(*  Title:      HOL/RealVector.thy

    Author:     Brian Huffman

*)

header {* Vector Spaces and Algebras over the Reals *}

theory RealVector

imports RComplete

begin

subsection {* Locale for additive functions *}

locale additive =

  fixes f :: "'a::ab_group_add \<Rightarrow> 'b::ab_group_add"

  assumes add: "f (x + y) = f x + f y"

begin

lemma zero: "f 0 = 0"

proof -

  have "f 0 = f (0 + 0)" by simp

  also have "\<dots> = f 0 + f 0" by (rule add)

  finally show "f 0 = 0" by simp

qed

lemma minus: "f (- x) = - f x"

proof -

  have "f (- x) + f x = f (- x + x)" by (rule add [symmetric])

  also have "\<dots> = - f x + f x" by (simp add: zero)

  finally show "f (- x) = - f x" by (rule add_right_imp_eq)

qed

lemma diff: "f (x - y) = f x - f y"

by (simp add: add minus diff_minus)

lemma setsum: "f (setsum g A) = (\<Sum>x\<in>A. f (g x))"

apply (cases "finite A")

apply (induct set: finite)

apply (simp add: zero)

apply (simp add: add)

apply (simp add: zero)

done

end

subsection {* Vector spaces *}

locale vector_space =

  fixes scale :: "'a::field \<Rightarrow> 'b::ab_group_add \<Rightarrow> 'b"

  assumes scale_right_distrib [algebra_simps]:

    "scale a (x + y) = scale a x + scale a y"

  and scale_left_distrib [algebra_simps]:

    "scale (a + b) x = scale a x + scale b x"

  and scale_scale [simp]: "scale a (scale b x) = scale (a * b) x"

  and scale_one [simp]: "scale 1 x = x"

begin

lemma scale_left_commute:

  "scale a (scale b x) = scale b (scale a x)"

by (simp add: mult_commute)

lemma scale_zero_left [simp]: "scale 0 x = 0"

  and scale_minus_left [simp]: "scale (- a) x = - (scale a x)"

  and scale_left_diff_distrib [algebra_simps]:

        "scale (a - b) x = scale a x - scale b x"

  and scale_setsum_left: "scale (setsum f A) x = (\<Sum>a\<in>A. scale (f a) x)"

proof -

  interpret s: additive "\<lambda>a. scale a x"

    proof qed (rule scale_left_distrib)

  show "scale 0 x = 0" by (rule s.zero)

  show "scale (- a) x = - (scale a x)" by (rule s.minus)

  show "scale (a - b) x = scale a x - scale b x" by (rule s.diff)

  show "scale (setsum f A) x = (\<Sum>a\<in>A. scale (f a) x)" by (rule s.setsum)

qed

lemma scale_zero_right [simp]: "scale a 0 = 0"

  and scale_minus_right [simp]: "scale a (- x) = - (scale a x)"

  and scale_right_diff_distrib [algebra_simps]:

        "scale a (x - y) = scale a x - scale a y"

  and scale_setsum_right: "scale a (setsum f A) = (\<Sum>x\<in>A. scale a (f x))"

proof -

  interpret s: additive "\<lambda>x. scale a x"

    proof qed (rule scale_right_distrib)

  show "scale a 0 = 0" by (rule s.zero)

  show "scale a (- x) = - (scale a x)" by (rule s.minus)

  show "scale a (x - y) = scale a x - scale a y" by (rule s.diff)

  show "scale a (setsum f A) = (\<Sum>x\<in>A. scale a (f x))" by (rule s.setsum)

qed

lemma scale_eq_0_iff [simp]:

  "scale a x = 0 \<longleftrightarrow> a = 0 \<or> x = 0"

proof cases

  assume "a = 0" thus ?thesis by simp

next

  assume anz [simp]: "a \<noteq> 0"

  { assume "scale a x = 0"

    hence "scale (inverse a) (scale a x) = 0" by simp

    hence "x = 0" by simp }

  thus ?thesis by force

qed

lemma scale_left_imp_eq:

  "\<lbrakk>a \<noteq> 0; scale a x = scale a y\<rbrakk> \<Longrightarrow> x = y"

proof -

  assume nonzero: "a \<noteq> 0"

  assume "scale a x = scale a y"

  hence "scale a (x - y) = 0"

     by (simp add: scale_right_diff_distrib)

  hence "x - y = 0" by (simp add: nonzero)

  thus "x = y" by (simp only: right_minus_eq)

qed

lemma scale_right_imp_eq:

  "\<lbrakk>x \<noteq> 0; scale a x = scale b x\<rbrakk> \<Longrightarrow> a = b"

proof -

  assume nonzero: "x \<noteq> 0"

  assume "scale a x = scale b x"

  hence "scale (a - b) x = 0"

     by (simp add: scale_left_diff_distrib)

  hence "a - b = 0" by (simp add: nonzero)

  thus "a = b" by (simp only: right_minus_eq)

qed

lemma scale_cancel_left [simp]:

  "scale a x = scale a y \<longleftrightarrow> x = y \<or> a = 0"

by (auto intro: scale_left_imp_eq)

lemma scale_cancel_right [simp]:

  "scale a x = scale b x \<longleftrightarrow> a = b \<or> x = 0"

by (auto intro: scale_right_imp_eq)

end

subsection {* Real vector spaces *}

class scaleR =

  fixes scaleR :: "real \<Rightarrow> 'a \<Rightarrow> 'a" (infixr "*\<^sub>R" 75)

begin

abbreviation

  divideR :: "'a \<Rightarrow> real \<Rightarrow> 'a" (infixl "'/\<^sub>R" 70)

where

  "x /\<^sub>R r == scaleR (inverse r) x"

end

class real_vector = scaleR + ab_group_add +

  assumes scaleR_add_right: "scaleR a (x + y) = scaleR a x + scaleR a y"

  and scaleR_add_left: "scaleR (a + b) x = scaleR a x + scaleR b x"

  and scaleR_scaleR: "scaleR a (scaleR b x) = scaleR (a * b) x"

  and scaleR_one: "scaleR 1 x = x"

interpretation real_vector:

  vector_space "scaleR :: real \<Rightarrow> 'a \<Rightarrow> 'a::real_vector"

apply unfold_locales

apply (rule scaleR_add_right)

apply (rule scaleR_add_left)

apply (rule scaleR_scaleR)

apply (rule scaleR_one)

done

text {* Recover original theorem names *}

lemmas scaleR_left_commute = real_vector.scale_left_commute

lemmas scaleR_zero_left = real_vector.scale_zero_left

lemmas scaleR_minus_left = real_vector.scale_minus_left

lemmas scaleR_diff_left = real_vector.scale_left_diff_distrib

lemmas scaleR_setsum_left = real_vector.scale_setsum_left

lemmas scaleR_zero_right = real_vector.scale_zero_right

lemmas scaleR_minus_right = real_vector.scale_minus_right

lemmas scaleR_diff_right = real_vector.scale_right_diff_distrib

lemmas scaleR_setsum_right = real_vector.scale_setsum_right

lemmas scaleR_eq_0_iff = real_vector.scale_eq_0_iff

lemmas scaleR_left_imp_eq = real_vector.scale_left_imp_eq

lemmas scaleR_right_imp_eq = real_vector.scale_right_imp_eq

lemmas scaleR_cancel_left = real_vector.scale_cancel_left

lemmas scaleR_cancel_right = real_vector.scale_cancel_right

text {* Legacy names *}

lemmas scaleR_left_distrib = scaleR_add_left

lemmas scaleR_right_distrib = scaleR_add_right

lemmas scaleR_left_diff_distrib = scaleR_diff_left

lemmas scaleR_right_diff_distrib = scaleR_diff_right

lemma scaleR_minus1_left [simp]:

  fixes x :: "'a::real_vector"

  shows "scaleR (-1) x = - x"

  using scaleR_minus_left [of 1 x] by simp

class real_algebra = real_vector + ring +

  assumes mult_scaleR_left [simp]: "scaleR a x * y = scaleR a (x * y)"

  and mult_scaleR_right [simp]: "x * scaleR a y = scaleR a (x * y)"

class real_algebra_1 = real_algebra + ring_1

class real_div_algebra = real_algebra_1 + division_ring

class real_field = real_div_algebra + field

instantiation real :: real_field

begin

definition

  real_scaleR_def [simp]: "scaleR a x = a * x"

instance proof

qed (simp_all add: algebra_simps)

end

interpretation scaleR_left: additive "(\<lambda>a. scaleR a x::'a::real_vector)"

proof qed (rule scaleR_left_distrib)

interpretation scaleR_right: additive "(\<lambda>x. scaleR a x::'a::real_vector)"

proof qed (rule scaleR_right_distrib)

lemma nonzero_inverse_scaleR_distrib:

  fixes x :: "'a::real_div_algebra" shows

  "\<lbrakk>a \<noteq> 0; x \<noteq> 0\<rbrakk> \<Longrightarrow> inverse (scaleR a x) = scaleR (inverse a) (inverse x)"

by (rule inverse_unique, simp)

lemma inverse_scaleR_distrib:

  fixes x :: "'a::{real_div_algebra, division_ring_inverse_zero}"

  shows "inverse (scaleR a x) = scaleR (inverse a) (inverse x)"

apply (case_tac "a = 0", simp)

apply (case_tac "x = 0", simp)

apply (erule (1) nonzero_inverse_scaleR_distrib)

done

subsection {* Embedding of the Reals into any @{text real_algebra_1}:

@{term of_real} *}

definition

  of_real :: "real \<Rightarrow> 'a::real_algebra_1" where

  "of_real r = scaleR r 1"

lemma scaleR_conv_of_real: "scaleR r x = of_real r * x"

by (simp add: of_real_def)

lemma of_real_0 [simp]: "of_real 0 = 0"

by (simp add: of_real_def)

lemma of_real_1 [simp]: "of_real 1 = 1"

by (simp add: of_real_def)

lemma of_real_add [simp]: "of_real (x + y) = of_real x + of_real y"

by (simp add: of_real_def scaleR_left_distrib)

lemma of_real_minus [simp]: "of_real (- x) = - of_real x"

by (simp add: of_real_def)

lemma of_real_diff [simp]: "of_real (x - y) = of_real x - of_real y"

by (simp add: of_real_def scaleR_left_diff_distrib)

lemma of_real_mult [simp]: "of_real (x * y) = of_real x * of_real y"

by (simp add: of_real_def mult_commute)

lemma nonzero_of_real_inverse:

  "x \<noteq> 0 \<Longrightarrow> of_real (inverse x) =

   inverse (of_real x :: 'a::real_div_algebra)"

by (simp add: of_real_def nonzero_inverse_scaleR_distrib)

lemma of_real_inverse [simp]:

  "of_real (inverse x) =

   inverse (of_real x :: 'a::{real_div_algebra, division_ring_inverse_zero})"

by (simp add: of_real_def inverse_scaleR_distrib)

lemma nonzero_of_real_divide:

  "y \<noteq> 0 \<Longrightarrow> of_real (x / y) =

   (of_real x / of_real y :: 'a::real_field)"

by (simp add: divide_inverse nonzero_of_real_inverse)

lemma of_real_divide [simp]:

  "of_real (x / y) =

   (of_real x / of_real y :: 'a::{real_field, field_inverse_zero})"

by (simp add: divide_inverse)

lemma of_real_power [simp]:

  "of_real (x ^ n) = (of_real x :: 'a::{real_algebra_1}) ^ n"

by (induct n) simp_all

lemma of_real_eq_iff [simp]: "(of_real x = of_real y) = (x = y)"

by (simp add: of_real_def)

lemma inj_of_real:

  "inj of_real"

  by (auto intro: injI)

lemmas of_real_eq_0_iff [simp] = of_real_eq_iff [of _ 0, simplified]

lemma of_real_eq_id [simp]: "of_real = (id :: real \<Rightarrow> real)"

proof

  fix r

  show "of_real r = id r"

    by (simp add: of_real_def)

qed

text{*Collapse nested embeddings*}

lemma of_real_of_nat_eq [simp]: "of_real (of_nat n) = of_nat n"

by (induct n) auto

lemma of_real_of_int_eq [simp]: "of_real (of_int z) = of_int z"

by (cases z rule: int_diff_cases, simp)

lemma of_real_numeral: "of_real (numeral w) = numeral w"

using of_real_of_int_eq [of "numeral w"] by simp

lemma of_real_neg_numeral: "of_real (neg_numeral w) = neg_numeral w"

using of_real_of_int_eq [of "neg_numeral w"] by simp

text{*Every real algebra has characteristic zero*}

instance real_algebra_1 < ring_char_0

proof

  from inj_of_real inj_of_nat have "inj (of_real \<circ> of_nat)" by (rule inj_comp)

  then show "inj (of_nat :: nat \<Rightarrow> 'a)" by (simp add: comp_def)

qed

instance real_field < field_char_0 ..

subsection {* The Set of Real Numbers *}

definition Reals :: "'a::real_algebra_1 set" where

  "Reals = range of_real"

notation (xsymbols)

  Reals  ("\<real>")

lemma Reals_of_real [simp]: "of_real r \<in> Reals"

by (simp add: Reals_def)

lemma Reals_of_int [simp]: "of_int z \<in> Reals"

by (subst of_real_of_int_eq [symmetric], rule Reals_of_real)

lemma Reals_of_nat [simp]: "of_nat n \<in> Reals"

by (subst of_real_of_nat_eq [symmetric], rule Reals_of_real)

lemma Reals_numeral [simp]: "numeral w \<in> Reals"

by (subst of_real_numeral [symmetric], rule Reals_of_real)

lemma Reals_neg_numeral [simp]: "neg_numeral w \<in> Reals"

by (subst of_real_neg_numeral [symmetric], rule Reals_of_real)

lemma Reals_0 [simp]: "0 \<in> Reals"

apply (unfold Reals_def)

apply (rule range_eqI)

apply (rule of_real_0 [symmetric])

done

lemma Reals_1 [simp]: "1 \<in> Reals"

apply (unfold Reals_def)

apply (rule range_eqI)

apply (rule of_real_1 [symmetric])

done

lemma Reals_add [simp]: "\<lbrakk>a \<in> Reals; b \<in> Reals\<rbrakk> \<Longrightarrow> a + b \<in> Reals"

apply (auto simp add: Reals_def)

apply (rule range_eqI)

apply (rule of_real_add [symmetric])

done

lemma Reals_minus [simp]: "a \<in> Reals \<Longrightarrow> - a \<in> Reals"

apply (auto simp add: Reals_def)

apply (rule range_eqI)

apply (rule of_real_minus [symmetric])

done

lemma Reals_diff [simp]: "\<lbrakk>a \<in> Reals; b \<in> Reals\<rbrakk> \<Longrightarrow> a - b \<in> Reals"

apply (auto simp add: Reals_def)

apply (rule range_eqI)

apply (rule of_real_diff [symmetric])

done

lemma Reals_mult [simp]: "\<lbrakk>a \<in> Reals; b \<in> Reals\<rbrakk> \<Longrightarrow> a * b \<in> Reals"

apply (auto simp add: Reals_def)

apply (rule range_eqI)

apply (rule of_real_mult [symmetric])

done

lemma nonzero_Reals_inverse:

  fixes a :: "'a::real_div_algebra"

  shows "\<lbrakk>a \<in> Reals; a \<noteq> 0\<rbrakk> \<Longrightarrow> inverse a \<in> Reals"

apply (auto simp add: Reals_def)

apply (rule range_eqI)

apply (erule nonzero_of_real_inverse [symmetric])

done

lemma Reals_inverse [simp]:

  fixes a :: "'a::{real_div_algebra, division_ring_inverse_zero}"

  shows "a \<in> Reals \<Longrightarrow> inverse a \<in> Reals"

apply (auto simp add: Reals_def)

apply (rule range_eqI)

apply (rule of_real_inverse [symmetric])

done

lemma nonzero_Reals_divide:

  fixes a b :: "'a::real_field"

  shows "\<lbrakk>a \<in> Reals; b \<in> Reals; b \<noteq> 0\<rbrakk> \<Longrightarrow> a / b \<in> Reals"

apply (auto simp add: Reals_def)

apply (rule range_eqI)

apply (erule nonzero_of_real_divide [symmetric])

done

lemma Reals_divide [simp]:

  fixes a b :: "'a::{real_field, field_inverse_zero}"

  shows "\<lbrakk>a \<in> Reals; b \<in> Reals\<rbrakk> \<Longrightarrow> a / b \<in> Reals"

apply (auto simp add: Reals_def)

apply (rule range_eqI)

apply (rule of_real_divide [symmetric])

done

lemma Reals_power [simp]:

  fixes a :: "'a::{real_algebra_1}"

  shows "a \<in> Reals \<Longrightarrow> a ^ n \<in> Reals"

apply (auto simp add: Reals_def)

apply (rule range_eqI)

apply (rule of_real_power [symmetric])

done

lemma Reals_cases [cases set: Reals]:

  assumes "q \<in> \<real>"

  obtains (of_real) r where "q = of_real r"

  unfolding Reals_def

proof -

  from `q \<in> \<real>` have "q \<in> range of_real" unfolding Reals_def .

  then obtain r where "q = of_real r" ..

  then show thesis ..

qed

lemma Reals_induct [case_names of_real, induct set: Reals]:

  "q \<in> \<real> \<Longrightarrow> (\<And>r. P (of_real r)) \<Longrightarrow> P q"

  by (rule Reals_cases) auto

subsection {* Topological spaces *}

class "open" =

  fixes "open" :: "'a set \<Rightarrow> bool"

class topological_space = "open" +

  assumes open_UNIV [simp, intro]: "open UNIV"

  assumes open_Int [intro]: "open S \<Longrightarrow> open T \<Longrightarrow> open (S \<inter> T)"

  assumes open_Union [intro]: "\<forall>S\<in>K. open S \<Longrightarrow> open (\<Union> K)"

begin

definition

  closed :: "'a set \<Rightarrow> bool" where

  "closed S \<longleftrightarrow> open (- S)"

lemma open_empty [intro, simp]: "open {}"

  using open_Union [of "{}"] by simp

lemma open_Un [intro]: "open S \<Longrightarrow> open T \<Longrightarrow> open (S \<union> T)"

  using open_Union [of "{S, T}"] by simp

lemma open_UN [intro]: "\<forall>x\<in>A. open (B x) \<Longrightarrow> open (\<Union>x\<in>A. B x)"

  unfolding SUP_def by (rule open_Union) auto

lemma open_Inter [intro]: "finite S \<Longrightarrow> \<forall>T\<in>S. open T \<Longrightarrow> open (\<Inter>S)"

  by (induct set: finite) auto

lemma open_INT [intro]: "finite A \<Longrightarrow> \<forall>x\<in>A. open (B x) \<Longrightarrow> open (\<Inter>x\<in>A. B x)"

  unfolding INF_def by (rule open_Inter) auto

lemma closed_empty [intro, simp]:  "closed {}"

  unfolding closed_def by simp

lemma closed_Un [intro]: "closed S \<Longrightarrow> closed T \<Longrightarrow> closed (S \<union> T)"

  unfolding closed_def by auto

lemma closed_UNIV [intro, simp]: "closed UNIV"

  unfolding closed_def by simp

lemma closed_Int [intro]: "closed S \<Longrightarrow> closed T \<Longrightarrow> closed (S \<inter> T)"

  unfolding closed_def by auto

lemma closed_INT [intro]: "\<forall>x\<in>A. closed (B x) \<Longrightarrow> closed (\<Inter>x\<in>A. B x)"

  unfolding closed_def by auto

lemma closed_Inter [intro]: "\<forall>S\<in>K. closed S \<Longrightarrow> closed (\<Inter> K)"

  unfolding closed_def uminus_Inf by auto

lemma closed_Union [intro]: "finite S \<Longrightarrow> \<forall>T\<in>S. closed T \<Longrightarrow> closed (\<Union>S)"

  by (induct set: finite) auto

lemma closed_UN [intro]: "finite A \<Longrightarrow> \<forall>x\<in>A. closed (B x) \<Longrightarrow> closed (\<Union>x\<in>A. B x)"

  unfolding SUP_def by (rule closed_Union) auto

lemma open_closed: "open S \<longleftrightarrow> closed (- S)"

  unfolding closed_def by simp

lemma closed_open: "closed S \<longleftrightarrow> open (- S)"

  unfolding closed_def by simp

lemma open_Diff [intro]: "open S \<Longrightarrow> closed T \<Longrightarrow> open (S - T)"

  unfolding closed_open Diff_eq by (rule open_Int)

lemma closed_Diff [intro]: "closed S \<Longrightarrow> open T \<Longrightarrow> closed (S - T)"

  unfolding open_closed Diff_eq by (rule closed_Int)

lemma open_Compl [intro]: "closed S \<Longrightarrow> open (- S)"

  unfolding closed_open .

lemma closed_Compl [intro]: "open S \<Longrightarrow> closed (- S)"

  unfolding open_closed .

end

subsection {* Metric spaces *}

class dist =

  fixes dist :: "'a \<Rightarrow> 'a \<Rightarrow> real"

class open_dist = "open" + dist +

  assumes open_dist: "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S)"

class metric_space = open_dist +

  assumes dist_eq_0_iff [simp]: "dist x y = 0 \<longleftrightarrow> x = y"

  assumes dist_triangle2: "dist x y \<le> dist x z + dist y z"

begin

lemma dist_self [simp]: "dist x x = 0"

by simp

lemma zero_le_dist [simp]: "0 \<le> dist x y"

using dist_triangle2 [of x x y] by simp

lemma zero_less_dist_iff: "0 < dist x y \<longleftrightarrow> x \<noteq> y"

by (simp add: less_le)

lemma dist_not_less_zero [simp]: "\<not> dist x y < 0"

by (simp add: not_less)

lemma dist_le_zero_iff [simp]: "dist x y \<le> 0 \<longleftrightarrow> x = y"

by (simp add: le_less)

lemma dist_commute: "dist x y = dist y x"

proof (rule order_antisym)

  show "dist x y \<le> dist y x"

    using dist_triangle2 [of x y x] by simp

  show "dist y x \<le> dist x y"

    using dist_triangle2 [of y x y] by simp

qed

lemma dist_triangle: "dist x z \<le> dist x y + dist y z"

using dist_triangle2 [of x z y] by (simp add: dist_commute)

lemma dist_triangle3: "dist x y \<le> dist a x + dist a y"

using dist_triangle2 [of x y a] by (simp add: dist_commute)

lemma dist_triangle_alt:

  shows "dist y z <= dist x y + dist x z"

by (rule dist_triangle3)

lemma dist_pos_lt:

  shows "x \<noteq> y ==> 0 < dist x y"

by (simp add: zero_less_dist_iff)

lemma dist_nz:

  shows "x \<noteq> y \<longleftrightarrow> 0 < dist x y"

by (simp add: zero_less_dist_iff)

lemma dist_triangle_le:

  shows "dist x z + dist y z <= e \<Longrightarrow> dist x y <= e"

by (rule order_trans [OF dist_triangle2])

lemma dist_triangle_lt:

  shows "dist x z + dist y z < e ==> dist x y < e"

by (rule le_less_trans [OF dist_triangle2])

lemma dist_triangle_half_l:

  shows "dist x1 y < e / 2 \<Longrightarrow> dist x2 y < e / 2 \<Longrightarrow> dist x1 x2 < e"

by (rule dist_triangle_lt [where z=y], simp)

lemma dist_triangle_half_r:

  shows "dist y x1 < e / 2 \<Longrightarrow> dist y x2 < e / 2 \<Longrightarrow> dist x1 x2 < e"

by (rule dist_triangle_half_l, simp_all add: dist_commute)

subclass topological_space

proof

  have "\<exists>e::real. 0 < e"

    by (fast intro: zero_less_one)

  then show "open UNIV"

    unfolding open_dist by simp

next

  fix S T assume "open S" "open T"

  then show "open (S \<inter> T)"

    unfolding open_dist

    apply clarify

    apply (drule (1) bspec)+

    apply (clarify, rename_tac r s)

    apply (rule_tac x="min r s" in exI, simp)

    done

next

  fix K assume "\<forall>S\<in>K. open S" thus "open (\<Union>K)"

    unfolding open_dist by fast

qed

lemma (in metric_space) open_ball: "open {y. dist x y < d}"

proof (unfold open_dist, intro ballI)

  fix y assume *: "y \<in> {y. dist x y < d}"

  then show "\<exists>e>0. \<forall>z. dist z y < e \<longrightarrow> z \<in> {y. dist x y < d}"

    by (auto intro!: exI[of _ "d - dist x y"] simp: field_simps dist_triangle_lt)

qed

end

subsection {* Real normed vector spaces *}

class norm =

  fixes norm :: "'a \<Rightarrow> real"

class sgn_div_norm = scaleR + norm + sgn +

  assumes sgn_div_norm: "sgn x = x /\<^sub>R norm x"

class dist_norm = dist + norm + minus +

  assumes dist_norm: "dist x y = norm (x - y)"

class real_normed_vector = real_vector + sgn_div_norm + dist_norm + open_dist +

  assumes norm_ge_zero [simp]: "0 \<le> norm x"

  and norm_eq_zero [simp]: "norm x = 0 \<longleftrightarrow> x = 0"

  and norm_triangle_ineq: "norm (x + y) \<le> norm x + norm y"

  and norm_scaleR [simp]: "norm (scaleR a x) = \<bar>a\<bar> * norm x"

class real_normed_algebra = real_algebra + real_normed_vector +

  assumes norm_mult_ineq: "norm (x * y) \<le> norm x * norm y"

class real_normed_algebra_1 = real_algebra_1 + real_normed_algebra +

  assumes norm_one [simp]: "norm 1 = 1"

class real_normed_div_algebra = real_div_algebra + real_normed_vector +

  assumes norm_mult: "norm (x * y) = norm x * norm y"

class real_normed_field = real_field + real_normed_div_algebra

instance real_normed_div_algebra < real_normed_algebra_1

proof

  fix x y :: 'a

  show "norm (x * y) \<le> norm x * norm y"

    by (simp add: norm_mult)

next

  have "norm (1 * 1::'a) = norm (1::'a) * norm (1::'a)"

    by (rule norm_mult)

  thus "norm (1::'a) = 1" by simp

qed

lemma norm_zero [simp]: "norm (0::'a::real_normed_vector) = 0"

by simp

lemma zero_less_norm_iff [simp]:

  fixes x :: "'a::real_normed_vector"

  shows "(0 < norm x) = (x \<noteq> 0)"

by (simp add: order_less_le)

lemma norm_not_less_zero [simp]:

  fixes x :: "'a::real_normed_vector"

  shows "\<not> norm x < 0"

by (simp add: linorder_not_less)

lemma norm_le_zero_iff [simp]:

  fixes x :: "'a::real_normed_vector"

  shows "(norm x \<le> 0) = (x = 0)"

by (simp add: order_le_less)

lemma norm_minus_cancel [simp]:

  fixes x :: "'a::real_normed_vector"

  shows "norm (- x) = norm x"

proof -

  have "norm (- x) = norm (scaleR (- 1) x)"

    by (simp only: scaleR_minus_left scaleR_one)

  also have "\<dots> = \<bar>- 1\<bar> * norm x"

    by (rule norm_scaleR)

  finally show ?thesis by simp

qed

lemma norm_minus_commute:

  fixes a b :: "'a::real_normed_vector"

  shows "norm (a - b) = norm (b - a)"

proof -

  have "norm (- (b - a)) = norm (b - a)"

    by (rule norm_minus_cancel)

  thus ?thesis by simp

qed

lemma norm_triangle_ineq2:

  fixes a b :: "'a::real_normed_vector"

  shows "norm a - norm b \<le> norm (a - b)"

proof -

  have "norm (a - b + b) \<le> norm (a - b) + norm b"

    by (rule norm_triangle_ineq)

  thus ?thesis by simp

qed

lemma norm_triangle_ineq3:

  fixes a b :: "'a::real_normed_vector"

  shows "\<bar>norm a - norm b\<bar> \<le> norm (a - b)"

apply (subst abs_le_iff)

apply auto

apply (rule norm_triangle_ineq2)

apply (subst norm_minus_commute)

apply (rule norm_triangle_ineq2)

done

lemma norm_triangle_ineq4:

  fixes a b :: "'a::real_normed_vector"

  shows "norm (a - b) \<le> norm a + norm b"

proof -

  have "norm (a + - b) \<le> norm a + norm (- b)"

    by (rule norm_triangle_ineq)

  thus ?thesis

    by (simp only: diff_minus norm_minus_cancel)

qed

lemma norm_diff_ineq:

  fixes a b :: "'a::real_normed_vector"

  shows "norm a - norm b \<le> norm (a + b)"

proof -

  have "norm a - norm (- b) \<le> norm (a - - b)"

    by (rule norm_triangle_ineq2)

  thus ?thesis by simp

qed

lemma norm_diff_triangle_ineq:

  fixes a b c d :: "'a::real_normed_vector"

  shows "norm ((a + b) - (c + d)) \<le> norm (a - c) + norm (b - d)"

proof -

  have "norm ((a + b) - (c + d)) = norm ((a - c) + (b - d))"

    by (simp add: diff_minus add_ac)

  also have "\<dots> \<le> norm (a - c) + norm (b - d)"

    by (rule norm_triangle_ineq)

  finally show ?thesis .

qed

lemma abs_norm_cancel [simp]:

  fixes a :: "'a::real_normed_vector"

  shows "\<bar>norm a\<bar> = norm a"

by (rule abs_of_nonneg [OF norm_ge_zero])

lemma norm_add_less:

  fixes x y :: "'a::real_normed_vector"

  shows "\<lbrakk>norm x < r; norm y < s\<rbrakk> \<Longrightarrow> norm (x + y) < r + s"

by (rule order_le_less_trans [OF norm_triangle_ineq add_strict_mono])

lemma norm_mult_less:

  fixes x y :: "'a::real_normed_algebra"

  shows "\<lbrakk>norm x < r; norm y < s\<rbrakk> \<Longrightarrow> norm (x * y) < r * s"

apply (rule order_le_less_trans [OF norm_mult_ineq])

apply (simp add: mult_strict_mono')

done

lemma norm_of_real [simp]:

  "norm (of_real r :: 'a::real_normed_algebra_1) = \<bar>r\<bar>"

unfolding of_real_def by simp

lemma norm_numeral [simp]:

  "norm (numeral w::'a::real_normed_algebra_1) = numeral w"

by (subst of_real_numeral [symmetric], subst norm_of_real, simp)

lemma norm_neg_numeral [simp]:

  "norm (neg_numeral w::'a::real_normed_algebra_1) = numeral w"

by (subst of_real_neg_numeral [symmetric], subst norm_of_real, simp)

lemma norm_of_int [simp]:

  "norm (of_int z::'a::real_normed_algebra_1) = \<bar>of_int z\<bar>"

by (subst of_real_of_int_eq [symmetric], rule norm_of_real)

lemma norm_of_nat [simp]:

  "norm (of_nat n::'a::real_normed_algebra_1) = of_nat n"

apply (subst of_real_of_nat_eq [symmetric])

apply (subst norm_of_real, simp)

done

lemma nonzero_norm_inverse:

  fixes a :: "'a::real_normed_div_algebra"

  shows "a \<noteq> 0 \<Longrightarrow> norm (inverse a) = inverse (norm a)"

apply (rule inverse_unique [symmetric])

apply (simp add: norm_mult [symmetric])

done

lemma norm_inverse:

  fixes a :: "'a::{real_normed_div_algebra, division_ring_inverse_zero}"

  shows "norm (inverse a) = inverse (norm a)"

apply (case_tac "a = 0", simp)

apply (erule nonzero_norm_inverse)

done

lemma nonzero_norm_divide:

  fixes a b :: "'a::real_normed_field"

  shows "b \<noteq> 0 \<Longrightarrow> norm (a / b) = norm a / norm b"

by (simp add: divide_inverse norm_mult nonzero_norm_inverse)

lemma norm_divide:

  fixes a b :: "'a::{real_normed_field, field_inverse_zero}"

  shows "norm (a / b) = norm a / norm b"

by (simp add: divide_inverse norm_mult norm_inverse)

lemma norm_power_ineq:

  fixes x :: "'a::{real_normed_algebra_1}"

  shows "norm (x ^ n) \<le> norm x ^ n"

proof (induct n)

  case 0 show "norm (x ^ 0) \<le> norm x ^ 0" by simp

next

  case (Suc n)

  have "norm (x * x ^ n) \<le> norm x * norm (x ^ n)"

    by (rule norm_mult_ineq)

  also from Suc have "\<dots> \<le> norm x * norm x ^ n"

    using norm_ge_zero by (rule mult_left_mono)

  finally show "norm (x ^ Suc n) \<le> norm x ^ Suc n"

    by simp

qed

lemma norm_power:

  fixes x :: "'a::{real_normed_div_algebra}"

  shows "norm (x ^ n) = norm x ^ n"

by (induct n) (simp_all add: norm_mult)

text {* Every normed vector space is a metric space. *}

instance real_normed_vector < metric_space

proof

  fix x y :: 'a show "dist x y = 0 \<longleftrightarrow> x = y"

    unfolding dist_norm by simp

next

  fix x y z :: 'a show "dist x y \<le> dist x z + dist y z"

    unfolding dist_norm

    using norm_triangle_ineq4 [of "x - z" "y - z"] by simp

qed

subsection {* Class instances for real numbers *}

instantiation real :: real_normed_field

begin

definition real_norm_def [simp]:

  "norm r = \<bar>r\<bar>"

definition dist_real_def:

  "dist x y = \<bar>x - y\<bar>"

definition open_real_def:

  "open (S :: real set) \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S)"

instance

apply (intro_classes, unfold real_norm_def real_scaleR_def)

apply (rule dist_real_def)

apply (rule open_real_def)

apply (simp add: sgn_real_def)

apply (rule abs_ge_zero)

apply (rule abs_eq_0)

apply (rule abs_triangle_ineq)

apply (rule abs_mult)

apply (rule abs_mult)

done

end

lemma open_real_lessThan [simp]:

  fixes a :: real shows "open {..<a}"

unfolding open_real_def dist_real_def

proof (clarify)

  fix x assume "x < a"

  hence "0 < a - x \<and> (\<forall>y. \<bar>y - x\<bar> < a - x \<longrightarrow> y \<in> {..<a})" by auto

  thus "\<exists>e>0. \<forall>y. \<bar>y - x\<bar> < e \<longrightarrow> y \<in> {..<a}" ..

qed

lemma open_real_greaterThan [simp]:

  fixes a :: real shows "open {a<..}"

unfolding open_real_def dist_real_def

proof (clarify)

  fix x assume "a < x"

  hence "0 < x - a \<and> (\<forall>y. \<bar>y - x\<bar> < x - a \<longrightarrow> y \<in> {a<..})" by auto

  thus "\<exists>e>0. \<forall>y. \<bar>y - x\<bar> < e \<longrightarrow> y \<in> {a<..}" ..

qed

lemma open_real_greaterThanLessThan [simp]:

  fixes a b :: real shows "open {a<..<b}"

proof -

  have "{a<..<b} = {a<..} \<inter> {..<b}" by auto

  thus "open {a<..<b}" by (simp add: open_Int)

qed

lemma closed_real_atMost [simp]: 

  fixes a :: real shows "closed {..a}"

unfolding closed_open by simp

lemma closed_real_atLeast [simp]:

  fixes a :: real shows "closed {a..}"

unfolding closed_open by simp

lemma closed_real_atLeastAtMost [simp]:

  fixes a b :: real shows "closed {a..b}"

proof -

  have "{a..b} = {a..} \<inter> {..b}" by auto

  thus "closed {a..b}" by (simp add: closed_Int)

qed

subsection {* Extra type constraints *}

text {* Only allow @{term "open"} in class @{text topological_space}. *}

setup {* Sign.add_const_constraint

  (@{const_name "open"}, SOME @{typ "'a::topological_space set \<Rightarrow> bool"}) *}

text {* Only allow @{term dist} in class @{text metric_space}. *}

setup {* Sign.add_const_constraint

  (@{const_name dist}, SOME @{typ "'a::metric_space \<Rightarrow> 'a \<Rightarrow> real"}) *}

text {* Only allow @{term norm} in class @{text real_normed_vector}. *}

setup {* Sign.add_const_constraint

  (@{const_name norm}, SOME @{typ "'a::real_normed_vector \<Rightarrow> real"}) *}

subsection {* Sign function *}

lemma norm_sgn:

  "norm (sgn(x::'a::real_normed_vector)) = (if x = 0 then 0 else 1)"

by (simp add: sgn_div_norm)

lemma sgn_zero [simp]: "sgn(0::'a::real_normed_vector) = 0"

by (simp add: sgn_div_norm)

lemma sgn_zero_iff: "(sgn(x::'a::real_normed_vector) = 0) = (x = 0)"

by (simp add: sgn_div_norm)

lemma sgn_minus: "sgn (- x) = - sgn(x::'a::real_normed_vector)"

by (simp add: sgn_div_norm)

lemma sgn_scaleR:

  "sgn (scaleR r x) = scaleR (sgn r) (sgn(x::'a::real_normed_vector))"

by (simp add: sgn_div_norm mult_ac)

lemma sgn_one [simp]: "sgn (1::'a::real_normed_algebra_1) = 1"

by (simp add: sgn_div_norm)

lemma sgn_of_real:

  "sgn (of_real r::'a::real_normed_algebra_1) = of_real (sgn r)"

unfolding of_real_def by (simp only: sgn_scaleR sgn_one)

lemma sgn_mult:

  fixes x y :: "'a::real_normed_div_algebra"

  shows "sgn (x * y) = sgn x * sgn y"

by (simp add: sgn_div_norm norm_mult mult_commute)

lemma real_sgn_eq: "sgn (x::real) = x / \<bar>x\<bar>"

by (simp add: sgn_div_norm divide_inverse)

lemma real_sgn_pos: "0 < (x::real) \<Longrightarrow> sgn x = 1"

unfolding real_sgn_eq by simp

lemma real_sgn_neg: "(x::real) < 0 \<Longrightarrow> sgn x = -1"

unfolding real_sgn_eq by simp

subsection {* Bounded Linear and Bilinear Operators *}

locale bounded_linear = additive f for f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector" +

  assumes scaleR: "f (scaleR r x) = scaleR r (f x)"

  assumes bounded: "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"

begin

lemma pos_bounded:

  "\<exists>K>0. \<forall>x. norm (f x) \<le> norm x * K"

proof -

  obtain K where K: "\<And>x. norm (f x) \<le> norm x * K"

    using bounded by fast

  show ?thesis

  proof (intro exI impI conjI allI)

    show "0 < max 1 K"

      by (rule order_less_le_trans [OF zero_less_one le_maxI1])

  next

    fix x

    have "norm (f x) \<le> norm x * K" using K .

    also have "\<dots> \<le> norm x * max 1 K"

      by (rule mult_left_mono [OF le_maxI2 norm_ge_zero])

    finally show "norm (f x) \<le> norm x * max 1 K" .

  qed

qed

lemma nonneg_bounded:

  "\<exists>K\<ge>0. \<forall>x. norm (f x) \<le> norm x * K"

proof -

  from pos_bounded

  show ?thesis by (auto intro: order_less_imp_le)

qed

end