src/HOL/Analysis/Complex_Analysis_Basics.thy
author Manuel Eberl <eberlm@in.tum.de>
Tue Dec 12 10:01:14 2017 +0100 (17 months ago)
changeset 67167 88d1c9d86f48
parent 67135 1a94352812f4
child 67371 2d9cf74943e1
permissions -rw-r--r--
Moved analysis material from AFP
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(*  Author: John Harrison, Marco Maggesi, Graziano Gentili, Gianni Ciolli, Valentina Bruno
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    Ported from "hol_light/Multivariate/canal.ml" by L C Paulson (2014)
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*)
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section \<open>Complex Analysis Basics\<close>
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theory Complex_Analysis_Basics
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imports Equivalence_Lebesgue_Henstock_Integration "HOL-Library.Nonpos_Ints"
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begin
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subsection\<open>General lemmas\<close>
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lemma nonneg_Reals_cmod_eq_Re: "z \<in> \<real>\<^sub>\<ge>\<^sub>0 \<Longrightarrow> norm z = Re z"
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  by (simp add: complex_nonneg_Reals_iff cmod_eq_Re)
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lemma has_derivative_mult_right:
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  fixes c:: "'a :: real_normed_algebra"
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  shows "((op * c) has_derivative (op * c)) F"
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by (rule has_derivative_mult_right [OF has_derivative_id])
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lemma has_derivative_of_real[derivative_intros, simp]:
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  "(f has_derivative f') F \<Longrightarrow> ((\<lambda>x. of_real (f x)) has_derivative (\<lambda>x. of_real (f' x))) F"
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  using bounded_linear.has_derivative[OF bounded_linear_of_real] .
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lemma has_vector_derivative_real_field:
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  "DERIV f (of_real a) :> f' \<Longrightarrow> ((\<lambda>x. f (of_real x)) has_vector_derivative f') (at a within s)"
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  using has_derivative_compose[of of_real of_real a _ f "op * f'"]
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  by (simp add: scaleR_conv_of_real ac_simps has_vector_derivative_def has_field_derivative_def)
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lemmas has_vector_derivative_real_complex = has_vector_derivative_real_field
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lemma fact_cancel:
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  fixes c :: "'a::real_field"
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  shows "of_nat (Suc n) * c / (fact (Suc n)) = c / (fact n)"
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  by (simp add: of_nat_mult del: of_nat_Suc times_nat.simps)
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lemma bilinear_times:
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  fixes c::"'a::real_algebra" shows "bilinear (\<lambda>x y::'a. x*y)"
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  by (auto simp: bilinear_def distrib_left distrib_right intro!: linearI)
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lemma linear_cnj: "linear cnj"
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  using bounded_linear.linear[OF bounded_linear_cnj] .
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lemma tendsto_Re_upper:
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  assumes "~ (trivial_limit F)"
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          "(f \<longlongrightarrow> l) F"
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          "eventually (\<lambda>x. Re(f x) \<le> b) F"
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    shows  "Re(l) \<le> b"
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  by (metis assms tendsto_le [OF _ tendsto_const]  tendsto_Re)
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lemma tendsto_Re_lower:
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  assumes "~ (trivial_limit F)"
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          "(f \<longlongrightarrow> l) F"
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          "eventually (\<lambda>x. b \<le> Re(f x)) F"
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    shows  "b \<le> Re(l)"
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  by (metis assms tendsto_le [OF _ _ tendsto_const]  tendsto_Re)
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lemma tendsto_Im_upper:
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  assumes "~ (trivial_limit F)"
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          "(f \<longlongrightarrow> l) F"
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          "eventually (\<lambda>x. Im(f x) \<le> b) F"
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    shows  "Im(l) \<le> b"
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  by (metis assms tendsto_le [OF _ tendsto_const]  tendsto_Im)
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lemma tendsto_Im_lower:
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  assumes "~ (trivial_limit F)"
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          "(f \<longlongrightarrow> l) F"
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          "eventually (\<lambda>x. b \<le> Im(f x)) F"
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    shows  "b \<le> Im(l)"
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  by (metis assms tendsto_le [OF _ _ tendsto_const]  tendsto_Im)
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lemma lambda_zero: "(\<lambda>h::'a::mult_zero. 0) = op * 0"
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  by auto
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lemma lambda_one: "(\<lambda>x::'a::monoid_mult. x) = op * 1"
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  by auto
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lemma continuous_mult_left:
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  fixes c::"'a::real_normed_algebra"
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  shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. c * f x)"
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by (rule continuous_mult [OF continuous_const])
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lemma continuous_mult_right:
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  fixes c::"'a::real_normed_algebra"
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  shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. f x * c)"
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by (rule continuous_mult [OF _ continuous_const])
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lemma continuous_on_mult_left:
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  fixes c::"'a::real_normed_algebra"
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  shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. c * f x)"
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by (rule continuous_on_mult [OF continuous_on_const])
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lemma continuous_on_mult_right:
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  fixes c::"'a::real_normed_algebra"
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  shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. f x * c)"
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by (rule continuous_on_mult [OF _ continuous_on_const])
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lemma uniformly_continuous_on_cmul_right [continuous_intros]:
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  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
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  shows "uniformly_continuous_on s f \<Longrightarrow> uniformly_continuous_on s (\<lambda>x. f x * c)"
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  using bounded_linear.uniformly_continuous_on[OF bounded_linear_mult_left] .
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lemma uniformly_continuous_on_cmul_left[continuous_intros]:
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  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
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  assumes "uniformly_continuous_on s f"
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    shows "uniformly_continuous_on s (\<lambda>x. c * f x)"
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by (metis assms bounded_linear.uniformly_continuous_on bounded_linear_mult_right)
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lemma continuous_within_norm_id [continuous_intros]: "continuous (at x within S) norm"
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  by (rule continuous_norm [OF continuous_ident])
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lemma continuous_on_norm_id [continuous_intros]: "continuous_on S norm"
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  by (intro continuous_on_id continuous_on_norm)
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subsection\<open>DERIV stuff\<close>
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lemma DERIV_zero_connected_constant:
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  fixes f :: "'a::{real_normed_field,euclidean_space} \<Rightarrow> 'a"
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  assumes "connected s"
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      and "open s"
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      and "finite k"
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      and "continuous_on s f"
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      and "\<forall>x\<in>(s - k). DERIV f x :> 0"
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    obtains c where "\<And>x. x \<in> s \<Longrightarrow> f(x) = c"
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using has_derivative_zero_connected_constant [OF assms(1-4)] assms
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by (metis DERIV_const has_derivative_const Diff_iff at_within_open frechet_derivative_at has_field_derivative_def)
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lemmas DERIV_zero_constant = has_field_derivative_zero_constant
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lemma DERIV_zero_unique:
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  assumes "convex s"
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      and d0: "\<And>x. x\<in>s \<Longrightarrow> (f has_field_derivative 0) (at x within s)"
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      and "a \<in> s"
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      and "x \<in> s"
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    shows "f x = f a"
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  by (rule has_derivative_zero_unique [OF assms(1) _ assms(4,3)])
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     (metis d0 has_field_derivative_imp_has_derivative lambda_zero)
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lemma DERIV_zero_connected_unique:
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  assumes "connected s"
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      and "open s"
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      and d0: "\<And>x. x\<in>s \<Longrightarrow> DERIV f x :> 0"
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      and "a \<in> s"
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      and "x \<in> s"
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    shows "f x = f a"
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    by (rule has_derivative_zero_unique_connected [OF assms(2,1) _ assms(5,4)])
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       (metis has_field_derivative_def lambda_zero d0)
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lemma DERIV_transform_within:
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  assumes "(f has_field_derivative f') (at a within s)"
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      and "0 < d" "a \<in> s"
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      and "\<And>x. x\<in>s \<Longrightarrow> dist x a < d \<Longrightarrow> f x = g x"
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    shows "(g has_field_derivative f') (at a within s)"
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  using assms unfolding has_field_derivative_def
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  by (blast intro: has_derivative_transform_within)
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lemma DERIV_transform_within_open:
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  assumes "DERIV f a :> f'"
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      and "open s" "a \<in> s"
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      and "\<And>x. x\<in>s \<Longrightarrow> f x = g x"
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    shows "DERIV g a :> f'"
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  using assms unfolding has_field_derivative_def
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by (metis has_derivative_transform_within_open)
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lemma DERIV_transform_at:
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  assumes "DERIV f a :> f'"
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      and "0 < d"
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      and "\<And>x. dist x a < d \<Longrightarrow> f x = g x"
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    shows "DERIV g a :> f'"
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  by (blast intro: assms DERIV_transform_within)
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(*generalising DERIV_isconst_all, which requires type real (using the ordering)*)
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lemma DERIV_zero_UNIV_unique:
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  "(\<And>x. DERIV f x :> 0) \<Longrightarrow> f x = f a"
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  by (metis DERIV_zero_unique UNIV_I convex_UNIV)
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subsection \<open>Some limit theorems about real part of real series etc.\<close>
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(*MOVE? But not to Finite_Cartesian_Product*)
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lemma sums_vec_nth :
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  assumes "f sums a"
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  shows "(\<lambda>x. f x $ i) sums a $ i"
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using assms unfolding sums_def
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by (auto dest: tendsto_vec_nth [where i=i])
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lemma summable_vec_nth :
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  assumes "summable f"
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  shows "summable (\<lambda>x. f x $ i)"
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using assms unfolding summable_def
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by (blast intro: sums_vec_nth)
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subsection \<open>Complex number lemmas\<close>
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lemma
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  shows open_halfspace_Re_lt: "open {z. Re(z) < b}"
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    and open_halfspace_Re_gt: "open {z. Re(z) > b}"
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    and closed_halfspace_Re_ge: "closed {z. Re(z) \<ge> b}"
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    and closed_halfspace_Re_le: "closed {z. Re(z) \<le> b}"
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    and closed_halfspace_Re_eq: "closed {z. Re(z) = b}"
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    and open_halfspace_Im_lt: "open {z. Im(z) < b}"
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    and open_halfspace_Im_gt: "open {z. Im(z) > b}"
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    and closed_halfspace_Im_ge: "closed {z. Im(z) \<ge> b}"
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    and closed_halfspace_Im_le: "closed {z. Im(z) \<le> b}"
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    and closed_halfspace_Im_eq: "closed {z. Im(z) = b}"
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  by (intro open_Collect_less closed_Collect_le closed_Collect_eq continuous_on_Re
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            continuous_on_Im continuous_on_id continuous_on_const)+
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lemma closed_complex_Reals: "closed (\<real> :: complex set)"
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proof -
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  have "(\<real> :: complex set) = {z. Im z = 0}"
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    by (auto simp: complex_is_Real_iff)
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  then show ?thesis
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    by (metis closed_halfspace_Im_eq)
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qed
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lemma closed_Real_halfspace_Re_le: "closed (\<real> \<inter> {w. Re w \<le> x})"
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  by (simp add: closed_Int closed_complex_Reals closed_halfspace_Re_le)
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corollary closed_nonpos_Reals_complex [simp]: "closed (\<real>\<^sub>\<le>\<^sub>0 :: complex set)"
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proof -
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  have "\<real>\<^sub>\<le>\<^sub>0 = \<real> \<inter> {z. Re(z) \<le> 0}"
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    using complex_nonpos_Reals_iff complex_is_Real_iff by auto
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  then show ?thesis
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    by (metis closed_Real_halfspace_Re_le)
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qed
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lemma closed_Real_halfspace_Re_ge: "closed (\<real> \<inter> {w. x \<le> Re(w)})"
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  using closed_halfspace_Re_ge
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  by (simp add: closed_Int closed_complex_Reals)
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corollary closed_nonneg_Reals_complex [simp]: "closed (\<real>\<^sub>\<ge>\<^sub>0 :: complex set)"
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proof -
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  have "\<real>\<^sub>\<ge>\<^sub>0 = \<real> \<inter> {z. Re(z) \<ge> 0}"
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    using complex_nonneg_Reals_iff complex_is_Real_iff by auto
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  then show ?thesis
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    by (metis closed_Real_halfspace_Re_ge)
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qed
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lemma closed_real_abs_le: "closed {w \<in> \<real>. \<bar>Re w\<bar> \<le> r}"
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proof -
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  have "{w \<in> \<real>. \<bar>Re w\<bar> \<le> r} = (\<real> \<inter> {w. Re w \<le> r}) \<inter> (\<real> \<inter> {w. Re w \<ge> -r})"
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    by auto
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  then show "closed {w \<in> \<real>. \<bar>Re w\<bar> \<le> r}"
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    by (simp add: closed_Int closed_Real_halfspace_Re_ge closed_Real_halfspace_Re_le)
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qed
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lemma real_lim:
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  fixes l::complex
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  assumes "(f \<longlongrightarrow> l) F" and "~(trivial_limit F)" and "eventually P F" and "\<And>a. P a \<Longrightarrow> f a \<in> \<real>"
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  shows  "l \<in> \<real>"
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proof (rule Lim_in_closed_set[OF closed_complex_Reals _ assms(2,1)])
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  show "eventually (\<lambda>x. f x \<in> \<real>) F"
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    using assms(3, 4) by (auto intro: eventually_mono)
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qed
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lemma real_lim_sequentially:
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  fixes l::complex
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  shows "(f \<longlongrightarrow> l) sequentially \<Longrightarrow> (\<exists>N. \<forall>n\<ge>N. f n \<in> \<real>) \<Longrightarrow> l \<in> \<real>"
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by (rule real_lim [where F=sequentially]) (auto simp: eventually_sequentially)
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lemma real_series:
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  fixes l::complex
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  shows "f sums l \<Longrightarrow> (\<And>n. f n \<in> \<real>) \<Longrightarrow> l \<in> \<real>"
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unfolding sums_def
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by (metis real_lim_sequentially sum_in_Reals)
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lemma Lim_null_comparison_Re:
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  assumes "eventually (\<lambda>x. norm(f x) \<le> Re(g x)) F" "(g \<longlongrightarrow> 0) F" shows "(f \<longlongrightarrow> 0) F"
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  by (rule Lim_null_comparison[OF assms(1)] tendsto_eq_intros assms(2))+ simp
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subsection\<open>Holomorphic functions\<close>
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subsection\<open>Holomorphic functions\<close>
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definition holomorphic_on :: "[complex \<Rightarrow> complex, complex set] \<Rightarrow> bool"
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           (infixl "(holomorphic'_on)" 50)
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  where "f holomorphic_on s \<equiv> \<forall>x\<in>s. f field_differentiable (at x within s)"
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named_theorems holomorphic_intros "structural introduction rules for holomorphic_on"
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lemma holomorphic_onI [intro?]: "(\<And>x. x \<in> s \<Longrightarrow> f field_differentiable (at x within s)) \<Longrightarrow> f holomorphic_on s"
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  by (simp add: holomorphic_on_def)
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lemma holomorphic_onD [dest?]: "\<lbrakk>f holomorphic_on s; x \<in> s\<rbrakk> \<Longrightarrow> f field_differentiable (at x within s)"
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  by (simp add: holomorphic_on_def)
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lemma holomorphic_on_imp_differentiable_on:
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    "f holomorphic_on s \<Longrightarrow> f differentiable_on s"
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  unfolding holomorphic_on_def differentiable_on_def
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  by (simp add: field_differentiable_imp_differentiable)
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lemma holomorphic_on_imp_differentiable_at:
lp15@62534
   293
   "\<lbrakk>f holomorphic_on s; open s; x \<in> s\<rbrakk> \<Longrightarrow> f field_differentiable (at x)"
paulson@62131
   294
using at_within_open holomorphic_on_def by fastforce
paulson@62131
   295
lp15@61520
   296
lemma holomorphic_on_empty [holomorphic_intros]: "f holomorphic_on {}"
hoelzl@56370
   297
  by (simp add: holomorphic_on_def)
hoelzl@56370
   298
hoelzl@56370
   299
lemma holomorphic_on_open:
hoelzl@56370
   300
    "open s \<Longrightarrow> f holomorphic_on s \<longleftrightarrow> (\<forall>x \<in> s. \<exists>f'. DERIV f x :> f')"
lp15@62534
   301
  by (auto simp: holomorphic_on_def field_differentiable_def has_field_derivative_def at_within_open [of _ s])
hoelzl@56370
   302
lp15@61609
   303
lemma holomorphic_on_imp_continuous_on:
hoelzl@56370
   304
    "f holomorphic_on s \<Longrightarrow> continuous_on s f"
lp15@62534
   305
  by (metis field_differentiable_imp_continuous_at continuous_on_eq_continuous_within holomorphic_on_def)
hoelzl@56370
   306
lp15@62540
   307
lemma holomorphic_on_subset [elim]:
hoelzl@56370
   308
    "f holomorphic_on s \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f holomorphic_on t"
hoelzl@56370
   309
  unfolding holomorphic_on_def
lp15@62534
   310
  by (metis field_differentiable_within_subset subsetD)
hoelzl@56370
   311
hoelzl@56370
   312
lemma holomorphic_transform: "\<lbrakk>f holomorphic_on s; \<And>x. x \<in> s \<Longrightarrow> f x = g x\<rbrakk> \<Longrightarrow> g holomorphic_on s"
lp15@62534
   313
  by (metis field_differentiable_transform_within linordered_field_no_ub holomorphic_on_def)
hoelzl@56370
   314
hoelzl@56370
   315
lemma holomorphic_cong: "s = t ==> (\<And>x. x \<in> s \<Longrightarrow> f x = g x) \<Longrightarrow> f holomorphic_on s \<longleftrightarrow> g holomorphic_on t"
hoelzl@56370
   316
  by (metis holomorphic_transform)
hoelzl@56370
   317
lp15@62217
   318
lemma holomorphic_on_linear [simp, holomorphic_intros]: "(op * c) holomorphic_on s"
lp15@62534
   319
  unfolding holomorphic_on_def by (metis field_differentiable_linear)
hoelzl@56370
   320
lp15@62217
   321
lemma holomorphic_on_const [simp, holomorphic_intros]: "(\<lambda>z. c) holomorphic_on s"
lp15@62534
   322
  unfolding holomorphic_on_def by (metis field_differentiable_const)
hoelzl@56370
   323
lp15@62217
   324
lemma holomorphic_on_ident [simp, holomorphic_intros]: "(\<lambda>x. x) holomorphic_on s"
lp15@62534
   325
  unfolding holomorphic_on_def by (metis field_differentiable_ident)
hoelzl@56370
   326
lp15@62217
   327
lemma holomorphic_on_id [simp, holomorphic_intros]: "id holomorphic_on s"
hoelzl@56370
   328
  unfolding id_def by (rule holomorphic_on_ident)
hoelzl@56370
   329
hoelzl@56370
   330
lemma holomorphic_on_compose:
hoelzl@56370
   331
  "f holomorphic_on s \<Longrightarrow> g holomorphic_on (f ` s) \<Longrightarrow> (g o f) holomorphic_on s"
lp15@62534
   332
  using field_differentiable_compose_within[of f _ s g]
hoelzl@56370
   333
  by (auto simp: holomorphic_on_def)
hoelzl@56370
   334
hoelzl@56370
   335
lemma holomorphic_on_compose_gen:
hoelzl@56370
   336
  "f holomorphic_on s \<Longrightarrow> g holomorphic_on t \<Longrightarrow> f ` s \<subseteq> t \<Longrightarrow> (g o f) holomorphic_on s"
hoelzl@56370
   337
  by (metis holomorphic_on_compose holomorphic_on_subset)
hoelzl@56370
   338
lp15@61520
   339
lemma holomorphic_on_minus [holomorphic_intros]: "f holomorphic_on s \<Longrightarrow> (\<lambda>z. -(f z)) holomorphic_on s"
lp15@62534
   340
  by (metis field_differentiable_minus holomorphic_on_def)
hoelzl@56370
   341
lp15@61520
   342
lemma holomorphic_on_add [holomorphic_intros]:
hoelzl@56370
   343
  "\<lbrakk>f holomorphic_on s; g holomorphic_on s\<rbrakk> \<Longrightarrow> (\<lambda>z. f z + g z) holomorphic_on s"
lp15@62534
   344
  unfolding holomorphic_on_def by (metis field_differentiable_add)
hoelzl@56370
   345
lp15@61520
   346
lemma holomorphic_on_diff [holomorphic_intros]:
hoelzl@56370
   347
  "\<lbrakk>f holomorphic_on s; g holomorphic_on s\<rbrakk> \<Longrightarrow> (\<lambda>z. f z - g z) holomorphic_on s"
lp15@62534
   348
  unfolding holomorphic_on_def by (metis field_differentiable_diff)
hoelzl@56370
   349
lp15@61520
   350
lemma holomorphic_on_mult [holomorphic_intros]:
hoelzl@56370
   351
  "\<lbrakk>f holomorphic_on s; g holomorphic_on s\<rbrakk> \<Longrightarrow> (\<lambda>z. f z * g z) holomorphic_on s"
lp15@62534
   352
  unfolding holomorphic_on_def by (metis field_differentiable_mult)
hoelzl@56370
   353
lp15@61520
   354
lemma holomorphic_on_inverse [holomorphic_intros]:
hoelzl@56370
   355
  "\<lbrakk>f holomorphic_on s; \<And>z. z \<in> s \<Longrightarrow> f z \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>z. inverse (f z)) holomorphic_on s"
lp15@62534
   356
  unfolding holomorphic_on_def by (metis field_differentiable_inverse)
hoelzl@56370
   357
lp15@61520
   358
lemma holomorphic_on_divide [holomorphic_intros]:
hoelzl@56370
   359
  "\<lbrakk>f holomorphic_on s; g holomorphic_on s; \<And>z. z \<in> s \<Longrightarrow> g z \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>z. f z / g z) holomorphic_on s"
lp15@62534
   360
  unfolding holomorphic_on_def by (metis field_differentiable_divide)
hoelzl@56370
   361
lp15@61520
   362
lemma holomorphic_on_power [holomorphic_intros]:
hoelzl@56370
   363
  "f holomorphic_on s \<Longrightarrow> (\<lambda>z. (f z)^n) holomorphic_on s"
lp15@62534
   364
  unfolding holomorphic_on_def by (metis field_differentiable_power)
hoelzl@56370
   365
nipkow@64267
   366
lemma holomorphic_on_sum [holomorphic_intros]:
nipkow@64267
   367
  "(\<And>i. i \<in> I \<Longrightarrow> (f i) holomorphic_on s) \<Longrightarrow> (\<lambda>x. sum (\<lambda>i. f i x) I) holomorphic_on s"
nipkow@64267
   368
  unfolding holomorphic_on_def by (metis field_differentiable_sum)
hoelzl@56370
   369
eberlm@67135
   370
lemma holomorphic_on_prod [holomorphic_intros]:
eberlm@67135
   371
  "(\<And>i. i \<in> I \<Longrightarrow> (f i) holomorphic_on s) \<Longrightarrow> (\<lambda>x. prod (\<lambda>i. f i x) I) holomorphic_on s"
eberlm@67135
   372
  by (induction I rule: infinite_finite_induct) (auto intro: holomorphic_intros)
eberlm@67135
   373
eberlm@66486
   374
lemma holomorphic_pochhammer [holomorphic_intros]:
eberlm@66486
   375
  "f holomorphic_on A \<Longrightarrow> (\<lambda>s. pochhammer (f s) n) holomorphic_on A"
eberlm@66486
   376
  by (induction n) (auto intro!: holomorphic_intros simp: pochhammer_Suc)
eberlm@66486
   377
eberlm@66486
   378
lemma holomorphic_on_scaleR [holomorphic_intros]:
eberlm@66486
   379
  "f holomorphic_on A \<Longrightarrow> (\<lambda>x. c *\<^sub>R f x) holomorphic_on A"
eberlm@66486
   380
  by (auto simp: scaleR_conv_of_real intro!: holomorphic_intros)
eberlm@66486
   381
eberlm@67167
   382
lemma holomorphic_on_Un [holomorphic_intros]:
eberlm@67167
   383
  assumes "f holomorphic_on A" "f holomorphic_on B" "open A" "open B"
eberlm@67167
   384
  shows   "f holomorphic_on (A \<union> B)"
eberlm@67167
   385
  using assms by (auto simp: holomorphic_on_def  at_within_open[of _ A] 
eberlm@67167
   386
                             at_within_open[of _ B]  at_within_open[of _ "A \<union> B"] open_Un)
eberlm@67167
   387
eberlm@67167
   388
lemma holomorphic_on_If_Un [holomorphic_intros]:
eberlm@67167
   389
  assumes "f holomorphic_on A" "g holomorphic_on B" "open A" "open B"
eberlm@67167
   390
  assumes "\<And>z. z \<in> A \<Longrightarrow> z \<in> B \<Longrightarrow> f z = g z"
eberlm@67167
   391
  shows   "(\<lambda>z. if z \<in> A then f z else g z) holomorphic_on (A \<union> B)" (is "?h holomorphic_on _")
eberlm@67167
   392
proof (intro holomorphic_on_Un)
eberlm@67167
   393
  note \<open>f holomorphic_on A\<close>
eberlm@67167
   394
  also have "f holomorphic_on A \<longleftrightarrow> ?h holomorphic_on A"
eberlm@67167
   395
    by (intro holomorphic_cong) auto
eberlm@67167
   396
  finally show \<dots> .
eberlm@67167
   397
next
eberlm@67167
   398
  note \<open>g holomorphic_on B\<close>
eberlm@67167
   399
  also have "g holomorphic_on B \<longleftrightarrow> ?h holomorphic_on B"
eberlm@67167
   400
    using assms by (intro holomorphic_cong) auto
eberlm@67167
   401
  finally show \<dots> .
eberlm@67167
   402
qed (insert assms, auto)
eberlm@67167
   403
lp15@62534
   404
lemma DERIV_deriv_iff_field_differentiable:
lp15@62534
   405
  "DERIV f x :> deriv f x \<longleftrightarrow> f field_differentiable at x"
lp15@62534
   406
  unfolding field_differentiable_def by (metis DERIV_imp_deriv)
hoelzl@56370
   407
lp15@62533
   408
lemma holomorphic_derivI:
lp15@62533
   409
     "\<lbrakk>f holomorphic_on S; open S; x \<in> S\<rbrakk>
lp15@62533
   410
      \<Longrightarrow> (f has_field_derivative deriv f x) (at x within T)"
lp15@62534
   411
by (metis DERIV_deriv_iff_field_differentiable at_within_open  holomorphic_on_def has_field_derivative_at_within)
lp15@62533
   412
hoelzl@56370
   413
lemma complex_derivative_chain:
lp15@62534
   414
  "f field_differentiable at x \<Longrightarrow> g field_differentiable at (f x)
hoelzl@56370
   415
    \<Longrightarrow> deriv (g o f) x = deriv g (f x) * deriv f x"
lp15@62534
   416
  by (metis DERIV_deriv_iff_field_differentiable DERIV_chain DERIV_imp_deriv)
hoelzl@56370
   417
lp15@62397
   418
lemma deriv_linear [simp]: "deriv (\<lambda>w. c * w) = (\<lambda>z. c)"
hoelzl@56370
   419
  by (metis DERIV_imp_deriv DERIV_cmult_Id)
hoelzl@56370
   420
lp15@62397
   421
lemma deriv_ident [simp]: "deriv (\<lambda>w. w) = (\<lambda>z. 1)"
hoelzl@56370
   422
  by (metis DERIV_imp_deriv DERIV_ident)
hoelzl@56370
   423
lp15@62397
   424
lemma deriv_id [simp]: "deriv id = (\<lambda>z. 1)"
lp15@62397
   425
  by (simp add: id_def)
lp15@62397
   426
lp15@62397
   427
lemma deriv_const [simp]: "deriv (\<lambda>w. c) = (\<lambda>z. 0)"
hoelzl@56370
   428
  by (metis DERIV_imp_deriv DERIV_const)
hoelzl@56370
   429
lp15@62534
   430
lemma deriv_add [simp]:
lp15@62534
   431
  "\<lbrakk>f field_differentiable at z; g field_differentiable at z\<rbrakk>
hoelzl@56370
   432
   \<Longrightarrow> deriv (\<lambda>w. f w + g w) z = deriv f z + deriv g z"
lp15@62534
   433
  unfolding DERIV_deriv_iff_field_differentiable[symmetric]
hoelzl@56381
   434
  by (auto intro!: DERIV_imp_deriv derivative_intros)
hoelzl@56370
   435
lp15@62534
   436
lemma deriv_diff [simp]:
lp15@62534
   437
  "\<lbrakk>f field_differentiable at z; g field_differentiable at z\<rbrakk>
hoelzl@56370
   438
   \<Longrightarrow> deriv (\<lambda>w. f w - g w) z = deriv f z - deriv g z"
lp15@62534
   439
  unfolding DERIV_deriv_iff_field_differentiable[symmetric]
hoelzl@56381
   440
  by (auto intro!: DERIV_imp_deriv derivative_intros)
hoelzl@56370
   441
lp15@62534
   442
lemma deriv_mult [simp]:
lp15@62534
   443
  "\<lbrakk>f field_differentiable at z; g field_differentiable at z\<rbrakk>
hoelzl@56370
   444
   \<Longrightarrow> deriv (\<lambda>w. f w * g w) z = f z * deriv g z + deriv f z * g z"
lp15@62534
   445
  unfolding DERIV_deriv_iff_field_differentiable[symmetric]
hoelzl@56381
   446
  by (auto intro!: DERIV_imp_deriv derivative_eq_intros)
hoelzl@56370
   447
lp15@62534
   448
lemma deriv_cmult [simp]:
lp15@62534
   449
  "f field_differentiable at z \<Longrightarrow> deriv (\<lambda>w. c * f w) z = c * deriv f z"
lp15@62534
   450
  unfolding DERIV_deriv_iff_field_differentiable[symmetric]
hoelzl@56381
   451
  by (auto intro!: DERIV_imp_deriv derivative_eq_intros)
hoelzl@56370
   452
lp15@62534
   453
lemma deriv_cmult_right [simp]:
lp15@62534
   454
  "f field_differentiable at z \<Longrightarrow> deriv (\<lambda>w. f w * c) z = deriv f z * c"
lp15@62534
   455
  unfolding DERIV_deriv_iff_field_differentiable[symmetric]
hoelzl@56381
   456
  by (auto intro!: DERIV_imp_deriv derivative_eq_intros)
hoelzl@56370
   457
lp15@62534
   458
lemma deriv_cdivide_right [simp]:
lp15@62534
   459
  "f field_differentiable at z \<Longrightarrow> deriv (\<lambda>w. f w / c) z = deriv f z / c"
lp15@62217
   460
  unfolding Fields.field_class.field_divide_inverse
lp15@62534
   461
  by (blast intro: deriv_cmult_right)
lp15@62217
   462
hoelzl@56370
   463
lemma complex_derivative_transform_within_open:
lp15@61609
   464
  "\<lbrakk>f holomorphic_on s; g holomorphic_on s; open s; z \<in> s; \<And>w. w \<in> s \<Longrightarrow> f w = g w\<rbrakk>
hoelzl@56370
   465
   \<Longrightarrow> deriv f z = deriv g z"
hoelzl@56370
   466
  unfolding holomorphic_on_def
hoelzl@56370
   467
  by (rule DERIV_imp_deriv)
lp15@62534
   468
     (metis DERIV_deriv_iff_field_differentiable DERIV_transform_within_open at_within_open)
hoelzl@56370
   469
lp15@62534
   470
lemma deriv_compose_linear:
lp15@62534
   471
  "f field_differentiable at (c * z) \<Longrightarrow> deriv (\<lambda>w. f (c * w)) z = c * deriv f (c * z)"
hoelzl@56370
   472
apply (rule DERIV_imp_deriv)
lp15@62534
   473
apply (simp add: DERIV_deriv_iff_field_differentiable [symmetric])
haftmann@59554
   474
apply (drule DERIV_chain' [of "times c" c z UNIV f "deriv f (c * z)", OF DERIV_cmult_Id])
haftmann@59554
   475
apply (simp add: algebra_simps)
hoelzl@56370
   476
done
hoelzl@56370
   477
lp15@62533
   478
lemma nonzero_deriv_nonconstant:
lp15@62533
   479
  assumes df: "DERIV f \<xi> :> df" and S: "open S" "\<xi> \<in> S" and "df \<noteq> 0"
lp15@62533
   480
    shows "\<not> f constant_on S"
lp15@62533
   481
unfolding constant_on_def
lp15@62533
   482
by (metis \<open>df \<noteq> 0\<close> DERIV_transform_within_open [OF df S] DERIV_const DERIV_unique)
lp15@62533
   483
lp15@62533
   484
lemma holomorphic_nonconstant:
lp15@62533
   485
  assumes holf: "f holomorphic_on S" and "open S" "\<xi> \<in> S" "deriv f \<xi> \<noteq> 0"
lp15@62533
   486
    shows "\<not> f constant_on S"
lp15@62533
   487
    apply (rule nonzero_deriv_nonconstant [of f "deriv f \<xi>" \<xi> S])
lp15@62533
   488
    using assms
lp15@62533
   489
    apply (auto simp: holomorphic_derivI)
lp15@62533
   490
    done
lp15@62533
   491
lp15@64394
   492
subsection\<open>Caratheodory characterization\<close>
lp15@64394
   493
lp15@64394
   494
lemma field_differentiable_caratheodory_at:
lp15@64394
   495
  "f field_differentiable (at z) \<longleftrightarrow>
lp15@64394
   496
         (\<exists>g. (\<forall>w. f(w) - f(z) = g(w) * (w - z)) \<and> continuous (at z) g)"
lp15@64394
   497
  using CARAT_DERIV [of f]
lp15@64394
   498
  by (simp add: field_differentiable_def has_field_derivative_def)
lp15@64394
   499
lp15@64394
   500
lemma field_differentiable_caratheodory_within:
lp15@64394
   501
  "f field_differentiable (at z within s) \<longleftrightarrow>
lp15@64394
   502
         (\<exists>g. (\<forall>w. f(w) - f(z) = g(w) * (w - z)) \<and> continuous (at z within s) g)"
lp15@64394
   503
  using DERIV_caratheodory_within [of f]
lp15@64394
   504
  by (simp add: field_differentiable_def has_field_derivative_def)
lp15@64394
   505
wenzelm@60420
   506
subsection\<open>Analyticity on a set\<close>
lp15@56215
   507
lp15@61609
   508
definition analytic_on (infixl "(analytic'_on)" 50)
lp15@56215
   509
  where
lp15@56215
   510
   "f analytic_on s \<equiv> \<forall>x \<in> s. \<exists>e. 0 < e \<and> f holomorphic_on (ball x e)"
lp15@56215
   511
lp15@65587
   512
named_theorems analytic_intros "introduction rules for proving analyticity"
lp15@65587
   513
hoelzl@56370
   514
lemma analytic_imp_holomorphic: "f analytic_on s \<Longrightarrow> f holomorphic_on s"
hoelzl@56370
   515
  by (simp add: at_within_open [OF _ open_ball] analytic_on_def holomorphic_on_def)
lp15@62534
   516
     (metis centre_in_ball field_differentiable_at_within)
lp15@56215
   517
hoelzl@56370
   518
lemma analytic_on_open: "open s \<Longrightarrow> f analytic_on s \<longleftrightarrow> f holomorphic_on s"
lp15@56215
   519
apply (auto simp: analytic_imp_holomorphic)
lp15@56215
   520
apply (auto simp: analytic_on_def holomorphic_on_def)
lp15@56215
   521
by (metis holomorphic_on_def holomorphic_on_subset open_contains_ball)
lp15@56215
   522
lp15@56215
   523
lemma analytic_on_imp_differentiable_at:
lp15@62534
   524
  "f analytic_on s \<Longrightarrow> x \<in> s \<Longrightarrow> f field_differentiable (at x)"
hoelzl@56370
   525
 apply (auto simp: analytic_on_def holomorphic_on_def)
lp15@66827
   526
by (metis open_ball centre_in_ball field_differentiable_within_open)
lp15@56215
   527
hoelzl@56370
   528
lemma analytic_on_subset: "f analytic_on s \<Longrightarrow> t \<subseteq> s \<Longrightarrow> f analytic_on t"
lp15@56215
   529
  by (auto simp: analytic_on_def)
lp15@56215
   530
hoelzl@56370
   531
lemma analytic_on_Un: "f analytic_on (s \<union> t) \<longleftrightarrow> f analytic_on s \<and> f analytic_on t"
lp15@56215
   532
  by (auto simp: analytic_on_def)
lp15@56215
   533
wenzelm@60585
   534
lemma analytic_on_Union: "f analytic_on (\<Union>s) \<longleftrightarrow> (\<forall>t \<in> s. f analytic_on t)"
hoelzl@56370
   535
  by (auto simp: analytic_on_def)
hoelzl@56370
   536
hoelzl@56370
   537
lemma analytic_on_UN: "f analytic_on (\<Union>i\<in>I. s i) \<longleftrightarrow> (\<forall>i\<in>I. f analytic_on (s i))"
lp15@56215
   538
  by (auto simp: analytic_on_def)
lp15@61609
   539
lp15@56215
   540
lemma analytic_on_holomorphic:
lp15@56215
   541
  "f analytic_on s \<longleftrightarrow> (\<exists>t. open t \<and> s \<subseteq> t \<and> f holomorphic_on t)"
lp15@56215
   542
  (is "?lhs = ?rhs")
lp15@56215
   543
proof -
lp15@56215
   544
  have "?lhs \<longleftrightarrow> (\<exists>t. open t \<and> s \<subseteq> t \<and> f analytic_on t)"
lp15@56215
   545
  proof safe
lp15@56215
   546
    assume "f analytic_on s"
lp15@56215
   547
    then show "\<exists>t. open t \<and> s \<subseteq> t \<and> f analytic_on t"
lp15@56215
   548
      apply (simp add: analytic_on_def)
lp15@56215
   549
      apply (rule exI [where x="\<Union>{u. open u \<and> f analytic_on u}"], auto)
lp15@66827
   550
      apply (metis open_ball analytic_on_open centre_in_ball)
lp15@56215
   551
      by (metis analytic_on_def)
lp15@56215
   552
  next
lp15@56215
   553
    fix t
lp15@61609
   554
    assume "open t" "s \<subseteq> t" "f analytic_on t"
lp15@56215
   555
    then show "f analytic_on s"
lp15@56215
   556
        by (metis analytic_on_subset)
lp15@56215
   557
  qed
lp15@56215
   558
  also have "... \<longleftrightarrow> ?rhs"
lp15@56215
   559
    by (auto simp: analytic_on_open)
lp15@56215
   560
  finally show ?thesis .
lp15@56215
   561
qed
lp15@56215
   562
lp15@65587
   563
lemma analytic_on_linear [analytic_intros,simp]: "(op * c) analytic_on s"
lp15@65587
   564
  by (auto simp add: analytic_on_holomorphic)
lp15@56215
   565
lp15@65587
   566
lemma analytic_on_const [analytic_intros,simp]: "(\<lambda>z. c) analytic_on s"
hoelzl@56370
   567
  by (metis analytic_on_def holomorphic_on_const zero_less_one)
hoelzl@56370
   568
lp15@65587
   569
lemma analytic_on_ident [analytic_intros,simp]: "(\<lambda>x. x) analytic_on s"
lp15@65587
   570
  by (simp add: analytic_on_def gt_ex)
lp15@56215
   571
lp15@65587
   572
lemma analytic_on_id [analytic_intros]: "id analytic_on s"
hoelzl@56370
   573
  unfolding id_def by (rule analytic_on_ident)
lp15@56215
   574
lp15@56215
   575
lemma analytic_on_compose:
lp15@56215
   576
  assumes f: "f analytic_on s"
lp15@56215
   577
      and g: "g analytic_on (f ` s)"
lp15@56215
   578
    shows "(g o f) analytic_on s"
lp15@56215
   579
unfolding analytic_on_def
lp15@56215
   580
proof (intro ballI)
lp15@56215
   581
  fix x
lp15@56215
   582
  assume x: "x \<in> s"
lp15@56215
   583
  then obtain e where e: "0 < e" and fh: "f holomorphic_on ball x e" using f
lp15@56215
   584
    by (metis analytic_on_def)
lp15@56215
   585
  obtain e' where e': "0 < e'" and gh: "g holomorphic_on ball (f x) e'" using g
lp15@61609
   586
    by (metis analytic_on_def g image_eqI x)
lp15@56215
   587
  have "isCont f x"
lp15@62534
   588
    by (metis analytic_on_imp_differentiable_at field_differentiable_imp_continuous_at f x)
lp15@56215
   589
  with e' obtain d where d: "0 < d" and fd: "f ` ball x d \<subseteq> ball (f x) e'"
lp15@56215
   590
     by (auto simp: continuous_at_ball)
lp15@61609
   591
  have "g \<circ> f holomorphic_on ball x (min d e)"
lp15@56215
   592
    apply (rule holomorphic_on_compose)
lp15@56215
   593
    apply (metis fh holomorphic_on_subset min.bounded_iff order_refl subset_ball)
lp15@56215
   594
    by (metis fd gh holomorphic_on_subset image_mono min.cobounded1 subset_ball)
lp15@56215
   595
  then show "\<exists>e>0. g \<circ> f holomorphic_on ball x e"
lp15@61609
   596
    by (metis d e min_less_iff_conj)
lp15@56215
   597
qed
lp15@56215
   598
lp15@56215
   599
lemma analytic_on_compose_gen:
lp15@56215
   600
  "f analytic_on s \<Longrightarrow> g analytic_on t \<Longrightarrow> (\<And>z. z \<in> s \<Longrightarrow> f z \<in> t)
lp15@56215
   601
             \<Longrightarrow> g o f analytic_on s"
lp15@56215
   602
by (metis analytic_on_compose analytic_on_subset image_subset_iff)
lp15@56215
   603
lp15@65587
   604
lemma analytic_on_neg [analytic_intros]:
lp15@56215
   605
  "f analytic_on s \<Longrightarrow> (\<lambda>z. -(f z)) analytic_on s"
lp15@56215
   606
by (metis analytic_on_holomorphic holomorphic_on_minus)
lp15@56215
   607
lp15@65587
   608
lemma analytic_on_add [analytic_intros]:
lp15@56215
   609
  assumes f: "f analytic_on s"
lp15@56215
   610
      and g: "g analytic_on s"
lp15@56215
   611
    shows "(\<lambda>z. f z + g z) analytic_on s"
lp15@56215
   612
unfolding analytic_on_def
lp15@56215
   613
proof (intro ballI)
lp15@56215
   614
  fix z
lp15@56215
   615
  assume z: "z \<in> s"
lp15@56215
   616
  then obtain e where e: "0 < e" and fh: "f holomorphic_on ball z e" using f
lp15@56215
   617
    by (metis analytic_on_def)
lp15@56215
   618
  obtain e' where e': "0 < e'" and gh: "g holomorphic_on ball z e'" using g
lp15@61609
   619
    by (metis analytic_on_def g z)
lp15@61609
   620
  have "(\<lambda>z. f z + g z) holomorphic_on ball z (min e e')"
lp15@61609
   621
    apply (rule holomorphic_on_add)
lp15@56215
   622
    apply (metis fh holomorphic_on_subset min.bounded_iff order_refl subset_ball)
lp15@56215
   623
    by (metis gh holomorphic_on_subset min.bounded_iff order_refl subset_ball)
lp15@56215
   624
  then show "\<exists>e>0. (\<lambda>z. f z + g z) holomorphic_on ball z e"
lp15@56215
   625
    by (metis e e' min_less_iff_conj)
lp15@56215
   626
qed
lp15@56215
   627
lp15@65587
   628
lemma analytic_on_diff [analytic_intros]:
lp15@56215
   629
  assumes f: "f analytic_on s"
lp15@56215
   630
      and g: "g analytic_on s"
lp15@56215
   631
    shows "(\<lambda>z. f z - g z) analytic_on s"
lp15@56215
   632
unfolding analytic_on_def
lp15@56215
   633
proof (intro ballI)
lp15@56215
   634
  fix z
lp15@56215
   635
  assume z: "z \<in> s"
lp15@56215
   636
  then obtain e where e: "0 < e" and fh: "f holomorphic_on ball z e" using f
lp15@56215
   637
    by (metis analytic_on_def)
lp15@56215
   638
  obtain e' where e': "0 < e'" and gh: "g holomorphic_on ball z e'" using g
lp15@61609
   639
    by (metis analytic_on_def g z)
lp15@61609
   640
  have "(\<lambda>z. f z - g z) holomorphic_on ball z (min e e')"
lp15@61609
   641
    apply (rule holomorphic_on_diff)
lp15@56215
   642
    apply (metis fh holomorphic_on_subset min.bounded_iff order_refl subset_ball)
lp15@56215
   643
    by (metis gh holomorphic_on_subset min.bounded_iff order_refl subset_ball)
lp15@56215
   644
  then show "\<exists>e>0. (\<lambda>z. f z - g z) holomorphic_on ball z e"
lp15@56215
   645
    by (metis e e' min_less_iff_conj)
lp15@56215
   646
qed
lp15@56215
   647
lp15@65587
   648
lemma analytic_on_mult [analytic_intros]:
lp15@56215
   649
  assumes f: "f analytic_on s"
lp15@56215
   650
      and g: "g analytic_on s"
lp15@56215
   651
    shows "(\<lambda>z. f z * g z) analytic_on s"
lp15@56215
   652
unfolding analytic_on_def
lp15@56215
   653
proof (intro ballI)
lp15@56215
   654
  fix z
lp15@56215
   655
  assume z: "z \<in> s"
lp15@56215
   656
  then obtain e where e: "0 < e" and fh: "f holomorphic_on ball z e" using f
lp15@56215
   657
    by (metis analytic_on_def)
lp15@56215
   658
  obtain e' where e': "0 < e'" and gh: "g holomorphic_on ball z e'" using g
lp15@61609
   659
    by (metis analytic_on_def g z)
lp15@61609
   660
  have "(\<lambda>z. f z * g z) holomorphic_on ball z (min e e')"
lp15@61609
   661
    apply (rule holomorphic_on_mult)
lp15@56215
   662
    apply (metis fh holomorphic_on_subset min.bounded_iff order_refl subset_ball)
lp15@56215
   663
    by (metis gh holomorphic_on_subset min.bounded_iff order_refl subset_ball)
lp15@56215
   664
  then show "\<exists>e>0. (\<lambda>z. f z * g z) holomorphic_on ball z e"
lp15@56215
   665
    by (metis e e' min_less_iff_conj)
lp15@56215
   666
qed
lp15@56215
   667
lp15@65587
   668
lemma analytic_on_inverse [analytic_intros]:
lp15@56215
   669
  assumes f: "f analytic_on s"
lp15@56215
   670
      and nz: "(\<And>z. z \<in> s \<Longrightarrow> f z \<noteq> 0)"
lp15@56215
   671
    shows "(\<lambda>z. inverse (f z)) analytic_on s"
lp15@56215
   672
unfolding analytic_on_def
lp15@56215
   673
proof (intro ballI)
lp15@56215
   674
  fix z
lp15@56215
   675
  assume z: "z \<in> s"
lp15@56215
   676
  then obtain e where e: "0 < e" and fh: "f holomorphic_on ball z e" using f
lp15@56215
   677
    by (metis analytic_on_def)
lp15@56215
   678
  have "continuous_on (ball z e) f"
lp15@56215
   679
    by (metis fh holomorphic_on_imp_continuous_on)
lp15@61609
   680
  then obtain e' where e': "0 < e'" and nz': "\<And>y. dist z y < e' \<Longrightarrow> f y \<noteq> 0"
lp15@66827
   681
    by (metis open_ball centre_in_ball continuous_on_open_avoid e z nz)
lp15@61609
   682
  have "(\<lambda>z. inverse (f z)) holomorphic_on ball z (min e e')"
lp15@56215
   683
    apply (rule holomorphic_on_inverse)
lp15@56215
   684
    apply (metis fh holomorphic_on_subset min.cobounded2 min.commute subset_ball)
lp15@61609
   685
    by (metis nz' mem_ball min_less_iff_conj)
lp15@56215
   686
  then show "\<exists>e>0. (\<lambda>z. inverse (f z)) holomorphic_on ball z e"
lp15@56215
   687
    by (metis e e' min_less_iff_conj)
lp15@56215
   688
qed
lp15@56215
   689
lp15@65587
   690
lemma analytic_on_divide [analytic_intros]:
lp15@56215
   691
  assumes f: "f analytic_on s"
lp15@56215
   692
      and g: "g analytic_on s"
lp15@56215
   693
      and nz: "(\<And>z. z \<in> s \<Longrightarrow> g z \<noteq> 0)"
lp15@56215
   694
    shows "(\<lambda>z. f z / g z) analytic_on s"
lp15@56215
   695
unfolding divide_inverse
lp15@56215
   696
by (metis analytic_on_inverse analytic_on_mult f g nz)
lp15@56215
   697
lp15@65587
   698
lemma analytic_on_power [analytic_intros]:
lp15@56215
   699
  "f analytic_on s \<Longrightarrow> (\<lambda>z. (f z) ^ n) analytic_on s"
lp15@65587
   700
by (induct n) (auto simp: analytic_on_mult)
lp15@56215
   701
lp15@65587
   702
lemma analytic_on_sum [analytic_intros]:
nipkow@64267
   703
  "(\<And>i. i \<in> I \<Longrightarrow> (f i) analytic_on s) \<Longrightarrow> (\<lambda>x. sum (\<lambda>i. f i x) I) analytic_on s"
hoelzl@56369
   704
  by (induct I rule: infinite_finite_induct) (auto simp: analytic_on_const analytic_on_add)
lp15@56215
   705
lp15@62408
   706
lemma deriv_left_inverse:
lp15@62408
   707
  assumes "f holomorphic_on S" and "g holomorphic_on T"
lp15@62408
   708
      and "open S" and "open T"
lp15@62408
   709
      and "f ` S \<subseteq> T"
lp15@62408
   710
      and [simp]: "\<And>z. z \<in> S \<Longrightarrow> g (f z) = z"
lp15@62408
   711
      and "w \<in> S"
lp15@62408
   712
    shows "deriv f w * deriv g (f w) = 1"
lp15@62408
   713
proof -
lp15@62408
   714
  have "deriv f w * deriv g (f w) = deriv g (f w) * deriv f w"
lp15@62408
   715
    by (simp add: algebra_simps)
lp15@62408
   716
  also have "... = deriv (g o f) w"
lp15@62408
   717
    using assms
lp15@62408
   718
    by (metis analytic_on_imp_differentiable_at analytic_on_open complex_derivative_chain image_subset_iff)
lp15@62408
   719
  also have "... = deriv id w"
lp15@62408
   720
    apply (rule complex_derivative_transform_within_open [where s=S])
lp15@62408
   721
    apply (rule assms holomorphic_on_compose_gen holomorphic_intros)+
lp15@62408
   722
    apply simp
lp15@62408
   723
    done
lp15@62408
   724
  also have "... = 1"
lp15@62408
   725
    by simp
lp15@62408
   726
  finally show ?thesis .
lp15@62408
   727
qed
lp15@62408
   728
lp15@62408
   729
subsection\<open>analyticity at a point\<close>
lp15@56215
   730
lp15@56215
   731
lemma analytic_at_ball:
lp15@56215
   732
  "f analytic_on {z} \<longleftrightarrow> (\<exists>e. 0<e \<and> f holomorphic_on ball z e)"
lp15@56215
   733
by (metis analytic_on_def singleton_iff)
lp15@56215
   734
lp15@56215
   735
lemma analytic_at:
lp15@56215
   736
    "f analytic_on {z} \<longleftrightarrow> (\<exists>s. open s \<and> z \<in> s \<and> f holomorphic_on s)"
lp15@56215
   737
by (metis analytic_on_holomorphic empty_subsetI insert_subset)
lp15@56215
   738
lp15@56215
   739
lemma analytic_on_analytic_at:
lp15@56215
   740
    "f analytic_on s \<longleftrightarrow> (\<forall>z \<in> s. f analytic_on {z})"
lp15@56215
   741
by (metis analytic_at_ball analytic_on_def)
lp15@56215
   742
lp15@56215
   743
lemma analytic_at_two:
lp15@56215
   744
  "f analytic_on {z} \<and> g analytic_on {z} \<longleftrightarrow>
lp15@56215
   745
   (\<exists>s. open s \<and> z \<in> s \<and> f holomorphic_on s \<and> g holomorphic_on s)"
lp15@56215
   746
  (is "?lhs = ?rhs")
lp15@61609
   747
proof
lp15@56215
   748
  assume ?lhs
lp15@61609
   749
  then obtain s t
lp15@56215
   750
    where st: "open s" "z \<in> s" "f holomorphic_on s"
lp15@56215
   751
              "open t" "z \<in> t" "g holomorphic_on t"
lp15@56215
   752
    by (auto simp: analytic_at)
lp15@56215
   753
  show ?rhs
lp15@56215
   754
    apply (rule_tac x="s \<inter> t" in exI)
lp15@56215
   755
    using st
lp15@56215
   756
    apply (auto simp: Diff_subset holomorphic_on_subset)
lp15@56215
   757
    done
lp15@56215
   758
next
lp15@61609
   759
  assume ?rhs
lp15@56215
   760
  then show ?lhs
lp15@56215
   761
    by (force simp add: analytic_at)
lp15@56215
   762
qed
lp15@56215
   763
wenzelm@60420
   764
subsection\<open>Combining theorems for derivative with ``analytic at'' hypotheses\<close>
lp15@56215
   765
lp15@61609
   766
lemma
lp15@56215
   767
  assumes "f analytic_on {z}" "g analytic_on {z}"
hoelzl@56370
   768
  shows complex_derivative_add_at: "deriv (\<lambda>w. f w + g w) z = deriv f z + deriv g z"
hoelzl@56370
   769
    and complex_derivative_diff_at: "deriv (\<lambda>w. f w - g w) z = deriv f z - deriv g z"
hoelzl@56370
   770
    and complex_derivative_mult_at: "deriv (\<lambda>w. f w * g w) z =
hoelzl@56370
   771
           f z * deriv g z + deriv f z * g z"
lp15@56215
   772
proof -
lp15@56215
   773
  obtain s where s: "open s" "z \<in> s" "f holomorphic_on s" "g holomorphic_on s"
lp15@56215
   774
    using assms by (metis analytic_at_two)
hoelzl@56370
   775
  show "deriv (\<lambda>w. f w + g w) z = deriv f z + deriv g z"
hoelzl@56370
   776
    apply (rule DERIV_imp_deriv [OF DERIV_add])
lp15@56215
   777
    using s
lp15@62534
   778
    apply (auto simp: holomorphic_on_open field_differentiable_def DERIV_deriv_iff_field_differentiable)
lp15@56215
   779
    done
hoelzl@56370
   780
  show "deriv (\<lambda>w. f w - g w) z = deriv f z - deriv g z"
hoelzl@56370
   781
    apply (rule DERIV_imp_deriv [OF DERIV_diff])
lp15@56215
   782
    using s
lp15@62534
   783
    apply (auto simp: holomorphic_on_open field_differentiable_def DERIV_deriv_iff_field_differentiable)
lp15@56215
   784
    done
hoelzl@56370
   785
  show "deriv (\<lambda>w. f w * g w) z = f z * deriv g z + deriv f z * g z"
hoelzl@56370
   786
    apply (rule DERIV_imp_deriv [OF DERIV_mult'])
lp15@56215
   787
    using s
lp15@62534
   788
    apply (auto simp: holomorphic_on_open field_differentiable_def DERIV_deriv_iff_field_differentiable)
lp15@56215
   789
    done
lp15@56215
   790
qed
lp15@56215
   791
lp15@62534
   792
lemma deriv_cmult_at:
hoelzl@56370
   793
  "f analytic_on {z} \<Longrightarrow>  deriv (\<lambda>w. c * f w) z = c * deriv f z"
lp15@61848
   794
by (auto simp: complex_derivative_mult_at deriv_const analytic_on_const)
lp15@56215
   795
lp15@62534
   796
lemma deriv_cmult_right_at:
hoelzl@56370
   797
  "f analytic_on {z} \<Longrightarrow>  deriv (\<lambda>w. f w * c) z = deriv f z * c"
lp15@61848
   798
by (auto simp: complex_derivative_mult_at deriv_const analytic_on_const)
lp15@56215
   799
wenzelm@60420
   800
subsection\<open>Complex differentiation of sequences and series\<close>
lp15@56215
   801
eberlm@61531
   802
(* TODO: Could probably be simplified using Uniform_Limit *)
lp15@56215
   803
lemma has_complex_derivative_sequence:
lp15@56215
   804
  fixes s :: "complex set"
lp15@56215
   805
  assumes cvs: "convex s"
lp15@56215
   806
      and df:  "\<And>n x. x \<in> s \<Longrightarrow> (f n has_field_derivative f' n x) (at x within s)"
lp15@56215
   807
      and conv: "\<And>e. 0 < e \<Longrightarrow> \<exists>N. \<forall>n x. n \<ge> N \<longrightarrow> x \<in> s \<longrightarrow> norm (f' n x - g' x) \<le> e"
wenzelm@61973
   808
      and "\<exists>x l. x \<in> s \<and> ((\<lambda>n. f n x) \<longlongrightarrow> l) sequentially"
wenzelm@61973
   809
    shows "\<exists>g. \<forall>x \<in> s. ((\<lambda>n. f n x) \<longlongrightarrow> g x) sequentially \<and>
lp15@56215
   810
                       (g has_field_derivative (g' x)) (at x within s)"
lp15@56215
   811
proof -
wenzelm@61973
   812
  from assms obtain x l where x: "x \<in> s" and tf: "((\<lambda>n. f n x) \<longlongrightarrow> l) sequentially"
lp15@56215
   813
    by blast
lp15@56215
   814
  { fix e::real assume e: "e > 0"
lp15@56215
   815
    then obtain N where N: "\<forall>n\<ge>N. \<forall>x. x \<in> s \<longrightarrow> cmod (f' n x - g' x) \<le> e"
lp15@61609
   816
      by (metis conv)
lp15@56215
   817
    have "\<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. cmod (f' n x * h - g' x * h) \<le> e * cmod h"
lp15@56215
   818
    proof (rule exI [of _ N], clarify)
lp15@56215
   819
      fix n y h
lp15@56215
   820
      assume "N \<le> n" "y \<in> s"
lp15@56215
   821
      then have "cmod (f' n y - g' y) \<le> e"
lp15@56215
   822
        by (metis N)
lp15@56215
   823
      then have "cmod h * cmod (f' n y - g' y) \<le> cmod h * e"
lp15@56215
   824
        by (auto simp: antisym_conv2 mult_le_cancel_left norm_triangle_ineq2)
lp15@56215
   825
      then show "cmod (f' n y * h - g' y * h) \<le> e * cmod h"
lp15@56215
   826
        by (simp add: norm_mult [symmetric] field_simps)
lp15@56215
   827
    qed
lp15@56215
   828
  } note ** = this
lp15@56215
   829
  show ?thesis
lp15@56215
   830
  unfolding has_field_derivative_def
lp15@56215
   831
  proof (rule has_derivative_sequence [OF cvs _ _ x])
lp15@56215
   832
    show "\<forall>n. \<forall>x\<in>s. (f n has_derivative (op * (f' n x))) (at x within s)"
lp15@56215
   833
      by (metis has_field_derivative_def df)
wenzelm@61969
   834
  next show "(\<lambda>n. f n x) \<longlonglongrightarrow> l"
lp15@56215
   835
    by (rule tf)
lp15@56215
   836
  next show "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. cmod (f' n x * h - g' x * h) \<le> e * cmod h"
lp15@56215
   837
    by (blast intro: **)
lp15@56215
   838
  qed
lp15@56215
   839
qed
lp15@56215
   840
lp15@56215
   841
lemma has_complex_derivative_series:
lp15@56215
   842
  fixes s :: "complex set"
lp15@56215
   843
  assumes cvs: "convex s"
lp15@56215
   844
      and df:  "\<And>n x. x \<in> s \<Longrightarrow> (f n has_field_derivative f' n x) (at x within s)"
lp15@61609
   845
      and conv: "\<And>e. 0 < e \<Longrightarrow> \<exists>N. \<forall>n x. n \<ge> N \<longrightarrow> x \<in> s
lp15@56215
   846
                \<longrightarrow> cmod ((\<Sum>i<n. f' i x) - g' x) \<le> e"
lp15@56215
   847
      and "\<exists>x l. x \<in> s \<and> ((\<lambda>n. f n x) sums l)"
lp15@56215
   848
    shows "\<exists>g. \<forall>x \<in> s. ((\<lambda>n. f n x) sums g x) \<and> ((g has_field_derivative g' x) (at x within s))"
lp15@56215
   849
proof -
lp15@56215
   850
  from assms obtain x l where x: "x \<in> s" and sf: "((\<lambda>n. f n x) sums l)"
lp15@56215
   851
    by blast
lp15@56215
   852
  { fix e::real assume e: "e > 0"
lp15@61609
   853
    then obtain N where N: "\<forall>n x. n \<ge> N \<longrightarrow> x \<in> s
lp15@56215
   854
            \<longrightarrow> cmod ((\<Sum>i<n. f' i x) - g' x) \<le> e"
lp15@61609
   855
      by (metis conv)
lp15@56215
   856
    have "\<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. cmod ((\<Sum>i<n. h * f' i x) - g' x * h) \<le> e * cmod h"
lp15@56215
   857
    proof (rule exI [of _ N], clarify)
lp15@56215
   858
      fix n y h
lp15@56215
   859
      assume "N \<le> n" "y \<in> s"
lp15@56215
   860
      then have "cmod ((\<Sum>i<n. f' i y) - g' y) \<le> e"
lp15@56215
   861
        by (metis N)
lp15@56215
   862
      then have "cmod h * cmod ((\<Sum>i<n. f' i y) - g' y) \<le> cmod h * e"
lp15@56215
   863
        by (auto simp: antisym_conv2 mult_le_cancel_left norm_triangle_ineq2)
lp15@56215
   864
      then show "cmod ((\<Sum>i<n. h * f' i y) - g' y * h) \<le> e * cmod h"
nipkow@64267
   865
        by (simp add: norm_mult [symmetric] field_simps sum_distrib_left)
lp15@56215
   866
    qed
lp15@56215
   867
  } note ** = this
lp15@56215
   868
  show ?thesis
lp15@56215
   869
  unfolding has_field_derivative_def
lp15@56215
   870
  proof (rule has_derivative_series [OF cvs _ _ x])
lp15@56215
   871
    fix n x
lp15@56215
   872
    assume "x \<in> s"
lp15@56215
   873
    then show "((f n) has_derivative (\<lambda>z. z * f' n x)) (at x within s)"
lp15@56215
   874
      by (metis df has_field_derivative_def mult_commute_abs)
lp15@56215
   875
  next show " ((\<lambda>n. f n x) sums l)"
lp15@56215
   876
    by (rule sf)
lp15@56215
   877
  next show "\<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>s. \<forall>h. cmod ((\<Sum>i<n. h * f' i x) - g' x * h) \<le> e * cmod h"
lp15@56215
   878
    by (blast intro: **)
lp15@56215
   879
  qed
lp15@56215
   880
qed
lp15@56215
   881
eberlm@61531
   882
lp15@62534
   883
lemma field_differentiable_series:
immler@66252
   884
  fixes f :: "nat \<Rightarrow> 'a::{real_normed_field,banach} \<Rightarrow> 'a"
eberlm@61531
   885
  assumes "convex s" "open s"
eberlm@61531
   886
  assumes "\<And>n x. x \<in> s \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
eberlm@61531
   887
  assumes "uniformly_convergent_on s (\<lambda>n x. \<Sum>i<n. f' i x)"
eberlm@61531
   888
  assumes "x0 \<in> s" "summable (\<lambda>n. f n x0)" and x: "x \<in> s"
lp15@62534
   889
  shows   "summable (\<lambda>n. f n x)" and "(\<lambda>x. \<Sum>n. f n x) field_differentiable (at x)"
eberlm@61531
   890
proof -
eberlm@61531
   891
  from assms(4) obtain g' where A: "uniform_limit s (\<lambda>n x. \<Sum>i<n. f' i x) g' sequentially"
eberlm@61531
   892
    unfolding uniformly_convergent_on_def by blast
wenzelm@61808
   893
  from x and \<open>open s\<close> have s: "at x within s = at x" by (rule at_within_open)
eberlm@61531
   894
  have "\<exists>g. \<forall>x\<in>s. (\<lambda>n. f n x) sums g x \<and> (g has_field_derivative g' x) (at x within s)"
eberlm@61531
   895
    by (intro has_field_derivative_series[of s f f' g' x0] assms A has_field_derivative_at_within)
eberlm@61531
   896
  then obtain g where g: "\<And>x. x \<in> s \<Longrightarrow> (\<lambda>n. f n x) sums g x"
eberlm@61531
   897
    "\<And>x. x \<in> s \<Longrightarrow> (g has_field_derivative g' x) (at x within s)" by blast
eberlm@61531
   898
  from g[OF x] show "summable (\<lambda>n. f n x)" by (auto simp: summable_def)
eberlm@61531
   899
  from g(2)[OF x] have g': "(g has_derivative op * (g' x)) (at x)"
eberlm@61531
   900
    by (simp add: has_field_derivative_def s)
eberlm@61531
   901
  have "((\<lambda>x. \<Sum>n. f n x) has_derivative op * (g' x)) (at x)"
paulson@62087
   902
    by (rule has_derivative_transform_within_open[OF g' \<open>open s\<close> x])
eberlm@61531
   903
       (insert g, auto simp: sums_iff)
lp15@62534
   904
  thus "(\<lambda>x. \<Sum>n. f n x) field_differentiable (at x)" unfolding differentiable_def
lp15@62534
   905
    by (auto simp: summable_def field_differentiable_def has_field_derivative_def)
eberlm@61531
   906
qed
eberlm@61531
   907
lp15@62534
   908
lemma field_differentiable_series':
immler@66252
   909
  fixes f :: "nat \<Rightarrow> 'a::{real_normed_field,banach} \<Rightarrow> 'a"
eberlm@61531
   910
  assumes "convex s" "open s"
eberlm@61531
   911
  assumes "\<And>n x. x \<in> s \<Longrightarrow> (f n has_field_derivative f' n x) (at x)"
eberlm@61531
   912
  assumes "uniformly_convergent_on s (\<lambda>n x. \<Sum>i<n. f' i x)"
eberlm@61531
   913
  assumes "x0 \<in> s" "summable (\<lambda>n. f n x0)"
lp15@62534
   914
  shows   "(\<lambda>x. \<Sum>n. f n x) field_differentiable (at x0)"
lp15@62534
   915
  using field_differentiable_series[OF assms, of x0] \<open>x0 \<in> s\<close> by blast+
eberlm@61531
   916
wenzelm@60420
   917
subsection\<open>Bound theorem\<close>
lp15@56215
   918
lp15@62534
   919
lemma field_differentiable_bound:
immler@66252
   920
  fixes s :: "'a::real_normed_field set"
lp15@56215
   921
  assumes cvs: "convex s"
lp15@56215
   922
      and df:  "\<And>z. z \<in> s \<Longrightarrow> (f has_field_derivative f' z) (at z within s)"
lp15@56215
   923
      and dn:  "\<And>z. z \<in> s \<Longrightarrow> norm (f' z) \<le> B"
lp15@56215
   924
      and "x \<in> s"  "y \<in> s"
lp15@56215
   925
    shows "norm(f x - f y) \<le> B * norm(x - y)"
lp15@56215
   926
  apply (rule differentiable_bound [OF cvs])
huffman@56223
   927
  apply (rule ballI, erule df [unfolded has_field_derivative_def])
huffman@56223
   928
  apply (rule ballI, rule onorm_le, simp add: norm_mult mult_right_mono dn)
huffman@56223
   929
  apply fact
huffman@56223
   930
  apply fact
lp15@56215
   931
  done
lp15@56215
   932
lp15@62408
   933
subsection\<open>Inverse function theorem for complex derivatives\<close>
lp15@56215
   934
immler@66252
   935
lemma has_field_derivative_inverse_basic:
lp15@56215
   936
  shows "DERIV f (g y) :> f' \<Longrightarrow>
lp15@56215
   937
        f' \<noteq> 0 \<Longrightarrow>
lp15@56215
   938
        continuous (at y) g \<Longrightarrow>
lp15@56215
   939
        open t \<Longrightarrow>
lp15@56215
   940
        y \<in> t \<Longrightarrow>
lp15@56215
   941
        (\<And>z. z \<in> t \<Longrightarrow> f (g z) = z)
lp15@56215
   942
        \<Longrightarrow> DERIV g y :> inverse (f')"
lp15@56215
   943
  unfolding has_field_derivative_def
lp15@56215
   944
  apply (rule has_derivative_inverse_basic)
lp15@56215
   945
  apply (auto simp:  bounded_linear_mult_right)
lp15@56215
   946
  done
lp15@56215
   947
immler@66252
   948
lemmas has_complex_derivative_inverse_basic = has_field_derivative_inverse_basic
immler@66252
   949
immler@66252
   950
lemma has_field_derivative_inverse_strong:
immler@66252
   951
  fixes f :: "'a::{euclidean_space,real_normed_field} \<Rightarrow> 'a"
lp15@56215
   952
  shows "DERIV f x :> f' \<Longrightarrow>
lp15@56215
   953
         f' \<noteq> 0 \<Longrightarrow>
lp15@56215
   954
         open s \<Longrightarrow>
lp15@56215
   955
         x \<in> s \<Longrightarrow>
lp15@56215
   956
         continuous_on s f \<Longrightarrow>
lp15@56215
   957
         (\<And>z. z \<in> s \<Longrightarrow> g (f z) = z)
lp15@56215
   958
         \<Longrightarrow> DERIV g (f x) :> inverse (f')"
lp15@56215
   959
  unfolding has_field_derivative_def
lp15@56215
   960
  apply (rule has_derivative_inverse_strong [of s x f g ])
lp15@56215
   961
  by auto
immler@66252
   962
lemmas has_complex_derivative_inverse_strong = has_field_derivative_inverse_strong
lp15@56215
   963
immler@66252
   964
lemma has_field_derivative_inverse_strong_x:
immler@66252
   965
  fixes f :: "'a::{euclidean_space,real_normed_field} \<Rightarrow> 'a"
lp15@56215
   966
  shows  "DERIV f (g y) :> f' \<Longrightarrow>
lp15@56215
   967
          f' \<noteq> 0 \<Longrightarrow>
lp15@56215
   968
          open s \<Longrightarrow>
lp15@56215
   969
          continuous_on s f \<Longrightarrow>
lp15@56215
   970
          g y \<in> s \<Longrightarrow> f(g y) = y \<Longrightarrow>
lp15@56215
   971
          (\<And>z. z \<in> s \<Longrightarrow> g (f z) = z)
lp15@56215
   972
          \<Longrightarrow> DERIV g y :> inverse (f')"
lp15@56215
   973
  unfolding has_field_derivative_def
lp15@56215
   974
  apply (rule has_derivative_inverse_strong_x [of s g y f])
lp15@56215
   975
  by auto
immler@66252
   976
lemmas has_complex_derivative_inverse_strong_x = has_field_derivative_inverse_strong_x
lp15@56215
   977
wenzelm@60420
   978
subsection \<open>Taylor on Complex Numbers\<close>
lp15@56215
   979
nipkow@64267
   980
lemma sum_Suc_reindex:
lp15@56215
   981
  fixes f :: "nat \<Rightarrow> 'a::ab_group_add"
nipkow@64267
   982
    shows  "sum f {0..n} = f 0 - f (Suc n) + sum (\<lambda>i. f (Suc i)) {0..n}"
lp15@56215
   983
by (induct n) auto
lp15@56215
   984
immler@66252
   985
lemma field_taylor:
lp15@61609
   986
  assumes s: "convex s"
lp15@56215
   987
      and f: "\<And>i x. x \<in> s \<Longrightarrow> i \<le> n \<Longrightarrow> (f i has_field_derivative f (Suc i) x) (at x within s)"
immler@66252
   988
      and B: "\<And>x. x \<in> s \<Longrightarrow> norm (f (Suc n) x) \<le> B"
lp15@56215
   989
      and w: "w \<in> s"
lp15@56215
   990
      and z: "z \<in> s"
immler@66252
   991
    shows "norm(f 0 z - (\<Sum>i\<le>n. f i w * (z-w) ^ i / (fact i)))
immler@66252
   992
          \<le> B * norm(z - w)^(Suc n) / fact n"
lp15@56215
   993
proof -
lp15@56215
   994
  have wzs: "closed_segment w z \<subseteq> s" using assms
lp15@56215
   995
    by (metis convex_contains_segment)
lp15@56215
   996
  { fix u
lp15@56215
   997
    assume "u \<in> closed_segment w z"
lp15@56215
   998
    then have "u \<in> s"
lp15@56215
   999
      by (metis wzs subsetD)
lp15@59730
  1000
    have "(\<Sum>i\<le>n. f i u * (- of_nat i * (z-u)^(i - 1)) / (fact i) +
lp15@61609
  1001
                      f (Suc i) u * (z-u)^i / (fact i)) =
lp15@59730
  1002
              f (Suc n) u * (z-u) ^ n / (fact n)"
lp15@56215
  1003
    proof (induction n)
lp15@56215
  1004
      case 0 show ?case by simp
lp15@56215
  1005
    next
lp15@56215
  1006
      case (Suc n)
lp15@59730
  1007
      have "(\<Sum>i\<le>Suc n. f i u * (- of_nat i * (z-u) ^ (i - 1)) / (fact i) +
lp15@61609
  1008
                             f (Suc i) u * (z-u) ^ i / (fact i)) =
lp15@59730
  1009
           f (Suc n) u * (z-u) ^ n / (fact n) +
lp15@59730
  1010
           f (Suc (Suc n)) u * ((z-u) * (z-u) ^ n) / (fact (Suc n)) -
lp15@59730
  1011
           f (Suc n) u * ((1 + of_nat n) * (z-u) ^ n) / (fact (Suc n))"
hoelzl@56479
  1012
        using Suc by simp
lp15@59730
  1013
      also have "... = f (Suc (Suc n)) u * (z-u) ^ Suc n / (fact (Suc n))"
lp15@56215
  1014
      proof -
lp15@59730
  1015
        have "(fact(Suc n)) *
lp15@59730
  1016
             (f(Suc n) u *(z-u) ^ n / (fact n) +
lp15@59730
  1017
               f(Suc(Suc n)) u *((z-u) *(z-u) ^ n) / (fact(Suc n)) -
lp15@59730
  1018
               f(Suc n) u *((1 + of_nat n) *(z-u) ^ n) / (fact(Suc n))) =
lp15@59730
  1019
            ((fact(Suc n)) *(f(Suc n) u *(z-u) ^ n)) / (fact n) +
lp15@59730
  1020
            ((fact(Suc n)) *(f(Suc(Suc n)) u *((z-u) *(z-u) ^ n)) / (fact(Suc n))) -
lp15@59730
  1021
            ((fact(Suc n)) *(f(Suc n) u *(of_nat(Suc n) *(z-u) ^ n))) / (fact(Suc n))"
haftmann@63367
  1022
          by (simp add: algebra_simps del: fact_Suc)
lp15@59730
  1023
        also have "... = ((fact (Suc n)) * (f (Suc n) u * (z-u) ^ n)) / (fact n) +
lp15@59730
  1024
                         (f (Suc (Suc n)) u * ((z-u) * (z-u) ^ n)) -
lp15@59730
  1025
                         (f (Suc n) u * ((1 + of_nat n) * (z-u) ^ n))"
haftmann@63367
  1026
          by (simp del: fact_Suc)
lp15@59730
  1027
        also have "... = (of_nat (Suc n) * (f (Suc n) u * (z-u) ^ n)) +
lp15@59730
  1028
                         (f (Suc (Suc n)) u * ((z-u) * (z-u) ^ n)) -
lp15@59730
  1029
                         (f (Suc n) u * ((1 + of_nat n) * (z-u) ^ n))"
haftmann@63367
  1030
          by (simp only: fact_Suc of_nat_mult ac_simps) simp
lp15@56215
  1031
        also have "... = f (Suc (Suc n)) u * ((z-u) * (z-u) ^ n)"
lp15@56215
  1032
          by (simp add: algebra_simps)
lp15@56215
  1033
        finally show ?thesis
haftmann@63367
  1034
        by (simp add: mult_left_cancel [where c = "(fact (Suc n))", THEN iffD1] del: fact_Suc)
lp15@56215
  1035
      qed
lp15@56215
  1036
      finally show ?case .
lp15@56215
  1037
    qed
lp15@61609
  1038
    then have "((\<lambda>v. (\<Sum>i\<le>n. f i v * (z - v)^i / (fact i)))
lp15@59730
  1039
                has_field_derivative f (Suc n) u * (z-u) ^ n / (fact n))
lp15@56215
  1040
               (at u within s)"
hoelzl@56381
  1041
      apply (intro derivative_eq_intros)
wenzelm@60420
  1042
      apply (blast intro: assms \<open>u \<in> s\<close>)
lp15@56215
  1043
      apply (rule refl)+
lp15@56215
  1044
      apply (auto simp: field_simps)
lp15@56215
  1045
      done
lp15@56215
  1046
  } note sum_deriv = this
lp15@56215
  1047
  { fix u
lp15@56215
  1048
    assume u: "u \<in> closed_segment w z"
lp15@56215
  1049
    then have us: "u \<in> s"
lp15@56215
  1050
      by (metis wzs subsetD)
immler@66252
  1051
    have "norm (f (Suc n) u) * norm (z - u) ^ n \<le> norm (f (Suc n) u) * norm (u - z) ^ n"
lp15@56215
  1052
      by (metis norm_minus_commute order_refl)
immler@66252
  1053
    also have "... \<le> norm (f (Suc n) u) * norm (z - w) ^ n"
lp15@56215
  1054
      by (metis mult_left_mono norm_ge_zero power_mono segment_bound [OF u])
immler@66252
  1055
    also have "... \<le> B * norm (z - w) ^ n"
lp15@56215
  1056
      by (metis norm_ge_zero zero_le_power mult_right_mono  B [OF us])
immler@66252
  1057
    finally have "norm (f (Suc n) u) * norm (z - u) ^ n \<le> B * norm (z - w) ^ n" .
lp15@56215
  1058
  } note cmod_bound = this
lp15@59730
  1059
  have "(\<Sum>i\<le>n. f i z * (z - z) ^ i / (fact i)) = (\<Sum>i\<le>n. (f i z / (fact i)) * 0 ^ i)"
lp15@56215
  1060
    by simp
lp15@59730
  1061
  also have "\<dots> = f 0 z / (fact 0)"
nipkow@64267
  1062
    by (subst sum_zero_power) simp
immler@66252
  1063
  finally have "norm (f 0 z - (\<Sum>i\<le>n. f i w * (z - w) ^ i / (fact i)))
immler@66252
  1064
                \<le> norm ((\<Sum>i\<le>n. f i w * (z - w) ^ i / (fact i)) -
lp15@59730
  1065
                        (\<Sum>i\<le>n. f i z * (z - z) ^ i / (fact i)))"
lp15@56215
  1066
    by (simp add: norm_minus_commute)
immler@66252
  1067
  also have "... \<le> B * norm (z - w) ^ n / (fact n) * norm (w - z)"
lp15@62534
  1068
    apply (rule field_differentiable_bound
lp15@59730
  1069
      [where f' = "\<lambda>w. f (Suc n) w * (z - w)^n / (fact n)"
paulson@61518
  1070
         and s = "closed_segment w z", OF convex_closed_segment])
lp15@61609
  1071
    apply (auto simp: ends_in_segment DERIV_subset [OF sum_deriv wzs]
lp15@56215
  1072
                  norm_divide norm_mult norm_power divide_le_cancel cmod_bound)
lp15@56215
  1073
    done
immler@66252
  1074
  also have "...  \<le> B * norm (z - w) ^ Suc n / (fact n)"
lp15@61609
  1075
    by (simp add: algebra_simps norm_minus_commute)
lp15@56215
  1076
  finally show ?thesis .
lp15@56215
  1077
qed
lp15@56215
  1078
immler@66252
  1079
lemma complex_taylor:
immler@66252
  1080
  assumes s: "convex s"
immler@66252
  1081
      and f: "\<And>i x. x \<in> s \<Longrightarrow> i \<le> n \<Longrightarrow> (f i has_field_derivative f (Suc i) x) (at x within s)"
immler@66252
  1082
      and B: "\<And>x. x \<in> s \<Longrightarrow> cmod (f (Suc n) x) \<le> B"
immler@66252
  1083
      and w: "w \<in> s"
immler@66252
  1084
      and z: "z \<in> s"
immler@66252
  1085
    shows "cmod(f 0 z - (\<Sum>i\<le>n. f i w * (z-w) ^ i / (fact i)))
immler@66252
  1086
          \<le> B * cmod(z - w)^(Suc n) / fact n"
immler@66252
  1087
  using assms by (rule field_taylor)
immler@66252
  1088
immler@66252
  1089
lp15@62408
  1090
text\<open>Something more like the traditional MVT for real components\<close>
hoelzl@56370
  1091
lp15@56238
  1092
lemma complex_mvt_line:
hoelzl@56369
  1093
  assumes "\<And>u. u \<in> closed_segment w z \<Longrightarrow> (f has_field_derivative f'(u)) (at u)"
paulson@61518
  1094
    shows "\<exists>u. u \<in> closed_segment w z \<and> Re(f z) - Re(f w) = Re(f'(u) * (z - w))"
lp15@56238
  1095
proof -
lp15@56238
  1096
  have twz: "\<And>t. (1 - t) *\<^sub>R w + t *\<^sub>R z = w + t *\<^sub>R (z - w)"
lp15@56238
  1097
    by (simp add: real_vector.scale_left_diff_distrib real_vector.scale_right_diff_distrib)
hoelzl@56381
  1098
  note assms[unfolded has_field_derivative_def, derivative_intros]
lp15@56238
  1099
  show ?thesis
lp15@56238
  1100
    apply (cut_tac mvt_simple
lp15@56238
  1101
                     [of 0 1 "Re o f o (\<lambda>t. (1 - t) *\<^sub>R w +  t *\<^sub>R z)"
lp15@56238
  1102
                      "\<lambda>u. Re o (\<lambda>h. f'((1 - u) *\<^sub>R w + u *\<^sub>R z) * h) o (\<lambda>t. t *\<^sub>R (z - w))"])
lp15@56238
  1103
    apply auto
lp15@56238
  1104
    apply (rule_tac x="(1 - x) *\<^sub>R w + x *\<^sub>R z" in exI)
paulson@61518
  1105
    apply (auto simp: closed_segment_def twz) []
paulson@61518
  1106
    apply (intro derivative_eq_intros has_derivative_at_within, simp_all)
hoelzl@56369
  1107
    apply (simp add: fun_eq_iff real_vector.scale_right_diff_distrib)
paulson@61518
  1108
    apply (force simp: twz closed_segment_def)
lp15@56238
  1109
    done
lp15@56238
  1110
qed
lp15@56238
  1111
lp15@56238
  1112
lemma complex_taylor_mvt:
lp15@56238
  1113
  assumes "\<And>i x. \<lbrakk>x \<in> closed_segment w z; i \<le> n\<rbrakk> \<Longrightarrow> ((f i) has_field_derivative f (Suc i) x) (at x)"
lp15@56238
  1114
    shows "\<exists>u. u \<in> closed_segment w z \<and>
lp15@56238
  1115
            Re (f 0 z) =
lp15@59730
  1116
            Re ((\<Sum>i = 0..n. f i w * (z - w) ^ i / (fact i)) +
lp15@59730
  1117
                (f (Suc n) u * (z-u)^n / (fact n)) * (z - w))"
lp15@56238
  1118
proof -
lp15@56238
  1119
  { fix u
lp15@56238
  1120
    assume u: "u \<in> closed_segment w z"
lp15@56238
  1121
    have "(\<Sum>i = 0..n.
lp15@56238
  1122
               (f (Suc i) u * (z-u) ^ i - of_nat i * (f i u * (z-u) ^ (i - Suc 0))) /
lp15@59730
  1123
               (fact i)) =
lp15@56238
  1124
          f (Suc 0) u -
lp15@56238
  1125
             (f (Suc (Suc n)) u * ((z-u) ^ Suc n) - (of_nat (Suc n)) * (z-u) ^ n * f (Suc n) u) /
lp15@59730
  1126
             (fact (Suc n)) +
lp15@56238
  1127
             (\<Sum>i = 0..n.
lp15@56238
  1128
                 (f (Suc (Suc i)) u * ((z-u) ^ Suc i) - of_nat (Suc i) * (f (Suc i) u * (z-u) ^ i)) /
lp15@59730
  1129
                 (fact (Suc i)))"
nipkow@64267
  1130
       by (subst sum_Suc_reindex) simp
lp15@56238
  1131
    also have "... = f (Suc 0) u -
lp15@56238
  1132
             (f (Suc (Suc n)) u * ((z-u) ^ Suc n) - (of_nat (Suc n)) * (z-u) ^ n * f (Suc n) u) /
lp15@59730
  1133
             (fact (Suc n)) +
lp15@56238
  1134
             (\<Sum>i = 0..n.
lp15@61609
  1135
                 f (Suc (Suc i)) u * ((z-u) ^ Suc i) / (fact (Suc i))  -
lp15@59730
  1136
                 f (Suc i) u * (z-u) ^ i / (fact i))"
haftmann@57514
  1137
      by (simp only: diff_divide_distrib fact_cancel ac_simps)
lp15@56238
  1138
    also have "... = f (Suc 0) u -
lp15@56238
  1139
             (f (Suc (Suc n)) u * (z-u) ^ Suc n - of_nat (Suc n) * (z-u) ^ n * f (Suc n) u) /
lp15@59730
  1140
             (fact (Suc n)) +
lp15@59730
  1141
             f (Suc (Suc n)) u * (z-u) ^ Suc n / (fact (Suc n)) - f (Suc 0) u"
nipkow@64267
  1142
      by (subst sum_Suc_diff) auto
lp15@59730
  1143
    also have "... = f (Suc n) u * (z-u) ^ n / (fact n)"
lp15@56238
  1144
      by (simp only: algebra_simps diff_divide_distrib fact_cancel)
lp15@61609
  1145
    finally have "(\<Sum>i = 0..n. (f (Suc i) u * (z - u) ^ i
lp15@59730
  1146
                             - of_nat i * (f i u * (z-u) ^ (i - Suc 0))) / (fact i)) =
lp15@59730
  1147
                  f (Suc n) u * (z - u) ^ n / (fact n)" .
lp15@59730
  1148
    then have "((\<lambda>u. \<Sum>i = 0..n. f i u * (z - u) ^ i / (fact i)) has_field_derivative
lp15@59730
  1149
                f (Suc n) u * (z - u) ^ n / (fact n))  (at u)"
hoelzl@56381
  1150
      apply (intro derivative_eq_intros)+
lp15@56238
  1151
      apply (force intro: u assms)
lp15@56238
  1152
      apply (rule refl)+
haftmann@57514
  1153
      apply (auto simp: ac_simps)
lp15@56238
  1154
      done
lp15@56238
  1155
  }
lp15@56238
  1156
  then show ?thesis
lp15@59730
  1157
    apply (cut_tac complex_mvt_line [of w z "\<lambda>u. \<Sum>i = 0..n. f i u * (z-u) ^ i / (fact i)"
lp15@59730
  1158
               "\<lambda>u. (f (Suc n) u * (z-u)^n / (fact n))"])
lp15@56238
  1159
    apply (auto simp add: intro: open_closed_segment)
lp15@56238
  1160
    done
lp15@56238
  1161
qed
lp15@56238
  1162
lp15@60017
  1163
wenzelm@60420
  1164
subsection \<open>Polynomal function extremal theorem, from HOL Light\<close>
lp15@60017
  1165
lp15@60017
  1166
lemma polyfun_extremal_lemma: (*COMPLEX_POLYFUN_EXTREMAL_LEMMA in HOL Light*)
lp15@60017
  1167
    fixes c :: "nat \<Rightarrow> 'a::real_normed_div_algebra"
lp15@60017
  1168
  assumes "0 < e"
lp15@60017
  1169
    shows "\<exists>M. \<forall>z. M \<le> norm(z) \<longrightarrow> norm (\<Sum>i\<le>n. c(i) * z^i) \<le> e * norm(z) ^ (Suc n)"
lp15@60017
  1170
proof (induct n)
lp15@60017
  1171
  case 0 with assms
lp15@60017
  1172
  show ?case
lp15@60017
  1173
    apply (rule_tac x="norm (c 0) / e" in exI)
lp15@60017
  1174
    apply (auto simp: field_simps)
lp15@60017
  1175
    done
lp15@60017
  1176
next
lp15@60017
  1177
  case (Suc n)
lp15@60017
  1178
  obtain M where M: "\<And>z. M \<le> norm z \<Longrightarrow> norm (\<Sum>i\<le>n. c i * z^i) \<le> e * norm z ^ Suc n"
lp15@60017
  1179
    using Suc assms by blast
lp15@60017
  1180
  show ?case
lp15@60017
  1181
  proof (rule exI [where x= "max M (1 + norm(c(Suc n)) / e)"], clarsimp simp del: power_Suc)
lp15@60017
  1182
    fix z::'a
lp15@60017
  1183
    assume z1: "M \<le> norm z" and "1 + norm (c (Suc n)) / e \<le> norm z"
lp15@60017
  1184
    then have z2: "e + norm (c (Suc n)) \<le> e * norm z"
lp15@60017
  1185
      using assms by (simp add: field_simps)
lp15@60017
  1186
    have "norm (\<Sum>i\<le>n. c i * z^i) \<le> e * norm z ^ Suc n"
lp15@60017
  1187
      using M [OF z1] by simp
lp15@60017
  1188
    then have "norm (\<Sum>i\<le>n. c i * z^i) + norm (c (Suc n) * z ^ Suc n) \<le> e * norm z ^ Suc n + norm (c (Suc n) * z ^ Suc n)"
lp15@60017
  1189
      by simp
lp15@60017
  1190
    then have "norm ((\<Sum>i\<le>n. c i * z^i) + c (Suc n) * z ^ Suc n) \<le> e * norm z ^ Suc n + norm (c (Suc n) * z ^ Suc n)"
lp15@60017
  1191
      by (blast intro: norm_triangle_le elim: )
lp15@60017
  1192
    also have "... \<le> (e + norm (c (Suc n))) * norm z ^ Suc n"
lp15@60017
  1193
      by (simp add: norm_power norm_mult algebra_simps)
lp15@60017
  1194
    also have "... \<le> (e * norm z) * norm z ^ Suc n"
lp15@60017
  1195
      by (metis z2 mult.commute mult_left_mono norm_ge_zero norm_power)
lp15@60017
  1196
    finally show "norm ((\<Sum>i\<le>n. c i * z^i) + c (Suc n) * z ^ Suc n) \<le> e * norm z ^ Suc (Suc n)"
lp15@60162
  1197
      by simp
lp15@60017
  1198
  qed
lp15@60017
  1199
qed
lp15@60017
  1200
lp15@60017
  1201
lemma polyfun_extremal: (*COMPLEX_POLYFUN_EXTREMAL in HOL Light*)
lp15@60017
  1202
    fixes c :: "nat \<Rightarrow> 'a::real_normed_div_algebra"
lp15@60017
  1203
  assumes k: "c k \<noteq> 0" "1\<le>k" and kn: "k\<le>n"
lp15@60017
  1204
    shows "eventually (\<lambda>z. norm (\<Sum>i\<le>n. c(i) * z^i) \<ge> B) at_infinity"
lp15@60017
  1205
using kn
lp15@60017
  1206
proof (induction n)
lp15@60017
  1207
  case 0
lp15@60017
  1208
  then show ?case
lp15@60017
  1209
    using k  by simp
lp15@60017
  1210
next
lp15@60017
  1211
  case (Suc m)
lp15@60017
  1212
  let ?even = ?case
lp15@60017
  1213
  show ?even
lp15@60017
  1214
  proof (cases "c (Suc m) = 0")
lp15@60017
  1215
    case True
lp15@60017
  1216
    then show ?even using Suc k
lp15@60017
  1217
      by auto (metis antisym_conv less_eq_Suc_le not_le)
lp15@60017
  1218
  next
lp15@60017
  1219
    case False
lp15@60017
  1220
    then obtain M where M:
lp15@60017
  1221
          "\<And>z. M \<le> norm z \<Longrightarrow> norm (\<Sum>i\<le>m. c i * z^i) \<le> norm (c (Suc m)) / 2 * norm z ^ Suc m"
lp15@60017
  1222
      using polyfun_extremal_lemma [of "norm(c (Suc m)) / 2" c m] Suc
lp15@60017
  1223
      by auto
lp15@60017
  1224
    have "\<exists>b. \<forall>z. b \<le> norm z \<longrightarrow> B \<le> norm (\<Sum>i\<le>Suc m. c i * z^i)"
lp15@60017
  1225
    proof (rule exI [where x="max M (max 1 (\<bar>B\<bar> / (norm(c (Suc m)) / 2)))"], clarsimp simp del: power_Suc)
lp15@60017
  1226
      fix z::'a
lp15@60017
  1227
      assume z1: "M \<le> norm z" "1 \<le> norm z"
lp15@60017
  1228
         and "\<bar>B\<bar> * 2 / norm (c (Suc m)) \<le> norm z"
lp15@60017
  1229
      then have z2: "\<bar>B\<bar> \<le> norm (c (Suc m)) * norm z / 2"
lp15@60017
  1230
        using False by (simp add: field_simps)
lp15@60017
  1231
      have nz: "norm z \<le> norm z ^ Suc m"
wenzelm@60420
  1232
        by (metis \<open>1 \<le> norm z\<close> One_nat_def less_eq_Suc_le power_increasing power_one_right zero_less_Suc)
lp15@60017
  1233
      have *: "\<And>y x. norm (c (Suc m)) * norm z / 2 \<le> norm y - norm x \<Longrightarrow> B \<le> norm (x + y)"
lp15@60017
  1234
        by (metis abs_le_iff add.commute norm_diff_ineq order_trans z2)
lp15@60017
  1235
      have "norm z * norm (c (Suc m)) + 2 * norm (\<Sum>i\<le>m. c i * z^i)
lp15@60017
  1236
            \<le> norm (c (Suc m)) * norm z + norm (c (Suc m)) * norm z ^ Suc m"
lp15@60017
  1237
        using M [of z] Suc z1  by auto
lp15@60017
  1238
      also have "... \<le> 2 * (norm (c (Suc m)) * norm z ^ Suc m)"
lp15@60017
  1239
        using nz by (simp add: mult_mono del: power_Suc)
lp15@60017
  1240
      finally show "B \<le> norm ((\<Sum>i\<le>m. c i * z^i) + c (Suc m) * z ^ Suc m)"
lp15@60017
  1241
        using Suc.IH
lp15@60017
  1242
        apply (auto simp: eventually_at_infinity)
lp15@60017
  1243
        apply (rule *)
lp15@60017
  1244
        apply (simp add: field_simps norm_mult norm_power)
lp15@60017
  1245
        done
lp15@60017
  1246
    qed
lp15@60017
  1247
    then show ?even
lp15@60017
  1248
      by (simp add: eventually_at_infinity)
lp15@60017
  1249
  qed
lp15@60017
  1250
qed
lp15@60017
  1251
lp15@56215
  1252
end