src/HOL/Lim.thy
author haftmann
Mon Dec 29 14:08:08 2008 +0100 (2008-12-29)
changeset 29197 6d4cb27ed19c
parent 28952 15a4b2cf8c34
child 29667 53103fc8ffa3
permissions -rw-r--r--
adapted HOL source structure to distribution layout
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(*  Title       : Lim.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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*)
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header{* Limits and Continuity *}
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theory Lim
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imports SEQ
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begin
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text{*Standard Definitions*}
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definition
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  LIM :: "['a::real_normed_vector => 'b::real_normed_vector, 'a, 'b] => bool"
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        ("((_)/ -- (_)/ --> (_))" [60, 0, 60] 60) where
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  [code del]: "f -- a --> L =
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     (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & norm (x - a) < s
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        --> norm (f x - L) < r)"
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definition
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  isCont :: "['a::real_normed_vector => 'b::real_normed_vector, 'a] => bool" where
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  "isCont f a = (f -- a --> (f a))"
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definition
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  isUCont :: "['a::real_normed_vector => 'b::real_normed_vector] => bool" where
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  [code del]: "isUCont f = (\<forall>r>0. \<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r)"
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subsection {* Limits of Functions *}
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subsubsection {* Purely standard proofs *}
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lemma LIM_eq:
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     "f -- a --> L =
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     (\<forall>r>0.\<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)"
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by (simp add: LIM_def diff_minus)
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lemma LIM_I:
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     "(!!r. 0<r ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)
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      ==> f -- a --> L"
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by (simp add: LIM_eq)
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lemma LIM_D:
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     "[| f -- a --> L; 0<r |]
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      ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r"
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by (simp add: LIM_eq)
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lemma LIM_offset: "f -- a --> L \<Longrightarrow> (\<lambda>x. f (x + k)) -- a - k --> L"
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apply (rule LIM_I)
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apply (drule_tac r="r" in LIM_D, safe)
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apply (rule_tac x="s" in exI, safe)
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apply (drule_tac x="x + k" in spec)
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apply (simp add: compare_rls)
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done
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lemma LIM_offset_zero: "f -- a --> L \<Longrightarrow> (\<lambda>h. f (a + h)) -- 0 --> L"
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by (drule_tac k="a" in LIM_offset, simp add: add_commute)
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lemma LIM_offset_zero_cancel: "(\<lambda>h. f (a + h)) -- 0 --> L \<Longrightarrow> f -- a --> L"
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by (drule_tac k="- a" in LIM_offset, simp)
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lemma LIM_const [simp]: "(%x. k) -- x --> k"
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by (simp add: LIM_def)
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lemma LIM_add:
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  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
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  assumes f: "f -- a --> L" and g: "g -- a --> M"
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  shows "(%x. f x + g(x)) -- a --> (L + M)"
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proof (rule LIM_I)
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  fix r :: real
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  assume r: "0 < r"
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  from LIM_D [OF f half_gt_zero [OF r]]
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  obtain fs
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    where fs:    "0 < fs"
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      and fs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < fs --> norm (f x - L) < r/2"
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  by blast
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  from LIM_D [OF g half_gt_zero [OF r]]
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  obtain gs
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    where gs:    "0 < gs"
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      and gs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < gs --> norm (g x - M) < r/2"
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  by blast
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  show "\<exists>s>0.\<forall>x. x \<noteq> a \<and> norm (x-a) < s \<longrightarrow> norm (f x + g x - (L + M)) < r"
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  proof (intro exI conjI strip)
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    show "0 < min fs gs"  by (simp add: fs gs)
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    fix x :: 'a
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    assume "x \<noteq> a \<and> norm (x-a) < min fs gs"
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    hence "x \<noteq> a \<and> norm (x-a) < fs \<and> norm (x-a) < gs" by simp
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    with fs_lt gs_lt
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    have "norm (f x - L) < r/2" and "norm (g x - M) < r/2" by blast+
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    hence "norm (f x - L) + norm (g x - M) < r" by arith
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    thus "norm (f x + g x - (L + M)) < r"
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      by (blast intro: norm_diff_triangle_ineq order_le_less_trans)
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  qed
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qed
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lemma LIM_add_zero:
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  "\<lbrakk>f -- a --> 0; g -- a --> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. f x + g x) -- a --> 0"
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by (drule (1) LIM_add, simp)
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lemma minus_diff_minus:
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  fixes a b :: "'a::ab_group_add"
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  shows "(- a) - (- b) = - (a - b)"
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by simp
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lemma LIM_minus: "f -- a --> L ==> (%x. -f(x)) -- a --> -L"
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by (simp only: LIM_eq minus_diff_minus norm_minus_cancel)
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lemma LIM_add_minus:
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    "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + -g(x)) -- x --> (l + -m)"
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by (intro LIM_add LIM_minus)
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lemma LIM_diff:
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    "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) - g(x)) -- x --> l-m"
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by (simp only: diff_minus LIM_add LIM_minus)
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lemma LIM_zero: "f -- a --> l \<Longrightarrow> (\<lambda>x. f x - l) -- a --> 0"
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by (simp add: LIM_def)
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lemma LIM_zero_cancel: "(\<lambda>x. f x - l) -- a --> 0 \<Longrightarrow> f -- a --> l"
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by (simp add: LIM_def)
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lemma LIM_zero_iff: "(\<lambda>x. f x - l) -- a --> 0 = f -- a --> l"
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by (simp add: LIM_def)
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lemma LIM_imp_LIM:
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  assumes f: "f -- a --> l"
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  assumes le: "\<And>x. x \<noteq> a \<Longrightarrow> norm (g x - m) \<le> norm (f x - l)"
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  shows "g -- a --> m"
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apply (rule LIM_I, drule LIM_D [OF f], safe)
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apply (rule_tac x="s" in exI, safe)
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apply (drule_tac x="x" in spec, safe)
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apply (erule (1) order_le_less_trans [OF le])
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done
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lemma LIM_norm: "f -- a --> l \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> norm l"
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by (erule LIM_imp_LIM, simp add: norm_triangle_ineq3)
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lemma LIM_norm_zero: "f -- a --> 0 \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> 0"
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by (drule LIM_norm, simp)
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lemma LIM_norm_zero_cancel: "(\<lambda>x. norm (f x)) -- a --> 0 \<Longrightarrow> f -- a --> 0"
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by (erule LIM_imp_LIM, simp)
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lemma LIM_norm_zero_iff: "(\<lambda>x. norm (f x)) -- a --> 0 = f -- a --> 0"
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by (rule iffI [OF LIM_norm_zero_cancel LIM_norm_zero])
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lemma LIM_rabs: "f -- a --> (l::real) \<Longrightarrow> (\<lambda>x. \<bar>f x\<bar>) -- a --> \<bar>l\<bar>"
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by (fold real_norm_def, rule LIM_norm)
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lemma LIM_rabs_zero: "f -- a --> (0::real) \<Longrightarrow> (\<lambda>x. \<bar>f x\<bar>) -- a --> 0"
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by (fold real_norm_def, rule LIM_norm_zero)
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lemma LIM_rabs_zero_cancel: "(\<lambda>x. \<bar>f x\<bar>) -- a --> (0::real) \<Longrightarrow> f -- a --> 0"
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by (fold real_norm_def, rule LIM_norm_zero_cancel)
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lemma LIM_rabs_zero_iff: "(\<lambda>x. \<bar>f x\<bar>) -- a --> (0::real) = f -- a --> 0"
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by (fold real_norm_def, rule LIM_norm_zero_iff)
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lemma LIM_const_not_eq:
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  fixes a :: "'a::real_normed_algebra_1"
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  shows "k \<noteq> L \<Longrightarrow> \<not> (\<lambda>x. k) -- a --> L"
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apply (simp add: LIM_eq)
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apply (rule_tac x="norm (k - L)" in exI, simp, safe)
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apply (rule_tac x="a + of_real (s/2)" in exI, simp add: norm_of_real)
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done
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lemmas LIM_not_zero = LIM_const_not_eq [where L = 0]
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lemma LIM_const_eq:
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  fixes a :: "'a::real_normed_algebra_1"
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  shows "(\<lambda>x. k) -- a --> L \<Longrightarrow> k = L"
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apply (rule ccontr)
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apply (blast dest: LIM_const_not_eq)
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done
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lemma LIM_unique:
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  fixes a :: "'a::real_normed_algebra_1"
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  shows "\<lbrakk>f -- a --> L; f -- a --> M\<rbrakk> \<Longrightarrow> L = M"
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apply (drule (1) LIM_diff)
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apply (auto dest!: LIM_const_eq)
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done
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lemma LIM_ident [simp]: "(\<lambda>x. x) -- a --> a"
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by (auto simp add: LIM_def)
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text{*Limits are equal for functions equal except at limit point*}
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lemma LIM_equal:
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     "[| \<forall>x. x \<noteq> a --> (f x = g x) |] ==> (f -- a --> l) = (g -- a --> l)"
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by (simp add: LIM_def)
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lemma LIM_cong:
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  "\<lbrakk>a = b; \<And>x. x \<noteq> b \<Longrightarrow> f x = g x; l = m\<rbrakk>
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   \<Longrightarrow> ((\<lambda>x. f x) -- a --> l) = ((\<lambda>x. g x) -- b --> m)"
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by (simp add: LIM_def)
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lemma LIM_equal2:
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  assumes 1: "0 < R"
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  assumes 2: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < R\<rbrakk> \<Longrightarrow> f x = g x"
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  shows "g -- a --> l \<Longrightarrow> f -- a --> l"
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apply (unfold LIM_def, safe)
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apply (drule_tac x="r" in spec, safe)
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apply (rule_tac x="min s R" in exI, safe)
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apply (simp add: 1)
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apply (simp add: 2)
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done
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text{*Two uses in Hyperreal/Transcendental.ML*}
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lemma LIM_trans:
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     "[| (%x. f(x) + -g(x)) -- a --> 0;  g -- a --> l |] ==> f -- a --> l"
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apply (drule LIM_add, assumption)
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apply (auto simp add: add_assoc)
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done
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lemma LIM_compose:
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  assumes g: "g -- l --> g l"
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  assumes f: "f -- a --> l"
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  shows "(\<lambda>x. g (f x)) -- a --> g l"
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proof (rule LIM_I)
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  fix r::real assume r: "0 < r"
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  obtain s where s: "0 < s"
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    and less_r: "\<And>y. \<lbrakk>y \<noteq> l; norm (y - l) < s\<rbrakk> \<Longrightarrow> norm (g y - g l) < r"
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    using LIM_D [OF g r] by fast
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  obtain t where t: "0 < t"
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    and less_s: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < t\<rbrakk> \<Longrightarrow> norm (f x - l) < s"
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    using LIM_D [OF f s] by fast
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  show "\<exists>t>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < t \<longrightarrow> norm (g (f x) - g l) < r"
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  proof (rule exI, safe)
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    show "0 < t" using t .
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  next
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    fix x assume "x \<noteq> a" and "norm (x - a) < t"
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    hence "norm (f x - l) < s" by (rule less_s)
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    thus "norm (g (f x) - g l) < r"
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      using r less_r by (case_tac "f x = l", simp_all)
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  qed
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qed
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lemma LIM_compose2:
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  assumes f: "f -- a --> b"
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  assumes g: "g -- b --> c"
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  assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> b"
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  shows "(\<lambda>x. g (f x)) -- a --> c"
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proof (rule LIM_I)
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  fix r :: real
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  assume r: "0 < r"
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  obtain s where s: "0 < s"
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    and less_r: "\<And>y. \<lbrakk>y \<noteq> b; norm (y - b) < s\<rbrakk> \<Longrightarrow> norm (g y - c) < r"
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    using LIM_D [OF g r] by fast
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  obtain t where t: "0 < t"
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    and less_s: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < t\<rbrakk> \<Longrightarrow> norm (f x - b) < s"
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    using LIM_D [OF f s] by fast
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  obtain d where d: "0 < d"
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    and neq_b: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < d\<rbrakk> \<Longrightarrow> f x \<noteq> b"
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    using inj by fast
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  show "\<exists>t>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < t \<longrightarrow> norm (g (f x) - c) < r"
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  proof (safe intro!: exI)
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    show "0 < min d t" using d t by simp
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  next
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    fix x
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    assume "x \<noteq> a" and "norm (x - a) < min d t"
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    hence "f x \<noteq> b" and "norm (f x - b) < s"
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      using neq_b less_s by simp_all
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    thus "norm (g (f x) - c) < r"
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      by (rule less_r)
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  qed
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qed
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lemma LIM_o: "\<lbrakk>g -- l --> g l; f -- a --> l\<rbrakk> \<Longrightarrow> (g \<circ> f) -- a --> g l"
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unfolding o_def by (rule LIM_compose)
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lemma real_LIM_sandwich_zero:
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  fixes f g :: "'a::real_normed_vector \<Rightarrow> real"
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  assumes f: "f -- a --> 0"
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  assumes 1: "\<And>x. x \<noteq> a \<Longrightarrow> 0 \<le> g x"
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  assumes 2: "\<And>x. x \<noteq> a \<Longrightarrow> g x \<le> f x"
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  shows "g -- a --> 0"
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proof (rule LIM_imp_LIM [OF f])
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  fix x assume x: "x \<noteq> a"
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  have "norm (g x - 0) = g x" by (simp add: 1 x)
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  also have "g x \<le> f x" by (rule 2 [OF x])
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  also have "f x \<le> \<bar>f x\<bar>" by (rule abs_ge_self)
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  also have "\<bar>f x\<bar> = norm (f x - 0)" by simp
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  finally show "norm (g x - 0) \<le> norm (f x - 0)" .
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   287
qed
huffman@21282
   288
huffman@22442
   289
text {* Bounded Linear Operators *}
huffman@21282
   290
huffman@21282
   291
lemma (in bounded_linear) cont: "f -- a --> f a"
huffman@21282
   292
proof (rule LIM_I)
huffman@21282
   293
  fix r::real assume r: "0 < r"
huffman@21282
   294
  obtain K where K: "0 < K" and norm_le: "\<And>x. norm (f x) \<le> norm x * K"
huffman@21282
   295
    using pos_bounded by fast
huffman@21282
   296
  show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x - f a) < r"
huffman@21282
   297
  proof (rule exI, safe)
huffman@21282
   298
    from r K show "0 < r / K" by (rule divide_pos_pos)
huffman@21282
   299
  next
huffman@21282
   300
    fix x assume x: "norm (x - a) < r / K"
huffman@21282
   301
    have "norm (f x - f a) = norm (f (x - a))" by (simp only: diff)
huffman@21282
   302
    also have "\<dots> \<le> norm (x - a) * K" by (rule norm_le)
huffman@21282
   303
    also from K x have "\<dots> < r" by (simp only: pos_less_divide_eq)
huffman@21282
   304
    finally show "norm (f x - f a) < r" .
huffman@21282
   305
  qed
huffman@21282
   306
qed
huffman@21282
   307
huffman@21282
   308
lemma (in bounded_linear) LIM:
huffman@21282
   309
  "g -- a --> l \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> f l"
huffman@21282
   310
by (rule LIM_compose [OF cont])
huffman@21282
   311
huffman@21282
   312
lemma (in bounded_linear) LIM_zero:
huffman@21282
   313
  "g -- a --> 0 \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> 0"
huffman@21282
   314
by (drule LIM, simp only: zero)
huffman@21282
   315
huffman@22442
   316
text {* Bounded Bilinear Operators *}
huffman@21282
   317
huffman@21282
   318
lemma (in bounded_bilinear) LIM_prod_zero:
huffman@21282
   319
  assumes f: "f -- a --> 0"
huffman@21282
   320
  assumes g: "g -- a --> 0"
huffman@21282
   321
  shows "(\<lambda>x. f x ** g x) -- a --> 0"
huffman@21282
   322
proof (rule LIM_I)
huffman@21282
   323
  fix r::real assume r: "0 < r"
huffman@21282
   324
  obtain K where K: "0 < K"
huffman@21282
   325
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
huffman@21282
   326
    using pos_bounded by fast
huffman@21282
   327
  from K have K': "0 < inverse K"
huffman@21282
   328
    by (rule positive_imp_inverse_positive)
huffman@21282
   329
  obtain s where s: "0 < s"
huffman@21282
   330
    and norm_f: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < s\<rbrakk> \<Longrightarrow> norm (f x) < r"
huffman@21282
   331
    using LIM_D [OF f r] by auto
huffman@21282
   332
  obtain t where t: "0 < t"
huffman@21282
   333
    and norm_g: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < t\<rbrakk> \<Longrightarrow> norm (g x) < inverse K"
huffman@21282
   334
    using LIM_D [OF g K'] by auto
huffman@21282
   335
  show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x ** g x - 0) < r"
huffman@21282
   336
  proof (rule exI, safe)
huffman@21282
   337
    from s t show "0 < min s t" by simp
huffman@21282
   338
  next
huffman@21282
   339
    fix x assume x: "x \<noteq> a"
huffman@21282
   340
    assume "norm (x - a) < min s t"
huffman@21282
   341
    hence xs: "norm (x - a) < s" and xt: "norm (x - a) < t" by simp_all
huffman@21282
   342
    from x xs have 1: "norm (f x) < r" by (rule norm_f)
huffman@21282
   343
    from x xt have 2: "norm (g x) < inverse K" by (rule norm_g)
huffman@21282
   344
    have "norm (f x ** g x) \<le> norm (f x) * norm (g x) * K" by (rule norm_le)
huffman@21282
   345
    also from 1 2 K have "\<dots> < r * inverse K * K"
huffman@21282
   346
      by (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero)
huffman@21282
   347
    also from K have "r * inverse K * K = r" by simp
huffman@21282
   348
    finally show "norm (f x ** g x - 0) < r" by simp
huffman@21282
   349
  qed
huffman@21282
   350
qed
huffman@21282
   351
huffman@21282
   352
lemma (in bounded_bilinear) LIM_left_zero:
huffman@21282
   353
  "f -- a --> 0 \<Longrightarrow> (\<lambda>x. f x ** c) -- a --> 0"
huffman@21282
   354
by (rule bounded_linear.LIM_zero [OF bounded_linear_left])
huffman@21282
   355
huffman@21282
   356
lemma (in bounded_bilinear) LIM_right_zero:
huffman@21282
   357
  "f -- a --> 0 \<Longrightarrow> (\<lambda>x. c ** f x) -- a --> 0"
huffman@21282
   358
by (rule bounded_linear.LIM_zero [OF bounded_linear_right])
huffman@21282
   359
huffman@21282
   360
lemma (in bounded_bilinear) LIM:
huffman@21282
   361
  "\<lbrakk>f -- a --> L; g -- a --> M\<rbrakk> \<Longrightarrow> (\<lambda>x. f x ** g x) -- a --> L ** M"
huffman@21282
   362
apply (drule LIM_zero)
huffman@21282
   363
apply (drule LIM_zero)
huffman@21282
   364
apply (rule LIM_zero_cancel)
huffman@21282
   365
apply (subst prod_diff_prod)
huffman@21282
   366
apply (rule LIM_add_zero)
huffman@21282
   367
apply (rule LIM_add_zero)
huffman@21282
   368
apply (erule (1) LIM_prod_zero)
huffman@21282
   369
apply (erule LIM_left_zero)
huffman@21282
   370
apply (erule LIM_right_zero)
huffman@21282
   371
done
huffman@21282
   372
huffman@23127
   373
lemmas LIM_mult = mult.LIM
huffman@21282
   374
huffman@23127
   375
lemmas LIM_mult_zero = mult.LIM_prod_zero
huffman@21282
   376
huffman@23127
   377
lemmas LIM_mult_left_zero = mult.LIM_left_zero
huffman@21282
   378
huffman@23127
   379
lemmas LIM_mult_right_zero = mult.LIM_right_zero
huffman@21282
   380
huffman@23127
   381
lemmas LIM_scaleR = scaleR.LIM
huffman@21282
   382
huffman@23127
   383
lemmas LIM_of_real = of_real.LIM
huffman@22627
   384
huffman@22627
   385
lemma LIM_power:
huffman@22627
   386
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::{recpower,real_normed_algebra}"
huffman@22627
   387
  assumes f: "f -- a --> l"
huffman@22627
   388
  shows "(\<lambda>x. f x ^ n) -- a --> l ^ n"
huffman@22627
   389
by (induct n, simp, simp add: power_Suc LIM_mult f)
huffman@22627
   390
huffman@22641
   391
subsubsection {* Derived theorems about @{term LIM} *}
huffman@22641
   392
huffman@22637
   393
lemma LIM_inverse_lemma:
huffman@22637
   394
  fixes x :: "'a::real_normed_div_algebra"
huffman@22637
   395
  assumes r: "0 < r"
huffman@22637
   396
  assumes x: "norm (x - 1) < min (1/2) (r/2)"
huffman@22637
   397
  shows "norm (inverse x - 1) < r"
huffman@22637
   398
proof -
huffman@22637
   399
  from r have r2: "0 < r/2" by simp
huffman@22637
   400
  from x have 0: "x \<noteq> 0" by clarsimp
huffman@22637
   401
  from x have x': "norm (1 - x) < min (1/2) (r/2)"
huffman@22637
   402
    by (simp only: norm_minus_commute)
huffman@22637
   403
  hence less1: "norm (1 - x) < r/2" by simp
huffman@22637
   404
  have "norm (1::'a) - norm x \<le> norm (1 - x)" by (rule norm_triangle_ineq2)
huffman@22637
   405
  also from x' have "norm (1 - x) < 1/2" by simp
huffman@22637
   406
  finally have "1/2 < norm x" by simp
huffman@22637
   407
  hence "inverse (norm x) < inverse (1/2)"
huffman@22637
   408
    by (rule less_imp_inverse_less, simp)
huffman@22637
   409
  hence less2: "norm (inverse x) < 2"
huffman@22637
   410
    by (simp add: nonzero_norm_inverse 0)
huffman@22637
   411
  from less1 less2 r2 norm_ge_zero
huffman@22637
   412
  have "norm (1 - x) * norm (inverse x) < (r/2) * 2"
huffman@22637
   413
    by (rule mult_strict_mono)
huffman@22637
   414
  thus "norm (inverse x - 1) < r"
huffman@22637
   415
    by (simp only: norm_mult [symmetric] left_diff_distrib, simp add: 0)
huffman@22637
   416
qed
huffman@22637
   417
huffman@22637
   418
lemma LIM_inverse_fun:
huffman@22637
   419
  assumes a: "a \<noteq> (0::'a::real_normed_div_algebra)"
huffman@22637
   420
  shows "inverse -- a --> inverse a"
huffman@22637
   421
proof (rule LIM_equal2)
huffman@22637
   422
  from a show "0 < norm a" by simp
huffman@22637
   423
next
huffman@22637
   424
  fix x assume "norm (x - a) < norm a"
huffman@22637
   425
  hence "x \<noteq> 0" by auto
huffman@22637
   426
  with a show "inverse x = inverse (inverse a * x) * inverse a"
huffman@22637
   427
    by (simp add: nonzero_inverse_mult_distrib
huffman@22637
   428
                  nonzero_imp_inverse_nonzero
huffman@22637
   429
                  nonzero_inverse_inverse_eq mult_assoc)
huffman@22637
   430
next
huffman@22637
   431
  have 1: "inverse -- 1 --> inverse (1::'a)"
huffman@22637
   432
    apply (rule LIM_I)
huffman@22637
   433
    apply (rule_tac x="min (1/2) (r/2)" in exI)
huffman@22637
   434
    apply (simp add: LIM_inverse_lemma)
huffman@22637
   435
    done
huffman@22637
   436
  have "(\<lambda>x. inverse a * x) -- a --> inverse a * a"
huffman@23069
   437
    by (intro LIM_mult LIM_ident LIM_const)
huffman@22637
   438
  hence "(\<lambda>x. inverse a * x) -- a --> 1"
huffman@22637
   439
    by (simp add: a)
huffman@22637
   440
  with 1 have "(\<lambda>x. inverse (inverse a * x)) -- a --> inverse 1"
huffman@22637
   441
    by (rule LIM_compose)
huffman@22637
   442
  hence "(\<lambda>x. inverse (inverse a * x)) -- a --> 1"
huffman@22637
   443
    by simp
huffman@22637
   444
  hence "(\<lambda>x. inverse (inverse a * x) * inverse a) -- a --> 1 * inverse a"
huffman@22637
   445
    by (intro LIM_mult LIM_const)
huffman@22637
   446
  thus "(\<lambda>x. inverse (inverse a * x) * inverse a) -- a --> inverse a"
huffman@22637
   447
    by simp
huffman@22637
   448
qed
huffman@22637
   449
huffman@22637
   450
lemma LIM_inverse:
huffman@22637
   451
  fixes L :: "'a::real_normed_div_algebra"
huffman@22637
   452
  shows "\<lbrakk>f -- a --> L; L \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. inverse (f x)) -- a --> inverse L"
huffman@22637
   453
by (rule LIM_inverse_fun [THEN LIM_compose])
huffman@22637
   454
paulson@14477
   455
huffman@20755
   456
subsection {* Continuity *}
paulson@14477
   457
huffman@21239
   458
subsubsection {* Purely standard proofs *}
huffman@21239
   459
huffman@21239
   460
lemma LIM_isCont_iff: "(f -- a --> f a) = ((\<lambda>h. f (a + h)) -- 0 --> f a)"
huffman@21239
   461
by (rule iffI [OF LIM_offset_zero LIM_offset_zero_cancel])
huffman@21239
   462
huffman@21239
   463
lemma isCont_iff: "isCont f x = (\<lambda>h. f (x + h)) -- 0 --> f x"
huffman@21239
   464
by (simp add: isCont_def LIM_isCont_iff)
huffman@21239
   465
huffman@23069
   466
lemma isCont_ident [simp]: "isCont (\<lambda>x. x) a"
huffman@23069
   467
  unfolding isCont_def by (rule LIM_ident)
huffman@21239
   468
huffman@21786
   469
lemma isCont_const [simp]: "isCont (\<lambda>x. k) a"
huffman@21282
   470
  unfolding isCont_def by (rule LIM_const)
huffman@21239
   471
huffman@21786
   472
lemma isCont_norm: "isCont f a \<Longrightarrow> isCont (\<lambda>x. norm (f x)) a"
huffman@21786
   473
  unfolding isCont_def by (rule LIM_norm)
huffman@21786
   474
huffman@22627
   475
lemma isCont_rabs: "isCont f a \<Longrightarrow> isCont (\<lambda>x. \<bar>f x :: real\<bar>) a"
huffman@22627
   476
  unfolding isCont_def by (rule LIM_rabs)
huffman@22627
   477
huffman@21239
   478
lemma isCont_add: "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x + g x) a"
huffman@21282
   479
  unfolding isCont_def by (rule LIM_add)
huffman@21239
   480
huffman@21239
   481
lemma isCont_minus: "isCont f a \<Longrightarrow> isCont (\<lambda>x. - f x) a"
huffman@21282
   482
  unfolding isCont_def by (rule LIM_minus)
huffman@21239
   483
huffman@21239
   484
lemma isCont_diff: "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x - g x) a"
huffman@21282
   485
  unfolding isCont_def by (rule LIM_diff)
huffman@21239
   486
huffman@21239
   487
lemma isCont_mult:
huffman@21239
   488
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
huffman@21786
   489
  shows "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x * g x) a"
huffman@21282
   490
  unfolding isCont_def by (rule LIM_mult)
huffman@21239
   491
huffman@21239
   492
lemma isCont_inverse:
huffman@21239
   493
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_div_algebra"
huffman@21786
   494
  shows "\<lbrakk>isCont f a; f a \<noteq> 0\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. inverse (f x)) a"
huffman@21282
   495
  unfolding isCont_def by (rule LIM_inverse)
huffman@21239
   496
huffman@21239
   497
lemma isCont_LIM_compose:
huffman@21239
   498
  "\<lbrakk>isCont g l; f -- a --> l\<rbrakk> \<Longrightarrow> (\<lambda>x. g (f x)) -- a --> g l"
huffman@21282
   499
  unfolding isCont_def by (rule LIM_compose)
huffman@21239
   500
huffman@23040
   501
lemma isCont_LIM_compose2:
huffman@23040
   502
  assumes f [unfolded isCont_def]: "isCont f a"
huffman@23040
   503
  assumes g: "g -- f a --> l"
huffman@23040
   504
  assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> f a"
huffman@23040
   505
  shows "(\<lambda>x. g (f x)) -- a --> l"
huffman@23040
   506
by (rule LIM_compose2 [OF f g inj])
huffman@23040
   507
huffman@21239
   508
lemma isCont_o2: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. g (f x)) a"
huffman@21282
   509
  unfolding isCont_def by (rule LIM_compose)
huffman@21239
   510
huffman@21239
   511
lemma isCont_o: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (g o f) a"
huffman@21282
   512
  unfolding o_def by (rule isCont_o2)
huffman@21282
   513
huffman@21282
   514
lemma (in bounded_linear) isCont: "isCont f a"
huffman@21282
   515
  unfolding isCont_def by (rule cont)
huffman@21282
   516
huffman@21282
   517
lemma (in bounded_bilinear) isCont:
huffman@21282
   518
  "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x ** g x) a"
huffman@21282
   519
  unfolding isCont_def by (rule LIM)
huffman@21282
   520
huffman@23127
   521
lemmas isCont_scaleR = scaleR.isCont
huffman@21239
   522
huffman@22627
   523
lemma isCont_of_real:
huffman@22627
   524
  "isCont f a \<Longrightarrow> isCont (\<lambda>x. of_real (f x)) a"
huffman@22627
   525
  unfolding isCont_def by (rule LIM_of_real)
huffman@22627
   526
huffman@22627
   527
lemma isCont_power:
huffman@22627
   528
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::{recpower,real_normed_algebra}"
huffman@22627
   529
  shows "isCont f a \<Longrightarrow> isCont (\<lambda>x. f x ^ n) a"
huffman@22627
   530
  unfolding isCont_def by (rule LIM_power)
huffman@22627
   531
huffman@20561
   532
lemma isCont_abs [simp]: "isCont abs (a::real)"
huffman@23069
   533
by (rule isCont_rabs [OF isCont_ident])
paulson@15228
   534
paulson@14477
   535
huffman@20755
   536
subsection {* Uniform Continuity *}
huffman@20755
   537
paulson@14477
   538
lemma isUCont_isCont: "isUCont f ==> isCont f x"
huffman@23012
   539
by (simp add: isUCont_def isCont_def LIM_def, force)
paulson@14477
   540
huffman@23118
   541
lemma isUCont_Cauchy:
huffman@23118
   542
  "\<lbrakk>isUCont f; Cauchy X\<rbrakk> \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
huffman@23118
   543
unfolding isUCont_def
huffman@23118
   544
apply (rule CauchyI)
huffman@23118
   545
apply (drule_tac x=e in spec, safe)
huffman@23118
   546
apply (drule_tac e=s in CauchyD, safe)
huffman@23118
   547
apply (rule_tac x=M in exI, simp)
huffman@23118
   548
done
huffman@23118
   549
huffman@23118
   550
lemma (in bounded_linear) isUCont: "isUCont f"
huffman@23118
   551
unfolding isUCont_def
huffman@23118
   552
proof (intro allI impI)
huffman@23118
   553
  fix r::real assume r: "0 < r"
huffman@23118
   554
  obtain K where K: "0 < K" and norm_le: "\<And>x. norm (f x) \<le> norm x * K"
huffman@23118
   555
    using pos_bounded by fast
huffman@23118
   556
  show "\<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r"
huffman@23118
   557
  proof (rule exI, safe)
huffman@23118
   558
    from r K show "0 < r / K" by (rule divide_pos_pos)
huffman@23118
   559
  next
huffman@23118
   560
    fix x y :: 'a
huffman@23118
   561
    assume xy: "norm (x - y) < r / K"
huffman@23118
   562
    have "norm (f x - f y) = norm (f (x - y))" by (simp only: diff)
huffman@23118
   563
    also have "\<dots> \<le> norm (x - y) * K" by (rule norm_le)
huffman@23118
   564
    also from K xy have "\<dots> < r" by (simp only: pos_less_divide_eq)
huffman@23118
   565
    finally show "norm (f x - f y) < r" .
huffman@23118
   566
  qed
huffman@23118
   567
qed
huffman@23118
   568
huffman@23118
   569
lemma (in bounded_linear) Cauchy: "Cauchy X \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
huffman@23118
   570
by (rule isUCont [THEN isUCont_Cauchy])
huffman@23118
   571
paulson@14477
   572
huffman@21165
   573
subsection {* Relation of LIM and LIMSEQ *}
kleing@19023
   574
kleing@19023
   575
lemma LIMSEQ_SEQ_conv1:
huffman@21165
   576
  fixes a :: "'a::real_normed_vector"
huffman@21165
   577
  assumes X: "X -- a --> L"
kleing@19023
   578
  shows "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
huffman@21165
   579
proof (safe intro!: LIMSEQ_I)
huffman@21165
   580
  fix S :: "nat \<Rightarrow> 'a"
huffman@21165
   581
  fix r :: real
huffman@21165
   582
  assume rgz: "0 < r"
huffman@21165
   583
  assume as: "\<forall>n. S n \<noteq> a"
huffman@21165
   584
  assume S: "S ----> a"
huffman@21165
   585
  from LIM_D [OF X rgz] obtain s
huffman@21165
   586
    where sgz: "0 < s"
huffman@21165
   587
    and aux: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < s\<rbrakk> \<Longrightarrow> norm (X x - L) < r"
huffman@21165
   588
    by fast
huffman@21165
   589
  from LIMSEQ_D [OF S sgz]
nipkow@21733
   590
  obtain no where "\<forall>n\<ge>no. norm (S n - a) < s" by blast
huffman@21165
   591
  hence "\<forall>n\<ge>no. norm (X (S n) - L) < r" by (simp add: aux as)
huffman@21165
   592
  thus "\<exists>no. \<forall>n\<ge>no. norm (X (S n) - L) < r" ..
kleing@19023
   593
qed
kleing@19023
   594
kleing@19023
   595
lemma LIMSEQ_SEQ_conv2:
huffman@20561
   596
  fixes a :: real
kleing@19023
   597
  assumes "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
kleing@19023
   598
  shows "X -- a --> L"
kleing@19023
   599
proof (rule ccontr)
kleing@19023
   600
  assume "\<not> (X -- a --> L)"
huffman@20563
   601
  hence "\<not> (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & norm (x - a) < s --> norm (X x - L) < r)" by (unfold LIM_def)
huffman@20563
   602
  hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. \<not>(x \<noteq> a \<and> \<bar>x - a\<bar> < s --> norm (X x - L) < r)" by simp
huffman@20563
   603
  hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> norm (X x - L) \<ge> r)" by (simp add: linorder_not_less)
huffman@20563
   604
  then obtain r where rdef: "r > 0 \<and> (\<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> norm (X x - L) \<ge> r))" by auto
kleing@19023
   605
huffman@20563
   606
  let ?F = "\<lambda>n::nat. SOME x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> norm (X x - L) \<ge> r"
huffman@21165
   607
  have "\<And>n. \<exists>x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> norm (X x - L) \<ge> r"
huffman@21165
   608
    using rdef by simp
huffman@21165
   609
  hence F: "\<And>n. ?F n \<noteq> a \<and> \<bar>?F n - a\<bar> < inverse (real (Suc n)) \<and> norm (X (?F n) - L) \<ge> r"
huffman@21165
   610
    by (rule someI_ex)
huffman@21165
   611
  hence F1: "\<And>n. ?F n \<noteq> a"
huffman@21165
   612
    and F2: "\<And>n. \<bar>?F n - a\<bar> < inverse (real (Suc n))"
huffman@21165
   613
    and F3: "\<And>n. norm (X (?F n) - L) \<ge> r"
huffman@21165
   614
    by fast+
huffman@21165
   615
kleing@19023
   616
  have "?F ----> a"
huffman@21165
   617
  proof (rule LIMSEQ_I, unfold real_norm_def)
kleing@19023
   618
      fix e::real
kleing@19023
   619
      assume "0 < e"
kleing@19023
   620
        (* choose no such that inverse (real (Suc n)) < e *)
huffman@23441
   621
      then have "\<exists>no. inverse (real (Suc no)) < e" by (rule reals_Archimedean)
kleing@19023
   622
      then obtain m where nodef: "inverse (real (Suc m)) < e" by auto
huffman@21165
   623
      show "\<exists>no. \<forall>n. no \<le> n --> \<bar>?F n - a\<bar> < e"
huffman@21165
   624
      proof (intro exI allI impI)
kleing@19023
   625
        fix n
kleing@19023
   626
        assume mlen: "m \<le> n"
huffman@21165
   627
        have "\<bar>?F n - a\<bar> < inverse (real (Suc n))"
huffman@21165
   628
          by (rule F2)
huffman@21165
   629
        also have "inverse (real (Suc n)) \<le> inverse (real (Suc m))"
huffman@23441
   630
          using mlen by auto
huffman@21165
   631
        also from nodef have
kleing@19023
   632
          "inverse (real (Suc m)) < e" .
huffman@21165
   633
        finally show "\<bar>?F n - a\<bar> < e" .
huffman@21165
   634
      qed
kleing@19023
   635
  qed
kleing@19023
   636
  
kleing@19023
   637
  moreover have "\<forall>n. ?F n \<noteq> a"
huffman@21165
   638
    by (rule allI) (rule F1)
huffman@21165
   639
kleing@19023
   640
  moreover from prems have "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" by simp
kleing@19023
   641
  ultimately have "(\<lambda>n. X (?F n)) ----> L" by simp
kleing@19023
   642
  
kleing@19023
   643
  moreover have "\<not> ((\<lambda>n. X (?F n)) ----> L)"
kleing@19023
   644
  proof -
kleing@19023
   645
    {
kleing@19023
   646
      fix no::nat
kleing@19023
   647
      obtain n where "n = no + 1" by simp
kleing@19023
   648
      then have nolen: "no \<le> n" by simp
kleing@19023
   649
        (* We prove this by showing that for any m there is an n\<ge>m such that |X (?F n) - L| \<ge> r *)
huffman@21165
   650
      have "norm (X (?F n) - L) \<ge> r"
huffman@21165
   651
        by (rule F3)
huffman@21165
   652
      with nolen have "\<exists>n. no \<le> n \<and> norm (X (?F n) - L) \<ge> r" by fast
kleing@19023
   653
    }
huffman@20563
   654
    then have "(\<forall>no. \<exists>n. no \<le> n \<and> norm (X (?F n) - L) \<ge> r)" by simp
huffman@20563
   655
    with rdef have "\<exists>e>0. (\<forall>no. \<exists>n. no \<le> n \<and> norm (X (?F n) - L) \<ge> e)" by auto
kleing@19023
   656
    thus ?thesis by (unfold LIMSEQ_def, auto simp add: linorder_not_less)
kleing@19023
   657
  qed
kleing@19023
   658
  ultimately show False by simp
kleing@19023
   659
qed
kleing@19023
   660
kleing@19023
   661
lemma LIMSEQ_SEQ_conv:
huffman@20561
   662
  "(\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> (a::real) \<longrightarrow> (\<lambda>n. X (S n)) ----> L) =
huffman@20561
   663
   (X -- a --> L)"
kleing@19023
   664
proof
kleing@19023
   665
  assume "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
huffman@23441
   666
  thus "X -- a --> L" by (rule LIMSEQ_SEQ_conv2)
kleing@19023
   667
next
kleing@19023
   668
  assume "(X -- a --> L)"
huffman@23441
   669
  thus "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" by (rule LIMSEQ_SEQ_conv1)
kleing@19023
   670
qed
kleing@19023
   671
paulson@10751
   672
end