author | wenzelm |
Sun, 01 Mar 2009 14:45:23 +0100 | |
changeset 30186 | 1f836e949ac2 |
parent 30082 | 43c5b7bfc791 |
child 30196 | 6ffaa79c352c |
permissions | -rw-r--r-- |
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(* Title : SEQ.thy |
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Author : Jacques D. Fleuriot |
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Copyright : 1998 University of Cambridge |
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Description : Convergence of sequences and series |
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Conversion to Isar and new proofs by Lawrence C Paulson, 2004 |
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Additional contributions by Jeremy Avigad and Brian Huffman |
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*) |
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header {* Sequences and Convergence *} |
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theory SEQ |
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imports RealVector RComplete |
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begin |
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definition |
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Zseq :: "[nat \<Rightarrow> 'a::real_normed_vector] \<Rightarrow> bool" where |
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--{*Standard definition of sequence converging to zero*} |
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[code del]: "Zseq X = (\<forall>r>0. \<exists>no. \<forall>n\<ge>no. norm (X n) < r)" |
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definition |
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LIMSEQ :: "[nat => 'a::real_normed_vector, 'a] => bool" |
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("((_)/ ----> (_))" [60, 60] 60) where |
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--{*Standard definition of convergence of sequence*} |
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[code del]: "X ----> L = (\<forall>r. 0 < r --> (\<exists>no. \<forall>n. no \<le> n --> norm (X n - L) < r))" |
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definition |
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lim :: "(nat => 'a::real_normed_vector) => 'a" where |
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--{*Standard definition of limit using choice operator*} |
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"lim X = (THE L. X ----> L)" |
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definition |
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convergent :: "(nat => 'a::real_normed_vector) => bool" where |
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--{*Standard definition of convergence*} |
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"convergent X = (\<exists>L. X ----> L)" |
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definition |
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Bseq :: "(nat => 'a::real_normed_vector) => bool" where |
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--{*Standard definition for bounded sequence*} |
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[code del]: "Bseq X = (\<exists>K>0.\<forall>n. norm (X n) \<le> K)" |
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definition |
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monoseq :: "(nat=>real)=>bool" where |
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--{*Definition for monotonicity*} |
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[code del]: "monoseq X = ((\<forall>m. \<forall>n\<ge>m. X m \<le> X n) | (\<forall>m. \<forall>n\<ge>m. X n \<le> X m))" |
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definition |
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subseq :: "(nat => nat) => bool" where |
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--{*Definition of subsequence*} |
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[code del]: "subseq f = (\<forall>m. \<forall>n>m. (f m) < (f n))" |
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definition |
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Cauchy :: "(nat => 'a::real_normed_vector) => bool" where |
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--{*Standard definition of the Cauchy condition*} |
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[code del]: "Cauchy X = (\<forall>e>0. \<exists>M. \<forall>m \<ge> M. \<forall>n \<ge> M. norm (X m - X n) < e)" |
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subsection {* Bounded Sequences *} |
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lemma BseqI': assumes K: "\<And>n. norm (X n) \<le> K" shows "Bseq X" |
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unfolding Bseq_def |
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proof (intro exI conjI allI) |
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show "0 < max K 1" by simp |
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next |
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fix n::nat |
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have "norm (X n) \<le> K" by (rule K) |
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thus "norm (X n) \<le> max K 1" by simp |
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qed |
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lemma BseqE: "\<lbrakk>Bseq X; \<And>K. \<lbrakk>0 < K; \<forall>n. norm (X n) \<le> K\<rbrakk> \<Longrightarrow> Q\<rbrakk> \<Longrightarrow> Q" |
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unfolding Bseq_def by auto |
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lemma BseqI2': assumes K: "\<forall>n\<ge>N. norm (X n) \<le> K" shows "Bseq X" |
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proof (rule BseqI') |
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let ?A = "norm ` X ` {..N}" |
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have 1: "finite ?A" by simp |
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fix n::nat |
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show "norm (X n) \<le> max K (Max ?A)" |
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proof (cases rule: linorder_le_cases) |
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assume "n \<ge> N" |
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hence "norm (X n) \<le> K" using K by simp |
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thus "norm (X n) \<le> max K (Max ?A)" by simp |
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next |
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assume "n \<le> N" |
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hence "norm (X n) \<in> ?A" by simp |
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with 1 have "norm (X n) \<le> Max ?A" by (rule Max_ge) |
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thus "norm (X n) \<le> max K (Max ?A)" by simp |
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qed |
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qed |
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lemma Bseq_ignore_initial_segment: "Bseq X \<Longrightarrow> Bseq (\<lambda>n. X (n + k))" |
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unfolding Bseq_def by auto |
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lemma Bseq_offset: "Bseq (\<lambda>n. X (n + k)) \<Longrightarrow> Bseq X" |
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apply (erule BseqE) |
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apply (rule_tac N="k" and K="K" in BseqI2') |
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apply clarify |
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apply (drule_tac x="n - k" in spec, simp) |
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done |
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subsection {* Sequences That Converge to Zero *} |
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lemma ZseqI: |
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"(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n) < r) \<Longrightarrow> Zseq X" |
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unfolding Zseq_def by simp |
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lemma ZseqD: |
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"\<lbrakk>Zseq X; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n) < r" |
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unfolding Zseq_def by simp |
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lemma Zseq_zero: "Zseq (\<lambda>n. 0)" |
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unfolding Zseq_def by simp |
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lemma Zseq_const_iff: "Zseq (\<lambda>n. k) = (k = 0)" |
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unfolding Zseq_def by force |
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lemma Zseq_norm_iff: "Zseq (\<lambda>n. norm (X n)) = Zseq (\<lambda>n. X n)" |
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unfolding Zseq_def by simp |
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lemma Zseq_imp_Zseq: |
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assumes X: "Zseq X" |
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assumes Y: "\<And>n. norm (Y n) \<le> norm (X n) * K" |
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shows "Zseq (\<lambda>n. Y n)" |
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proof (cases) |
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assume K: "0 < K" |
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show ?thesis |
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proof (rule ZseqI) |
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fix r::real assume "0 < r" |
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hence "0 < r / K" |
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using K by (rule divide_pos_pos) |
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then obtain N where "\<forall>n\<ge>N. norm (X n) < r / K" |
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using ZseqD [OF X] by fast |
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hence "\<forall>n\<ge>N. norm (X n) * K < r" |
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by (simp add: pos_less_divide_eq K) |
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hence "\<forall>n\<ge>N. norm (Y n) < r" |
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by (simp add: order_le_less_trans [OF Y]) |
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thus "\<exists>N. \<forall>n\<ge>N. norm (Y n) < r" .. |
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qed |
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next |
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assume "\<not> 0 < K" |
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hence K: "K \<le> 0" by (simp only: linorder_not_less) |
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{ |
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fix n::nat |
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have "norm (Y n) \<le> norm (X n) * K" by (rule Y) |
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also have "\<dots> \<le> norm (X n) * 0" |
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using K norm_ge_zero by (rule mult_left_mono) |
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finally have "norm (Y n) = 0" by simp |
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} |
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thus ?thesis by (simp add: Zseq_zero) |
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qed |
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lemma Zseq_le: "\<lbrakk>Zseq Y; \<forall>n. norm (X n) \<le> norm (Y n)\<rbrakk> \<Longrightarrow> Zseq X" |
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by (erule_tac K="1" in Zseq_imp_Zseq, simp) |
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lemma Zseq_add: |
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assumes X: "Zseq X" |
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assumes Y: "Zseq Y" |
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shows "Zseq (\<lambda>n. X n + Y n)" |
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proof (rule ZseqI) |
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fix r::real assume "0 < r" |
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hence r: "0 < r / 2" by simp |
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obtain M where M: "\<forall>n\<ge>M. norm (X n) < r/2" |
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using ZseqD [OF X r] by fast |
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obtain N where N: "\<forall>n\<ge>N. norm (Y n) < r/2" |
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using ZseqD [OF Y r] by fast |
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show "\<exists>N. \<forall>n\<ge>N. norm (X n + Y n) < r" |
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proof (intro exI allI impI) |
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fix n assume n: "max M N \<le> n" |
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have "norm (X n + Y n) \<le> norm (X n) + norm (Y n)" |
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by (rule norm_triangle_ineq) |
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also have "\<dots> < r/2 + r/2" |
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proof (rule add_strict_mono) |
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from M n show "norm (X n) < r/2" by simp |
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from N n show "norm (Y n) < r/2" by simp |
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qed |
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finally show "norm (X n + Y n) < r" by simp |
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qed |
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qed |
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lemma Zseq_minus: "Zseq X \<Longrightarrow> Zseq (\<lambda>n. - X n)" |
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unfolding Zseq_def by simp |
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lemma Zseq_diff: "\<lbrakk>Zseq X; Zseq Y\<rbrakk> \<Longrightarrow> Zseq (\<lambda>n. X n - Y n)" |
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by (simp only: diff_minus Zseq_add Zseq_minus) |
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lemma (in bounded_linear) Zseq: |
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assumes X: "Zseq X" |
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shows "Zseq (\<lambda>n. f (X n))" |
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proof - |
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obtain K where "\<And>x. norm (f x) \<le> norm x * K" |
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using bounded by fast |
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with X show ?thesis |
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by (rule Zseq_imp_Zseq) |
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qed |
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lemma (in bounded_bilinear) Zseq: |
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assumes X: "Zseq X" |
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assumes Y: "Zseq Y" |
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shows "Zseq (\<lambda>n. X n ** Y n)" |
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proof (rule ZseqI) |
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fix r::real assume r: "0 < r" |
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obtain K where K: "0 < K" |
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and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K" |
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using pos_bounded by fast |
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from K have K': "0 < inverse K" |
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by (rule positive_imp_inverse_positive) |
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obtain M where M: "\<forall>n\<ge>M. norm (X n) < r" |
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using ZseqD [OF X r] by fast |
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obtain N where N: "\<forall>n\<ge>N. norm (Y n) < inverse K" |
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using ZseqD [OF Y K'] by fast |
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show "\<exists>N. \<forall>n\<ge>N. norm (X n ** Y n) < r" |
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proof (intro exI allI impI) |
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fix n assume n: "max M N \<le> n" |
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have "norm (X n ** Y n) \<le> norm (X n) * norm (Y n) * K" |
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by (rule norm_le) |
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also have "norm (X n) * norm (Y n) * K < r * inverse K * K" |
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proof (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero K) |
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from M n show Xn: "norm (X n) < r" by simp |
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from N n show Yn: "norm (Y n) < inverse K" by simp |
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qed |
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also from K have "r * inverse K * K = r" by simp |
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finally show "norm (X n ** Y n) < r" . |
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qed |
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qed |
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lemma (in bounded_bilinear) Zseq_prod_Bseq: |
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assumes X: "Zseq X" |
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assumes Y: "Bseq Y" |
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shows "Zseq (\<lambda>n. X n ** Y n)" |
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proof - |
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obtain K where K: "0 \<le> K" |
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and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K" |
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using nonneg_bounded by fast |
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obtain B where B: "0 < B" |
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and norm_Y: "\<And>n. norm (Y n) \<le> B" |
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using Y [unfolded Bseq_def] by fast |
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from X show ?thesis |
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proof (rule Zseq_imp_Zseq) |
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fix n::nat |
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have "norm (X n ** Y n) \<le> norm (X n) * norm (Y n) * K" |
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by (rule norm_le) |
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also have "\<dots> \<le> norm (X n) * B * K" |
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by (intro mult_mono' order_refl norm_Y norm_ge_zero |
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mult_nonneg_nonneg K) |
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also have "\<dots> = norm (X n) * (B * K)" |
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by (rule mult_assoc) |
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finally show "norm (X n ** Y n) \<le> norm (X n) * (B * K)" . |
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qed |
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qed |
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lemma (in bounded_bilinear) Bseq_prod_Zseq: |
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assumes X: "Bseq X" |
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assumes Y: "Zseq Y" |
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shows "Zseq (\<lambda>n. X n ** Y n)" |
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proof - |
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obtain K where K: "0 \<le> K" |
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and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K" |
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using nonneg_bounded by fast |
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obtain B where B: "0 < B" |
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and norm_X: "\<And>n. norm (X n) \<le> B" |
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using X [unfolded Bseq_def] by fast |
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from Y show ?thesis |
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proof (rule Zseq_imp_Zseq) |
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fix n::nat |
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have "norm (X n ** Y n) \<le> norm (X n) * norm (Y n) * K" |
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by (rule norm_le) |
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also have "\<dots> \<le> B * norm (Y n) * K" |
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by (intro mult_mono' order_refl norm_X norm_ge_zero |
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mult_nonneg_nonneg K) |
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also have "\<dots> = norm (Y n) * (B * K)" |
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by (simp only: mult_ac) |
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finally show "norm (X n ** Y n) \<le> norm (Y n) * (B * K)" . |
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qed |
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qed |
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lemma (in bounded_bilinear) Zseq_left: |
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"Zseq X \<Longrightarrow> Zseq (\<lambda>n. X n ** a)" |
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by (rule bounded_linear_left [THEN bounded_linear.Zseq]) |
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lemma (in bounded_bilinear) Zseq_right: |
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"Zseq X \<Longrightarrow> Zseq (\<lambda>n. a ** X n)" |
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by (rule bounded_linear_right [THEN bounded_linear.Zseq]) |
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lemmas Zseq_mult = mult.Zseq |
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lemmas Zseq_mult_right = mult.Zseq_right |
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lemmas Zseq_mult_left = mult.Zseq_left |
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subsection {* Limits of Sequences *} |
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lemma LIMSEQ_iff: |
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"(X ----> L) = (\<forall>r>0. \<exists>no. \<forall>n \<ge> no. norm (X n - L) < r)" |
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by (rule LIMSEQ_def) |
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lemma LIMSEQ_Zseq_iff: "((\<lambda>n. X n) ----> L) = Zseq (\<lambda>n. X n - L)" |
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by (simp only: LIMSEQ_def Zseq_def) |
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lemma LIMSEQ_I: |
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"(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r) \<Longrightarrow> X ----> L" |
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by (simp add: LIMSEQ_def) |
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lemma LIMSEQ_D: |
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"\<lbrakk>X ----> L; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r" |
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by (simp add: LIMSEQ_def) |
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lemma LIMSEQ_const: "(\<lambda>n. k) ----> k" |
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by (simp add: LIMSEQ_def) |
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lemma LIMSEQ_const_iff: "(\<lambda>n. k) ----> l = (k = l)" |
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by (simp add: LIMSEQ_Zseq_iff Zseq_const_iff) |
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lemma LIMSEQ_norm: "X ----> a \<Longrightarrow> (\<lambda>n. norm (X n)) ----> norm a" |
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apply (simp add: LIMSEQ_def, safe) |
|
314 |
apply (drule_tac x="r" in spec, safe) |
|
315 |
apply (rule_tac x="no" in exI, safe) |
|
316 |
apply (drule_tac x="n" in spec, safe) |
|
317 |
apply (erule order_le_less_trans [OF norm_triangle_ineq3]) |
|
318 |
done |
|
319 |
||
22615 | 320 |
lemma LIMSEQ_ignore_initial_segment: |
321 |
"f ----> a \<Longrightarrow> (\<lambda>n. f (n + k)) ----> a" |
|
322 |
apply (rule LIMSEQ_I) |
|
323 |
apply (drule (1) LIMSEQ_D) |
|
324 |
apply (erule exE, rename_tac N) |
|
325 |
apply (rule_tac x=N in exI) |
|
326 |
apply simp |
|
327 |
done |
|
20696 | 328 |
|
22615 | 329 |
lemma LIMSEQ_offset: |
330 |
"(\<lambda>n. f (n + k)) ----> a \<Longrightarrow> f ----> a" |
|
331 |
apply (rule LIMSEQ_I) |
|
332 |
apply (drule (1) LIMSEQ_D) |
|
333 |
apply (erule exE, rename_tac N) |
|
334 |
apply (rule_tac x="N + k" in exI) |
|
335 |
apply clarify |
|
336 |
apply (drule_tac x="n - k" in spec) |
|
337 |
apply (simp add: le_diff_conv2) |
|
20696 | 338 |
done |
339 |
||
22615 | 340 |
lemma LIMSEQ_Suc: "f ----> l \<Longrightarrow> (\<lambda>n. f (Suc n)) ----> l" |
30082
43c5b7bfc791
make more proofs work whether or not One_nat_def is a simp rule
huffman
parents:
29803
diff
changeset
|
341 |
by (drule_tac k="Suc 0" in LIMSEQ_ignore_initial_segment, simp) |
22615 | 342 |
|
343 |
lemma LIMSEQ_imp_Suc: "(\<lambda>n. f (Suc n)) ----> l \<Longrightarrow> f ----> l" |
|
30082
43c5b7bfc791
make more proofs work whether or not One_nat_def is a simp rule
huffman
parents:
29803
diff
changeset
|
344 |
by (rule_tac k="Suc 0" in LIMSEQ_offset, simp) |
22615 | 345 |
|
346 |
lemma LIMSEQ_Suc_iff: "(\<lambda>n. f (Suc n)) ----> l = f ----> l" |
|
347 |
by (blast intro: LIMSEQ_imp_Suc LIMSEQ_Suc) |
|
348 |
||
29803
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
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changeset
|
349 |
lemma LIMSEQ_linear: "\<lbrakk> X ----> x ; l > 0 \<rbrakk> \<Longrightarrow> (\<lambda> n. X (n * l)) ----> x" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
350 |
unfolding LIMSEQ_def |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
351 |
by (metis div_le_dividend div_mult_self1_is_m le_trans nat_mult_commute) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
352 |
|
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
353 |
|
22608 | 354 |
lemma add_diff_add: |
355 |
fixes a b c d :: "'a::ab_group_add" |
|
356 |
shows "(a + c) - (b + d) = (a - b) + (c - d)" |
|
357 |
by simp |
|
358 |
||
359 |
lemma minus_diff_minus: |
|
360 |
fixes a b :: "'a::ab_group_add" |
|
361 |
shows "(- a) - (- b) = - (a - b)" |
|
362 |
by simp |
|
363 |
||
364 |
lemma LIMSEQ_add: "\<lbrakk>X ----> a; Y ----> b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n + Y n) ----> a + b" |
|
365 |
by (simp only: LIMSEQ_Zseq_iff add_diff_add Zseq_add) |
|
366 |
||
367 |
lemma LIMSEQ_minus: "X ----> a \<Longrightarrow> (\<lambda>n. - X n) ----> - a" |
|
368 |
by (simp only: LIMSEQ_Zseq_iff minus_diff_minus Zseq_minus) |
|
369 |
||
370 |
lemma LIMSEQ_minus_cancel: "(\<lambda>n. - X n) ----> - a \<Longrightarrow> X ----> a" |
|
371 |
by (drule LIMSEQ_minus, simp) |
|
372 |
||
373 |
lemma LIMSEQ_diff: "\<lbrakk>X ----> a; Y ----> b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n - Y n) ----> a - b" |
|
374 |
by (simp add: diff_minus LIMSEQ_add LIMSEQ_minus) |
|
375 |
||
376 |
lemma LIMSEQ_unique: "\<lbrakk>X ----> a; X ----> b\<rbrakk> \<Longrightarrow> a = b" |
|
377 |
by (drule (1) LIMSEQ_diff, simp add: LIMSEQ_const_iff) |
|
378 |
||
379 |
lemma (in bounded_linear) LIMSEQ: |
|
380 |
"X ----> a \<Longrightarrow> (\<lambda>n. f (X n)) ----> f a" |
|
381 |
by (simp only: LIMSEQ_Zseq_iff diff [symmetric] Zseq) |
|
382 |
||
383 |
lemma (in bounded_bilinear) LIMSEQ: |
|
384 |
"\<lbrakk>X ----> a; Y ----> b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n ** Y n) ----> a ** b" |
|
385 |
by (simp only: LIMSEQ_Zseq_iff prod_diff_prod |
|
23127 | 386 |
Zseq_add Zseq Zseq_left Zseq_right) |
22608 | 387 |
|
388 |
lemma LIMSEQ_mult: |
|
389 |
fixes a b :: "'a::real_normed_algebra" |
|
390 |
shows "[| X ----> a; Y ----> b |] ==> (%n. X n * Y n) ----> a * b" |
|
23127 | 391 |
by (rule mult.LIMSEQ) |
22608 | 392 |
|
393 |
lemma inverse_diff_inverse: |
|
394 |
"\<lbrakk>(a::'a::division_ring) \<noteq> 0; b \<noteq> 0\<rbrakk> |
|
395 |
\<Longrightarrow> inverse a - inverse b = - (inverse a * (a - b) * inverse b)" |
|
29667 | 396 |
by (simp add: algebra_simps) |
22608 | 397 |
|
398 |
lemma Bseq_inverse_lemma: |
|
399 |
fixes x :: "'a::real_normed_div_algebra" |
|
400 |
shows "\<lbrakk>r \<le> norm x; 0 < r\<rbrakk> \<Longrightarrow> norm (inverse x) \<le> inverse r" |
|
401 |
apply (subst nonzero_norm_inverse, clarsimp) |
|
402 |
apply (erule (1) le_imp_inverse_le) |
|
403 |
done |
|
404 |
||
405 |
lemma Bseq_inverse: |
|
406 |
fixes a :: "'a::real_normed_div_algebra" |
|
407 |
assumes X: "X ----> a" |
|
408 |
assumes a: "a \<noteq> 0" |
|
409 |
shows "Bseq (\<lambda>n. inverse (X n))" |
|
410 |
proof - |
|
411 |
from a have "0 < norm a" by simp |
|
412 |
hence "\<exists>r>0. r < norm a" by (rule dense) |
|
413 |
then obtain r where r1: "0 < r" and r2: "r < norm a" by fast |
|
414 |
obtain N where N: "\<And>n. N \<le> n \<Longrightarrow> norm (X n - a) < r" |
|
415 |
using LIMSEQ_D [OF X r1] by fast |
|
416 |
show ?thesis |
|
26312 | 417 |
proof (rule BseqI2' [rule_format]) |
22608 | 418 |
fix n assume n: "N \<le> n" |
419 |
hence 1: "norm (X n - a) < r" by (rule N) |
|
420 |
hence 2: "X n \<noteq> 0" using r2 by auto |
|
421 |
hence "norm (inverse (X n)) = inverse (norm (X n))" |
|
422 |
by (rule nonzero_norm_inverse) |
|
423 |
also have "\<dots> \<le> inverse (norm a - r)" |
|
424 |
proof (rule le_imp_inverse_le) |
|
425 |
show "0 < norm a - r" using r2 by simp |
|
426 |
next |
|
427 |
have "norm a - norm (X n) \<le> norm (a - X n)" |
|
428 |
by (rule norm_triangle_ineq2) |
|
429 |
also have "\<dots> = norm (X n - a)" |
|
430 |
by (rule norm_minus_commute) |
|
431 |
also have "\<dots> < r" using 1 . |
|
432 |
finally show "norm a - r \<le> norm (X n)" by simp |
|
433 |
qed |
|
434 |
finally show "norm (inverse (X n)) \<le> inverse (norm a - r)" . |
|
435 |
qed |
|
436 |
qed |
|
437 |
||
438 |
lemma LIMSEQ_inverse_lemma: |
|
439 |
fixes a :: "'a::real_normed_div_algebra" |
|
440 |
shows "\<lbrakk>X ----> a; a \<noteq> 0; \<forall>n. X n \<noteq> 0\<rbrakk> |
|
441 |
\<Longrightarrow> (\<lambda>n. inverse (X n)) ----> inverse a" |
|
442 |
apply (subst LIMSEQ_Zseq_iff) |
|
443 |
apply (simp add: inverse_diff_inverse nonzero_imp_inverse_nonzero) |
|
444 |
apply (rule Zseq_minus) |
|
445 |
apply (rule Zseq_mult_left) |
|
23127 | 446 |
apply (rule mult.Bseq_prod_Zseq) |
22608 | 447 |
apply (erule (1) Bseq_inverse) |
448 |
apply (simp add: LIMSEQ_Zseq_iff) |
|
449 |
done |
|
450 |
||
451 |
lemma LIMSEQ_inverse: |
|
452 |
fixes a :: "'a::real_normed_div_algebra" |
|
453 |
assumes X: "X ----> a" |
|
454 |
assumes a: "a \<noteq> 0" |
|
455 |
shows "(\<lambda>n. inverse (X n)) ----> inverse a" |
|
456 |
proof - |
|
457 |
from a have "0 < norm a" by simp |
|
458 |
then obtain k where "\<forall>n\<ge>k. norm (X n - a) < norm a" |
|
459 |
using LIMSEQ_D [OF X] by fast |
|
460 |
hence "\<forall>n\<ge>k. X n \<noteq> 0" by auto |
|
461 |
hence k: "\<forall>n. X (n + k) \<noteq> 0" by simp |
|
462 |
||
463 |
from X have "(\<lambda>n. X (n + k)) ----> a" |
|
464 |
by (rule LIMSEQ_ignore_initial_segment) |
|
465 |
hence "(\<lambda>n. inverse (X (n + k))) ----> inverse a" |
|
466 |
using a k by (rule LIMSEQ_inverse_lemma) |
|
467 |
thus "(\<lambda>n. inverse (X n)) ----> inverse a" |
|
468 |
by (rule LIMSEQ_offset) |
|
469 |
qed |
|
470 |
||
471 |
lemma LIMSEQ_divide: |
|
472 |
fixes a b :: "'a::real_normed_field" |
|
473 |
shows "\<lbrakk>X ----> a; Y ----> b; b \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>n. X n / Y n) ----> a / b" |
|
474 |
by (simp add: LIMSEQ_mult LIMSEQ_inverse divide_inverse) |
|
475 |
||
476 |
lemma LIMSEQ_pow: |
|
477 |
fixes a :: "'a::{real_normed_algebra,recpower}" |
|
478 |
shows "X ----> a \<Longrightarrow> (\<lambda>n. (X n) ^ m) ----> a ^ m" |
|
479 |
by (induct m) (simp_all add: power_Suc LIMSEQ_const LIMSEQ_mult) |
|
480 |
||
481 |
lemma LIMSEQ_setsum: |
|
482 |
assumes n: "\<And>n. n \<in> S \<Longrightarrow> X n ----> L n" |
|
483 |
shows "(\<lambda>m. \<Sum>n\<in>S. X n m) ----> (\<Sum>n\<in>S. L n)" |
|
484 |
proof (cases "finite S") |
|
485 |
case True |
|
486 |
thus ?thesis using n |
|
487 |
proof (induct) |
|
488 |
case empty |
|
489 |
show ?case |
|
490 |
by (simp add: LIMSEQ_const) |
|
491 |
next |
|
492 |
case insert |
|
493 |
thus ?case |
|
494 |
by (simp add: LIMSEQ_add) |
|
495 |
qed |
|
496 |
next |
|
497 |
case False |
|
498 |
thus ?thesis |
|
499 |
by (simp add: LIMSEQ_const) |
|
500 |
qed |
|
501 |
||
502 |
lemma LIMSEQ_setprod: |
|
503 |
fixes L :: "'a \<Rightarrow> 'b::{real_normed_algebra,comm_ring_1}" |
|
504 |
assumes n: "\<And>n. n \<in> S \<Longrightarrow> X n ----> L n" |
|
505 |
shows "(\<lambda>m. \<Prod>n\<in>S. X n m) ----> (\<Prod>n\<in>S. L n)" |
|
506 |
proof (cases "finite S") |
|
507 |
case True |
|
508 |
thus ?thesis using n |
|
509 |
proof (induct) |
|
510 |
case empty |
|
511 |
show ?case |
|
512 |
by (simp add: LIMSEQ_const) |
|
513 |
next |
|
514 |
case insert |
|
515 |
thus ?case |
|
516 |
by (simp add: LIMSEQ_mult) |
|
517 |
qed |
|
518 |
next |
|
519 |
case False |
|
520 |
thus ?thesis |
|
521 |
by (simp add: setprod_def LIMSEQ_const) |
|
522 |
qed |
|
523 |
||
22614 | 524 |
lemma LIMSEQ_add_const: "f ----> a ==> (%n.(f n + b)) ----> a + b" |
525 |
by (simp add: LIMSEQ_add LIMSEQ_const) |
|
526 |
||
527 |
(* FIXME: delete *) |
|
528 |
lemma LIMSEQ_add_minus: |
|
529 |
"[| X ----> a; Y ----> b |] ==> (%n. X n + -Y n) ----> a + -b" |
|
530 |
by (simp only: LIMSEQ_add LIMSEQ_minus) |
|
531 |
||
532 |
lemma LIMSEQ_diff_const: "f ----> a ==> (%n.(f n - b)) ----> a - b" |
|
533 |
by (simp add: LIMSEQ_diff LIMSEQ_const) |
|
534 |
||
535 |
lemma LIMSEQ_diff_approach_zero: |
|
536 |
"g ----> L ==> (%x. f x - g x) ----> 0 ==> |
|
537 |
f ----> L" |
|
538 |
apply (drule LIMSEQ_add) |
|
539 |
apply assumption |
|
540 |
apply simp |
|
541 |
done |
|
542 |
||
543 |
lemma LIMSEQ_diff_approach_zero2: |
|
544 |
"f ----> L ==> (%x. f x - g x) ----> 0 ==> |
|
545 |
g ----> L"; |
|
546 |
apply (drule LIMSEQ_diff) |
|
547 |
apply assumption |
|
548 |
apply simp |
|
549 |
done |
|
550 |
||
551 |
text{*A sequence tends to zero iff its abs does*} |
|
552 |
lemma LIMSEQ_norm_zero: "((\<lambda>n. norm (X n)) ----> 0) = (X ----> 0)" |
|
553 |
by (simp add: LIMSEQ_def) |
|
554 |
||
555 |
lemma LIMSEQ_rabs_zero: "((%n. \<bar>f n\<bar>) ----> 0) = (f ----> (0::real))" |
|
556 |
by (simp add: LIMSEQ_def) |
|
557 |
||
558 |
lemma LIMSEQ_imp_rabs: "f ----> (l::real) ==> (%n. \<bar>f n\<bar>) ----> \<bar>l\<bar>" |
|
559 |
by (drule LIMSEQ_norm, simp) |
|
560 |
||
561 |
text{*An unbounded sequence's inverse tends to 0*} |
|
562 |
||
563 |
lemma LIMSEQ_inverse_zero: |
|
22974 | 564 |
"\<forall>r::real. \<exists>N. \<forall>n\<ge>N. r < X n \<Longrightarrow> (\<lambda>n. inverse (X n)) ----> 0" |
565 |
apply (rule LIMSEQ_I) |
|
566 |
apply (drule_tac x="inverse r" in spec, safe) |
|
567 |
apply (rule_tac x="N" in exI, safe) |
|
568 |
apply (drule_tac x="n" in spec, safe) |
|
22614 | 569 |
apply (frule positive_imp_inverse_positive) |
22974 | 570 |
apply (frule (1) less_imp_inverse_less) |
571 |
apply (subgoal_tac "0 < X n", simp) |
|
572 |
apply (erule (1) order_less_trans) |
|
22614 | 573 |
done |
574 |
||
575 |
text{*The sequence @{term "1/n"} tends to 0 as @{term n} tends to infinity*} |
|
576 |
||
577 |
lemma LIMSEQ_inverse_real_of_nat: "(%n. inverse(real(Suc n))) ----> 0" |
|
578 |
apply (rule LIMSEQ_inverse_zero, safe) |
|
22974 | 579 |
apply (cut_tac x = r in reals_Archimedean2) |
22614 | 580 |
apply (safe, rule_tac x = n in exI) |
581 |
apply (auto simp add: real_of_nat_Suc) |
|
582 |
done |
|
583 |
||
584 |
text{*The sequence @{term "r + 1/n"} tends to @{term r} as @{term n} tends to |
|
585 |
infinity is now easily proved*} |
|
586 |
||
587 |
lemma LIMSEQ_inverse_real_of_nat_add: |
|
588 |
"(%n. r + inverse(real(Suc n))) ----> r" |
|
589 |
by (cut_tac LIMSEQ_add [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat], auto) |
|
590 |
||
591 |
lemma LIMSEQ_inverse_real_of_nat_add_minus: |
|
592 |
"(%n. r + -inverse(real(Suc n))) ----> r" |
|
593 |
by (cut_tac LIMSEQ_add_minus [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat], auto) |
|
594 |
||
595 |
lemma LIMSEQ_inverse_real_of_nat_add_minus_mult: |
|
596 |
"(%n. r*( 1 + -inverse(real(Suc n)))) ----> r" |
|
597 |
by (cut_tac b=1 in |
|
598 |
LIMSEQ_mult [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat_add_minus], auto) |
|
599 |
||
22615 | 600 |
lemma LIMSEQ_le_const: |
601 |
"\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. a \<le> X n\<rbrakk> \<Longrightarrow> a \<le> x" |
|
602 |
apply (rule ccontr, simp only: linorder_not_le) |
|
603 |
apply (drule_tac r="a - x" in LIMSEQ_D, simp) |
|
604 |
apply clarsimp |
|
605 |
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI1) |
|
606 |
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI2) |
|
607 |
apply simp |
|
608 |
done |
|
609 |
||
610 |
lemma LIMSEQ_le_const2: |
|
611 |
"\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. X n \<le> a\<rbrakk> \<Longrightarrow> x \<le> a" |
|
612 |
apply (subgoal_tac "- a \<le> - x", simp) |
|
613 |
apply (rule LIMSEQ_le_const) |
|
614 |
apply (erule LIMSEQ_minus) |
|
615 |
apply simp |
|
616 |
done |
|
617 |
||
618 |
lemma LIMSEQ_le: |
|
619 |
"\<lbrakk>X ----> x; Y ----> y; \<exists>N. \<forall>n\<ge>N. X n \<le> Y n\<rbrakk> \<Longrightarrow> x \<le> (y::real)" |
|
620 |
apply (subgoal_tac "0 \<le> y - x", simp) |
|
621 |
apply (rule LIMSEQ_le_const) |
|
622 |
apply (erule (1) LIMSEQ_diff) |
|
623 |
apply (simp add: le_diff_eq) |
|
624 |
done |
|
625 |
||
15082 | 626 |
|
20696 | 627 |
subsection {* Convergence *} |
15082 | 628 |
|
629 |
lemma limI: "X ----> L ==> lim X = L" |
|
630 |
apply (simp add: lim_def) |
|
631 |
apply (blast intro: LIMSEQ_unique) |
|
632 |
done |
|
633 |
||
634 |
lemma convergentD: "convergent X ==> \<exists>L. (X ----> L)" |
|
635 |
by (simp add: convergent_def) |
|
636 |
||
637 |
lemma convergentI: "(X ----> L) ==> convergent X" |
|
638 |
by (auto simp add: convergent_def) |
|
639 |
||
640 |
lemma convergent_LIMSEQ_iff: "convergent X = (X ----> lim X)" |
|
20682 | 641 |
by (auto intro: theI LIMSEQ_unique simp add: convergent_def lim_def) |
15082 | 642 |
|
20696 | 643 |
lemma convergent_minus_iff: "(convergent X) = (convergent (%n. -(X n)))" |
644 |
apply (simp add: convergent_def) |
|
645 |
apply (auto dest: LIMSEQ_minus) |
|
646 |
apply (drule LIMSEQ_minus, auto) |
|
647 |
done |
|
648 |
||
649 |
||
650 |
subsection {* Bounded Monotonic Sequences *} |
|
651 |
||
15082 | 652 |
text{*Subsequence (alternative definition, (e.g. Hoskins)*} |
653 |
||
654 |
lemma subseq_Suc_iff: "subseq f = (\<forall>n. (f n) < (f (Suc n)))" |
|
655 |
apply (simp add: subseq_def) |
|
656 |
apply (auto dest!: less_imp_Suc_add) |
|
657 |
apply (induct_tac k) |
|
658 |
apply (auto intro: less_trans) |
|
659 |
done |
|
660 |
||
661 |
lemma monoseq_Suc: |
|
662 |
"monoseq X = ((\<forall>n. X n \<le> X (Suc n)) |
|
663 |
| (\<forall>n. X (Suc n) \<le> X n))" |
|
664 |
apply (simp add: monoseq_def) |
|
665 |
apply (auto dest!: le_imp_less_or_eq) |
|
666 |
apply (auto intro!: lessI [THEN less_imp_le] dest!: less_imp_Suc_add) |
|
667 |
apply (induct_tac "ka") |
|
668 |
apply (auto intro: order_trans) |
|
18585 | 669 |
apply (erule contrapos_np) |
15082 | 670 |
apply (induct_tac "k") |
671 |
apply (auto intro: order_trans) |
|
672 |
done |
|
673 |
||
15360 | 674 |
lemma monoI1: "\<forall>m. \<forall> n \<ge> m. X m \<le> X n ==> monoseq X" |
15082 | 675 |
by (simp add: monoseq_def) |
676 |
||
15360 | 677 |
lemma monoI2: "\<forall>m. \<forall> n \<ge> m. X n \<le> X m ==> monoseq X" |
15082 | 678 |
by (simp add: monoseq_def) |
679 |
||
680 |
lemma mono_SucI1: "\<forall>n. X n \<le> X (Suc n) ==> monoseq X" |
|
681 |
by (simp add: monoseq_Suc) |
|
682 |
||
683 |
lemma mono_SucI2: "\<forall>n. X (Suc n) \<le> X n ==> monoseq X" |
|
684 |
by (simp add: monoseq_Suc) |
|
685 |
||
29803
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
686 |
lemma monoseq_minus: assumes "monoseq a" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
687 |
shows "monoseq (\<lambda> n. - a n)" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
688 |
proof (cases "\<forall> m. \<forall> n \<ge> m. a m \<le> a n") |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
689 |
case True |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
690 |
hence "\<forall> m. \<forall> n \<ge> m. - a n \<le> - a m" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
691 |
thus ?thesis by (rule monoI2) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
692 |
next |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
693 |
case False |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
694 |
hence "\<forall> m. \<forall> n \<ge> m. - a m \<le> - a n" using `monoseq a`[unfolded monoseq_def] by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
695 |
thus ?thesis by (rule monoI1) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
696 |
qed |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
697 |
|
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
698 |
lemma monoseq_le: assumes "monoseq a" and "a ----> x" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
699 |
shows "((\<forall> n. a n \<le> x) \<and> (\<forall>m. \<forall>n\<ge>m. a m \<le> a n)) \<or> |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
700 |
((\<forall> n. x \<le> a n) \<and> (\<forall>m. \<forall>n\<ge>m. a n \<le> a m))" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
701 |
proof - |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
702 |
{ fix x n fix a :: "nat \<Rightarrow> real" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
703 |
assume "a ----> x" and "\<forall> m. \<forall> n \<ge> m. a m \<le> a n" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
704 |
hence monotone: "\<And> m n. m \<le> n \<Longrightarrow> a m \<le> a n" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
705 |
have "a n \<le> x" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
706 |
proof (rule ccontr) |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
707 |
assume "\<not> a n \<le> x" hence "x < a n" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
708 |
hence "0 < a n - x" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
709 |
from `a ----> x`[THEN LIMSEQ_D, OF this] |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
710 |
obtain no where "\<And>n'. no \<le> n' \<Longrightarrow> norm (a n' - x) < a n - x" by blast |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
711 |
hence "norm (a (max no n) - x) < a n - x" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
712 |
moreover |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
713 |
{ fix n' have "n \<le> n' \<Longrightarrow> x < a n'" using monotone[where m=n and n=n'] and `x < a n` by auto } |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
714 |
hence "x < a (max no n)" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
715 |
ultimately |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
716 |
have "a (max no n) < a n" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
717 |
with monotone[where m=n and n="max no n"] |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
718 |
show False by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
719 |
qed |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
720 |
} note top_down = this |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
721 |
{ fix x n m fix a :: "nat \<Rightarrow> real" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
722 |
assume "a ----> x" and "monoseq a" and "a m < x" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
723 |
have "a n \<le> x \<and> (\<forall> m. \<forall> n \<ge> m. a m \<le> a n)" |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
724 |
proof (cases "\<forall> m. \<forall> n \<ge> m. a m \<le> a n") |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
725 |
case True with top_down and `a ----> x` show ?thesis by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
726 |
next |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
727 |
case False with `monoseq a`[unfolded monoseq_def] have "\<forall> m. \<forall> n \<ge> m. - a m \<le> - a n" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
728 |
hence "- a m \<le> - x" using top_down[OF LIMSEQ_minus[OF `a ----> x`]] by blast |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
729 |
hence False using `a m < x` by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
730 |
thus ?thesis .. |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
731 |
qed |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
732 |
} note when_decided = this |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
733 |
|
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
734 |
show ?thesis |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
735 |
proof (cases "\<exists> m. a m \<noteq> x") |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
736 |
case True then obtain m where "a m \<noteq> x" by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
737 |
show ?thesis |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
738 |
proof (cases "a m < x") |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
739 |
case True with when_decided[OF `a ----> x` `monoseq a`, where m2=m] |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
740 |
show ?thesis by blast |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
741 |
next |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
742 |
case False hence "- a m < - x" using `a m \<noteq> x` by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
743 |
with when_decided[OF LIMSEQ_minus[OF `a ----> x`] monoseq_minus[OF `monoseq a`], where m2=m] |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
744 |
show ?thesis by auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
745 |
qed |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
746 |
qed auto |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
747 |
qed |
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
hoelzl
parents:
29667
diff
changeset
|
748 |
|
20696 | 749 |
text{*Bounded Sequence*} |
15082 | 750 |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
751 |
lemma BseqD: "Bseq X ==> \<exists>K. 0 < K & (\<forall>n. norm (X n) \<le> K)" |
15082 | 752 |
by (simp add: Bseq_def) |
753 |
||
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
754 |
lemma BseqI: "[| 0 < K; \<forall>n. norm (X n) \<le> K |] ==> Bseq X" |
15082 | 755 |
by (auto simp add: Bseq_def) |
756 |
||
757 |
lemma lemma_NBseq_def: |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
758 |
"(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) = |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
759 |
(\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))" |
15082 | 760 |
apply auto |
761 |
prefer 2 apply force |
|
762 |
apply (cut_tac x = K in reals_Archimedean2, clarify) |
|
763 |
apply (rule_tac x = n in exI, clarify) |
|
764 |
apply (drule_tac x = na in spec) |
|
765 |
apply (auto simp add: real_of_nat_Suc) |
|
766 |
done |
|
767 |
||
768 |
text{* alternative definition for Bseq *} |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
769 |
lemma Bseq_iff: "Bseq X = (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))" |
15082 | 770 |
apply (simp add: Bseq_def) |
771 |
apply (simp (no_asm) add: lemma_NBseq_def) |
|
772 |
done |
|
773 |
||
774 |
lemma lemma_NBseq_def2: |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
775 |
"(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))" |
15082 | 776 |
apply (subst lemma_NBseq_def, auto) |
777 |
apply (rule_tac x = "Suc N" in exI) |
|
778 |
apply (rule_tac [2] x = N in exI) |
|
779 |
apply (auto simp add: real_of_nat_Suc) |
|
780 |
prefer 2 apply (blast intro: order_less_imp_le) |
|
781 |
apply (drule_tac x = n in spec, simp) |
|
782 |
done |
|
783 |
||
784 |
(* yet another definition for Bseq *) |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
785 |
lemma Bseq_iff1a: "Bseq X = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))" |
15082 | 786 |
by (simp add: Bseq_def lemma_NBseq_def2) |
787 |
||
20696 | 788 |
subsubsection{*Upper Bounds and Lubs of Bounded Sequences*} |
15082 | 789 |
|
790 |
lemma Bseq_isUb: |
|
791 |
"!!(X::nat=>real). Bseq X ==> \<exists>U. isUb (UNIV::real set) {x. \<exists>n. X n = x} U" |
|
22998 | 792 |
by (auto intro: isUbI setleI simp add: Bseq_def abs_le_iff) |
15082 | 793 |
|
794 |
||
795 |
text{* Use completeness of reals (supremum property) |
|
796 |
to show that any bounded sequence has a least upper bound*} |
|
797 |
||
798 |
lemma Bseq_isLub: |
|
799 |
"!!(X::nat=>real). Bseq X ==> |
|
800 |
\<exists>U. isLub (UNIV::real set) {x. \<exists>n. X n = x} U" |
|
801 |
by (blast intro: reals_complete Bseq_isUb) |
|
802 |
||
20696 | 803 |
subsubsection{*A Bounded and Monotonic Sequence Converges*} |
15082 | 804 |
|
805 |
lemma lemma_converg1: |
|
15360 | 806 |
"!!(X::nat=>real). [| \<forall>m. \<forall> n \<ge> m. X m \<le> X n; |
15082 | 807 |
isLub (UNIV::real set) {x. \<exists>n. X n = x} (X ma) |
15360 | 808 |
|] ==> \<forall>n \<ge> ma. X n = X ma" |
15082 | 809 |
apply safe |
810 |
apply (drule_tac y = "X n" in isLubD2) |
|
811 |
apply (blast dest: order_antisym)+ |
|
812 |
done |
|
813 |
||
814 |
text{* The best of both worlds: Easier to prove this result as a standard |
|
815 |
theorem and then use equivalence to "transfer" it into the |
|
816 |
equivalent nonstandard form if needed!*} |
|
817 |
||
818 |
lemma Bmonoseq_LIMSEQ: "\<forall>n. m \<le> n --> X n = X m ==> \<exists>L. (X ----> L)" |
|
819 |
apply (simp add: LIMSEQ_def) |
|
820 |
apply (rule_tac x = "X m" in exI, safe) |
|
821 |
apply (rule_tac x = m in exI, safe) |
|
822 |
apply (drule spec, erule impE, auto) |
|
823 |
done |
|
824 |
||
825 |
lemma lemma_converg2: |
|
826 |
"!!(X::nat=>real). |
|
827 |
[| \<forall>m. X m ~= U; isLub UNIV {x. \<exists>n. X n = x} U |] ==> \<forall>m. X m < U" |
|
828 |
apply safe |
|
829 |
apply (drule_tac y = "X m" in isLubD2) |
|
830 |
apply (auto dest!: order_le_imp_less_or_eq) |
|
831 |
done |
|
832 |
||
833 |
lemma lemma_converg3: "!!(X ::nat=>real). \<forall>m. X m \<le> U ==> isUb UNIV {x. \<exists>n. X n = x} U" |
|
834 |
by (rule setleI [THEN isUbI], auto) |
|
835 |
||
836 |
text{* FIXME: @{term "U - T < U"} is redundant *} |
|
837 |
lemma lemma_converg4: "!!(X::nat=> real). |
|
838 |
[| \<forall>m. X m ~= U; |
|
839 |
isLub UNIV {x. \<exists>n. X n = x} U; |
|
840 |
0 < T; |
|
841 |
U + - T < U |
|
842 |
|] ==> \<exists>m. U + -T < X m & X m < U" |
|
843 |
apply (drule lemma_converg2, assumption) |
|
844 |
apply (rule ccontr, simp) |
|
845 |
apply (simp add: linorder_not_less) |
|
846 |
apply (drule lemma_converg3) |
|
847 |
apply (drule isLub_le_isUb, assumption) |
|
848 |
apply (auto dest: order_less_le_trans) |
|
849 |
done |
|
850 |
||
851 |
text{*A standard proof of the theorem for monotone increasing sequence*} |
|
852 |
||
853 |
lemma Bseq_mono_convergent: |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
854 |
"[| Bseq X; \<forall>m. \<forall>n \<ge> m. X m \<le> X n |] ==> convergent (X::nat=>real)" |
15082 | 855 |
apply (simp add: convergent_def) |
856 |
apply (frule Bseq_isLub, safe) |
|
857 |
apply (case_tac "\<exists>m. X m = U", auto) |
|
858 |
apply (blast dest: lemma_converg1 Bmonoseq_LIMSEQ) |
|
859 |
(* second case *) |
|
860 |
apply (rule_tac x = U in exI) |
|
861 |
apply (subst LIMSEQ_iff, safe) |
|
862 |
apply (frule lemma_converg2, assumption) |
|
863 |
apply (drule lemma_converg4, auto) |
|
864 |
apply (rule_tac x = m in exI, safe) |
|
865 |
apply (subgoal_tac "X m \<le> X n") |
|
866 |
prefer 2 apply blast |
|
867 |
apply (drule_tac x=n and P="%m. X m < U" in spec, arith) |
|
868 |
done |
|
869 |
||
870 |
lemma Bseq_minus_iff: "Bseq (%n. -(X n)) = Bseq X" |
|
871 |
by (simp add: Bseq_def) |
|
872 |
||
873 |
text{*Main monotonicity theorem*} |
|
874 |
lemma Bseq_monoseq_convergent: "[| Bseq X; monoseq X |] ==> convergent X" |
|
875 |
apply (simp add: monoseq_def, safe) |
|
876 |
apply (rule_tac [2] convergent_minus_iff [THEN ssubst]) |
|
877 |
apply (drule_tac [2] Bseq_minus_iff [THEN ssubst]) |
|
878 |
apply (auto intro!: Bseq_mono_convergent) |
|
879 |
done |
|
880 |
||
20696 | 881 |
subsubsection{*A Few More Equivalence Theorems for Boundedness*} |
15082 | 882 |
|
883 |
text{*alternative formulation for boundedness*} |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
884 |
lemma Bseq_iff2: "Bseq X = (\<exists>k > 0. \<exists>x. \<forall>n. norm (X(n) + -x) \<le> k)" |
15082 | 885 |
apply (unfold Bseq_def, safe) |
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
886 |
apply (rule_tac [2] x = "k + norm x" in exI) |
15360 | 887 |
apply (rule_tac x = K in exI, simp) |
15221 | 888 |
apply (rule exI [where x = 0], auto) |
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
889 |
apply (erule order_less_le_trans, simp) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
890 |
apply (drule_tac x=n in spec, fold diff_def) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
891 |
apply (drule order_trans [OF norm_triangle_ineq2]) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
892 |
apply simp |
15082 | 893 |
done |
894 |
||
895 |
text{*alternative formulation for boundedness*} |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
896 |
lemma Bseq_iff3: "Bseq X = (\<exists>k > 0. \<exists>N. \<forall>n. norm(X(n) + -X(N)) \<le> k)" |
15082 | 897 |
apply safe |
898 |
apply (simp add: Bseq_def, safe) |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
899 |
apply (rule_tac x = "K + norm (X N)" in exI) |
15082 | 900 |
apply auto |
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
901 |
apply (erule order_less_le_trans, simp) |
15082 | 902 |
apply (rule_tac x = N in exI, safe) |
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
903 |
apply (drule_tac x = n in spec) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
904 |
apply (rule order_trans [OF norm_triangle_ineq], simp) |
15082 | 905 |
apply (auto simp add: Bseq_iff2) |
906 |
done |
|
907 |
||
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
908 |
lemma BseqI2: "(\<forall>n. k \<le> f n & f n \<le> (K::real)) ==> Bseq f" |
15082 | 909 |
apply (simp add: Bseq_def) |
15221 | 910 |
apply (rule_tac x = " (\<bar>k\<bar> + \<bar>K\<bar>) + 1" in exI, auto) |
20217
25b068a99d2b
linear arithmetic splits certain operators (e.g. min, max, abs)
webertj
parents:
19765
diff
changeset
|
911 |
apply (drule_tac x = n in spec, arith) |
15082 | 912 |
done |
913 |
||
914 |
||
20696 | 915 |
subsection {* Cauchy Sequences *} |
15082 | 916 |
|
20751
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents:
20740
diff
changeset
|
917 |
lemma CauchyI: |
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents:
20740
diff
changeset
|
918 |
"(\<And>e. 0 < e \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e) \<Longrightarrow> Cauchy X" |
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents:
20740
diff
changeset
|
919 |
by (simp add: Cauchy_def) |
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents:
20740
diff
changeset
|
920 |
|
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents:
20740
diff
changeset
|
921 |
lemma CauchyD: |
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents:
20740
diff
changeset
|
922 |
"\<lbrakk>Cauchy X; 0 < e\<rbrakk> \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e" |
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents:
20740
diff
changeset
|
923 |
by (simp add: Cauchy_def) |
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents:
20740
diff
changeset
|
924 |
|
20696 | 925 |
subsubsection {* Cauchy Sequences are Bounded *} |
926 |
||
15082 | 927 |
text{*A Cauchy sequence is bounded -- this is the standard |
928 |
proof mechanization rather than the nonstandard proof*} |
|
929 |
||
20563 | 930 |
lemma lemmaCauchy: "\<forall>n \<ge> M. norm (X M - X n) < (1::real) |
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
931 |
==> \<forall>n \<ge> M. norm (X n :: 'a::real_normed_vector) < 1 + norm (X M)" |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
932 |
apply (clarify, drule spec, drule (1) mp) |
20563 | 933 |
apply (simp only: norm_minus_commute) |
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
934 |
apply (drule order_le_less_trans [OF norm_triangle_ineq2]) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
935 |
apply simp |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
936 |
done |
15082 | 937 |
|
938 |
lemma Cauchy_Bseq: "Cauchy X ==> Bseq X" |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
939 |
apply (simp add: Cauchy_def) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
940 |
apply (drule spec, drule mp, rule zero_less_one, safe) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
941 |
apply (drule_tac x="M" in spec, simp) |
15082 | 942 |
apply (drule lemmaCauchy) |
22608 | 943 |
apply (rule_tac k="M" in Bseq_offset) |
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
944 |
apply (simp add: Bseq_def) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
945 |
apply (rule_tac x="1 + norm (X M)" in exI) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
946 |
apply (rule conjI, rule order_less_le_trans [OF zero_less_one], simp) |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
947 |
apply (simp add: order_less_imp_le) |
15082 | 948 |
done |
949 |
||
20696 | 950 |
subsubsection {* Cauchy Sequences are Convergent *} |
15082 | 951 |
|
20830
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
952 |
axclass banach \<subseteq> real_normed_vector |
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
953 |
Cauchy_convergent: "Cauchy X \<Longrightarrow> convergent X" |
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
954 |
|
22629 | 955 |
theorem LIMSEQ_imp_Cauchy: |
956 |
assumes X: "X ----> a" shows "Cauchy X" |
|
957 |
proof (rule CauchyI) |
|
958 |
fix e::real assume "0 < e" |
|
959 |
hence "0 < e/2" by simp |
|
960 |
with X have "\<exists>N. \<forall>n\<ge>N. norm (X n - a) < e/2" by (rule LIMSEQ_D) |
|
961 |
then obtain N where N: "\<forall>n\<ge>N. norm (X n - a) < e/2" .. |
|
962 |
show "\<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. norm (X m - X n) < e" |
|
963 |
proof (intro exI allI impI) |
|
964 |
fix m assume "N \<le> m" |
|
965 |
hence m: "norm (X m - a) < e/2" using N by fast |
|
966 |
fix n assume "N \<le> n" |
|
967 |
hence n: "norm (X n - a) < e/2" using N by fast |
|
968 |
have "norm (X m - X n) = norm ((X m - a) - (X n - a))" by simp |
|
969 |
also have "\<dots> \<le> norm (X m - a) + norm (X n - a)" |
|
970 |
by (rule norm_triangle_ineq4) |
|
23482 | 971 |
also from m n have "\<dots> < e" by(simp add:field_simps) |
22629 | 972 |
finally show "norm (X m - X n) < e" . |
973 |
qed |
|
974 |
qed |
|
975 |
||
20691 | 976 |
lemma convergent_Cauchy: "convergent X \<Longrightarrow> Cauchy X" |
22629 | 977 |
unfolding convergent_def |
978 |
by (erule exE, erule LIMSEQ_imp_Cauchy) |
|
20691 | 979 |
|
22629 | 980 |
text {* |
981 |
Proof that Cauchy sequences converge based on the one from |
|
982 |
http://pirate.shu.edu/~wachsmut/ira/numseq/proofs/cauconv.html |
|
983 |
*} |
|
984 |
||
985 |
text {* |
|
986 |
If sequence @{term "X"} is Cauchy, then its limit is the lub of |
|
987 |
@{term "{r::real. \<exists>N. \<forall>n\<ge>N. r < X n}"} |
|
988 |
*} |
|
989 |
||
990 |
lemma isUb_UNIV_I: "(\<And>y. y \<in> S \<Longrightarrow> y \<le> u) \<Longrightarrow> isUb UNIV S u" |
|
991 |
by (simp add: isUbI setleI) |
|
992 |
||
993 |
lemma real_abs_diff_less_iff: |
|
994 |
"(\<bar>x - a\<bar> < (r::real)) = (a - r < x \<and> x < a + r)" |
|
995 |
by auto |
|
996 |
||
27681 | 997 |
locale real_Cauchy = |
22629 | 998 |
fixes X :: "nat \<Rightarrow> real" |
999 |
assumes X: "Cauchy X" |
|
1000 |
fixes S :: "real set" |
|
1001 |
defines S_def: "S \<equiv> {x::real. \<exists>N. \<forall>n\<ge>N. x < X n}" |
|
1002 |
||
27681 | 1003 |
lemma real_CauchyI: |
1004 |
assumes "Cauchy X" |
|
1005 |
shows "real_Cauchy X" |
|
28823 | 1006 |
proof qed (fact assms) |
27681 | 1007 |
|
22629 | 1008 |
lemma (in real_Cauchy) mem_S: "\<forall>n\<ge>N. x < X n \<Longrightarrow> x \<in> S" |
1009 |
by (unfold S_def, auto) |
|
1010 |
||
1011 |
lemma (in real_Cauchy) bound_isUb: |
|
1012 |
assumes N: "\<forall>n\<ge>N. X n < x" |
|
1013 |
shows "isUb UNIV S x" |
|
1014 |
proof (rule isUb_UNIV_I) |
|
1015 |
fix y::real assume "y \<in> S" |
|
1016 |
hence "\<exists>M. \<forall>n\<ge>M. y < X n" |
|
1017 |
by (simp add: S_def) |
|
1018 |
then obtain M where "\<forall>n\<ge>M. y < X n" .. |
|
1019 |
hence "y < X (max M N)" by simp |
|
1020 |
also have "\<dots> < x" using N by simp |
|
1021 |
finally show "y \<le> x" |
|
1022 |
by (rule order_less_imp_le) |
|
1023 |
qed |
|
1024 |
||
1025 |
lemma (in real_Cauchy) isLub_ex: "\<exists>u. isLub UNIV S u" |
|
1026 |
proof (rule reals_complete) |
|
1027 |
obtain N where "\<forall>m\<ge>N. \<forall>n\<ge>N. norm (X m - X n) < 1" |
|
1028 |
using CauchyD [OF X zero_less_one] by fast |
|
1029 |
hence N: "\<forall>n\<ge>N. norm (X n - X N) < 1" by simp |
|
1030 |
show "\<exists>x. x \<in> S" |
|
1031 |
proof |
|
1032 |
from N have "\<forall>n\<ge>N. X N - 1 < X n" |
|
1033 |
by (simp add: real_abs_diff_less_iff) |
|
1034 |
thus "X N - 1 \<in> S" by (rule mem_S) |
|
1035 |
qed |
|
1036 |
show "\<exists>u. isUb UNIV S u" |
|
1037 |
proof |
|
1038 |
from N have "\<forall>n\<ge>N. X n < X N + 1" |
|
1039 |
by (simp add: real_abs_diff_less_iff) |
|
1040 |
thus "isUb UNIV S (X N + 1)" |
|
1041 |
by (rule bound_isUb) |
|
1042 |
qed |
|
1043 |
qed |
|
1044 |
||
1045 |
lemma (in real_Cauchy) isLub_imp_LIMSEQ: |
|
1046 |
assumes x: "isLub UNIV S x" |
|
1047 |
shows "X ----> x" |
|
1048 |
proof (rule LIMSEQ_I) |
|
1049 |
fix r::real assume "0 < r" |
|
1050 |
hence r: "0 < r/2" by simp |
|
1051 |
obtain N where "\<forall>n\<ge>N. \<forall>m\<ge>N. norm (X n - X m) < r/2" |
|
1052 |
using CauchyD [OF X r] by fast |
|
1053 |
hence "\<forall>n\<ge>N. norm (X n - X N) < r/2" by simp |
|
1054 |
hence N: "\<forall>n\<ge>N. X N - r/2 < X n \<and> X n < X N + r/2" |
|
1055 |
by (simp only: real_norm_def real_abs_diff_less_iff) |
|
1056 |
||
1057 |
from N have "\<forall>n\<ge>N. X N - r/2 < X n" by fast |
|
1058 |
hence "X N - r/2 \<in> S" by (rule mem_S) |
|
23482 | 1059 |
hence 1: "X N - r/2 \<le> x" using x isLub_isUb isUbD by fast |
22629 | 1060 |
|
1061 |
from N have "\<forall>n\<ge>N. X n < X N + r/2" by fast |
|
1062 |
hence "isUb UNIV S (X N + r/2)" by (rule bound_isUb) |
|
23482 | 1063 |
hence 2: "x \<le> X N + r/2" using x isLub_le_isUb by fast |
22629 | 1064 |
|
1065 |
show "\<exists>N. \<forall>n\<ge>N. norm (X n - x) < r" |
|
1066 |
proof (intro exI allI impI) |
|
1067 |
fix n assume n: "N \<le> n" |
|
23482 | 1068 |
from N n have "X n < X N + r/2" and "X N - r/2 < X n" by simp+ |
1069 |
thus "norm (X n - x) < r" using 1 2 |
|
22629 | 1070 |
by (simp add: real_abs_diff_less_iff) |
1071 |
qed |
|
1072 |
qed |
|
1073 |
||
1074 |
lemma (in real_Cauchy) LIMSEQ_ex: "\<exists>x. X ----> x" |
|
1075 |
proof - |
|
1076 |
obtain x where "isLub UNIV S x" |
|
1077 |
using isLub_ex by fast |
|
1078 |
hence "X ----> x" |
|
1079 |
by (rule isLub_imp_LIMSEQ) |
|
1080 |
thus ?thesis .. |
|
1081 |
qed |
|
1082 |
||
20830
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1083 |
lemma real_Cauchy_convergent: |
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1084 |
fixes X :: "nat \<Rightarrow> real" |
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1085 |
shows "Cauchy X \<Longrightarrow> convergent X" |
27681 | 1086 |
unfolding convergent_def |
1087 |
by (rule real_Cauchy.LIMSEQ_ex) |
|
1088 |
(rule real_CauchyI) |
|
20830
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1089 |
|
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1090 |
instance real :: banach |
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1091 |
by intro_classes (rule real_Cauchy_convergent) |
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1092 |
|
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1093 |
lemma Cauchy_convergent_iff: |
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1094 |
fixes X :: "nat \<Rightarrow> 'a::banach" |
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1095 |
shows "Cauchy X = convergent X" |
65ba80cae6df
add axclass banach for complete normed vector spaces
huffman
parents:
20829
diff
changeset
|
1096 |
by (fast intro: Cauchy_convergent convergent_Cauchy) |
15082 | 1097 |
|
1098 |
||
20696 | 1099 |
subsection {* Power Sequences *} |
15082 | 1100 |
|
1101 |
text{*The sequence @{term "x^n"} tends to 0 if @{term "0\<le>x"} and @{term |
|
1102 |
"x<1"}. Proof will use (NS) Cauchy equivalence for convergence and |
|
1103 |
also fact that bounded and monotonic sequence converges.*} |
|
1104 |
||
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
1105 |
lemma Bseq_realpow: "[| 0 \<le> (x::real); x \<le> 1 |] ==> Bseq (%n. x ^ n)" |
15082 | 1106 |
apply (simp add: Bseq_def) |
1107 |
apply (rule_tac x = 1 in exI) |
|
1108 |
apply (simp add: power_abs) |
|
22974 | 1109 |
apply (auto dest: power_mono) |
15082 | 1110 |
done |
1111 |
||
1112 |
lemma monoseq_realpow: "[| 0 \<le> x; x \<le> 1 |] ==> monoseq (%n. x ^ n)" |
|
1113 |
apply (clarify intro!: mono_SucI2) |
|
1114 |
apply (cut_tac n = n and N = "Suc n" and a = x in power_decreasing, auto) |
|
1115 |
done |
|
1116 |
||
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
1117 |
lemma convergent_realpow: |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
1118 |
"[| 0 \<le> (x::real); x \<le> 1 |] ==> convergent (%n. x ^ n)" |
15082 | 1119 |
by (blast intro!: Bseq_monoseq_convergent Bseq_realpow monoseq_realpow) |
1120 |
||
22628 | 1121 |
lemma LIMSEQ_inverse_realpow_zero_lemma: |
1122 |
fixes x :: real |
|
1123 |
assumes x: "0 \<le> x" |
|
1124 |
shows "real n * x + 1 \<le> (x + 1) ^ n" |
|
1125 |
apply (induct n) |
|
1126 |
apply simp |
|
1127 |
apply simp |
|
1128 |
apply (rule order_trans) |
|
1129 |
prefer 2 |
|
1130 |
apply (erule mult_left_mono) |
|
1131 |
apply (rule add_increasing [OF x], simp) |
|
1132 |
apply (simp add: real_of_nat_Suc) |
|
23477
f4b83f03cac9
tuned and renamed group_eq_simps and ring_eq_simps
nipkow
parents:
23127
diff
changeset
|
1133 |
apply (simp add: ring_distribs) |
22628 | 1134 |
apply (simp add: mult_nonneg_nonneg x) |
1135 |
done |
|
1136 |
||
1137 |
lemma LIMSEQ_inverse_realpow_zero: |
|
1138 |
"1 < (x::real) \<Longrightarrow> (\<lambda>n. inverse (x ^ n)) ----> 0" |
|
1139 |
proof (rule LIMSEQ_inverse_zero [rule_format]) |
|
1140 |
fix y :: real |
|
1141 |
assume x: "1 < x" |
|
1142 |
hence "0 < x - 1" by simp |
|
1143 |
hence "\<forall>y. \<exists>N::nat. y < real N * (x - 1)" |
|
1144 |
by (rule reals_Archimedean3) |
|
1145 |
hence "\<exists>N::nat. y < real N * (x - 1)" .. |
|
1146 |
then obtain N::nat where "y < real N * (x - 1)" .. |
|
1147 |
also have "\<dots> \<le> real N * (x - 1) + 1" by simp |
|
1148 |
also have "\<dots> \<le> (x - 1 + 1) ^ N" |
|
1149 |
by (rule LIMSEQ_inverse_realpow_zero_lemma, cut_tac x, simp) |
|
1150 |
also have "\<dots> = x ^ N" by simp |
|
1151 |
finally have "y < x ^ N" . |
|
1152 |
hence "\<forall>n\<ge>N. y < x ^ n" |
|
1153 |
apply clarify |
|
1154 |
apply (erule order_less_le_trans) |
|
1155 |
apply (erule power_increasing) |
|
1156 |
apply (rule order_less_imp_le [OF x]) |
|
1157 |
done |
|
1158 |
thus "\<exists>N. \<forall>n\<ge>N. y < x ^ n" .. |
|
1159 |
qed |
|
1160 |
||
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
1161 |
lemma LIMSEQ_realpow_zero: |
22628 | 1162 |
"\<lbrakk>0 \<le> (x::real); x < 1\<rbrakk> \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0" |
1163 |
proof (cases) |
|
1164 |
assume "x = 0" |
|
1165 |
hence "(\<lambda>n. x ^ Suc n) ----> 0" by (simp add: LIMSEQ_const) |
|
1166 |
thus ?thesis by (rule LIMSEQ_imp_Suc) |
|
1167 |
next |
|
1168 |
assume "0 \<le> x" and "x \<noteq> 0" |
|
1169 |
hence x0: "0 < x" by simp |
|
1170 |
assume x1: "x < 1" |
|
1171 |
from x0 x1 have "1 < inverse x" |
|
1172 |
by (rule real_inverse_gt_one) |
|
1173 |
hence "(\<lambda>n. inverse (inverse x ^ n)) ----> 0" |
|
1174 |
by (rule LIMSEQ_inverse_realpow_zero) |
|
1175 |
thus ?thesis by (simp add: power_inverse) |
|
1176 |
qed |
|
15082 | 1177 |
|
20685
fee8c75e3b5d
added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents:
20682
diff
changeset
|
1178 |
lemma LIMSEQ_power_zero: |
22974 | 1179 |
fixes x :: "'a::{real_normed_algebra_1,recpower}" |
20685
fee8c75e3b5d
added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents:
20682
diff
changeset
|
1180 |
shows "norm x < 1 \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0" |
fee8c75e3b5d
added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents:
20682
diff
changeset
|
1181 |
apply (drule LIMSEQ_realpow_zero [OF norm_ge_zero]) |
22974 | 1182 |
apply (simp only: LIMSEQ_Zseq_iff, erule Zseq_le) |
1183 |
apply (simp add: power_abs norm_power_ineq) |
|
20685
fee8c75e3b5d
added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents:
20682
diff
changeset
|
1184 |
done |
fee8c75e3b5d
added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents:
20682
diff
changeset
|
1185 |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
1186 |
lemma LIMSEQ_divide_realpow_zero: |
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
1187 |
"1 < (x::real) ==> (%n. a / (x ^ n)) ----> 0" |
15082 | 1188 |
apply (cut_tac a = a and x1 = "inverse x" in |
1189 |
LIMSEQ_mult [OF LIMSEQ_const LIMSEQ_realpow_zero]) |
|
1190 |
apply (auto simp add: divide_inverse power_inverse) |
|
1191 |
apply (simp add: inverse_eq_divide pos_divide_less_eq) |
|
1192 |
done |
|
1193 |
||
15102 | 1194 |
text{*Limit of @{term "c^n"} for @{term"\<bar>c\<bar> < 1"}*} |
15082 | 1195 |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
1196 |
lemma LIMSEQ_rabs_realpow_zero: "\<bar>c\<bar> < (1::real) ==> (%n. \<bar>c\<bar> ^ n) ----> 0" |
20685
fee8c75e3b5d
added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents:
20682
diff
changeset
|
1197 |
by (rule LIMSEQ_realpow_zero [OF abs_ge_zero]) |
15082 | 1198 |
|
20552
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
huffman
parents:
20408
diff
changeset
|
1199 |
lemma LIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < (1::real) ==> (%n. c ^ n) ----> 0" |
15082 | 1200 |
apply (rule LIMSEQ_rabs_zero [THEN iffD1]) |
1201 |
apply (auto intro: LIMSEQ_rabs_realpow_zero simp add: power_abs) |
|
1202 |
done |
|
1203 |
||
10751 | 1204 |
end |