Theory Limits

(*  Title:      HOL/Limits.thy
    Author:     Brian Huffman
    Author:     Jacques D. Fleuriot, University of Cambridge
    Author:     Lawrence C Paulson
    Author:     Jeremy Avigad
*)

section ‹Limits on Real Vector Spaces›

theory Limits
  imports Real_Vector_Spaces
begin

text ‹Lemmas related to shifting/scaling›
lemma range_add [simp]:
  fixes a::"'a::group_add" shows "range ((+) a) = UNIV"
  by (metis add_minus_cancel surjI)

lemma range_diff [simp]:
  fixes a::"'a::group_add" shows "range ((-) a) = UNIV"
  by (metis (full_types) add_minus_cancel diff_minus_eq_add surj_def)

lemma range_mult [simp]:
  fixes a::"real" shows "range ((*) a) = (if a=0 then {0} else UNIV)"
  by (simp add: surj_def) (meson dvdE dvd_field_iff)


subsection ‹Filter going to infinity norm›

definition at_infinity :: "'a::real_normed_vector filter"
  where "at_infinity = (INF r. principal {x. r ≤ norm x})"

lemma eventually_at_infinity: "eventually P at_infinity ⟷ (∃b. ∀x. b ≤ norm x ⟶ P x)"
  unfolding at_infinity_def
  by (subst eventually_INF_base)
     (auto simp: subset_eq eventually_principal intro!: exI[of _ "max a b" for a b])

corollary eventually_at_infinity_pos:
  "eventually p at_infinity ⟷ (∃b. 0 < b ∧ (∀x. norm x ≥ b ⟶ p x))"
  unfolding eventually_at_infinity
  by (meson le_less_trans norm_ge_zero not_le zero_less_one)

lemma at_infinity_eq_at_top_bot: "(at_infinity :: real filter) = sup at_top at_bot"
proof -
  have 1: "⟦∀n≥u. A n; ∀n≤v. A n⟧
       ⟹ ∃b. ∀x. b ≤ ¦x¦ ⟶ A x" for A and u v::real
    by (rule_tac x="max (- v) u" in exI) (auto simp: abs_real_def)
  have 2: "∀x. u ≤ ¦x¦ ⟶ A x ⟹ ∃N. ∀n≥N. A n" for A and u::real
    by (meson abs_less_iff le_cases less_le_not_le)
  have 3: "∀x. u ≤ ¦x¦ ⟶ A x ⟹ ∃N. ∀n≤N. A n" for A and u::real
    by (metis (full_types) abs_ge_self abs_minus_cancel le_minus_iff order_trans)
  show ?thesis
    by (auto simp: filter_eq_iff eventually_sup eventually_at_infinity
      eventually_at_top_linorder eventually_at_bot_linorder intro: 1 2 3)
qed

lemma at_top_le_at_infinity: "at_top ≤ (at_infinity :: real filter)"
  unfolding at_infinity_eq_at_top_bot by simp

lemma at_bot_le_at_infinity: "at_bot ≤ (at_infinity :: real filter)"
  unfolding at_infinity_eq_at_top_bot by simp

lemma filterlim_at_top_imp_at_infinity: "filterlim f at_top F ⟹ filterlim f at_infinity F"
  for f :: "_ ⇒ real"
  by (rule filterlim_mono[OF _ at_top_le_at_infinity order_refl])

lemma filterlim_real_at_infinity_sequentially: "filterlim real at_infinity sequentially"
  by (simp add: filterlim_at_top_imp_at_infinity filterlim_real_sequentially)

lemma lim_infinity_imp_sequentially: "(f ⤏ l) at_infinity ⟹ ((λn. f(n)) ⤏ l) sequentially"
  by (simp add: filterlim_at_top_imp_at_infinity filterlim_compose filterlim_real_sequentially)


subsubsection ‹Boundedness›

definition Bfun :: "('a ⇒ 'b::metric_space) ⇒ 'a filter ⇒ bool"
  where Bfun_metric_def: "Bfun f F = (∃y. ∃K>0. eventually (λx. dist (f x) y ≤ K) F)"

abbreviation Bseq :: "(nat ⇒ 'a::metric_space) ⇒ bool"
  where "Bseq X ≡ Bfun X sequentially"

lemma Bseq_conv_Bfun: "Bseq X ⟷ Bfun X sequentially" ..

lemma Bseq_ignore_initial_segment: "Bseq X ⟹ Bseq (λn. X (n + k))"
  unfolding Bfun_metric_def by (subst eventually_sequentially_seg)

lemma Bseq_offset: "Bseq (λn. X (n + k)) ⟹ Bseq X"
  unfolding Bfun_metric_def by (subst (asm) eventually_sequentially_seg)

lemma Bfun_def: "Bfun f F ⟷ (∃K>0. eventually (λx. norm (f x) ≤ K) F)"
  unfolding Bfun_metric_def norm_conv_dist
proof safe
  fix y K
  assume K: "0 < K" and *: "eventually (λx. dist (f x) y ≤ K) F"
  moreover have "eventually (λx. dist (f x) 0 ≤ dist (f x) y + dist 0 y) F"
    by (intro always_eventually) (metis dist_commute dist_triangle)
  with * have "eventually (λx. dist (f x) 0 ≤ K + dist 0 y) F"
    by eventually_elim auto
  with ‹0 < K› show "∃K>0. eventually (λx. dist (f x) 0 ≤ K) F"
    by (intro exI[of _ "K + dist 0 y"] add_pos_nonneg conjI zero_le_dist) auto
qed (force simp del: norm_conv_dist [symmetric])

lemma BfunI:
  assumes K: "eventually (λx. norm (f x) ≤ K) F"
  shows "Bfun f F"
  unfolding Bfun_def
proof (intro exI conjI allI)
  show "0 < max K 1" by simp
  show "eventually (λx. norm (f x) ≤ max K 1) F"
    using K by (rule eventually_mono) simp
qed

lemma BfunE:
  assumes "Bfun f F"
  obtains B where "0 < B" and "eventually (λx. norm (f x) ≤ B) F"
  using assms unfolding Bfun_def by blast

lemma Cauchy_Bseq:
  assumes "Cauchy X" shows "Bseq X"
proof -
  have "∃y K. 0 < K ∧ (∃N. ∀n≥N. dist (X n) y ≤ K)"
    if "⋀m n. ⟦m ≥ M; n ≥ M⟧ ⟹ dist (X m) (X n) < 1" for M
    by (meson order.order_iff_strict that zero_less_one)
  with assms show ?thesis
    by (force simp: Cauchy_def Bfun_metric_def eventually_sequentially)
qed

subsubsection ‹Bounded Sequences›

lemma BseqI': "(⋀n. norm (X n) ≤ K) ⟹ Bseq X"
  by (intro BfunI) (auto simp: eventually_sequentially)

lemma Bseq_def: "Bseq X ⟷ (∃K>0. ∀n. norm (X n) ≤ K)"
  unfolding Bfun_def eventually_sequentially
proof safe
  fix N K
  assume "0 < K" "∀n≥N. norm (X n) ≤ K"
  then show "∃K>0. ∀n. norm (X n) ≤ K"
    by (intro exI[of _ "max (Max (norm ` X ` {..N})) K"] max.strict_coboundedI2)
       (auto intro!: imageI not_less[where 'a=nat, THEN iffD1] Max_ge simp: le_max_iff_disj)
qed auto

lemma BseqE: "Bseq X ⟹ (⋀K. 0 < K ⟹ ∀n. norm (X n) ≤ K ⟹ Q) ⟹ Q"
  unfolding Bseq_def by auto

lemma BseqD: "Bseq X ⟹ ∃K. 0 < K ∧ (∀n. norm (X n) ≤ K)"
  by (simp add: Bseq_def)

lemma BseqI: "0 < K ⟹ ∀n. norm (X n) ≤ K ⟹ Bseq X"
  by (auto simp: Bseq_def)

lemma Bseq_bdd_above: "Bseq X ⟹ bdd_above (range X)"
  for X :: "nat ⇒ real"
proof (elim BseqE, intro bdd_aboveI2)
  fix K n
  assume "0 < K" "∀n. norm (X n) ≤ K"
  then show "X n ≤ K"
    by (auto elim!: allE[of _ n])
qed

lemma Bseq_bdd_above': "Bseq X ⟹ bdd_above (range (λn. norm (X n)))"
  for X :: "nat ⇒ 'a :: real_normed_vector"
proof (elim BseqE, intro bdd_aboveI2)
  fix K n
  assume "0 < K" "∀n. norm (X n) ≤ K"
  then show "norm (X n) ≤ K"
    by (auto elim!: allE[of _ n])
qed

lemma Bseq_bdd_below: "Bseq X ⟹ bdd_below (range X)"
  for X :: "nat ⇒ real"
proof (elim BseqE, intro bdd_belowI2)
  fix K n
  assume "0 < K" "∀n. norm (X n) ≤ K"
  then show "- K ≤ X n"
    by (auto elim!: allE[of _ n])
qed

lemma Bseq_eventually_mono:
  assumes "eventually (λn. norm (f n) ≤ norm (g n)) sequentially" "Bseq g"
  shows "Bseq f"
proof -
  from assms(2) obtain K where "0 < K" and "eventually (λn. norm (g n) ≤ K) sequentially"
    unfolding Bfun_def by fast
  with assms(1) have "eventually (λn. norm (f n) ≤ K) sequentially"
    by (fast elim: eventually_elim2 order_trans)
  with ‹0 < K› show "Bseq f"
    unfolding Bfun_def by fast
qed

lemma lemma_NBseq_def: "(∃K > 0. ∀n. norm (X n) ≤ K) ⟷ (∃N. ∀n. norm (X n) ≤ real(Suc N))"
proof safe
  fix K :: real
  from reals_Archimedean2 obtain n :: nat where "K < real n" ..
  then have "K ≤ real (Suc n)" by auto
  moreover assume "∀m. norm (X m) ≤ K"
  ultimately have "∀m. norm (X m) ≤ real (Suc n)"
    by (blast intro: order_trans)
  then show "∃N. ∀n. norm (X n) ≤ real (Suc N)" ..
next
  show "⋀N. ∀n. norm (X n) ≤ real (Suc N) ⟹ ∃K>0. ∀n. norm (X n) ≤ K"
    using of_nat_0_less_iff by blast
qed

text ‹Alternative definition for ‹Bseq›.›
lemma Bseq_iff: "Bseq X ⟷ (∃N. ∀n. norm (X n) ≤ real(Suc N))"
  by (simp add: Bseq_def) (simp add: lemma_NBseq_def)

lemma lemma_NBseq_def2: "(∃K > 0. ∀n. norm (X n) ≤ K) = (∃N. ∀n. norm (X n) < real(Suc N))"
proof -
  have *: "⋀N. ∀n. norm (X n) ≤ 1 + real N ⟹
         ∃N. ∀n. norm (X n) < 1 + real N"
    by (metis add.commute le_less_trans less_add_one of_nat_Suc)
  then show ?thesis
    unfolding lemma_NBseq_def
    by (metis less_le_not_le not_less_iff_gr_or_eq of_nat_Suc)
qed

text ‹Yet another definition for Bseq.›
lemma Bseq_iff1a: "Bseq X ⟷ (∃N. ∀n. norm (X n) < real (Suc N))"
  by (simp add: Bseq_def lemma_NBseq_def2)

subsubsection ‹A Few More Equivalence Theorems for Boundedness›

text ‹Alternative formulation for boundedness.›
lemma Bseq_iff2: "Bseq X ⟷ (∃k > 0. ∃x. ∀n. norm (X n + - x) ≤ k)"
  by (metis BseqE BseqI' add.commute add_cancel_right_left add_uminus_conv_diff norm_add_leD
            norm_minus_cancel norm_minus_commute)

text ‹Alternative formulation for boundedness.›
lemma Bseq_iff3: "Bseq X ⟷ (∃k>0. ∃N. ∀n. norm (X n + - X N) ≤ k)"
  (is "?P ⟷ ?Q")
proof
  assume ?P
  then obtain K where *: "0 < K" and **: "⋀n. norm (X n) ≤ K"
    by (auto simp: Bseq_def)
  from * have "0 < K + norm (X 0)" by (rule order_less_le_trans) simp
  from ** have "∀n. norm (X n - X 0) ≤ K + norm (X 0)"
    by (auto intro: order_trans norm_triangle_ineq4)
  then have "∀n. norm (X n + - X 0) ≤ K + norm (X 0)"
    by simp
  with ‹0 < K + norm (X 0)› show ?Q by blast
next
  assume ?Q
  then show ?P by (auto simp: Bseq_iff2)
qed


subsubsection ‹Upper Bounds and Lubs of Bounded Sequences›

lemma Bseq_minus_iff: "Bseq (λn. - (X n) :: 'a::real_normed_vector) ⟷ Bseq X"
  by (simp add: Bseq_def)

lemma Bseq_add:
  fixes f :: "nat ⇒ 'a::real_normed_vector"
  assumes "Bseq f"
  shows "Bseq (λx. f x + c)"
proof -
  from assms obtain K where K: "⋀x. norm (f x) ≤ K"
    unfolding Bseq_def by blast
  {
    fix x :: nat
    have "norm (f x + c) ≤ norm (f x) + norm c" by (rule norm_triangle_ineq)
    also have "norm (f x) ≤ K" by (rule K)
    finally have "norm (f x + c) ≤ K + norm c" by simp
  }
  then show ?thesis by (rule BseqI')
qed

lemma Bseq_add_iff: "Bseq (λx. f x + c) ⟷ Bseq f"
  for f :: "nat ⇒ 'a::real_normed_vector"
  using Bseq_add[of f c] Bseq_add[of "λx. f x + c" "-c"] by auto

lemma Bseq_mult:
  fixes f g :: "nat ⇒ 'a::real_normed_field"
  assumes "Bseq f" and "Bseq g"
  shows "Bseq (λx. f x * g x)"
proof -
  from assms obtain K1 K2 where K: "norm (f x) ≤ K1" "K1 > 0" "norm (g x) ≤ K2" "K2 > 0"
    for x
    unfolding Bseq_def by blast
  then have "norm (f x * g x) ≤ K1 * K2" for x
    by (auto simp: norm_mult intro!: mult_mono)
  then show ?thesis by (rule BseqI')
qed

lemma Bfun_const [simp]: "Bfun (λ_. c) F"
  unfolding Bfun_metric_def by (auto intro!: exI[of _ c] exI[of _ "1::real"])

lemma Bseq_cmult_iff:
  fixes c :: "'a::real_normed_field"
  assumes "c ≠ 0"
  shows "Bseq (λx. c * f x) ⟷ Bseq f"
proof
  assume "Bseq (λx. c * f x)"
  with Bfun_const have "Bseq (λx. inverse c * (c * f x))"
    by (rule Bseq_mult)
  with ‹c ≠ 0› show "Bseq f"
    by (simp add: field_split_simps)
qed (intro Bseq_mult Bfun_const)

lemma Bseq_subseq: "Bseq f ⟹ Bseq (λx. f (g x))"
  for f :: "nat ⇒ 'a::real_normed_vector"
  unfolding Bseq_def by auto

lemma Bseq_Suc_iff: "Bseq (λn. f (Suc n)) ⟷ Bseq f"
  for f :: "nat ⇒ 'a::real_normed_vector"
  using Bseq_offset[of f 1] by (auto intro: Bseq_subseq)

lemma increasing_Bseq_subseq_iff:
  assumes "⋀x y. x ≤ y ⟹ norm (f x :: 'a::real_normed_vector) ≤ norm (f y)" "strict_mono g"
  shows "Bseq (λx. f (g x)) ⟷ Bseq f"
proof
  assume "Bseq (λx. f (g x))"
  then obtain K where K: "⋀x. norm (f (g x)) ≤ K"
    unfolding Bseq_def by auto
  {
    fix x :: nat
    from filterlim_subseq[OF assms(2)] obtain y where "g y ≥ x"
      by (auto simp: filterlim_at_top eventually_at_top_linorder)
    then have "norm (f x) ≤ norm (f (g y))"
      using assms(1) by blast
    also have "norm (f (g y)) ≤ K" by (rule K)
    finally have "norm (f x) ≤ K" .
  }
  then show "Bseq f" by (rule BseqI')
qed (use Bseq_subseq[of f g] in simp_all)

lemma nonneg_incseq_Bseq_subseq_iff:
  fixes f :: "nat ⇒ real"
    and g :: "nat ⇒ nat"
  assumes "⋀x. f x ≥ 0" "incseq f" "strict_mono g"
  shows "Bseq (λx. f (g x)) ⟷ Bseq f"
  using assms by (intro increasing_Bseq_subseq_iff) (auto simp: incseq_def)

lemma Bseq_eq_bounded: "range f ⊆ {a..b} ⟹ Bseq f"
  for a b :: real
proof (rule BseqI'[where K="max (norm a) (norm b)"])
  fix n assume "range f ⊆ {a..b}"
  then have "f n ∈ {a..b}"
    by blast
  then show "norm (f n) ≤ max (norm a) (norm b)"
    by auto
qed

lemma incseq_bounded: "incseq X ⟹ ∀i. X i ≤ B ⟹ Bseq X"
  for B :: real
  by (intro Bseq_eq_bounded[of X "X 0" B]) (auto simp: incseq_def)

lemma decseq_bounded: "decseq X ⟹ ∀i. B ≤ X i ⟹ Bseq X"
  for B :: real
  by (intro Bseq_eq_bounded[of X B "X 0"]) (auto simp: decseq_def)


subsubsection✐‹tag unimportant› ‹Polynomal function extremal theorem, from HOL Light›

lemma polyfun_extremal_lemma: 
    fixes c :: "nat ⇒ 'a::real_normed_div_algebra"
  assumes "0 < e"
    shows "∃M. ∀z. M ≤ norm(z) ⟶ norm (∑i≤n. c(i) * z^i) ≤ e * norm(z) ^ (Suc n)"
proof (induct n)
  case 0 with assms
  show ?case
    apply (rule_tac x="norm (c 0) / e" in exI)
    apply (auto simp: field_simps)
    done
next
  case (Suc n)
  obtain M where M: "⋀z. M ≤ norm z ⟹ norm (∑i≤n. c i * z^i) ≤ e * norm z ^ Suc n"
    using Suc assms by blast
  show ?case
  proof (rule exI [where x= "max M (1 + norm(c(Suc n)) / e)"], clarsimp simp del: power_Suc)
    fix z::'a
    assume z1: "M ≤ norm z" and "1 + norm (c (Suc n)) / e ≤ norm z"
    then have z2: "e + norm (c (Suc n)) ≤ e * norm z"
      using assms by (simp add: field_simps)
    have "norm (∑i≤n. c i * z^i) ≤ e * norm z ^ Suc n"
      using M [OF z1] by simp
    then have "norm (∑i≤n. c i * z^i) + norm (c (Suc n) * z ^ Suc n) ≤ e * norm z ^ Suc n + norm (c (Suc n) * z ^ Suc n)"
      by simp
    then have "norm ((∑i≤n. c i * z^i) + c (Suc n) * z ^ Suc n) ≤ e * norm z ^ Suc n + norm (c (Suc n) * z ^ Suc n)"
      by (blast intro: norm_triangle_le elim: )
    also have "... ≤ (e + norm (c (Suc n))) * norm z ^ Suc n"
      by (simp add: norm_power norm_mult algebra_simps)
    also have "... ≤ (e * norm z) * norm z ^ Suc n"
      by (metis z2 mult.commute mult_left_mono norm_ge_zero norm_power)
    finally show "norm ((∑i≤n. c i * z^i) + c (Suc n) * z ^ Suc n) ≤ e * norm z ^ Suc (Suc n)"
      by simp
  qed
qed

lemma polyfun_extremal: (*COMPLEX_POLYFUN_EXTREMAL in HOL Light*)
    fixes c :: "nat ⇒ 'a::real_normed_div_algebra"
  assumes k: "c k ≠ 0" "1≤k" and kn: "k≤n"
    shows "eventually (λz. norm (∑i≤n. c(i) * z^i) ≥ B) at_infinity"
using kn
proof (induction n)
  case 0
  then show ?case
    using k by simp
next
  case (Suc m)
  show ?case
  proof (cases "c (Suc m) = 0")
    case True
    then show ?thesis using Suc k
      by auto (metis antisym_conv less_eq_Suc_le not_le)
  next
    case False
    then obtain M where M:
          "⋀z. M ≤ norm z ⟹ norm (∑i≤m. c i * z^i) ≤ norm (c (Suc m)) / 2 * norm z ^ Suc m"
      using polyfun_extremal_lemma [of "norm(c (Suc m)) / 2" c m] Suc
      by auto
    have "∃b. ∀z. b ≤ norm z ⟶ B ≤ norm (∑i≤Suc m. c i * z^i)"
    proof (rule exI [where x="max M (max 1 (¦B¦ / (norm(c (Suc m)) / 2)))"], clarsimp simp del: power_Suc)
      fix z::'a
      assume z1: "M ≤ norm z" "1 ≤ norm z"
         and "¦B¦ * 2 / norm (c (Suc m)) ≤ norm z"
      then have z2: "¦B¦ ≤ norm (c (Suc m)) * norm z / 2"
        using False by (simp add: field_simps)
      have nz: "norm z ≤ norm z ^ Suc m"
        by (metis ‹1 ≤ norm z› One_nat_def less_eq_Suc_le power_increasing power_one_right zero_less_Suc)
      have *: "⋀y x. norm (c (Suc m)) * norm z / 2 ≤ norm y - norm x ⟹ B ≤ norm (x + y)"
        by (metis abs_le_iff add.commute norm_diff_ineq order_trans z2)
      have "norm z * norm (c (Suc m)) + 2 * norm (∑i≤m. c i * z^i)
            ≤ norm (c (Suc m)) * norm z + norm (c (Suc m)) * norm z ^ Suc m"
        using M [of z] Suc z1  by auto
      also have "... ≤ 2 * (norm (c (Suc m)) * norm z ^ Suc m)"
        using nz by (simp add: mult_mono del: power_Suc)
      finally show "B ≤ norm ((∑i≤m. c i * z^i) + c (Suc m) * z ^ Suc m)"
        using Suc.IH
        apply (auto simp: eventually_at_infinity)
        apply (rule *)
        apply (simp add: field_simps norm_mult norm_power)
        done
    qed
    then show ?thesis
      by (simp add: eventually_at_infinity)
  qed
qed

subsection ‹Convergence to Zero›

definition Zfun :: "('a ⇒ 'b::real_normed_vector) ⇒ 'a filter ⇒ bool"
  where "Zfun f F = (∀r>0. eventually (λx. norm (f x) < r) F)"

lemma ZfunI: "(⋀r. 0 < r ⟹ eventually (λx. norm (f x) < r) F) ⟹ Zfun f F"
  by (simp add: Zfun_def)

lemma ZfunD: "Zfun f F ⟹ 0 < r ⟹ eventually (λx. norm (f x) < r) F"
  by (simp add: Zfun_def)

lemma Zfun_ssubst: "eventually (λx. f x = g x) F ⟹ Zfun g F ⟹ Zfun f F"
  unfolding Zfun_def by (auto elim!: eventually_rev_mp)

lemma Zfun_zero: "Zfun (λx. 0) F"
  unfolding Zfun_def by simp

lemma Zfun_norm_iff: "Zfun (λx. norm (f x)) F = Zfun (λx. f x) F"
  unfolding Zfun_def by simp

lemma Zfun_imp_Zfun:
  assumes f: "Zfun f F"
    and g: "eventually (λx. norm (g x) ≤ norm (f x) * K) F"
  shows "Zfun (λx. g x) F"
proof (cases "0 < K")
  case K: True
  show ?thesis
  proof (rule ZfunI)
    fix r :: real
    assume "0 < r"
    then have "0 < r / K" using K by simp
    then have "eventually (λx. norm (f x) < r / K) F"
      using ZfunD [OF f] by blast
    with g show "eventually (λx. norm (g x) < r) F"
    proof eventually_elim
      case (elim x)
      then have "norm (f x) * K < r"
        by (simp add: pos_less_divide_eq K)
      then show ?case
        by (simp add: order_le_less_trans [OF elim(1)])
    qed
  qed
next
  case False
  then have K: "K ≤ 0" by (simp only: not_less)
  show ?thesis
  proof (rule ZfunI)
    fix r :: real
    assume "0 < r"
    from g show "eventually (λx. norm (g x) < r) F"
    proof eventually_elim
      case (elim x)
      also have "norm (f x) * K ≤ norm (f x) * 0"
        using K norm_ge_zero by (rule mult_left_mono)
      finally show ?case
        using ‹0 < r› by simp
    qed
  qed
qed

lemma Zfun_le: "Zfun g F ⟹ ∀x. norm (f x) ≤ norm (g x) ⟹ Zfun f F"
  by (erule Zfun_imp_Zfun [where K = 1]) simp

lemma Zfun_add:
  assumes f: "Zfun f F"
    and g: "Zfun g F"
  shows "Zfun (λx. f x + g x) F"
proof (rule ZfunI)
  fix r :: real
  assume "0 < r"
  then have r: "0 < r / 2" by simp
  have "eventually (λx. norm (f x) < r/2) F"
    using f r by (rule ZfunD)
  moreover
  have "eventually (λx. norm (g x) < r/2) F"
    using g r by (rule ZfunD)
  ultimately
  show "eventually (λx. norm (f x + g x) < r) F"
  proof eventually_elim
    case (elim x)
    have "norm (f x + g x) ≤ norm (f x) + norm (g x)"
      by (rule norm_triangle_ineq)
    also have "… < r/2 + r/2"
      using elim by (rule add_strict_mono)
    finally show ?case
      by simp
  qed
qed

lemma Zfun_minus: "Zfun f F ⟹ Zfun (λx. - f x) F"
  unfolding Zfun_def by simp

lemma Zfun_diff: "Zfun f F ⟹ Zfun g F ⟹ Zfun (λx. f x - g x) F"
  using Zfun_add [of f F "λx. - g x"] by (simp add: Zfun_minus)

lemma (in bounded_linear) Zfun:
  assumes g: "Zfun g F"
  shows "Zfun (λx. f (g x)) F"
proof -
  obtain K where "norm (f x) ≤ norm x * K" for x
    using bounded by blast
  then have "eventually (λx. norm (f (g x)) ≤ norm (g x) * K) F"
    by simp
  with g show ?thesis
    by (rule Zfun_imp_Zfun)
qed

lemma (in bounded_bilinear) Zfun:
  assumes f: "Zfun f F"
    and g: "Zfun g F"
  shows "Zfun (λx. f x ** g x) F"
proof (rule ZfunI)
  fix r :: real
  assume r: "0 < r"
  obtain K where K: "0 < K"
    and norm_le: "norm (x ** y) ≤ norm x * norm y * K" for x y
    using pos_bounded by blast
  from K have K': "0 < inverse K"
    by (rule positive_imp_inverse_positive)
  have "eventually (λx. norm (f x) < r) F"
    using f r by (rule ZfunD)
  moreover
  have "eventually (λx. norm (g x) < inverse K) F"
    using g K' by (rule ZfunD)
  ultimately
  show "eventually (λx. norm (f x ** g x) < r) F"
  proof eventually_elim
    case (elim x)
    have "norm (f x ** g x) ≤ norm (f x) * norm (g x) * K"
      by (rule norm_le)
    also have "norm (f x) * norm (g x) * K < r * inverse K * K"
      by (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero elim K)
    also from K have "r * inverse K * K = r"
      by simp
    finally show ?case .
  qed
qed

lemma (in bounded_bilinear) Zfun_left: "Zfun f F ⟹ Zfun (λx. f x ** a) F"
  by (rule bounded_linear_left [THEN bounded_linear.Zfun])

lemma (in bounded_bilinear) Zfun_right: "Zfun f F ⟹ Zfun (λx. a ** f x) F"
  by (rule bounded_linear_right [THEN bounded_linear.Zfun])

lemmas Zfun_mult = bounded_bilinear.Zfun [OF bounded_bilinear_mult]
lemmas Zfun_mult_right = bounded_bilinear.Zfun_right [OF bounded_bilinear_mult]
lemmas Zfun_mult_left = bounded_bilinear.Zfun_left [OF bounded_bilinear_mult]

lemma tendsto_Zfun_iff: "(f ⤏ a) F = Zfun (λx. f x - a) F"
  by (simp only: tendsto_iff Zfun_def dist_norm)

lemma tendsto_0_le:
  "(f ⤏ 0) F ⟹ eventually (λx. norm (g x) ≤ norm (f x) * K) F ⟹ (g ⤏ 0) F"
  by (simp add: Zfun_imp_Zfun tendsto_Zfun_iff)


subsubsection ‹Distance and norms›

lemma tendsto_dist [tendsto_intros]:
  fixes l m :: "'a::metric_space"
  assumes f: "(f ⤏ l) F"
    and g: "(g ⤏ m) F"
  shows "((λx. dist (f x) (g x)) ⤏ dist l m) F"
proof (rule tendstoI)
  fix e :: real
  assume "0 < e"
  then have e2: "0 < e/2" by simp
  from tendstoD [OF f e2] tendstoD [OF g e2]
  show "eventually (λx. dist (dist (f x) (g x)) (dist l m) < e) F"
  proof (eventually_elim)
    case (elim x)
    then show "dist (dist (f x) (g x)) (dist l m) < e"
      unfolding dist_real_def
      using dist_triangle2 [of "f x" "g x" "l"]
        and dist_triangle2 [of "g x" "l" "m"]
        and dist_triangle3 [of "l" "m" "f x"]
        and dist_triangle [of "f x" "m" "g x"]
      by arith
  qed
qed

lemma continuous_dist[continuous_intros]:
  fixes f g :: "_ ⇒ 'a :: metric_space"
  shows "continuous F f ⟹ continuous F g ⟹ continuous F (λx. dist (f x) (g x))"
  unfolding continuous_def by (rule tendsto_dist)

lemma continuous_on_dist[continuous_intros]:
  fixes f g :: "_ ⇒ 'a :: metric_space"
  shows "continuous_on s f ⟹ continuous_on s g ⟹ continuous_on s (λx. dist (f x) (g x))"
  unfolding continuous_on_def by (auto intro: tendsto_dist)

lemma continuous_at_dist: "isCont (dist a) b"
  using continuous_on_dist [OF continuous_on_const continuous_on_id] continuous_on_eq_continuous_within by blast

lemma tendsto_norm [tendsto_intros]: "(f ⤏ a) F ⟹ ((λx. norm (f x)) ⤏ norm a) F"
  unfolding norm_conv_dist by (intro tendsto_intros)

lemma continuous_norm [continuous_intros]: "continuous F f ⟹ continuous F (λx. norm (f x))"
  unfolding continuous_def by (rule tendsto_norm)

lemma continuous_on_norm [continuous_intros]:
  "continuous_on s f ⟹ continuous_on s (λx. norm (f x))"
  unfolding continuous_on_def by (auto intro: tendsto_norm)

lemma continuous_on_norm_id [continuous_intros]: "continuous_on S norm"
  by (intro continuous_on_id continuous_on_norm)

lemma tendsto_norm_zero: "(f ⤏ 0) F ⟹ ((λx. norm (f x)) ⤏ 0) F"
  by (drule tendsto_norm) simp

lemma tendsto_norm_zero_cancel: "((λx. norm (f x)) ⤏ 0) F ⟹ (f ⤏ 0) F"
  unfolding tendsto_iff dist_norm by simp

lemma tendsto_norm_zero_iff: "((λx. norm (f x)) ⤏ 0) F ⟷ (f ⤏ 0) F"
  unfolding tendsto_iff dist_norm by simp

lemma tendsto_rabs [tendsto_intros]: "(f ⤏ l) F ⟹ ((λx. ¦f x¦) ⤏ ¦l¦) F"
  for l :: real
  by (fold real_norm_def) (rule tendsto_norm)

lemma continuous_rabs [continuous_intros]:
  "continuous F f ⟹ continuous F (λx. ¦f x :: real¦)"
  unfolding real_norm_def[symmetric] by (rule continuous_norm)

lemma continuous_on_rabs [continuous_intros]:
  "continuous_on s f ⟹ continuous_on s (λx. ¦f x :: real¦)"
  unfolding real_norm_def[symmetric] by (rule continuous_on_norm)

lemma tendsto_rabs_zero: "(f ⤏ (0::real)) F ⟹ ((λx. ¦f x¦) ⤏ 0) F"
  by (fold real_norm_def) (rule tendsto_norm_zero)

lemma tendsto_rabs_zero_cancel: "((λx. ¦f x¦) ⤏ (0::real)) F ⟹ (f ⤏ 0) F"
  by (fold real_norm_def) (rule tendsto_norm_zero_cancel)

lemma tendsto_rabs_zero_iff: "((λx. ¦f x¦) ⤏ (0::real)) F ⟷ (f ⤏ 0) F"
  by (fold real_norm_def) (rule tendsto_norm_zero_iff)


subsection ‹Topological Monoid›

class topological_monoid_add = topological_space + monoid_add +
  assumes tendsto_add_Pair: "LIM x (nhds a ×⇩F nhds b). fst x + snd x :> nhds (a + b)"

class topological_comm_monoid_add = topological_monoid_add + comm_monoid_add

lemma tendsto_add [tendsto_intros]:
  fixes a b :: "'a::topological_monoid_add"
  shows "(f ⤏ a) F ⟹ (g ⤏ b) F ⟹ ((λx. f x + g x) ⤏ a + b) F"
  using filterlim_compose[OF tendsto_add_Pair, of "λx. (f x, g x)" a b F]
  by (simp add: nhds_prod[symmetric] tendsto_Pair)

lemma continuous_add [continuous_intros]:
  fixes f g :: "_ ⇒ 'b::topological_monoid_add"
  shows "continuous F f ⟹ continuous F g ⟹ continuous F (λx. f x + g x)"
  unfolding continuous_def by (rule tendsto_add)

lemma continuous_on_add [continuous_intros]:
  fixes f g :: "_ ⇒ 'b::topological_monoid_add"
  shows "continuous_on s f ⟹ continuous_on s g ⟹ continuous_on s (λx. f x + g x)"
  unfolding continuous_on_def by (auto intro: tendsto_add)

lemma tendsto_add_zero:
  fixes f g :: "_ ⇒ 'b::topological_monoid_add"
  shows "(f ⤏ 0) F ⟹ (g ⤏ 0) F ⟹ ((λx. f x + g x) ⤏ 0) F"
  by (drule (1) tendsto_add) simp

lemma tendsto_sum [tendsto_intros]:
  fixes f :: "'a ⇒ 'b ⇒ 'c::topological_comm_monoid_add"
  shows "(⋀i. i ∈ I ⟹ (f i ⤏ a i) F) ⟹ ((λx. ∑i∈I. f i x) ⤏ (∑i∈I. a i)) F"
  by (induct I rule: infinite_finite_induct) (simp_all add: tendsto_add)

lemma tendsto_null_sum:
  fixes f :: "'a ⇒ 'b ⇒ 'c::topological_comm_monoid_add"
  assumes "⋀i. i ∈ I ⟹ ((λx. f x i) ⤏ 0) F"
  shows "((λi. sum (f i) I) ⤏ 0) F"
  using tendsto_sum [of I "λx y. f y x" "λx. 0"] assms by simp

lemma continuous_sum [continuous_intros]:
  fixes f :: "'a ⇒ 'b::t2_space ⇒ 'c::topological_comm_monoid_add"
  shows "(⋀i. i ∈ I ⟹ continuous F (f i)) ⟹ continuous F (λx. ∑i∈I. f i x)"
  unfolding continuous_def by (rule tendsto_sum)

lemma continuous_on_sum [continuous_intros]:
  fixes f :: "'a ⇒ 'b::topological_space ⇒ 'c::topological_comm_monoid_add"
  shows "(⋀i. i ∈ I ⟹ continuous_on S (f i)) ⟹ continuous_on S (λx. ∑i∈I. f i x)"
  unfolding continuous_on_def by (auto intro: tendsto_sum)

instance nat :: topological_comm_monoid_add
  by standard
    (simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)

instance int :: topological_comm_monoid_add
  by standard
    (simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)


subsubsection ‹Topological group›

class topological_group_add = topological_monoid_add + group_add +
  assumes tendsto_uminus_nhds: "(uminus ⤏ - a) (nhds a)"
begin

lemma tendsto_minus [tendsto_intros]: "(f ⤏ a) F ⟹ ((λx. - f x) ⤏ - a) F"
  by (rule filterlim_compose[OF tendsto_uminus_nhds])

end

class topological_ab_group_add = topological_group_add + ab_group_add

instance topological_ab_group_add < topological_comm_monoid_add ..

lemma continuous_minus [continuous_intros]: "continuous F f ⟹ continuous F (λx. - f x)"
  for f :: "'a::t2_space ⇒ 'b::topological_group_add"
  unfolding continuous_def by (rule tendsto_minus)

lemma continuous_on_minus [continuous_intros]: "continuous_on s f ⟹ continuous_on s (λx. - f x)"
  for f :: "_ ⇒ 'b::topological_group_add"
  unfolding continuous_on_def by (auto intro: tendsto_minus)

lemma tendsto_minus_cancel: "((λx. - f x) ⤏ - a) F ⟹ (f ⤏ a) F"
  for a :: "'a::topological_group_add"
  by (drule tendsto_minus) simp

lemma tendsto_minus_cancel_left:
  "(f ⤏ - (y::_::topological_group_add)) F ⟷ ((λx. - f x) ⤏ y) F"
  using tendsto_minus_cancel[of f "- y" F]  tendsto_minus[of f "- y" F]
  by auto

lemma tendsto_diff [tendsto_intros]:
  fixes a b :: "'a::topological_group_add"
  shows "(f ⤏ a) F ⟹ (g ⤏ b) F ⟹ ((λx. f x - g x) ⤏ a - b) F"
  using tendsto_add [of f a F "λx. - g x" "- b"] by (simp add: tendsto_minus)

lemma continuous_diff [continuous_intros]:
  fixes f g :: "'a::t2_space ⇒ 'b::topological_group_add"
  shows "continuous F f ⟹ continuous F g ⟹ continuous F (λx. f x - g x)"
  unfolding continuous_def by (rule tendsto_diff)

lemma continuous_on_diff [continuous_intros]:
  fixes f g :: "_ ⇒ 'b::topological_group_add"
  shows "continuous_on s f ⟹ continuous_on s g ⟹ continuous_on s (λx. f x - g x)"
  unfolding continuous_on_def by (auto intro: tendsto_diff)

lemma continuous_on_op_minus: "continuous_on (s::'a::topological_group_add set) ((-) x)"
  by (rule continuous_intros | simp)+

instance real_normed_vector < topological_ab_group_add
proof
  fix a b :: 'a
  show "((λx. fst x + snd x) ⤏ a + b) (nhds a ×⇩F nhds b)"
    unfolding tendsto_Zfun_iff add_diff_add
    using tendsto_fst[OF filterlim_ident, of "(a,b)"] tendsto_snd[OF filterlim_ident, of "(a,b)"]
    by (intro Zfun_add)
       (auto simp: tendsto_Zfun_iff[symmetric] nhds_prod[symmetric] intro!: tendsto_fst)
  show "(uminus ⤏ - a) (nhds a)"
    unfolding tendsto_Zfun_iff minus_diff_minus
    using filterlim_ident[of "nhds a"]
    by (intro Zfun_minus) (simp add: tendsto_Zfun_iff)
qed

lemmas real_tendsto_sandwich = tendsto_sandwich[where 'a=real]


subsubsection ‹Linear operators and multiplication›

lemma linear_times [simp]: "linear (λx. c * x)"
  for c :: "'a::real_algebra"
  by (auto simp: linearI distrib_left)

lemma (in bounded_linear) tendsto: "(g ⤏ a) F ⟹ ((λx. f (g x)) ⤏ f a) F"
  by (simp only: tendsto_Zfun_iff diff [symmetric] Zfun)

lemma (in bounded_linear) continuous: "continuous F g ⟹ continuous F (λx. f (g x))"
  using tendsto[of g _ F] by (auto simp: continuous_def)

lemma (in bounded_linear) continuous_on: "continuous_on s g ⟹ continuous_on s (λx. f (g x))"
  using tendsto[of g] by (auto simp: continuous_on_def)

lemma (in bounded_linear) tendsto_zero: "(g ⤏ 0) F ⟹ ((λx. f (g x)) ⤏ 0) F"
  by (drule tendsto) (simp only: zero)

lemma (in bounded_bilinear) tendsto:
  "(f ⤏ a) F ⟹ (g ⤏ b) F ⟹ ((λx. f x ** g x) ⤏ a ** b) F"
  by (simp only: tendsto_Zfun_iff prod_diff_prod Zfun_add Zfun Zfun_left Zfun_right)

lemma (in bounded_bilinear) continuous:
  "continuous F f ⟹ continuous F g ⟹ continuous F (λx. f x ** g x)"
  using tendsto[of f _ F g] by (auto simp: continuous_def)

lemma (in bounded_bilinear) continuous_on:
  "continuous_on s f ⟹ continuous_on s g ⟹ continuous_on s (λx. f x ** g x)"
  using tendsto[of f _ _ g] by (auto simp: continuous_on_def)

lemma (in bounded_bilinear) tendsto_zero:
  assumes f: "(f ⤏ 0) F"
    and g: "(g ⤏ 0) F"
  shows "((λx. f x ** g x) ⤏ 0) F"
  using tendsto [OF f g] by (simp add: zero_left)

lemma (in bounded_bilinear) tendsto_left_zero:
  "(f ⤏ 0) F ⟹ ((λx. f x ** c) ⤏ 0) F"
  by (rule bounded_linear.tendsto_zero [OF bounded_linear_left])

lemma (in bounded_bilinear) tendsto_right_zero:
  "(f ⤏ 0) F ⟹ ((λx. c ** f x) ⤏ 0) F"
  by (rule bounded_linear.tendsto_zero [OF bounded_linear_right])

lemmas tendsto_of_real [tendsto_intros] =
  bounded_linear.tendsto [OF bounded_linear_of_real]

lemmas tendsto_scaleR [tendsto_intros] =
  bounded_bilinear.tendsto [OF bounded_bilinear_scaleR]


text‹Analogous type class for multiplication›
class topological_semigroup_mult = topological_space + semigroup_mult +
  assumes tendsto_mult_Pair: "LIM x (nhds a ×⇩F nhds b). fst x * snd x :> nhds (a * b)"

instance real_normed_algebra < topological_semigroup_mult
proof
  fix a b :: 'a
  show "((λx. fst x * snd x) ⤏ a * b) (nhds a ×⇩F nhds b)"
    unfolding nhds_prod[symmetric]
    using tendsto_fst[OF filterlim_ident, of "(a,b)"] tendsto_snd[OF filterlim_ident, of "(a,b)"]
    by (simp add: bounded_bilinear.tendsto [OF bounded_bilinear_mult])
qed

lemma tendsto_mult [tendsto_intros]:
  fixes a b :: "'a::topological_semigroup_mult"
  shows "(f ⤏ a) F ⟹ (g ⤏ b) F ⟹ ((λx. f x * g x) ⤏ a * b) F"
  using filterlim_compose[OF tendsto_mult_Pair, of "λx. (f x, g x)" a b F]
  by (simp add: nhds_prod[symmetric] tendsto_Pair)

lemma tendsto_mult_left: "(f ⤏ l) F ⟹ ((λx. c * (f x)) ⤏ c * l) F"
  for c :: "'a::topological_semigroup_mult"
  by (rule tendsto_mult [OF tendsto_const])

lemma tendsto_mult_right: "(f ⤏ l) F ⟹ ((λx. (f x) * c) ⤏ l * c) F"
  for c :: "'a::topological_semigroup_mult"
  by (rule tendsto_mult [OF _ tendsto_const])

lemma tendsto_mult_left_iff [simp]:
   "c ≠ 0 ⟹ tendsto(λx. c * f x) (c * l) F ⟷ tendsto f l F" for c :: "'a::{topological_semigroup_mult,field}"
  by (auto simp: tendsto_mult_left dest: tendsto_mult_left [where c = "1/c"])

lemma tendsto_mult_right_iff [simp]:
   "c ≠ 0 ⟹ tendsto(λx. f x * c) (l * c) F ⟷ tendsto f l F" for c :: "'a::{topological_semigroup_mult,field}"
  by (auto simp: tendsto_mult_right dest: tendsto_mult_left [where c = "1/c"])

lemma tendsto_zero_mult_left_iff [simp]:
  fixes c::"'a::{topological_semigroup_mult,field}" assumes "c ≠ 0" shows "(λn. c * a n)⇢ 0 ⟷ a ⇢ 0"
  using assms tendsto_mult_left tendsto_mult_left_iff by fastforce

lemma tendsto_zero_mult_right_iff [simp]:
  fixes c::"'a::{topological_semigroup_mult,field}" assumes "c ≠ 0" shows "(λn. a n * c)⇢ 0 ⟷ a ⇢ 0"
  using assms tendsto_mult_right tendsto_mult_right_iff by fastforce

lemma tendsto_zero_divide_iff [simp]:
  fixes c::"'a::{topological_semigroup_mult,field}" assumes "c ≠ 0" shows "(λn. a n / c)⇢ 0 ⟷ a ⇢ 0"
  using tendsto_zero_mult_right_iff [of "1/c" a] assms by (simp add: field_simps)

lemma lim_const_over_n [tendsto_intros]:
  fixes a :: "'a::real_normed_field"
  shows "(λn. a / of_nat n) ⇢ 0"
  using tendsto_mult [OF tendsto_const [of a] lim_1_over_n] by simp

lemmas continuous_of_real [continuous_intros] =
  bounded_linear.continuous [OF bounded_linear_of_real]

lemmas continuous_scaleR [continuous_intros] =
  bounded_bilinear.continuous [OF bounded_bilinear_scaleR]

lemmas continuous_mult [continuous_intros] =
  bounded_bilinear.continuous [OF bounded_bilinear_mult]

lemmas continuous_on_of_real [continuous_intros] =
  bounded_linear.continuous_on [OF bounded_linear_of_real]

lemmas continuous_on_scaleR [continuous_intros] =
  bounded_bilinear.continuous_on [OF bounded_bilinear_scaleR]

lemmas continuous_on_mult [continuous_intros] =
  bounded_bilinear.continuous_on [OF bounded_bilinear_mult]

lemmas tendsto_mult_zero =
  bounded_bilinear.tendsto_zero [OF bounded_bilinear_mult]

lemmas tendsto_mult_left_zero =
  bounded_bilinear.tendsto_left_zero [OF bounded_bilinear_mult]

lemmas tendsto_mult_right_zero =
  bounded_bilinear.tendsto_right_zero [OF bounded_bilinear_mult]


lemma continuous_mult_left:
  fixes c::"'a::real_normed_algebra"
  shows "continuous F f ⟹ continuous F (λx. c * f x)"
by (rule continuous_mult [OF continuous_const])

lemma continuous_mult_right:
  fixes c::"'a::real_normed_algebra"
  shows "continuous F f ⟹ continuous F (λx. f x * c)"
by (rule continuous_mult [OF _ continuous_const])

lemma continuous_on_mult_left:
  fixes c::"'a::real_normed_algebra"
  shows "continuous_on s f ⟹ continuous_on s (λx. c * f x)"
by (rule continuous_on_mult [OF continuous_on_const])

lemma continuous_on_mult_right:
  fixes c::"'a::real_normed_algebra"
  shows "continuous_on s f ⟹ continuous_on s (λx. f x * c)"
by (rule continuous_on_mult [OF _ continuous_on_const])

lemma continuous_on_mult_const [simp]:
  fixes c::"'a::real_normed_algebra"
  shows "continuous_on s ((*) c)"
  by (intro continuous_on_mult_left continuous_on_id)

lemma tendsto_divide_zero:
  fixes c :: "'a::real_normed_field"
  shows "(f ⤏ 0) F ⟹ ((λx. f x / c) ⤏ 0) F"
  by (cases "c=0") (simp_all add: divide_inverse tendsto_mult_left_zero)

lemma tendsto_power [tendsto_intros]: "(f ⤏ a) F ⟹ ((λx. f x ^ n) ⤏ a ^ n) F"
  for f :: "'a ⇒ 'b::{power,real_normed_algebra}"
  by (induct n) (simp_all add: tendsto_mult)

lemma tendsto_null_power: "⟦(f ⤏ 0) F; 0 < n⟧ ⟹ ((λx. f x ^ n) ⤏ 0) F"
    for f :: "'a ⇒ 'b::{power,real_normed_algebra_1}"
  using tendsto_power [of f 0 F n] by (simp add: power_0_left)

lemma continuous_power [continuous_intros]: "continuous F f ⟹ continuous F (λx. (f x)^n)"
  for f :: "'a::t2_space ⇒ 'b::{power,real_normed_algebra}"
  unfolding continuous_def by (rule tendsto_power)

lemma continuous_on_power [continuous_intros]:
  fixes f :: "_ ⇒ 'b::{power,real_normed_algebra}"
  shows "continuous_on s f ⟹ continuous_on s (λx. (f x)^n)"
  unfolding continuous_on_def by (auto intro: tendsto_power)

lemma tendsto_prod [tendsto_intros]:
  fixes f :: "'a ⇒ 'b ⇒ 'c::{real_normed_algebra,comm_ring_1}"
  shows "(⋀i. i ∈ S ⟹ (f i ⤏ L i) F) ⟹ ((λx. ∏i∈S. f i x) ⤏ (∏i∈S. L i)) F"
  by (induct S rule: infinite_finite_induct) (simp_all add: tendsto_mult)

lemma continuous_prod [continuous_intros]:
  fixes f :: "'a ⇒ 'b::t2_space ⇒ 'c::{real_normed_algebra,comm_ring_1}"
  shows "(⋀i. i ∈ S ⟹ continuous F (f i)) ⟹ continuous F (λx. ∏i∈S. f i x)"
  unfolding continuous_def by (rule tendsto_prod)

lemma continuous_on_prod [continuous_intros]:
  fixes f :: "'a ⇒ _ ⇒ 'c::{real_normed_algebra,comm_ring_1}"
  shows "(⋀i. i ∈ S ⟹ continuous_on s (f i)) ⟹ continuous_on s (λx. ∏i∈S. f i x)"
  unfolding continuous_on_def by (auto intro: tendsto_prod)

lemma tendsto_of_real_iff:
  "((λx. of_real (f x) :: 'a::real_normed_div_algebra) ⤏ of_real c) F ⟷ (f ⤏ c) F"
  unfolding tendsto_iff by simp

lemma tendsto_add_const_iff:
  "((λx. c + f x :: 'a::topological_group_add) ⤏ c + d) F ⟷ (f ⤏ d) F"
  using tendsto_add[OF tendsto_const[of c], of f d]
    and tendsto_add[OF tendsto_const[of "-c"], of "λx. c + f x" "c + d"] by auto


class topological_monoid_mult = topological_semigroup_mult + monoid_mult
class topological_comm_monoid_mult = topological_monoid_mult + comm_monoid_mult

lemma tendsto_power_strong [tendsto_intros]:
  fixes f :: "_ ⇒ 'b :: topological_monoid_mult"
  assumes "(f ⤏ a) F" "(g ⤏ b) F"
  shows   "((λx. f x ^ g x) ⤏ a ^ b) F"
proof -
  have "((λx. f x ^ b) ⤏ a ^ b) F"
    by (induction b) (auto intro: tendsto_intros assms)
  also from assms(2) have "eventually (λx. g x = b) F"
    by (simp add: nhds_discrete filterlim_principal)
  hence "eventually (λx. f x ^ b = f x ^ g x) F"
    by eventually_elim simp
  hence "((λx. f x ^ b) ⤏ a ^ b) F ⟷ ((λx. f x ^ g x) ⤏ a ^ b) F"
    by (intro filterlim_cong refl)
  finally show ?thesis .
qed

lemma continuous_mult' [continuous_intros]:
  fixes f g :: "_ ⇒ 'b::topological_semigroup_mult"
  shows "continuous F f ⟹ continuous F g ⟹ continuous F (λx. f x * g x)"
  unfolding continuous_def by (rule tendsto_mult)

lemma continuous_power' [continuous_intros]:
  fixes f :: "_ ⇒ 'b::topological_monoid_mult"
  shows "continuous F f ⟹ continuous F g ⟹ continuous F (λx. f x ^ g x)"
  unfolding continuous_def by (rule tendsto_power_strong) auto

lemma continuous_on_mult' [continuous_intros]:
  fixes f g :: "_ ⇒ 'b::topological_semigroup_mult"
  shows "continuous_on A f ⟹ continuous_on A g ⟹ continuous_on A (λx. f x * g x)"
  unfolding continuous_on_def by (auto intro: tendsto_mult)

lemma continuous_on_power' [continuous_intros]:
  fixes f :: "_ ⇒ 'b::topological_monoid_mult"
  shows "continuous_on A f ⟹ continuous_on A g ⟹ continuous_on A (λx. f x ^ g x)"
  unfolding continuous_on_def by (auto intro: tendsto_power_strong)

lemma tendsto_mult_one:
  fixes f g :: "_ ⇒ 'b::topological_monoid_mult"
  shows "(f ⤏ 1) F ⟹ (g ⤏ 1) F ⟹ ((λx. f x * g x) ⤏ 1) F"
  by (drule (1) tendsto_mult) simp

lemma tendsto_prod' [tendsto_intros]:
  fixes f :: "'a ⇒ 'b ⇒ 'c::topological_comm_monoid_mult"
  shows "(⋀i. i ∈ I ⟹ (f i ⤏ a i) F) ⟹ ((λx. ∏i∈I. f i x) ⤏ (∏i∈I. a i)) F"
  by (induct I rule: infinite_finite_induct) (simp_all add: tendsto_mult)

lemma tendsto_one_prod':
  fixes f :: "'a ⇒ 'b ⇒ 'c::topological_comm_monoid_mult"
  assumes "⋀i. i ∈ I ⟹ ((λx. f x i) ⤏ 1) F"
  shows "((λi. prod (f i) I) ⤏ 1) F"
  using tendsto_prod' [of I "λx y. f y x" "λx. 1"] assms by simp

lemma continuous_prod' [continuous_intros]:
  fixes f :: "'a ⇒ 'b::t2_space ⇒ 'c::topological_comm_monoid_mult"
  shows "(⋀i. i ∈ I ⟹ continuous F (f i)) ⟹ continuous F (λx. ∏i∈I. f i x)"
  unfolding continuous_def by (rule tendsto_prod')

lemma continuous_on_prod' [continuous_intros]:
  fixes f :: "'a ⇒ 'b::topological_space ⇒ 'c::topological_comm_monoid_mult"
  shows "(⋀i. i ∈ I ⟹ continuous_on S (f i)) ⟹ continuous_on S (λx. ∏i∈I. f i x)"
  unfolding continuous_on_def by (auto intro: tendsto_prod')

instance nat :: topological_comm_monoid_mult
  by standard
    (simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)

instance int :: topological_comm_monoid_mult
  by standard
    (simp add: nhds_discrete principal_prod_principal filterlim_principal eventually_principal)

class comm_real_normed_algebra_1 = real_normed_algebra_1 + comm_monoid_mult

context real_normed_field
begin

subclass comm_real_normed_algebra_1
proof
  from norm_mult[of "1 :: 'a" 1] show "norm 1 = 1" by simp 
qed (simp_all add: norm_mult)

end

subsubsection ‹Inverse and division›

lemma (in bounded_bilinear) Zfun_prod_Bfun:
  assumes f: "Zfun f F"
    and g: "Bfun g F"
  shows "Zfun (λx. f x ** g x) F"
proof -
  obtain K where K: "0 ≤ K"
    and norm_le: "⋀x y. norm (x ** y) ≤ norm x * norm y * K"
    using nonneg_bounded by blast
  obtain B where B: "0 < B"
    and norm_g: "eventually (λx. norm (g x) ≤ B) F"
    using g by (rule BfunE)
  have "eventually (λx. norm (f x ** g x) ≤ norm (f x) * (B * K)) F"
  using norm_g proof eventually_elim
    case (elim x)
    have "norm (f x ** g x) ≤ norm (f x) * norm (g x) * K"
      by (rule norm_le)
    also have "… ≤ norm (f x) * B * K"
      by (intro mult_mono' order_refl norm_g norm_ge_zero mult_nonneg_nonneg K elim)
    also have "… = norm (f x) * (B * K)"
      by (rule mult.assoc)
    finally show "norm (f x ** g x) ≤ norm (f x) * (B * K)" .
  qed
  with f show ?thesis
    by (rule Zfun_imp_Zfun)
qed

lemma (in bounded_bilinear) Bfun_prod_Zfun:
  assumes f: "Bfun f F"
    and g: "Zfun g F"
  shows "Zfun (λx. f x ** g x) F"
  using flip g f by (rule bounded_bilinear.Zfun_prod_Bfun)

lemma Bfun_inverse:
  fixes a :: "'a::real_normed_div_algebra"
  assumes f: "(f ⤏ a) F"
  assumes a: "a ≠ 0"
  shows "Bfun (λx. inverse (f x)) F"
proof -
  from a have "0 < norm a" by simp
  then have "∃r>0. r < norm a" by (rule dense)
  then obtain r where r1: "0 < r" and r2: "r < norm a"
    by blast
  have "eventually (λx. dist (f x) a < r) F"
    using tendstoD [OF f r1] by blast
  then have "eventually (λx. norm (inverse (f x)) ≤ inverse (norm a - r)) F"
  proof eventually_elim
    case (elim x)
    then have 1: "norm (f x - a) < r"
      by (simp add: dist_norm)
    then have 2: "f x ≠ 0" using r2 by auto
    then have "norm (inverse (f x)) = inverse (norm (f x))"
      by (rule nonzero_norm_inverse)
    also have "… ≤ inverse (norm a - r)"
    proof (rule le_imp_inverse_le)
      show "0 < norm a - r"
        using r2 by simp
      have "norm a - norm (f x) ≤ norm (a - f x)"
        by (rule norm_triangle_ineq2)
      also have "… = norm (f x - a)"
        by (rule norm_minus_commute)
      also have "… < r" using 1 .
      finally show "norm a - r ≤ norm (f x)"
        by simp
    qed
    finally show "norm (inverse (f x)) ≤ inverse (norm a - r)" .
  qed
  then show ?thesis by (rule BfunI)
qed

lemma tendsto_inverse [tendsto_intros]:
  fixes a :: "'a::real_normed_div_algebra"
  assumes f: "(f ⤏ a) F"
    and a: "a ≠ 0"
  shows "((λx. inverse (f x)) ⤏ inverse a) F"
proof -
  from a have "0 < norm a" by simp
  with f have "eventually (λx. dist (f x) a < norm a) F"
    by (rule tendstoD)
  then have "eventually (λx. f x ≠ 0) F"
    unfolding dist_norm by (auto elim!: eventually_mono)
  with a have "eventually (λx. inverse (f x) - inverse a =
    - (inverse (f x) * (f x - a) * inverse a)) F"
    by (auto elim!: eventually_mono simp: inverse_diff_inverse)
  moreover have "Zfun (λx. - (inverse (f x) * (f x - a) * inverse a)) F"
    by (intro Zfun_minus Zfun_mult_left
      bounded_bilinear.Bfun_prod_Zfun [OF bounded_bilinear_mult]
      Bfun_inverse [OF f a] f [unfolded tendsto_Zfun_iff])
  ultimately show ?thesis
    unfolding tendsto_Zfun_iff by (rule Zfun_ssubst)
qed

lemma continuous_inverse:
  fixes f :: "'a::t2_space ⇒ 'b::real_normed_div_algebra"
  assumes "continuous F f"
    and "f (Lim F (λx. x)) ≠ 0"
  shows "continuous F (λx. inverse (f x))"
  using assms unfolding continuous_def by (rule tendsto_inverse)

lemma continuous_at_within_inverse[continuous_intros]:
  fixes f :: "'a::t2_space ⇒ 'b::real_normed_div_algebra"
  assumes "continuous (at a within s) f"
    and "f a ≠ 0"
  shows "continuous (at a within s) (λx. inverse (f x))"
  using assms unfolding continuous_within by (rule tendsto_inverse)

lemma continuous_on_inverse[continuous_intros]:
  fixes f :: "'a::topological_space ⇒ 'b::real_normed_div_algebra"
  assumes "continuous_on s f"
    and "∀x∈s. f x ≠ 0"
  shows "continuous_on s (λx. inverse (f x))"
  using assms unfolding continuous_on_def by (blast intro: tendsto_inverse)

lemma tendsto_divide [tendsto_intros]:
  fixes a b :: "'a::real_normed_field"
  shows "(f ⤏ a) F ⟹ (g ⤏ b) F ⟹ b ≠ 0 ⟹ ((λx. f x / g x) ⤏ a / b) F"
  by (simp add: tendsto_mult tendsto_inverse divide_inverse)

lemma continuous_divide:
  fixes f g :: "'a::t2_space ⇒ 'b::real_normed_field"
  assumes "continuous F f"
    and "continuous F g"
    and "g (Lim F (λx. x)) ≠ 0"
  shows "continuous F (λx. (f x) / (g x))"
  using assms unfolding continuous_def by (rule tendsto_divide)

lemma continuous_at_within_divide[continuous_intros]:
  fixes f g :: "'a::t2_space ⇒ 'b::real_normed_field"
  assumes "continuous (at a within s) f" "continuous (at a within s) g"
    and "g a ≠ 0"
  shows "continuous (at a within s) (λx. (f x) / (g x))"
  using assms unfolding continuous_within by (rule tendsto_divide)

lemma isCont_divide[continuous_intros, simp]:
  fixes f g :: "'a::t2_space ⇒ 'b::real_normed_field"
  assumes "isCont f a" "isCont g a" "g a ≠ 0"
  shows "isCont (λx. (f x) / g x) a"
  using assms unfolding continuous_at by (rule tendsto_divide)

lemma continuous_on_divide[continuous_intros]:
  fixes f :: "'a::topological_space ⇒ 'b::real_normed_field"
  assumes "continuous_on s f" "continuous_on s g"
    and "∀x∈s. g x ≠ 0"
  shows "continuous_on s (λx. (f x) / (g x))"
  using assms unfolding continuous_on_def by (blast intro: tendsto_divide)

lemma tendsto_power_int [tendsto_intros]:
  fixes a :: "'a::real_normed_div_algebra"
  assumes f: "(f ⤏ a) F"
    and a: "a ≠ 0"
  shows "((λx. power_int (f x) n) ⤏ power_int a n) F"
  using assms by (cases n rule: int_cases4) (auto intro!: tendsto_intros simp: power_int_minus)

lemma continuous_power_int:
  fixes f :: "'a::t2_space ⇒ 'b::real_normed_div_algebra"
  assumes "continuous F f"
    and "f (Lim F (λx. x)) ≠ 0"
  shows "continuous F (λx. power_int (f x) n)"
  using assms unfolding continuous_def by (rule tendsto_power_int)

lemma continuous_at_within_power_int[continuous_intros]:
  fixes f :: "'a::t2_space ⇒ 'b::real_normed_div_algebra"
  assumes "continuous (at a within s) f"
    and "f a ≠ 0"
  shows "continuous (at a within s) (λx. power_int (f x) n)"
  using assms unfolding continuous_within by (rule tendsto_power_int)

lemma continuous_on_power_int [continuous_intros]:
  fixes f :: "'a::topological_space ⇒ 'b::real_normed_div_algebra"
  assumes "continuous_on s f" and "∀x∈s. f x ≠ 0"
  shows "continuous_on s (λx. power_int (f x) n)"
  using assms unfolding continuous_on_def by (blast intro: tendsto_power_int)

lemma tendsto_sgn [tendsto_intros]: "(f ⤏ l) F ⟹ l ≠ 0 ⟹ ((λx. sgn (f x)) ⤏ sgn l) F"
  for l :: "'a::real_normed_vector"
  unfolding sgn_div_norm by (simp add: tendsto_intros)

lemma continuous_sgn:
  fixes f :: "'a::t2_space ⇒ 'b::real_normed_vector"
  assumes "continuous F f"
    and "f (Lim F (λx. x)) ≠ 0"
  shows "continuous F (λx. sgn (f x))"
  using assms unfolding continuous_def by (rule tendsto_sgn)

lemma continuous_at_within_sgn[continuous_intros]:
  fixes f :: "'a::t2_space ⇒ 'b::real_normed_vector"
  assumes "continuous (at a within s) f"
    and "f a ≠ 0"
  shows "continuous (at a within s) (λx. sgn (f x))"
  using assms unfolding continuous_within by (rule tendsto_sgn)

lemma isCont_sgn[continuous_intros]:
  fixes f :: "'a::t2_space ⇒ 'b::real_normed_vector"
  assumes "isCont f a"
    and "f a ≠ 0"
  shows "isCont (λx. sgn (f x)) a"
  using assms unfolding continuous_at by (rule tendsto_sgn)

lemma continuous_on_sgn[continuous_intros]:
  fixes f :: "'a::topological_space ⇒ 'b::real_normed_vector"
  assumes "continuous_on s f"
    and "∀x∈s. f x ≠ 0"
  shows "continuous_on s (λx. sgn (f x))"
  using assms unfolding continuous_on_def by (blast intro: tendsto_sgn)

lemma filterlim_at_infinity:
  fixes f :: "_ ⇒ 'a::real_normed_vector"
  assumes "0 ≤ c"
  shows "(LIM x F. f x :> at_infinity) ⟷ (∀r>c. eventually (λx. r ≤ norm (f x)) F)"
  unfolding filterlim_iff eventually_at_infinity
proof safe
  fix P :: "'a ⇒ bool"
  fix b
  assume *: "∀r>c. eventually (λx. r ≤ norm (f x)) F"
  assume P: "∀x. b ≤ norm x ⟶ P x"
  have "max b (c + 1) > c" by auto
  with * have "eventually (λx. max b (c + 1) ≤ norm (f x)) F"
    by auto
  then show "eventually (λx. P (f x)) F"
  proof eventually_elim
    case (elim x)
    with P show "P (f x)" by auto
  qed
qed force

lemma filterlim_at_infinity_imp_norm_at_top:
  fixes F
  assumes "filterlim f at_infinity F"
  shows   "filterlim (λx. norm (f x)) at_top F"
proof -
  {
    fix r :: real
    have "∀⇩F x in F. r ≤ norm (f x)" using filterlim_at_infinity[of 0 f F] assms
      by (cases "r > 0")
         (auto simp: not_less intro: always_eventually order.trans[OF _ norm_ge_zero])
  }
  thus ?thesis by (auto simp: filterlim_at_top)
qed

lemma filterlim_norm_at_top_imp_at_infinity:
  fixes F
  assumes "filterlim (λx. norm (f x)) at_top F"
  shows   "filterlim f at_infinity F"
  using filterlim_at_infinity[of 0 f F] assms by (auto simp: filterlim_at_top)

lemma filterlim_norm_at_top: "filterlim norm at_top at_infinity"
  by (rule filterlim_at_infinity_imp_norm_at_top) (rule filterlim_ident)

lemma filterlim_at_infinity_conv_norm_at_top:
  "filterlim f at_infinity G ⟷ filterlim (λx. norm (f x)) at_top G"
  by (auto simp: filterlim_at_infinity[OF order.refl] filterlim_at_top_gt[of _ _ 0])

lemma eventually_not_equal_at_infinity:
  "eventually (λx. x ≠ (a :: 'a :: {real_normed_vector})) at_infinity"
proof -
  from filterlim_norm_at_top[where 'a = 'a]
    have "∀⇩F x in at_infinity. norm a < norm (x::'a)" by (auto simp: filterlim_at_top_dense)
  thus ?thesis by eventually_elim auto
qed

lemma filterlim_int_of_nat_at_topD:
  fixes F
  assumes "filterlim (λx. f (int x)) F at_top"
  shows   "filterlim f F at_top"
proof -
  have "filterlim (λx. f (int (nat x))) F at_top"
    by (rule filterlim_compose[OF assms filterlim_nat_sequentially])
  also have "?this ⟷ filterlim f F at_top"
    by (intro filterlim_cong refl eventually_mono [OF eventually_ge_at_top[of "0::int"]]) auto
  finally show ?thesis .
qed

lemma filterlim_int_sequentially [tendsto_intros]:
  "filterlim int at_top sequentially"
  unfolding filterlim_at_top
proof
  fix C :: int
  show "eventually (λn. int n ≥ C) at_top"
    using eventually_ge_at_top[of "nat ⌈C⌉"] by eventually_elim linarith
qed

lemma filterlim_real_of_int_at_top [tendsto_intros]:
  "filterlim real_of_int at_top at_top"
  unfolding filterlim_at_top
proof
  fix C :: real
  show "eventually (λn. real_of_int n ≥ C) at_top"
    using eventually_ge_at_top[of "⌈C⌉"] by eventually_elim linarith
qed

lemma filterlim_abs_real: "filterlim (abs::real ⇒ real) at_top at_top"
proof (subst filterlim_cong[OF refl refl])
  from eventually_ge_at_top[of "0::real"] show "eventually (λx::real. ¦x¦ = x) at_top"
    by eventually_elim simp
qed (simp_all add: filterlim_ident)

lemma filterlim_of_real_at_infinity [tendsto_intros]:
  "filterlim (of_real :: real ⇒ 'a :: real_normed_algebra_1) at_infinity at_top"
  by (intro filterlim_norm_at_top_imp_at_infinity) (auto simp: filterlim_abs_real)

lemma not_tendsto_and_filterlim_at_infinity:
  fixes c :: "'a::real_normed_vector"
  assumes "F ≠ bot"
    and "(f ⤏ c) F"
    and "filterlim f at_infinity F"
  shows False
proof -
  from tendstoD[OF assms(2), of "1/2"]
  have "eventually (λx. dist (f x) c < 1/2) F"
    by simp
  moreover
  from filterlim_at_infinity[of "norm c" f F] assms(3)
  have "eventually (λx. norm (f x) ≥ norm c + 1) F" by simp
  ultimately have "eventually (λx. False) F"
  proof eventually_elim
    fix x
    assume A: "dist (f x) c < 1/2"
    assume "norm (f x) ≥ norm c + 1"
    also have "norm (f x) = dist (f x) 0" by simp
    also have "… ≤ dist (f x) c + dist c 0" by (rule dist_triangle)
    finally show False using A by simp
  qed
  with assms show False by simp
qed

lemma filterlim_at_infinity_imp_not_convergent:
  assumes "filterlim f at_infinity sequentially"
  shows "¬ convergent f"
  by (rule notI, rule not_tendsto_and_filterlim_at_infinity[OF _ _ assms])
     (simp_all add: convergent_LIMSEQ_iff)

lemma filterlim_at_infinity_imp_eventually_ne:
  assumes "filterlim f at_infinity F"
  shows "eventually (λz. f z ≠ c) F"
proof -
  have "norm c + 1 > 0"
    by (intro add_nonneg_pos) simp_all
  with filterlim_at_infinity[OF order.refl, of f F] assms
  have "eventually (λz. norm (f z) ≥ norm c + 1) F"
    by blast
  then show ?thesis
    by eventually_elim auto
qed

lemma tendsto_of_nat [tendsto_intros]:
  "filterlim (of_nat :: nat ⇒ 'a::real_normed_algebra_1) at_infinity sequentially"
proof (subst filterlim_at_infinity[OF order.refl], intro allI impI)
  fix r :: real
  assume r: "r > 0"
  define n where "n = nat ⌈r⌉"
  from r have n: "∀m≥n. of_nat m ≥ r"
    unfolding n_def by linarith
  from eventually_ge_at_top[of n] show "eventually (λm. norm (of_nat m :: 'a) ≥ r) sequentially"
    by eventually_elim (use n in simp_all)
qed


subsection ‹Relate \<^const>‹at›, \<^const>‹at_left› and \<^const>‹at_right››

text ‹
  This lemmas are useful for conversion between \<^term>‹at x› to \<^term>‹at_left x› and
  \<^term>‹at_right x› and also \<^term>‹at_right 0›.
›

lemmas filterlim_split_at_real = filterlim_split_at[where 'a=real]

lemma filtermap_nhds_shift: "filtermap (λx. x - d) (nhds a) = nhds (a - d)"
  for a d :: "'a::real_normed_vector"
  by (rule filtermap_fun_inverse[where g="λx. x + d"])
    (auto intro!: tendsto_eq_intros filterlim_ident)

lemma filtermap_nhds_minus: "filtermap (λx. - x) (nhds a) = nhds (- a)"
  for a :: "'a::real_normed_vector"
  by (rule filtermap_fun_inverse[where g=uminus])
    (auto intro!: tendsto_eq_intros filterlim_ident)

lemma filtermap_at_shift: "filtermap (λx. x -