author  huffman 
Sun, 27 May 2007 20:04:02 +0200  
changeset 23111  f8583c2a491a 
parent 23084  bc000fc64fce 
child 23119  0082459a255b 
permissions  rwrr 
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(* Title : Series.thy 
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Author : Jacques D. Fleuriot 

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Copyright : 1998 University of Cambridge 

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Converted to Isar and polished by lcp 

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Converted to setsum and polished yet more by TNN 
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Additional contributions by Jeremy Avigad 
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*) 
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header{*Finite Summation and Infinite Series*} 
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theory Series 
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imports SEQ 
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begin 
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definition 
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sums :: "(nat \<Rightarrow> 'a::real_normed_vector) \<Rightarrow> 'a \<Rightarrow> bool" 
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(infixr "sums" 80) where 
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"f sums s = (%n. setsum f {0..<n}) > s" 
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definition 
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summable :: "(nat \<Rightarrow> 'a::real_normed_vector) \<Rightarrow> bool" where 
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"summable f = (\<exists>s. f sums s)" 
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definition 
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suminf :: "(nat \<Rightarrow> 'a::real_normed_vector) \<Rightarrow> 'a" where 
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"suminf f = (THE s. f sums s)" 
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syntax 
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"_suminf" :: "idt \<Rightarrow> 'a \<Rightarrow> 'a" ("\<Sum>_. _" [0, 10] 10) 
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translations 
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"\<Sum>i. b" == "CONST suminf (%i. b)" 
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lemma sumr_diff_mult_const: 
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"setsum f {0..<n}  (real n*r) = setsum (%i. f i  r) {0..<n::nat}" 

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by (simp add: diff_minus setsum_addf real_of_nat_def) 
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lemma real_setsum_nat_ivl_bounded: 
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"(!!p. p < n \<Longrightarrow> f(p) \<le> K) 

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\<Longrightarrow> setsum f {0..<n::nat} \<le> real n * K" 

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using setsum_bounded[where A = "{0..<n}"] 

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by (auto simp:real_of_nat_def) 

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(* Generalize from real to some algebraic structure? *) 
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lemma sumr_minus_one_realpow_zero [simp]: 

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"(\<Sum>i=0..<2*n. (1) ^ Suc i) = (0::real)" 
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by (induct "n", auto) 
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(* FIXME this is an awful lemma! *) 
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lemma sumr_one_lb_realpow_zero [simp]: 

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"(\<Sum>n=Suc 0..<n. f(n) * (0::real) ^ n) = 0" 

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by (rule setsum_0', simp) 
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lemma sumr_group: 
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"(\<Sum>m=0..<n::nat. setsum f {m * k ..< m*k + k}) = setsum f {0 ..< n * k}" 
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apply (subgoal_tac "k = 0  0 < k", auto) 
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apply (induct "n") 
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apply (simp_all add: setsum_add_nat_ivl add_commute) 
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done 
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lemma sumr_offset3: 
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"setsum f {0::nat..<n+k} = (\<Sum>m=0..<n. f (m+k)) + setsum f {0..<k}" 

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apply (subst setsum_shift_bounds_nat_ivl [symmetric]) 

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apply (simp add: setsum_add_nat_ivl add_commute) 

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done 

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lemma sumr_offset: 
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fixes f :: "nat \<Rightarrow> 'a::ab_group_add" 
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shows "(\<Sum>m=0..<n. f(m+k)) = setsum f {0..<n+k}  setsum f {0..<k}" 

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by (simp add: sumr_offset3) 

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lemma sumr_offset2: 

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"\<forall>f. (\<Sum>m=0..<n::nat. f(m+k)::real) = setsum f {0..<n+k}  setsum f {0..<k}" 

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by (simp add: sumr_offset) 
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lemma sumr_offset4: 

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"\<forall>n f. setsum f {0::nat..<n+k} = (\<Sum>m=0..<n. f (m+k)::real) + setsum f {0..<k}" 
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by (clarify, rule sumr_offset3) 

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(* 

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lemma sumr_from_1_from_0: "0 < n ==> 

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(\<Sum>n=Suc 0 ..< Suc n. if even(n) then 0 else 

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(( 1) ^ ((n  (Suc 0)) div 2))/(real (fact n))) * a ^ n = 

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(\<Sum>n=0..<Suc n. if even(n) then 0 else 

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(( 1) ^ ((n  (Suc 0)) div 2))/(real (fact n))) * a ^ n" 

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by (rule_tac n1 = 1 in sumr_split_add [THEN subst], auto) 

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*) 

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subsection{* Infinite Sums, by the Properties of Limits*} 

91 

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(* 

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suminf is the sum 

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*) 

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lemma sums_summable: "f sums l ==> summable f" 

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by (simp add: sums_def summable_def, blast) 

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lemma summable_sums: "summable f ==> f sums (suminf f)" 

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apply (simp add: summable_def suminf_def sums_def) 
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apply (blast intro: theI LIMSEQ_unique) 

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done 
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lemma summable_sumr_LIMSEQ_suminf: 

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"summable f ==> (%n. setsum f {0..<n}) > (suminf f)" 
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by (rule summable_sums [unfolded sums_def]) 
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(* 

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sum is unique 

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*) 

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lemma sums_unique: "f sums s ==> (s = suminf f)" 

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apply (frule sums_summable [THEN summable_sums]) 

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apply (auto intro!: LIMSEQ_unique simp add: sums_def) 

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done 

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lemma sums_split_initial_segment: "f sums s ==> 
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(%n. f(n + k)) sums (s  (SUM i = 0..< k. f i))" 

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apply (unfold sums_def); 

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apply (simp add: sumr_offset); 

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apply (rule LIMSEQ_diff_const) 

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apply (rule LIMSEQ_ignore_initial_segment) 

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apply assumption 

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done 

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lemma summable_ignore_initial_segment: "summable f ==> 

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summable (%n. f(n + k))" 

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apply (unfold summable_def) 

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apply (auto intro: sums_split_initial_segment) 

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done 

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lemma suminf_minus_initial_segment: "summable f ==> 

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suminf f = s ==> suminf (%n. f(n + k)) = s  (SUM i = 0..< k. f i)" 

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apply (frule summable_ignore_initial_segment) 

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apply (rule sums_unique [THEN sym]) 

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apply (frule summable_sums) 

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apply (rule sums_split_initial_segment) 

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apply auto 

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done 

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lemma suminf_split_initial_segment: "summable f ==> 

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suminf f = (SUM i = 0..< k. f i) + suminf (%n. f(n + k))" 

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by (auto simp add: suminf_minus_initial_segment) 

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lemma series_zero: 
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"(\<forall>m. n \<le> m > f(m) = 0) ==> f sums (setsum f {0..<n})" 
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apply (simp add: sums_def LIMSEQ_def diff_minus[symmetric], safe) 
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apply (rule_tac x = n in exI) 
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apply (clarsimp simp add:setsum_diff[symmetric] cong:setsum_ivl_cong) 
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done 
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lemma sums_zero: "(%n. 0) sums 0"; 
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apply (unfold sums_def); 

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apply simp; 

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apply (rule LIMSEQ_const); 

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done; 

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lemma summable_zero: "summable (%n. 0)"; 
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apply (rule sums_summable); 

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apply (rule sums_zero); 

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done; 

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lemma suminf_zero: "suminf (%n. 0) = 0"; 

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apply (rule sym); 

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apply (rule sums_unique); 

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apply (rule sums_zero); 

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done; 

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lemma sums_mult: 
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fixes c :: "'a::real_normed_algebra" 

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shows "f sums a \<Longrightarrow> (\<lambda>n. c * f n) sums (c * a)" 

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by (auto simp add: sums_def setsum_right_distrib [symmetric] 
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intro!: LIMSEQ_mult intro: LIMSEQ_const) 
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lemma summable_mult: 
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fixes c :: "'a::real_normed_algebra" 

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shows "summable f \<Longrightarrow> summable (%n. c * f n)"; 

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apply (unfold summable_def); 
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apply (auto intro: sums_mult); 

178 
done; 

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lemma suminf_mult: 
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fixes c :: "'a::real_normed_algebra" 

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shows "summable f \<Longrightarrow> suminf (\<lambda>n. c * f n) = c * suminf f"; 

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apply (rule sym); 
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apply (rule sums_unique); 

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apply (rule sums_mult); 

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apply (erule summable_sums); 

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done; 

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lemma sums_mult2: 
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fixes c :: "'a::real_normed_algebra" 

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shows "f sums a \<Longrightarrow> (\<lambda>n. f n * c) sums (a * c)" 

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by (auto simp add: sums_def setsum_left_distrib [symmetric] 

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intro!: LIMSEQ_mult LIMSEQ_const) 

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lemma summable_mult2: 
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fixes c :: "'a::real_normed_algebra" 

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shows "summable f \<Longrightarrow> summable (\<lambda>n. f n * c)" 

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apply (unfold summable_def) 
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apply (auto intro: sums_mult2) 

200 
done 

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lemma suminf_mult2: 
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fixes c :: "'a::real_normed_algebra" 

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shows "summable f \<Longrightarrow> suminf f * c = (\<Sum>n. f n * c)" 

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by (auto intro!: sums_unique sums_mult2 summable_sums) 

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lemma sums_divide: 
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fixes c :: "'a::real_normed_field" 

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shows "f sums a \<Longrightarrow> (\<lambda>n. f n / c) sums (a / c)" 

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by (simp add: divide_inverse sums_mult2) 

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lemma summable_divide: 
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fixes c :: "'a::real_normed_field" 

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shows "summable f \<Longrightarrow> summable (\<lambda>n. f n / c)" 

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apply (unfold summable_def); 
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apply (auto intro: sums_divide); 

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done; 

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lemma suminf_divide: 
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fixes c :: "'a::real_normed_field" 

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shows "summable f \<Longrightarrow> suminf (\<lambda>n. f n / c) = suminf f / c" 

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apply (rule sym); 
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apply (rule sums_unique); 

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apply (rule sums_divide); 

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apply (erule summable_sums); 

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done; 

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lemma sums_add: "[ x sums x0; y sums y0 ] ==> (%n. x n + y n) sums (x0+y0)" 

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by (auto simp add: sums_def setsum_addf intro: LIMSEQ_add) 

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lemma summable_add: "summable f ==> summable g ==> summable (%x. f x + g x)"; 

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apply (unfold summable_def); 

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apply clarify; 

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apply (rule exI); 

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apply (erule sums_add); 

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apply assumption; 

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done; 

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lemma suminf_add: 

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"[ summable f; summable g ] 

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==> suminf f + suminf g = (\<Sum>n. f n + g n)" 

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by (auto intro!: sums_add sums_unique summable_sums) 

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lemma sums_diff: "[ x sums x0; y sums y0 ] ==> (%n. x n  y n) sums (x0y0)" 
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by (auto simp add: sums_def setsum_subtractf intro: LIMSEQ_diff) 
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lemma summable_diff: "summable f ==> summable g ==> summable (%x. f x  g x)"; 
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apply (unfold summable_def); 

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apply clarify; 

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apply (rule exI); 

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apply (erule sums_diff); 

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apply assumption; 

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done; 

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lemma suminf_diff: 

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"[ summable f; summable g ] 

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==> suminf f  suminf g = (\<Sum>n. f n  g n)" 
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by (auto intro!: sums_diff sums_unique summable_sums) 
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lemma sums_minus: "f sums s ==> (%x.  f x) sums ( s)"; 
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by (simp add: sums_def setsum_negf LIMSEQ_minus); 

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lemma summable_minus: "summable f ==> summable (%x.  f x)"; 

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by (auto simp add: summable_def intro: sums_minus); 

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lemma suminf_minus: "summable f ==> suminf (%x.  f x) =  (suminf f)"; 

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apply (rule sym); 

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apply (rule sums_unique); 

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apply (rule sums_minus); 

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apply (erule summable_sums); 

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done; 

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lemma sums_group: 

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"[summable f; 0 < k ] ==> (%n. setsum f {n*k..<n*k+k}) sums (suminf f)" 
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apply (drule summable_sums) 
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apply (simp only: sums_def sumr_group) 
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apply (unfold LIMSEQ_def, safe) 

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apply (drule_tac x="r" in spec, safe) 

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apply (rule_tac x="no" in exI, safe) 

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apply (drule_tac x="n*k" in spec) 

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apply (erule mp) 

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apply (erule order_trans) 

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apply simp 

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done 
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text{*A summable series of positive terms has limit that is at least as 
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great as any partial sum.*} 
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lemma series_pos_le: 
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fixes f :: "nat \<Rightarrow> real" 

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shows "\<lbrakk>summable f; \<forall>m\<ge>n. 0 \<le> f m\<rbrakk> \<Longrightarrow> setsum f {0..<n} \<le> suminf f" 

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apply (drule summable_sums) 
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apply (simp add: sums_def) 

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apply (cut_tac k = "setsum f {0..<n}" in LIMSEQ_const) 
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apply (erule LIMSEQ_le, blast) 

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apply (rule_tac x="n" in exI, clarify) 
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apply (rule setsum_mono2) 
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apply auto 

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done 
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301 
lemma series_pos_less: 

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fixes f :: "nat \<Rightarrow> real" 
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shows "\<lbrakk>summable f; \<forall>m\<ge>n. 0 < f m\<rbrakk> \<Longrightarrow> setsum f {0..<n} < suminf f" 

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apply (rule_tac y="setsum f {0..<Suc n}" in order_less_le_trans) 

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apply simp 

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apply (erule series_pos_le) 

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apply (simp add: order_less_imp_le) 

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done 

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lemma suminf_gt_zero: 

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fixes f :: "nat \<Rightarrow> real" 

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shows "\<lbrakk>summable f; \<forall>n. 0 < f n\<rbrakk> \<Longrightarrow> 0 < suminf f" 

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by (drule_tac n="0" in series_pos_less, simp_all) 

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lemma suminf_ge_zero: 

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fixes f :: "nat \<Rightarrow> real" 

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shows "\<lbrakk>summable f; \<forall>n. 0 \<le> f n\<rbrakk> \<Longrightarrow> 0 \<le> suminf f" 

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by (drule_tac n="0" in series_pos_le, simp_all) 

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lemma sumr_pos_lt_pair: 

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fixes f :: "nat \<Rightarrow> real" 

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shows "\<lbrakk>summable f; 

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\<forall>d. 0 < f (k + (Suc(Suc 0) * d)) + f (k + ((Suc(Suc 0) * d) + 1))\<rbrakk> 

324 
\<Longrightarrow> setsum f {0..<k} < suminf f" 

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apply (subst suminf_split_initial_segment [where k="k"]) 

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apply assumption 

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apply simp 

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apply (drule_tac k="k" in summable_ignore_initial_segment) 

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apply (drule_tac k="Suc (Suc 0)" in sums_group, simp) 

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apply simp 

331 
apply (frule sums_unique) 

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apply (drule sums_summable) 

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apply simp 

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apply (erule suminf_gt_zero) 

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apply (simp add: add_ac) 

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done 
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text{*Sum of a geometric progression.*} 
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lemmas sumr_geometric = geometric_sum [where 'a = real] 
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lemma geometric_sums: 
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fixes x :: "'a::{real_normed_field,recpower}" 
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shows "norm x < 1 \<Longrightarrow> (\<lambda>n. x ^ n) sums (1 / (1  x))" 
345 
proof  

346 
assume less_1: "norm x < 1" 

347 
hence neq_1: "x \<noteq> 1" by auto 

348 
hence neq_0: "x  1 \<noteq> 0" by simp 

349 
from less_1 have lim_0: "(\<lambda>n. x ^ n) > 0" 

350 
by (rule LIMSEQ_power_zero) 

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hence "(\<lambda>n. x ^ n / (x  1)  1 / (x  1)) > 0 / (x  1)  1 / (x  1)" 
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using neq_0 by (intro LIMSEQ_divide LIMSEQ_diff LIMSEQ_const) 
353 
hence "(\<lambda>n. (x ^ n  1) / (x  1)) > 1 / (1  x)" 

354 
by (simp add: nonzero_minus_divide_right [OF neq_0] diff_divide_distrib) 

355 
thus "(\<lambda>n. x ^ n) sums (1 / (1  x))" 

356 
by (simp add: sums_def geometric_sum neq_1) 

357 
qed 

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359 
lemma summable_geometric: 

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fixes x :: "'a::{real_normed_field,recpower}" 
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shows "norm x < 1 \<Longrightarrow> summable (\<lambda>n. x ^ n)" 
362 
by (rule geometric_sums [THEN sums_summable]) 

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text{*Cauchytype criterion for convergence of series (c.f. Harrison)*} 
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15539  366 
lemma summable_convergent_sumr_iff: 
367 
"summable f = convergent (%n. setsum f {0..<n})" 

14416  368 
by (simp add: summable_def sums_def convergent_def) 
369 

20689  370 
lemma summable_LIMSEQ_zero: "summable f \<Longrightarrow> f > 0" 
371 
apply (drule summable_convergent_sumr_iff [THEN iffD1]) 

20692  372 
apply (drule convergent_Cauchy) 
20689  373 
apply (simp only: Cauchy_def LIMSEQ_def, safe) 
374 
apply (drule_tac x="r" in spec, safe) 

375 
apply (rule_tac x="M" in exI, safe) 

376 
apply (drule_tac x="Suc n" in spec, simp) 

377 
apply (drule_tac x="n" in spec, simp) 

378 
done 

379 

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lemma summable_Cauchy: 
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"summable (f::nat \<Rightarrow> 'a::banach) = 
382 
(\<forall>e > 0. \<exists>N. \<forall>m \<ge> N. \<forall>n. norm (setsum f {m..<n}) < e)" 

383 
apply (simp only: summable_convergent_sumr_iff Cauchy_convergent_iff [symmetric] Cauchy_def, safe) 

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apply (drule spec, drule (1) mp) 
385 
apply (erule exE, rule_tac x="M" in exI, clarify) 

386 
apply (rule_tac x="m" and y="n" in linorder_le_cases) 

387 
apply (frule (1) order_trans) 

388 
apply (drule_tac x="n" in spec, drule (1) mp) 

389 
apply (drule_tac x="m" in spec, drule (1) mp) 

390 
apply (simp add: setsum_diff [symmetric]) 

391 
apply simp 

392 
apply (drule spec, drule (1) mp) 

393 
apply (erule exE, rule_tac x="N" in exI, clarify) 

394 
apply (rule_tac x="m" and y="n" in linorder_le_cases) 

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apply (subst norm_minus_commute) 
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apply (simp add: setsum_diff [symmetric]) 
397 
apply (simp add: setsum_diff [symmetric]) 

14416  398 
done 
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text{*Comparison test*} 
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lemma norm_setsum: 
403 
fixes f :: "'a \<Rightarrow> 'b::real_normed_vector" 

404 
shows "norm (setsum f A) \<le> (\<Sum>i\<in>A. norm (f i))" 

405 
apply (case_tac "finite A") 

406 
apply (erule finite_induct) 

407 
apply simp 

408 
apply simp 

409 
apply (erule order_trans [OF norm_triangle_ineq add_left_mono]) 

410 
apply simp 

411 
done 

412 

14416  413 
lemma summable_comparison_test: 
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fixes f :: "nat \<Rightarrow> 'a::banach" 
415 
shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable f" 

20692  416 
apply (simp add: summable_Cauchy, safe) 
417 
apply (drule_tac x="e" in spec, safe) 

418 
apply (rule_tac x = "N + Na" in exI, safe) 

14416  419 
apply (rotate_tac 2) 
420 
apply (drule_tac x = m in spec) 

421 
apply (auto, rotate_tac 2, drule_tac x = n in spec) 

20848  422 
apply (rule_tac y = "\<Sum>k=m..<n. norm (f k)" in order_le_less_trans) 
423 
apply (rule norm_setsum) 

15539  424 
apply (rule_tac y = "setsum g {m..<n}" in order_le_less_trans) 
22998  425 
apply (auto intro: setsum_mono simp add: abs_less_iff) 
14416  426 
done 
427 

20848  428 
lemma summable_norm_comparison_test: 
429 
fixes f :: "nat \<Rightarrow> 'a::banach" 

430 
shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n; summable g\<rbrakk> 

431 
\<Longrightarrow> summable (\<lambda>n. norm (f n))" 

432 
apply (rule summable_comparison_test) 

433 
apply (auto) 

434 
done 

435 

14416  436 
lemma summable_rabs_comparison_test: 
20692  437 
fixes f :: "nat \<Rightarrow> real" 
438 
shows "\<lbrakk>\<exists>N. \<forall>n\<ge>N. \<bar>f n\<bar> \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable (\<lambda>n. \<bar>f n\<bar>)" 

14416  439 
apply (rule summable_comparison_test) 
15543  440 
apply (auto) 
14416  441 
done 
442 

23084  443 
text{*Summability of geometric series for real algebras*} 
444 

445 
lemma complete_algebra_summable_geometric: 

446 
fixes x :: "'a::{real_normed_algebra_1,banach,recpower}" 

447 
shows "norm x < 1 \<Longrightarrow> summable (\<lambda>n. x ^ n)" 

448 
proof (rule summable_comparison_test) 

449 
show "\<exists>N. \<forall>n\<ge>N. norm (x ^ n) \<le> norm x ^ n" 

450 
by (simp add: norm_power_ineq) 

451 
show "norm x < 1 \<Longrightarrow> summable (\<lambda>n. norm x ^ n)" 

452 
by (simp add: summable_geometric) 

453 
qed 

454 

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diff
changeset

455 
text{*Limit comparison property for series (c.f. jrh)*} 
5693a977a767
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paulson
parents:
15053
diff
changeset

456 

14416  457 
lemma summable_le: 
20692  458 
fixes f g :: "nat \<Rightarrow> real" 
459 
shows "\<lbrakk>\<forall>n. f n \<le> g n; summable f; summable g\<rbrakk> \<Longrightarrow> suminf f \<le> suminf g" 

14416  460 
apply (drule summable_sums)+ 
20692  461 
apply (simp only: sums_def, erule (1) LIMSEQ_le) 
14416  462 
apply (rule exI) 
15539  463 
apply (auto intro!: setsum_mono) 
14416  464 
done 
465 

466 
lemma summable_le2: 

20692  467 
fixes f g :: "nat \<Rightarrow> real" 
468 
shows "\<lbrakk>\<forall>n. \<bar>f n\<bar> \<le> g n; summable g\<rbrakk> \<Longrightarrow> summable f \<and> suminf f \<le> suminf g" 

20848  469 
apply (subgoal_tac "summable f") 
470 
apply (auto intro!: summable_le) 

22998  471 
apply (simp add: abs_le_iff) 
20848  472 
apply (rule_tac g="g" in summable_comparison_test, simp_all) 
14416  473 
done 
474 

19106
6e6b5b1fdc06
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kleing
parents:
17149
diff
changeset

475 
(* specialisation for the common 0 case *) 
6e6b5b1fdc06
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kleing
parents:
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diff
changeset

476 
lemma suminf_0_le: 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

477 
fixes f::"nat\<Rightarrow>real" 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

478 
assumes gt0: "\<forall>n. 0 \<le> f n" and sm: "summable f" 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

479 
shows "0 \<le> suminf f" 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

480 
proof  
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

481 
let ?g = "(\<lambda>n. (0::real))" 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

482 
from gt0 have "\<forall>n. ?g n \<le> f n" by simp 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

483 
moreover have "summable ?g" by (rule summable_zero) 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

484 
moreover from sm have "summable f" . 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

485 
ultimately have "suminf ?g \<le> suminf f" by (rule summable_le) 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

486 
then show "0 \<le> suminf f" by (simp add: suminf_zero) 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

487 
qed 
6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

488 

6e6b5b1fdc06
* added Library/ASeries (sum of arithmetic series with instantiation to nat and int)
kleing
parents:
17149
diff
changeset

489 

15085
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removed some [iff] declarations from RealDef.thy, concerning inequalities
paulson
parents:
15053
diff
changeset

490 
text{*Absolute convergence imples normal convergence*} 
20848  491 
lemma summable_norm_cancel: 
492 
fixes f :: "nat \<Rightarrow> 'a::banach" 

493 
shows "summable (\<lambda>n. norm (f n)) \<Longrightarrow> summable f" 

20692  494 
apply (simp only: summable_Cauchy, safe) 
495 
apply (drule_tac x="e" in spec, safe) 

496 
apply (rule_tac x="N" in exI, safe) 

497 
apply (drule_tac x="m" in spec, safe) 

20848  498 
apply (rule order_le_less_trans [OF norm_setsum]) 
499 
apply (rule order_le_less_trans [OF abs_ge_self]) 

20692  500 
apply simp 
14416  501 
done 
502 

20848  503 
lemma summable_rabs_cancel: 
504 
fixes f :: "nat \<Rightarrow> real" 

505 
shows "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> summable f" 

506 
by (rule summable_norm_cancel, simp) 

507 

15085
5693a977a767
removed some [iff] declarations from RealDef.thy, concerning inequalities
paulson
parents:
15053
diff
changeset

508 
text{*Absolute convergence of series*} 
20848  509 
lemma summable_norm: 
510 
fixes f :: "nat \<Rightarrow> 'a::banach" 

511 
shows "summable (\<lambda>n. norm (f n)) \<Longrightarrow> norm (suminf f) \<le> (\<Sum>n. norm (f n))" 

512 
by (auto intro: LIMSEQ_le LIMSEQ_norm summable_norm_cancel 

513 
summable_sumr_LIMSEQ_suminf norm_setsum) 

514 

14416  515 
lemma summable_rabs: 
20692  516 
fixes f :: "nat \<Rightarrow> real" 
517 
shows "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> \<bar>suminf f\<bar> \<le> (\<Sum>n. \<bar>f n\<bar>)" 

20848  518 
by (fold real_norm_def, rule summable_norm) 
14416  519 

520 
subsection{* The Ratio Test*} 

521 

20848  522 
lemma norm_ratiotest_lemma: 
22852  523 
fixes x y :: "'a::real_normed_vector" 
20848  524 
shows "\<lbrakk>c \<le> 0; norm x \<le> c * norm y\<rbrakk> \<Longrightarrow> x = 0" 
525 
apply (subgoal_tac "norm x \<le> 0", simp) 

526 
apply (erule order_trans) 

527 
apply (simp add: mult_le_0_iff) 

528 
done 

529 

14416  530 
lemma rabs_ratiotest_lemma: "[ c \<le> 0; abs x \<le> c * abs y ] ==> x = (0::real)" 
20848  531 
by (erule norm_ratiotest_lemma, simp) 
14416  532 

533 
lemma le_Suc_ex: "(k::nat) \<le> l ==> (\<exists>n. l = k + n)" 

534 
apply (drule le_imp_less_or_eq) 

535 
apply (auto dest: less_imp_Suc_add) 

536 
done 

537 

538 
lemma le_Suc_ex_iff: "((k::nat) \<le> l) = (\<exists>n. l = k + n)" 

539 
by (auto simp add: le_Suc_ex) 

540 

541 
(*All this trouble just to get 0<c *) 

542 
lemma ratio_test_lemma2: 

20848  543 
fixes f :: "nat \<Rightarrow> 'a::banach" 
544 
shows "\<lbrakk>\<forall>n\<ge>N. norm (f (Suc n)) \<le> c * norm (f n)\<rbrakk> \<Longrightarrow> 0 < c \<or> summable f" 

14416  545 
apply (simp (no_asm) add: linorder_not_le [symmetric]) 
546 
apply (simp add: summable_Cauchy) 

15543  547 
apply (safe, subgoal_tac "\<forall>n. N < n > f (n) = 0") 
548 
prefer 2 

549 
apply clarify 

550 
apply(erule_tac x = "n  1" in allE) 

551 
apply (simp add:diff_Suc split:nat.splits) 

20848  552 
apply (blast intro: norm_ratiotest_lemma) 
14416  553 
apply (rule_tac x = "Suc N" in exI, clarify) 
15543  554 
apply(simp cong:setsum_ivl_cong) 
14416  555 
done 
556 

557 
lemma ratio_test: 

20848  558 
fixes f :: "nat \<Rightarrow> 'a::banach" 
559 
shows "\<lbrakk>c < 1; \<forall>n\<ge>N. norm (f (Suc n)) \<le> c * norm (f n)\<rbrakk> \<Longrightarrow> summable f" 

14416  560 
apply (frule ratio_test_lemma2, auto) 
20848  561 
apply (rule_tac g = "%n. (norm (f N) / (c ^ N))*c ^ n" 
15234
ec91a90c604e
simplification tweaks for better arithmetic reasoning
paulson
parents:
15229
diff
changeset

562 
in summable_comparison_test) 
14416  563 
apply (rule_tac x = N in exI, safe) 
564 
apply (drule le_Suc_ex_iff [THEN iffD1]) 

22959  565 
apply (auto simp add: power_add field_power_not_zero) 
15539  566 
apply (induct_tac "na", auto) 
20848  567 
apply (rule_tac y = "c * norm (f (N + n))" in order_trans) 
14416  568 
apply (auto intro: mult_right_mono simp add: summable_def) 
569 
apply (simp add: mult_ac) 

20848  570 
apply (rule_tac x = "norm (f N) * (1/ (1  c)) / (c ^ N)" in exI) 
15234
ec91a90c604e
simplification tweaks for better arithmetic reasoning
paulson
parents:
15229
diff
changeset

571 
apply (rule sums_divide) 
ec91a90c604e
simplification tweaks for better arithmetic reasoning
paulson
parents:
15229
diff
changeset

572 
apply (rule sums_mult) 
ec91a90c604e
simplification tweaks for better arithmetic reasoning
paulson
parents:
15229
diff
changeset

573 
apply (auto intro!: geometric_sums) 
14416  574 
done 
575 

23111  576 
subsection {* Cauchy Product Formula *} 
577 

578 
(* Proof based on Analysis WebNotes: Chapter 07, Class 41 

579 
http://www.math.unl.edu/~webnotes/classes/class41/prp77.htm *) 

580 

581 
lemma setsum_triangle_reindex: 

582 
fixes n :: nat 

583 
shows "(\<Sum>(i,j)\<in>{(i,j). i+j < n}. f i j) = (\<Sum>k=0..<n. \<Sum>i=0..k. f i (k  i))" 

584 
proof  

585 
have "(\<Sum>(i, j)\<in>{(i, j). i + j < n}. f i j) = 

586 
(\<Sum>(k, i)\<in>(SIGMA k:{0..<n}. {0..k}). f i (k  i))" 

587 
proof (rule setsum_reindex_cong) 

588 
show "inj_on (\<lambda>(k,i). (i, k  i)) (SIGMA k:{0..<n}. {0..k})" 

589 
by (rule inj_on_inverseI [where g="\<lambda>(i,j). (i+j, i)"], auto) 

590 
show "{(i,j). i + j < n} = (\<lambda>(k,i). (i, k  i)) ` (SIGMA k:{0..<n}. {0..k})" 

591 
by (safe, rule_tac x="(a+b,a)" in image_eqI, auto) 

592 
show "\<And>a. (\<lambda>(k, i). f i (k  i)) a = split f ((\<lambda>(k, i). (i, k  i)) a)" 

593 
by clarify 

594 
qed 

595 
thus ?thesis by (simp add: setsum_Sigma) 

596 
qed 

597 

598 
lemma Cauchy_product_sums: 

599 
fixes a b :: "nat \<Rightarrow> 'a::{real_normed_algebra,banach}" 

600 
assumes a: "summable (\<lambda>k. norm (a k))" 

601 
assumes b: "summable (\<lambda>k. norm (b k))" 

602 
shows "(\<lambda>k. \<Sum>i=0..k. a i * b (k  i)) sums ((\<Sum>k. a k) * (\<Sum>k. b k))" 

603 
proof  

604 
let ?S1 = "\<lambda>n::nat. {0..<n} \<times> {0..<n}" 

605 
let ?S2 = "\<lambda>n::nat. {(i,j). i + j < n}" 

606 
have S1_mono: "\<And>m n. m \<le> n \<Longrightarrow> ?S1 m \<subseteq> ?S1 n" by auto 

607 
have S2_le_S1: "\<And>n. ?S2 n \<subseteq> ?S1 n" by auto 

608 
have S1_le_S2: "\<And>n. ?S1 (n div 2) \<subseteq> ?S2 n" by auto 

609 
have finite_S1: "\<And>n. finite (?S1 n)" by simp 

610 
with S2_le_S1 have finite_S2: "\<And>n. finite (?S2 n)" by (rule finite_subset) 

611 

612 
let ?g = "\<lambda>(i,j). a i * b j" 

613 
let ?f = "\<lambda>(i,j). norm (a i) * norm (b j)" 

614 
have f_nonneg: "\<And>x. 0 \<le> ?f x" 

615 
by (auto simp add: mult_nonneg_nonneg) 

616 
hence norm_setsum_f: "\<And>A. norm (setsum ?f A) = setsum ?f A" 

617 
unfolding real_norm_def 

618 
by (simp only: abs_of_nonneg setsum_nonneg [rule_format]) 

619 

620 
have "(\<lambda>n. (\<Sum>k=0..<n. a k) * (\<Sum>k=0..<n. b k)) 

621 
> (\<Sum>k. a k) * (\<Sum>k. b k)" 

622 
by (intro LIMSEQ_mult summable_sumr_LIMSEQ_suminf 

623 
summable_norm_cancel [OF a] summable_norm_cancel [OF b]) 

624 
hence 1: "(\<lambda>n. setsum ?g (?S1 n)) > (\<Sum>k. a k) * (\<Sum>k. b k)" 

625 
by (simp only: setsum_product setsum_Sigma [rule_format] 

626 
finite_atLeastLessThan) 

627 

628 
have "(\<lambda>n. (\<Sum>k=0..<n. norm (a k)) * (\<Sum>k=0..<n. norm (b k))) 

629 
> (\<Sum>k. norm (a k)) * (\<Sum>k. norm (b k))" 

630 
using a b by (intro LIMSEQ_mult summable_sumr_LIMSEQ_suminf) 

631 
hence "(\<lambda>n. setsum ?f (?S1 n)) > (\<Sum>k. norm (a k)) * (\<Sum>k. norm (b k))" 

632 
by (simp only: setsum_product setsum_Sigma [rule_format] 

633 
finite_atLeastLessThan) 

634 
hence "convergent (\<lambda>n. setsum ?f (?S1 n))" 

635 
by (rule convergentI) 

636 
hence Cauchy: "Cauchy (\<lambda>n. setsum ?f (?S1 n))" 

637 
by (rule convergent_Cauchy) 

638 
have "Zseq (\<lambda>n. setsum ?f (?S1 n  ?S2 n))" 

639 
proof (rule ZseqI, simp only: norm_setsum_f) 

640 
fix r :: real 

641 
assume r: "0 < r" 

642 
from CauchyD [OF Cauchy r] obtain N 

643 
where "\<forall>m\<ge>N. \<forall>n\<ge>N. norm (setsum ?f (?S1 m)  setsum ?f (?S1 n)) < r" .. 

644 
hence "\<And>m n. \<lbrakk>N \<le> n; n \<le> m\<rbrakk> \<Longrightarrow> norm (setsum ?f (?S1 m  ?S1 n)) < r" 

645 
by (simp only: setsum_diff finite_S1 S1_mono) 

646 
hence N: "\<And>m n. \<lbrakk>N \<le> n; n \<le> m\<rbrakk> \<Longrightarrow> setsum ?f (?S1 m  ?S1 n) < r" 

647 
by (simp only: norm_setsum_f) 

648 
show "\<exists>N. \<forall>n\<ge>N. setsum ?f (?S1 n  ?S2 n) < r" 

649 
proof (intro exI allI impI) 

650 
fix n assume "2 * N \<le> n" 

651 
hence n: "N \<le> n div 2" by simp 

652 
have "setsum ?f (?S1 n  ?S2 n) \<le> setsum ?f (?S1 n  ?S1 (n div 2))" 

653 
by (intro setsum_mono2 finite_Diff finite_S1 f_nonneg 

654 
Diff_mono subset_refl S1_le_S2) 

655 
also have "\<dots> < r" 

656 
using n div_le_dividend by (rule N) 

657 
finally show "setsum ?f (?S1 n  ?S2 n) < r" . 

658 
qed 

659 
qed 

660 
hence "Zseq (\<lambda>n. setsum ?g (?S1 n  ?S2 n))" 

661 
apply (rule Zseq_le [rule_format]) 

662 
apply (simp only: norm_setsum_f) 

663 
apply (rule order_trans [OF norm_setsum setsum_mono]) 

664 
apply (auto simp add: norm_mult_ineq) 

665 
done 

666 
hence 2: "(\<lambda>n. setsum ?g (?S1 n)  setsum ?g (?S2 n)) > 0" 

667 
by (simp only: LIMSEQ_Zseq_iff setsum_diff finite_S1 S2_le_S1 diff_0_right) 

668 

669 
with 1 have "(\<lambda>n. setsum ?g (?S2 n)) > (\<Sum>k. a k) * (\<Sum>k. b k)" 

670 
by (rule LIMSEQ_diff_approach_zero2) 

671 
thus ?thesis by (simp only: sums_def setsum_triangle_reindex) 

672 
qed 

673 

674 
lemma Cauchy_product: 

675 
fixes a b :: "nat \<Rightarrow> 'a::{real_normed_algebra,banach}" 

676 
assumes a: "summable (\<lambda>k. norm (a k))" 

677 
assumes b: "summable (\<lambda>k. norm (b k))" 

678 
shows "(\<Sum>k. a k) * (\<Sum>k. b k) = (\<Sum>k. \<Sum>i=0..k. a i * b (k  i))" 

679 
by (rule Cauchy_product_sums [THEN sums_unique]) 

680 

14416  681 
end 