src/HOL/Limits.thy
author huffman
Sat May 01 11:46:47 2010 -0700 (2010-05-01)
changeset 36630 aa1f8acdcc1c
parent 36629 de62713aec6e
child 36654 7c8eb32724ce
permissions -rw-r--r--
complete_lattice instance for net type
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(*  Title       : Limits.thy
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    Author      : Brian Huffman
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*)
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header {* Filters and Limits *}
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theory Limits
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imports RealVector RComplete
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begin
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subsection {* Nets *}
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text {*
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  A net is now defined simply as a filter on a set.
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  The definition also allows non-proper filters.
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*}
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locale is_filter =
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  fixes net :: "('a \<Rightarrow> bool) \<Rightarrow> bool"
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  assumes True: "net (\<lambda>x. True)"
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  assumes conj: "net (\<lambda>x. P x) \<Longrightarrow> net (\<lambda>x. Q x) \<Longrightarrow> net (\<lambda>x. P x \<and> Q x)"
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  assumes mono: "\<forall>x. P x \<longrightarrow> Q x \<Longrightarrow> net (\<lambda>x. P x) \<Longrightarrow> net (\<lambda>x. Q x)"
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typedef (open) 'a net =
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  "{net :: ('a \<Rightarrow> bool) \<Rightarrow> bool. is_filter net}"
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proof
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  show "(\<lambda>x. True) \<in> ?net" by (auto intro: is_filter.intro)
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qed
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lemma is_filter_Rep_net: "is_filter (Rep_net net)"
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using Rep_net [of net] by simp
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lemma Abs_net_inverse':
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  assumes "is_filter net" shows "Rep_net (Abs_net net) = net"
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using assms by (simp add: Abs_net_inverse)
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subsection {* Eventually *}
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definition
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  eventually :: "('a \<Rightarrow> bool) \<Rightarrow> 'a net \<Rightarrow> bool" where
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  [code del]: "eventually P net \<longleftrightarrow> Rep_net net P"
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lemma eventually_Abs_net:
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  assumes "is_filter net" shows "eventually P (Abs_net net) = net P"
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unfolding eventually_def using assms by (simp add: Abs_net_inverse)
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lemma expand_net_eq:
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  shows "net = net' \<longleftrightarrow> (\<forall>P. eventually P net = eventually P net')"
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unfolding Rep_net_inject [symmetric] expand_fun_eq eventually_def ..
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lemma eventually_True [simp]: "eventually (\<lambda>x. True) net"
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unfolding eventually_def
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by (rule is_filter.True [OF is_filter_Rep_net])
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lemma always_eventually: "\<forall>x. P x \<Longrightarrow> eventually P net"
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proof -
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  assume "\<forall>x. P x" hence "P = (\<lambda>x. True)" by (simp add: ext)
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  thus "eventually P net" by simp
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qed
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lemma eventually_mono:
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  "(\<forall>x. P x \<longrightarrow> Q x) \<Longrightarrow> eventually P net \<Longrightarrow> eventually Q net"
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unfolding eventually_def
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by (rule is_filter.mono [OF is_filter_Rep_net])
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lemma eventually_conj:
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  assumes P: "eventually (\<lambda>x. P x) net"
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  assumes Q: "eventually (\<lambda>x. Q x) net"
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  shows "eventually (\<lambda>x. P x \<and> Q x) net"
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using assms unfolding eventually_def
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by (rule is_filter.conj [OF is_filter_Rep_net])
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lemma eventually_mp:
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  assumes "eventually (\<lambda>x. P x \<longrightarrow> Q x) net"
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  assumes "eventually (\<lambda>x. P x) net"
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  shows "eventually (\<lambda>x. Q x) net"
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proof (rule eventually_mono)
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  show "\<forall>x. (P x \<longrightarrow> Q x) \<and> P x \<longrightarrow> Q x" by simp
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  show "eventually (\<lambda>x. (P x \<longrightarrow> Q x) \<and> P x) net"
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    using assms by (rule eventually_conj)
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qed
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lemma eventually_rev_mp:
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  assumes "eventually (\<lambda>x. P x) net"
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  assumes "eventually (\<lambda>x. P x \<longrightarrow> Q x) net"
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  shows "eventually (\<lambda>x. Q x) net"
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using assms(2) assms(1) by (rule eventually_mp)
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lemma eventually_conj_iff:
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  "eventually (\<lambda>x. P x \<and> Q x) net \<longleftrightarrow> eventually P net \<and> eventually Q net"
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by (auto intro: eventually_conj elim: eventually_rev_mp)
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lemma eventually_elim1:
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  assumes "eventually (\<lambda>i. P i) net"
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  assumes "\<And>i. P i \<Longrightarrow> Q i"
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  shows "eventually (\<lambda>i. Q i) net"
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using assms by (auto elim!: eventually_rev_mp)
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lemma eventually_elim2:
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  assumes "eventually (\<lambda>i. P i) net"
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  assumes "eventually (\<lambda>i. Q i) net"
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  assumes "\<And>i. P i \<Longrightarrow> Q i \<Longrightarrow> R i"
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  shows "eventually (\<lambda>i. R i) net"
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using assms by (auto elim!: eventually_rev_mp)
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subsection {* Finer-than relation *}
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text {* @{term "net \<le> net'"} means that @{term net} is finer than
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@{term net'}. *}
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instantiation net :: (type) complete_lattice
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begin
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definition
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  le_net_def [code del]:
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    "net \<le> net' \<longleftrightarrow> (\<forall>P. eventually P net' \<longrightarrow> eventually P net)"
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definition
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  less_net_def [code del]:
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    "(net :: 'a net) < net' \<longleftrightarrow> net \<le> net' \<and> \<not> net' \<le> net"
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definition
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  top_net_def [code del]:
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    "top = Abs_net (\<lambda>P. \<forall>x. P x)"
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definition
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  bot_net_def [code del]:
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    "bot = Abs_net (\<lambda>P. True)"
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definition
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  sup_net_def [code del]:
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    "sup net net' = Abs_net (\<lambda>P. eventually P net \<and> eventually P net')"
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definition
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  inf_net_def [code del]:
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    "inf a b = Abs_net
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      (\<lambda>P. \<exists>Q R. eventually Q a \<and> eventually R b \<and> (\<forall>x. Q x \<and> R x \<longrightarrow> P x))"
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definition
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  Sup_net_def [code del]:
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    "Sup A = Abs_net (\<lambda>P. \<forall>net\<in>A. eventually P net)"
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definition
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  Inf_net_def [code del]:
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    "Inf A = Sup {x::'a net. \<forall>y\<in>A. x \<le> y}"
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lemma eventually_top [simp]: "eventually P top \<longleftrightarrow> (\<forall>x. P x)"
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unfolding top_net_def
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by (rule eventually_Abs_net, rule is_filter.intro, auto)
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lemma eventually_bot [simp]: "eventually P bot"
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unfolding bot_net_def
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by (subst eventually_Abs_net, rule is_filter.intro, auto)
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lemma eventually_sup:
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  "eventually P (sup net net') \<longleftrightarrow> eventually P net \<and> eventually P net'"
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unfolding sup_net_def
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by (rule eventually_Abs_net, rule is_filter.intro)
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   (auto elim!: eventually_rev_mp)
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lemma eventually_inf:
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  "eventually P (inf a b) \<longleftrightarrow>
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   (\<exists>Q R. eventually Q a \<and> eventually R b \<and> (\<forall>x. Q x \<and> R x \<longrightarrow> P x))"
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unfolding inf_net_def
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apply (rule eventually_Abs_net, rule is_filter.intro)
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apply (fast intro: eventually_True)
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apply clarify
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apply (intro exI conjI)
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apply (erule (1) eventually_conj)
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apply (erule (1) eventually_conj)
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apply simp
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apply auto
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done
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lemma eventually_Sup:
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  "eventually P (Sup A) \<longleftrightarrow> (\<forall>net\<in>A. eventually P net)"
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unfolding Sup_net_def
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apply (rule eventually_Abs_net, rule is_filter.intro)
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apply (auto intro: eventually_conj elim!: eventually_rev_mp)
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done
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instance proof
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  fix x y :: "'a net" show "x < y \<longleftrightarrow> x \<le> y \<and> \<not> y \<le> x"
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    by (rule less_net_def)
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next
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  fix x :: "'a net" show "x \<le> x"
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    unfolding le_net_def by simp
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next
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  fix x y z :: "'a net" assume "x \<le> y" and "y \<le> z" thus "x \<le> z"
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    unfolding le_net_def by simp
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next
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  fix x y :: "'a net" assume "x \<le> y" and "y \<le> x" thus "x = y"
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    unfolding le_net_def expand_net_eq by fast
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next
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  fix x :: "'a net" show "x \<le> top"
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    unfolding le_net_def eventually_top by (simp add: always_eventually)
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next
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  fix x :: "'a net" show "bot \<le> x"
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    unfolding le_net_def by simp
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next
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  fix x y :: "'a net" show "x \<le> sup x y" and "y \<le> sup x y"
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    unfolding le_net_def eventually_sup by simp_all
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next
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  fix x y z :: "'a net" assume "x \<le> z" and "y \<le> z" thus "sup x y \<le> z"
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    unfolding le_net_def eventually_sup by simp
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next
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  fix x y :: "'a net" show "inf x y \<le> x" and "inf x y \<le> y"
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    unfolding le_net_def eventually_inf by (auto intro: eventually_True)
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next
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  fix x y z :: "'a net" assume "x \<le> y" and "x \<le> z" thus "x \<le> inf y z"
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    unfolding le_net_def eventually_inf
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    by (auto elim!: eventually_mono intro: eventually_conj)
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next
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  fix x :: "'a net" and A assume "x \<in> A" thus "x \<le> Sup A"
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    unfolding le_net_def eventually_Sup by simp
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next
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  fix A and y :: "'a net" assume "\<And>x. x \<in> A \<Longrightarrow> x \<le> y" thus "Sup A \<le> y"
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    unfolding le_net_def eventually_Sup by simp
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next
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  fix z :: "'a net" and A assume "z \<in> A" thus "Inf A \<le> z"
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    unfolding le_net_def Inf_net_def eventually_Sup Ball_def by simp
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next
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  fix A and x :: "'a net" assume "\<And>y. y \<in> A \<Longrightarrow> x \<le> y" thus "x \<le> Inf A"
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    unfolding le_net_def Inf_net_def eventually_Sup Ball_def by simp
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qed
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end
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lemma net_leD:
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  "net \<le> net' \<Longrightarrow> eventually P net' \<Longrightarrow> eventually P net"
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unfolding le_net_def by simp
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lemma net_leI:
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  "(\<And>P. eventually P net' \<Longrightarrow> eventually P net) \<Longrightarrow> net \<le> net'"
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unfolding le_net_def by simp
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lemma eventually_False:
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  "eventually (\<lambda>x. False) net \<longleftrightarrow> net = bot"
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unfolding expand_net_eq by (auto elim: eventually_rev_mp)
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subsection {* Standard Nets *}
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definition
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  sequentially :: "nat net"
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where [code del]:
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  "sequentially = Abs_net (\<lambda>P. \<exists>k. \<forall>n\<ge>k. P n)"
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definition
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  within :: "'a net \<Rightarrow> 'a set \<Rightarrow> 'a net" (infixr "within" 70)
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where [code del]:
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  "net within S = Abs_net (\<lambda>P. eventually (\<lambda>x. x \<in> S \<longrightarrow> P x) net)"
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definition
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  at :: "'a::topological_space \<Rightarrow> 'a net"
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where [code del]:
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  "at a = Abs_net (\<lambda>P. \<exists>S. open S \<and> a \<in> S \<and> (\<forall>x\<in>S. x \<noteq> a \<longrightarrow> P x))"
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lemma eventually_sequentially:
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  "eventually P sequentially \<longleftrightarrow> (\<exists>N. \<forall>n\<ge>N. P n)"
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unfolding sequentially_def
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proof (rule eventually_Abs_net, rule is_filter.intro)
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  fix P Q :: "nat \<Rightarrow> bool"
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  assume "\<exists>i. \<forall>n\<ge>i. P n" and "\<exists>j. \<forall>n\<ge>j. Q n"
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  then obtain i j where "\<forall>n\<ge>i. P n" and "\<forall>n\<ge>j. Q n" by auto
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  then have "\<forall>n\<ge>max i j. P n \<and> Q n" by simp
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  then show "\<exists>k. \<forall>n\<ge>k. P n \<and> Q n" ..
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qed auto
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lemma eventually_within:
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  "eventually P (net within S) = eventually (\<lambda>x. x \<in> S \<longrightarrow> P x) net"
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unfolding within_def
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by (rule eventually_Abs_net, rule is_filter.intro)
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   (auto elim!: eventually_rev_mp)
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lemma within_UNIV: "net within UNIV = net"
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  unfolding expand_net_eq eventually_within by simp
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lemma eventually_at_topological:
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  "eventually P (at a) \<longleftrightarrow> (\<exists>S. open S \<and> a \<in> S \<and> (\<forall>x\<in>S. x \<noteq> a \<longrightarrow> P x))"
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unfolding at_def
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proof (rule eventually_Abs_net, rule is_filter.intro)
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  have "open UNIV \<and> a \<in> UNIV \<and> (\<forall>x\<in>UNIV. x \<noteq> a \<longrightarrow> True)" by simp
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  thus "\<exists>S. open S \<and> a \<in> S \<and> (\<forall>x\<in>S. x \<noteq> a \<longrightarrow> True)" by - rule
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next
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  fix P Q
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  assume "\<exists>S. open S \<and> a \<in> S \<and> (\<forall>x\<in>S. x \<noteq> a \<longrightarrow> P x)"
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     and "\<exists>T. open T \<and> a \<in> T \<and> (\<forall>x\<in>T. x \<noteq> a \<longrightarrow> Q x)"
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  then obtain S T where
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    "open S \<and> a \<in> S \<and> (\<forall>x\<in>S. x \<noteq> a \<longrightarrow> P x)"
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    "open T \<and> a \<in> T \<and> (\<forall>x\<in>T. x \<noteq> a \<longrightarrow> Q x)" by auto
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  hence "open (S \<inter> T) \<and> a \<in> S \<inter> T \<and> (\<forall>x\<in>(S \<inter> T). x \<noteq> a \<longrightarrow> P x \<and> Q x)"
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    by (simp add: open_Int)
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  thus "\<exists>S. open S \<and> a \<in> S \<and> (\<forall>x\<in>S. x \<noteq> a \<longrightarrow> P x \<and> Q x)" by - rule
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qed auto
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lemma eventually_at:
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  fixes a :: "'a::metric_space"
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  shows "eventually P (at a) \<longleftrightarrow> (\<exists>d>0. \<forall>x. x \<noteq> a \<and> dist x a < d \<longrightarrow> P x)"
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unfolding eventually_at_topological open_dist
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apply safe
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apply fast
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apply (rule_tac x="{x. dist x a < d}" in exI, simp)
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apply clarsimp
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apply (rule_tac x="d - dist x a" in exI, clarsimp)
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apply (simp only: less_diff_eq)
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apply (erule le_less_trans [OF dist_triangle])
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done
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huffman@31392
   312
huffman@31355
   313
subsection {* Boundedness *}
huffman@31355
   314
huffman@31355
   315
definition
huffman@31392
   316
  Bfun :: "('a \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a net \<Rightarrow> bool" where
huffman@31487
   317
  [code del]: "Bfun f net = (\<exists>K>0. eventually (\<lambda>x. norm (f x) \<le> K) net)"
huffman@31355
   318
huffman@31487
   319
lemma BfunI:
huffman@31487
   320
  assumes K: "eventually (\<lambda>x. norm (f x) \<le> K) net" shows "Bfun f net"
huffman@31355
   321
unfolding Bfun_def
huffman@31355
   322
proof (intro exI conjI allI)
huffman@31355
   323
  show "0 < max K 1" by simp
huffman@31355
   324
next
huffman@31487
   325
  show "eventually (\<lambda>x. norm (f x) \<le> max K 1) net"
huffman@31355
   326
    using K by (rule eventually_elim1, simp)
huffman@31355
   327
qed
huffman@31355
   328
huffman@31355
   329
lemma BfunE:
huffman@31487
   330
  assumes "Bfun f net"
huffman@31487
   331
  obtains B where "0 < B" and "eventually (\<lambda>x. norm (f x) \<le> B) net"
huffman@31355
   332
using assms unfolding Bfun_def by fast
huffman@31355
   333
huffman@31355
   334
huffman@31349
   335
subsection {* Convergence to Zero *}
huffman@31349
   336
huffman@31349
   337
definition
huffman@31392
   338
  Zfun :: "('a \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a net \<Rightarrow> bool" where
huffman@31487
   339
  [code del]: "Zfun f net = (\<forall>r>0. eventually (\<lambda>x. norm (f x) < r) net)"
huffman@31349
   340
huffman@31349
   341
lemma ZfunI:
huffman@31487
   342
  "(\<And>r. 0 < r \<Longrightarrow> eventually (\<lambda>x. norm (f x) < r) net) \<Longrightarrow> Zfun f net"
huffman@31349
   343
unfolding Zfun_def by simp
huffman@31349
   344
huffman@31349
   345
lemma ZfunD:
huffman@31487
   346
  "\<lbrakk>Zfun f net; 0 < r\<rbrakk> \<Longrightarrow> eventually (\<lambda>x. norm (f x) < r) net"
huffman@31349
   347
unfolding Zfun_def by simp
huffman@31349
   348
huffman@31355
   349
lemma Zfun_ssubst:
huffman@31487
   350
  "eventually (\<lambda>x. f x = g x) net \<Longrightarrow> Zfun g net \<Longrightarrow> Zfun f net"
huffman@31355
   351
unfolding Zfun_def by (auto elim!: eventually_rev_mp)
huffman@31355
   352
huffman@31487
   353
lemma Zfun_zero: "Zfun (\<lambda>x. 0) net"
huffman@31349
   354
unfolding Zfun_def by simp
huffman@31349
   355
huffman@31487
   356
lemma Zfun_norm_iff: "Zfun (\<lambda>x. norm (f x)) net = Zfun (\<lambda>x. f x) net"
huffman@31349
   357
unfolding Zfun_def by simp
huffman@31349
   358
huffman@31349
   359
lemma Zfun_imp_Zfun:
huffman@31487
   360
  assumes f: "Zfun f net"
huffman@31487
   361
  assumes g: "eventually (\<lambda>x. norm (g x) \<le> norm (f x) * K) net"
huffman@31487
   362
  shows "Zfun (\<lambda>x. g x) net"
huffman@31349
   363
proof (cases)
huffman@31349
   364
  assume K: "0 < K"
huffman@31349
   365
  show ?thesis
huffman@31349
   366
  proof (rule ZfunI)
huffman@31349
   367
    fix r::real assume "0 < r"
huffman@31349
   368
    hence "0 < r / K"
huffman@31349
   369
      using K by (rule divide_pos_pos)
huffman@31487
   370
    then have "eventually (\<lambda>x. norm (f x) < r / K) net"
huffman@31487
   371
      using ZfunD [OF f] by fast
huffman@31487
   372
    with g show "eventually (\<lambda>x. norm (g x) < r) net"
huffman@31355
   373
    proof (rule eventually_elim2)
huffman@31487
   374
      fix x
huffman@31487
   375
      assume *: "norm (g x) \<le> norm (f x) * K"
huffman@31487
   376
      assume "norm (f x) < r / K"
huffman@31487
   377
      hence "norm (f x) * K < r"
huffman@31349
   378
        by (simp add: pos_less_divide_eq K)
huffman@31487
   379
      thus "norm (g x) < r"
huffman@31355
   380
        by (simp add: order_le_less_trans [OF *])
huffman@31349
   381
    qed
huffman@31349
   382
  qed
huffman@31349
   383
next
huffman@31349
   384
  assume "\<not> 0 < K"
huffman@31349
   385
  hence K: "K \<le> 0" by (simp only: not_less)
huffman@31355
   386
  show ?thesis
huffman@31355
   387
  proof (rule ZfunI)
huffman@31355
   388
    fix r :: real
huffman@31355
   389
    assume "0 < r"
huffman@31487
   390
    from g show "eventually (\<lambda>x. norm (g x) < r) net"
huffman@31355
   391
    proof (rule eventually_elim1)
huffman@31487
   392
      fix x
huffman@31487
   393
      assume "norm (g x) \<le> norm (f x) * K"
huffman@31487
   394
      also have "\<dots> \<le> norm (f x) * 0"
huffman@31355
   395
        using K norm_ge_zero by (rule mult_left_mono)
huffman@31487
   396
      finally show "norm (g x) < r"
huffman@31355
   397
        using `0 < r` by simp
huffman@31355
   398
    qed
huffman@31355
   399
  qed
huffman@31349
   400
qed
huffman@31349
   401
huffman@31487
   402
lemma Zfun_le: "\<lbrakk>Zfun g net; \<forall>x. norm (f x) \<le> norm (g x)\<rbrakk> \<Longrightarrow> Zfun f net"
huffman@31349
   403
by (erule_tac K="1" in Zfun_imp_Zfun, simp)
huffman@31349
   404
huffman@31349
   405
lemma Zfun_add:
huffman@31487
   406
  assumes f: "Zfun f net" and g: "Zfun g net"
huffman@31487
   407
  shows "Zfun (\<lambda>x. f x + g x) net"
huffman@31349
   408
proof (rule ZfunI)
huffman@31349
   409
  fix r::real assume "0 < r"
huffman@31349
   410
  hence r: "0 < r / 2" by simp
huffman@31487
   411
  have "eventually (\<lambda>x. norm (f x) < r/2) net"
huffman@31487
   412
    using f r by (rule ZfunD)
huffman@31349
   413
  moreover
huffman@31487
   414
  have "eventually (\<lambda>x. norm (g x) < r/2) net"
huffman@31487
   415
    using g r by (rule ZfunD)
huffman@31349
   416
  ultimately
huffman@31487
   417
  show "eventually (\<lambda>x. norm (f x + g x) < r) net"
huffman@31349
   418
  proof (rule eventually_elim2)
huffman@31487
   419
    fix x
huffman@31487
   420
    assume *: "norm (f x) < r/2" "norm (g x) < r/2"
huffman@31487
   421
    have "norm (f x + g x) \<le> norm (f x) + norm (g x)"
huffman@31349
   422
      by (rule norm_triangle_ineq)
huffman@31349
   423
    also have "\<dots> < r/2 + r/2"
huffman@31349
   424
      using * by (rule add_strict_mono)
huffman@31487
   425
    finally show "norm (f x + g x) < r"
huffman@31349
   426
      by simp
huffman@31349
   427
  qed
huffman@31349
   428
qed
huffman@31349
   429
huffman@31487
   430
lemma Zfun_minus: "Zfun f net \<Longrightarrow> Zfun (\<lambda>x. - f x) net"
huffman@31349
   431
unfolding Zfun_def by simp
huffman@31349
   432
huffman@31487
   433
lemma Zfun_diff: "\<lbrakk>Zfun f net; Zfun g net\<rbrakk> \<Longrightarrow> Zfun (\<lambda>x. f x - g x) net"
huffman@31349
   434
by (simp only: diff_minus Zfun_add Zfun_minus)
huffman@31349
   435
huffman@31349
   436
lemma (in bounded_linear) Zfun:
huffman@31487
   437
  assumes g: "Zfun g net"
huffman@31487
   438
  shows "Zfun (\<lambda>x. f (g x)) net"
huffman@31349
   439
proof -
huffman@31349
   440
  obtain K where "\<And>x. norm (f x) \<le> norm x * K"
huffman@31349
   441
    using bounded by fast
huffman@31487
   442
  then have "eventually (\<lambda>x. norm (f (g x)) \<le> norm (g x) * K) net"
huffman@31355
   443
    by simp
huffman@31487
   444
  with g show ?thesis
huffman@31349
   445
    by (rule Zfun_imp_Zfun)
huffman@31349
   446
qed
huffman@31349
   447
huffman@31349
   448
lemma (in bounded_bilinear) Zfun:
huffman@31487
   449
  assumes f: "Zfun f net"
huffman@31487
   450
  assumes g: "Zfun g net"
huffman@31487
   451
  shows "Zfun (\<lambda>x. f x ** g x) net"
huffman@31349
   452
proof (rule ZfunI)
huffman@31349
   453
  fix r::real assume r: "0 < r"
huffman@31349
   454
  obtain K where K: "0 < K"
huffman@31349
   455
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
huffman@31349
   456
    using pos_bounded by fast
huffman@31349
   457
  from K have K': "0 < inverse K"
huffman@31349
   458
    by (rule positive_imp_inverse_positive)
huffman@31487
   459
  have "eventually (\<lambda>x. norm (f x) < r) net"
huffman@31487
   460
    using f r by (rule ZfunD)
huffman@31349
   461
  moreover
huffman@31487
   462
  have "eventually (\<lambda>x. norm (g x) < inverse K) net"
huffman@31487
   463
    using g K' by (rule ZfunD)
huffman@31349
   464
  ultimately
huffman@31487
   465
  show "eventually (\<lambda>x. norm (f x ** g x) < r) net"
huffman@31349
   466
  proof (rule eventually_elim2)
huffman@31487
   467
    fix x
huffman@31487
   468
    assume *: "norm (f x) < r" "norm (g x) < inverse K"
huffman@31487
   469
    have "norm (f x ** g x) \<le> norm (f x) * norm (g x) * K"
huffman@31349
   470
      by (rule norm_le)
huffman@31487
   471
    also have "norm (f x) * norm (g x) * K < r * inverse K * K"
huffman@31349
   472
      by (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero * K)
huffman@31349
   473
    also from K have "r * inverse K * K = r"
huffman@31349
   474
      by simp
huffman@31487
   475
    finally show "norm (f x ** g x) < r" .
huffman@31349
   476
  qed
huffman@31349
   477
qed
huffman@31349
   478
huffman@31349
   479
lemma (in bounded_bilinear) Zfun_left:
huffman@31487
   480
  "Zfun f net \<Longrightarrow> Zfun (\<lambda>x. f x ** a) net"
huffman@31349
   481
by (rule bounded_linear_left [THEN bounded_linear.Zfun])
huffman@31349
   482
huffman@31349
   483
lemma (in bounded_bilinear) Zfun_right:
huffman@31487
   484
  "Zfun f net \<Longrightarrow> Zfun (\<lambda>x. a ** f x) net"
huffman@31349
   485
by (rule bounded_linear_right [THEN bounded_linear.Zfun])
huffman@31349
   486
huffman@31349
   487
lemmas Zfun_mult = mult.Zfun
huffman@31349
   488
lemmas Zfun_mult_right = mult.Zfun_right
huffman@31349
   489
lemmas Zfun_mult_left = mult.Zfun_left
huffman@31349
   490
huffman@31349
   491
wenzelm@31902
   492
subsection {* Limits *}
huffman@31349
   493
huffman@31349
   494
definition
huffman@31488
   495
  tendsto :: "('a \<Rightarrow> 'b::topological_space) \<Rightarrow> 'b \<Rightarrow> 'a net \<Rightarrow> bool"
huffman@31488
   496
    (infixr "--->" 55)
huffman@31488
   497
where [code del]:
huffman@31492
   498
  "(f ---> l) net \<longleftrightarrow> (\<forall>S. open S \<longrightarrow> l \<in> S \<longrightarrow> eventually (\<lambda>x. f x \<in> S) net)"
huffman@31349
   499
wenzelm@31902
   500
ML {*
wenzelm@31902
   501
structure Tendsto_Intros = Named_Thms
wenzelm@31902
   502
(
wenzelm@31902
   503
  val name = "tendsto_intros"
wenzelm@31902
   504
  val description = "introduction rules for tendsto"
wenzelm@31902
   505
)
huffman@31565
   506
*}
huffman@31565
   507
wenzelm@31902
   508
setup Tendsto_Intros.setup
huffman@31565
   509
huffman@31488
   510
lemma topological_tendstoI:
huffman@31492
   511
  "(\<And>S. open S \<Longrightarrow> l \<in> S \<Longrightarrow> eventually (\<lambda>x. f x \<in> S) net)
huffman@31487
   512
    \<Longrightarrow> (f ---> l) net"
huffman@31349
   513
  unfolding tendsto_def by auto
huffman@31349
   514
huffman@31488
   515
lemma topological_tendstoD:
huffman@31492
   516
  "(f ---> l) net \<Longrightarrow> open S \<Longrightarrow> l \<in> S \<Longrightarrow> eventually (\<lambda>x. f x \<in> S) net"
huffman@31488
   517
  unfolding tendsto_def by auto
huffman@31488
   518
huffman@31488
   519
lemma tendstoI:
huffman@31488
   520
  assumes "\<And>e. 0 < e \<Longrightarrow> eventually (\<lambda>x. dist (f x) l < e) net"
huffman@31488
   521
  shows "(f ---> l) net"
huffman@31488
   522
apply (rule topological_tendstoI)
huffman@31492
   523
apply (simp add: open_dist)
huffman@31488
   524
apply (drule (1) bspec, clarify)
huffman@31488
   525
apply (drule assms)
huffman@31488
   526
apply (erule eventually_elim1, simp)
huffman@31488
   527
done
huffman@31488
   528
huffman@31349
   529
lemma tendstoD:
huffman@31487
   530
  "(f ---> l) net \<Longrightarrow> 0 < e \<Longrightarrow> eventually (\<lambda>x. dist (f x) l < e) net"
huffman@31488
   531
apply (drule_tac S="{x. dist x l < e}" in topological_tendstoD)
huffman@31492
   532
apply (clarsimp simp add: open_dist)
huffman@31488
   533
apply (rule_tac x="e - dist x l" in exI, clarsimp)
huffman@31488
   534
apply (simp only: less_diff_eq)
huffman@31488
   535
apply (erule le_less_trans [OF dist_triangle])
huffman@31488
   536
apply simp
huffman@31488
   537
apply simp
huffman@31488
   538
done
huffman@31488
   539
huffman@31488
   540
lemma tendsto_iff:
huffman@31488
   541
  "(f ---> l) net \<longleftrightarrow> (\<forall>e>0. eventually (\<lambda>x. dist (f x) l < e) net)"
huffman@31488
   542
using tendstoI tendstoD by fast
huffman@31349
   543
huffman@31487
   544
lemma tendsto_Zfun_iff: "(f ---> a) net = Zfun (\<lambda>x. f x - a) net"
huffman@31488
   545
by (simp only: tendsto_iff Zfun_def dist_norm)
huffman@31349
   546
huffman@31565
   547
lemma tendsto_ident_at [tendsto_intros]: "((\<lambda>x. x) ---> a) (at a)"
huffman@31565
   548
unfolding tendsto_def eventually_at_topological by auto
huffman@31565
   549
huffman@31565
   550
lemma tendsto_ident_at_within [tendsto_intros]:
huffman@31565
   551
  "a \<in> S \<Longrightarrow> ((\<lambda>x. x) ---> a) (at a within S)"
huffman@31565
   552
unfolding tendsto_def eventually_within eventually_at_topological by auto
huffman@31565
   553
huffman@31565
   554
lemma tendsto_const [tendsto_intros]: "((\<lambda>x. k) ---> k) net"
huffman@31349
   555
by (simp add: tendsto_def)
huffman@31349
   556
huffman@31565
   557
lemma tendsto_dist [tendsto_intros]:
huffman@31565
   558
  assumes f: "(f ---> l) net" and g: "(g ---> m) net"
huffman@31565
   559
  shows "((\<lambda>x. dist (f x) (g x)) ---> dist l m) net"
huffman@31565
   560
proof (rule tendstoI)
huffman@31565
   561
  fix e :: real assume "0 < e"
huffman@31565
   562
  hence e2: "0 < e/2" by simp
huffman@31565
   563
  from tendstoD [OF f e2] tendstoD [OF g e2]
huffman@31565
   564
  show "eventually (\<lambda>x. dist (dist (f x) (g x)) (dist l m) < e) net"
huffman@31565
   565
  proof (rule eventually_elim2)
huffman@31565
   566
    fix x assume "dist (f x) l < e/2" "dist (g x) m < e/2"
huffman@31565
   567
    then show "dist (dist (f x) (g x)) (dist l m) < e"
huffman@31565
   568
      unfolding dist_real_def
huffman@31565
   569
      using dist_triangle2 [of "f x" "g x" "l"]
huffman@31565
   570
      using dist_triangle2 [of "g x" "l" "m"]
huffman@31565
   571
      using dist_triangle3 [of "l" "m" "f x"]
huffman@31565
   572
      using dist_triangle [of "f x" "m" "g x"]
huffman@31565
   573
      by arith
huffman@31565
   574
  qed
huffman@31565
   575
qed
huffman@31565
   576
huffman@31565
   577
lemma tendsto_norm [tendsto_intros]:
huffman@31565
   578
  "(f ---> a) net \<Longrightarrow> ((\<lambda>x. norm (f x)) ---> norm a) net"
huffman@31488
   579
apply (simp add: tendsto_iff dist_norm, safe)
huffman@31349
   580
apply (drule_tac x="e" in spec, safe)
huffman@31349
   581
apply (erule eventually_elim1)
huffman@31349
   582
apply (erule order_le_less_trans [OF norm_triangle_ineq3])
huffman@31349
   583
done
huffman@31349
   584
huffman@31349
   585
lemma add_diff_add:
huffman@31349
   586
  fixes a b c d :: "'a::ab_group_add"
huffman@31349
   587
  shows "(a + c) - (b + d) = (a - b) + (c - d)"
huffman@31349
   588
by simp
huffman@31349
   589
huffman@31349
   590
lemma minus_diff_minus:
huffman@31349
   591
  fixes a b :: "'a::ab_group_add"
huffman@31349
   592
  shows "(- a) - (- b) = - (a - b)"
huffman@31349
   593
by simp
huffman@31349
   594
huffman@31565
   595
lemma tendsto_add [tendsto_intros]:
huffman@31349
   596
  fixes a b :: "'a::real_normed_vector"
huffman@31487
   597
  shows "\<lbrakk>(f ---> a) net; (g ---> b) net\<rbrakk> \<Longrightarrow> ((\<lambda>x. f x + g x) ---> a + b) net"
huffman@31349
   598
by (simp only: tendsto_Zfun_iff add_diff_add Zfun_add)
huffman@31349
   599
huffman@31565
   600
lemma tendsto_minus [tendsto_intros]:
huffman@31349
   601
  fixes a :: "'a::real_normed_vector"
huffman@31487
   602
  shows "(f ---> a) net \<Longrightarrow> ((\<lambda>x. - f x) ---> - a) net"
huffman@31349
   603
by (simp only: tendsto_Zfun_iff minus_diff_minus Zfun_minus)
huffman@31349
   604
huffman@31349
   605
lemma tendsto_minus_cancel:
huffman@31349
   606
  fixes a :: "'a::real_normed_vector"
huffman@31487
   607
  shows "((\<lambda>x. - f x) ---> - a) net \<Longrightarrow> (f ---> a) net"
huffman@31349
   608
by (drule tendsto_minus, simp)
huffman@31349
   609
huffman@31565
   610
lemma tendsto_diff [tendsto_intros]:
huffman@31349
   611
  fixes a b :: "'a::real_normed_vector"
huffman@31487
   612
  shows "\<lbrakk>(f ---> a) net; (g ---> b) net\<rbrakk> \<Longrightarrow> ((\<lambda>x. f x - g x) ---> a - b) net"
huffman@31349
   613
by (simp add: diff_minus tendsto_add tendsto_minus)
huffman@31349
   614
huffman@31588
   615
lemma tendsto_setsum [tendsto_intros]:
huffman@31588
   616
  fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::real_normed_vector"
huffman@31588
   617
  assumes "\<And>i. i \<in> S \<Longrightarrow> (f i ---> a i) net"
huffman@31588
   618
  shows "((\<lambda>x. \<Sum>i\<in>S. f i x) ---> (\<Sum>i\<in>S. a i)) net"
huffman@31588
   619
proof (cases "finite S")
huffman@31588
   620
  assume "finite S" thus ?thesis using assms
huffman@31588
   621
  proof (induct set: finite)
huffman@31588
   622
    case empty show ?case
huffman@31588
   623
      by (simp add: tendsto_const)
huffman@31588
   624
  next
huffman@31588
   625
    case (insert i F) thus ?case
huffman@31588
   626
      by (simp add: tendsto_add)
huffman@31588
   627
  qed
huffman@31588
   628
next
huffman@31588
   629
  assume "\<not> finite S" thus ?thesis
huffman@31588
   630
    by (simp add: tendsto_const)
huffman@31588
   631
qed
huffman@31588
   632
huffman@31565
   633
lemma (in bounded_linear) tendsto [tendsto_intros]:
huffman@31487
   634
  "(g ---> a) net \<Longrightarrow> ((\<lambda>x. f (g x)) ---> f a) net"
huffman@31349
   635
by (simp only: tendsto_Zfun_iff diff [symmetric] Zfun)
huffman@31349
   636
huffman@31565
   637
lemma (in bounded_bilinear) tendsto [tendsto_intros]:
huffman@31487
   638
  "\<lbrakk>(f ---> a) net; (g ---> b) net\<rbrakk> \<Longrightarrow> ((\<lambda>x. f x ** g x) ---> a ** b) net"
huffman@31349
   639
by (simp only: tendsto_Zfun_iff prod_diff_prod
huffman@31349
   640
               Zfun_add Zfun Zfun_left Zfun_right)
huffman@31349
   641
huffman@31355
   642
huffman@31355
   643
subsection {* Continuity of Inverse *}
huffman@31355
   644
huffman@31355
   645
lemma (in bounded_bilinear) Zfun_prod_Bfun:
huffman@31487
   646
  assumes f: "Zfun f net"
huffman@31487
   647
  assumes g: "Bfun g net"
huffman@31487
   648
  shows "Zfun (\<lambda>x. f x ** g x) net"
huffman@31355
   649
proof -
huffman@31355
   650
  obtain K where K: "0 \<le> K"
huffman@31355
   651
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
huffman@31355
   652
    using nonneg_bounded by fast
huffman@31355
   653
  obtain B where B: "0 < B"
huffman@31487
   654
    and norm_g: "eventually (\<lambda>x. norm (g x) \<le> B) net"
huffman@31487
   655
    using g by (rule BfunE)
huffman@31487
   656
  have "eventually (\<lambda>x. norm (f x ** g x) \<le> norm (f x) * (B * K)) net"
huffman@31487
   657
  using norm_g proof (rule eventually_elim1)
huffman@31487
   658
    fix x
huffman@31487
   659
    assume *: "norm (g x) \<le> B"
huffman@31487
   660
    have "norm (f x ** g x) \<le> norm (f x) * norm (g x) * K"
huffman@31355
   661
      by (rule norm_le)
huffman@31487
   662
    also have "\<dots> \<le> norm (f x) * B * K"
huffman@31487
   663
      by (intro mult_mono' order_refl norm_g norm_ge_zero
huffman@31355
   664
                mult_nonneg_nonneg K *)
huffman@31487
   665
    also have "\<dots> = norm (f x) * (B * K)"
huffman@31355
   666
      by (rule mult_assoc)
huffman@31487
   667
    finally show "norm (f x ** g x) \<le> norm (f x) * (B * K)" .
huffman@31355
   668
  qed
huffman@31487
   669
  with f show ?thesis
huffman@31487
   670
    by (rule Zfun_imp_Zfun)
huffman@31355
   671
qed
huffman@31355
   672
huffman@31355
   673
lemma (in bounded_bilinear) flip:
huffman@31355
   674
  "bounded_bilinear (\<lambda>x y. y ** x)"
huffman@31355
   675
apply default
huffman@31355
   676
apply (rule add_right)
huffman@31355
   677
apply (rule add_left)
huffman@31355
   678
apply (rule scaleR_right)
huffman@31355
   679
apply (rule scaleR_left)
huffman@31355
   680
apply (subst mult_commute)
huffman@31355
   681
using bounded by fast
huffman@31355
   682
huffman@31355
   683
lemma (in bounded_bilinear) Bfun_prod_Zfun:
huffman@31487
   684
  assumes f: "Bfun f net"
huffman@31487
   685
  assumes g: "Zfun g net"
huffman@31487
   686
  shows "Zfun (\<lambda>x. f x ** g x) net"
huffman@31487
   687
using flip g f by (rule bounded_bilinear.Zfun_prod_Bfun)
huffman@31355
   688
huffman@31355
   689
lemma inverse_diff_inverse:
huffman@31355
   690
  "\<lbrakk>(a::'a::division_ring) \<noteq> 0; b \<noteq> 0\<rbrakk>
huffman@31355
   691
   \<Longrightarrow> inverse a - inverse b = - (inverse a * (a - b) * inverse b)"
huffman@31355
   692
by (simp add: algebra_simps)
huffman@31355
   693
huffman@31355
   694
lemma Bfun_inverse_lemma:
huffman@31355
   695
  fixes x :: "'a::real_normed_div_algebra"
huffman@31355
   696
  shows "\<lbrakk>r \<le> norm x; 0 < r\<rbrakk> \<Longrightarrow> norm (inverse x) \<le> inverse r"
huffman@31355
   697
apply (subst nonzero_norm_inverse, clarsimp)
huffman@31355
   698
apply (erule (1) le_imp_inverse_le)
huffman@31355
   699
done
huffman@31355
   700
huffman@31355
   701
lemma Bfun_inverse:
huffman@31355
   702
  fixes a :: "'a::real_normed_div_algebra"
huffman@31487
   703
  assumes f: "(f ---> a) net"
huffman@31355
   704
  assumes a: "a \<noteq> 0"
huffman@31487
   705
  shows "Bfun (\<lambda>x. inverse (f x)) net"
huffman@31355
   706
proof -
huffman@31355
   707
  from a have "0 < norm a" by simp
huffman@31355
   708
  hence "\<exists>r>0. r < norm a" by (rule dense)
huffman@31355
   709
  then obtain r where r1: "0 < r" and r2: "r < norm a" by fast
huffman@31487
   710
  have "eventually (\<lambda>x. dist (f x) a < r) net"
huffman@31487
   711
    using tendstoD [OF f r1] by fast
huffman@31487
   712
  hence "eventually (\<lambda>x. norm (inverse (f x)) \<le> inverse (norm a - r)) net"
huffman@31355
   713
  proof (rule eventually_elim1)
huffman@31487
   714
    fix x
huffman@31487
   715
    assume "dist (f x) a < r"
huffman@31487
   716
    hence 1: "norm (f x - a) < r"
huffman@31355
   717
      by (simp add: dist_norm)
huffman@31487
   718
    hence 2: "f x \<noteq> 0" using r2 by auto
huffman@31487
   719
    hence "norm (inverse (f x)) = inverse (norm (f x))"
huffman@31355
   720
      by (rule nonzero_norm_inverse)
huffman@31355
   721
    also have "\<dots> \<le> inverse (norm a - r)"
huffman@31355
   722
    proof (rule le_imp_inverse_le)
huffman@31355
   723
      show "0 < norm a - r" using r2 by simp
huffman@31355
   724
    next
huffman@31487
   725
      have "norm a - norm (f x) \<le> norm (a - f x)"
huffman@31355
   726
        by (rule norm_triangle_ineq2)
huffman@31487
   727
      also have "\<dots> = norm (f x - a)"
huffman@31355
   728
        by (rule norm_minus_commute)
huffman@31355
   729
      also have "\<dots> < r" using 1 .
huffman@31487
   730
      finally show "norm a - r \<le> norm (f x)" by simp
huffman@31355
   731
    qed
huffman@31487
   732
    finally show "norm (inverse (f x)) \<le> inverse (norm a - r)" .
huffman@31355
   733
  qed
huffman@31355
   734
  thus ?thesis by (rule BfunI)
huffman@31355
   735
qed
huffman@31355
   736
huffman@31355
   737
lemma tendsto_inverse_lemma:
huffman@31355
   738
  fixes a :: "'a::real_normed_div_algebra"
huffman@31487
   739
  shows "\<lbrakk>(f ---> a) net; a \<noteq> 0; eventually (\<lambda>x. f x \<noteq> 0) net\<rbrakk>
huffman@31487
   740
         \<Longrightarrow> ((\<lambda>x. inverse (f x)) ---> inverse a) net"
huffman@31355
   741
apply (subst tendsto_Zfun_iff)
huffman@31355
   742
apply (rule Zfun_ssubst)
huffman@31355
   743
apply (erule eventually_elim1)
huffman@31355
   744
apply (erule (1) inverse_diff_inverse)
huffman@31355
   745
apply (rule Zfun_minus)
huffman@31355
   746
apply (rule Zfun_mult_left)
huffman@31355
   747
apply (rule mult.Bfun_prod_Zfun)
huffman@31355
   748
apply (erule (1) Bfun_inverse)
huffman@31355
   749
apply (simp add: tendsto_Zfun_iff)
huffman@31355
   750
done
huffman@31355
   751
huffman@31565
   752
lemma tendsto_inverse [tendsto_intros]:
huffman@31355
   753
  fixes a :: "'a::real_normed_div_algebra"
huffman@31487
   754
  assumes f: "(f ---> a) net"
huffman@31355
   755
  assumes a: "a \<noteq> 0"
huffman@31487
   756
  shows "((\<lambda>x. inverse (f x)) ---> inverse a) net"
huffman@31355
   757
proof -
huffman@31355
   758
  from a have "0 < norm a" by simp
huffman@31487
   759
  with f have "eventually (\<lambda>x. dist (f x) a < norm a) net"
huffman@31355
   760
    by (rule tendstoD)
huffman@31487
   761
  then have "eventually (\<lambda>x. f x \<noteq> 0) net"
huffman@31355
   762
    unfolding dist_norm by (auto elim!: eventually_elim1)
huffman@31487
   763
  with f a show ?thesis
huffman@31355
   764
    by (rule tendsto_inverse_lemma)
huffman@31355
   765
qed
huffman@31355
   766
huffman@31565
   767
lemma tendsto_divide [tendsto_intros]:
huffman@31355
   768
  fixes a b :: "'a::real_normed_field"
huffman@31487
   769
  shows "\<lbrakk>(f ---> a) net; (g ---> b) net; b \<noteq> 0\<rbrakk>
huffman@31487
   770
    \<Longrightarrow> ((\<lambda>x. f x / g x) ---> a / b) net"
huffman@31355
   771
by (simp add: mult.tendsto tendsto_inverse divide_inverse)
huffman@31355
   772
huffman@31349
   773
end