src/HOL/Ln.thy
author hoelzl
Thu Jan 31 11:31:27 2013 +0100 (2013-01-31)
changeset 50999 3de230ed0547
parent 50326 b5afeccab2db
permissions -rw-r--r--
introduce order topology
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(*  Title:      HOL/Ln.thy
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    Author:     Jeremy Avigad
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*)
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header {* Properties of ln *}
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theory Ln
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imports Transcendental
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begin
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lemma ln_one_plus_pos_lower_bound: "0 <= x ==> x <= 1 ==> 
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    x - x^2 <= ln (1 + x)"
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proof -
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  assume a: "0 <= x" and b: "x <= 1"
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  have "exp (x - x^2) = exp x / exp (x^2)"
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    by (rule exp_diff)
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  also have "... <= (1 + x + x^2) / exp (x ^2)"
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    apply (rule divide_right_mono) 
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    apply (rule exp_bound)
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    apply (rule a, rule b)
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    apply simp
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    done
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  also have "... <= (1 + x + x^2) / (1 + x^2)"
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    apply (rule divide_left_mono)
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    apply (simp add: exp_ge_add_one_self_aux)
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    apply (simp add: a)
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    apply (simp add: mult_pos_pos add_pos_nonneg)
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    done
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  also from a have "... <= 1 + x"
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    by (simp add: field_simps add_strict_increasing zero_le_mult_iff)
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  finally have "exp (x - x^2) <= 1 + x" .
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  also have "... = exp (ln (1 + x))"
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  proof -
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    from a have "0 < 1 + x" by auto
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    thus ?thesis
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      by (auto simp only: exp_ln_iff [THEN sym])
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  qed
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  finally have "exp (x - x ^ 2) <= exp (ln (1 + x))" .
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  thus ?thesis by (auto simp only: exp_le_cancel_iff)
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qed
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lemma aux5: "x < 1 ==> ln(1 - x) = - ln(1 + x / (1 - x))"
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proof -
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  assume a: "x < 1"
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  have "ln(1 - x) = - ln(1 / (1 - x))"
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  proof -
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    have "ln(1 - x) = - (- ln (1 - x))"
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      by auto
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    also have "- ln(1 - x) = ln 1 - ln(1 - x)"
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      by simp
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    also have "... = ln(1 / (1 - x))"
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      apply (rule ln_div [THEN sym])
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      by (insert a, auto)
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    finally show ?thesis .
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  qed
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  also have " 1 / (1 - x) = 1 + x / (1 - x)" using a by(simp add:field_simps)
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  finally show ?thesis .
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qed
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lemma ln_one_minus_pos_lower_bound: "0 <= x ==> x <= (1 / 2) ==> 
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    - x - 2 * x^2 <= ln (1 - x)"
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proof -
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  assume a: "0 <= x" and b: "x <= (1 / 2)"
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  from b have c: "x < 1"
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    by auto
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  then have "ln (1 - x) = - ln (1 + x / (1 - x))"
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    by (rule aux5)
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  also have "- (x / (1 - x)) <= ..."
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  proof - 
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    have "ln (1 + x / (1 - x)) <= x / (1 - x)"
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      apply (rule ln_add_one_self_le_self)
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      apply (rule divide_nonneg_pos)
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      by (insert a c, auto) 
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    thus ?thesis
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      by auto
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  qed
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  also have "- (x / (1 - x)) = -x / (1 - x)"
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    by auto
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  finally have d: "- x / (1 - x) <= ln (1 - x)" .
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  have "0 < 1 - x" using a b by simp
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  hence e: "-x - 2 * x^2 <= - x / (1 - x)"
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    using mult_right_le_one_le[of "x*x" "2*x"] a b
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    by (simp add:field_simps power2_eq_square)
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  from e d show "- x - 2 * x^2 <= ln (1 - x)"
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    by (rule order_trans)
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qed
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lemma ln_add_one_self_le_self2: "-1 < x ==> ln(1 + x) <= x"
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  apply (subgoal_tac "ln (1 + x) \<le> ln (exp x)", simp)
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  apply (subst ln_le_cancel_iff)
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  apply auto
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done
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lemma abs_ln_one_plus_x_minus_x_bound_nonneg:
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    "0 <= x ==> x <= 1 ==> abs(ln (1 + x) - x) <= x^2"
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proof -
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  assume x: "0 <= x"
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  assume x1: "x <= 1"
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  from x have "ln (1 + x) <= x"
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    by (rule ln_add_one_self_le_self)
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  then have "ln (1 + x) - x <= 0" 
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    by simp
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  then have "abs(ln(1 + x) - x) = - (ln(1 + x) - x)"
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    by (rule abs_of_nonpos)
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  also have "... = x - ln (1 + x)" 
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    by simp
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  also have "... <= x^2"
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  proof -
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    from x x1 have "x - x^2 <= ln (1 + x)"
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      by (intro ln_one_plus_pos_lower_bound)
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    thus ?thesis
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      by simp
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  qed
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  finally show ?thesis .
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qed
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lemma abs_ln_one_plus_x_minus_x_bound_nonpos:
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    "-(1 / 2) <= x ==> x <= 0 ==> abs(ln (1 + x) - x) <= 2 * x^2"
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proof -
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  assume a: "-(1 / 2) <= x"
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  assume b: "x <= 0"
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  have "abs(ln (1 + x) - x) = x - ln(1 - (-x))" 
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    apply (subst abs_of_nonpos)
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    apply simp
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    apply (rule ln_add_one_self_le_self2)
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    using a apply auto
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    done
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  also have "... <= 2 * x^2"
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    apply (subgoal_tac "- (-x) - 2 * (-x)^2 <= ln (1 - (-x))")
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    apply (simp add: algebra_simps)
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    apply (rule ln_one_minus_pos_lower_bound)
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    using a b apply auto
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    done
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  finally show ?thesis .
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qed
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lemma abs_ln_one_plus_x_minus_x_bound:
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    "abs x <= 1 / 2 ==> abs(ln (1 + x) - x) <= 2 * x^2"
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  apply (case_tac "0 <= x")
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  apply (rule order_trans)
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  apply (rule abs_ln_one_plus_x_minus_x_bound_nonneg)
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  apply auto
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  apply (rule abs_ln_one_plus_x_minus_x_bound_nonpos)
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  apply auto
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done
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lemma ln_x_over_x_mono: "exp 1 <= x ==> x <= y ==> (ln y / y) <= (ln x / x)"  
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proof -
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  assume x: "exp 1 <= x" "x <= y"
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  moreover have "0 < exp (1::real)" by simp
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  ultimately have a: "0 < x" and b: "0 < y"
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    by (fast intro: less_le_trans order_trans)+
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  have "x * ln y - x * ln x = x * (ln y - ln x)"
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    by (simp add: algebra_simps)
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  also have "... = x * ln(y / x)"
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    by (simp only: ln_div a b)
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  also have "y / x = (x + (y - x)) / x"
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    by simp
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  also have "... = 1 + (y - x) / x"
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    using x a by (simp add: field_simps)
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  also have "x * ln(1 + (y - x) / x) <= x * ((y - x) / x)"
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    apply (rule mult_left_mono)
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    apply (rule ln_add_one_self_le_self)
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    apply (rule divide_nonneg_pos)
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    using x a apply simp_all
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    done
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  also have "... = y - x" using a by simp
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  also have "... = (y - x) * ln (exp 1)" by simp
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  also have "... <= (y - x) * ln x"
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    apply (rule mult_left_mono)
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    apply (subst ln_le_cancel_iff)
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    apply fact
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    apply (rule a)
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    apply (rule x)
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    using x apply simp
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    done
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  also have "... = y * ln x - x * ln x"
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    by (rule left_diff_distrib)
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  finally have "x * ln y <= y * ln x"
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    by arith
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  then have "ln y <= (y * ln x) / x" using a by (simp add: field_simps)
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  also have "... = y * (ln x / x)" by simp
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  finally show ?thesis using b by (simp add: field_simps)
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qed
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lemma ln_le_minus_one:
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  "0 < x \<Longrightarrow> ln x \<le> x - 1"
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  using exp_ge_add_one_self[of "ln x"] by simp
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lemma ln_eq_minus_one:
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  assumes "0 < x" "ln x = x - 1" shows "x = 1"
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proof -
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  let "?l y" = "ln y - y + 1"
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  have D: "\<And>x. 0 < x \<Longrightarrow> DERIV ?l x :> (1 / x - 1)"
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    by (auto intro!: DERIV_intros)
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  show ?thesis
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  proof (cases rule: linorder_cases)
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    assume "x < 1"
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    from dense[OF `x < 1`] obtain a where "x < a" "a < 1" by blast
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    from `x < a` have "?l x < ?l a"
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    proof (rule DERIV_pos_imp_increasing, safe)
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      fix y assume "x \<le> y" "y \<le> a"
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      with `0 < x` `a < 1` have "0 < 1 / y - 1" "0 < y"
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        by (auto simp: field_simps)
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      with D show "\<exists>z. DERIV ?l y :> z \<and> 0 < z"
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        by auto
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    qed
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    also have "\<dots> \<le> 0"
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      using ln_le_minus_one `0 < x` `x < a` by (auto simp: field_simps)
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    finally show "x = 1" using assms by auto
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  next
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    assume "1 < x"
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    from dense[OF `1 < x`] obtain a where "1 < a" "a < x" by blast
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    from `a < x` have "?l x < ?l a"
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    proof (rule DERIV_neg_imp_decreasing, safe)
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      fix y assume "a \<le> y" "y \<le> x"
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      with `1 < a` have "1 / y - 1 < 0" "0 < y"
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        by (auto simp: field_simps)
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      with D show "\<exists>z. DERIV ?l y :> z \<and> z < 0"
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        by blast
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    qed
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    also have "\<dots> \<le> 0"
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      using ln_le_minus_one `1 < a` by (auto simp: field_simps)
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    finally show "x = 1" using assms by auto
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  qed simp
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qed
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end