src/HOL/Transcendental.thy
author huffman
Thu Aug 11 09:11:15 2011 -0700 (2011-08-11)
changeset 44165 d26a45f3c835
parent 43335 9f8766a8ebe0
child 44282 f0de18b62d63
permissions -rw-r--r--
remove lemma stupid_ext
     1 (*  Title:      HOL/Transcendental.thy
     2     Author:     Jacques D. Fleuriot, University of Cambridge, University of Edinburgh
     3     Author:     Lawrence C Paulson
     4 *)
     5 
     6 header{*Power Series, Transcendental Functions etc.*}
     7 
     8 theory Transcendental
     9 imports Fact Series Deriv NthRoot
    10 begin
    11 
    12 subsection {* Properties of Power Series *}
    13 
    14 lemma lemma_realpow_diff:
    15   fixes y :: "'a::monoid_mult"
    16   shows "p \<le> n \<Longrightarrow> y ^ (Suc n - p) = (y ^ (n - p)) * y"
    17 proof -
    18   assume "p \<le> n"
    19   hence "Suc n - p = Suc (n - p)" by (rule Suc_diff_le)
    20   thus ?thesis by (simp add: power_commutes)
    21 qed
    22 
    23 lemma lemma_realpow_diff_sumr:
    24   fixes y :: "'a::{comm_semiring_0,monoid_mult}" shows
    25      "(\<Sum>p=0..<Suc n. (x ^ p) * y ^ (Suc n - p)) =
    26       y * (\<Sum>p=0..<Suc n. (x ^ p) * y ^ (n - p))"
    27 by (simp add: setsum_right_distrib lemma_realpow_diff mult_ac
    28          del: setsum_op_ivl_Suc)
    29 
    30 lemma lemma_realpow_diff_sumr2:
    31   fixes y :: "'a::{comm_ring,monoid_mult}" shows
    32      "x ^ (Suc n) - y ^ (Suc n) =
    33       (x - y) * (\<Sum>p=0..<Suc n. (x ^ p) * y ^ (n - p))"
    34 apply (induct n, simp)
    35 apply (simp del: setsum_op_ivl_Suc)
    36 apply (subst setsum_op_ivl_Suc)
    37 apply (subst lemma_realpow_diff_sumr)
    38 apply (simp add: right_distrib del: setsum_op_ivl_Suc)
    39 apply (subst mult_left_commute [of "x - y"])
    40 apply (erule subst)
    41 apply (simp add: algebra_simps)
    42 done
    43 
    44 lemma lemma_realpow_rev_sumr:
    45      "(\<Sum>p=0..<Suc n. (x ^ p) * (y ^ (n - p))) =
    46       (\<Sum>p=0..<Suc n. (x ^ (n - p)) * (y ^ p))"
    47 apply (rule setsum_reindex_cong [where f="\<lambda>i. n - i"])
    48 apply (rule inj_onI, simp)
    49 apply auto
    50 apply (rule_tac x="n - x" in image_eqI, simp, simp)
    51 done
    52 
    53 text{*Power series has a `circle` of convergence, i.e. if it sums for @{term
    54 x}, then it sums absolutely for @{term z} with @{term "\<bar>z\<bar> < \<bar>x\<bar>"}.*}
    55 
    56 lemma powser_insidea:
    57   fixes x z :: "'a::{real_normed_field,banach}"
    58   assumes 1: "summable (\<lambda>n. f n * x ^ n)"
    59   assumes 2: "norm z < norm x"
    60   shows "summable (\<lambda>n. norm (f n * z ^ n))"
    61 proof -
    62   from 2 have x_neq_0: "x \<noteq> 0" by clarsimp
    63   from 1 have "(\<lambda>n. f n * x ^ n) ----> 0"
    64     by (rule summable_LIMSEQ_zero)
    65   hence "convergent (\<lambda>n. f n * x ^ n)"
    66     by (rule convergentI)
    67   hence "Cauchy (\<lambda>n. f n * x ^ n)"
    68     by (simp add: Cauchy_convergent_iff)
    69   hence "Bseq (\<lambda>n. f n * x ^ n)"
    70     by (rule Cauchy_Bseq)
    71   then obtain K where 3: "0 < K" and 4: "\<forall>n. norm (f n * x ^ n) \<le> K"
    72     by (simp add: Bseq_def, safe)
    73   have "\<exists>N. \<forall>n\<ge>N. norm (norm (f n * z ^ n)) \<le>
    74                    K * norm (z ^ n) * inverse (norm (x ^ n))"
    75   proof (intro exI allI impI)
    76     fix n::nat assume "0 \<le> n"
    77     have "norm (norm (f n * z ^ n)) * norm (x ^ n) =
    78           norm (f n * x ^ n) * norm (z ^ n)"
    79       by (simp add: norm_mult abs_mult)
    80     also have "\<dots> \<le> K * norm (z ^ n)"
    81       by (simp only: mult_right_mono 4 norm_ge_zero)
    82     also have "\<dots> = K * norm (z ^ n) * (inverse (norm (x ^ n)) * norm (x ^ n))"
    83       by (simp add: x_neq_0)
    84     also have "\<dots> = K * norm (z ^ n) * inverse (norm (x ^ n)) * norm (x ^ n)"
    85       by (simp only: mult_assoc)
    86     finally show "norm (norm (f n * z ^ n)) \<le>
    87                   K * norm (z ^ n) * inverse (norm (x ^ n))"
    88       by (simp add: mult_le_cancel_right x_neq_0)
    89   qed
    90   moreover have "summable (\<lambda>n. K * norm (z ^ n) * inverse (norm (x ^ n)))"
    91   proof -
    92     from 2 have "norm (norm (z * inverse x)) < 1"
    93       using x_neq_0
    94       by (simp add: nonzero_norm_divide divide_inverse [symmetric])
    95     hence "summable (\<lambda>n. norm (z * inverse x) ^ n)"
    96       by (rule summable_geometric)
    97     hence "summable (\<lambda>n. K * norm (z * inverse x) ^ n)"
    98       by (rule summable_mult)
    99     thus "summable (\<lambda>n. K * norm (z ^ n) * inverse (norm (x ^ n)))"
   100       using x_neq_0
   101       by (simp add: norm_mult nonzero_norm_inverse power_mult_distrib
   102                     power_inverse norm_power mult_assoc)
   103   qed
   104   ultimately show "summable (\<lambda>n. norm (f n * z ^ n))"
   105     by (rule summable_comparison_test)
   106 qed
   107 
   108 lemma powser_inside:
   109   fixes f :: "nat \<Rightarrow> 'a::{real_normed_field,banach}" shows
   110      "[| summable (%n. f(n) * (x ^ n)); norm z < norm x |]
   111       ==> summable (%n. f(n) * (z ^ n))"
   112 by (rule powser_insidea [THEN summable_norm_cancel])
   113 
   114 lemma sum_split_even_odd: fixes f :: "nat \<Rightarrow> real" shows
   115   "(\<Sum> i = 0 ..< 2 * n. if even i then f i else g i) =
   116    (\<Sum> i = 0 ..< n. f (2 * i)) + (\<Sum> i = 0 ..< n. g (2 * i + 1))"
   117 proof (induct n)
   118   case (Suc n)
   119   have "(\<Sum> i = 0 ..< 2 * Suc n. if even i then f i else g i) =
   120         (\<Sum> i = 0 ..< n. f (2 * i)) + (\<Sum> i = 0 ..< n. g (2 * i + 1)) + (f (2 * n) + g (2 * n + 1))"
   121     using Suc.hyps unfolding One_nat_def by auto
   122   also have "\<dots> = (\<Sum> i = 0 ..< Suc n. f (2 * i)) + (\<Sum> i = 0 ..< Suc n. g (2 * i + 1))" by auto
   123   finally show ?case .
   124 qed auto
   125 
   126 lemma sums_if': fixes g :: "nat \<Rightarrow> real" assumes "g sums x"
   127   shows "(\<lambda> n. if even n then 0 else g ((n - 1) div 2)) sums x"
   128   unfolding sums_def
   129 proof (rule LIMSEQ_I)
   130   fix r :: real assume "0 < r"
   131   from `g sums x`[unfolded sums_def, THEN LIMSEQ_D, OF this]
   132   obtain no where no_eq: "\<And> n. n \<ge> no \<Longrightarrow> (norm (setsum g { 0..<n } - x) < r)" by blast
   133 
   134   let ?SUM = "\<lambda> m. \<Sum> i = 0 ..< m. if even i then 0 else g ((i - 1) div 2)"
   135   { fix m assume "m \<ge> 2 * no" hence "m div 2 \<ge> no" by auto
   136     have sum_eq: "?SUM (2 * (m div 2)) = setsum g { 0 ..< m div 2 }"
   137       using sum_split_even_odd by auto
   138     hence "(norm (?SUM (2 * (m div 2)) - x) < r)" using no_eq unfolding sum_eq using `m div 2 \<ge> no` by auto
   139     moreover
   140     have "?SUM (2 * (m div 2)) = ?SUM m"
   141     proof (cases "even m")
   142       case True show ?thesis unfolding even_nat_div_two_times_two[OF True, unfolded numeral_2_eq_2[symmetric]] ..
   143     next
   144       case False hence "even (Suc m)" by auto
   145       from even_nat_div_two_times_two[OF this, unfolded numeral_2_eq_2[symmetric]] odd_nat_plus_one_div_two[OF False, unfolded numeral_2_eq_2[symmetric]]
   146       have eq: "Suc (2 * (m div 2)) = m" by auto
   147       hence "even (2 * (m div 2))" using `odd m` by auto
   148       have "?SUM m = ?SUM (Suc (2 * (m div 2)))" unfolding eq ..
   149       also have "\<dots> = ?SUM (2 * (m div 2))" using `even (2 * (m div 2))` by auto
   150       finally show ?thesis by auto
   151     qed
   152     ultimately have "(norm (?SUM m - x) < r)" by auto
   153   }
   154   thus "\<exists> no. \<forall> m \<ge> no. norm (?SUM m - x) < r" by blast
   155 qed
   156 
   157 lemma sums_if: fixes g :: "nat \<Rightarrow> real" assumes "g sums x" and "f sums y"
   158   shows "(\<lambda> n. if even n then f (n div 2) else g ((n - 1) div 2)) sums (x + y)"
   159 proof -
   160   let ?s = "\<lambda> n. if even n then 0 else f ((n - 1) div 2)"
   161   { fix B T E have "(if B then (0 :: real) else E) + (if B then T else 0) = (if B then T else E)"
   162       by (cases B) auto } note if_sum = this
   163   have g_sums: "(\<lambda> n. if even n then 0 else g ((n - 1) div 2)) sums x" using sums_if'[OF `g sums x`] .
   164   {
   165     have "?s 0 = 0" by auto
   166     have Suc_m1: "\<And> n. Suc n - 1 = n" by auto
   167     have if_eq: "\<And>B T E. (if \<not> B then T else E) = (if B then E else T)" by auto
   168 
   169     have "?s sums y" using sums_if'[OF `f sums y`] .
   170     from this[unfolded sums_def, THEN LIMSEQ_Suc]
   171     have "(\<lambda> n. if even n then f (n div 2) else 0) sums y"
   172       unfolding sums_def setsum_shift_lb_Suc0_0_upt[where f="?s", OF `?s 0 = 0`, symmetric]
   173                 image_Suc_atLeastLessThan[symmetric] setsum_reindex[OF inj_Suc, unfolded comp_def]
   174                 even_Suc Suc_m1 if_eq .
   175   } from sums_add[OF g_sums this]
   176   show ?thesis unfolding if_sum .
   177 qed
   178 
   179 subsection {* Alternating series test / Leibniz formula *}
   180 
   181 lemma sums_alternating_upper_lower:
   182   fixes a :: "nat \<Rightarrow> real"
   183   assumes mono: "\<And>n. a (Suc n) \<le> a n" and a_pos: "\<And>n. 0 \<le> a n" and "a ----> 0"
   184   shows "\<exists>l. ((\<forall>n. (\<Sum>i=0..<2*n. -1^i*a i) \<le> l) \<and> (\<lambda> n. \<Sum>i=0..<2*n. -1^i*a i) ----> l) \<and>
   185              ((\<forall>n. l \<le> (\<Sum>i=0..<2*n + 1. -1^i*a i)) \<and> (\<lambda> n. \<Sum>i=0..<2*n + 1. -1^i*a i) ----> l)"
   186   (is "\<exists>l. ((\<forall>n. ?f n \<le> l) \<and> _) \<and> ((\<forall>n. l \<le> ?g n) \<and> _)")
   187 proof -
   188   have fg_diff: "\<And>n. ?f n - ?g n = - a (2 * n)" unfolding One_nat_def by auto
   189 
   190   have "\<forall> n. ?f n \<le> ?f (Suc n)"
   191   proof fix n show "?f n \<le> ?f (Suc n)" using mono[of "2*n"] by auto qed
   192   moreover
   193   have "\<forall> n. ?g (Suc n) \<le> ?g n"
   194   proof fix n show "?g (Suc n) \<le> ?g n" using mono[of "Suc (2*n)"]
   195     unfolding One_nat_def by auto qed
   196   moreover
   197   have "\<forall> n. ?f n \<le> ?g n"
   198   proof fix n show "?f n \<le> ?g n" using fg_diff a_pos
   199     unfolding One_nat_def by auto qed
   200   moreover
   201   have "(\<lambda> n. ?f n - ?g n) ----> 0" unfolding fg_diff
   202   proof (rule LIMSEQ_I)
   203     fix r :: real assume "0 < r"
   204     with `a ----> 0`[THEN LIMSEQ_D]
   205     obtain N where "\<And> n. n \<ge> N \<Longrightarrow> norm (a n - 0) < r" by auto
   206     hence "\<forall> n \<ge> N. norm (- a (2 * n) - 0) < r" by auto
   207     thus "\<exists> N. \<forall> n \<ge> N. norm (- a (2 * n) - 0) < r" by auto
   208   qed
   209   ultimately
   210   show ?thesis by (rule lemma_nest_unique)
   211 qed
   212 
   213 lemma summable_Leibniz': fixes a :: "nat \<Rightarrow> real"
   214   assumes a_zero: "a ----> 0" and a_pos: "\<And> n. 0 \<le> a n"
   215   and a_monotone: "\<And> n. a (Suc n) \<le> a n"
   216   shows summable: "summable (\<lambda> n. (-1)^n * a n)"
   217   and "\<And>n. (\<Sum>i=0..<2*n. (-1)^i*a i) \<le> (\<Sum>i. (-1)^i*a i)"
   218   and "(\<lambda>n. \<Sum>i=0..<2*n. (-1)^i*a i) ----> (\<Sum>i. (-1)^i*a i)"
   219   and "\<And>n. (\<Sum>i. (-1)^i*a i) \<le> (\<Sum>i=0..<2*n+1. (-1)^i*a i)"
   220   and "(\<lambda>n. \<Sum>i=0..<2*n+1. (-1)^i*a i) ----> (\<Sum>i. (-1)^i*a i)"
   221 proof -
   222   let "?S n" = "(-1)^n * a n"
   223   let "?P n" = "\<Sum>i=0..<n. ?S i"
   224   let "?f n" = "?P (2 * n)"
   225   let "?g n" = "?P (2 * n + 1)"
   226   obtain l :: real where below_l: "\<forall> n. ?f n \<le> l" and "?f ----> l" and above_l: "\<forall> n. l \<le> ?g n" and "?g ----> l"
   227     using sums_alternating_upper_lower[OF a_monotone a_pos a_zero] by blast
   228 
   229   let ?Sa = "\<lambda> m. \<Sum> n = 0..<m. ?S n"
   230   have "?Sa ----> l"
   231   proof (rule LIMSEQ_I)
   232     fix r :: real assume "0 < r"
   233 
   234     with `?f ----> l`[THEN LIMSEQ_D]
   235     obtain f_no where f: "\<And> n. n \<ge> f_no \<Longrightarrow> norm (?f n - l) < r" by auto
   236 
   237     from `0 < r` `?g ----> l`[THEN LIMSEQ_D]
   238     obtain g_no where g: "\<And> n. n \<ge> g_no \<Longrightarrow> norm (?g n - l) < r" by auto
   239 
   240     { fix n :: nat
   241       assume "n \<ge> (max (2 * f_no) (2 * g_no))" hence "n \<ge> 2 * f_no" and "n \<ge> 2 * g_no" by auto
   242       have "norm (?Sa n - l) < r"
   243       proof (cases "even n")
   244         case True from even_nat_div_two_times_two[OF this]
   245         have n_eq: "2 * (n div 2) = n" unfolding numeral_2_eq_2[symmetric] by auto
   246         with `n \<ge> 2 * f_no` have "n div 2 \<ge> f_no" by auto
   247         from f[OF this]
   248         show ?thesis unfolding n_eq atLeastLessThanSuc_atLeastAtMost .
   249       next
   250         case False hence "even (n - 1)" by simp
   251         from even_nat_div_two_times_two[OF this]
   252         have n_eq: "2 * ((n - 1) div 2) = n - 1" unfolding numeral_2_eq_2[symmetric] by auto
   253         hence range_eq: "n - 1 + 1 = n" using odd_pos[OF False] by auto
   254 
   255         from n_eq `n \<ge> 2 * g_no` have "(n - 1) div 2 \<ge> g_no" by auto
   256         from g[OF this]
   257         show ?thesis unfolding n_eq atLeastLessThanSuc_atLeastAtMost range_eq .
   258       qed
   259     }
   260     thus "\<exists> no. \<forall> n \<ge> no. norm (?Sa n - l) < r" by blast
   261   qed
   262   hence sums_l: "(\<lambda>i. (-1)^i * a i) sums l" unfolding sums_def atLeastLessThanSuc_atLeastAtMost[symmetric] .
   263   thus "summable ?S" using summable_def by auto
   264 
   265   have "l = suminf ?S" using sums_unique[OF sums_l] .
   266 
   267   { fix n show "suminf ?S \<le> ?g n" unfolding sums_unique[OF sums_l, symmetric] using above_l by auto }
   268   { fix n show "?f n \<le> suminf ?S" unfolding sums_unique[OF sums_l, symmetric] using below_l by auto }
   269   show "?g ----> suminf ?S" using `?g ----> l` `l = suminf ?S` by auto
   270   show "?f ----> suminf ?S" using `?f ----> l` `l = suminf ?S` by auto
   271 qed
   272 
   273 theorem summable_Leibniz: fixes a :: "nat \<Rightarrow> real"
   274   assumes a_zero: "a ----> 0" and "monoseq a"
   275   shows "summable (\<lambda> n. (-1)^n * a n)" (is "?summable")
   276   and "0 < a 0 \<longrightarrow> (\<forall>n. (\<Sum>i. -1^i*a i) \<in> { \<Sum>i=0..<2*n. -1^i * a i .. \<Sum>i=0..<2*n+1. -1^i * a i})" (is "?pos")
   277   and "a 0 < 0 \<longrightarrow> (\<forall>n. (\<Sum>i. -1^i*a i) \<in> { \<Sum>i=0..<2*n+1. -1^i * a i .. \<Sum>i=0..<2*n. -1^i * a i})" (is "?neg")
   278   and "(\<lambda>n. \<Sum>i=0..<2*n. -1^i*a i) ----> (\<Sum>i. -1^i*a i)" (is "?f")
   279   and "(\<lambda>n. \<Sum>i=0..<2*n+1. -1^i*a i) ----> (\<Sum>i. -1^i*a i)" (is "?g")
   280 proof -
   281   have "?summable \<and> ?pos \<and> ?neg \<and> ?f \<and> ?g"
   282   proof (cases "(\<forall> n. 0 \<le> a n) \<and> (\<forall>m. \<forall>n\<ge>m. a n \<le> a m)")
   283     case True
   284     hence ord: "\<And>n m. m \<le> n \<Longrightarrow> a n \<le> a m" and ge0: "\<And> n. 0 \<le> a n" by auto
   285     { fix n have "a (Suc n) \<le> a n" using ord[where n="Suc n" and m=n] by auto }
   286     note leibniz = summable_Leibniz'[OF `a ----> 0` ge0] and mono = this
   287     from leibniz[OF mono]
   288     show ?thesis using `0 \<le> a 0` by auto
   289   next
   290     let ?a = "\<lambda> n. - a n"
   291     case False
   292     with monoseq_le[OF `monoseq a` `a ----> 0`]
   293     have "(\<forall> n. a n \<le> 0) \<and> (\<forall>m. \<forall>n\<ge>m. a m \<le> a n)" by auto
   294     hence ord: "\<And>n m. m \<le> n \<Longrightarrow> ?a n \<le> ?a m" and ge0: "\<And> n. 0 \<le> ?a n" by auto
   295     { fix n have "?a (Suc n) \<le> ?a n" using ord[where n="Suc n" and m=n] by auto }
   296     note monotone = this
   297     note leibniz = summable_Leibniz'[OF _ ge0, of "\<lambda>x. x", OF LIMSEQ_minus[OF `a ----> 0`, unfolded minus_zero] monotone]
   298     have "summable (\<lambda> n. (-1)^n * ?a n)" using leibniz(1) by auto
   299     then obtain l where "(\<lambda> n. (-1)^n * ?a n) sums l" unfolding summable_def by auto
   300     from this[THEN sums_minus]
   301     have "(\<lambda> n. (-1)^n * a n) sums -l" by auto
   302     hence ?summable unfolding summable_def by auto
   303     moreover
   304     have "\<And> a b :: real. \<bar> - a - - b \<bar> = \<bar>a - b\<bar>" unfolding minus_diff_minus by auto
   305 
   306     from suminf_minus[OF leibniz(1), unfolded mult_minus_right minus_minus]
   307     have move_minus: "(\<Sum>n. - (-1 ^ n * a n)) = - (\<Sum>n. -1 ^ n * a n)" by auto
   308 
   309     have ?pos using `0 \<le> ?a 0` by auto
   310     moreover have ?neg using leibniz(2,4) unfolding mult_minus_right setsum_negf move_minus neg_le_iff_le by auto
   311     moreover have ?f and ?g using leibniz(3,5)[unfolded mult_minus_right setsum_negf move_minus, THEN LIMSEQ_minus_cancel] by auto
   312     ultimately show ?thesis by auto
   313   qed
   314   from this[THEN conjunct1] this[THEN conjunct2, THEN conjunct1] this[THEN conjunct2, THEN conjunct2, THEN conjunct1] this[THEN conjunct2, THEN conjunct2, THEN conjunct2, THEN conjunct1]
   315        this[THEN conjunct2, THEN conjunct2, THEN conjunct2, THEN conjunct2]
   316   show ?summable and ?pos and ?neg and ?f and ?g .
   317 qed
   318 
   319 subsection {* Term-by-Term Differentiability of Power Series *}
   320 
   321 definition
   322   diffs :: "(nat => 'a::ring_1) => nat => 'a" where
   323   "diffs c = (%n. of_nat (Suc n) * c(Suc n))"
   324 
   325 text{*Lemma about distributing negation over it*}
   326 lemma diffs_minus: "diffs (%n. - c n) = (%n. - diffs c n)"
   327 by (simp add: diffs_def)
   328 
   329 lemma sums_Suc_imp:
   330   assumes f: "f 0 = 0"
   331   shows "(\<lambda>n. f (Suc n)) sums s \<Longrightarrow> (\<lambda>n. f n) sums s"
   332 unfolding sums_def
   333 apply (rule LIMSEQ_imp_Suc)
   334 apply (subst setsum_shift_lb_Suc0_0_upt [where f=f, OF f, symmetric])
   335 apply (simp only: setsum_shift_bounds_Suc_ivl)
   336 done
   337 
   338 lemma diffs_equiv:
   339   fixes x :: "'a::{real_normed_vector, ring_1}"
   340   shows "summable (%n. (diffs c)(n) * (x ^ n)) ==>
   341       (%n. of_nat n * c(n) * (x ^ (n - Suc 0))) sums
   342          (\<Sum>n. (diffs c)(n) * (x ^ n))"
   343 unfolding diffs_def
   344 apply (drule summable_sums)
   345 apply (rule sums_Suc_imp, simp_all)
   346 done
   347 
   348 lemma lemma_termdiff1:
   349   fixes z :: "'a :: {monoid_mult,comm_ring}" shows
   350   "(\<Sum>p=0..<m. (((z + h) ^ (m - p)) * (z ^ p)) - (z ^ m)) =
   351    (\<Sum>p=0..<m. (z ^ p) * (((z + h) ^ (m - p)) - (z ^ (m - p))))"
   352 by(auto simp add: algebra_simps power_add [symmetric])
   353 
   354 lemma sumr_diff_mult_const2:
   355   "setsum f {0..<n} - of_nat n * (r::'a::ring_1) = (\<Sum>i = 0..<n. f i - r)"
   356 by (simp add: setsum_subtractf)
   357 
   358 lemma lemma_termdiff2:
   359   fixes h :: "'a :: {field}"
   360   assumes h: "h \<noteq> 0" shows
   361   "((z + h) ^ n - z ^ n) / h - of_nat n * z ^ (n - Suc 0) =
   362    h * (\<Sum>p=0..< n - Suc 0. \<Sum>q=0..< n - Suc 0 - p.
   363         (z + h) ^ q * z ^ (n - 2 - q))" (is "?lhs = ?rhs")
   364 apply (subgoal_tac "h * ?lhs = h * ?rhs", simp add: h)
   365 apply (simp add: right_diff_distrib diff_divide_distrib h)
   366 apply (simp add: mult_assoc [symmetric])
   367 apply (cases "n", simp)
   368 apply (simp add: lemma_realpow_diff_sumr2 h
   369                  right_diff_distrib [symmetric] mult_assoc
   370             del: power_Suc setsum_op_ivl_Suc of_nat_Suc)
   371 apply (subst lemma_realpow_rev_sumr)
   372 apply (subst sumr_diff_mult_const2)
   373 apply simp
   374 apply (simp only: lemma_termdiff1 setsum_right_distrib)
   375 apply (rule setsum_cong [OF refl])
   376 apply (simp add: diff_minus [symmetric] less_iff_Suc_add)
   377 apply (clarify)
   378 apply (simp add: setsum_right_distrib lemma_realpow_diff_sumr2 mult_ac
   379             del: setsum_op_ivl_Suc power_Suc)
   380 apply (subst mult_assoc [symmetric], subst power_add [symmetric])
   381 apply (simp add: mult_ac)
   382 done
   383 
   384 lemma real_setsum_nat_ivl_bounded2:
   385   fixes K :: "'a::linordered_semidom"
   386   assumes f: "\<And>p::nat. p < n \<Longrightarrow> f p \<le> K"
   387   assumes K: "0 \<le> K"
   388   shows "setsum f {0..<n-k} \<le> of_nat n * K"
   389 apply (rule order_trans [OF setsum_mono])
   390 apply (rule f, simp)
   391 apply (simp add: mult_right_mono K)
   392 done
   393 
   394 lemma lemma_termdiff3:
   395   fixes h z :: "'a::{real_normed_field}"
   396   assumes 1: "h \<noteq> 0"
   397   assumes 2: "norm z \<le> K"
   398   assumes 3: "norm (z + h) \<le> K"
   399   shows "norm (((z + h) ^ n - z ^ n) / h - of_nat n * z ^ (n - Suc 0))
   400           \<le> of_nat n * of_nat (n - Suc 0) * K ^ (n - 2) * norm h"
   401 proof -
   402   have "norm (((z + h) ^ n - z ^ n) / h - of_nat n * z ^ (n - Suc 0)) =
   403         norm (\<Sum>p = 0..<n - Suc 0. \<Sum>q = 0..<n - Suc 0 - p.
   404           (z + h) ^ q * z ^ (n - 2 - q)) * norm h"
   405     apply (subst lemma_termdiff2 [OF 1])
   406     apply (subst norm_mult)
   407     apply (rule mult_commute)
   408     done
   409   also have "\<dots> \<le> of_nat n * (of_nat (n - Suc 0) * K ^ (n - 2)) * norm h"
   410   proof (rule mult_right_mono [OF _ norm_ge_zero])
   411     from norm_ge_zero 2 have K: "0 \<le> K" by (rule order_trans)
   412     have le_Kn: "\<And>i j n. i + j = n \<Longrightarrow> norm ((z + h) ^ i * z ^ j) \<le> K ^ n"
   413       apply (erule subst)
   414       apply (simp only: norm_mult norm_power power_add)
   415       apply (intro mult_mono power_mono 2 3 norm_ge_zero zero_le_power K)
   416       done
   417     show "norm (\<Sum>p = 0..<n - Suc 0. \<Sum>q = 0..<n - Suc 0 - p.
   418               (z + h) ^ q * z ^ (n - 2 - q))
   419           \<le> of_nat n * (of_nat (n - Suc 0) * K ^ (n - 2))"
   420       apply (intro
   421          order_trans [OF norm_setsum]
   422          real_setsum_nat_ivl_bounded2
   423          mult_nonneg_nonneg
   424          zero_le_imp_of_nat
   425          zero_le_power K)
   426       apply (rule le_Kn, simp)
   427       done
   428   qed
   429   also have "\<dots> = of_nat n * of_nat (n - Suc 0) * K ^ (n - 2) * norm h"
   430     by (simp only: mult_assoc)
   431   finally show ?thesis .
   432 qed
   433 
   434 lemma lemma_termdiff4:
   435   fixes f :: "'a::{real_normed_field} \<Rightarrow>
   436               'b::real_normed_vector"
   437   assumes k: "0 < (k::real)"
   438   assumes le: "\<And>h. \<lbrakk>h \<noteq> 0; norm h < k\<rbrakk> \<Longrightarrow> norm (f h) \<le> K * norm h"
   439   shows "f -- 0 --> 0"
   440 unfolding LIM_eq diff_0_right
   441 proof (safe)
   442   let ?h = "of_real (k / 2)::'a"
   443   have "?h \<noteq> 0" and "norm ?h < k" using k by simp_all
   444   hence "norm (f ?h) \<le> K * norm ?h" by (rule le)
   445   hence "0 \<le> K * norm ?h" by (rule order_trans [OF norm_ge_zero])
   446   hence zero_le_K: "0 \<le> K" using k by (simp add: zero_le_mult_iff)
   447 
   448   fix r::real assume r: "0 < r"
   449   show "\<exists>s. 0 < s \<and> (\<forall>x. x \<noteq> 0 \<and> norm x < s \<longrightarrow> norm (f x) < r)"
   450   proof (cases)
   451     assume "K = 0"
   452     with k r le have "0 < k \<and> (\<forall>x. x \<noteq> 0 \<and> norm x < k \<longrightarrow> norm (f x) < r)"
   453       by simp
   454     thus "\<exists>s. 0 < s \<and> (\<forall>x. x \<noteq> 0 \<and> norm x < s \<longrightarrow> norm (f x) < r)" ..
   455   next
   456     assume K_neq_zero: "K \<noteq> 0"
   457     with zero_le_K have K: "0 < K" by simp
   458     show "\<exists>s. 0 < s \<and> (\<forall>x. x \<noteq> 0 \<and> norm x < s \<longrightarrow> norm (f x) < r)"
   459     proof (rule exI, safe)
   460       from k r K show "0 < min k (r * inverse K / 2)"
   461         by (simp add: mult_pos_pos positive_imp_inverse_positive)
   462     next
   463       fix x::'a
   464       assume x1: "x \<noteq> 0" and x2: "norm x < min k (r * inverse K / 2)"
   465       from x2 have x3: "norm x < k" and x4: "norm x < r * inverse K / 2"
   466         by simp_all
   467       from x1 x3 le have "norm (f x) \<le> K * norm x" by simp
   468       also from x4 K have "K * norm x < K * (r * inverse K / 2)"
   469         by (rule mult_strict_left_mono)
   470       also have "\<dots> = r / 2"
   471         using K_neq_zero by simp
   472       also have "r / 2 < r"
   473         using r by simp
   474       finally show "norm (f x) < r" .
   475     qed
   476   qed
   477 qed
   478 
   479 lemma lemma_termdiff5:
   480   fixes g :: "'a::{real_normed_field} \<Rightarrow>
   481               nat \<Rightarrow> 'b::banach"
   482   assumes k: "0 < (k::real)"
   483   assumes f: "summable f"
   484   assumes le: "\<And>h n. \<lbrakk>h \<noteq> 0; norm h < k\<rbrakk> \<Longrightarrow> norm (g h n) \<le> f n * norm h"
   485   shows "(\<lambda>h. suminf (g h)) -- 0 --> 0"
   486 proof (rule lemma_termdiff4 [OF k])
   487   fix h::'a assume "h \<noteq> 0" and "norm h < k"
   488   hence A: "\<forall>n. norm (g h n) \<le> f n * norm h"
   489     by (simp add: le)
   490   hence "\<exists>N. \<forall>n\<ge>N. norm (norm (g h n)) \<le> f n * norm h"
   491     by simp
   492   moreover from f have B: "summable (\<lambda>n. f n * norm h)"
   493     by (rule summable_mult2)
   494   ultimately have C: "summable (\<lambda>n. norm (g h n))"
   495     by (rule summable_comparison_test)
   496   hence "norm (suminf (g h)) \<le> (\<Sum>n. norm (g h n))"
   497     by (rule summable_norm)
   498   also from A C B have "(\<Sum>n. norm (g h n)) \<le> (\<Sum>n. f n * norm h)"
   499     by (rule summable_le)
   500   also from f have "(\<Sum>n. f n * norm h) = suminf f * norm h"
   501     by (rule suminf_mult2 [symmetric])
   502   finally show "norm (suminf (g h)) \<le> suminf f * norm h" .
   503 qed
   504 
   505 
   506 text{* FIXME: Long proofs*}
   507 
   508 lemma termdiffs_aux:
   509   fixes x :: "'a::{real_normed_field,banach}"
   510   assumes 1: "summable (\<lambda>n. diffs (diffs c) n * K ^ n)"
   511   assumes 2: "norm x < norm K"
   512   shows "(\<lambda>h. \<Sum>n. c n * (((x + h) ^ n - x ^ n) / h
   513              - of_nat n * x ^ (n - Suc 0))) -- 0 --> 0"
   514 proof -
   515   from dense [OF 2]
   516   obtain r where r1: "norm x < r" and r2: "r < norm K" by fast
   517   from norm_ge_zero r1 have r: "0 < r"
   518     by (rule order_le_less_trans)
   519   hence r_neq_0: "r \<noteq> 0" by simp
   520   show ?thesis
   521   proof (rule lemma_termdiff5)
   522     show "0 < r - norm x" using r1 by simp
   523   next
   524     from r r2 have "norm (of_real r::'a) < norm K"
   525       by simp
   526     with 1 have "summable (\<lambda>n. norm (diffs (diffs c) n * (of_real r ^ n)))"
   527       by (rule powser_insidea)
   528     hence "summable (\<lambda>n. diffs (diffs (\<lambda>n. norm (c n))) n * r ^ n)"
   529       using r
   530       by (simp add: diffs_def norm_mult norm_power del: of_nat_Suc)
   531     hence "summable (\<lambda>n. of_nat n * diffs (\<lambda>n. norm (c n)) n * r ^ (n - Suc 0))"
   532       by (rule diffs_equiv [THEN sums_summable])
   533     also have "(\<lambda>n. of_nat n * diffs (\<lambda>n. norm (c n)) n * r ^ (n - Suc 0))
   534       = (\<lambda>n. diffs (%m. of_nat (m - Suc 0) * norm (c m) * inverse r) n * (r ^ n))"
   535       apply (rule ext)
   536       apply (simp add: diffs_def)
   537       apply (case_tac n, simp_all add: r_neq_0)
   538       done
   539     finally have "summable
   540       (\<lambda>n. of_nat n * (of_nat (n - Suc 0) * norm (c n) * inverse r) * r ^ (n - Suc 0))"
   541       by (rule diffs_equiv [THEN sums_summable])
   542     also have
   543       "(\<lambda>n. of_nat n * (of_nat (n - Suc 0) * norm (c n) * inverse r) *
   544            r ^ (n - Suc 0)) =
   545        (\<lambda>n. norm (c n) * of_nat n * of_nat (n - Suc 0) * r ^ (n - 2))"
   546       apply (rule ext)
   547       apply (case_tac "n", simp)
   548       apply (case_tac "nat", simp)
   549       apply (simp add: r_neq_0)
   550       done
   551     finally show
   552       "summable (\<lambda>n. norm (c n) * of_nat n * of_nat (n - Suc 0) * r ^ (n - 2))" .
   553   next
   554     fix h::'a and n::nat
   555     assume h: "h \<noteq> 0"
   556     assume "norm h < r - norm x"
   557     hence "norm x + norm h < r" by simp
   558     with norm_triangle_ineq have xh: "norm (x + h) < r"
   559       by (rule order_le_less_trans)
   560     show "norm (c n * (((x + h) ^ n - x ^ n) / h - of_nat n * x ^ (n - Suc 0)))
   561           \<le> norm (c n) * of_nat n * of_nat (n - Suc 0) * r ^ (n - 2) * norm h"
   562       apply (simp only: norm_mult mult_assoc)
   563       apply (rule mult_left_mono [OF _ norm_ge_zero])
   564       apply (simp (no_asm) add: mult_assoc [symmetric])
   565       apply (rule lemma_termdiff3)
   566       apply (rule h)
   567       apply (rule r1 [THEN order_less_imp_le])
   568       apply (rule xh [THEN order_less_imp_le])
   569       done
   570   qed
   571 qed
   572 
   573 lemma termdiffs:
   574   fixes K x :: "'a::{real_normed_field,banach}"
   575   assumes 1: "summable (\<lambda>n. c n * K ^ n)"
   576   assumes 2: "summable (\<lambda>n. (diffs c) n * K ^ n)"
   577   assumes 3: "summable (\<lambda>n. (diffs (diffs c)) n * K ^ n)"
   578   assumes 4: "norm x < norm K"
   579   shows "DERIV (\<lambda>x. \<Sum>n. c n * x ^ n) x :> (\<Sum>n. (diffs c) n * x ^ n)"
   580 unfolding deriv_def
   581 proof (rule LIM_zero_cancel)
   582   show "(\<lambda>h. (suminf (\<lambda>n. c n * (x + h) ^ n) - suminf (\<lambda>n. c n * x ^ n)) / h
   583             - suminf (\<lambda>n. diffs c n * x ^ n)) -- 0 --> 0"
   584   proof (rule LIM_equal2)
   585     show "0 < norm K - norm x" using 4 by (simp add: less_diff_eq)
   586   next
   587     fix h :: 'a
   588     assume "h \<noteq> 0"
   589     assume "norm (h - 0) < norm K - norm x"
   590     hence "norm x + norm h < norm K" by simp
   591     hence 5: "norm (x + h) < norm K"
   592       by (rule norm_triangle_ineq [THEN order_le_less_trans])
   593     have A: "summable (\<lambda>n. c n * x ^ n)"
   594       by (rule powser_inside [OF 1 4])
   595     have B: "summable (\<lambda>n. c n * (x + h) ^ n)"
   596       by (rule powser_inside [OF 1 5])
   597     have C: "summable (\<lambda>n. diffs c n * x ^ n)"
   598       by (rule powser_inside [OF 2 4])
   599     show "((\<Sum>n. c n * (x + h) ^ n) - (\<Sum>n. c n * x ^ n)) / h
   600              - (\<Sum>n. diffs c n * x ^ n) =
   601           (\<Sum>n. c n * (((x + h) ^ n - x ^ n) / h - of_nat n * x ^ (n - Suc 0)))"
   602       apply (subst sums_unique [OF diffs_equiv [OF C]])
   603       apply (subst suminf_diff [OF B A])
   604       apply (subst suminf_divide [symmetric])
   605       apply (rule summable_diff [OF B A])
   606       apply (subst suminf_diff)
   607       apply (rule summable_divide)
   608       apply (rule summable_diff [OF B A])
   609       apply (rule sums_summable [OF diffs_equiv [OF C]])
   610       apply (rule arg_cong [where f="suminf"], rule ext)
   611       apply (simp add: algebra_simps)
   612       done
   613   next
   614     show "(\<lambda>h. \<Sum>n. c n * (((x + h) ^ n - x ^ n) / h -
   615                of_nat n * x ^ (n - Suc 0))) -- 0 --> 0"
   616         by (rule termdiffs_aux [OF 3 4])
   617   qed
   618 qed
   619 
   620 
   621 subsection{* Some properties of factorials *}
   622 
   623 lemma real_of_nat_fact_not_zero [simp]: "real (fact (n::nat)) \<noteq> 0"
   624 by auto
   625 
   626 lemma real_of_nat_fact_gt_zero [simp]: "0 < real(fact (n::nat))"
   627 by auto
   628 
   629 lemma real_of_nat_fact_ge_zero [simp]: "0 \<le> real(fact (n::nat))"
   630 by simp
   631 
   632 lemma inv_real_of_nat_fact_gt_zero [simp]: "0 < inverse (real (fact (n::nat)))"
   633 by (auto simp add: positive_imp_inverse_positive)
   634 
   635 lemma inv_real_of_nat_fact_ge_zero [simp]: "0 \<le> inverse (real (fact (n::nat)))"
   636 by (auto intro: order_less_imp_le)
   637 
   638 subsection {* Derivability of power series *}
   639 
   640 lemma DERIV_series': fixes f :: "real \<Rightarrow> nat \<Rightarrow> real"
   641   assumes DERIV_f: "\<And> n. DERIV (\<lambda> x. f x n) x0 :> (f' x0 n)"
   642   and allf_summable: "\<And> x. x \<in> {a <..< b} \<Longrightarrow> summable (f x)" and x0_in_I: "x0 \<in> {a <..< b}"
   643   and "summable (f' x0)"
   644   and "summable L" and L_def: "\<And> n x y. \<lbrakk> x \<in> { a <..< b} ; y \<in> { a <..< b} \<rbrakk> \<Longrightarrow> \<bar> f x n - f y n \<bar> \<le> L n * \<bar> x - y \<bar>"
   645   shows "DERIV (\<lambda> x. suminf (f x)) x0 :> (suminf (f' x0))"
   646   unfolding deriv_def
   647 proof (rule LIM_I)
   648   fix r :: real assume "0 < r" hence "0 < r/3" by auto
   649 
   650   obtain N_L where N_L: "\<And> n. N_L \<le> n \<Longrightarrow> \<bar> \<Sum> i. L (i + n) \<bar> < r/3"
   651     using suminf_exist_split[OF `0 < r/3` `summable L`] by auto
   652 
   653   obtain N_f' where N_f': "\<And> n. N_f' \<le> n \<Longrightarrow> \<bar> \<Sum> i. f' x0 (i + n) \<bar> < r/3"
   654     using suminf_exist_split[OF `0 < r/3` `summable (f' x0)`] by auto
   655 
   656   let ?N = "Suc (max N_L N_f')"
   657   have "\<bar> \<Sum> i. f' x0 (i + ?N) \<bar> < r/3" (is "?f'_part < r/3") and
   658     L_estimate: "\<bar> \<Sum> i. L (i + ?N) \<bar> < r/3" using N_L[of "?N"] and N_f' [of "?N"] by auto
   659 
   660   let "?diff i x" = "(f (x0 + x) i - f x0 i) / x"
   661 
   662   let ?r = "r / (3 * real ?N)"
   663   have "0 < 3 * real ?N" by auto
   664   from divide_pos_pos[OF `0 < r` this]
   665   have "0 < ?r" .
   666 
   667   let "?s n" = "SOME s. 0 < s \<and> (\<forall> x. x \<noteq> 0 \<and> \<bar> x \<bar> < s \<longrightarrow> \<bar> ?diff n x - f' x0 n \<bar> < ?r)"
   668   def S' \<equiv> "Min (?s ` { 0 ..< ?N })"
   669 
   670   have "0 < S'" unfolding S'_def
   671   proof (rule iffD2[OF Min_gr_iff])
   672     show "\<forall> x \<in> (?s ` { 0 ..< ?N }). 0 < x"
   673     proof (rule ballI)
   674       fix x assume "x \<in> ?s ` {0..<?N}"
   675       then obtain n where "x = ?s n" and "n \<in> {0..<?N}" using image_iff[THEN iffD1] by blast
   676       from DERIV_D[OF DERIV_f[where n=n], THEN LIM_D, OF `0 < ?r`, unfolded real_norm_def]
   677       obtain s where s_bound: "0 < s \<and> (\<forall>x. x \<noteq> 0 \<and> \<bar>x\<bar> < s \<longrightarrow> \<bar>?diff n x - f' x0 n\<bar> < ?r)" by auto
   678       have "0 < ?s n" by (rule someI2[where a=s], auto simp add: s_bound)
   679       thus "0 < x" unfolding `x = ?s n` .
   680     qed
   681   qed auto
   682 
   683   def S \<equiv> "min (min (x0 - a) (b - x0)) S'"
   684   hence "0 < S" and S_a: "S \<le> x0 - a" and S_b: "S \<le> b - x0" and "S \<le> S'" using x0_in_I and `0 < S'`
   685     by auto
   686 
   687   { fix x assume "x \<noteq> 0" and "\<bar> x \<bar> < S"
   688     hence x_in_I: "x0 + x \<in> { a <..< b }" using S_a S_b by auto
   689 
   690     note diff_smbl = summable_diff[OF allf_summable[OF x_in_I] allf_summable[OF x0_in_I]]
   691     note div_smbl = summable_divide[OF diff_smbl]
   692     note all_smbl = summable_diff[OF div_smbl `summable (f' x0)`]
   693     note ign = summable_ignore_initial_segment[where k="?N"]
   694     note diff_shft_smbl = summable_diff[OF ign[OF allf_summable[OF x_in_I]] ign[OF allf_summable[OF x0_in_I]]]
   695     note div_shft_smbl = summable_divide[OF diff_shft_smbl]
   696     note all_shft_smbl = summable_diff[OF div_smbl ign[OF `summable (f' x0)`]]
   697 
   698     { fix n
   699       have "\<bar> ?diff (n + ?N) x \<bar> \<le> L (n + ?N) * \<bar> (x0 + x) - x0 \<bar> / \<bar> x \<bar>"
   700         using divide_right_mono[OF L_def[OF x_in_I x0_in_I] abs_ge_zero] unfolding abs_divide .
   701       hence "\<bar> ( \<bar> ?diff (n + ?N) x \<bar>) \<bar> \<le> L (n + ?N)" using `x \<noteq> 0` by auto
   702     } note L_ge = summable_le2[OF allI[OF this] ign[OF `summable L`]]
   703     from order_trans[OF summable_rabs[OF conjunct1[OF L_ge]] L_ge[THEN conjunct2]]
   704     have "\<bar> \<Sum> i. ?diff (i + ?N) x \<bar> \<le> (\<Sum> i. L (i + ?N))" .
   705     hence "\<bar> \<Sum> i. ?diff (i + ?N) x \<bar> \<le> r / 3" (is "?L_part \<le> r/3") using L_estimate by auto
   706 
   707     have "\<bar>\<Sum>n \<in> { 0 ..< ?N}. ?diff n x - f' x0 n \<bar> \<le> (\<Sum>n \<in> { 0 ..< ?N}. \<bar>?diff n x - f' x0 n \<bar>)" ..
   708     also have "\<dots> < (\<Sum>n \<in> { 0 ..< ?N}. ?r)"
   709     proof (rule setsum_strict_mono)
   710       fix n assume "n \<in> { 0 ..< ?N}"
   711       have "\<bar> x \<bar> < S" using `\<bar> x \<bar> < S` .
   712       also have "S \<le> S'" using `S \<le> S'` .
   713       also have "S' \<le> ?s n" unfolding S'_def
   714       proof (rule Min_le_iff[THEN iffD2])
   715         have "?s n \<in> (?s ` {0..<?N}) \<and> ?s n \<le> ?s n" using `n \<in> { 0 ..< ?N}` by auto
   716         thus "\<exists> a \<in> (?s ` {0..<?N}). a \<le> ?s n" by blast
   717       qed auto
   718       finally have "\<bar> x \<bar> < ?s n" .
   719 
   720       from DERIV_D[OF DERIV_f[where n=n], THEN LIM_D, OF `0 < ?r`, unfolded real_norm_def diff_0_right, unfolded some_eq_ex[symmetric], THEN conjunct2]
   721       have "\<forall>x. x \<noteq> 0 \<and> \<bar>x\<bar> < ?s n \<longrightarrow> \<bar>?diff n x - f' x0 n\<bar> < ?r" .
   722       with `x \<noteq> 0` and `\<bar>x\<bar> < ?s n`
   723       show "\<bar>?diff n x - f' x0 n\<bar> < ?r" by blast
   724     qed auto
   725     also have "\<dots> = of_nat (card {0 ..< ?N}) * ?r" by (rule setsum_constant)
   726     also have "\<dots> = real ?N * ?r" unfolding real_eq_of_nat by auto
   727     also have "\<dots> = r/3" by auto
   728     finally have "\<bar>\<Sum>n \<in> { 0 ..< ?N}. ?diff n x - f' x0 n \<bar> < r / 3" (is "?diff_part < r / 3") .
   729 
   730     from suminf_diff[OF allf_summable[OF x_in_I] allf_summable[OF x0_in_I]]
   731     have "\<bar> (suminf (f (x0 + x)) - (suminf (f x0))) / x - suminf (f' x0) \<bar> =
   732                     \<bar> \<Sum>n. ?diff n x - f' x0 n \<bar>" unfolding suminf_diff[OF div_smbl `summable (f' x0)`, symmetric] using suminf_divide[OF diff_smbl, symmetric] by auto
   733     also have "\<dots> \<le> ?diff_part + \<bar> (\<Sum>n. ?diff (n + ?N) x) - (\<Sum> n. f' x0 (n + ?N)) \<bar>" unfolding suminf_split_initial_segment[OF all_smbl, where k="?N"] unfolding suminf_diff[OF div_shft_smbl ign[OF `summable (f' x0)`]] by (rule abs_triangle_ineq)
   734     also have "\<dots> \<le> ?diff_part + ?L_part + ?f'_part" using abs_triangle_ineq4 by auto
   735     also have "\<dots> < r /3 + r/3 + r/3"
   736       using `?diff_part < r/3` `?L_part \<le> r/3` and `?f'_part < r/3`
   737       by (rule add_strict_mono [OF add_less_le_mono])
   738     finally have "\<bar> (suminf (f (x0 + x)) - (suminf (f x0))) / x - suminf (f' x0) \<bar> < r"
   739       by auto
   740   } thus "\<exists> s > 0. \<forall> x. x \<noteq> 0 \<and> norm (x - 0) < s \<longrightarrow>
   741       norm (((\<Sum>n. f (x0 + x) n) - (\<Sum>n. f x0 n)) / x - (\<Sum>n. f' x0 n)) < r" using `0 < S`
   742     unfolding real_norm_def diff_0_right by blast
   743 qed
   744 
   745 lemma DERIV_power_series': fixes f :: "nat \<Rightarrow> real"
   746   assumes converges: "\<And> x. x \<in> {-R <..< R} \<Longrightarrow> summable (\<lambda> n. f n * real (Suc n) * x^n)"
   747   and x0_in_I: "x0 \<in> {-R <..< R}" and "0 < R"
   748   shows "DERIV (\<lambda> x. (\<Sum> n. f n * x^(Suc n))) x0 :> (\<Sum> n. f n * real (Suc n) * x0^n)"
   749   (is "DERIV (\<lambda> x. (suminf (?f x))) x0 :> (suminf (?f' x0))")
   750 proof -
   751   { fix R' assume "0 < R'" and "R' < R" and "-R' < x0" and "x0 < R'"
   752     hence "x0 \<in> {-R' <..< R'}" and "R' \<in> {-R <..< R}" and "x0 \<in> {-R <..< R}" by auto
   753     have "DERIV (\<lambda> x. (suminf (?f x))) x0 :> (suminf (?f' x0))"
   754     proof (rule DERIV_series')
   755       show "summable (\<lambda> n. \<bar>f n * real (Suc n) * R'^n\<bar>)"
   756       proof -
   757         have "(R' + R) / 2 < R" and "0 < (R' + R) / 2" using `0 < R'` `0 < R` `R' < R` by auto
   758         hence in_Rball: "(R' + R) / 2 \<in> {-R <..< R}" using `R' < R` by auto
   759         have "norm R' < norm ((R' + R) / 2)" using `0 < R'` `0 < R` `R' < R` by auto
   760         from powser_insidea[OF converges[OF in_Rball] this] show ?thesis by auto
   761       qed
   762       { fix n x y assume "x \<in> {-R' <..< R'}" and "y \<in> {-R' <..< R'}"
   763         show "\<bar>?f x n - ?f y n\<bar> \<le> \<bar>f n * real (Suc n) * R'^n\<bar> * \<bar>x-y\<bar>"
   764         proof -
   765           have "\<bar>f n * x ^ (Suc n) - f n * y ^ (Suc n)\<bar> = (\<bar>f n\<bar> * \<bar>x-y\<bar>) * \<bar>\<Sum>p = 0..<Suc n. x ^ p * y ^ (n - p)\<bar>"
   766             unfolding right_diff_distrib[symmetric] lemma_realpow_diff_sumr2 abs_mult by auto
   767           also have "\<dots> \<le> (\<bar>f n\<bar> * \<bar>x-y\<bar>) * (\<bar>real (Suc n)\<bar> * \<bar>R' ^ n\<bar>)"
   768           proof (rule mult_left_mono)
   769             have "\<bar>\<Sum>p = 0..<Suc n. x ^ p * y ^ (n - p)\<bar> \<le> (\<Sum>p = 0..<Suc n. \<bar>x ^ p * y ^ (n - p)\<bar>)" by (rule setsum_abs)
   770             also have "\<dots> \<le> (\<Sum>p = 0..<Suc n. R' ^ n)"
   771             proof (rule setsum_mono)
   772               fix p assume "p \<in> {0..<Suc n}" hence "p \<le> n" by auto
   773               { fix n fix x :: real assume "x \<in> {-R'<..<R'}"
   774                 hence "\<bar>x\<bar> \<le> R'"  by auto
   775                 hence "\<bar>x^n\<bar> \<le> R'^n" unfolding power_abs by (rule power_mono, auto)
   776               } from mult_mono[OF this[OF `x \<in> {-R'<..<R'}`, of p] this[OF `y \<in> {-R'<..<R'}`, of "n-p"]] `0 < R'`
   777               have "\<bar>x^p * y^(n-p)\<bar> \<le> R'^p * R'^(n-p)" unfolding abs_mult by auto
   778               thus "\<bar>x^p * y^(n-p)\<bar> \<le> R'^n" unfolding power_add[symmetric] using `p \<le> n` by auto
   779             qed
   780             also have "\<dots> = real (Suc n) * R' ^ n" unfolding setsum_constant card_atLeastLessThan real_of_nat_def by auto
   781             finally show "\<bar>\<Sum>p = 0..<Suc n. x ^ p * y ^ (n - p)\<bar> \<le> \<bar>real (Suc n)\<bar> * \<bar>R' ^ n\<bar>" unfolding abs_real_of_nat_cancel abs_of_nonneg[OF zero_le_power[OF less_imp_le[OF `0 < R'`]]] .
   782             show "0 \<le> \<bar>f n\<bar> * \<bar>x - y\<bar>" unfolding abs_mult[symmetric] by auto
   783           qed
   784           also have "\<dots> = \<bar>f n * real (Suc n) * R' ^ n\<bar> * \<bar>x - y\<bar>" unfolding abs_mult mult_assoc[symmetric] by algebra
   785           finally show ?thesis .
   786         qed }
   787       { fix n show "DERIV (\<lambda> x. ?f x n) x0 :> (?f' x0 n)"
   788           by (auto intro!: DERIV_intros simp del: power_Suc) }
   789       { fix x assume "x \<in> {-R' <..< R'}" hence "R' \<in> {-R <..< R}" and "norm x < norm R'" using assms `R' < R` by auto
   790         have "summable (\<lambda> n. f n * x^n)"
   791         proof (rule summable_le2[THEN conjunct1, OF _ powser_insidea[OF converges[OF `R' \<in> {-R <..< R}`] `norm x < norm R'`]], rule allI)
   792           fix n
   793           have le: "\<bar>f n\<bar> * 1 \<le> \<bar>f n\<bar> * real (Suc n)" by (rule mult_left_mono, auto)
   794           show "\<bar>f n * x ^ n\<bar> \<le> norm (f n * real (Suc n) * x ^ n)" unfolding real_norm_def abs_mult
   795             by (rule mult_right_mono, auto simp add: le[unfolded mult_1_right])
   796         qed
   797         from this[THEN summable_mult2[where c=x], unfolded mult_assoc, unfolded mult_commute]
   798         show "summable (?f x)" by auto }
   799       show "summable (?f' x0)" using converges[OF `x0 \<in> {-R <..< R}`] .
   800       show "x0 \<in> {-R' <..< R'}" using `x0 \<in> {-R' <..< R'}` .
   801     qed
   802   } note for_subinterval = this
   803   let ?R = "(R + \<bar>x0\<bar>) / 2"
   804   have "\<bar>x0\<bar> < ?R" using assms by auto
   805   hence "- ?R < x0"
   806   proof (cases "x0 < 0")
   807     case True
   808     hence "- x0 < ?R" using `\<bar>x0\<bar> < ?R` by auto
   809     thus ?thesis unfolding neg_less_iff_less[symmetric, of "- x0"] by auto
   810   next
   811     case False
   812     have "- ?R < 0" using assms by auto
   813     also have "\<dots> \<le> x0" using False by auto
   814     finally show ?thesis .
   815   qed
   816   hence "0 < ?R" "?R < R" "- ?R < x0" and "x0 < ?R" using assms by auto
   817   from for_subinterval[OF this]
   818   show ?thesis .
   819 qed
   820 
   821 subsection {* Exponential Function *}
   822 
   823 definition
   824   exp :: "'a \<Rightarrow> 'a::{real_normed_field,banach}" where
   825   "exp x = (\<Sum>n. x ^ n /\<^sub>R real (fact n))"
   826 
   827 lemma summable_exp_generic:
   828   fixes x :: "'a::{real_normed_algebra_1,banach}"
   829   defines S_def: "S \<equiv> \<lambda>n. x ^ n /\<^sub>R real (fact n)"
   830   shows "summable S"
   831 proof -
   832   have S_Suc: "\<And>n. S (Suc n) = (x * S n) /\<^sub>R real (Suc n)"
   833     unfolding S_def by (simp del: mult_Suc)
   834   obtain r :: real where r0: "0 < r" and r1: "r < 1"
   835     using dense [OF zero_less_one] by fast
   836   obtain N :: nat where N: "norm x < real N * r"
   837     using reals_Archimedean3 [OF r0] by fast
   838   from r1 show ?thesis
   839   proof (rule ratio_test [rule_format])
   840     fix n :: nat
   841     assume n: "N \<le> n"
   842     have "norm x \<le> real N * r"
   843       using N by (rule order_less_imp_le)
   844     also have "real N * r \<le> real (Suc n) * r"
   845       using r0 n by (simp add: mult_right_mono)
   846     finally have "norm x * norm (S n) \<le> real (Suc n) * r * norm (S n)"
   847       using norm_ge_zero by (rule mult_right_mono)
   848     hence "norm (x * S n) \<le> real (Suc n) * r * norm (S n)"
   849       by (rule order_trans [OF norm_mult_ineq])
   850     hence "norm (x * S n) / real (Suc n) \<le> r * norm (S n)"
   851       by (simp add: pos_divide_le_eq mult_ac)
   852     thus "norm (S (Suc n)) \<le> r * norm (S n)"
   853       by (simp add: S_Suc inverse_eq_divide)
   854   qed
   855 qed
   856 
   857 lemma summable_norm_exp:
   858   fixes x :: "'a::{real_normed_algebra_1,banach}"
   859   shows "summable (\<lambda>n. norm (x ^ n /\<^sub>R real (fact n)))"
   860 proof (rule summable_norm_comparison_test [OF exI, rule_format])
   861   show "summable (\<lambda>n. norm x ^ n /\<^sub>R real (fact n))"
   862     by (rule summable_exp_generic)
   863 next
   864   fix n show "norm (x ^ n /\<^sub>R real (fact n)) \<le> norm x ^ n /\<^sub>R real (fact n)"
   865     by (simp add: norm_power_ineq)
   866 qed
   867 
   868 lemma summable_exp: "summable (%n. inverse (real (fact n)) * x ^ n)"
   869 by (insert summable_exp_generic [where x=x], simp)
   870 
   871 lemma exp_converges: "(\<lambda>n. x ^ n /\<^sub>R real (fact n)) sums exp x"
   872 unfolding exp_def by (rule summable_exp_generic [THEN summable_sums])
   873 
   874 
   875 lemma exp_fdiffs:
   876       "diffs (%n. inverse(real (fact n))) = (%n. inverse(real (fact n)))"
   877 by (simp add: diffs_def mult_assoc [symmetric] real_of_nat_def of_nat_mult
   878          del: mult_Suc of_nat_Suc)
   879 
   880 lemma diffs_of_real: "diffs (\<lambda>n. of_real (f n)) = (\<lambda>n. of_real (diffs f n))"
   881 by (simp add: diffs_def)
   882 
   883 lemma lemma_exp_ext: "exp = (\<lambda>x. \<Sum>n. x ^ n /\<^sub>R real (fact n))"
   884 by (auto intro!: ext simp add: exp_def)
   885 
   886 lemma DERIV_exp [simp]: "DERIV exp x :> exp(x)"
   887 apply (simp add: exp_def)
   888 apply (subst lemma_exp_ext)
   889 apply (subgoal_tac "DERIV (\<lambda>u. \<Sum>n. of_real (inverse (real (fact n))) * u ^ n) x :> (\<Sum>n. diffs (\<lambda>n. of_real (inverse (real (fact n)))) n * x ^ n)")
   890 apply (rule_tac [2] K = "of_real (1 + norm x)" in termdiffs)
   891 apply (simp_all only: diffs_of_real scaleR_conv_of_real exp_fdiffs)
   892 apply (rule exp_converges [THEN sums_summable, unfolded scaleR_conv_of_real])+
   893 apply (simp del: of_real_add)
   894 done
   895 
   896 lemma isCont_exp [simp]: "isCont exp x"
   897 by (rule DERIV_exp [THEN DERIV_isCont])
   898 
   899 
   900 subsubsection {* Properties of the Exponential Function *}
   901 
   902 lemma powser_zero:
   903   fixes f :: "nat \<Rightarrow> 'a::{real_normed_algebra_1}"
   904   shows "(\<Sum>n. f n * 0 ^ n) = f 0"
   905 proof -
   906   have "(\<Sum>n = 0..<1. f n * 0 ^ n) = (\<Sum>n. f n * 0 ^ n)"
   907     by (rule sums_unique [OF series_zero], simp add: power_0_left)
   908   thus ?thesis unfolding One_nat_def by simp
   909 qed
   910 
   911 lemma exp_zero [simp]: "exp 0 = 1"
   912 unfolding exp_def by (simp add: scaleR_conv_of_real powser_zero)
   913 
   914 lemma setsum_cl_ivl_Suc2:
   915   "(\<Sum>i=m..Suc n. f i) = (if Suc n < m then 0 else f m + (\<Sum>i=m..n. f (Suc i)))"
   916 by (simp add: setsum_head_Suc setsum_shift_bounds_cl_Suc_ivl
   917          del: setsum_cl_ivl_Suc)
   918 
   919 lemma exp_series_add:
   920   fixes x y :: "'a::{real_field}"
   921   defines S_def: "S \<equiv> \<lambda>x n. x ^ n /\<^sub>R real (fact n)"
   922   shows "S (x + y) n = (\<Sum>i=0..n. S x i * S y (n - i))"
   923 proof (induct n)
   924   case 0
   925   show ?case
   926     unfolding S_def by simp
   927 next
   928   case (Suc n)
   929   have S_Suc: "\<And>x n. S x (Suc n) = (x * S x n) /\<^sub>R real (Suc n)"
   930     unfolding S_def by (simp del: mult_Suc)
   931   hence times_S: "\<And>x n. x * S x n = real (Suc n) *\<^sub>R S x (Suc n)"
   932     by simp
   933 
   934   have "real (Suc n) *\<^sub>R S (x + y) (Suc n) = (x + y) * S (x + y) n"
   935     by (simp only: times_S)
   936   also have "\<dots> = (x + y) * (\<Sum>i=0..n. S x i * S y (n-i))"
   937     by (simp only: Suc)
   938   also have "\<dots> = x * (\<Sum>i=0..n. S x i * S y (n-i))
   939                 + y * (\<Sum>i=0..n. S x i * S y (n-i))"
   940     by (rule left_distrib)
   941   also have "\<dots> = (\<Sum>i=0..n. (x * S x i) * S y (n-i))
   942                 + (\<Sum>i=0..n. S x i * (y * S y (n-i)))"
   943     by (simp only: setsum_right_distrib mult_ac)
   944   also have "\<dots> = (\<Sum>i=0..n. real (Suc i) *\<^sub>R (S x (Suc i) * S y (n-i)))
   945                 + (\<Sum>i=0..n. real (Suc n-i) *\<^sub>R (S x i * S y (Suc n-i)))"
   946     by (simp add: times_S Suc_diff_le)
   947   also have "(\<Sum>i=0..n. real (Suc i) *\<^sub>R (S x (Suc i) * S y (n-i))) =
   948              (\<Sum>i=0..Suc n. real i *\<^sub>R (S x i * S y (Suc n-i)))"
   949     by (subst setsum_cl_ivl_Suc2, simp)
   950   also have "(\<Sum>i=0..n. real (Suc n-i) *\<^sub>R (S x i * S y (Suc n-i))) =
   951              (\<Sum>i=0..Suc n. real (Suc n-i) *\<^sub>R (S x i * S y (Suc n-i)))"
   952     by (subst setsum_cl_ivl_Suc, simp)
   953   also have "(\<Sum>i=0..Suc n. real i *\<^sub>R (S x i * S y (Suc n-i))) +
   954              (\<Sum>i=0..Suc n. real (Suc n-i) *\<^sub>R (S x i * S y (Suc n-i))) =
   955              (\<Sum>i=0..Suc n. real (Suc n) *\<^sub>R (S x i * S y (Suc n-i)))"
   956     by (simp only: setsum_addf [symmetric] scaleR_left_distrib [symmetric]
   957               real_of_nat_add [symmetric], simp)
   958   also have "\<dots> = real (Suc n) *\<^sub>R (\<Sum>i=0..Suc n. S x i * S y (Suc n-i))"
   959     by (simp only: scaleR_right.setsum)
   960   finally show
   961     "S (x + y) (Suc n) = (\<Sum>i=0..Suc n. S x i * S y (Suc n - i))"
   962     by (simp del: setsum_cl_ivl_Suc)
   963 qed
   964 
   965 lemma exp_add: "exp (x + y) = exp x * exp y"
   966 unfolding exp_def
   967 by (simp only: Cauchy_product summable_norm_exp exp_series_add)
   968 
   969 lemma mult_exp_exp: "exp x * exp y = exp (x + y)"
   970 by (rule exp_add [symmetric])
   971 
   972 lemma exp_of_real: "exp (of_real x) = of_real (exp x)"
   973 unfolding exp_def
   974 apply (subst of_real.suminf)
   975 apply (rule summable_exp_generic)
   976 apply (simp add: scaleR_conv_of_real)
   977 done
   978 
   979 lemma exp_not_eq_zero [simp]: "exp x \<noteq> 0"
   980 proof
   981   have "exp x * exp (- x) = 1" by (simp add: mult_exp_exp)
   982   also assume "exp x = 0"
   983   finally show "False" by simp
   984 qed
   985 
   986 lemma exp_minus: "exp (- x) = inverse (exp x)"
   987 by (rule inverse_unique [symmetric], simp add: mult_exp_exp)
   988 
   989 lemma exp_diff: "exp (x - y) = exp x / exp y"
   990   unfolding diff_minus divide_inverse
   991   by (simp add: exp_add exp_minus)
   992 
   993 
   994 subsubsection {* Properties of the Exponential Function on Reals *}
   995 
   996 text {* Comparisons of @{term "exp x"} with zero. *}
   997 
   998 text{*Proof: because every exponential can be seen as a square.*}
   999 lemma exp_ge_zero [simp]: "0 \<le> exp (x::real)"
  1000 proof -
  1001   have "0 \<le> exp (x/2) * exp (x/2)" by simp
  1002   thus ?thesis by (simp add: exp_add [symmetric])
  1003 qed
  1004 
  1005 lemma exp_gt_zero [simp]: "0 < exp (x::real)"
  1006 by (simp add: order_less_le)
  1007 
  1008 lemma not_exp_less_zero [simp]: "\<not> exp (x::real) < 0"
  1009 by (simp add: not_less)
  1010 
  1011 lemma not_exp_le_zero [simp]: "\<not> exp (x::real) \<le> 0"
  1012 by (simp add: not_le)
  1013 
  1014 lemma abs_exp_cancel [simp]: "\<bar>exp x::real\<bar> = exp x"
  1015 by simp
  1016 
  1017 lemma exp_real_of_nat_mult: "exp(real n * x) = exp(x) ^ n"
  1018 apply (induct "n")
  1019 apply (auto simp add: real_of_nat_Suc right_distrib exp_add mult_commute)
  1020 done
  1021 
  1022 text {* Strict monotonicity of exponential. *}
  1023 
  1024 lemma exp_ge_add_one_self_aux: "0 \<le> (x::real) ==> (1 + x) \<le> exp(x)"
  1025 apply (drule order_le_imp_less_or_eq, auto)
  1026 apply (simp add: exp_def)
  1027 apply (rule order_trans)
  1028 apply (rule_tac [2] n = 2 and f = "(%n. inverse (real (fact n)) * x ^ n)" in series_pos_le)
  1029 apply (auto intro: summable_exp simp add: numeral_2_eq_2 zero_le_mult_iff)
  1030 done
  1031 
  1032 lemma exp_gt_one: "0 < (x::real) \<Longrightarrow> 1 < exp x"
  1033 proof -
  1034   assume x: "0 < x"
  1035   hence "1 < 1 + x" by simp
  1036   also from x have "1 + x \<le> exp x"
  1037     by (simp add: exp_ge_add_one_self_aux)
  1038   finally show ?thesis .
  1039 qed
  1040 
  1041 lemma exp_less_mono:
  1042   fixes x y :: real
  1043   assumes "x < y" shows "exp x < exp y"
  1044 proof -
  1045   from `x < y` have "0 < y - x" by simp
  1046   hence "1 < exp (y - x)" by (rule exp_gt_one)
  1047   hence "1 < exp y / exp x" by (simp only: exp_diff)
  1048   thus "exp x < exp y" by simp
  1049 qed
  1050 
  1051 lemma exp_less_cancel: "exp (x::real) < exp y ==> x < y"
  1052 apply (simp add: linorder_not_le [symmetric])
  1053 apply (auto simp add: order_le_less exp_less_mono)
  1054 done
  1055 
  1056 lemma exp_less_cancel_iff [iff]: "exp (x::real) < exp y \<longleftrightarrow> x < y"
  1057 by (auto intro: exp_less_mono exp_less_cancel)
  1058 
  1059 lemma exp_le_cancel_iff [iff]: "exp (x::real) \<le> exp y \<longleftrightarrow> x \<le> y"
  1060 by (auto simp add: linorder_not_less [symmetric])
  1061 
  1062 lemma exp_inj_iff [iff]: "exp (x::real) = exp y \<longleftrightarrow> x = y"
  1063 by (simp add: order_eq_iff)
  1064 
  1065 text {* Comparisons of @{term "exp x"} with one. *}
  1066 
  1067 lemma one_less_exp_iff [simp]: "1 < exp (x::real) \<longleftrightarrow> 0 < x"
  1068   using exp_less_cancel_iff [where x=0 and y=x] by simp
  1069 
  1070 lemma exp_less_one_iff [simp]: "exp (x::real) < 1 \<longleftrightarrow> x < 0"
  1071   using exp_less_cancel_iff [where x=x and y=0] by simp
  1072 
  1073 lemma one_le_exp_iff [simp]: "1 \<le> exp (x::real) \<longleftrightarrow> 0 \<le> x"
  1074   using exp_le_cancel_iff [where x=0 and y=x] by simp
  1075 
  1076 lemma exp_le_one_iff [simp]: "exp (x::real) \<le> 1 \<longleftrightarrow> x \<le> 0"
  1077   using exp_le_cancel_iff [where x=x and y=0] by simp
  1078 
  1079 lemma exp_eq_one_iff [simp]: "exp (x::real) = 1 \<longleftrightarrow> x = 0"
  1080   using exp_inj_iff [where x=x and y=0] by simp
  1081 
  1082 lemma lemma_exp_total: "1 \<le> y ==> \<exists>x. 0 \<le> x & x \<le> y - 1 & exp(x::real) = y"
  1083 apply (rule IVT)
  1084 apply (auto intro: isCont_exp simp add: le_diff_eq)
  1085 apply (subgoal_tac "1 + (y - 1) \<le> exp (y - 1)")
  1086 apply simp
  1087 apply (rule exp_ge_add_one_self_aux, simp)
  1088 done
  1089 
  1090 lemma exp_total: "0 < (y::real) ==> \<exists>x. exp x = y"
  1091 apply (rule_tac x = 1 and y = y in linorder_cases)
  1092 apply (drule order_less_imp_le [THEN lemma_exp_total])
  1093 apply (rule_tac [2] x = 0 in exI)
  1094 apply (frule_tac [3] one_less_inverse)
  1095 apply (drule_tac [4] order_less_imp_le [THEN lemma_exp_total], auto)
  1096 apply (rule_tac x = "-x" in exI)
  1097 apply (simp add: exp_minus)
  1098 done
  1099 
  1100 
  1101 subsection {* Natural Logarithm *}
  1102 
  1103 definition
  1104   ln :: "real => real" where
  1105   "ln x = (THE u. exp u = x)"
  1106 
  1107 lemma ln_exp [simp]: "ln (exp x) = x"
  1108 by (simp add: ln_def)
  1109 
  1110 lemma exp_ln [simp]: "0 < x \<Longrightarrow> exp (ln x) = x"
  1111 by (auto dest: exp_total)
  1112 
  1113 lemma exp_ln_iff [simp]: "exp (ln x) = x \<longleftrightarrow> 0 < x"
  1114 apply (rule iffI)
  1115 apply (erule subst, rule exp_gt_zero)
  1116 apply (erule exp_ln)
  1117 done
  1118 
  1119 lemma ln_unique: "exp y = x \<Longrightarrow> ln x = y"
  1120 by (erule subst, rule ln_exp)
  1121 
  1122 lemma ln_one [simp]: "ln 1 = 0"
  1123 by (rule ln_unique, simp)
  1124 
  1125 lemma ln_mult: "\<lbrakk>0 < x; 0 < y\<rbrakk> \<Longrightarrow> ln (x * y) = ln x + ln y"
  1126 by (rule ln_unique, simp add: exp_add)
  1127 
  1128 lemma ln_inverse: "0 < x \<Longrightarrow> ln (inverse x) = - ln x"
  1129 by (rule ln_unique, simp add: exp_minus)
  1130 
  1131 lemma ln_div: "\<lbrakk>0 < x; 0 < y\<rbrakk> \<Longrightarrow> ln (x / y) = ln x - ln y"
  1132 by (rule ln_unique, simp add: exp_diff)
  1133 
  1134 lemma ln_realpow: "0 < x \<Longrightarrow> ln (x ^ n) = real n * ln x"
  1135 by (rule ln_unique, simp add: exp_real_of_nat_mult)
  1136 
  1137 lemma ln_less_cancel_iff [simp]: "\<lbrakk>0 < x; 0 < y\<rbrakk> \<Longrightarrow> ln x < ln y \<longleftrightarrow> x < y"
  1138 by (subst exp_less_cancel_iff [symmetric], simp)
  1139 
  1140 lemma ln_le_cancel_iff [simp]: "\<lbrakk>0 < x; 0 < y\<rbrakk> \<Longrightarrow> ln x \<le> ln y \<longleftrightarrow> x \<le> y"
  1141 by (simp add: linorder_not_less [symmetric])
  1142 
  1143 lemma ln_inj_iff [simp]: "\<lbrakk>0 < x; 0 < y\<rbrakk> \<Longrightarrow> ln x = ln y \<longleftrightarrow> x = y"
  1144 by (simp add: order_eq_iff)
  1145 
  1146 lemma ln_add_one_self_le_self [simp]: "0 \<le> x \<Longrightarrow> ln (1 + x) \<le> x"
  1147 apply (rule exp_le_cancel_iff [THEN iffD1])
  1148 apply (simp add: exp_ge_add_one_self_aux)
  1149 done
  1150 
  1151 lemma ln_less_self [simp]: "0 < x \<Longrightarrow> ln x < x"
  1152 by (rule order_less_le_trans [where y="ln (1 + x)"]) simp_all
  1153 
  1154 lemma ln_ge_zero [simp]:
  1155   assumes x: "1 \<le> x" shows "0 \<le> ln x"
  1156 proof -
  1157   have "0 < x" using x by arith
  1158   hence "exp 0 \<le> exp (ln x)"
  1159     by (simp add: x)
  1160   thus ?thesis by (simp only: exp_le_cancel_iff)
  1161 qed
  1162 
  1163 lemma ln_ge_zero_imp_ge_one:
  1164   assumes ln: "0 \<le> ln x"
  1165       and x:  "0 < x"
  1166   shows "1 \<le> x"
  1167 proof -
  1168   from ln have "ln 1 \<le> ln x" by simp
  1169   thus ?thesis by (simp add: x del: ln_one)
  1170 qed
  1171 
  1172 lemma ln_ge_zero_iff [simp]: "0 < x ==> (0 \<le> ln x) = (1 \<le> x)"
  1173 by (blast intro: ln_ge_zero ln_ge_zero_imp_ge_one)
  1174 
  1175 lemma ln_less_zero_iff [simp]: "0 < x ==> (ln x < 0) = (x < 1)"
  1176 by (insert ln_ge_zero_iff [of x], arith)
  1177 
  1178 lemma ln_gt_zero:
  1179   assumes x: "1 < x" shows "0 < ln x"
  1180 proof -
  1181   have "0 < x" using x by arith
  1182   hence "exp 0 < exp (ln x)" by (simp add: x)
  1183   thus ?thesis  by (simp only: exp_less_cancel_iff)
  1184 qed
  1185 
  1186 lemma ln_gt_zero_imp_gt_one:
  1187   assumes ln: "0 < ln x"
  1188       and x:  "0 < x"
  1189   shows "1 < x"
  1190 proof -
  1191   from ln have "ln 1 < ln x" by simp
  1192   thus ?thesis by (simp add: x del: ln_one)
  1193 qed
  1194 
  1195 lemma ln_gt_zero_iff [simp]: "0 < x ==> (0 < ln x) = (1 < x)"
  1196 by (blast intro: ln_gt_zero ln_gt_zero_imp_gt_one)
  1197 
  1198 lemma ln_eq_zero_iff [simp]: "0 < x ==> (ln x = 0) = (x = 1)"
  1199 by (insert ln_less_zero_iff [of x] ln_gt_zero_iff [of x], arith)
  1200 
  1201 lemma ln_less_zero: "[| 0 < x; x < 1 |] ==> ln x < 0"
  1202 by simp
  1203 
  1204 lemma exp_ln_eq: "exp u = x ==> ln x = u"
  1205 by auto
  1206 
  1207 lemma isCont_ln: "0 < x \<Longrightarrow> isCont ln x"
  1208 apply (subgoal_tac "isCont ln (exp (ln x))", simp)
  1209 apply (rule isCont_inverse_function [where f=exp], simp_all)
  1210 done
  1211 
  1212 lemma DERIV_ln: "0 < x \<Longrightarrow> DERIV ln x :> inverse x"
  1213 apply (rule DERIV_inverse_function [where f=exp and a=0 and b="x+1"])
  1214 apply (erule lemma_DERIV_subst [OF DERIV_exp exp_ln])
  1215 apply (simp_all add: abs_if isCont_ln)
  1216 done
  1217 
  1218 lemma DERIV_ln_divide: "0 < x ==> DERIV ln x :> 1 / x"
  1219   by (rule DERIV_ln[THEN DERIV_cong], simp, simp add: divide_inverse)
  1220 
  1221 lemma ln_series: assumes "0 < x" and "x < 2"
  1222   shows "ln x = (\<Sum> n. (-1)^n * (1 / real (n + 1)) * (x - 1)^(Suc n))" (is "ln x = suminf (?f (x - 1))")
  1223 proof -
  1224   let "?f' x n" = "(-1)^n * (x - 1)^n"
  1225 
  1226   have "ln x - suminf (?f (x - 1)) = ln 1 - suminf (?f (1 - 1))"
  1227   proof (rule DERIV_isconst3[where x=x])
  1228     fix x :: real assume "x \<in> {0 <..< 2}" hence "0 < x" and "x < 2" by auto
  1229     have "norm (1 - x) < 1" using `0 < x` and `x < 2` by auto
  1230     have "1 / x = 1 / (1 - (1 - x))" by auto
  1231     also have "\<dots> = (\<Sum> n. (1 - x)^n)" using geometric_sums[OF `norm (1 - x) < 1`] by (rule sums_unique)
  1232     also have "\<dots> = suminf (?f' x)" unfolding power_mult_distrib[symmetric] by (rule arg_cong[where f=suminf], rule arg_cong[where f="op ^"], auto)
  1233     finally have "DERIV ln x :> suminf (?f' x)" using DERIV_ln[OF `0 < x`] unfolding divide_inverse by auto
  1234     moreover
  1235     have repos: "\<And> h x :: real. h - 1 + x = h + x - 1" by auto
  1236     have "DERIV (\<lambda>x. suminf (?f x)) (x - 1) :> (\<Sum>n. (-1)^n * (1 / real (n + 1)) * real (Suc n) * (x - 1) ^ n)"
  1237     proof (rule DERIV_power_series')
  1238       show "x - 1 \<in> {- 1<..<1}" and "(0 :: real) < 1" using `0 < x` `x < 2` by auto
  1239       { fix x :: real assume "x \<in> {- 1<..<1}" hence "norm (-x) < 1" by auto
  1240         show "summable (\<lambda>n. -1 ^ n * (1 / real (n + 1)) * real (Suc n) * x ^ n)"
  1241           unfolding One_nat_def
  1242           by (auto simp add: power_mult_distrib[symmetric] summable_geometric[OF `norm (-x) < 1`])
  1243       }
  1244     qed
  1245     hence "DERIV (\<lambda>x. suminf (?f x)) (x - 1) :> suminf (?f' x)" unfolding One_nat_def by auto
  1246     hence "DERIV (\<lambda>x. suminf (?f (x - 1))) x :> suminf (?f' x)" unfolding DERIV_iff repos .
  1247     ultimately have "DERIV (\<lambda>x. ln x - suminf (?f (x - 1))) x :> (suminf (?f' x) - suminf (?f' x))"
  1248       by (rule DERIV_diff)
  1249     thus "DERIV (\<lambda>x. ln x - suminf (?f (x - 1))) x :> 0" by auto
  1250   qed (auto simp add: assms)
  1251   thus ?thesis by (auto simp add: suminf_zero)
  1252 qed
  1253 
  1254 subsection {* Sine and Cosine *}
  1255 
  1256 definition
  1257   sin_coeff :: "nat \<Rightarrow> real" where
  1258   "sin_coeff = (\<lambda>n. if even n then 0 else -1 ^ ((n - Suc 0) div 2) / real (fact n))"
  1259 
  1260 definition
  1261   cos_coeff :: "nat \<Rightarrow> real" where
  1262   "cos_coeff = (\<lambda>n. if even n then (-1 ^ (n div 2)) / real (fact n) else 0)"
  1263 
  1264 definition
  1265   sin :: "real => real" where
  1266   "sin x = (\<Sum>n. sin_coeff n * x ^ n)"
  1267 
  1268 definition
  1269   cos :: "real => real" where
  1270   "cos x = (\<Sum>n. cos_coeff n * x ^ n)"
  1271 
  1272 lemma summable_sin: "summable (\<lambda>n. sin_coeff n * x ^ n)"
  1273 unfolding sin_coeff_def
  1274 apply (rule_tac g = "(%n. inverse (real (fact n)) * \<bar>x\<bar> ^ n)" in summable_comparison_test)
  1275 apply (rule_tac [2] summable_exp)
  1276 apply (rule_tac x = 0 in exI)
  1277 apply (auto simp add: divide_inverse abs_mult power_abs [symmetric] zero_le_mult_iff)
  1278 done
  1279 
  1280 lemma summable_cos: "summable (\<lambda>n. cos_coeff n * x ^ n)"
  1281 unfolding cos_coeff_def
  1282 apply (rule_tac g = "(%n. inverse (real (fact n)) * \<bar>x\<bar> ^ n)" in summable_comparison_test)
  1283 apply (rule_tac [2] summable_exp)
  1284 apply (rule_tac x = 0 in exI)
  1285 apply (auto simp add: divide_inverse abs_mult power_abs [symmetric] zero_le_mult_iff)
  1286 done
  1287 
  1288 lemma lemma_STAR_sin:
  1289      "(if even n then 0
  1290        else -1 ^ ((n - Suc 0) div 2)/(real (fact n))) * 0 ^ n = 0"
  1291 by (induct "n", auto)
  1292 
  1293 lemma lemma_STAR_cos:
  1294      "0 < n -->
  1295       -1 ^ (n div 2)/(real (fact n)) * 0 ^ n = 0"
  1296 by (induct "n", auto)
  1297 
  1298 lemma lemma_STAR_cos1:
  1299      "0 < n -->
  1300       (-1) ^ (n div 2)/(real (fact n)) * 0 ^ n = 0"
  1301 by (induct "n", auto)
  1302 
  1303 lemma lemma_STAR_cos2:
  1304   "(\<Sum>n=1..<n. if even n then -1 ^ (n div 2)/(real (fact n)) *  0 ^ n
  1305                          else 0) = 0"
  1306 apply (induct "n")
  1307 apply (case_tac [2] "n", auto)
  1308 done
  1309 
  1310 lemma sin_converges: "(\<lambda>n. sin_coeff n * x ^ n) sums sin(x)"
  1311 unfolding sin_def by (rule summable_sin [THEN summable_sums])
  1312 
  1313 lemma cos_converges: "(\<lambda>n. cos_coeff n * x ^ n) sums cos(x)"
  1314 unfolding cos_def by (rule summable_cos [THEN summable_sums])
  1315 
  1316 lemma sin_fdiffs: "diffs sin_coeff = cos_coeff"
  1317 unfolding sin_coeff_def cos_coeff_def
  1318 by (auto intro!: ext
  1319          simp add: diffs_def divide_inverse real_of_nat_def of_nat_mult
  1320          simp del: mult_Suc of_nat_Suc)
  1321 
  1322 lemma sin_fdiffs2: "diffs sin_coeff n = cos_coeff n"
  1323 by (simp only: sin_fdiffs)
  1324 
  1325 lemma cos_fdiffs: "diffs cos_coeff = (\<lambda>n. - sin_coeff n)"
  1326 unfolding sin_coeff_def cos_coeff_def
  1327 by (auto intro!: ext
  1328          simp add: diffs_def divide_inverse odd_Suc_mult_two_ex real_of_nat_def of_nat_mult
  1329          simp del: mult_Suc of_nat_Suc)
  1330 
  1331 lemma cos_fdiffs2: "diffs cos_coeff n = - sin_coeff n"
  1332 by (simp only: cos_fdiffs)
  1333 
  1334 text{*Now at last we can get the derivatives of exp, sin and cos*}
  1335 
  1336 lemma lemma_sin_minus: "- sin x = (\<Sum>n. - (sin_coeff n * x ^ n))"
  1337 by (auto intro!: sums_unique sums_minus sin_converges)
  1338 
  1339 lemma lemma_sin_ext: "sin = (\<lambda>x. \<Sum>n. sin_coeff n * x ^ n)"
  1340 by (auto intro!: ext simp add: sin_def)
  1341 
  1342 lemma lemma_cos_ext: "cos = (\<lambda>x. \<Sum>n. cos_coeff n * x ^ n)"
  1343 by (auto intro!: ext simp add: cos_def)
  1344 
  1345 lemma DERIV_sin [simp]: "DERIV sin x :> cos(x)"
  1346 apply (simp add: cos_def)
  1347 apply (subst lemma_sin_ext)
  1348 apply (auto simp add: sin_fdiffs2 [symmetric])
  1349 apply (rule_tac K = "1 + \<bar>x\<bar>" in termdiffs)
  1350 apply (auto intro: sin_converges cos_converges sums_summable intro!: sums_minus [THEN sums_summable] simp add: cos_fdiffs sin_fdiffs)
  1351 done
  1352 
  1353 lemma DERIV_cos [simp]: "DERIV cos x :> -sin(x)"
  1354 apply (subst lemma_cos_ext)
  1355 apply (auto simp add: lemma_sin_minus cos_fdiffs2 [symmetric] minus_mult_left)
  1356 apply (rule_tac K = "1 + \<bar>x\<bar>" in termdiffs)
  1357 apply (auto intro: sin_converges cos_converges sums_summable intro!: sums_minus [THEN sums_summable] simp add: cos_fdiffs sin_fdiffs diffs_minus)
  1358 done
  1359 
  1360 lemma isCont_sin [simp]: "isCont sin x"
  1361 by (rule DERIV_sin [THEN DERIV_isCont])
  1362 
  1363 lemma isCont_cos [simp]: "isCont cos x"
  1364 by (rule DERIV_cos [THEN DERIV_isCont])
  1365 
  1366 
  1367 declare
  1368   DERIV_exp[THEN DERIV_chain2, THEN DERIV_cong, DERIV_intros]
  1369   DERIV_ln_divide[THEN DERIV_chain2, THEN DERIV_cong, DERIV_intros]
  1370   DERIV_sin[THEN DERIV_chain2, THEN DERIV_cong, DERIV_intros]
  1371   DERIV_cos[THEN DERIV_chain2, THEN DERIV_cong, DERIV_intros]
  1372 
  1373 subsection {* Properties of Sine and Cosine *}
  1374 
  1375 lemma sin_zero [simp]: "sin 0 = 0"
  1376 unfolding sin_def sin_coeff_def by (simp add: powser_zero)
  1377 
  1378 lemma cos_zero [simp]: "cos 0 = 1"
  1379 unfolding cos_def cos_coeff_def by (simp add: powser_zero)
  1380 
  1381 lemma DERIV_sin_sin_mult [simp]:
  1382      "DERIV (%x. sin(x)*sin(x)) x :> cos(x) * sin(x) + cos(x) * sin(x)"
  1383 by (rule DERIV_mult, auto)
  1384 
  1385 lemma DERIV_sin_sin_mult2 [simp]:
  1386      "DERIV (%x. sin(x)*sin(x)) x :> 2 * cos(x) * sin(x)"
  1387 apply (cut_tac x = x in DERIV_sin_sin_mult)
  1388 apply (auto simp add: mult_assoc)
  1389 done
  1390 
  1391 lemma DERIV_sin_realpow2 [simp]:
  1392      "DERIV (%x. (sin x)\<twosuperior>) x :> cos(x) * sin(x) + cos(x) * sin(x)"
  1393 by (auto simp add: numeral_2_eq_2 mult_assoc [symmetric])
  1394 
  1395 lemma DERIV_sin_realpow2a [simp]:
  1396      "DERIV (%x. (sin x)\<twosuperior>) x :> 2 * cos(x) * sin(x)"
  1397 by (auto simp add: numeral_2_eq_2)
  1398 
  1399 lemma DERIV_cos_cos_mult [simp]:
  1400      "DERIV (%x. cos(x)*cos(x)) x :> -sin(x) * cos(x) + -sin(x) * cos(x)"
  1401 by (rule DERIV_mult, auto)
  1402 
  1403 lemma DERIV_cos_cos_mult2 [simp]:
  1404      "DERIV (%x. cos(x)*cos(x)) x :> -2 * cos(x) * sin(x)"
  1405 apply (cut_tac x = x in DERIV_cos_cos_mult)
  1406 apply (auto simp add: mult_ac)
  1407 done
  1408 
  1409 lemma DERIV_cos_realpow2 [simp]:
  1410      "DERIV (%x. (cos x)\<twosuperior>) x :> -sin(x) * cos(x) + -sin(x) * cos(x)"
  1411 by (auto simp add: numeral_2_eq_2 mult_assoc [symmetric])
  1412 
  1413 lemma DERIV_cos_realpow2a [simp]:
  1414      "DERIV (%x. (cos x)\<twosuperior>) x :> -2 * cos(x) * sin(x)"
  1415 by (auto simp add: numeral_2_eq_2)
  1416 
  1417 lemma lemma_DERIV_subst: "[| DERIV f x :> D; D = E |] ==> DERIV f x :> E"
  1418 by auto
  1419 
  1420 lemma DERIV_cos_realpow2b: "DERIV (%x. (cos x)\<twosuperior>) x :> -(2 * cos(x) * sin(x))"
  1421   by (auto intro!: DERIV_intros)
  1422 
  1423 (* most useful *)
  1424 lemma DERIV_cos_cos_mult3 [simp]:
  1425      "DERIV (%x. cos(x)*cos(x)) x :> -(2 * cos(x) * sin(x))"
  1426   by (auto intro!: DERIV_intros)
  1427 
  1428 lemma DERIV_sin_circle_all:
  1429      "\<forall>x. DERIV (%x. (sin x)\<twosuperior> + (cos x)\<twosuperior>) x :>
  1430              (2*cos(x)*sin(x) - 2*cos(x)*sin(x))"
  1431   by (auto intro!: DERIV_intros)
  1432 
  1433 lemma DERIV_sin_circle_all_zero [simp]:
  1434      "\<forall>x. DERIV (%x. (sin x)\<twosuperior> + (cos x)\<twosuperior>) x :> 0"
  1435 by (cut_tac DERIV_sin_circle_all, auto)
  1436 
  1437 lemma sin_cos_squared_add [simp]: "((sin x)\<twosuperior>) + ((cos x)\<twosuperior>) = 1"
  1438 apply (cut_tac x = x and y = 0 in DERIV_sin_circle_all_zero [THEN DERIV_isconst_all])
  1439 apply (auto simp add: numeral_2_eq_2)
  1440 done
  1441 
  1442 lemma sin_cos_squared_add2 [simp]: "((cos x)\<twosuperior>) + ((sin x)\<twosuperior>) = 1"
  1443 apply (subst add_commute)
  1444 apply (rule sin_cos_squared_add)
  1445 done
  1446 
  1447 lemma sin_cos_squared_add3 [simp]: "cos x * cos x + sin x * sin x = 1"
  1448 apply (cut_tac x = x in sin_cos_squared_add2)
  1449 apply (simp add: power2_eq_square)
  1450 done
  1451 
  1452 lemma sin_squared_eq: "(sin x)\<twosuperior> = 1 - (cos x)\<twosuperior>"
  1453 apply (rule_tac a1 = "(cos x)\<twosuperior>" in add_right_cancel [THEN iffD1])
  1454 apply simp
  1455 done
  1456 
  1457 lemma cos_squared_eq: "(cos x)\<twosuperior> = 1 - (sin x)\<twosuperior>"
  1458 apply (rule_tac a1 = "(sin x)\<twosuperior>" in add_right_cancel [THEN iffD1])
  1459 apply simp
  1460 done
  1461 
  1462 lemma abs_sin_le_one [simp]: "\<bar>sin x\<bar> \<le> 1"
  1463 by (rule power2_le_imp_le, simp_all add: sin_squared_eq)
  1464 
  1465 lemma sin_ge_minus_one [simp]: "-1 \<le> sin x"
  1466 apply (insert abs_sin_le_one [of x])
  1467 apply (simp add: abs_le_iff del: abs_sin_le_one)
  1468 done
  1469 
  1470 lemma sin_le_one [simp]: "sin x \<le> 1"
  1471 apply (insert abs_sin_le_one [of x])
  1472 apply (simp add: abs_le_iff del: abs_sin_le_one)
  1473 done
  1474 
  1475 lemma abs_cos_le_one [simp]: "\<bar>cos x\<bar> \<le> 1"
  1476 by (rule power2_le_imp_le, simp_all add: cos_squared_eq)
  1477 
  1478 lemma cos_ge_minus_one [simp]: "-1 \<le> cos x"
  1479 apply (insert abs_cos_le_one [of x])
  1480 apply (simp add: abs_le_iff del: abs_cos_le_one)
  1481 done
  1482 
  1483 lemma cos_le_one [simp]: "cos x \<le> 1"
  1484 apply (insert abs_cos_le_one [of x])
  1485 apply (simp add: abs_le_iff del: abs_cos_le_one)
  1486 done
  1487 
  1488 lemma DERIV_fun_pow: "DERIV g x :> m ==>
  1489       DERIV (%x. (g x) ^ n) x :> real n * (g x) ^ (n - 1) * m"
  1490 unfolding One_nat_def
  1491 apply (rule lemma_DERIV_subst)
  1492 apply (rule_tac f = "(%x. x ^ n)" in DERIV_chain2)
  1493 apply (rule DERIV_pow, auto)
  1494 done
  1495 
  1496 lemma DERIV_fun_exp:
  1497      "DERIV g x :> m ==> DERIV (%x. exp(g x)) x :> exp(g x) * m"
  1498 apply (rule lemma_DERIV_subst)
  1499 apply (rule_tac f = exp in DERIV_chain2)
  1500 apply (rule DERIV_exp, auto)
  1501 done
  1502 
  1503 lemma DERIV_fun_sin:
  1504      "DERIV g x :> m ==> DERIV (%x. sin(g x)) x :> cos(g x) * m"
  1505 apply (rule lemma_DERIV_subst)
  1506 apply (rule_tac f = sin in DERIV_chain2)
  1507 apply (rule DERIV_sin, auto)
  1508 done
  1509 
  1510 lemma DERIV_fun_cos:
  1511      "DERIV g x :> m ==> DERIV (%x. cos(g x)) x :> -sin(g x) * m"
  1512 apply (rule lemma_DERIV_subst)
  1513 apply (rule_tac f = cos in DERIV_chain2)
  1514 apply (rule DERIV_cos, auto)
  1515 done
  1516 
  1517 (* lemma *)
  1518 lemma lemma_DERIV_sin_cos_add:
  1519      "\<forall>x.
  1520          DERIV (%x. (sin (x + y) - (sin x * cos y + cos x * sin y)) ^ 2 +
  1521                (cos (x + y) - (cos x * cos y - sin x * sin y)) ^ 2) x :> 0"
  1522   by (auto intro!: DERIV_intros simp add: algebra_simps)
  1523 
  1524 lemma sin_cos_add [simp]:
  1525      "(sin (x + y) - (sin x * cos y + cos x * sin y)) ^ 2 +
  1526       (cos (x + y) - (cos x * cos y - sin x * sin y)) ^ 2 = 0"
  1527 apply (cut_tac y = 0 and x = x and y7 = y
  1528        in lemma_DERIV_sin_cos_add [THEN DERIV_isconst_all])
  1529 apply (auto simp add: numeral_2_eq_2)
  1530 done
  1531 
  1532 lemma sin_add: "sin (x + y) = sin x * cos y + cos x * sin y"
  1533 apply (cut_tac x = x and y = y in sin_cos_add)
  1534 apply (simp del: sin_cos_add)
  1535 done
  1536 
  1537 lemma cos_add: "cos (x + y) = cos x * cos y - sin x * sin y"
  1538 apply (cut_tac x = x and y = y in sin_cos_add)
  1539 apply (simp del: sin_cos_add)
  1540 done
  1541 
  1542 lemma lemma_DERIV_sin_cos_minus:
  1543     "\<forall>x. DERIV (%x. (sin(-x) + (sin x)) ^ 2 + (cos(-x) - (cos x)) ^ 2) x :> 0"
  1544   by (auto intro!: DERIV_intros simp add: algebra_simps)
  1545 
  1546 
  1547 lemma sin_cos_minus:
  1548     "(sin(-x) + (sin x)) ^ 2 + (cos(-x) - (cos x)) ^ 2 = 0"
  1549 apply (cut_tac y = 0 and x = x
  1550        in lemma_DERIV_sin_cos_minus [THEN DERIV_isconst_all])
  1551 apply simp
  1552 done
  1553 
  1554 lemma sin_minus [simp]: "sin (-x) = -sin(x)"
  1555   using sin_cos_minus [where x=x] by simp
  1556 
  1557 lemma cos_minus [simp]: "cos (-x) = cos(x)"
  1558   using sin_cos_minus [where x=x] by simp
  1559 
  1560 lemma sin_diff: "sin (x - y) = sin x * cos y - cos x * sin y"
  1561 by (simp add: diff_minus sin_add)
  1562 
  1563 lemma sin_diff2: "sin (x - y) = cos y * sin x - sin y * cos x"
  1564 by (simp add: sin_diff mult_commute)
  1565 
  1566 lemma cos_diff: "cos (x - y) = cos x * cos y + sin x * sin y"
  1567 by (simp add: diff_minus cos_add)
  1568 
  1569 lemma cos_diff2: "cos (x - y) = cos y * cos x + sin y * sin x"
  1570 by (simp add: cos_diff mult_commute)
  1571 
  1572 lemma sin_double [simp]: "sin(2 * x) = 2* sin x * cos x"
  1573   using sin_add [where x=x and y=x] by simp
  1574 
  1575 lemma cos_double: "cos(2* x) = ((cos x)\<twosuperior>) - ((sin x)\<twosuperior>)"
  1576   using cos_add [where x=x and y=x]
  1577   by (simp add: power2_eq_square)
  1578 
  1579 
  1580 subsection {* The Constant Pi *}
  1581 
  1582 definition
  1583   pi :: "real" where
  1584   "pi = 2 * (THE x. 0 \<le> (x::real) & x \<le> 2 & cos x = 0)"
  1585 
  1586 text{*Show that there's a least positive @{term x} with @{term "cos(x) = 0"};
  1587    hence define pi.*}
  1588 
  1589 lemma sin_paired:
  1590      "(%n. -1 ^ n /(real (fact (2 * n + 1))) * x ^ (2 * n + 1))
  1591       sums  sin x"
  1592 proof -
  1593   have "(\<lambda>n. \<Sum>k = n * 2..<n * 2 + 2. sin_coeff k * x ^ k) sums sin x"
  1594     unfolding sin_def
  1595     by (rule sin_converges [THEN sums_summable, THEN sums_group], simp)
  1596   thus ?thesis unfolding One_nat_def sin_coeff_def by (simp add: mult_ac)
  1597 qed
  1598 
  1599 text {* FIXME: This is a long, ugly proof! *}
  1600 lemma sin_gt_zero: "[|0 < x; x < 2 |] ==> 0 < sin x"
  1601 apply (subgoal_tac
  1602        "(\<lambda>n. \<Sum>k = n * 2..<n * 2 + 2.
  1603               -1 ^ k / real (fact (2 * k + 1)) * x ^ (2 * k + 1))
  1604      sums (\<Sum>n. -1 ^ n / real (fact (2 * n + 1)) * x ^ (2 * n + 1))")
  1605  prefer 2
  1606  apply (rule sin_paired [THEN sums_summable, THEN sums_group], simp)
  1607 apply (rotate_tac 2)
  1608 apply (drule sin_paired [THEN sums_unique, THEN ssubst])
  1609 unfolding One_nat_def
  1610 apply (auto simp del: fact_Suc)
  1611 apply (frule sums_unique)
  1612 apply (auto simp del: fact_Suc)
  1613 apply (rule_tac n1 = 0 in series_pos_less [THEN [2] order_le_less_trans])
  1614 apply (auto simp del: fact_Suc)
  1615 apply (erule sums_summable)
  1616 apply (case_tac "m=0")
  1617 apply (simp (no_asm_simp))
  1618 apply (subgoal_tac "6 * (x * (x * x) / real (Suc (Suc (Suc (Suc (Suc (Suc 0))))))) < 6 * x")
  1619 apply (simp only: mult_less_cancel_left, simp)
  1620 apply (simp (no_asm_simp) add: numeral_2_eq_2 [symmetric] mult_assoc [symmetric])
  1621 apply (subgoal_tac "x*x < 2*3", simp)
  1622 apply (rule mult_strict_mono)
  1623 apply (auto simp add: real_0_less_add_iff real_of_nat_Suc simp del: fact_Suc)
  1624 apply (subst fact_Suc)
  1625 apply (subst fact_Suc)
  1626 apply (subst fact_Suc)
  1627 apply (subst fact_Suc)
  1628 apply (subst real_of_nat_mult)
  1629 apply (subst real_of_nat_mult)
  1630 apply (subst real_of_nat_mult)
  1631 apply (subst real_of_nat_mult)
  1632 apply (simp (no_asm) add: divide_inverse del: fact_Suc)
  1633 apply (auto simp add: mult_assoc [symmetric] simp del: fact_Suc)
  1634 apply (rule_tac c="real (Suc (Suc (4*m)))" in mult_less_imp_less_right)
  1635 apply (auto simp add: mult_assoc simp del: fact_Suc)
  1636 apply (rule_tac c="real (Suc (Suc (Suc (4*m))))" in mult_less_imp_less_right)
  1637 apply (auto simp add: mult_assoc mult_less_cancel_left simp del: fact_Suc)
  1638 apply (subgoal_tac "x * (x * x ^ (4*m)) = (x ^ (4*m)) * (x * x)")
  1639 apply (erule ssubst)+
  1640 apply (auto simp del: fact_Suc)
  1641 apply (subgoal_tac "0 < x ^ (4 * m) ")
  1642  prefer 2 apply (simp only: zero_less_power)
  1643 apply (simp (no_asm_simp) add: mult_less_cancel_left)
  1644 apply (rule mult_strict_mono)
  1645 apply (simp_all (no_asm_simp))
  1646 done
  1647 
  1648 lemma sin_gt_zero1: "[|0 < x; x < 2 |] ==> 0 < sin x"
  1649 by (auto intro: sin_gt_zero)
  1650 
  1651 lemma cos_double_less_one: "[| 0 < x; x < 2 |] ==> cos (2 * x) < 1"
  1652 apply (cut_tac x = x in sin_gt_zero1)
  1653 apply (auto simp add: cos_squared_eq cos_double)
  1654 done
  1655 
  1656 lemma cos_paired:
  1657      "(%n. -1 ^ n /(real (fact (2 * n))) * x ^ (2 * n)) sums cos x"
  1658 proof -
  1659   have "(\<lambda>n. \<Sum>k = n * 2..<n * 2 + 2. cos_coeff k * x ^ k) sums cos x"
  1660     unfolding cos_def
  1661     by (rule cos_converges [THEN sums_summable, THEN sums_group], simp)
  1662   thus ?thesis unfolding cos_coeff_def by (simp add: mult_ac)
  1663 qed
  1664 
  1665 lemma fact_lemma: "real (n::nat) * 4 = real (4 * n)"
  1666 by simp
  1667 
  1668 lemma real_mult_inverse_cancel:
  1669      "[|(0::real) < x; 0 < x1; x1 * y < x * u |]
  1670       ==> inverse x * y < inverse x1 * u"
  1671 apply (rule_tac c=x in mult_less_imp_less_left)
  1672 apply (auto simp add: mult_assoc [symmetric])
  1673 apply (simp (no_asm) add: mult_ac)
  1674 apply (rule_tac c=x1 in mult_less_imp_less_right)
  1675 apply (auto simp add: mult_ac)
  1676 done
  1677 
  1678 lemma real_mult_inverse_cancel2:
  1679      "[|(0::real) < x;0 < x1; x1 * y < x * u |] ==> y * inverse x < u * inverse x1"
  1680 apply (auto dest: real_mult_inverse_cancel simp add: mult_ac)
  1681 done
  1682 
  1683 lemma realpow_num_eq_if:
  1684   fixes m :: "'a::power"
  1685   shows "m ^ n = (if n=0 then 1 else m * m ^ (n - 1))"
  1686 by (cases n, auto)
  1687 
  1688 lemma cos_two_less_zero [simp]: "cos (2) < 0"
  1689 apply (cut_tac x = 2 in cos_paired)
  1690 apply (drule sums_minus)
  1691 apply (rule neg_less_iff_less [THEN iffD1])
  1692 apply (frule sums_unique, auto)
  1693 apply (rule_tac y =
  1694  "\<Sum>n=0..< Suc(Suc(Suc 0)). - (-1 ^ n / (real(fact (2*n))) * 2 ^ (2*n))"
  1695        in order_less_trans)
  1696 apply (simp (no_asm) add: fact_num_eq_if_nat realpow_num_eq_if del: fact_Suc)
  1697 apply (simp (no_asm) add: mult_assoc del: setsum_op_ivl_Suc)
  1698 apply (rule sumr_pos_lt_pair)
  1699 apply (erule sums_summable, safe)
  1700 unfolding One_nat_def
  1701 apply (simp (no_asm) add: divide_inverse real_0_less_add_iff mult_assoc [symmetric]
  1702             del: fact_Suc)
  1703 apply (rule real_mult_inverse_cancel2)
  1704 apply (rule real_of_nat_fact_gt_zero)+
  1705 apply (simp (no_asm) add: mult_assoc [symmetric] del: fact_Suc)
  1706 apply (subst fact_lemma)
  1707 apply (subst fact_Suc [of "Suc (Suc (Suc (Suc (Suc (Suc (Suc (4 * d)))))))"])
  1708 apply (simp only: real_of_nat_mult)
  1709 apply (rule mult_strict_mono, force)
  1710   apply (rule_tac [3] real_of_nat_ge_zero)
  1711  prefer 2 apply force
  1712 apply (rule real_of_nat_less_iff [THEN iffD2])
  1713 apply (rule fact_less_mono_nat, auto)
  1714 done
  1715 
  1716 lemmas cos_two_neq_zero [simp] = cos_two_less_zero [THEN less_imp_neq]
  1717 lemmas cos_two_le_zero [simp] = cos_two_less_zero [THEN order_less_imp_le]
  1718 
  1719 lemma cos_is_zero: "EX! x. 0 \<le> x & x \<le> 2 & cos x = 0"
  1720 apply (subgoal_tac "\<exists>x. 0 \<le> x & x \<le> 2 & cos x = 0")
  1721 apply (rule_tac [2] IVT2)
  1722 apply (auto intro: DERIV_isCont DERIV_cos)
  1723 apply (cut_tac x = xa and y = y in linorder_less_linear)
  1724 apply (rule ccontr)
  1725 apply (subgoal_tac " (\<forall>x. cos differentiable x) & (\<forall>x. isCont cos x) ")
  1726 apply (auto intro: DERIV_cos DERIV_isCont simp add: differentiable_def)
  1727 apply (drule_tac f = cos in Rolle)
  1728 apply (drule_tac [5] f = cos in Rolle)
  1729 apply (auto dest!: DERIV_cos [THEN DERIV_unique] simp add: differentiable_def)
  1730 apply (metis order_less_le_trans less_le sin_gt_zero)
  1731 apply (metis order_less_le_trans less_le sin_gt_zero)
  1732 done
  1733 
  1734 lemma pi_half: "pi/2 = (THE x. 0 \<le> x & x \<le> 2 & cos x = 0)"
  1735 by (simp add: pi_def)
  1736 
  1737 lemma cos_pi_half [simp]: "cos (pi / 2) = 0"
  1738 by (simp add: pi_half cos_is_zero [THEN theI'])
  1739 
  1740 lemma pi_half_gt_zero [simp]: "0 < pi / 2"
  1741 apply (rule order_le_neq_trans)
  1742 apply (simp add: pi_half cos_is_zero [THEN theI'])
  1743 apply (rule notI, drule arg_cong [where f=cos], simp)
  1744 done
  1745 
  1746 lemmas pi_half_neq_zero [simp] = pi_half_gt_zero [THEN less_imp_neq, symmetric]
  1747 lemmas pi_half_ge_zero [simp] = pi_half_gt_zero [THEN order_less_imp_le]
  1748 
  1749 lemma pi_half_less_two [simp]: "pi / 2 < 2"
  1750 apply (rule order_le_neq_trans)
  1751 apply (simp add: pi_half cos_is_zero [THEN theI'])
  1752 apply (rule notI, drule arg_cong [where f=cos], simp)
  1753 done
  1754 
  1755 lemmas pi_half_neq_two [simp] = pi_half_less_two [THEN less_imp_neq]
  1756 lemmas pi_half_le_two [simp] =  pi_half_less_two [THEN order_less_imp_le]
  1757 
  1758 lemma pi_gt_zero [simp]: "0 < pi"
  1759 by (insert pi_half_gt_zero, simp)
  1760 
  1761 lemma pi_ge_zero [simp]: "0 \<le> pi"
  1762 by (rule pi_gt_zero [THEN order_less_imp_le])
  1763 
  1764 lemma pi_neq_zero [simp]: "pi \<noteq> 0"
  1765 by (rule pi_gt_zero [THEN less_imp_neq, THEN not_sym])
  1766 
  1767 lemma pi_not_less_zero [simp]: "\<not> pi < 0"
  1768 by (simp add: linorder_not_less)
  1769 
  1770 lemma minus_pi_half_less_zero: "-(pi/2) < 0"
  1771 by simp
  1772 
  1773 lemma m2pi_less_pi: "- (2 * pi) < pi"
  1774 proof -
  1775   have "- (2 * pi) < 0" and "0 < pi" by auto
  1776   from order_less_trans[OF this] show ?thesis .
  1777 qed
  1778 
  1779 lemma sin_pi_half [simp]: "sin(pi/2) = 1"
  1780 apply (cut_tac x = "pi/2" in sin_cos_squared_add2)
  1781 apply (cut_tac sin_gt_zero [OF pi_half_gt_zero pi_half_less_two])
  1782 apply (simp add: power2_eq_1_iff)
  1783 done
  1784 
  1785 lemma cos_pi [simp]: "cos pi = -1"
  1786 by (cut_tac x = "pi/2" and y = "pi/2" in cos_add, simp)
  1787 
  1788 lemma sin_pi [simp]: "sin pi = 0"
  1789 by (cut_tac x = "pi/2" and y = "pi/2" in sin_add, simp)
  1790 
  1791 lemma sin_cos_eq: "sin x = cos (pi/2 - x)"
  1792 by (simp add: diff_minus cos_add)
  1793 declare sin_cos_eq [symmetric, simp]
  1794 
  1795 lemma minus_sin_cos_eq: "-sin x = cos (x + pi/2)"
  1796 by (simp add: cos_add)
  1797 declare minus_sin_cos_eq [symmetric, simp]
  1798 
  1799 lemma cos_sin_eq: "cos x = sin (pi/2 - x)"
  1800 by (simp add: diff_minus sin_add)
  1801 declare cos_sin_eq [symmetric, simp]
  1802 
  1803 lemma sin_periodic_pi [simp]: "sin (x + pi) = - sin x"
  1804 by (simp add: sin_add)
  1805 
  1806 lemma sin_periodic_pi2 [simp]: "sin (pi + x) = - sin x"
  1807 by (simp add: sin_add)
  1808 
  1809 lemma cos_periodic_pi [simp]: "cos (x + pi) = - cos x"
  1810 by (simp add: cos_add)
  1811 
  1812 lemma sin_periodic [simp]: "sin (x + 2*pi) = sin x"
  1813 by (simp add: sin_add cos_double)
  1814 
  1815 lemma cos_periodic [simp]: "cos (x + 2*pi) = cos x"
  1816 by (simp add: cos_add cos_double)
  1817 
  1818 lemma cos_npi [simp]: "cos (real n * pi) = -1 ^ n"
  1819 apply (induct "n")
  1820 apply (auto simp add: real_of_nat_Suc left_distrib)
  1821 done
  1822 
  1823 lemma cos_npi2 [simp]: "cos (pi * real n) = -1 ^ n"
  1824 proof -
  1825   have "cos (pi * real n) = cos (real n * pi)" by (simp only: mult_commute)
  1826   also have "... = -1 ^ n" by (rule cos_npi)
  1827   finally show ?thesis .
  1828 qed
  1829 
  1830 lemma sin_npi [simp]: "sin (real (n::nat) * pi) = 0"
  1831 apply (induct "n")
  1832 apply (auto simp add: real_of_nat_Suc left_distrib)
  1833 done
  1834 
  1835 lemma sin_npi2 [simp]: "sin (pi * real (n::nat)) = 0"
  1836 by (simp add: mult_commute [of pi])
  1837 
  1838 lemma cos_two_pi [simp]: "cos (2 * pi) = 1"
  1839 by (simp add: cos_double)
  1840 
  1841 lemma sin_two_pi [simp]: "sin (2 * pi) = 0"
  1842 by simp
  1843 
  1844 lemma sin_gt_zero2: "[| 0 < x; x < pi/2 |] ==> 0 < sin x"
  1845 apply (rule sin_gt_zero, assumption)
  1846 apply (rule order_less_trans, assumption)
  1847 apply (rule pi_half_less_two)
  1848 done
  1849 
  1850 lemma sin_less_zero:
  1851   assumes lb: "- pi/2 < x" and "x < 0" shows "sin x < 0"
  1852 proof -
  1853   have "0 < sin (- x)" using assms by (simp only: sin_gt_zero2)
  1854   thus ?thesis by simp
  1855 qed
  1856 
  1857 lemma pi_less_4: "pi < 4"
  1858 by (cut_tac pi_half_less_two, auto)
  1859 
  1860 lemma cos_gt_zero: "[| 0 < x; x < pi/2 |] ==> 0 < cos x"
  1861 apply (cut_tac pi_less_4)
  1862 apply (cut_tac f = cos and a = 0 and b = x and y = 0 in IVT2_objl, safe, simp_all)
  1863 apply (cut_tac cos_is_zero, safe)
  1864 apply (rename_tac y z)
  1865 apply (drule_tac x = y in spec)
  1866 apply (drule_tac x = "pi/2" in spec, simp)
  1867 done
  1868 
  1869 lemma cos_gt_zero_pi: "[| -(pi/2) < x; x < pi/2 |] ==> 0 < cos x"
  1870 apply (rule_tac x = x and y = 0 in linorder_cases)
  1871 apply (rule cos_minus [THEN subst])
  1872 apply (rule cos_gt_zero)
  1873 apply (auto intro: cos_gt_zero)
  1874 done
  1875 
  1876 lemma cos_ge_zero: "[| -(pi/2) \<le> x; x \<le> pi/2 |] ==> 0 \<le> cos x"
  1877 apply (auto simp add: order_le_less cos_gt_zero_pi)
  1878 apply (subgoal_tac "x = pi/2", auto)
  1879 done
  1880 
  1881 lemma sin_gt_zero_pi: "[| 0 < x; x < pi  |] ==> 0 < sin x"
  1882 apply (subst sin_cos_eq)
  1883 apply (rotate_tac 1)
  1884 apply (drule real_sum_of_halves [THEN ssubst])
  1885 apply (auto intro!: cos_gt_zero_pi simp del: sin_cos_eq [symmetric])
  1886 done
  1887 
  1888 
  1889 lemma pi_ge_two: "2 \<le> pi"
  1890 proof (rule ccontr)
  1891   assume "\<not> 2 \<le> pi" hence "pi < 2" by auto
  1892   have "\<exists>y > pi. y < 2 \<and> y < 2 * pi"
  1893   proof (cases "2 < 2 * pi")
  1894     case True with dense[OF `pi < 2`] show ?thesis by auto
  1895   next
  1896     case False have "pi < 2 * pi" by auto
  1897     from dense[OF this] and False show ?thesis by auto
  1898   qed
  1899   then obtain y where "pi < y" and "y < 2" and "y < 2 * pi" by blast
  1900   hence "0 < sin y" using sin_gt_zero by auto
  1901   moreover
  1902   have "sin y < 0" using sin_gt_zero_pi[of "y - pi"] `pi < y` and `y < 2 * pi` sin_periodic_pi[of "y - pi"] by auto
  1903   ultimately show False by auto
  1904 qed
  1905 
  1906 lemma sin_ge_zero: "[| 0 \<le> x; x \<le> pi |] ==> 0 \<le> sin x"
  1907 by (auto simp add: order_le_less sin_gt_zero_pi)
  1908 
  1909 lemma cos_total: "[| -1 \<le> y; y \<le> 1 |] ==> EX! x. 0 \<le> x & x \<le> pi & (cos x = y)"
  1910 apply (subgoal_tac "\<exists>x. 0 \<le> x & x \<le> pi & cos x = y")
  1911 apply (rule_tac [2] IVT2)
  1912 apply (auto intro: order_less_imp_le DERIV_isCont DERIV_cos)
  1913 apply (cut_tac x = xa and y = y in linorder_less_linear)
  1914 apply (rule ccontr, auto)
  1915 apply (drule_tac f = cos in Rolle)
  1916 apply (drule_tac [5] f = cos in Rolle)
  1917 apply (auto intro: order_less_imp_le DERIV_isCont DERIV_cos
  1918             dest!: DERIV_cos [THEN DERIV_unique]
  1919             simp add: differentiable_def)
  1920 apply (auto dest: sin_gt_zero_pi [OF order_le_less_trans order_less_le_trans])
  1921 done
  1922 
  1923 lemma sin_total:
  1924      "[| -1 \<le> y; y \<le> 1 |] ==> EX! x. -(pi/2) \<le> x & x \<le> pi/2 & (sin x = y)"
  1925 apply (rule ccontr)
  1926 apply (subgoal_tac "\<forall>x. (- (pi/2) \<le> x & x \<le> pi/2 & (sin x = y)) = (0 \<le> (x + pi/2) & (x + pi/2) \<le> pi & (cos (x + pi/2) = -y))")
  1927 apply (erule contrapos_np)
  1928 apply (simp del: minus_sin_cos_eq [symmetric])
  1929 apply (cut_tac y="-y" in cos_total, simp) apply simp
  1930 apply (erule ex1E)
  1931 apply (rule_tac a = "x - (pi/2)" in ex1I)
  1932 apply (simp (no_asm) add: add_assoc)
  1933 apply (rotate_tac 3)
  1934 apply (drule_tac x = "xa + pi/2" in spec, safe, simp_all)
  1935 done
  1936 
  1937 lemma reals_Archimedean4:
  1938      "[| 0 < y; 0 \<le> x |] ==> \<exists>n. real n * y \<le> x & x < real (Suc n) * y"
  1939 apply (auto dest!: reals_Archimedean3)
  1940 apply (drule_tac x = x in spec, clarify)
  1941 apply (subgoal_tac "x < real(LEAST m::nat. x < real m * y) * y")
  1942  prefer 2 apply (erule LeastI)
  1943 apply (case_tac "LEAST m::nat. x < real m * y", simp)
  1944 apply (subgoal_tac "~ x < real nat * y")
  1945  prefer 2 apply (rule not_less_Least, simp, force)
  1946 done
  1947 
  1948 (* Pre Isabelle99-2 proof was simpler- numerals arithmetic
  1949    now causes some unwanted re-arrangements of literals!   *)
  1950 lemma cos_zero_lemma:
  1951      "[| 0 \<le> x; cos x = 0 |] ==>
  1952       \<exists>n::nat. ~even n & x = real n * (pi/2)"
  1953 apply (drule pi_gt_zero [THEN reals_Archimedean4], safe)
  1954 apply (subgoal_tac "0 \<le> x - real n * pi &
  1955                     (x - real n * pi) \<le> pi & (cos (x - real n * pi) = 0) ")
  1956 apply (auto simp add: algebra_simps real_of_nat_Suc)
  1957  prefer 2 apply (simp add: cos_diff)
  1958 apply (simp add: cos_diff)
  1959 apply (subgoal_tac "EX! x. 0 \<le> x & x \<le> pi & cos x = 0")
  1960 apply (rule_tac [2] cos_total, safe)
  1961 apply (drule_tac x = "x - real n * pi" in spec)
  1962 apply (drule_tac x = "pi/2" in spec)
  1963 apply (simp add: cos_diff)
  1964 apply (rule_tac x = "Suc (2 * n)" in exI)
  1965 apply (simp add: real_of_nat_Suc algebra_simps, auto)
  1966 done
  1967 
  1968 lemma sin_zero_lemma:
  1969      "[| 0 \<le> x; sin x = 0 |] ==>
  1970       \<exists>n::nat. even n & x = real n * (pi/2)"
  1971 apply (subgoal_tac "\<exists>n::nat. ~ even n & x + pi/2 = real n * (pi/2) ")
  1972  apply (clarify, rule_tac x = "n - 1" in exI)
  1973  apply (force simp add: odd_Suc_mult_two_ex real_of_nat_Suc left_distrib)
  1974 apply (rule cos_zero_lemma)
  1975 apply (simp_all add: add_increasing)
  1976 done
  1977 
  1978 
  1979 lemma cos_zero_iff:
  1980      "(cos x = 0) =
  1981       ((\<exists>n::nat. ~even n & (x = real n * (pi/2))) |
  1982        (\<exists>n::nat. ~even n & (x = -(real n * (pi/2)))))"
  1983 apply (rule iffI)
  1984 apply (cut_tac linorder_linear [of 0 x], safe)
  1985 apply (drule cos_zero_lemma, assumption+)
  1986 apply (cut_tac x="-x" in cos_zero_lemma, simp, simp)
  1987 apply (force simp add: minus_equation_iff [of x])
  1988 apply (auto simp only: odd_Suc_mult_two_ex real_of_nat_Suc left_distrib)
  1989 apply (auto simp add: cos_add)
  1990 done
  1991 
  1992 (* ditto: but to a lesser extent *)
  1993 lemma sin_zero_iff:
  1994      "(sin x = 0) =
  1995       ((\<exists>n::nat. even n & (x = real n * (pi/2))) |
  1996        (\<exists>n::nat. even n & (x = -(real n * (pi/2)))))"
  1997 apply (rule iffI)
  1998 apply (cut_tac linorder_linear [of 0 x], safe)
  1999 apply (drule sin_zero_lemma, assumption+)
  2000 apply (cut_tac x="-x" in sin_zero_lemma, simp, simp, safe)
  2001 apply (force simp add: minus_equation_iff [of x])
  2002 apply (auto simp add: even_mult_two_ex)
  2003 done
  2004 
  2005 lemma cos_monotone_0_pi: assumes "0 \<le> y" and "y < x" and "x \<le> pi"
  2006   shows "cos x < cos y"
  2007 proof -
  2008   have "- (x - y) < 0" using assms by auto
  2009 
  2010   from MVT2[OF `y < x` DERIV_cos[THEN impI, THEN allI]]
  2011   obtain z where "y < z" and "z < x" and cos_diff: "cos x - cos y = (x - y) * - sin z" by auto
  2012   hence "0 < z" and "z < pi" using assms by auto
  2013   hence "0 < sin z" using sin_gt_zero_pi by auto
  2014   hence "cos x - cos y < 0" unfolding cos_diff minus_mult_commute[symmetric] using `- (x - y) < 0` by (rule mult_pos_neg2)
  2015   thus ?thesis by auto
  2016 qed
  2017 
  2018 lemma cos_monotone_0_pi': assumes "0 \<le> y" and "y \<le> x" and "x \<le> pi" shows "cos x \<le> cos y"
  2019 proof (cases "y < x")
  2020   case True show ?thesis using cos_monotone_0_pi[OF `0 \<le> y` True `x \<le> pi`] by auto
  2021 next
  2022   case False hence "y = x" using `y \<le> x` by auto
  2023   thus ?thesis by auto
  2024 qed
  2025 
  2026 lemma cos_monotone_minus_pi_0: assumes "-pi \<le> y" and "y < x" and "x \<le> 0"
  2027   shows "cos y < cos x"
  2028 proof -
  2029   have "0 \<le> -x" and "-x < -y" and "-y \<le> pi" using assms by auto
  2030   from cos_monotone_0_pi[OF this]
  2031   show ?thesis unfolding cos_minus .
  2032 qed
  2033 
  2034 lemma cos_monotone_minus_pi_0': assumes "-pi \<le> y" and "y \<le> x" and "x \<le> 0" shows "cos y \<le> cos x"
  2035 proof (cases "y < x")
  2036   case True show ?thesis using cos_monotone_minus_pi_0[OF `-pi \<le> y` True `x \<le> 0`] by auto
  2037 next
  2038   case False hence "y = x" using `y \<le> x` by auto
  2039   thus ?thesis by auto
  2040 qed
  2041 
  2042 lemma sin_monotone_2pi': assumes "- (pi / 2) \<le> y" and "y \<le> x" and "x \<le> pi / 2" shows "sin y \<le> sin x"
  2043 proof -
  2044   have "0 \<le> y + pi / 2" and "y + pi / 2 \<le> x + pi / 2" and "x + pi /2 \<le> pi"
  2045     using pi_ge_two and assms by auto
  2046   from cos_monotone_0_pi'[OF this] show ?thesis unfolding minus_sin_cos_eq[symmetric] by auto
  2047 qed
  2048 
  2049 subsection {* Tangent *}
  2050 
  2051 definition
  2052   tan :: "real => real" where
  2053   "tan x = (sin x)/(cos x)"
  2054 
  2055 lemma tan_zero [simp]: "tan 0 = 0"
  2056 by (simp add: tan_def)
  2057 
  2058 lemma tan_pi [simp]: "tan pi = 0"
  2059 by (simp add: tan_def)
  2060 
  2061 lemma tan_npi [simp]: "tan (real (n::nat) * pi) = 0"
  2062 by (simp add: tan_def)
  2063 
  2064 lemma tan_minus [simp]: "tan (-x) = - tan x"
  2065 by (simp add: tan_def minus_mult_left)
  2066 
  2067 lemma tan_periodic [simp]: "tan (x + 2*pi) = tan x"
  2068 by (simp add: tan_def)
  2069 
  2070 lemma lemma_tan_add1:
  2071       "[| cos x \<noteq> 0; cos y \<noteq> 0 |]
  2072         ==> 1 - tan(x)*tan(y) = cos (x + y)/(cos x * cos y)"
  2073 apply (simp add: tan_def divide_inverse)
  2074 apply (auto simp del: inverse_mult_distrib
  2075             simp add: inverse_mult_distrib [symmetric] mult_ac)
  2076 apply (rule_tac c1 = "cos x * cos y" in real_mult_right_cancel [THEN subst])
  2077 apply (auto simp del: inverse_mult_distrib
  2078             simp add: mult_assoc left_diff_distrib cos_add)
  2079 done
  2080 
  2081 lemma add_tan_eq:
  2082       "[| cos x \<noteq> 0; cos y \<noteq> 0 |]
  2083        ==> tan x + tan y = sin(x + y)/(cos x * cos y)"
  2084 apply (simp add: tan_def)
  2085 apply (rule_tac c1 = "cos x * cos y" in real_mult_right_cancel [THEN subst])
  2086 apply (auto simp add: mult_assoc left_distrib)
  2087 apply (simp add: sin_add)
  2088 done
  2089 
  2090 lemma tan_add:
  2091      "[| cos x \<noteq> 0; cos y \<noteq> 0; cos (x + y) \<noteq> 0 |]
  2092       ==> tan(x + y) = (tan(x) + tan(y))/(1 - tan(x) * tan(y))"
  2093 apply (simp (no_asm_simp) add: add_tan_eq lemma_tan_add1)
  2094 apply (simp add: tan_def)
  2095 done
  2096 
  2097 lemma tan_double:
  2098      "[| cos x \<noteq> 0; cos (2 * x) \<noteq> 0 |]
  2099       ==> tan (2 * x) = (2 * tan x)/(1 - (tan(x) ^ 2))"
  2100 apply (insert tan_add [of x x])
  2101 apply (simp add: mult_2 [symmetric])
  2102 apply (auto simp add: numeral_2_eq_2)
  2103 done
  2104 
  2105 lemma tan_gt_zero: "[| 0 < x; x < pi/2 |] ==> 0 < tan x"
  2106 by (simp add: tan_def zero_less_divide_iff sin_gt_zero2 cos_gt_zero_pi)
  2107 
  2108 lemma tan_less_zero:
  2109   assumes lb: "- pi/2 < x" and "x < 0" shows "tan x < 0"
  2110 proof -
  2111   have "0 < tan (- x)" using assms by (simp only: tan_gt_zero)
  2112   thus ?thesis by simp
  2113 qed
  2114 
  2115 lemma tan_half: fixes x :: real assumes "- (pi / 2) < x" and "x < pi / 2"
  2116   shows "tan x = sin (2 * x) / (cos (2 * x) + 1)"
  2117 proof -
  2118   from cos_gt_zero_pi[OF `- (pi / 2) < x` `x < pi / 2`]
  2119   have "cos x \<noteq> 0" by auto
  2120 
  2121   have minus_cos_2x: "\<And>X. X - cos (2*x) = X - (cos x) ^ 2 + (sin x) ^ 2" unfolding cos_double by algebra
  2122 
  2123   have "tan x = (tan x + tan x) / 2" by auto
  2124   also have "\<dots> = sin (x + x) / (cos x * cos x) / 2" unfolding add_tan_eq[OF `cos x \<noteq> 0` `cos x \<noteq> 0`] ..
  2125   also have "\<dots> = sin (2 * x) / ((cos x) ^ 2 + (cos x) ^ 2 + cos (2*x) - cos (2*x))" unfolding divide_divide_eq_left numeral_2_eq_2 by auto
  2126   also have "\<dots> = sin (2 * x) / ((cos x) ^ 2 + cos (2*x) + (sin x)^2)" unfolding minus_cos_2x by auto
  2127   also have "\<dots> = sin (2 * x) / (cos (2*x) + 1)" by auto
  2128   finally show ?thesis .
  2129 qed
  2130 
  2131 lemma lemma_DERIV_tan:
  2132      "cos x \<noteq> 0 ==> DERIV (%x. sin(x)/cos(x)) x :> inverse((cos x)\<twosuperior>)"
  2133   by (auto intro!: DERIV_intros simp add: field_simps numeral_2_eq_2)
  2134 
  2135 lemma DERIV_tan [simp]: "cos x \<noteq> 0 ==> DERIV tan x :> inverse((cos x)\<twosuperior>)"
  2136 by (auto dest: lemma_DERIV_tan simp add: tan_def [symmetric])
  2137 
  2138 lemma isCont_tan [simp]: "cos x \<noteq> 0 ==> isCont tan x"
  2139 by (rule DERIV_tan [THEN DERIV_isCont])
  2140 
  2141 lemma LIM_cos_div_sin [simp]: "(%x. cos(x)/sin(x)) -- pi/2 --> 0"
  2142 apply (subgoal_tac "(\<lambda>x. cos x * inverse (sin x)) -- pi * inverse 2 --> 0*1")
  2143 apply (simp add: divide_inverse [symmetric])
  2144 apply (rule LIM_mult)
  2145 apply (rule_tac [2] inverse_1 [THEN subst])
  2146 apply (rule_tac [2] LIM_inverse)
  2147 apply (simp_all add: divide_inverse [symmetric])
  2148 apply (simp_all only: isCont_def [symmetric] cos_pi_half [symmetric] sin_pi_half [symmetric])
  2149 apply (blast intro!: DERIV_isCont DERIV_sin DERIV_cos)+
  2150 done
  2151 
  2152 lemma lemma_tan_total: "0 < y ==> \<exists>x. 0 < x & x < pi/2 & y < tan x"
  2153 apply (cut_tac LIM_cos_div_sin)
  2154 apply (simp only: LIM_eq)
  2155 apply (drule_tac x = "inverse y" in spec, safe, force)
  2156 apply (drule_tac ?d1.0 = s in pi_half_gt_zero [THEN [2] real_lbound_gt_zero], safe)
  2157 apply (rule_tac x = "(pi/2) - e" in exI)
  2158 apply (simp (no_asm_simp))
  2159 apply (drule_tac x = "(pi/2) - e" in spec)
  2160 apply (auto simp add: tan_def)
  2161 apply (rule inverse_less_iff_less [THEN iffD1])
  2162 apply (auto simp add: divide_inverse)
  2163 apply (rule mult_pos_pos)
  2164 apply (subgoal_tac [3] "0 < sin e & 0 < cos e")
  2165 apply (auto intro: cos_gt_zero sin_gt_zero2 simp add: mult_commute)
  2166 done
  2167 
  2168 lemma tan_total_pos: "0 \<le> y ==> \<exists>x. 0 \<le> x & x < pi/2 & tan x = y"
  2169 apply (frule order_le_imp_less_or_eq, safe)
  2170  prefer 2 apply force
  2171 apply (drule lemma_tan_total, safe)
  2172 apply (cut_tac f = tan and a = 0 and b = x and y = y in IVT_objl)
  2173 apply (auto intro!: DERIV_tan [THEN DERIV_isCont])
  2174 apply (drule_tac y = xa in order_le_imp_less_or_eq)
  2175 apply (auto dest: cos_gt_zero)
  2176 done
  2177 
  2178 lemma lemma_tan_total1: "\<exists>x. -(pi/2) < x & x < (pi/2) & tan x = y"
  2179 apply (cut_tac linorder_linear [of 0 y], safe)
  2180 apply (drule tan_total_pos)
  2181 apply (cut_tac [2] y="-y" in tan_total_pos, safe)
  2182 apply (rule_tac [3] x = "-x" in exI)
  2183 apply (auto intro!: exI)
  2184 done
  2185 
  2186 lemma tan_total: "EX! x. -(pi/2) < x & x < (pi/2) & tan x = y"
  2187 apply (cut_tac y = y in lemma_tan_total1, auto)
  2188 apply (cut_tac x = xa and y = y in linorder_less_linear, auto)
  2189 apply (subgoal_tac [2] "\<exists>z. y < z & z < xa & DERIV tan z :> 0")
  2190 apply (subgoal_tac "\<exists>z. xa < z & z < y & DERIV tan z :> 0")
  2191 apply (rule_tac [4] Rolle)
  2192 apply (rule_tac [2] Rolle)
  2193 apply (auto intro!: DERIV_tan DERIV_isCont exI
  2194             simp add: differentiable_def)
  2195 txt{*Now, simulate TRYALL*}
  2196 apply (rule_tac [!] DERIV_tan asm_rl)
  2197 apply (auto dest!: DERIV_unique [OF _ DERIV_tan]
  2198             simp add: cos_gt_zero_pi [THEN less_imp_neq, THEN not_sym])
  2199 done
  2200 
  2201 lemma tan_monotone: assumes "- (pi / 2) < y" and "y < x" and "x < pi / 2"
  2202   shows "tan y < tan x"
  2203 proof -
  2204   have "\<forall> x'. y \<le> x' \<and> x' \<le> x \<longrightarrow> DERIV tan x' :> inverse (cos x'^2)"
  2205   proof (rule allI, rule impI)
  2206     fix x' :: real assume "y \<le> x' \<and> x' \<le> x"
  2207     hence "-(pi/2) < x'" and "x' < pi/2" using assms by auto
  2208     from cos_gt_zero_pi[OF this]
  2209     have "cos x' \<noteq> 0" by auto
  2210     thus "DERIV tan x' :> inverse (cos x'^2)" by (rule DERIV_tan)
  2211   qed
  2212   from MVT2[OF `y < x` this]
  2213   obtain z where "y < z" and "z < x" and tan_diff: "tan x - tan y = (x - y) * inverse ((cos z)\<twosuperior>)" by auto
  2214   hence "- (pi / 2) < z" and "z < pi / 2" using assms by auto
  2215   hence "0 < cos z" using cos_gt_zero_pi by auto
  2216   hence inv_pos: "0 < inverse ((cos z)\<twosuperior>)" by auto
  2217   have "0 < x - y" using `y < x` by auto
  2218   from mult_pos_pos [OF this inv_pos]
  2219   have "0 < tan x - tan y" unfolding tan_diff by auto
  2220   thus ?thesis by auto
  2221 qed
  2222 
  2223 lemma tan_monotone': assumes "- (pi / 2) < y" and "y < pi / 2" and "- (pi / 2) < x" and "x < pi / 2"
  2224   shows "(y < x) = (tan y < tan x)"
  2225 proof
  2226   assume "y < x" thus "tan y < tan x" using tan_monotone and `- (pi / 2) < y` and `x < pi / 2` by auto
  2227 next
  2228   assume "tan y < tan x"
  2229   show "y < x"
  2230   proof (rule ccontr)
  2231     assume "\<not> y < x" hence "x \<le> y" by auto
  2232     hence "tan x \<le> tan y"
  2233     proof (cases "x = y")
  2234       case True thus ?thesis by auto
  2235     next
  2236       case False hence "x < y" using `x \<le> y` by auto
  2237       from tan_monotone[OF `- (pi/2) < x` this `y < pi / 2`] show ?thesis by auto
  2238     qed
  2239     thus False using `tan y < tan x` by auto
  2240   qed
  2241 qed
  2242 
  2243 lemma tan_inverse: "1 / (tan y) = tan (pi / 2 - y)" unfolding tan_def sin_cos_eq[of y] cos_sin_eq[of y] by auto
  2244 
  2245 lemma tan_periodic_pi[simp]: "tan (x + pi) = tan x"
  2246   by (simp add: tan_def)
  2247 
  2248 lemma tan_periodic_nat[simp]: fixes n :: nat shows "tan (x + real n * pi) = tan x"
  2249 proof (induct n arbitrary: x)
  2250   case (Suc n)
  2251   have split_pi_off: "x + real (Suc n) * pi = (x + real n * pi) + pi" unfolding Suc_eq_plus1 real_of_nat_add real_of_one left_distrib by auto
  2252   show ?case unfolding split_pi_off using Suc by auto
  2253 qed auto
  2254 
  2255 lemma tan_periodic_int[simp]: fixes i :: int shows "tan (x + real i * pi) = tan x"
  2256 proof (cases "0 \<le> i")
  2257   case True hence i_nat: "real i = real (nat i)" by auto
  2258   show ?thesis unfolding i_nat by auto
  2259 next
  2260   case False hence i_nat: "real i = - real (nat (-i))" by auto
  2261   have "tan x = tan (x + real i * pi - real i * pi)" by auto
  2262   also have "\<dots> = tan (x + real i * pi)" unfolding i_nat mult_minus_left diff_minus_eq_add by (rule tan_periodic_nat)
  2263   finally show ?thesis by auto
  2264 qed
  2265 
  2266 lemma tan_periodic_n[simp]: "tan (x + number_of n * pi) = tan x"
  2267   using tan_periodic_int[of _ "number_of n" ] unfolding real_number_of .
  2268 
  2269 subsection {* Inverse Trigonometric Functions *}
  2270 
  2271 definition
  2272   arcsin :: "real => real" where
  2273   "arcsin y = (THE x. -(pi/2) \<le> x & x \<le> pi/2 & sin x = y)"
  2274 
  2275 definition
  2276   arccos :: "real => real" where
  2277   "arccos y = (THE x. 0 \<le> x & x \<le> pi & cos x = y)"
  2278 
  2279 definition
  2280   arctan :: "real => real" where
  2281   "arctan y = (THE x. -(pi/2) < x & x < pi/2 & tan x = y)"
  2282 
  2283 lemma arcsin:
  2284      "[| -1 \<le> y; y \<le> 1 |]
  2285       ==> -(pi/2) \<le> arcsin y &
  2286            arcsin y \<le> pi/2 & sin(arcsin y) = y"
  2287 unfolding arcsin_def by (rule theI' [OF sin_total])
  2288 
  2289 lemma arcsin_pi:
  2290      "[| -1 \<le> y; y \<le> 1 |]
  2291       ==> -(pi/2) \<le> arcsin y & arcsin y \<le> pi & sin(arcsin y) = y"
  2292 apply (drule (1) arcsin)
  2293 apply (force intro: order_trans)
  2294 done
  2295 
  2296 lemma sin_arcsin [simp]: "[| -1 \<le> y; y \<le> 1 |] ==> sin(arcsin y) = y"
  2297 by (blast dest: arcsin)
  2298 
  2299 lemma arcsin_bounded:
  2300      "[| -1 \<le> y; y \<le> 1 |] ==> -(pi/2) \<le> arcsin y & arcsin y \<le> pi/2"
  2301 by (blast dest: arcsin)
  2302 
  2303 lemma arcsin_lbound: "[| -1 \<le> y; y \<le> 1 |] ==> -(pi/2) \<le> arcsin y"
  2304 by (blast dest: arcsin)
  2305 
  2306 lemma arcsin_ubound: "[| -1 \<le> y; y \<le> 1 |] ==> arcsin y \<le> pi/2"
  2307 by (blast dest: arcsin)
  2308 
  2309 lemma arcsin_lt_bounded:
  2310      "[| -1 < y; y < 1 |] ==> -(pi/2) < arcsin y & arcsin y < pi/2"
  2311 apply (frule order_less_imp_le)
  2312 apply (frule_tac y = y in order_less_imp_le)
  2313 apply (frule arcsin_bounded)
  2314 apply (safe, simp)
  2315 apply (drule_tac y = "arcsin y" in order_le_imp_less_or_eq)
  2316 apply (drule_tac [2] y = "pi/2" in order_le_imp_less_or_eq, safe)
  2317 apply (drule_tac [!] f = sin in arg_cong, auto)
  2318 done
  2319 
  2320 lemma arcsin_sin: "[|-(pi/2) \<le> x; x \<le> pi/2 |] ==> arcsin(sin x) = x"
  2321 apply (unfold arcsin_def)
  2322 apply (rule the1_equality)
  2323 apply (rule sin_total, auto)
  2324 done
  2325 
  2326 lemma arccos:
  2327      "[| -1 \<le> y; y \<le> 1 |]
  2328       ==> 0 \<le> arccos y & arccos y \<le> pi & cos(arccos y) = y"
  2329 unfolding arccos_def by (rule theI' [OF cos_total])
  2330 
  2331 lemma cos_arccos [simp]: "[| -1 \<le> y; y \<le> 1 |] ==> cos(arccos y) = y"
  2332 by (blast dest: arccos)
  2333 
  2334 lemma arccos_bounded: "[| -1 \<le> y; y \<le> 1 |] ==> 0 \<le> arccos y & arccos y \<le> pi"
  2335 by (blast dest: arccos)
  2336 
  2337 lemma arccos_lbound: "[| -1 \<le> y; y \<le> 1 |] ==> 0 \<le> arccos y"
  2338 by (blast dest: arccos)
  2339 
  2340 lemma arccos_ubound: "[| -1 \<le> y; y \<le> 1 |] ==> arccos y \<le> pi"
  2341 by (blast dest: arccos)
  2342 
  2343 lemma arccos_lt_bounded:
  2344      "[| -1 < y; y < 1 |]
  2345       ==> 0 < arccos y & arccos y < pi"
  2346 apply (frule order_less_imp_le)
  2347 apply (frule_tac y = y in order_less_imp_le)
  2348 apply (frule arccos_bounded, auto)
  2349 apply (drule_tac y = "arccos y" in order_le_imp_less_or_eq)
  2350 apply (drule_tac [2] y = pi in order_le_imp_less_or_eq, auto)
  2351 apply (drule_tac [!] f = cos in arg_cong, auto)
  2352 done
  2353 
  2354 lemma arccos_cos: "[|0 \<le> x; x \<le> pi |] ==> arccos(cos x) = x"
  2355 apply (simp add: arccos_def)
  2356 apply (auto intro!: the1_equality cos_total)
  2357 done
  2358 
  2359 lemma arccos_cos2: "[|x \<le> 0; -pi \<le> x |] ==> arccos(cos x) = -x"
  2360 apply (simp add: arccos_def)
  2361 apply (auto intro!: the1_equality cos_total)
  2362 done
  2363 
  2364 lemma cos_arcsin: "\<lbrakk>-1 \<le> x; x \<le> 1\<rbrakk> \<Longrightarrow> cos (arcsin x) = sqrt (1 - x\<twosuperior>)"
  2365 apply (subgoal_tac "x\<twosuperior> \<le> 1")
  2366 apply (rule power2_eq_imp_eq)
  2367 apply (simp add: cos_squared_eq)
  2368 apply (rule cos_ge_zero)
  2369 apply (erule (1) arcsin_lbound)
  2370 apply (erule (1) arcsin_ubound)
  2371 apply simp
  2372 apply (subgoal_tac "\<bar>x\<bar>\<twosuperior> \<le> 1\<twosuperior>", simp)
  2373 apply (rule power_mono, simp, simp)
  2374 done
  2375 
  2376 lemma sin_arccos: "\<lbrakk>-1 \<le> x; x \<le> 1\<rbrakk> \<Longrightarrow> sin (arccos x) = sqrt (1 - x\<twosuperior>)"
  2377 apply (subgoal_tac "x\<twosuperior> \<le> 1")
  2378 apply (rule power2_eq_imp_eq)
  2379 apply (simp add: sin_squared_eq)
  2380 apply (rule sin_ge_zero)
  2381 apply (erule (1) arccos_lbound)
  2382 apply (erule (1) arccos_ubound)
  2383 apply simp
  2384 apply (subgoal_tac "\<bar>x\<bar>\<twosuperior> \<le> 1\<twosuperior>", simp)
  2385 apply (rule power_mono, simp, simp)
  2386 done
  2387 
  2388 lemma arctan [simp]:
  2389      "- (pi/2) < arctan y  & arctan y < pi/2 & tan (arctan y) = y"
  2390 unfolding arctan_def by (rule theI' [OF tan_total])
  2391 
  2392 lemma tan_arctan: "tan(arctan y) = y"
  2393 by auto
  2394 
  2395 lemma arctan_bounded: "- (pi/2) < arctan y  & arctan y < pi/2"
  2396 by (auto simp only: arctan)
  2397 
  2398 lemma arctan_lbound: "- (pi/2) < arctan y"
  2399 by auto
  2400 
  2401 lemma arctan_ubound: "arctan y < pi/2"
  2402 by (auto simp only: arctan)
  2403 
  2404 lemma arctan_tan:
  2405       "[|-(pi/2) < x; x < pi/2 |] ==> arctan(tan x) = x"
  2406 apply (unfold arctan_def)
  2407 apply (rule the1_equality)
  2408 apply (rule tan_total, auto)
  2409 done
  2410 
  2411 lemma arctan_zero_zero [simp]: "arctan 0 = 0"
  2412 by (insert arctan_tan [of 0], simp)
  2413 
  2414 lemma cos_arctan_not_zero [simp]: "cos(arctan x) \<noteq> 0"
  2415 apply (auto simp add: cos_zero_iff)
  2416 apply (case_tac "n")
  2417 apply (case_tac [3] "n")
  2418 apply (cut_tac [2] y = x in arctan_ubound)
  2419 apply (cut_tac [4] y = x in arctan_lbound)
  2420 apply (auto simp add: real_of_nat_Suc left_distrib mult_less_0_iff)
  2421 done
  2422 
  2423 lemma tan_sec: "cos x \<noteq> 0 ==> 1 + tan(x) ^ 2 = inverse(cos x) ^ 2"
  2424 apply (rule power_inverse [THEN subst])
  2425 apply (rule_tac c1 = "(cos x)\<twosuperior>" in real_mult_right_cancel [THEN iffD1])
  2426 apply (auto dest: field_power_not_zero
  2427         simp add: power_mult_distrib left_distrib power_divide tan_def
  2428                   mult_assoc power_inverse [symmetric])
  2429 done
  2430 
  2431 lemma isCont_inverse_function2:
  2432   fixes f g :: "real \<Rightarrow> real" shows
  2433   "\<lbrakk>a < x; x < b;
  2434     \<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> g (f z) = z;
  2435     \<forall>z. a \<le> z \<and> z \<le> b \<longrightarrow> isCont f z\<rbrakk>
  2436    \<Longrightarrow> isCont g (f x)"
  2437 apply (rule isCont_inverse_function
  2438        [where f=f and d="min (x - a) (b - x)"])
  2439 apply (simp_all add: abs_le_iff)
  2440 done
  2441 
  2442 lemma isCont_arcsin: "\<lbrakk>-1 < x; x < 1\<rbrakk> \<Longrightarrow> isCont arcsin x"
  2443 apply (subgoal_tac "isCont arcsin (sin (arcsin x))", simp)
  2444 apply (rule isCont_inverse_function2 [where f=sin])
  2445 apply (erule (1) arcsin_lt_bounded [THEN conjunct1])
  2446 apply (erule (1) arcsin_lt_bounded [THEN conjunct2])
  2447 apply (fast intro: arcsin_sin, simp)
  2448 done
  2449 
  2450 lemma isCont_arccos: "\<lbrakk>-1 < x; x < 1\<rbrakk> \<Longrightarrow> isCont arccos x"
  2451 apply (subgoal_tac "isCont arccos (cos (arccos x))", simp)
  2452 apply (rule isCont_inverse_function2 [where f=cos])
  2453 apply (erule (1) arccos_lt_bounded [THEN conjunct1])
  2454 apply (erule (1) arccos_lt_bounded [THEN conjunct2])
  2455 apply (fast intro: arccos_cos, simp)
  2456 done
  2457 
  2458 lemma isCont_arctan: "isCont arctan x"
  2459 apply (rule arctan_lbound [of x, THEN dense, THEN exE], clarify)
  2460 apply (rule arctan_ubound [of x, THEN dense, THEN exE], clarify)
  2461 apply (subgoal_tac "isCont arctan (tan (arctan x))", simp)
  2462 apply (erule (1) isCont_inverse_function2 [where f=tan])
  2463 apply (metis arctan_tan order_le_less_trans order_less_le_trans)
  2464 apply (metis cos_gt_zero_pi isCont_tan order_less_le_trans less_le)
  2465 done
  2466 
  2467 lemma DERIV_arcsin:
  2468   "\<lbrakk>-1 < x; x < 1\<rbrakk> \<Longrightarrow> DERIV arcsin x :> inverse (sqrt (1 - x\<twosuperior>))"
  2469 apply (rule DERIV_inverse_function [where f=sin and a="-1" and b="1"])
  2470 apply (rule lemma_DERIV_subst [OF DERIV_sin])
  2471 apply (simp add: cos_arcsin)
  2472 apply (subgoal_tac "\<bar>x\<bar>\<twosuperior> < 1\<twosuperior>", simp)
  2473 apply (rule power_strict_mono, simp, simp, simp)
  2474 apply assumption
  2475 apply assumption
  2476 apply simp
  2477 apply (erule (1) isCont_arcsin)
  2478 done
  2479 
  2480 lemma DERIV_arccos:
  2481   "\<lbrakk>-1 < x; x < 1\<rbrakk> \<Longrightarrow> DERIV arccos x :> inverse (- sqrt (1 - x\<twosuperior>))"
  2482 apply (rule DERIV_inverse_function [where f=cos and a="-1" and b="1"])
  2483 apply (rule lemma_DERIV_subst [OF DERIV_cos])
  2484 apply (simp add: sin_arccos)
  2485 apply (subgoal_tac "\<bar>x\<bar>\<twosuperior> < 1\<twosuperior>", simp)
  2486 apply (rule power_strict_mono, simp, simp, simp)
  2487 apply assumption
  2488 apply assumption
  2489 apply simp
  2490 apply (erule (1) isCont_arccos)
  2491 done
  2492 
  2493 lemma DERIV_arctan: "DERIV arctan x :> inverse (1 + x\<twosuperior>)"
  2494 apply (rule DERIV_inverse_function [where f=tan and a="x - 1" and b="x + 1"])
  2495 apply (rule lemma_DERIV_subst [OF DERIV_tan])
  2496 apply (rule cos_arctan_not_zero)
  2497 apply (simp add: power_inverse tan_sec [symmetric])
  2498 apply (subgoal_tac "0 < 1 + x\<twosuperior>", simp)
  2499 apply (simp add: add_pos_nonneg)
  2500 apply (simp, simp, simp, rule isCont_arctan)
  2501 done
  2502 
  2503 declare
  2504   DERIV_arcsin[THEN DERIV_chain2, THEN DERIV_cong, DERIV_intros]
  2505   DERIV_arccos[THEN DERIV_chain2, THEN DERIV_cong, DERIV_intros]
  2506   DERIV_arctan[THEN DERIV_chain2, THEN DERIV_cong, DERIV_intros]
  2507 
  2508 subsection {* More Theorems about Sin and Cos *}
  2509 
  2510 lemma cos_45: "cos (pi / 4) = sqrt 2 / 2"
  2511 proof -
  2512   let ?c = "cos (pi / 4)" and ?s = "sin (pi / 4)"
  2513   have nonneg: "0 \<le> ?c"
  2514     by (rule cos_ge_zero, rule order_trans [where y=0], simp_all)
  2515   have "0 = cos (pi / 4 + pi / 4)"
  2516     by simp
  2517   also have "cos (pi / 4 + pi / 4) = ?c\<twosuperior> - ?s\<twosuperior>"
  2518     by (simp only: cos_add power2_eq_square)
  2519   also have "\<dots> = 2 * ?c\<twosuperior> - 1"
  2520     by (simp add: sin_squared_eq)
  2521   finally have "?c\<twosuperior> = (sqrt 2 / 2)\<twosuperior>"
  2522     by (simp add: power_divide)
  2523   thus ?thesis
  2524     using nonneg by (rule power2_eq_imp_eq) simp
  2525 qed
  2526 
  2527 lemma cos_30: "cos (pi / 6) = sqrt 3 / 2"
  2528 proof -
  2529   let ?c = "cos (pi / 6)" and ?s = "sin (pi / 6)"
  2530   have pos_c: "0 < ?c"
  2531     by (rule cos_gt_zero, simp, simp)
  2532   have "0 = cos (pi / 6 + pi / 6 + pi / 6)"
  2533     by simp
  2534   also have "\<dots> = (?c * ?c - ?s * ?s) * ?c - (?s * ?c + ?c * ?s) * ?s"
  2535     by (simp only: cos_add sin_add)
  2536   also have "\<dots> = ?c * (?c\<twosuperior> - 3 * ?s\<twosuperior>)"
  2537     by (simp add: algebra_simps power2_eq_square)
  2538   finally have "?c\<twosuperior> = (sqrt 3 / 2)\<twosuperior>"
  2539     using pos_c by (simp add: sin_squared_eq power_divide)
  2540   thus ?thesis
  2541     using pos_c [THEN order_less_imp_le]
  2542     by (rule power2_eq_imp_eq) simp
  2543 qed
  2544 
  2545 lemma sin_45: "sin (pi / 4) = sqrt 2 / 2"
  2546 proof -
  2547   have "sin (pi / 4) = cos (pi / 2 - pi / 4)" by (rule sin_cos_eq)
  2548   also have "pi / 2 - pi / 4 = pi / 4" by simp
  2549   also have "cos (pi / 4) = sqrt 2 / 2" by (rule cos_45)
  2550   finally show ?thesis .
  2551 qed
  2552 
  2553 lemma sin_60: "sin (pi / 3) = sqrt 3 / 2"
  2554 proof -
  2555   have "sin (pi / 3) = cos (pi / 2 - pi / 3)" by (rule sin_cos_eq)
  2556   also have "pi / 2 - pi / 3 = pi / 6" by simp
  2557   also have "cos (pi / 6) = sqrt 3 / 2" by (rule cos_30)
  2558   finally show ?thesis .
  2559 qed
  2560 
  2561 lemma cos_60: "cos (pi / 3) = 1 / 2"
  2562 apply (rule power2_eq_imp_eq)
  2563 apply (simp add: cos_squared_eq sin_60 power_divide)
  2564 apply (rule cos_ge_zero, rule order_trans [where y=0], simp_all)
  2565 done
  2566 
  2567 lemma sin_30: "sin (pi / 6) = 1 / 2"
  2568 proof -
  2569   have "sin (pi / 6) = cos (pi / 2 - pi / 6)" by (rule sin_cos_eq)
  2570   also have "pi / 2 - pi / 6 = pi / 3" by simp
  2571   also have "cos (pi / 3) = 1 / 2" by (rule cos_60)
  2572   finally show ?thesis .
  2573 qed
  2574 
  2575 lemma tan_30: "tan (pi / 6) = 1 / sqrt 3"
  2576 unfolding tan_def by (simp add: sin_30 cos_30)
  2577 
  2578 lemma tan_45: "tan (pi / 4) = 1"
  2579 unfolding tan_def by (simp add: sin_45 cos_45)
  2580 
  2581 lemma tan_60: "tan (pi / 3) = sqrt 3"
  2582 unfolding tan_def by (simp add: sin_60 cos_60)
  2583 
  2584 lemma DERIV_sin_add [simp]: "DERIV (%x. sin (x + k)) xa :> cos (xa + k)"
  2585   by (auto intro!: DERIV_intros)
  2586 
  2587 lemma sin_cos_npi [simp]: "sin (real (Suc (2 * n)) * pi / 2) = (-1) ^ n"
  2588 proof -
  2589   have "sin ((real n + 1/2) * pi) = cos (real n * pi)"
  2590     by (auto simp add: algebra_simps sin_add)
  2591   thus ?thesis
  2592     by (simp add: real_of_nat_Suc left_distrib add_divide_distrib
  2593                   mult_commute [of pi])
  2594 qed
  2595 
  2596 lemma cos_2npi [simp]: "cos (2 * real (n::nat) * pi) = 1"
  2597 by (simp add: cos_double mult_assoc power_add [symmetric] numeral_2_eq_2)
  2598 
  2599 lemma cos_3over2_pi [simp]: "cos (3 / 2 * pi) = 0"
  2600 apply (subgoal_tac "cos (pi + pi/2) = 0", simp)
  2601 apply (subst cos_add, simp)
  2602 done
  2603 
  2604 lemma sin_2npi [simp]: "sin (2 * real (n::nat) * pi) = 0"
  2605 by (auto simp add: mult_assoc)
  2606 
  2607 lemma sin_3over2_pi [simp]: "sin (3 / 2 * pi) = - 1"
  2608 apply (subgoal_tac "sin (pi + pi/2) = - 1", simp)
  2609 apply (subst sin_add, simp)
  2610 done
  2611 
  2612 lemma cos_pi_eq_zero [simp]: "cos (pi * real (Suc (2 * m)) / 2) = 0"
  2613 by (simp only: cos_add sin_add real_of_nat_Suc left_distrib right_distrib add_divide_distrib, auto)
  2614 
  2615 lemma DERIV_cos_add [simp]: "DERIV (%x. cos (x + k)) xa :> - sin (xa + k)"
  2616   by (auto intro!: DERIV_intros)
  2617 
  2618 lemma sin_zero_abs_cos_one: "sin x = 0 ==> \<bar>cos x\<bar> = 1"
  2619 by (auto simp add: sin_zero_iff even_mult_two_ex)
  2620 
  2621 lemma cos_one_sin_zero: "cos x = 1 ==> sin x = 0"
  2622 by (cut_tac x = x in sin_cos_squared_add3, auto)
  2623 
  2624 subsection {* Machins formula *}
  2625 
  2626 lemma tan_total_pi4: assumes "\<bar>x\<bar> < 1"
  2627   shows "\<exists> z. - (pi / 4) < z \<and> z < pi / 4 \<and> tan z = x"
  2628 proof -
  2629   obtain z where "- (pi / 2) < z" and "z < pi / 2" and "tan z = x" using tan_total by blast
  2630   have "tan (pi / 4) = 1" and "tan (- (pi / 4)) = - 1" using tan_45 tan_minus by auto
  2631   have "z \<noteq> pi / 4"
  2632   proof (rule ccontr)
  2633     assume "\<not> (z \<noteq> pi / 4)" hence "z = pi / 4" by auto
  2634     have "tan z = 1" unfolding `z = pi / 4` `tan (pi / 4) = 1` ..
  2635     thus False unfolding `tan z = x` using `\<bar>x\<bar> < 1` by auto
  2636   qed
  2637   have "z \<noteq> - (pi / 4)"
  2638   proof (rule ccontr)
  2639     assume "\<not> (z \<noteq> - (pi / 4))" hence "z = - (pi / 4)" by auto
  2640     have "tan z = - 1" unfolding `z = - (pi / 4)` `tan (- (pi / 4)) = - 1` ..
  2641     thus False unfolding `tan z = x` using `\<bar>x\<bar> < 1` by auto
  2642   qed
  2643 
  2644   have "z < pi / 4"
  2645   proof (rule ccontr)
  2646     assume "\<not> (z < pi / 4)" hence "pi / 4 < z" using `z \<noteq> pi / 4` by auto
  2647     have "- (pi / 2) < pi / 4" using m2pi_less_pi by auto
  2648     from tan_monotone[OF this `pi / 4 < z` `z < pi / 2`]
  2649     have "1 < x" unfolding `tan z = x` `tan (pi / 4) = 1` .
  2650     thus False using `\<bar>x\<bar> < 1` by auto
  2651   qed
  2652   moreover
  2653   have "-(pi / 4) < z"
  2654   proof (rule ccontr)
  2655     assume "\<not> (-(pi / 4) < z)" hence "z < - (pi / 4)" using `z \<noteq> - (pi / 4)` by auto
  2656     have "-(pi / 4) < pi / 2" using m2pi_less_pi by auto
  2657     from tan_monotone[OF `-(pi / 2) < z` `z < -(pi / 4)` this]
  2658     have "x < - 1" unfolding `tan z = x` `tan (-(pi / 4)) = - 1` .
  2659     thus False using `\<bar>x\<bar> < 1` by auto
  2660   qed
  2661   ultimately show ?thesis using `tan z = x` by auto
  2662 qed
  2663 
  2664 lemma arctan_add: assumes "\<bar>x\<bar> \<le> 1" and "\<bar>y\<bar> < 1"
  2665   shows "arctan x + arctan y = arctan ((x + y) / (1 - x * y))"
  2666 proof -
  2667   obtain y' where "-(pi/4) < y'" and "y' < pi/4" and "tan y' = y" using tan_total_pi4[OF `\<bar>y\<bar> < 1`] by blast
  2668 
  2669   have "pi / 4 < pi / 2" by auto
  2670 
  2671   have "\<exists> x'. -(pi/4) \<le> x' \<and> x' \<le> pi/4 \<and> tan x' = x"
  2672   proof (cases "\<bar>x\<bar> < 1")
  2673     case True from tan_total_pi4[OF this] obtain x' where "-(pi/4) < x'" and "x' < pi/4" and "tan x' = x" by blast
  2674     hence "-(pi/4) \<le> x'" and "x' \<le> pi/4" and "tan x' = x" by auto
  2675     thus ?thesis by auto
  2676   next
  2677     case False
  2678     show ?thesis
  2679     proof (cases "x = 1")
  2680       case True hence "tan (pi/4) = x" using tan_45 by auto
  2681       moreover
  2682       have "- pi \<le> pi" unfolding minus_le_self_iff by auto
  2683       hence "-(pi/4) \<le> pi/4" and "pi/4 \<le> pi/4" by auto
  2684       ultimately show ?thesis by blast
  2685     next
  2686       case False hence "x = -1" using `\<not> \<bar>x\<bar> < 1` and `\<bar>x\<bar> \<le> 1` by auto
  2687       hence "tan (-(pi/4)) = x" using tan_45 tan_minus by auto
  2688       moreover
  2689       have "- pi \<le> pi" unfolding minus_le_self_iff by auto
  2690       hence "-(pi/4) \<le> pi/4" and "-(pi/4) \<le> -(pi/4)" by auto
  2691       ultimately show ?thesis by blast
  2692     qed
  2693   qed
  2694   then obtain x' where "-(pi/4) \<le> x'" and "x' \<le> pi/4" and "tan x' = x" by blast
  2695   hence "-(pi/2) < x'" and "x' < pi/2" using order_le_less_trans[OF `x' \<le> pi/4` `pi / 4 < pi / 2`] by auto
  2696 
  2697   have "cos x' \<noteq> 0" using cos_gt_zero_pi[THEN less_imp_neq] and `-(pi/2) < x'` and `x' < pi/2` by auto
  2698   moreover have "cos y' \<noteq> 0" using cos_gt_zero_pi[THEN less_imp_neq] and `-(pi/4) < y'` and `y' < pi/4` by auto
  2699   ultimately have "cos x' * cos y' \<noteq> 0" by auto
  2700 
  2701   have divide_nonzero_divide: "\<And> A B C :: real. C \<noteq> 0 \<Longrightarrow> (A / C) / (B / C) = A / B" by auto
  2702   have divide_mult_commute: "\<And> A B C D :: real. A * B / (C * D) = (A / C) * (B / D)" by auto
  2703 
  2704   have "tan (x' + y') = sin (x' + y') / (cos x' * cos y' - sin x' * sin y')" unfolding tan_def cos_add ..
  2705   also have "\<dots> = (tan x' + tan y') / ((cos x' * cos y' - sin x' * sin y') / (cos x' * cos y'))" unfolding add_tan_eq[OF `cos x' \<noteq> 0` `cos y' \<noteq> 0`] divide_nonzero_divide[OF `cos x' * cos y' \<noteq> 0`] ..
  2706   also have "\<dots> = (tan x' + tan y') / (1 - tan x' * tan y')" unfolding tan_def diff_divide_distrib divide_self[OF `cos x' * cos y' \<noteq> 0`] unfolding divide_mult_commute ..
  2707   finally have tan_eq: "tan (x' + y') = (x + y) / (1 - x * y)" unfolding `tan y' = y` `tan x' = x` .
  2708 
  2709   have "arctan (tan (x' + y')) = x' + y'" using `-(pi/4) < y'` `-(pi/4) \<le> x'` `y' < pi/4` and `x' \<le> pi/4` by (auto intro!: arctan_tan)
  2710   moreover have "arctan (tan (x')) = x'" using `-(pi/2) < x'` and `x' < pi/2` by (auto intro!: arctan_tan)
  2711   moreover have "arctan (tan (y')) = y'" using `-(pi/4) < y'` and `y' < pi/4` by (auto intro!: arctan_tan)
  2712   ultimately have "arctan x + arctan y = arctan (tan (x' + y'))" unfolding `tan y' = y` [symmetric] `tan x' = x`[symmetric] by auto
  2713   thus "arctan x + arctan y = arctan ((x + y) / (1 - x * y))" unfolding tan_eq .
  2714 qed
  2715 
  2716 lemma arctan1_eq_pi4: "arctan 1 = pi / 4" unfolding tan_45[symmetric] by (rule arctan_tan, auto simp add: m2pi_less_pi)
  2717 
  2718 theorem machin: "pi / 4 = 4 * arctan (1/5) - arctan (1 / 239)"
  2719 proof -
  2720   have "\<bar>1 / 5\<bar> < (1 :: real)" by auto
  2721   from arctan_add[OF less_imp_le[OF this] this]
  2722   have "2 * arctan (1 / 5) = arctan (5 / 12)" by auto
  2723   moreover
  2724   have "\<bar>5 / 12\<bar> < (1 :: real)" by auto
  2725   from arctan_add[OF less_imp_le[OF this] this]
  2726   have "2 * arctan (5 / 12) = arctan (120 / 119)" by auto
  2727   moreover
  2728   have "\<bar>1\<bar> \<le> (1::real)" and "\<bar>1 / 239\<bar> < (1::real)" by auto
  2729   from arctan_add[OF this]
  2730   have "arctan 1 + arctan (1 / 239) = arctan (120 / 119)" by auto
  2731   ultimately have "arctan 1 + arctan (1 / 239) = 4 * arctan (1 / 5)" by auto
  2732   thus ?thesis unfolding arctan1_eq_pi4 by algebra
  2733 qed
  2734 subsection {* Introducing the arcus tangens power series *}
  2735 
  2736 lemma monoseq_arctan_series: fixes x :: real
  2737   assumes "\<bar>x\<bar> \<le> 1" shows "monoseq (\<lambda> n. 1 / real (n*2+1) * x^(n*2+1))" (is "monoseq ?a")
  2738 proof (cases "x = 0") case True thus ?thesis unfolding monoseq_def One_nat_def by auto
  2739 next
  2740   case False
  2741   have "norm x \<le> 1" and "x \<le> 1" and "-1 \<le> x" using assms by auto
  2742   show "monoseq ?a"
  2743   proof -
  2744     { fix n fix x :: real assume "0 \<le> x" and "x \<le> 1"
  2745       have "1 / real (Suc (Suc n * 2)) * x ^ Suc (Suc n * 2) \<le> 1 / real (Suc (n * 2)) * x ^ Suc (n * 2)"
  2746       proof (rule mult_mono)
  2747         show "1 / real (Suc (Suc n * 2)) \<le> 1 / real (Suc (n * 2))" by (rule frac_le) simp_all
  2748         show "0 \<le> 1 / real (Suc (n * 2))" by auto
  2749         show "x ^ Suc (Suc n * 2) \<le> x ^ Suc (n * 2)" by (rule power_decreasing) (simp_all add: `0 \<le> x` `x \<le> 1`)
  2750         show "0 \<le> x ^ Suc (Suc n * 2)" by (rule zero_le_power) (simp add: `0 \<le> x`)
  2751       qed
  2752     } note mono = this
  2753 
  2754     show ?thesis
  2755     proof (cases "0 \<le> x")
  2756       case True from mono[OF this `x \<le> 1`, THEN allI]
  2757       show ?thesis unfolding Suc_eq_plus1[symmetric] by (rule mono_SucI2)
  2758     next
  2759       case False hence "0 \<le> -x" and "-x \<le> 1" using `-1 \<le> x` by auto
  2760       from mono[OF this]
  2761       have "\<And>n. 1 / real (Suc (Suc n * 2)) * x ^ Suc (Suc n * 2) \<ge> 1 / real (Suc (n * 2)) * x ^ Suc (n * 2)" using `0 \<le> -x` by auto
  2762       thus ?thesis unfolding Suc_eq_plus1[symmetric] by (rule mono_SucI1[OF allI])
  2763     qed
  2764   qed
  2765 qed
  2766 
  2767 lemma zeroseq_arctan_series: fixes x :: real
  2768   assumes "\<bar>x\<bar> \<le> 1" shows "(\<lambda> n. 1 / real (n*2+1) * x^(n*2+1)) ----> 0" (is "?a ----> 0")
  2769 proof (cases "x = 0") case True thus ?thesis unfolding One_nat_def by (auto simp add: LIMSEQ_const)
  2770 next
  2771   case False
  2772   have "norm x \<le> 1" and "x \<le> 1" and "-1 \<le> x" using assms by auto
  2773   show "?a ----> 0"
  2774   proof (cases "\<bar>x\<bar> < 1")
  2775     case True hence "norm x < 1" by auto
  2776     from LIMSEQ_mult[OF LIMSEQ_inverse_real_of_nat LIMSEQ_power_zero[OF `norm x < 1`, THEN LIMSEQ_Suc]]
  2777     have "(\<lambda>n. 1 / real (n + 1) * x ^ (n + 1)) ----> 0"
  2778       unfolding inverse_eq_divide Suc_eq_plus1 by simp
  2779     then show ?thesis using pos2 by (rule LIMSEQ_linear)
  2780   next
  2781     case False hence "x = -1 \<or> x = 1" using `\<bar>x\<bar> \<le> 1` by auto
  2782     hence n_eq: "\<And> n. x ^ (n * 2 + 1) = x" unfolding One_nat_def by auto
  2783     from LIMSEQ_mult[OF LIMSEQ_inverse_real_of_nat[THEN LIMSEQ_linear, OF pos2, unfolded inverse_eq_divide] LIMSEQ_const[of x]]
  2784     show ?thesis unfolding n_eq Suc_eq_plus1 by auto
  2785   qed
  2786 qed
  2787 
  2788 lemma summable_arctan_series: fixes x :: real and n :: nat
  2789   assumes "\<bar>x\<bar> \<le> 1" shows "summable (\<lambda> k. (-1)^k * (1 / real (k*2+1) * x ^ (k*2+1)))" (is "summable (?c x)")
  2790   by (rule summable_Leibniz(1), rule zeroseq_arctan_series[OF assms], rule monoseq_arctan_series[OF assms])
  2791 
  2792 lemma less_one_imp_sqr_less_one: fixes x :: real assumes "\<bar>x\<bar> < 1" shows "x^2 < 1"
  2793 proof -
  2794   from mult_left_mono[OF less_imp_le[OF `\<bar>x\<bar> < 1`] abs_ge_zero[of x]]
  2795   have "\<bar> x^2 \<bar> < 1" using `\<bar> x \<bar> < 1` unfolding numeral_2_eq_2 power_Suc2 by auto
  2796   thus ?thesis using zero_le_power2 by auto
  2797 qed
  2798 
  2799 lemma DERIV_arctan_series: assumes "\<bar> x \<bar> < 1"
  2800   shows "DERIV (\<lambda> x'. \<Sum> k. (-1)^k * (1 / real (k*2+1) * x' ^ (k*2+1))) x :> (\<Sum> k. (-1)^k * x^(k*2))" (is "DERIV ?arctan _ :> ?Int")
  2801 proof -
  2802   let "?f n" = "if even n then (-1)^(n div 2) * 1 / real (Suc n) else 0"
  2803 
  2804   { fix n :: nat assume "even n" hence "2 * (n div 2) = n" by presburger } note n_even=this
  2805   have if_eq: "\<And> n x'. ?f n * real (Suc n) * x'^n = (if even n then (-1)^(n div 2) * x'^(2 * (n div 2)) else 0)" using n_even by auto
  2806 
  2807   { fix x :: real assume "\<bar>x\<bar> < 1" hence "x^2 < 1" by (rule less_one_imp_sqr_less_one)
  2808     have "summable (\<lambda> n. -1 ^ n * (x^2) ^n)"
  2809       by (rule summable_Leibniz(1), auto intro!: LIMSEQ_realpow_zero monoseq_realpow `x^2 < 1` order_less_imp_le[OF `x^2 < 1`])
  2810     hence "summable (\<lambda> n. -1 ^ n * x^(2*n))" unfolding power_mult .
  2811   } note summable_Integral = this
  2812 
  2813   { fix f :: "nat \<Rightarrow> real"
  2814     have "\<And> x. f sums x = (\<lambda> n. if even n then f (n div 2) else 0) sums x"
  2815     proof
  2816       fix x :: real assume "f sums x"
  2817       from sums_if[OF sums_zero this]
  2818       show "(\<lambda> n. if even n then f (n div 2) else 0) sums x" by auto
  2819     next
  2820       fix x :: real assume "(\<lambda> n. if even n then f (n div 2) else 0) sums x"
  2821       from LIMSEQ_linear[OF this[unfolded sums_def] pos2, unfolded sum_split_even_odd[unfolded mult_commute]]
  2822       show "f sums x" unfolding sums_def by auto
  2823     qed
  2824     hence "op sums f = op sums (\<lambda> n. if even n then f (n div 2) else 0)" ..
  2825   } note sums_even = this
  2826 
  2827   have Int_eq: "(\<Sum> n. ?f n * real (Suc n) * x^n) = ?Int" unfolding if_eq mult_commute[of _ 2] suminf_def sums_even[of "\<lambda> n. -1 ^ n * x ^ (2 * n)", symmetric]
  2828     by auto
  2829 
  2830   { fix x :: real
  2831     have if_eq': "\<And> n. (if even n then -1 ^ (n div 2) * 1 / real (Suc n) else 0) * x ^ Suc n =
  2832       (if even n then -1 ^ (n div 2) * (1 / real (Suc (2 * (n div 2))) * x ^ Suc (2 * (n div 2))) else 0)"
  2833       using n_even by auto
  2834     have idx_eq: "\<And> n. n * 2 + 1 = Suc (2 * n)" by auto
  2835     have "(\<Sum> n. ?f n * x^(Suc n)) = ?arctan x" unfolding if_eq' idx_eq suminf_def sums_even[of "\<lambda> n. -1 ^ n * (1 / real (Suc (2 * n)) * x ^ Suc (2 * n))", symmetric]
  2836       by auto
  2837   } note arctan_eq = this
  2838 
  2839   have "DERIV (\<lambda> x. \<Sum> n. ?f n * x^(Suc n)) x :> (\<Sum> n. ?f n * real (Suc n) * x^n)"
  2840   proof (rule DERIV_power_series')
  2841     show "x \<in> {- 1 <..< 1}" using `\<bar> x \<bar> < 1` by auto
  2842     { fix x' :: real assume x'_bounds: "x' \<in> {- 1 <..< 1}"
  2843       hence "\<bar>x'\<bar> < 1" by auto
  2844 
  2845       let ?S = "\<Sum> n. (-1)^n * x'^(2 * n)"
  2846       show "summable (\<lambda> n. ?f n * real (Suc n) * x'^n)" unfolding if_eq
  2847         by (rule sums_summable[where l="0 + ?S"], rule sums_if, rule sums_zero, rule summable_sums, rule summable_Integral[OF `\<bar>x'\<bar> < 1`])
  2848     }
  2849   qed auto
  2850   thus ?thesis unfolding Int_eq arctan_eq .
  2851 qed
  2852 
  2853 lemma arctan_series: assumes "\<bar> x \<bar> \<le> 1"
  2854   shows "arctan x = (\<Sum> k. (-1)^k * (1 / real (k*2+1) * x ^ (k*2+1)))" (is "_ = suminf (\<lambda> n. ?c x n)")
  2855 proof -
  2856   let "?c' x n" = "(-1)^n * x^(n*2)"
  2857 
  2858   { fix r x :: real assume "0 < r" and "r < 1" and "\<bar> x \<bar> < r"
  2859     have "\<bar>x\<bar> < 1" using `r < 1` and `\<bar>x\<bar> < r` by auto
  2860     from DERIV_arctan_series[OF this]
  2861     have "DERIV (\<lambda> x. suminf (?c x)) x :> (suminf (?c' x))" .
  2862   } note DERIV_arctan_suminf = this
  2863 
  2864   { fix x :: real assume "\<bar>x\<bar> \<le> 1" note summable_Leibniz[OF zeroseq_arctan_series[OF this] monoseq_arctan_series[OF this]] }
  2865   note arctan_series_borders = this
  2866 
  2867   { fix x :: real assume "\<bar>x\<bar> < 1" have "arctan x = (\<Sum> k. ?c x k)"
  2868   proof -
  2869     obtain r where "\<bar>x\<bar> < r" and "r < 1" using dense[OF `\<bar>x\<bar> < 1`] by blast
  2870     hence "0 < r" and "-r < x" and "x < r" by auto
  2871 
  2872     have suminf_eq_arctan_bounded: "\<And> x a b. \<lbrakk> -r < a ; b < r ; a < b ; a \<le> x ; x \<le> b \<rbrakk> \<Longrightarrow> suminf (?c x) - arctan x = suminf (?c a) - arctan a"
  2873     proof -
  2874       fix x a b assume "-r < a" and "b < r" and "a < b" and "a \<le> x" and "x \<le> b"
  2875       hence "\<bar>x\<bar> < r" by auto
  2876       show "suminf (?c x) - arctan x = suminf (?c a) - arctan a"
  2877       proof (rule DERIV_isconst2[of "a" "b"])
  2878         show "a < b" and "a \<le> x" and "x \<le> b" using `a < b` `a \<le> x` `x \<le> b` by auto
  2879         have "\<forall> x. -r < x \<and> x < r \<longrightarrow> DERIV (\<lambda> x. suminf (?c x) - arctan x) x :> 0"
  2880         proof (rule allI, rule impI)
  2881           fix x assume "-r < x \<and> x < r" hence "\<bar>x\<bar> < r" by auto
  2882           hence "\<bar>x\<bar> < 1" using `r < 1` by auto
  2883           have "\<bar> - (x^2) \<bar> < 1" using less_one_imp_sqr_less_one[OF `\<bar>x\<bar> < 1`] by auto
  2884           hence "(\<lambda> n. (- (x^2)) ^ n) sums (1 / (1 - (- (x^2))))" unfolding real_norm_def[symmetric] by (rule geometric_sums)
  2885           hence "(?c' x) sums (1 / (1 - (- (x^2))))" unfolding power_mult_distrib[symmetric] power_mult nat_mult_commute[of _ 2] by auto
  2886           hence suminf_c'_eq_geom: "inverse (1 + x^2) = suminf (?c' x)" using sums_unique unfolding inverse_eq_divide by auto
  2887           have "DERIV (\<lambda> x. suminf (?c x)) x :> (inverse (1 + x^2))" unfolding suminf_c'_eq_geom
  2888             by (rule DERIV_arctan_suminf[OF `0 < r` `r < 1` `\<bar>x\<bar> < r`])
  2889           from DERIV_add_minus[OF this DERIV_arctan]
  2890           show "DERIV (\<lambda> x. suminf (?c x) - arctan x) x :> 0" unfolding diff_minus by auto
  2891         qed
  2892         hence DERIV_in_rball: "\<forall> y. a \<le> y \<and> y \<le> b \<longrightarrow> DERIV (\<lambda> x. suminf (?c x) - arctan x) y :> 0" using `-r < a` `b < r` by auto
  2893         thus "\<forall> y. a < y \<and> y < b \<longrightarrow> DERIV (\<lambda> x. suminf (?c x) - arctan x) y :> 0" using `\<bar>x\<bar> < r` by auto
  2894         show "\<forall> y. a \<le> y \<and> y \<le> b \<longrightarrow> isCont (\<lambda> x. suminf (?c x) - arctan x) y" using DERIV_in_rball DERIV_isCont by auto
  2895       qed
  2896     qed
  2897 
  2898     have suminf_arctan_zero: "suminf (?c 0) - arctan 0 = 0"
  2899       unfolding Suc_eq_plus1[symmetric] power_Suc2 mult_zero_right arctan_zero_zero suminf_zero by auto
  2900 
  2901     have "suminf (?c x) - arctan x = 0"
  2902     proof (cases "x = 0")
  2903       case True thus ?thesis using suminf_arctan_zero by auto
  2904     next
  2905       case False hence "0 < \<bar>x\<bar>" and "- \<bar>x\<bar> < \<bar>x\<bar>" by auto
  2906       have "suminf (?c (-\<bar>x\<bar>)) - arctan (-\<bar>x\<bar>) = suminf (?c 0) - arctan 0"
  2907         by (rule suminf_eq_arctan_bounded[where x="0" and a="-\<bar>x\<bar>" and b="\<bar>x\<bar>", symmetric])
  2908           (simp_all only: `\<bar>x\<bar> < r` `-\<bar>x\<bar> < \<bar>x\<bar>` neg_less_iff_less)
  2909       moreover
  2910       have "suminf (?c x) - arctan x = suminf (?c (-\<bar>x\<bar>)) - arctan (-\<bar>x\<bar>)"
  2911         by (rule suminf_eq_arctan_bounded[where x="x" and a="-\<bar>x\<bar>" and b="\<bar>x\<bar>"])
  2912           (simp_all only: `\<bar>x\<bar> < r` `-\<bar>x\<bar> < \<bar>x\<bar>` neg_less_iff_less)
  2913       ultimately
  2914       show ?thesis using suminf_arctan_zero by auto
  2915     qed
  2916     thus ?thesis by auto
  2917   qed } note when_less_one = this
  2918 
  2919   show "arctan x = suminf (\<lambda> n. ?c x n)"
  2920   proof (cases "\<bar>x\<bar> < 1")
  2921     case True thus ?thesis by (rule when_less_one)
  2922   next case False hence "\<bar>x\<bar> = 1" using `\<bar>x\<bar> \<le> 1` by auto
  2923     let "?a x n" = "\<bar>1 / real (n*2+1) * x^(n*2+1)\<bar>"
  2924     let "?diff x n" = "\<bar> arctan x - (\<Sum> i = 0..<n. ?c x i)\<bar>"
  2925     { fix n :: nat
  2926       have "0 < (1 :: real)" by auto
  2927       moreover
  2928       { fix x :: real assume "0 < x" and "x < 1" hence "\<bar>x\<bar> \<le> 1" and "\<bar>x\<bar> < 1" by auto
  2929         from `0 < x` have "0 < 1 / real (0 * 2 + (1::nat)) * x ^ (0 * 2 + 1)" by auto
  2930         note bounds = mp[OF arctan_series_borders(2)[OF `\<bar>x\<bar> \<le> 1`] this, unfolded when_less_one[OF `\<bar>x\<bar> < 1`, symmetric], THEN spec]
  2931         have "0 < 1 / real (n*2+1) * x^(n*2+1)" by (rule mult_pos_pos, auto simp only: zero_less_power[OF `0 < x`], auto)
  2932         hence a_pos: "?a x n = 1 / real (n*2+1) * x^(n*2+1)" by (rule abs_of_pos)
  2933         have "?diff x n \<le> ?a x n"
  2934         proof (cases "even n")
  2935           case True hence sgn_pos: "(-1)^n = (1::real)" by auto
  2936           from `even n` obtain m where "2 * m = n" unfolding even_mult_two_ex by auto
  2937           from bounds[of m, unfolded this atLeastAtMost_iff]
  2938           have "\<bar>arctan x - (\<Sum>i = 0..<n. (?c x i))\<bar> \<le> (\<Sum>i = 0..<n + 1. (?c x i)) - (\<Sum>i = 0..<n. (?c x i))" by auto
  2939           also have "\<dots> = ?c x n" unfolding One_nat_def by auto
  2940           also have "\<dots> = ?a x n" unfolding sgn_pos a_pos by auto
  2941           finally show ?thesis .
  2942         next
  2943           case False hence sgn_neg: "(-1)^n = (-1::real)" by auto
  2944           from `odd n` obtain m where m_def: "2 * m + 1 = n" unfolding odd_Suc_mult_two_ex by auto
  2945           hence m_plus: "2 * (m + 1) = n + 1" by auto
  2946           from bounds[of "m + 1", unfolded this atLeastAtMost_iff, THEN conjunct1] bounds[of m, unfolded m_def atLeastAtMost_iff, THEN conjunct2]
  2947           have "\<bar>arctan x - (\<Sum>i = 0..<n. (?c x i))\<bar> \<le> (\<Sum>i = 0..<n. (?c x i)) - (\<Sum>i = 0..<n+1. (?c x i))" by auto
  2948           also have "\<dots> = - ?c x n" unfolding One_nat_def by auto
  2949           also have "\<dots> = ?a x n" unfolding sgn_neg a_pos by auto
  2950           finally show ?thesis .
  2951         qed
  2952         hence "0 \<le> ?a x n - ?diff x n" by auto
  2953       }
  2954       hence "\<forall> x \<in> { 0 <..< 1 }. 0 \<le> ?a x n - ?diff x n" by auto
  2955       moreover have "\<And>x. isCont (\<lambda> x. ?a x n - ?diff x n) x"
  2956         unfolding diff_minus divide_inverse
  2957         by (auto intro!: isCont_add isCont_rabs isCont_ident isCont_minus isCont_arctan isCont_inverse isCont_mult isCont_power isCont_const isCont_setsum)
  2958       ultimately have "0 \<le> ?a 1 n - ?diff 1 n" by (rule LIM_less_bound)
  2959       hence "?diff 1 n \<le> ?a 1 n" by auto
  2960     }
  2961     have "?a 1 ----> 0"
  2962       unfolding LIMSEQ_rabs_zero power_one divide_inverse One_nat_def
  2963       by (auto intro!: LIMSEQ_mult LIMSEQ_linear LIMSEQ_inverse_real_of_nat)
  2964     have "?diff 1 ----> 0"
  2965     proof (rule LIMSEQ_I)
  2966       fix r :: real assume "0 < r"
  2967       obtain N :: nat where N_I: "\<And> n. N \<le> n \<Longrightarrow> ?a 1 n < r" using LIMSEQ_D[OF `?a 1 ----> 0` `0 < r`] by auto
  2968       { fix n assume "N \<le> n" from `?diff 1 n \<le> ?a 1 n` N_I[OF this]
  2969         have "norm (?diff 1 n - 0) < r" by auto }
  2970       thus "\<exists> N. \<forall> n \<ge> N. norm (?diff 1 n - 0) < r" by blast
  2971     qed
  2972     from this[unfolded LIMSEQ_rabs_zero diff_minus add_commute[of "arctan 1"], THEN LIMSEQ_add_const, of "- arctan 1", THEN LIMSEQ_minus]
  2973     have "(?c 1) sums (arctan 1)" unfolding sums_def by auto
  2974     hence "arctan 1 = (\<Sum> i. ?c 1 i)" by (rule sums_unique)
  2975 
  2976     show ?thesis
  2977     proof (cases "x = 1", simp add: `arctan 1 = (\<Sum> i. ?c 1 i)`)
  2978       assume "x \<noteq> 1" hence "x = -1" using `\<bar>x\<bar> = 1` by auto
  2979 
  2980       have "- (pi / 2) < 0" using pi_gt_zero by auto
  2981       have "- (2 * pi) < 0" using pi_gt_zero by auto
  2982 
  2983       have c_minus_minus: "\<And> i. ?c (- 1) i = - ?c 1 i" unfolding One_nat_def by auto
  2984 
  2985       have "arctan (- 1) = arctan (tan (-(pi / 4)))" unfolding tan_45 tan_minus ..
  2986       also have "\<dots> = - (pi / 4)" by (rule arctan_tan, auto simp add: order_less_trans[OF `- (pi / 2) < 0` pi_gt_zero])
  2987       also have "\<dots> = - (arctan (tan (pi / 4)))" unfolding neg_equal_iff_equal by (rule arctan_tan[symmetric], auto simp add: order_less_trans[OF `- (2 * pi) < 0` pi_gt_zero])
  2988       also have "\<dots> = - (arctan 1)" unfolding tan_45 ..
  2989       also have "\<dots> = - (\<Sum> i. ?c 1 i)" using `arctan 1 = (\<Sum> i. ?c 1 i)` by auto
  2990       also have "\<dots> = (\<Sum> i. ?c (- 1) i)" using suminf_minus[OF sums_summable[OF `(?c 1) sums (arctan 1)`]] unfolding c_minus_minus by auto
  2991       finally show ?thesis using `x = -1` by auto
  2992     qed
  2993   qed
  2994 qed
  2995 
  2996 lemma arctan_half: fixes x :: real
  2997   shows "arctan x = 2 * arctan (x / (1 + sqrt(1 + x^2)))"
  2998 proof -
  2999   obtain y where low: "- (pi / 2) < y" and high: "y < pi / 2" and y_eq: "tan y = x" using tan_total by blast
  3000   hence low2: "- (pi / 2) < y / 2" and high2: "y / 2 < pi / 2" by auto
  3001 
  3002   have divide_nonzero_divide: "\<And> A B C :: real. C \<noteq> 0 \<Longrightarrow> A / B = (A / C) / (B / C)" by auto
  3003 
  3004   have "0 < cos y" using cos_gt_zero_pi[OF low high] .
  3005   hence "cos y \<noteq> 0" and cos_sqrt: "sqrt ((cos y) ^ 2) = cos y" by auto
  3006 
  3007   have "1 + (tan y)^2 = 1 + sin y^2 / cos y^2" unfolding tan_def power_divide ..
  3008   also have "\<dots> = cos y^2 / cos y^2 + sin y^2 / cos y^2" using `cos y \<noteq> 0` by auto
  3009   also have "\<dots> = 1 / cos y^2" unfolding add_divide_distrib[symmetric] sin_cos_squared_add2 ..
  3010   finally have "1 + (tan y)^2 = 1 / cos y^2" .
  3011 
  3012   have "sin y / (cos y + 1) = tan y / ((cos y + 1) / cos y)" unfolding tan_def divide_nonzero_divide[OF `cos y \<noteq> 0`, symmetric] ..
  3013   also have "\<dots> = tan y / (1 + 1 / cos y)" using `cos y \<noteq> 0` unfolding add_divide_distrib by auto
  3014   also have "\<dots> = tan y / (1 + 1 / sqrt(cos y^2))" unfolding cos_sqrt ..
  3015   also have "\<dots> = tan y / (1 + sqrt(1 / cos y^2))" unfolding real_sqrt_divide by auto
  3016   finally have eq: "sin y / (cos y + 1) = tan y / (1 + sqrt(1 + (tan y)^2))" unfolding `1 + (tan y)^2 = 1 / cos y^2` .
  3017 
  3018   have "arctan x = y" using arctan_tan low high y_eq by auto
  3019   also have "\<dots> = 2 * (arctan (tan (y/2)))" using arctan_tan[OF low2 high2] by auto
  3020   also have "\<dots> = 2 * (arctan (sin y / (cos y + 1)))" unfolding tan_half[OF low2 high2] by auto
  3021   finally show ?thesis unfolding eq `tan y = x` .
  3022 qed
  3023 
  3024 lemma arctan_monotone: assumes "x < y"
  3025   shows "arctan x < arctan y"
  3026 proof -
  3027   obtain z where "-(pi / 2) < z" and "z < pi / 2" and "tan z = x" using tan_total by blast
  3028   obtain w where "-(pi / 2) < w" and "w < pi / 2" and "tan w = y" using tan_total by blast
  3029   have "z < w" unfolding tan_monotone'[OF `-(pi / 2) < z` `z < pi / 2` `-(pi / 2) < w` `w < pi / 2`] `tan z = x` `tan w = y` using `x < y` .
  3030   thus ?thesis
  3031     unfolding `tan z = x`[symmetric] arctan_tan[OF `-(pi / 2) < z` `z < pi / 2`]
  3032     unfolding `tan w = y`[symmetric] arctan_tan[OF `-(pi / 2) < w` `w < pi / 2`] .
  3033 qed
  3034 
  3035 lemma arctan_monotone': assumes "x \<le> y" shows "arctan x \<le> arctan y"
  3036 proof (cases "x = y")
  3037   case False hence "x < y" using `x \<le> y` by auto from arctan_monotone[OF this] show ?thesis by auto
  3038 qed auto
  3039 
  3040 lemma arctan_minus: "arctan (- x) = - arctan x"
  3041 proof -
  3042   obtain y where "- (pi / 2) < y" and "y < pi / 2" and "tan y = x" using tan_total by blast
  3043   thus ?thesis unfolding `tan y = x`[symmetric] tan_minus[symmetric] using arctan_tan[of y] arctan_tan[of "-y"] by auto
  3044 qed
  3045 
  3046 lemma arctan_inverse: assumes "x \<noteq> 0" shows "arctan (1 / x) = sgn x * pi / 2 - arctan x"
  3047 proof -
  3048   obtain y where "- (pi / 2) < y" and "y < pi / 2" and "tan y = x" using tan_total by blast
  3049   hence "y = arctan x" unfolding `tan y = x`[symmetric] using arctan_tan by auto
  3050 
  3051   { fix y x :: real assume "0 < y" and "y < pi /2" and "y = arctan x" and "tan y = x" hence "- (pi / 2) < y" by auto
  3052     have "tan y > 0" using tan_monotone'[OF _ _ `- (pi / 2) < y` `y < pi / 2`, of 0] tan_zero `0 < y` by auto
  3053     hence "x > 0" using `tan y = x` by auto
  3054 
  3055     have "- (pi / 2) < pi / 2 - y" using `y > 0` `y < pi / 2` by auto
  3056     moreover have "pi / 2 - y < pi / 2" using `y > 0` `y < pi / 2` by auto
  3057     ultimately have "arctan (1 / x) = pi / 2 - y" unfolding `tan y = x`[symmetric] tan_inverse using arctan_tan by auto
  3058     hence "arctan (1 / x) = sgn x * pi / 2 - arctan x" unfolding `y = arctan x` real_sgn_pos[OF `x > 0`] by auto
  3059   } note pos_y = this
  3060 
  3061   show ?thesis
  3062   proof (cases "y > 0")
  3063     case True from pos_y[OF this `y < pi / 2` `y = arctan x` `tan y = x`] show ?thesis .
  3064   next
  3065     case False hence "y \<le> 0" by auto
  3066     moreover have "y \<noteq> 0"
  3067     proof (rule ccontr)
  3068       assume "\<not> y \<noteq> 0" hence "y = 0" by auto
  3069       have "x = 0" unfolding `tan y = x`[symmetric] `y = 0` tan_zero ..
  3070       thus False using `x \<noteq> 0` by auto
  3071     qed
  3072     ultimately have "y < 0" by auto
  3073     hence "0 < - y" and "-y < pi / 2" using `- (pi / 2) < y` by auto
  3074     moreover have "-y = arctan (-x)" unfolding arctan_minus `y = arctan x` ..
  3075     moreover have "tan (-y) = -x" unfolding tan_minus `tan y = x` ..
  3076     ultimately have "arctan (1 / -x) = sgn (-x) * pi / 2 - arctan (-x)" using pos_y by blast
  3077     hence "arctan (- (1 / x)) = - (sgn x * pi / 2 - arctan x)" unfolding arctan_minus[of x] divide_minus_right sgn_minus by auto
  3078     thus ?thesis unfolding arctan_minus neg_equal_iff_equal .
  3079   qed
  3080 qed
  3081 
  3082 theorem pi_series: "pi / 4 = (\<Sum> k. (-1)^k * 1 / real (k*2+1))" (is "_ = ?SUM")
  3083 proof -
  3084   have "pi / 4 = arctan 1" using arctan1_eq_pi4 by auto
  3085   also have "\<dots> = ?SUM" using arctan_series[of 1] by auto
  3086   finally show ?thesis by auto
  3087 qed
  3088 
  3089 subsection {* Existence of Polar Coordinates *}
  3090 
  3091 lemma cos_x_y_le_one: "\<bar>x / sqrt (x\<twosuperior> + y\<twosuperior>)\<bar> \<le> 1"
  3092 apply (rule power2_le_imp_le [OF _ zero_le_one])
  3093 apply (simp add: power_divide divide_le_eq not_sum_power2_lt_zero)
  3094 done
  3095 
  3096 lemma cos_arccos_abs: "\<bar>y\<bar> \<le> 1 \<Longrightarrow> cos (arccos y) = y"
  3097 by (simp add: abs_le_iff)
  3098 
  3099 lemma sin_arccos_abs: "\<bar>y\<bar> \<le> 1 \<Longrightarrow> sin (arccos y) = sqrt (1 - y\<twosuperior>)"
  3100 by (simp add: sin_arccos abs_le_iff)
  3101 
  3102 lemmas cos_arccos_lemma1 = cos_arccos_abs [OF cos_x_y_le_one]
  3103 
  3104 lemmas sin_arccos_lemma1 = sin_arccos_abs [OF cos_x_y_le_one]
  3105 
  3106 lemma polar_ex1:
  3107      "0 < y ==> \<exists>r a. x = r * cos a & y = r * sin a"
  3108 apply (rule_tac x = "sqrt (x\<twosuperior> + y\<twosuperior>)" in exI)
  3109 apply (rule_tac x = "arccos (x / sqrt (x\<twosuperior> + y\<twosuperior>))" in exI)
  3110 apply (simp add: cos_arccos_lemma1)
  3111 apply (simp add: sin_arccos_lemma1)
  3112 apply (simp add: power_divide)
  3113 apply (simp add: real_sqrt_mult [symmetric])
  3114 apply (simp add: right_diff_distrib)
  3115 done
  3116 
  3117 lemma polar_ex2:
  3118      "y < 0 ==> \<exists>r a. x = r * cos a & y = r * sin a"
  3119 apply (insert polar_ex1 [where x=x and y="-y"], simp, clarify)
  3120 apply (metis cos_minus minus_minus minus_mult_right sin_minus)
  3121 done
  3122 
  3123 lemma polar_Ex: "\<exists>r a. x = r * cos a & y = r * sin a"
  3124 apply (rule_tac x=0 and y=y in linorder_cases)
  3125 apply (erule polar_ex1)
  3126 apply (rule_tac x=x in exI, rule_tac x=0 in exI, simp)
  3127 apply (erule polar_ex2)
  3128 done
  3129 
  3130 end