \ Zfun g F \ Zfun f F"
unfolding Zfun_def by (auto elim!: eventually_rev_mp)
lemma Zfun_zero: "Zfun (\x. 0) F"
unfolding Zfun_def by simp
lemma Zfun_norm_iff: "Zfun (\x. norm (f x)) F = Zfun (\x. f x) F"
unfolding Zfun_def by simp
lemma Zfun_imp_Zfun:
assumes f: "Zfun f F"
and g: "eventually (\x. norm (g x) \ norm (f x) * K) F"
shows "Zfun (\x. g x) F"
proof (cases "0 < K")
case K: True
show ?thesis
proof (rule ZfunI)
fix r :: real
assume "0 < r"
then have "0 < r / K" using K by simp
then have "eventually (\x. norm (f x) < r / K) F"
using ZfunD [OF f] by blast
with g show "eventually (\x. norm (g x) < r) F"
proof eventually_elim
case (elim x)
then have "norm (f x) * K < r"
by (simp add: pos_less_divide_eq K)
then show ?case
by (simp add: order_le_less_trans [OF elim(1)])
qed
qed
next
case False
then have K: "K \ 0" by (simp only: not_less)
show ?thesis
proof (rule ZfunI)
fix r :: real
assume "0 < r"
from g show "eventually (\x. norm (g x) < r) F"
proof eventually_elim
case (elim x)
also have "norm (f x) * K \ norm (f x) * 0"
using K norm_ge_zero by (rule mult_left_mono)
finally show ?case
using \<open>0 < r\<close> by simp
qed
qed
qed
lemma Zfun_le: "Zfun g F \ \x. norm (f x) \ norm (g x) \ Zfun f F"
by (erule Zfun_imp_Zfun [where K = 1]) simp
lemma Zfun_add:
assumes f: "Zfun f F"
and g: "Zfun g F"
shows "Zfun (\x. f x + g x) F"
proof (rule ZfunI)
fix r :: real
assume "0 < r"
then have r: "0 < r / 2" by simp
have "eventually (\x. norm (f x) < r/2) F"
using f r by (rule ZfunD)
moreover
have "eventually (\x. norm (g x) < r/2) F"
using g r by (rule ZfunD)
ultimately
show "eventually (\x. norm (f x + g x) < r) F"
proof eventually_elim
case (elim x)
have "norm (f x + g x) \ norm (f x) + norm (g x)"
by (rule norm_triangle_ineq)
also have "\ < r/2 + r/2"
using elim by (rule add_strict_mono)
finally show ?case
by simp
qed
qed
lemma Zfun_minus: "Zfun f F \ Zfun (\x. - f x) F"
unfolding Zfun_def by simp
lemma Zfun_diff: "Zfun f F \ Zfun g F \ Zfun (\x. f x - g x) F"
using Zfun_add [of f F "\x. - g x"] by (simp add: Zfun_minus)
lemma (in bounded_linear) Zfun:
assumes g: "Zfun g F"
shows "Zfun (\x. f (g x)) F"
proof -
obtain K where "norm (f x) \ norm x * K" for x
using bounded by blast
then have "eventually (\x. norm (f (g x)) \ norm (g x) * K) F"
by simp
with g show ?thesis
by (rule Zfun_imp_Zfun)
qed
lemma (in bounded_bilinear) Zfun:
assumes f: "Zfun f F"
and g: "Zfun g F"
shows "Zfun (\x. f x ** g x) F"
proof (rule ZfunI)
fix r :: real
assume r: "0 < r"
obtain K where K: "0 < K"
and norm_le: "norm (x ** y) \ norm x * norm y * K" for x y
using pos_bounded by blast
from K have K': "0 < inverse K"
by (rule positive_imp_inverse_positive)
have "eventually (\x. norm (f x) < r) F"
using f r by (rule ZfunD)
moreover
have "eventually (\x. norm (g x) < inverse K) F"
using g K' by (rule ZfunD)
ultimately
show "eventually (\x. norm (f x ** g x) < r) F"
proof eventually_elim
case (elim x)
have "norm (f x ** g x) \ norm (f x) * norm (g x) * K"
by (rule norm_le)
also have "norm (f x) * norm (g x) * K < r * inverse K * K"
by (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero elim K)
also from K have "r * inverse K * K = r"
by simp
finally show ?case .
qed
qed
lemma (in bounded_bilinear) Zfun_left: "Zfun f F \ Zfun (\x. f x ** a) F"
by (rule bounded_linear_left [THEN bounded_linear.Zfun])
lemma (in bounded_bilinear) Zfun_right: "Zfun f F \ Zfun (\x. a ** f x) F"
by (rule bounded_linear_right [THEN bounded_linear.Zfun])
lemmas Zfun_mult = bounded_bilinear.Zfun [OF bounded_bilinear_mult]
lemmas Zfun_mult_right = bounded_bilinear.Zfun_right [OF bounded_bilinear_mult]
lemmas Zfun_mult_left = bounded_bilinear.Zfun_left [OF bounded_bilinear_mult]
lemma tendsto_Zfun_iff: "(f \ a) F = Zfun (\x. f x - a) F"
by (simp only: tendsto_iff Zfun_def dist_norm)
lemma tendsto_0_le:
"(f \ 0) F \ eventually (\x. norm (g x) \ norm (f x) * K) F \ (g \ 0) F"
by (simp add: Zfun_imp_Zfun tendsto_Zfun_iff)
subsubsection \<open>Distance and norms\<close>
lemma tendsto_dist [tendsto_intros]:
fixes l m :: "'a::metric_space"
assumes f: "(f \ l) F"
and g: "(g \ m) F"
shows "((\x. dist (f x) (g x)) \ dist l m) F"
proof (rule tendstoI)
fix e :: real
assume "0 < e"
then have e2: "0 < e/2" by simp
from tendstoD [OF f e2] tendstoD [OF g e2]
show "eventually (\x. dist (dist (f x) (g x)) (dist l m) < e) F"
proof (eventually_elim)
case (elim x)
then show "dist (dist (f x) (g x)) (dist l m) < e"
unfolding dist_real_def
using dist_triangle2 [of "f x" "g x" "l"]
and dist_triangle2 [of "g x" "l" "m"]
and dist_triangle3 [of "l" "m" "f x"]
and dist_triangle [of "f x" "m" "g x"]
by arith
qed
qed
lemma continuous_dist[continuous_intros]:
fixes f g :: "_ \ 'a :: metric_space"
shows "continuous F f \ continuous F g \ continuous F (\x. dist (f x) (g x))"
unfolding continuous_def by (rule tendsto_dist)
lemma continuous_on_dist[continuous_intros]:
fixes f g :: "_ \ 'a :: metric_space"
shows "continuous_on s f \ continuous_on s g \ continuous_on s (\x. dist (f x) (g x))"
unfolding continuous_on_def by (auto intro: tendsto_dist)
lemma continuous_at_dist: "isCont (dist a) b"
using continuous_on_dist [OF continuous_on_const continuous_on_id] continuous_on_eq_continuous_within by blast
lemma tendsto_norm [tendsto_intros]: "(f \ a) F \ ((\x. norm (f x)) \ norm a) F"
unfolding norm_conv_dist by (intro tendsto_intros)
lemma continuous_norm [continuous_intros]: "continuous F f \ continuous F (\x. norm (f x))"
unfolding continuous_def by (rule tendsto_norm)
lemma continuous_on_norm [continuous_intros]:
"continuous_on s f \ continuous_on s (\x. norm (f x))"
unfolding continuous_on_def by (auto intro: tendsto_norm)
lemma continuous_on_norm_id [continuous_intros]: "continuous_on S norm"
by (intro continuous_on_id continuous_on_norm)
lemma tendsto_norm_zero: "(f \ 0) F \ ((\x. norm (f x)) \ 0) F"
by (drule tendsto_norm) simp
lemma tendsto_norm_zero_cancel: "((\x. norm (f x)) \ 0) F \ (f \ 0) F"
unfolding tendsto_iff dist_norm by simp
lemma tendsto_norm_zero_iff: "((\x. norm (f x)) \ 0) F \ (f \ 0) F"
unfolding tendsto_iff dist_norm by simp
lemma tendsto_rabs [tendsto_intros]: "(f \ l) F \ ((\x. \f x\) \ \l\) F"
for l :: real
by (fold real_norm_def) (rule tendsto_norm)
lemma continuous_rabs [continuous_intros]:
"continuous F f \ continuous F (\x. \f x :: real\)"
unfolding real_norm_def[symmetric] by (rule continuous_norm)
lemma continuous_on_rabs [continuous_intros]:
"continuous_on s f \ continuous_on s (\x. \f x :: real\)"
unfolding real_norm_def[symmetric] by (rule continuous_on_norm)
lemma tendsto_rabs_zero: "(f \ (0::real)) F \ ((\x. \f x\) \ 0) F"
by (fold real_norm_def) (rule tendsto_norm_zero)
lemma tendsto_rabs_zero_cancel: "((\x. \f x\) \ (0::real)) F \ (f \ 0) F"
by (fold real_norm_def) (rule tendsto_norm_zero_cancel)
lemma tendsto_rabs_zero_iff: "((\x. \f x\) \ (0::real)) F \ (f \ 0) F"
by (fold real_norm_def) (rule tendsto_norm_zero_iff)
subsection \<open>Topological Monoid\<close>
class topological_monoid_add = topological_space + monoid_add +
assumes tendsto_add_Pair: "LIM x (nhds a \\<^sub>F nhds b). fst x + snd x :> nhds (a + b)"
class topological_comm_monoid_add = topological_monoid_add + comm_monoid_add
lemma tendsto_add [tendsto_intros]:
fixes a b :: "'a::topological_monoid_add"
shows "(f \ a) F \ (g \ b) F \ ((\x. f x + g x) \ a + b) F"
using filterlim_compose[OF tendsto_add_Pair, of "\x. (f x, g x)" a b F]
by (simp add: nhds_prod[symmetric] tendsto_Pair)
lemma continuous_add [continuous_intros]:
fixes f g :: "_ \ 'b::topological_monoid_add"
shows "continuous F f \ continuous F g \ continuous F (\x. f x + g x)"
unfolding continuous_def by (rule tendsto_add)
lemma continuous_on_add [continuous_intros]:
fixes f g :: "_ \ 'b::topological_monoid_add"
shows "continuous_on s f \ continuous_on s g \ continuous_on s (\x. f x + g x)"
unfolding continuous_on_def by (auto intro: tendsto_add)
lemma tendsto_add_zero:
fixes f g :: "_ \ 'b::topological_monoid_add"
shows "(f \ 0) F \ (g \ 0) F \ ((\x. f x + g x) \ 0) F"
by (drule (1) tendsto_add) simp
lemma tendsto_sum [tendsto_intros]:
fixes f :: "'a \ 'b \ 'c::topological_comm_monoid_add"
shows "(\i. i \ I \ (f i \ a i) F) \ ((\x. \i\I. f i x) \ (\i\I. a i)) F"
by (induct I rule: infinite_finite_induct) (simp_all add: tendsto_add)
lemma tendsto_null_sum:
fixes f :: "'a \ 'b \ 'c::topological_comm_monoid_add"
assumes "\i. i \ I \ ((\x. f x i) \ 0) F"
shows "((\i. sum (f i) I) \ 0) F"
using tendsto_sum [of I "\x y. f y x" "\x. 0"] assms by simp
lemma continuous_sum [continuous_intros]:
fixes f :: "'a \ 'b::t2_space \ 'c::topological_comm_monoid_add"
shows "(\i. i \ I \ continuous F (f i)) \ continuous F (\x. \i\I. f i x)"
unfolding continuous_def by (rule tendsto_sum)
lemma continuous_on_sum [continuous_intros]:
fixes f :: "'a \ 'b::topological_space \ 'c::topological_comm_monoid_add"
shows "(\i. i \ I \ continuous_on S (f i)) \ continuous_on S (\x. \i\I. f i x)"
unfolding continuous_on_def by (auto intro: tendsto_sum)
instance nat :: topological_comm_monoid_add
by standard
(simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)
instance int :: topological_comm_monoid_add
by standard
(simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)
subsubsection \<open>Topological group\<close>
class topological_group_add = topological_monoid_add + group_add +
assumes tendsto_uminus_nhds: "(uminus \ - a) (nhds a)"
begin
lemma tendsto_minus [tendsto_intros]: "(f \ a) F \ ((\x. - f x) \ - a) F"
by (rule filterlim_compose[OF tendsto_uminus_nhds])
end
class topological_ab_group_add = topological_group_add + ab_group_add
instance topological_ab_group_add < topological_comm_monoid_add ..
lemma continuous_minus [continuous_intros]: "continuous F f \ continuous F (\x. - f x)"
for f :: "'a::t2_space \ 'b::topological_group_add"
unfolding continuous_def by (rule tendsto_minus)
lemma continuous_on_minus [continuous_intros]: "continuous_on s f \ continuous_on s (\x. - f x)"
for f :: "_ \ 'b::topological_group_add"
unfolding continuous_on_def by (auto intro: tendsto_minus)
lemma tendsto_minus_cancel: "((\x. - f x) \ - a) F \ (f \ a) F"
for a :: "'a::topological_group_add"
by (drule tendsto_minus) simp
lemma tendsto_minus_cancel_left:
"(f \ - (y::_::topological_group_add)) F \ ((\x. - f x) \ y) F"
using tendsto_minus_cancel[of f "- y" F] tendsto_minus[of f "- y" F]
by auto
lemma tendsto_diff [tendsto_intros]:
fixes a b :: "'a::topological_group_add"
shows "(f \ a) F \ (g \ b) F \ ((\x. f x - g x) \ a - b) F"
using tendsto_add [of f a F "\x. - g x" "- b"] by (simp add: tendsto_minus)
lemma continuous_diff [continuous_intros]:
fixes f g :: "'a::t2_space \ 'b::topological_group_add"
shows "continuous F f \ continuous F g \ continuous F (\x. f x - g x)"
unfolding continuous_def by (rule tendsto_diff)
lemma continuous_on_diff [continuous_intros]:
fixes f g :: "_ \ 'b::topological_group_add"
shows "continuous_on s f \ continuous_on s g \ continuous_on s (\x. f x - g x)"
unfolding continuous_on_def by (auto intro: tendsto_diff)
lemma continuous_on_op_minus: "continuous_on (s::'a::topological_group_add set) ((-) x)"
by (rule continuous_intros | simp)+
instance real_normed_vector < topological_ab_group_add
proof
fix a b :: 'a
show "((\x. fst x + snd x) \ a + b) (nhds a \\<^sub>F nhds b)"
unfolding tendsto_Zfun_iff add_diff_add
using tendsto_fst[OF filterlim_ident, of "(a,b)"] tendsto_snd[OF filterlim_ident, of "(a,b)"]
by (intro Zfun_add)
(auto simp: tendsto_Zfun_iff[symmetric] nhds_prod[symmetric] intro!: tendsto_fst)
show "(uminus \ - a) (nhds a)"
unfolding tendsto_Zfun_iff minus_diff_minus
using filterlim_ident[of "nhds a"]
by (intro Zfun_minus) (simp add: tendsto_Zfun_iff)
qed
lemmas real_tendsto_sandwich = tendsto_sandwich[where 'a=real]
subsubsection \<open>Linear operators and multiplication\<close>
lemma linear_times [simp]: "linear (\x. c * x)"
for c :: "'a::real_algebra"
by (auto simp: linearI distrib_left)
lemma (in bounded_linear) tendsto: "(g \ a) F \ ((\x. f (g x)) \ f a) F"
by (simp only: tendsto_Zfun_iff diff [symmetric] Zfun)
lemma (in bounded_linear) continuous: "continuous F g \ continuous F (\x. f (g x))"
using tendsto[of g _ F] by (auto simp: continuous_def)
lemma (in bounded_linear) continuous_on: "continuous_on s g \ continuous_on s (\x. f (g x))"
using tendsto[of g] by (auto simp: continuous_on_def)
lemma (in bounded_linear) tendsto_zero: "(g \ 0) F \ ((\x. f (g x)) \ 0) F"
by (drule tendsto) (simp only: zero)
lemma (in bounded_bilinear) tendsto:
"(f \ a) F \ (g \ b) F \ ((\x. f x ** g x) \ a ** b) F"
by (simp only: tendsto_Zfun_iff prod_diff_prod Zfun_add Zfun Zfun_left Zfun_right)
lemma (in bounded_bilinear) continuous:
"continuous F f \ continuous F g \ continuous F (\x. f x ** g x)"
using tendsto[of f _ F g] by (auto simp: continuous_def)
lemma (in bounded_bilinear) continuous_on:
"continuous_on s f \ continuous_on s g \ continuous_on s (\x. f x ** g x)"
using tendsto[of f _ _ g] by (auto simp: continuous_on_def)
lemma (in bounded_bilinear) tendsto_zero:
assumes f: "(f \ 0) F"
and g: "(g \ 0) F"
shows "((\x. f x ** g x) \ 0) F"
using tendsto [OF f g] by (simp add: zero_left)
lemma (in bounded_bilinear) tendsto_left_zero:
"(f \ 0) F \ ((\x. f x ** c) \ 0) F"
by (rule bounded_linear.tendsto_zero [OF bounded_linear_left])
lemma (in bounded_bilinear) tendsto_right_zero:
"(f \ 0) F \ ((\x. c ** f x) \ 0) F"
by (rule bounded_linear.tendsto_zero [OF bounded_linear_right])
lemmas tendsto_of_real [tendsto_intros] =
bounded_linear.tendsto [OF bounded_linear_of_real]
lemmas tendsto_scaleR [tendsto_intros] =
bounded_bilinear.tendsto [OF bounded_bilinear_scaleR]
text\<open>Analogous type class for multiplication\<close>
class topological_semigroup_mult = topological_space + semigroup_mult +
assumes tendsto_mult_Pair: "LIM x (nhds a \\<^sub>F nhds b). fst x * snd x :> nhds (a * b)"
instance real_normed_algebra < topological_semigroup_mult
proof
fix a b :: 'a
show "((\x. fst x * snd x) \ a * b) (nhds a \\<^sub>F nhds b)"
unfolding nhds_prod[symmetric]
using tendsto_fst[OF filterlim_ident, of "(a,b)"] tendsto_snd[OF filterlim_ident, of "(a,b)"]
by (simp add: bounded_bilinear.tendsto [OF bounded_bilinear_mult])
qed
lemma tendsto_mult [tendsto_intros]:
fixes a b :: "'a::topological_semigroup_mult"
shows "(f \ a) F \ (g \ b) F \ ((\x. f x * g x) \ a * b) F"
using filterlim_compose[OF tendsto_mult_Pair, of "\x. (f x, g x)" a b F]
by (simp add: nhds_prod[symmetric] tendsto_Pair)
lemma tendsto_mult_left: "(f \ l) F \ ((\x. c * (f x)) \ c * l) F"
for c :: "'a::topological_semigroup_mult"
by (rule tendsto_mult [OF tendsto_const])
lemma tendsto_mult_right: "(f \ l) F \ ((\x. (f x) * c) \ l * c) F"
for c :: "'a::topological_semigroup_mult"
by (rule tendsto_mult [OF _ tendsto_const])
lemma tendsto_mult_left_iff [simp]:
"c \ 0 \ tendsto(\x. c * f x) (c * l) F \ tendsto f l F" for c :: "'a::{topological_semigroup_mult,field}"
by (auto simp: tendsto_mult_left dest: tendsto_mult_left [where c = "1/c"])
lemma tendsto_mult_right_iff [simp]:
"c \ 0 \ tendsto(\x. f x * c) (l * c) F \ tendsto f l F" for c :: "'a::{topological_semigroup_mult,field}"
by (auto simp: tendsto_mult_right dest: tendsto_mult_left [where c = "1/c"])
lemma tendsto_zero_mult_left_iff [simp]:
fixes c::"'a::{topological_semigroup_mult,field}" assumes "c \ 0" shows "(\n. c * a n)\ 0 \ a \ 0"
using assms tendsto_mult_left tendsto_mult_left_iff by fastforce
lemma tendsto_zero_mult_right_iff [simp]:
fixes c::"'a::{topological_semigroup_mult,field}" assumes "c \ 0" shows "(\n. a n * c)\ 0 \ a \ 0"
using assms tendsto_mult_right tendsto_mult_right_iff by fastforce
lemma tendsto_zero_divide_iff [simp]:
fixes c::"'a::{topological_semigroup_mult,field}" assumes "c \ 0" shows "(\n. a n / c)\ 0 \ a \ 0"
using tendsto_zero_mult_right_iff [of "1/c" a] assms by (simp add: field_simps)
lemma lim_const_over_n [tendsto_intros]:
fixes a :: "'a::real_normed_field"
shows "(\n. a / of_nat n) \ 0"
using tendsto_mult [OF tendsto_const [of a] lim_1_over_n] by simp
lemmas continuous_of_real [continuous_intros] =
bounded_linear.continuous [OF bounded_linear_of_real]
lemmas continuous_scaleR [continuous_intros] =
bounded_bilinear.continuous [OF bounded_bilinear_scaleR]
lemmas continuous_mult [continuous_intros] =
bounded_bilinear.continuous [OF bounded_bilinear_mult]
lemmas continuous_on_of_real [continuous_intros] =
bounded_linear.continuous_on [OF bounded_linear_of_real]
lemmas continuous_on_scaleR [continuous_intros] =
bounded_bilinear.continuous_on [OF bounded_bilinear_scaleR]
lemmas continuous_on_mult [continuous_intros] =
bounded_bilinear.continuous_on [OF bounded_bilinear_mult]
lemmas tendsto_mult_zero =
bounded_bilinear.tendsto_zero [OF bounded_bilinear_mult]
lemmas tendsto_mult_left_zero =
bounded_bilinear.tendsto_left_zero [OF bounded_bilinear_mult]
lemmas tendsto_mult_right_zero =
bounded_bilinear.tendsto_right_zero [OF bounded_bilinear_mult]
lemma continuous_mult_left:
fixes c::"'a::real_normed_algebra"
shows "continuous F f \ continuous F (\x. c * f x)"
by (rule continuous_mult [OF continuous_const])
lemma continuous_mult_right:
fixes c::"'a::real_normed_algebra"
shows "continuous F f \ continuous F (\x. f x * c)"
by (rule continuous_mult [OF _ continuous_const])
lemma continuous_on_mult_left:
fixes c::"'a::real_normed_algebra"
shows "continuous_on s f \ continuous_on s (\x. c * f x)"
by (rule continuous_on_mult [OF continuous_on_const])
lemma continuous_on_mult_right:
fixes c::"'a::real_normed_algebra"
shows "continuous_on s f \ continuous_on s (\x. f x * c)"
by (rule continuous_on_mult [OF _ continuous_on_const])
lemma continuous_on_mult_const [simp]:
fixes c::"'a::real_normed_algebra"
shows "continuous_on s ((*) c)"
by (intro continuous_on_mult_left continuous_on_id)
lemma tendsto_divide_zero:
fixes c :: "'a::real_normed_field"
shows "(f \ 0) F \ ((\x. f x / c) \ 0) F"
by (cases "c=0") (simp_all add: divide_inverse tendsto_mult_left_zero)
lemma tendsto_power [tendsto_intros]: "(f \ a) F \ ((\x. f x ^ n) \ a ^ n) F"
for f :: "'a \ 'b::{power,real_normed_algebra}"
by (induct n) (simp_all add: tendsto_mult)
lemma tendsto_null_power: "\(f \ 0) F; 0 < n\ \ ((\x. f x ^ n) \ 0) F"
for f :: "'a \ 'b::{power,real_normed_algebra_1}"
using tendsto_power [of f 0 F n] by (simp add: power_0_left)
lemma continuous_power [continuous_intros]: "continuous F f \ continuous F (\x. (f x)^n)"
for f :: "'a::t2_space \ 'b::{power,real_normed_algebra}"
unfolding continuous_def by (rule tendsto_power)
lemma continuous_on_power [continuous_intros]:
fixes f :: "_ \ 'b::{power,real_normed_algebra}"
shows "continuous_on s f \ continuous_on s (\x. (f x)^n)"
unfolding continuous_on_def by (auto intro: tendsto_power)
lemma tendsto_prod [tendsto_intros]:
fixes f :: "'a \ 'b \ 'c::{real_normed_algebra,comm_ring_1}"
shows "(\i. i \ S \ (f i \ L i) F) \ ((\x. \i\S. f i x) \ (\i\S. L i)) F"
by (induct S rule: infinite_finite_induct) (simp_all add: tendsto_mult)
lemma continuous_prod [continuous_intros]:
fixes f :: "'a \ 'b::t2_space \ 'c::{real_normed_algebra,comm_ring_1}"
shows "(\i. i \ S \ continuous F (f i)) \ continuous F (\x. \i\S. f i x)"
unfolding continuous_def by (rule tendsto_prod)
lemma continuous_on_prod [continuous_intros]:
fixes f :: "'a \ _ \ 'c::{real_normed_algebra,comm_ring_1}"
shows "(\i. i \ S \ continuous_on s (f i)) \ continuous_on s (\x. \i\S. f i x)"
unfolding continuous_on_def by (auto intro: tendsto_prod)
lemma tendsto_of_real_iff:
"((\x. of_real (f x) :: 'a::real_normed_div_algebra) \ of_real c) F \ (f \ c) F"
unfolding tendsto_iff by simp
lemma tendsto_add_const_iff:
"((\x. c + f x :: 'a::real_normed_vector) \ c + d) F \ (f \ d) F"
using tendsto_add[OF tendsto_const[of c], of f d]
and tendsto_add[OF tendsto_const[of "-c"], of "\x. c + f x" "c + d"] by auto
class topological_monoid_mult = topological_semigroup_mult + monoid_mult
class topological_comm_monoid_mult = topological_monoid_mult + comm_monoid_mult
lemma tendsto_power_strong [tendsto_intros]:
fixes f :: "_ \ 'b :: topological_monoid_mult"
assumes "(f \ a) F" "(g \ b) F"
shows "((\x. f x ^ g x) \ a ^ b) F"
proof -
have "((\x. f x ^ b) \ a ^ b) F"
by (induction b) (auto intro: tendsto_intros assms)
also from assms(2) have "eventually (\x. g x = b) F"
by (simp add: nhds_discrete filterlim_principal)
hence "eventually (\x. f x ^ b = f x ^ g x) F"
by eventually_elim simp
hence "((\x. f x ^ b) \ a ^ b) F \ ((\x. f x ^ g x) \ a ^ b) F"
by (intro filterlim_cong refl)
finally show ?thesis .
qed
lemma continuous_mult' [continuous_intros]:
fixes f g :: "_ \ 'b::topological_semigroup_mult"
shows "continuous F f \ continuous F g \ continuous F (\x. f x * g x)"
unfolding continuous_def by (rule tendsto_mult)
lemma continuous_power' [continuous_intros]:
fixes f :: "_ \ 'b::topological_monoid_mult"
shows "continuous F f \ continuous F g \ continuous F (\x. f x ^ g x)"
unfolding continuous_def by (rule tendsto_power_strong) auto
lemma continuous_on_mult' [continuous_intros]:
fixes f g :: "_ \ 'b::topological_semigroup_mult"
shows "continuous_on A f \ continuous_on A g \ continuous_on A (\x. f x * g x)"
unfolding continuous_on_def by (auto intro: tendsto_mult)
lemma continuous_on_power' [continuous_intros]:
fixes f :: "_ \ 'b::topological_monoid_mult"
shows "continuous_on A f \ continuous_on A g \ continuous_on A (\x. f x ^ g x)"
unfolding continuous_on_def by (auto intro: tendsto_power_strong)
lemma tendsto_mult_one:
fixes f g :: "_ \ 'b::topological_monoid_mult"
shows "(f \ 1) F \ (g \ 1) F \ ((\x. f x * g x) \ 1) F"
by (drule (1) tendsto_mult) simp
lemma tendsto_prod' [tendsto_intros]:
fixes f :: "'a \ 'b \ 'c::topological_comm_monoid_mult"
shows "(\i. i \ I \ (f i \ a i) F) \ ((\x. \i\I. f i x) \ (\i\I. a i)) F"
by (induct I rule: infinite_finite_induct) (simp_all add: tendsto_mult)
lemma tendsto_one_prod':
fixes f :: "'a \ 'b \ 'c::topological_comm_monoid_mult"
assumes "\i. i \ I \ ((\x. f x i) \ 1) F"
shows "((\i. prod (f i) I) \ 1) F"
using tendsto_prod' [of I "\x y. f y x" "\x. 1"] assms by simp
lemma continuous_prod' [continuous_intros]:
fixes f :: "'a \ 'b::t2_space \ 'c::topological_comm_monoid_mult"
shows "(\i. i \ I \ continuous F (f i)) \ continuous F (\x. \i\I. f i x)"
unfolding continuous_def by (rule tendsto_prod')
lemma continuous_on_prod' [continuous_intros]:
fixes f :: "'a \ 'b::topological_space \ 'c::topological_comm_monoid_mult"
shows "(\i. i \ I \ continuous_on S (f i)) \ continuous_on S (\x. \i\I. f i x)"
unfolding continuous_on_def by (auto intro: tendsto_prod')
instance nat :: topological_comm_monoid_mult
by standard
(simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)
instance int :: topological_comm_monoid_mult
by standard
(simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)
class comm_real_normed_algebra_1 = real_normed_algebra_1 + comm_monoid_mult
context real_normed_field
begin
subclass comm_real_normed_algebra_1
proof
from norm_mult[of "1 :: 'a" 1] show "norm 1 = 1" by simp
qed (simp_all add: norm_mult)
end
subsubsection \<open>Inverse and division\<close>
lemma (in bounded_bilinear) Zfun_prod_Bfun:
assumes f: "Zfun f F"
and g: "Bfun g F"
shows "Zfun (\x. f x ** g x) F"
proof -
obtain K where K: "0 \ K"
and norm_le: "\x y. norm (x ** y) \ norm x * norm y * K"
using nonneg_bounded by blast
obtain B where B: "0 < B"
and norm_g: "eventually (\x. norm (g x) \ B) F"
using g by (rule BfunE)
have "eventually (\x. norm (f x ** g x) \ norm (f x) * (B * K)) F"
using norm_g proof eventually_elim
case (elim x)
have "norm (f x ** g x) \ norm (f x) * norm (g x) * K"
by (rule norm_le)
also have "\ \ norm (f x) * B * K"
by (intro mult_mono' order_refl norm_g norm_ge_zero mult_nonneg_nonneg K elim)
also have "\ = norm (f x) * (B * K)"
by (rule mult.assoc)
finally show "norm (f x ** g x) \ norm (f x) * (B * K)" .
qed
with f show ?thesis
by (rule Zfun_imp_Zfun)
qed
lemma (in bounded_bilinear) Bfun_prod_Zfun:
assumes f: "Bfun f F"
and g: "Zfun g F"
shows "Zfun (\x. f x ** g x) F"
using flip g f by (rule bounded_bilinear.Zfun_prod_Bfun)
lemma Bfun_inverse:
fixes a :: "'a::real_normed_div_algebra"
assumes f: "(f \ a) F"
assumes a: "a \ 0"
shows "Bfun (\x. inverse (f x)) F"
proof -
from a have "0 < norm a" by simp
then have "\r>0. r < norm a" by (rule dense)
then obtain r where r1: "0 < r" and r2: "r < norm a"
by blast
have "eventually (\x. dist (f x) a < r) F"
using tendstoD [OF f r1] by blast
then have "eventually (\x. norm (inverse (f x)) \ inverse (norm a - r)) F"
proof eventually_elim
case (elim x)
then have 1: "norm (f x - a) < r"
by (simp add: dist_norm)
then have 2: "f x \ 0" using r2 by auto
then have "norm (inverse (f x)) = inverse (norm (f x))"
by (rule nonzero_norm_inverse)
also have "\ \ inverse (norm a - r)"
proof (rule le_imp_inverse_le)
show "0 < norm a - r"
using r2 by simp
have "norm a - norm (f x) \ norm (a - f x)"
by (rule norm_triangle_ineq2)
also have "\ = norm (f x - a)"
by (rule norm_minus_commute)
also have "\ < r" using 1 .
finally show "norm a - r \ norm (f x)"
by simp
qed
finally show "norm (inverse (f x)) \ inverse (norm a - r)" .
qed
then show ?thesis by (rule BfunI)
qed
lemma tendsto_inverse [tendsto_intros]:
fixes a :: "'a::real_normed_div_algebra"
assumes f: "(f \ a) F"
and a: "a \ 0"
shows "((\x. inverse (f x)) \ inverse a) F"
proof -
from a have "0 < norm a" by simp
with f have "eventually (\x. dist (f x) a < norm a) F"
by (rule tendstoD)
then have "eventually (\x. f x \ 0) F"
unfolding dist_norm by (auto elim!: eventually_mono)
with a have "eventually (\x. inverse (f x) - inverse a =
- (inverse (f x) * (f x - a) * inverse a)) F"
by (auto elim!: eventually_mono simp: inverse_diff_inverse)
moreover have "Zfun (\x. - (inverse (f x) * (f x - a) * inverse a)) F"
by (intro Zfun_minus Zfun_mult_left
bounded_bilinear.Bfun_prod_Zfun [OF bounded_bilinear_mult]
Bfun_inverse [OF f a] f [unfolded tendsto_Zfun_iff])
ultimately show ?thesis
unfolding tendsto_Zfun_iff by (rule Zfun_ssubst)
qed
lemma continuous_inverse:
fixes f :: "'a::t2_space \ 'b::real_normed_div_algebra"
assumes "continuous F f"
and "f (Lim F (\x. x)) \ 0"
shows "continuous F (\x. inverse (f x))"
using assms unfolding continuous_def by (rule tendsto_inverse)
lemma continuous_at_within_inverse[continuous_intros]:
fixes f :: "'a::t2_space \ 'b::real_normed_div_algebra"
assumes "continuous (at a within s) f"
and "f a \ 0"
shows "continuous (at a within s) (\x. inverse (f x))"
using assms unfolding continuous_within by (rule tendsto_inverse)
lemma continuous_on_inverse[continuous_intros]:
fixes f :: "'a::topological_space \ 'b::real_normed_div_algebra"
assumes "continuous_on s f"
and "\x\s. f x \ 0"
shows "continuous_on s (\x. inverse (f x))"
using assms unfolding continuous_on_def by (blast intro: tendsto_inverse)
lemma tendsto_divide [tendsto_intros]:
fixes a b :: "'a::real_normed_field"
shows "(f \ a) F \ (g \ b) F \ b \ 0 \ ((\x. f x / g x) \ a / b) F"
by (simp add: tendsto_mult tendsto_inverse divide_inverse)
lemma continuous_divide:
fixes f g :: "'a::t2_space \ 'b::real_normed_field"
assumes "continuous F f"
and "continuous F g"
and "g (Lim F (\x. x)) \ 0"
shows "continuous F (\x. (f x) / (g x))"
using assms unfolding continuous_def by (rule tendsto_divide)
lemma continuous_at_within_divide[continuous_intros]:
fixes f g :: "'a::t2_space \ 'b::real_normed_field"
assumes "continuous (at a within s) f" "continuous (at a within s) g"
and "g a \ 0"
shows "continuous (at a within s) (\x. (f x) / (g x))"
using assms unfolding continuous_within by (rule tendsto_divide)
lemma isCont_divide[continuous_intros, simp]:
fixes f g :: "'a::t2_space \ 'b::real_normed_field"
assumes "isCont f a" "isCont g a" "g a \ 0"
shows "isCont (\x. (f x) / g x) a"
using assms unfolding continuous_at by (rule tendsto_divide)
lemma continuous_on_divide[continuous_intros]:
fixes f :: "'a::topological_space \ 'b::real_normed_field"
assumes "continuous_on s f" "continuous_on s g"
and "\x\s. g x \ 0"
shows "continuous_on s (\x. (f x) / (g x))"
using assms unfolding continuous_on_def by (blast intro: tendsto_divide)
lemma tendsto_power_int [tendsto_intros]:
fixes a :: "'a::real_normed_div_algebra"
assumes f: "(f \ a) F"
and a: "a \ 0"
shows "((\x. power_int (f x) n) \ power_int a n) F"
using assms by (cases n rule: int_cases4) (auto intro!: tendsto_intros simp: power_int_minus)
lemma continuous_power_int:
fixes f :: "'a::t2_space \ 'b::real_normed_div_algebra"
assumes "continuous F f"
and "f (Lim F (\x. x)) \ 0"
shows "continuous F (\x. power_int (f x) n)"
using assms unfolding continuous_def by (rule tendsto_power_int)
lemma continuous_at_within_power_int[continuous_intros]:
fixes f :: "'a::t2_space \ 'b::real_normed_div_algebra"
assumes "continuous (at a within s) f"
and "f a \ 0"
shows "continuous (at a within s) (\x. power_int (f x) n)"
using assms unfolding continuous_within by (rule tendsto_power_int)
lemma continuous_on_power_int [continuous_intros]:
fixes f :: "'a::topological_space \ 'b::real_normed_div_algebra"
assumes "continuous_on s f" and "\x\s. f x \ 0"
shows "continuous_on s (\x. power_int (f x) n)"
using assms unfolding continuous_on_def by (blast intro: tendsto_power_int)
lemma tendsto_sgn [tendsto_intros]: "(f \ l) F \ l \ 0 \ ((\x. sgn (f x)) \ sgn l) F"
for l :: "'a::real_normed_vector"
unfolding sgn_div_norm by (simp add: tendsto_intros)
lemma continuous_sgn:
fixes f :: "'a::t2_space \ 'b::real_normed_vector"
assumes "continuous F f"
and "f (Lim F (\x. x)) \ 0"
shows "continuous F (\x. sgn (f x))"
using assms unfolding continuous_def by (rule tendsto_sgn)
lemma continuous_at_within_sgn[continuous_intros]:
fixes f :: "'a::t2_space \ 'b::real_normed_vector"
assumes "continuous (at a within s) f"
and "f a \ 0"
shows "continuous (at a within s) (\x. sgn (f x))"
using assms unfolding continuous_within by (rule tendsto_sgn)
lemma isCont_sgn[continuous_intros]:
fixes f :: "'a::t2_space \ 'b::real_normed_vector"
assumes "isCont f a"
and "f a \ 0"
shows "isCont (\x. sgn (f x)) a"
using assms unfolding continuous_at by (rule tendsto_sgn)
lemma continuous_on_sgn[continuous_intros]:
fixes f :: "'a::topological_space \ 'b::real_normed_vector"
assumes "continuous_on s f"
and "\x\s. f x \ 0"
shows "continuous_on s (\x. sgn (f x))"
using assms unfolding continuous_on_def by (blast intro: tendsto_sgn)
lemma filterlim_at_infinity:
fixes f :: "_ \ 'a::real_normed_vector"
assumes "0 \ c"
shows "(LIM x F. f x :> at_infinity) \ (\r>c. eventually (\x. r \ norm (f x)) F)"
unfolding filterlim_iff eventually_at_infinity
proof safe
fix P :: "'a \ bool"
fix b
assume *: "\r>c. eventually (\x. r \ norm (f x)) F"
assume P: "\x. b \ norm x \ P x"
have "max b (c + 1) > c" by auto
with * have "eventually (\x. max b (c + 1) \ norm (f x)) F"
by auto
then show "eventually (\x. P (f x)) F"
proof eventually_elim
case (elim x)
with P show "P (f x)" by auto
qed
qed force
lemma filterlim_at_infinity_imp_norm_at_top:
fixes F
assumes "filterlim f at_infinity F"
shows "filterlim (\x. norm (f x)) at_top F"
proof -
{
fix r :: real
have "\\<^sub>F x in F. r \ norm (f x)" using filterlim_at_infinity[of 0 f F] assms
by (cases "r > 0")
(auto simp: not_less intro: always_eventually order.trans[OF _ norm_ge_zero])
}
thus ?thesis by (auto simp: filterlim_at_top)
qed
lemma filterlim_norm_at_top_imp_at_infinity:
fixes F
assumes "filterlim (\x. norm (f x)) at_top F"
shows "filterlim f at_infinity F"
using filterlim_at_infinity[of 0 f F] assms by (auto simp: filterlim_at_top)
lemma filterlim_norm_at_top: "filterlim norm at_top at_infinity"
by (rule filterlim_at_infinity_imp_norm_at_top) (rule filterlim_ident)
lemma filterlim_at_infinity_conv_norm_at_top:
"filterlim f at_infinity G \ filterlim (\x. norm (f x)) at_top G"
by (auto simp: filterlim_at_infinity[OF order.refl] filterlim_at_top_gt[of _ _ 0])
lemma eventually_not_equal_at_infinity:
"eventually (\x. x \ (a :: 'a :: {real_normed_vector})) at_infinity"
proof -
from filterlim_norm_at_top[where 'a = 'a]
have "\\<^sub>F x in at_infinity. norm a < norm (x::'a)" by (auto simp: filterlim_at_top_dense)
thus ?thesis by eventually_elim auto
qed
lemma filterlim_int_of_nat_at_topD:
fixes F
assumes "filterlim (\x. f (int x)) F at_top"
shows "filterlim f F at_top"
proof -
have "filterlim (\x. f (int (nat x))) F at_top"
by (rule filterlim_compose[OF assms filterlim_nat_sequentially])
also have "?this \ filterlim f F at_top"
by (intro filterlim_cong refl eventually_mono [OF eventually_ge_at_top[of "0::int"]]) auto
finally show ?thesis .
qed
lemma filterlim_int_sequentially [tendsto_intros]:
"filterlim int at_top sequentially"
unfolding filterlim_at_top
proof
fix C :: int
show "eventually (\n. int n \ C) at_top"
using eventually_ge_at_top[of "nat \C\"] by eventually_elim linarith
qed
lemma filterlim_real_of_int_at_top [tendsto_intros]:
"filterlim real_of_int at_top at_top"
unfolding filterlim_at_top
proof
fix C :: real
show "eventually (\n. real_of_int n \ C) at_top"
using eventually_ge_at_top[of "\C\"] by eventually_elim linarith
qed
lemma filterlim_abs_real: "filterlim (abs::real \ real) at_top at_top"
proof (subst filterlim_cong[OF refl refl])
from eventually_ge_at_top[of "0::real"] show "eventually (\x::real. \x\ = x) at_top"
by eventually_elim simp
qed (simp_all add: filterlim_ident)
lemma filterlim_of_real_at_infinity [tendsto_intros]:
"filterlim (of_real :: real \ 'a :: real_normed_algebra_1) at_infinity at_top"
by (intro filterlim_norm_at_top_imp_at_infinity) (auto simp: filterlim_abs_real)
lemma not_tendsto_and_filterlim_at_infinity:
fixes c :: "'a::real_normed_vector"
assumes "F \ bot"
and "(f \ c) F"
and "filterlim f at_infinity F"
shows False
proof -
from tendstoD[OF assms(2), of "1/2"]
have "eventually (\x. dist (f x) c < 1/2) F"
by simp
moreover
from filterlim_at_infinity[of "norm c" f F] assms(3)
have "eventually (\x. norm (f x) \ norm c + 1) F" by simp
ultimately have "eventually (\x. False) F"
proof eventually_elim
fix x
assume A: "dist (f x) c < 1/2"
assume "norm (f x) \ norm c + 1"
also have "norm (f x) = dist (f x) 0" by simp
also have "\ \ dist (f x) c + dist c 0" by (rule dist_triangle)
finally show False using A by simp
qed
with assms show False by simp
qed
lemma filterlim_at_infinity_imp_not_convergent:
assumes "filterlim f at_infinity sequentially"
shows "\ convergent f"
by (rule notI, rule not_tendsto_and_filterlim_at_infinity[OF _ _ assms])
(simp_all add: convergent_LIMSEQ_iff)
lemma filterlim_at_infinity_imp_eventually_ne:
assumes "filterlim f at_infinity F"
shows "eventually (\z. f z \ c) F"
proof -
have "norm c + 1 > 0"
by (intro add_nonneg_pos) simp_all
with filterlim_at_infinity[OF order.refl, of f F] assms
have "eventually (\z. norm (f z) \ norm c + 1) F"
by blast
then show ?thesis
by eventually_elim auto
qed
lemma tendsto_of_nat [tendsto_intros]:
"filterlim (of_nat :: nat \ 'a::real_normed_algebra_1) at_infinity sequentially"
proof (subst filterlim_at_infinity[OF order.refl], intro allI impI)
fix r :: real
assume r: "r > 0"
define n where "n = nat \r\"
from r have n: "\m\n. of_nat m \ r"
unfolding n_def by linarith
from eventually_ge_at_top[of n] show "eventually (\m. norm (of_nat m :: 'a) \ r) sequentially"
by eventually_elim (use n in simp_all)
qed
subsection \<open>Relate \<^const>\<open>at\<close>, \<^const>\<open>at_left\<close> and \<^const>\<open>at_right\<close>\<close>
text \<open>
This lemmas are useful for conversion between \<^term>\<open>at x\<close> to \<^term>\<open>at_left x\<close> and
\<^term>\<open>at_right x\<close> and also \<^term>\<open>at_right 0\<close>.
\<close>
lemmas filterlim_split_at_real = filterlim_split_at[where 'a=real]
lemma filtermap_nhds_shift: "filtermap (\x. x - d) (nhds a) = nhds (a - d)"
for a d :: "'a::real_normed_vector"
by (rule filtermap_fun_inverse[where g="\x. x + d"])
(auto intro!: tendsto_eq_intros filterlim_ident)
lemma filtermap_nhds_minus: "filtermap (\x. - x) (nhds a) = nhds (- a)"
for a :: "'a::real_normed_vector"
by (rule filtermap_fun_inverse[where g=uminus])
(auto intro!: tendsto_eq_intros filterlim_ident)
lemma filtermap_at_shift: "filtermap (\x. x - d) (at a) = at (a - d)"
for a d :: "'a::real_normed_vector"
by (simp add: filter_eq_iff eventually_filtermap eventually_at_filter filtermap_nhds_shift[symmetric])
lemma filtermap_at_right_shift: "filtermap (\x. x - d) (at_right a) = at_right (a - d)"
for a d :: "real"
by (simp add: filter_eq_iff eventually_filtermap eventually_at_filter filtermap_nhds_shift[symmetric])
lemma at_right_to_0: "at_right a = filtermap (\x. x + a) (at_right 0)"
for a :: real
using filtermap_at_right_shift[of "-a" 0] by simp
lemma filterlim_at_right_to_0:
"filterlim f F (at_right a) \ filterlim (\x. f (x + a)) F (at_right 0)"
for a :: real
unfolding filterlim_def filtermap_filtermap at_right_to_0[of a] ..
lemma eventually_at_right_to_0:
"eventually P (at_right a) \ eventually (\x. P (x + a)) (at_right 0)"
for a :: real
unfolding at_right_to_0[of a] by (simp add: eventually_filtermap)
lemma at_to_0: "at a = filtermap (\x. x + a) (at 0)"
for a :: "'a::real_normed_vector"
using filtermap_at_shift[of "-a" 0] by simp
lemma filterlim_at_to_0:
"filterlim f F (at a) \ filterlim (\x. f (x + a)) F (at 0)"
for a :: "'a::real_normed_vector"
unfolding filterlim_def filtermap_filtermap at_to_0[of a] ..
lemma eventually_at_to_0:
"eventually P (at a) \ eventually (\x. P (x + a)) (at 0)"
for a :: "'a::real_normed_vector"
unfolding at_to_0[of a] by (simp add: eventually_filtermap)
--> --------------------
--> maximum size reached
--> --------------------
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