src/HOL/Library/FrechetDeriv.thy
author Andreas Lochbihler
Wed Feb 27 10:33:30 2013 +0100 (2013-02-27)
changeset 51288 be7e9a675ec9
parent 51002 496013a6eb38
child 51301 6822aa82aafa
permissions -rw-r--r--
add wellorder instance for Numeral_Type (suggested by Jesus Aransay)
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(*  Title       : FrechetDeriv.thy
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    Author      : Brian Huffman
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*)
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header {* Frechet Derivative *}
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theory FrechetDeriv
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imports "~~/src/HOL/Complex_Main"
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begin
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definition
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  fderiv ::
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  "['a::real_normed_vector \<Rightarrow> 'b::real_normed_vector, 'a, 'a \<Rightarrow> 'b] \<Rightarrow> bool"
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    -- {* Frechet derivative: D is derivative of function f at x *}
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          ("(FDERIV (_)/ (_)/ :> (_))" [1000, 1000, 60] 60) where
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  "FDERIV f x :> D = (bounded_linear D \<and>
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    (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) -- 0 --> 0)"
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lemma FDERIV_I:
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  "\<lbrakk>bounded_linear D; (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) -- 0 --> 0\<rbrakk>
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   \<Longrightarrow> FDERIV f x :> D"
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by (simp add: fderiv_def)
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lemma FDERIV_D:
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  "FDERIV f x :> D \<Longrightarrow> (\<lambda>h. norm (f (x + h) - f x - D h) / norm h) -- 0 --> 0"
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by (simp add: fderiv_def)
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lemma FDERIV_bounded_linear: "FDERIV f x :> D \<Longrightarrow> bounded_linear D"
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by (simp add: fderiv_def)
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lemma bounded_linear_zero: "bounded_linear (\<lambda>x. 0)"
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  by (rule bounded_linear_intro [where K=0], simp_all)
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lemma FDERIV_const: "FDERIV (\<lambda>x. k) x :> (\<lambda>h. 0)"
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  by (simp add: fderiv_def bounded_linear_zero tendsto_const)
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lemma bounded_linear_ident: "bounded_linear (\<lambda>x. x)"
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  by (rule bounded_linear_intro [where K=1], simp_all)
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lemma FDERIV_ident: "FDERIV (\<lambda>x. x) x :> (\<lambda>h. h)"
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  by (simp add: fderiv_def bounded_linear_ident tendsto_const)
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subsection {* Addition *}
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lemma bounded_linear_add:
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  assumes "bounded_linear f"
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  assumes "bounded_linear g"
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  shows "bounded_linear (\<lambda>x. f x + g x)"
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proof -
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  interpret f: bounded_linear f by fact
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  interpret g: bounded_linear g by fact
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  show ?thesis apply (unfold_locales)
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    apply (simp only: f.add g.add add_ac)
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    apply (simp only: f.scaleR g.scaleR scaleR_right_distrib)
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    apply (rule f.pos_bounded [THEN exE], rename_tac Kf)
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    apply (rule g.pos_bounded [THEN exE], rename_tac Kg)
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    apply (rule_tac x="Kf + Kg" in exI, safe)
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    apply (subst distrib_left)
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    apply (rule order_trans [OF norm_triangle_ineq])
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    apply (rule add_mono, erule spec, erule spec)
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    done
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qed
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lemma norm_ratio_ineq:
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  fixes x y :: "'a::real_normed_vector"
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  fixes h :: "'b::real_normed_vector"
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  shows "norm (x + y) / norm h \<le> norm x / norm h + norm y / norm h"
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apply (rule ord_le_eq_trans)
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apply (rule divide_right_mono)
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apply (rule norm_triangle_ineq)
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apply (rule norm_ge_zero)
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apply (rule add_divide_distrib)
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done
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lemma FDERIV_add:
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  assumes f: "FDERIV f x :> F"
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  assumes g: "FDERIV g x :> G"
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  shows "FDERIV (\<lambda>x. f x + g x) x :> (\<lambda>h. F h + G h)"
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proof (rule FDERIV_I)
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  show "bounded_linear (\<lambda>h. F h + G h)"
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    apply (rule bounded_linear_add)
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    apply (rule FDERIV_bounded_linear [OF f])
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    apply (rule FDERIV_bounded_linear [OF g])
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    done
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next
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  have f': "(\<lambda>h. norm (f (x + h) - f x - F h) / norm h) -- 0 --> 0"
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    using f by (rule FDERIV_D)
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  have g': "(\<lambda>h. norm (g (x + h) - g x - G h) / norm h) -- 0 --> 0"
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    using g by (rule FDERIV_D)
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  from f' g'
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  have "(\<lambda>h. norm (f (x + h) - f x - F h) / norm h
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           + norm (g (x + h) - g x - G h) / norm h) -- 0 --> 0"
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    by (rule tendsto_add_zero)
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  thus "(\<lambda>h. norm (f (x + h) + g (x + h) - (f x + g x) - (F h + G h))
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           / norm h) -- 0 --> 0"
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    apply (rule real_LIM_sandwich_zero)
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     apply (simp add: divide_nonneg_pos)
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    apply (simp only: add_diff_add)
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    apply (rule norm_ratio_ineq)
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    done
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qed
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subsection {* Subtraction *}
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lemma bounded_linear_minus:
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  assumes "bounded_linear f"
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  shows "bounded_linear (\<lambda>x. - f x)"
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proof -
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  interpret f: bounded_linear f by fact
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  show ?thesis apply (unfold_locales)
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    apply (simp add: f.add)
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    apply (simp add: f.scaleR)
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    apply (simp add: f.bounded)
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    done
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qed
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lemma FDERIV_minus:
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  "FDERIV f x :> F \<Longrightarrow> FDERIV (\<lambda>x. - f x) x :> (\<lambda>h. - F h)"
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apply (rule FDERIV_I)
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apply (rule bounded_linear_minus)
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apply (erule FDERIV_bounded_linear)
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apply (simp only: fderiv_def minus_diff_minus norm_minus_cancel)
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done
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lemma FDERIV_diff:
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  "\<lbrakk>FDERIV f x :> F; FDERIV g x :> G\<rbrakk>
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   \<Longrightarrow> FDERIV (\<lambda>x. f x - g x) x :> (\<lambda>h. F h - G h)"
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by (simp only: diff_minus FDERIV_add FDERIV_minus)
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subsection {* Uniqueness *}
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lemma FDERIV_zero_unique:
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  assumes "FDERIV (\<lambda>x. 0) x :> F" shows "F = (\<lambda>h. 0)"
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proof -
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  interpret F: bounded_linear F
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    using assms by (rule FDERIV_bounded_linear)
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  let ?r = "\<lambda>h. norm (F h) / norm h"
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  have *: "?r -- 0 --> 0"
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    using assms unfolding fderiv_def by simp
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  show "F = (\<lambda>h. 0)"
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  proof
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    fix h show "F h = 0"
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    proof (rule ccontr)
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      assume "F h \<noteq> 0"
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      moreover from this have h: "h \<noteq> 0"
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        by (clarsimp simp add: F.zero)
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      ultimately have "0 < ?r h"
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        by (simp add: divide_pos_pos)
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      from LIM_D [OF * this] obtain s where s: "0 < s"
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        and r: "\<And>x. x \<noteq> 0 \<Longrightarrow> norm x < s \<Longrightarrow> ?r x < ?r h" by auto
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      from dense [OF s] obtain t where t: "0 < t \<and> t < s" ..
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      let ?x = "scaleR (t / norm h) h"
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      have "?x \<noteq> 0" and "norm ?x < s" using t h by simp_all
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      hence "?r ?x < ?r h" by (rule r)
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      thus "False" using t h by (simp add: F.scaleR)
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    qed
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  qed
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qed
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lemma FDERIV_unique:
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  assumes "FDERIV f x :> F" and "FDERIV f x :> F'" shows "F = F'"
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proof -
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  have "FDERIV (\<lambda>x. 0) x :> (\<lambda>h. F h - F' h)"
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    using FDERIV_diff [OF assms] by simp
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  hence "(\<lambda>h. F h - F' h) = (\<lambda>h. 0)"
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    by (rule FDERIV_zero_unique)
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  thus "F = F'"
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    unfolding fun_eq_iff right_minus_eq .
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qed
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subsection {* Continuity *}
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lemma FDERIV_isCont:
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  assumes f: "FDERIV f x :> F"
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  shows "isCont f x"
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proof -
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  from f interpret F: bounded_linear "F" by (rule FDERIV_bounded_linear)
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  have "(\<lambda>h. norm (f (x + h) - f x - F h) / norm h) -- 0 --> 0"
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    by (rule FDERIV_D [OF f])
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  hence "(\<lambda>h. norm (f (x + h) - f x - F h) / norm h * norm h) -- 0 --> 0"
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    by (intro tendsto_mult_zero tendsto_norm_zero tendsto_ident_at)
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  hence "(\<lambda>h. norm (f (x + h) - f x - F h)) -- 0 --> 0"
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    by (simp cong: LIM_cong)
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  hence "(\<lambda>h. f (x + h) - f x - F h) -- 0 --> 0"
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    by (rule tendsto_norm_zero_cancel)
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  hence "(\<lambda>h. f (x + h) - f x - F h + F h) -- 0 --> 0"
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    by (intro tendsto_add_zero F.tendsto_zero tendsto_ident_at)
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  hence "(\<lambda>h. f (x + h) - f x) -- 0 --> 0"
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    by simp
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  thus "isCont f x"
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    unfolding isCont_iff by (rule LIM_zero_cancel)
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qed
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subsection {* Composition *}
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lemma real_divide_cancel_lemma:
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  fixes a b c :: real
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  shows "(b = 0 \<Longrightarrow> a = 0) \<Longrightarrow> (a / b) * (b / c) = a / c"
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by simp
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lemma bounded_linear_compose:
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  assumes "bounded_linear f"
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  assumes "bounded_linear g"
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  shows "bounded_linear (\<lambda>x. f (g x))"
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proof -
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  interpret f: bounded_linear f by fact
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  interpret g: bounded_linear g by fact
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  show ?thesis proof (unfold_locales)
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    fix x y show "f (g (x + y)) = f (g x) + f (g y)"
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      by (simp only: f.add g.add)
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  next
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    fix r x show "f (g (scaleR r x)) = scaleR r (f (g x))"
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      by (simp only: f.scaleR g.scaleR)
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  next
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    from f.pos_bounded
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    obtain Kf where f: "\<And>x. norm (f x) \<le> norm x * Kf" and Kf: "0 < Kf" by fast
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    from g.pos_bounded
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    obtain Kg where g: "\<And>x. norm (g x) \<le> norm x * Kg" by fast
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    show "\<exists>K. \<forall>x. norm (f (g x)) \<le> norm x * K"
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    proof (intro exI allI)
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      fix x
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      have "norm (f (g x)) \<le> norm (g x) * Kf"
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        using f .
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      also have "\<dots> \<le> (norm x * Kg) * Kf"
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        using g Kf [THEN order_less_imp_le] by (rule mult_right_mono)
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      also have "(norm x * Kg) * Kf = norm x * (Kg * Kf)"
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        by (rule mult_assoc)
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      finally show "norm (f (g x)) \<le> norm x * (Kg * Kf)" .
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    qed
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  qed
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qed
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lemma FDERIV_compose:
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  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
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  fixes g :: "'b::real_normed_vector \<Rightarrow> 'c::real_normed_vector"
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  assumes f: "FDERIV f x :> F"
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  assumes g: "FDERIV g (f x) :> G"
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  shows "FDERIV (\<lambda>x. g (f x)) x :> (\<lambda>h. G (F h))"
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proof (rule FDERIV_I)
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  from FDERIV_bounded_linear [OF g] FDERIV_bounded_linear [OF f]
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  show "bounded_linear (\<lambda>h. G (F h))"
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    by (rule bounded_linear_compose)
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next
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  let ?Rf = "\<lambda>h. f (x + h) - f x - F h"
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  let ?Rg = "\<lambda>k. g (f x + k) - g (f x) - G k"
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  let ?k = "\<lambda>h. f (x + h) - f x"
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  let ?Nf = "\<lambda>h. norm (?Rf h) / norm h"
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  let ?Ng = "\<lambda>h. norm (?Rg (?k h)) / norm (?k h)"
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  from f interpret F: bounded_linear "F" by (rule FDERIV_bounded_linear)
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  from g interpret G: bounded_linear "G" by (rule FDERIV_bounded_linear)
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  from F.bounded obtain kF where kF: "\<And>x. norm (F x) \<le> norm x * kF" by fast
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  from G.bounded obtain kG where kG: "\<And>x. norm (G x) \<le> norm x * kG" by fast
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  let ?fun2 = "\<lambda>h. ?Nf h * kG + ?Ng h * (?Nf h + kF)"
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  show "(\<lambda>h. norm (g (f (x + h)) - g (f x) - G (F h)) / norm h) -- 0 --> 0"
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  proof (rule real_LIM_sandwich_zero)
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    have Nf: "?Nf -- 0 --> 0"
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      using FDERIV_D [OF f] .
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    have Ng1: "isCont (\<lambda>k. norm (?Rg k) / norm k) 0"
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      by (simp add: isCont_def FDERIV_D [OF g])
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    have Ng2: "?k -- 0 --> 0"
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      apply (rule LIM_zero)
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      apply (fold isCont_iff)
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      apply (rule FDERIV_isCont [OF f])
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      done
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    have Ng: "?Ng -- 0 --> 0"
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      using isCont_tendsto_compose [OF Ng1 Ng2] by simp
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    have "(\<lambda>h. ?Nf h * kG + ?Ng h * (?Nf h + kF))
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           -- 0 --> 0 * kG + 0 * (0 + kF)"
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      by (intro tendsto_intros Nf Ng)
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    thus "(\<lambda>h. ?Nf h * kG + ?Ng h * (?Nf h + kF)) -- 0 --> 0"
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      by simp
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  next
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    fix h::'a assume h: "h \<noteq> 0"
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    thus "0 \<le> norm (g (f (x + h)) - g (f x) - G (F h)) / norm h"
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      by (simp add: divide_nonneg_pos)
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  next
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    fix h::'a assume h: "h \<noteq> 0"
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    have "g (f (x + h)) - g (f x) - G (F h) = G (?Rf h) + ?Rg (?k h)"
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      by (simp add: G.diff)
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    hence "norm (g (f (x + h)) - g (f x) - G (F h)) / norm h
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           = norm (G (?Rf h) + ?Rg (?k h)) / norm h"
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      by (rule arg_cong)
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    also have "\<dots> \<le> norm (G (?Rf h)) / norm h + norm (?Rg (?k h)) / norm h"
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      by (rule norm_ratio_ineq)
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    also have "\<dots> \<le> ?Nf h * kG + ?Ng h * (?Nf h + kF)"
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    proof (rule add_mono)
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      show "norm (G (?Rf h)) / norm h \<le> ?Nf h * kG"
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        apply (rule ord_le_eq_trans)
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        apply (rule divide_right_mono [OF kG norm_ge_zero])
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   294
        apply simp
huffman@21776
   295
        done
huffman@21776
   296
    next
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   297
      have "norm (?Rg (?k h)) / norm h = ?Ng h * (norm (?k h) / norm h)"
huffman@21776
   298
        apply (rule real_divide_cancel_lemma [symmetric])
huffman@21776
   299
        apply (simp add: G.zero)
huffman@21776
   300
        done
huffman@21776
   301
      also have "\<dots> \<le> ?Ng h * (?Nf h + kF)"
huffman@21776
   302
      proof (rule mult_left_mono)
huffman@21776
   303
        have "norm (?k h) / norm h = norm (?Rf h + F h) / norm h"
huffman@21776
   304
          by simp
huffman@21776
   305
        also have "\<dots> \<le> ?Nf h + norm (F h) / norm h"
huffman@21776
   306
          by (rule norm_ratio_ineq)
huffman@21776
   307
        also have "\<dots> \<le> ?Nf h + kF"
huffman@21776
   308
          apply (rule add_left_mono)
huffman@21776
   309
          apply (subst pos_divide_le_eq, simp add: h)
huffman@21776
   310
          apply (subst mult_commute)
huffman@21776
   311
          apply (rule kF)
huffman@21776
   312
          done
huffman@21776
   313
        finally show "norm (?k h) / norm h \<le> ?Nf h + kF" .
huffman@21776
   314
      next
huffman@21776
   315
        show "0 \<le> ?Ng h"
huffman@21776
   316
        apply (case_tac "f (x + h) - f x = 0", simp)
huffman@21776
   317
        apply (rule divide_nonneg_pos [OF norm_ge_zero])
huffman@21776
   318
        apply simp
huffman@21776
   319
        done
huffman@21776
   320
      qed
huffman@21776
   321
      finally show "norm (?Rg (?k h)) / norm h \<le> ?Ng h * (?Nf h + kF)" .
huffman@21776
   322
    qed
huffman@21776
   323
    finally show "norm (g (f (x + h)) - g (f x) - G (F h)) / norm h
huffman@21776
   324
        \<le> ?Nf h * kG + ?Ng h * (?Nf h + kF)" .
huffman@21776
   325
  qed
huffman@21776
   326
qed
huffman@21776
   327
huffman@21776
   328
subsection {* Product Rule *}
huffman@21776
   329
huffman@21776
   330
lemma (in bounded_bilinear) FDERIV_lemma:
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   331
  "a' ** b' - a ** b - (a ** B + A ** b)
huffman@21776
   332
   = a ** (b' - b - B) + (a' - a - A) ** b' + A ** (b' - b)"
huffman@21776
   333
by (simp add: diff_left diff_right)
huffman@21776
   334
huffman@21776
   335
lemma (in bounded_bilinear) FDERIV:
huffman@21776
   336
  fixes x :: "'d::real_normed_vector"
huffman@21776
   337
  assumes f: "FDERIV f x :> F"
huffman@21776
   338
  assumes g: "FDERIV g x :> G"
huffman@21776
   339
  shows "FDERIV (\<lambda>x. f x ** g x) x :> (\<lambda>h. f x ** G h + F h ** g x)"
huffman@21776
   340
proof (rule FDERIV_I)
huffman@21776
   341
  show "bounded_linear (\<lambda>h. f x ** G h + F h ** g x)"
huffman@21776
   342
    apply (rule bounded_linear_add)
huffman@21776
   343
    apply (rule bounded_linear_compose [OF bounded_linear_right])
huffman@21776
   344
    apply (rule FDERIV_bounded_linear [OF g])
huffman@21776
   345
    apply (rule bounded_linear_compose [OF bounded_linear_left])
huffman@21776
   346
    apply (rule FDERIV_bounded_linear [OF f])
huffman@21776
   347
    done
huffman@21776
   348
next
huffman@21776
   349
  from bounded_linear.bounded [OF FDERIV_bounded_linear [OF f]]
huffman@21776
   350
  obtain KF where norm_F: "\<And>x. norm (F x) \<le> norm x * KF" by fast
huffman@21776
   351
huffman@21776
   352
  from pos_bounded obtain K where K: "0 < K" and norm_prod:
huffman@21776
   353
    "\<And>a b. norm (a ** b) \<le> norm a * norm b * K" by fast
huffman@21776
   354
huffman@21776
   355
  let ?Rf = "\<lambda>h. f (x + h) - f x - F h"
huffman@21776
   356
  let ?Rg = "\<lambda>h. g (x + h) - g x - G h"
huffman@21776
   357
huffman@21776
   358
  let ?fun1 = "\<lambda>h.
huffman@21776
   359
        norm (f x ** ?Rg h + ?Rf h ** g (x + h) + F h ** (g (x + h) - g x)) /
huffman@21776
   360
        norm h"
huffman@21776
   361
huffman@21776
   362
  let ?fun2 = "\<lambda>h.
huffman@21776
   363
        norm (f x) * (norm (?Rg h) / norm h) * K +
huffman@21776
   364
        norm (?Rf h) / norm h * norm (g (x + h)) * K +
huffman@21776
   365
        KF * norm (g (x + h) - g x) * K"
huffman@21776
   366
huffman@21776
   367
  have "?fun1 -- 0 --> 0"
huffman@21776
   368
  proof (rule real_LIM_sandwich_zero)
huffman@21776
   369
    from f g isCont_iff [THEN iffD1, OF FDERIV_isCont [OF g]]
huffman@21776
   370
    have "?fun2 -- 0 -->
huffman@21776
   371
          norm (f x) * 0 * K + 0 * norm (g x) * K + KF * norm (0::'b) * K"
huffman@44568
   372
      by (intro tendsto_intros LIM_zero FDERIV_D)
huffman@21776
   373
    thus "?fun2 -- 0 --> 0"
huffman@21776
   374
      by simp
huffman@21776
   375
  next
huffman@21776
   376
    fix h::'d assume "h \<noteq> 0"
huffman@21776
   377
    thus "0 \<le> ?fun1 h"
huffman@21776
   378
      by (simp add: divide_nonneg_pos)
huffman@21776
   379
  next
huffman@21776
   380
    fix h::'d assume "h \<noteq> 0"
huffman@21776
   381
    have "?fun1 h \<le> (norm (f x) * norm (?Rg h) * K +
huffman@21776
   382
         norm (?Rf h) * norm (g (x + h)) * K +
huffman@21776
   383
         norm h * KF * norm (g (x + h) - g x) * K) / norm h"
huffman@21776
   384
      by (intro
huffman@21776
   385
        divide_right_mono mult_mono'
huffman@21776
   386
        order_trans [OF norm_triangle_ineq add_mono]
huffman@21776
   387
        order_trans [OF norm_prod mult_right_mono]
huffman@21776
   388
        mult_nonneg_nonneg order_refl norm_ge_zero norm_F
huffman@21776
   389
        K [THEN order_less_imp_le]
huffman@21776
   390
      )
huffman@21776
   391
    also have "\<dots> = ?fun2 h"
huffman@21776
   392
      by (simp add: add_divide_distrib)
huffman@21776
   393
    finally show "?fun1 h \<le> ?fun2 h" .
huffman@21776
   394
  qed
huffman@21776
   395
  thus "(\<lambda>h.
huffman@21776
   396
    norm (f (x + h) ** g (x + h) - f x ** g x - (f x ** G h + F h ** g x))
huffman@21776
   397
    / norm h) -- 0 --> 0"
huffman@21776
   398
    by (simp only: FDERIV_lemma)
huffman@21776
   399
qed
huffman@21776
   400
huffman@44282
   401
lemmas FDERIV_mult =
huffman@44282
   402
  bounded_bilinear.FDERIV [OF bounded_bilinear_mult]
huffman@21776
   403
huffman@44282
   404
lemmas FDERIV_scaleR =
huffman@44282
   405
  bounded_bilinear.FDERIV [OF bounded_bilinear_scaleR]
wenzelm@28866
   406
huffman@21776
   407
huffman@21776
   408
subsection {* Powers *}
huffman@21776
   409
huffman@21776
   410
lemma FDERIV_power_Suc:
haftmann@31021
   411
  fixes x :: "'a::{real_normed_algebra,comm_ring_1}"
wenzelm@28866
   412
  shows "FDERIV (\<lambda>x. x ^ Suc n) x :> (\<lambda>h. (1 + of_nat n) * x ^ n * h)"
huffman@21776
   413
 apply (induct n)
huffman@36361
   414
  apply (simp add: FDERIV_ident)
huffman@21776
   415
 apply (drule FDERIV_mult [OF FDERIV_ident])
webertj@49962
   416
 apply (simp only: of_nat_Suc distrib_right mult_1_left)
webertj@49962
   417
 apply (simp only: power_Suc distrib_left add_ac mult_ac)
huffman@21776
   418
done
huffman@21776
   419
huffman@21776
   420
lemma FDERIV_power:
haftmann@31021
   421
  fixes x :: "'a::{real_normed_algebra,comm_ring_1}"
huffman@21776
   422
  shows "FDERIV (\<lambda>x. x ^ n) x :> (\<lambda>h. of_nat n * x ^ (n - 1) * h)"
wenzelm@28866
   423
  apply (cases n)
wenzelm@28866
   424
   apply (simp add: FDERIV_const)
huffman@30273
   425
  apply (simp add: FDERIV_power_Suc del: power_Suc)
wenzelm@28866
   426
  done
wenzelm@28866
   427
huffman@21776
   428
huffman@21776
   429
subsection {* Inverse *}
huffman@21776
   430
huffman@21776
   431
lemmas bounded_linear_mult_const =
huffman@44282
   432
  bounded_linear_mult_left [THEN bounded_linear_compose]
huffman@21776
   433
huffman@21776
   434
lemmas bounded_linear_const_mult =
huffman@44282
   435
  bounded_linear_mult_right [THEN bounded_linear_compose]
huffman@21776
   436
huffman@21776
   437
lemma FDERIV_inverse:
huffman@21776
   438
  fixes x :: "'a::real_normed_div_algebra"
huffman@21776
   439
  assumes x: "x \<noteq> 0"
huffman@21776
   440
  shows "FDERIV inverse x :> (\<lambda>h. - (inverse x * h * inverse x))"
huffman@21776
   441
        (is "FDERIV ?inv _ :> _")
huffman@21776
   442
proof (rule FDERIV_I)
huffman@21776
   443
  show "bounded_linear (\<lambda>h. - (?inv x * h * ?inv x))"
huffman@21776
   444
    apply (rule bounded_linear_minus)
huffman@21776
   445
    apply (rule bounded_linear_mult_const)
huffman@21776
   446
    apply (rule bounded_linear_const_mult)
huffman@21776
   447
    apply (rule bounded_linear_ident)
huffman@21776
   448
    done
huffman@21776
   449
next
huffman@21776
   450
  show "(\<lambda>h. norm (?inv (x + h) - ?inv x - - (?inv x * h * ?inv x)) / norm h)
huffman@21776
   451
        -- 0 --> 0"
huffman@21776
   452
  proof (rule LIM_equal2)
huffman@21776
   453
    show "0 < norm x" using x by simp
huffman@21776
   454
  next
huffman@21776
   455
    fix h::'a
huffman@21776
   456
    assume 1: "h \<noteq> 0"
huffman@21776
   457
    assume "norm (h - 0) < norm x"
huffman@21776
   458
    hence "h \<noteq> -x" by clarsimp
huffman@21776
   459
    hence 2: "x + h \<noteq> 0"
huffman@21776
   460
      apply (rule contrapos_nn)
huffman@21776
   461
      apply (rule sym)
huffman@34146
   462
      apply (erule minus_unique)
huffman@21776
   463
      done
huffman@21776
   464
    show "norm (?inv (x + h) - ?inv x - - (?inv x * h * ?inv x)) / norm h
huffman@21776
   465
          = norm ((?inv (x + h) - ?inv x) * h * ?inv x) / norm h"
huffman@21776
   466
      apply (subst inverse_diff_inverse [OF 2 x])
huffman@21776
   467
      apply (subst minus_diff_minus)
huffman@21776
   468
      apply (subst norm_minus_cancel)
huffman@21776
   469
      apply (simp add: left_diff_distrib)
huffman@21776
   470
      done
huffman@21776
   471
  next
huffman@21776
   472
    show "(\<lambda>h. norm ((?inv (x + h) - ?inv x) * h * ?inv x) / norm h)
huffman@21776
   473
          -- 0 --> 0"
huffman@21776
   474
    proof (rule real_LIM_sandwich_zero)
huffman@21776
   475
      show "(\<lambda>h. norm (?inv (x + h) - ?inv x) * norm (?inv x))
huffman@21776
   476
            -- 0 --> 0"
huffman@44568
   477
        apply (rule tendsto_mult_left_zero)
huffman@44568
   478
        apply (rule tendsto_norm_zero)
huffman@21776
   479
        apply (rule LIM_zero)
huffman@21776
   480
        apply (rule LIM_offset_zero)
huffman@44568
   481
        apply (rule tendsto_inverse)
huffman@44568
   482
        apply (rule tendsto_ident_at)
huffman@21776
   483
        apply (rule x)
huffman@21776
   484
        done
huffman@21776
   485
    next
huffman@21776
   486
      fix h::'a assume h: "h \<noteq> 0"
huffman@21776
   487
      show "0 \<le> norm ((?inv (x + h) - ?inv x) * h * ?inv x) / norm h"
huffman@21776
   488
        apply (rule divide_nonneg_pos)
huffman@21776
   489
        apply (rule norm_ge_zero)
huffman@21776
   490
        apply (simp add: h)
huffman@21776
   491
        done
huffman@21776
   492
    next
huffman@21776
   493
      fix h::'a assume h: "h \<noteq> 0"
huffman@21776
   494
      have "norm ((?inv (x + h) - ?inv x) * h * ?inv x) / norm h
huffman@21776
   495
            \<le> norm (?inv (x + h) - ?inv x) * norm h * norm (?inv x) / norm h"
huffman@21776
   496
        apply (rule divide_right_mono [OF _ norm_ge_zero])
huffman@21776
   497
        apply (rule order_trans [OF norm_mult_ineq])
huffman@21776
   498
        apply (rule mult_right_mono [OF _ norm_ge_zero])
huffman@21776
   499
        apply (rule norm_mult_ineq)
huffman@21776
   500
        done
huffman@21776
   501
      also have "\<dots> = norm (?inv (x + h) - ?inv x) * norm (?inv x)"
huffman@21776
   502
        by simp
huffman@21776
   503
      finally show "norm ((?inv (x + h) - ?inv x) * h * ?inv x) / norm h
huffman@37729
   504
            \<le> norm (?inv (x + h) - ?inv x) * norm (?inv x)" .
huffman@21776
   505
    qed
huffman@21776
   506
  qed
huffman@21776
   507
qed
huffman@21776
   508
huffman@21776
   509
subsection {* Alternate definition *}
huffman@21776
   510
huffman@21776
   511
lemma field_fderiv_def:
huffman@21776
   512
  fixes x :: "'a::real_normed_field" shows
huffman@21776
   513
  "FDERIV f x :> (\<lambda>h. h * D) = (\<lambda>h. (f (x + h) - f x) / h) -- 0 --> D"
huffman@21776
   514
 apply (unfold fderiv_def)
huffman@44282
   515
 apply (simp add: bounded_linear_mult_left)
huffman@21776
   516
 apply (simp cong: LIM_cong add: nonzero_norm_divide [symmetric])
huffman@21776
   517
 apply (subst diff_divide_distrib)
huffman@21776
   518
 apply (subst times_divide_eq_left [symmetric])
nipkow@23398
   519
 apply (simp cong: LIM_cong)
huffman@44568
   520
 apply (simp add: tendsto_norm_zero_iff LIM_zero_iff)
huffman@21776
   521
done
huffman@21776
   522
huffman@21776
   523
end