| author | blanchet | 
| Wed, 16 Oct 2013 19:55:23 +0200 | |
| changeset 54119 | 2c13cb4a057d | 
| parent 53930 | 896b642f2aab | 
| child 54779 | d9edb711ef31 | 
| permissions | -rw-r--r-- | 
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changeset | 1 | (* Title: HOL/Library/Product_Vector.thy | 
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changeset | 2 | Author: Brian Huffman | 
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changeset | 3 | *) | 
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changeset | 4 | |
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changeset | 5 | header {* Cartesian Products as Vector Spaces *}
 | 
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changeset | 6 | |
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changeset | 7 | theory Product_Vector | 
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changeset | 8 | imports Inner_Product Product_plus | 
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changeset | 9 | begin | 
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changeset | 10 | |
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changeset | 11 | subsection {* Product is a real vector space *}
 | 
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changeset | 12 | |
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changeset | 13 | instantiation prod :: (real_vector, real_vector) real_vector | 
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changeset | 14 | begin | 
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changeset | 15 | |
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changeset | 16 | definition scaleR_prod_def: | 
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changeset | 17 | "scaleR r A = (scaleR r (fst A), scaleR r (snd A))" | 
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changeset | 18 | |
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changeset | 19 | lemma fst_scaleR [simp]: "fst (scaleR r A) = scaleR r (fst A)" | 
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changeset | 20 | unfolding scaleR_prod_def by simp | 
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changeset | 21 | |
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changeset | 22 | lemma snd_scaleR [simp]: "snd (scaleR r A) = scaleR r (snd A)" | 
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changeset | 23 | unfolding scaleR_prod_def by simp | 
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changeset | 24 | |
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changeset | 25 | lemma scaleR_Pair [simp]: "scaleR r (a, b) = (scaleR r a, scaleR r b)" | 
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changeset | 26 | unfolding scaleR_prod_def by simp | 
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changeset | 27 | |
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changeset | 28 | instance proof | 
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changeset | 29 | fix a b :: real and x y :: "'a \<times> 'b" | 
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changeset | 30 | show "scaleR a (x + y) = scaleR a x + scaleR a y" | 
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changeset | 31 | by (simp add: prod_eq_iff scaleR_right_distrib) | 
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changeset | 32 | show "scaleR (a + b) x = scaleR a x + scaleR b x" | 
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changeset | 33 | by (simp add: prod_eq_iff scaleR_left_distrib) | 
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changeset | 34 | show "scaleR a (scaleR b x) = scaleR (a * b) x" | 
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changeset | 35 | by (simp add: prod_eq_iff) | 
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changeset | 36 | show "scaleR 1 x = x" | 
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changeset | 37 | by (simp add: prod_eq_iff) | 
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changeset | 38 | qed | 
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changeset | 39 | |
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changeset | 40 | end | 
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changeset | 41 | |
| 31415 | 42 | subsection {* Product is a topological space *}
 | 
| 43 | ||
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changeset | 44 | instantiation prod :: (topological_space, topological_space) topological_space | 
| 31415 | 45 | begin | 
| 46 | ||
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changeset | 47 | definition open_prod_def: | 
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changeset | 48 |   "open (S :: ('a \<times> 'b) set) \<longleftrightarrow>
 | 
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changeset | 49 | (\<forall>x\<in>S. \<exists>A B. open A \<and> open B \<and> x \<in> A \<times> B \<and> A \<times> B \<subseteq> S)" | 
| 31415 | 50 | |
| 36332 | 51 | lemma open_prod_elim: | 
| 52 | assumes "open S" and "x \<in> S" | |
| 53 | obtains A B where "open A" and "open B" and "x \<in> A \<times> B" and "A \<times> B \<subseteq> S" | |
| 54 | using assms unfolding open_prod_def by fast | |
| 55 | ||
| 56 | lemma open_prod_intro: | |
| 57 | assumes "\<And>x. x \<in> S \<Longrightarrow> \<exists>A B. open A \<and> open B \<and> x \<in> A \<times> B \<and> A \<times> B \<subseteq> S" | |
| 58 | shows "open S" | |
| 59 | using assms unfolding open_prod_def by fast | |
| 60 | ||
| 31415 | 61 | instance proof | 
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changeset | 62 |   show "open (UNIV :: ('a \<times> 'b) set)"
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changeset | 63 | unfolding open_prod_def by auto | 
| 31415 | 64 | next | 
| 65 |   fix S T :: "('a \<times> 'b) set"
 | |
| 36332 | 66 | assume "open S" "open T" | 
| 67 | show "open (S \<inter> T)" | |
| 68 | proof (rule open_prod_intro) | |
| 69 | fix x assume x: "x \<in> S \<inter> T" | |
| 70 | from x have "x \<in> S" by simp | |
| 71 | obtain Sa Sb where A: "open Sa" "open Sb" "x \<in> Sa \<times> Sb" "Sa \<times> Sb \<subseteq> S" | |
| 72 | using `open S` and `x \<in> S` by (rule open_prod_elim) | |
| 73 | from x have "x \<in> T" by simp | |
| 74 | obtain Ta Tb where B: "open Ta" "open Tb" "x \<in> Ta \<times> Tb" "Ta \<times> Tb \<subseteq> T" | |
| 75 | using `open T` and `x \<in> T` by (rule open_prod_elim) | |
| 76 | let ?A = "Sa \<inter> Ta" and ?B = "Sb \<inter> Tb" | |
| 77 | have "open ?A \<and> open ?B \<and> x \<in> ?A \<times> ?B \<and> ?A \<times> ?B \<subseteq> S \<inter> T" | |
| 78 | using A B by (auto simp add: open_Int) | |
| 79 | thus "\<exists>A B. open A \<and> open B \<and> x \<in> A \<times> B \<and> A \<times> B \<subseteq> S \<inter> T" | |
| 80 | by fast | |
| 81 | qed | |
| 31415 | 82 | next | 
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changeset | 83 |   fix K :: "('a \<times> 'b) set set"
 | 
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changeset | 84 | assume "\<forall>S\<in>K. open S" thus "open (\<Union>K)" | 
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changeset | 85 | unfolding open_prod_def by fast | 
| 31415 | 86 | qed | 
| 87 | ||
| 88 | end | |
| 89 | ||
| 31562 | 90 | lemma open_Times: "open S \<Longrightarrow> open T \<Longrightarrow> open (S \<times> T)" | 
| 91 | unfolding open_prod_def by auto | |
| 92 | ||
| 93 | lemma fst_vimage_eq_Times: "fst -` S = S \<times> UNIV" | |
| 94 | by auto | |
| 95 | ||
| 96 | lemma snd_vimage_eq_Times: "snd -` S = UNIV \<times> S" | |
| 97 | by auto | |
| 98 | ||
| 99 | lemma open_vimage_fst: "open S \<Longrightarrow> open (fst -` S)" | |
| 100 | by (simp add: fst_vimage_eq_Times open_Times) | |
| 101 | ||
| 102 | lemma open_vimage_snd: "open S \<Longrightarrow> open (snd -` S)" | |
| 103 | by (simp add: snd_vimage_eq_Times open_Times) | |
| 104 | ||
| 31568 | 105 | lemma closed_vimage_fst: "closed S \<Longrightarrow> closed (fst -` S)" | 
| 106 | unfolding closed_open vimage_Compl [symmetric] | |
| 107 | by (rule open_vimage_fst) | |
| 108 | ||
| 109 | lemma closed_vimage_snd: "closed S \<Longrightarrow> closed (snd -` S)" | |
| 110 | unfolding closed_open vimage_Compl [symmetric] | |
| 111 | by (rule open_vimage_snd) | |
| 112 | ||
| 113 | lemma closed_Times: "closed S \<Longrightarrow> closed T \<Longrightarrow> closed (S \<times> T)" | |
| 114 | proof - | |
| 115 | have "S \<times> T = (fst -` S) \<inter> (snd -` T)" by auto | |
| 116 | thus "closed S \<Longrightarrow> closed T \<Longrightarrow> closed (S \<times> T)" | |
| 117 | by (simp add: closed_vimage_fst closed_vimage_snd closed_Int) | |
| 118 | qed | |
| 119 | ||
| 34110 | 120 | lemma subset_fst_imageI: "A \<times> B \<subseteq> S \<Longrightarrow> y \<in> B \<Longrightarrow> A \<subseteq> fst ` S" | 
| 121 | unfolding image_def subset_eq by force | |
| 122 | ||
| 123 | lemma subset_snd_imageI: "A \<times> B \<subseteq> S \<Longrightarrow> x \<in> A \<Longrightarrow> B \<subseteq> snd ` S" | |
| 124 | unfolding image_def subset_eq by force | |
| 125 | ||
| 126 | lemma open_image_fst: assumes "open S" shows "open (fst ` S)" | |
| 127 | proof (rule openI) | |
| 128 | fix x assume "x \<in> fst ` S" | |
| 129 | then obtain y where "(x, y) \<in> S" by auto | |
| 130 | then obtain A B where "open A" "open B" "x \<in> A" "y \<in> B" "A \<times> B \<subseteq> S" | |
| 131 | using `open S` unfolding open_prod_def by auto | |
| 132 | from `A \<times> B \<subseteq> S` `y \<in> B` have "A \<subseteq> fst ` S" by (rule subset_fst_imageI) | |
| 133 | with `open A` `x \<in> A` have "open A \<and> x \<in> A \<and> A \<subseteq> fst ` S" by simp | |
| 134 | then show "\<exists>T. open T \<and> x \<in> T \<and> T \<subseteq> fst ` S" by - (rule exI) | |
| 135 | qed | |
| 136 | ||
| 137 | lemma open_image_snd: assumes "open S" shows "open (snd ` S)" | |
| 138 | proof (rule openI) | |
| 139 | fix y assume "y \<in> snd ` S" | |
| 140 | then obtain x where "(x, y) \<in> S" by auto | |
| 141 | then obtain A B where "open A" "open B" "x \<in> A" "y \<in> B" "A \<times> B \<subseteq> S" | |
| 142 | using `open S` unfolding open_prod_def by auto | |
| 143 | from `A \<times> B \<subseteq> S` `x \<in> A` have "B \<subseteq> snd ` S" by (rule subset_snd_imageI) | |
| 144 | with `open B` `y \<in> B` have "open B \<and> y \<in> B \<and> B \<subseteq> snd ` S" by simp | |
| 145 | then show "\<exists>T. open T \<and> y \<in> T \<and> T \<subseteq> snd ` S" by - (rule exI) | |
| 146 | qed | |
| 31568 | 147 | |
| 44575 | 148 | subsubsection {* Continuity of operations *}
 | 
| 149 | ||
| 150 | lemma tendsto_fst [tendsto_intros]: | |
| 151 | assumes "(f ---> a) F" | |
| 152 | shows "((\<lambda>x. fst (f x)) ---> fst a) F" | |
| 153 | proof (rule topological_tendstoI) | |
| 154 | fix S assume "open S" and "fst a \<in> S" | |
| 155 | then have "open (fst -` S)" and "a \<in> fst -` S" | |
| 156 | by (simp_all add: open_vimage_fst) | |
| 157 | with assms have "eventually (\<lambda>x. f x \<in> fst -` S) F" | |
| 158 | by (rule topological_tendstoD) | |
| 159 | then show "eventually (\<lambda>x. fst (f x) \<in> S) F" | |
| 160 | by simp | |
| 161 | qed | |
| 162 | ||
| 163 | lemma tendsto_snd [tendsto_intros]: | |
| 164 | assumes "(f ---> a) F" | |
| 165 | shows "((\<lambda>x. snd (f x)) ---> snd a) F" | |
| 166 | proof (rule topological_tendstoI) | |
| 167 | fix S assume "open S" and "snd a \<in> S" | |
| 168 | then have "open (snd -` S)" and "a \<in> snd -` S" | |
| 169 | by (simp_all add: open_vimage_snd) | |
| 170 | with assms have "eventually (\<lambda>x. f x \<in> snd -` S) F" | |
| 171 | by (rule topological_tendstoD) | |
| 172 | then show "eventually (\<lambda>x. snd (f x) \<in> S) F" | |
| 173 | by simp | |
| 174 | qed | |
| 175 | ||
| 176 | lemma tendsto_Pair [tendsto_intros]: | |
| 177 | assumes "(f ---> a) F" and "(g ---> b) F" | |
| 178 | shows "((\<lambda>x. (f x, g x)) ---> (a, b)) F" | |
| 179 | proof (rule topological_tendstoI) | |
| 180 | fix S assume "open S" and "(a, b) \<in> S" | |
| 181 | then obtain A B where "open A" "open B" "a \<in> A" "b \<in> B" "A \<times> B \<subseteq> S" | |
| 182 | unfolding open_prod_def by fast | |
| 183 | have "eventually (\<lambda>x. f x \<in> A) F" | |
| 184 | using `(f ---> a) F` `open A` `a \<in> A` | |
| 185 | by (rule topological_tendstoD) | |
| 186 | moreover | |
| 187 | have "eventually (\<lambda>x. g x \<in> B) F" | |
| 188 | using `(g ---> b) F` `open B` `b \<in> B` | |
| 189 | by (rule topological_tendstoD) | |
| 190 | ultimately | |
| 191 | show "eventually (\<lambda>x. (f x, g x) \<in> S) F" | |
| 192 | by (rule eventually_elim2) | |
| 193 | (simp add: subsetD [OF `A \<times> B \<subseteq> S`]) | |
| 194 | qed | |
| 195 | ||
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changeset | 196 | lemma continuous_fst[continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. fst (f x))" | 
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changeset | 197 | unfolding continuous_def by (rule tendsto_fst) | 
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changeset | 198 | |
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changeset | 199 | lemma continuous_snd[continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. snd (f x))" | 
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changeset | 200 | unfolding continuous_def by (rule tendsto_snd) | 
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changeset | 201 | |
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changeset | 202 | lemma continuous_Pair[continuous_intros]: "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. (f x, g x))" | 
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changeset | 203 | unfolding continuous_def by (rule tendsto_Pair) | 
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changeset | 204 | |
| 51644 | 205 | lemma continuous_on_fst[continuous_on_intros]: "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. fst (f x))" | 
| 206 | unfolding continuous_on_def by (auto intro: tendsto_fst) | |
| 207 | ||
| 208 | lemma continuous_on_snd[continuous_on_intros]: "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. snd (f x))" | |
| 209 | unfolding continuous_on_def by (auto intro: tendsto_snd) | |
| 210 | ||
| 211 | lemma continuous_on_Pair[continuous_on_intros]: "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. (f x, g x))" | |
| 212 | unfolding continuous_on_def by (auto intro: tendsto_Pair) | |
| 213 | ||
| 44575 | 214 | lemma isCont_fst [simp]: "isCont f a \<Longrightarrow> isCont (\<lambda>x. fst (f x)) a" | 
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changeset | 215 | by (fact continuous_fst) | 
| 44575 | 216 | |
| 217 | lemma isCont_snd [simp]: "isCont f a \<Longrightarrow> isCont (\<lambda>x. snd (f x)) a" | |
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changeset | 218 | by (fact continuous_snd) | 
| 44575 | 219 | |
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changeset | 220 | lemma isCont_Pair [simp]: "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. (f x, g x)) a" | 
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changeset | 221 | by (fact continuous_Pair) | 
| 44575 | 222 | |
| 223 | subsubsection {* Separation axioms *}
 | |
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changeset | 224 | |
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changeset | 225 | lemma mem_Times_iff: "x \<in> A \<times> B \<longleftrightarrow> fst x \<in> A \<and> snd x \<in> B" | 
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changeset | 226 | by (induct x) simp (* TODO: move elsewhere *) | 
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changeset | 227 | |
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changeset | 228 | instance prod :: (t0_space, t0_space) t0_space | 
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changeset | 229 | proof | 
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changeset | 230 | fix x y :: "'a \<times> 'b" assume "x \<noteq> y" | 
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changeset | 231 | hence "fst x \<noteq> fst y \<or> snd x \<noteq> snd y" | 
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changeset | 232 | by (simp add: prod_eq_iff) | 
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changeset | 233 | thus "\<exists>U. open U \<and> (x \<in> U) \<noteq> (y \<in> U)" | 
| 53930 | 234 | by (fast dest: t0_space elim: open_vimage_fst open_vimage_snd) | 
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changeset | 235 | qed | 
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changeset | 236 | |
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changeset | 237 | instance prod :: (t1_space, t1_space) t1_space | 
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changeset | 238 | proof | 
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changeset | 239 | fix x y :: "'a \<times> 'b" assume "x \<noteq> y" | 
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changeset | 240 | hence "fst x \<noteq> fst y \<or> snd x \<noteq> snd y" | 
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changeset | 241 | by (simp add: prod_eq_iff) | 
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changeset | 242 | thus "\<exists>U. open U \<and> x \<in> U \<and> y \<notin> U" | 
| 53930 | 243 | by (fast dest: t1_space elim: open_vimage_fst open_vimage_snd) | 
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changeset | 244 | qed | 
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changeset | 245 | |
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changeset | 246 | instance prod :: (t2_space, t2_space) t2_space | 
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changeset | 247 | proof | 
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changeset | 248 | fix x y :: "'a \<times> 'b" assume "x \<noteq> y" | 
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changeset | 249 | hence "fst x \<noteq> fst y \<or> snd x \<noteq> snd y" | 
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changeset | 250 | by (simp add: prod_eq_iff) | 
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changeset | 251 |   thus "\<exists>U V. open U \<and> open V \<and> x \<in> U \<and> y \<in> V \<and> U \<inter> V = {}"
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| 53930 | 252 | by (fast dest: hausdorff elim: open_vimage_fst open_vimage_snd) | 
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changeset | 253 | qed | 
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changeset | 254 | |
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changeset | 255 | subsection {* Product is a metric space *}
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changeset | 256 | |
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changeset | 257 | instantiation prod :: (metric_space, metric_space) metric_space | 
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changeset | 258 | begin | 
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changeset | 259 | |
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changeset | 260 | definition dist_prod_def: | 
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changeset | 261 | "dist x y = sqrt ((dist (fst x) (fst y))\<^sup>2 + (dist (snd x) (snd y))\<^sup>2)" | 
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changeset | 262 | |
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changeset | 263 | lemma dist_Pair_Pair: "dist (a, b) (c, d) = sqrt ((dist a c)\<^sup>2 + (dist b d)\<^sup>2)" | 
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changeset | 264 | unfolding dist_prod_def by simp | 
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changeset | 265 | |
| 36332 | 266 | lemma dist_fst_le: "dist (fst x) (fst y) \<le> dist x y" | 
| 53930 | 267 | unfolding dist_prod_def by (rule real_sqrt_sum_squares_ge1) | 
| 36332 | 268 | |
| 269 | lemma dist_snd_le: "dist (snd x) (snd y) \<le> dist x y" | |
| 53930 | 270 | unfolding dist_prod_def by (rule real_sqrt_sum_squares_ge2) | 
| 36332 | 271 | |
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changeset | 272 | instance proof | 
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changeset | 273 | fix x y :: "'a \<times> 'b" | 
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changeset | 274 | show "dist x y = 0 \<longleftrightarrow> x = y" | 
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changeset | 275 | unfolding dist_prod_def prod_eq_iff by simp | 
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changeset | 276 | next | 
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changeset | 277 | fix x y z :: "'a \<times> 'b" | 
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changeset | 278 | show "dist x y \<le> dist x z + dist y z" | 
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changeset | 279 | unfolding dist_prod_def | 
| 31563 | 280 | by (intro order_trans [OF _ real_sqrt_sum_squares_triangle_ineq] | 
| 281 | real_sqrt_le_mono add_mono power_mono dist_triangle2 zero_le_dist) | |
| 31415 | 282 | next | 
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changeset | 283 |   fix S :: "('a \<times> 'b) set"
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changeset | 284 | show "open S \<longleftrightarrow> (\<forall>x\<in>S. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S)" | 
| 31563 | 285 | proof | 
| 36332 | 286 | assume "open S" show "\<forall>x\<in>S. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S" | 
| 287 | proof | |
| 288 | fix x assume "x \<in> S" | |
| 289 | obtain A B where "open A" "open B" "x \<in> A \<times> B" "A \<times> B \<subseteq> S" | |
| 290 | using `open S` and `x \<in> S` by (rule open_prod_elim) | |
| 291 | obtain r where r: "0 < r" "\<forall>y. dist y (fst x) < r \<longrightarrow> y \<in> A" | |
| 292 | using `open A` and `x \<in> A \<times> B` unfolding open_dist by auto | |
| 293 | obtain s where s: "0 < s" "\<forall>y. dist y (snd x) < s \<longrightarrow> y \<in> B" | |
| 294 | using `open B` and `x \<in> A \<times> B` unfolding open_dist by auto | |
| 295 | let ?e = "min r s" | |
| 296 | have "0 < ?e \<and> (\<forall>y. dist y x < ?e \<longrightarrow> y \<in> S)" | |
| 297 | proof (intro allI impI conjI) | |
| 298 | show "0 < min r s" by (simp add: r(1) s(1)) | |
| 299 | next | |
| 300 | fix y assume "dist y x < min r s" | |
| 301 | hence "dist y x < r" and "dist y x < s" | |
| 302 | by simp_all | |
| 303 | hence "dist (fst y) (fst x) < r" and "dist (snd y) (snd x) < s" | |
| 304 | by (auto intro: le_less_trans dist_fst_le dist_snd_le) | |
| 305 | hence "fst y \<in> A" and "snd y \<in> B" | |
| 306 | by (simp_all add: r(2) s(2)) | |
| 307 | hence "y \<in> A \<times> B" by (induct y, simp) | |
| 308 | with `A \<times> B \<subseteq> S` show "y \<in> S" .. | |
| 309 | qed | |
| 310 | thus "\<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S" .. | |
| 311 | qed | |
| 31563 | 312 | next | 
| 44575 | 313 | assume *: "\<forall>x\<in>S. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S" show "open S" | 
| 314 | proof (rule open_prod_intro) | |
| 315 | fix x assume "x \<in> S" | |
| 316 | then obtain e where "0 < e" and S: "\<forall>y. dist y x < e \<longrightarrow> y \<in> S" | |
| 317 | using * by fast | |
| 318 | def r \<equiv> "e / sqrt 2" and s \<equiv> "e / sqrt 2" | |
| 319 | from `0 < e` have "0 < r" and "0 < s" | |
| 320 | unfolding r_def s_def by (simp_all add: divide_pos_pos) | |
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changeset | 321 | from `0 < e` have "e = sqrt (r\<^sup>2 + s\<^sup>2)" | 
| 44575 | 322 | unfolding r_def s_def by (simp add: power_divide) | 
| 323 |       def A \<equiv> "{y. dist (fst x) y < r}" and B \<equiv> "{y. dist (snd x) y < s}"
 | |
| 324 | have "open A" and "open B" | |
| 325 | unfolding A_def B_def by (simp_all add: open_ball) | |
| 326 | moreover have "x \<in> A \<times> B" | |
| 327 | unfolding A_def B_def mem_Times_iff | |
| 328 | using `0 < r` and `0 < s` by simp | |
| 329 | moreover have "A \<times> B \<subseteq> S" | |
| 330 | proof (clarify) | |
| 331 | fix a b assume "a \<in> A" and "b \<in> B" | |
| 332 | hence "dist a (fst x) < r" and "dist b (snd x) < s" | |
| 333 | unfolding A_def B_def by (simp_all add: dist_commute) | |
| 334 | hence "dist (a, b) x < e" | |
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changeset | 335 | unfolding dist_prod_def `e = sqrt (r\<^sup>2 + s\<^sup>2)` | 
| 44575 | 336 | by (simp add: add_strict_mono power_strict_mono) | 
| 337 | thus "(a, b) \<in> S" | |
| 338 | by (simp add: S) | |
| 339 | qed | |
| 340 | ultimately show "\<exists>A B. open A \<and> open B \<and> x \<in> A \<times> B \<and> A \<times> B \<subseteq> S" by fast | |
| 341 | qed | |
| 31563 | 342 | qed | 
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changeset | 343 | qed | 
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changeset | 344 | |
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changeset | 345 | end | 
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changeset | 346 | |
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changeset | 347 | lemma Cauchy_fst: "Cauchy X \<Longrightarrow> Cauchy (\<lambda>n. fst (X n))" | 
| 53930 | 348 | unfolding Cauchy_def by (fast elim: le_less_trans [OF dist_fst_le]) | 
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changeset | 349 | |
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changeset | 350 | lemma Cauchy_snd: "Cauchy X \<Longrightarrow> Cauchy (\<lambda>n. snd (X n))" | 
| 53930 | 351 | unfolding Cauchy_def by (fast elim: le_less_trans [OF dist_snd_le]) | 
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changeset | 352 | |
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changeset | 353 | lemma Cauchy_Pair: | 
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changeset | 354 | assumes "Cauchy X" and "Cauchy Y" | 
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changeset | 355 | shows "Cauchy (\<lambda>n. (X n, Y n))" | 
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changeset | 356 | proof (rule metric_CauchyI) | 
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changeset | 357 | fix r :: real assume "0 < r" | 
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changeset | 358 | then have "0 < r / sqrt 2" (is "0 < ?s") | 
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changeset | 359 | by (simp add: divide_pos_pos) | 
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changeset | 360 | obtain M where M: "\<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m) (X n) < ?s" | 
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changeset | 361 | using metric_CauchyD [OF `Cauchy X` `0 < ?s`] .. | 
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changeset | 362 | obtain N where N: "\<forall>m\<ge>N. \<forall>n\<ge>N. dist (Y m) (Y n) < ?s" | 
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changeset | 363 | using metric_CauchyD [OF `Cauchy Y` `0 < ?s`] .. | 
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changeset | 364 | have "\<forall>m\<ge>max M N. \<forall>n\<ge>max M N. dist (X m, Y m) (X n, Y n) < r" | 
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changeset | 365 | using M N by (simp add: real_sqrt_sum_squares_less dist_Pair_Pair) | 
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changeset | 366 | then show "\<exists>n0. \<forall>m\<ge>n0. \<forall>n\<ge>n0. dist (X m, Y m) (X n, Y n) < r" .. | 
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changeset | 367 | qed | 
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changeset | 368 | |
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changeset | 369 | subsection {* Product is a complete metric space *}
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changeset | 370 | |
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changeset | 371 | instance prod :: (complete_space, complete_space) complete_space | 
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changeset | 372 | proof | 
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changeset | 373 | fix X :: "nat \<Rightarrow> 'a \<times> 'b" assume "Cauchy X" | 
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changeset | 374 | have 1: "(\<lambda>n. fst (X n)) ----> lim (\<lambda>n. fst (X n))" | 
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changeset | 375 | using Cauchy_fst [OF `Cauchy X`] | 
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changeset | 376 | by (simp add: Cauchy_convergent_iff convergent_LIMSEQ_iff) | 
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changeset | 377 | have 2: "(\<lambda>n. snd (X n)) ----> lim (\<lambda>n. snd (X n))" | 
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changeset | 378 | using Cauchy_snd [OF `Cauchy X`] | 
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changeset | 379 | by (simp add: Cauchy_convergent_iff convergent_LIMSEQ_iff) | 
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changeset | 380 | have "X ----> (lim (\<lambda>n. fst (X n)), lim (\<lambda>n. snd (X n)))" | 
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changeset | 381 | using tendsto_Pair [OF 1 2] by simp | 
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changeset | 382 | then show "convergent X" | 
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changeset | 383 | by (rule convergentI) | 
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changeset | 384 | qed | 
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changeset | 385 | |
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changeset | 386 | subsection {* Product is a normed vector space *}
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changeset | 387 | |
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changeset | 388 | instantiation prod :: (real_normed_vector, real_normed_vector) real_normed_vector | 
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changeset | 389 | begin | 
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changeset | 390 | |
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changeset | 391 | definition norm_prod_def: | 
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changeset | 392 | "norm x = sqrt ((norm (fst x))\<^sup>2 + (norm (snd x))\<^sup>2)" | 
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changeset | 393 | |
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changeset | 394 | definition sgn_prod_def: | 
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changeset | 395 | "sgn (x::'a \<times> 'b) = scaleR (inverse (norm x)) x" | 
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changeset | 396 | |
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changeset | 397 | lemma norm_Pair: "norm (a, b) = sqrt ((norm a)\<^sup>2 + (norm b)\<^sup>2)" | 
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changeset | 398 | unfolding norm_prod_def by simp | 
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changeset | 399 | |
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changeset | 400 | instance proof | 
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changeset | 401 | fix r :: real and x y :: "'a \<times> 'b" | 
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changeset | 402 | show "norm x = 0 \<longleftrightarrow> x = 0" | 
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changeset | 403 | unfolding norm_prod_def | 
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changeset | 404 | by (simp add: prod_eq_iff) | 
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changeset | 405 | show "norm (x + y) \<le> norm x + norm y" | 
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changeset | 406 | unfolding norm_prod_def | 
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changeset | 407 | apply (rule order_trans [OF _ real_sqrt_sum_squares_triangle_ineq]) | 
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changeset | 408 | apply (simp add: add_mono power_mono norm_triangle_ineq) | 
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changeset | 409 | done | 
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changeset | 410 | show "norm (scaleR r x) = \<bar>r\<bar> * norm x" | 
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changeset | 411 | unfolding norm_prod_def | 
| 31587 | 412 | apply (simp add: power_mult_distrib) | 
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changeset | 413 | apply (simp add: distrib_left [symmetric]) | 
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changeset | 414 | apply (simp add: real_sqrt_mult_distrib) | 
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changeset | 415 | done | 
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changeset | 416 | show "sgn x = scaleR (inverse (norm x)) x" | 
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changeset | 417 | by (rule sgn_prod_def) | 
| 31290 | 418 | show "dist x y = norm (x - y)" | 
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changeset | 419 | unfolding dist_prod_def norm_prod_def | 
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changeset | 420 | by (simp add: dist_norm) | 
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changeset | 421 | qed | 
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changeset | 422 | |
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changeset | 423 | end | 
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changeset | 424 | |
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changeset | 425 | instance prod :: (banach, banach) banach .. | 
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changeset | 426 | |
| 44575 | 427 | subsubsection {* Pair operations are linear *}
 | 
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changeset | 428 | |
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changeset | 429 | lemma bounded_linear_fst: "bounded_linear fst" | 
| 44127 | 430 | using fst_add fst_scaleR | 
| 431 | by (rule bounded_linear_intro [where K=1], simp add: norm_prod_def) | |
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changeset | 432 | |
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changeset | 433 | lemma bounded_linear_snd: "bounded_linear snd" | 
| 44127 | 434 | using snd_add snd_scaleR | 
| 435 | by (rule bounded_linear_intro [where K=1], simp add: norm_prod_def) | |
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changeset | 436 | |
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changeset | 437 | text {* TODO: move to NthRoot *}
 | 
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changeset | 438 | lemma sqrt_add_le_add_sqrt: | 
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changeset | 439 | assumes x: "0 \<le> x" and y: "0 \<le> y" | 
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changeset | 440 | shows "sqrt (x + y) \<le> sqrt x + sqrt y" | 
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changeset | 441 | apply (rule power2_le_imp_le) | 
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changeset | 442 | apply (simp add: power2_sum x y) | 
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changeset | 443 | apply (simp add: mult_nonneg_nonneg x y) | 
| 44126 | 444 | apply (simp add: x y) | 
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changeset | 445 | done | 
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changeset | 446 | |
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changeset | 447 | lemma bounded_linear_Pair: | 
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changeset | 448 | assumes f: "bounded_linear f" | 
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changeset | 449 | assumes g: "bounded_linear g" | 
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changeset | 450 | shows "bounded_linear (\<lambda>x. (f x, g x))" | 
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changeset | 451 | proof | 
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changeset | 452 | interpret f: bounded_linear f by fact | 
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changeset | 453 | interpret g: bounded_linear g by fact | 
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changeset | 454 | fix x y and r :: real | 
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changeset | 455 | show "(f (x + y), g (x + y)) = (f x, g x) + (f y, g y)" | 
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changeset | 456 | by (simp add: f.add g.add) | 
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changeset | 457 | show "(f (r *\<^sub>R x), g (r *\<^sub>R x)) = r *\<^sub>R (f x, g x)" | 
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changeset | 458 | by (simp add: f.scaleR g.scaleR) | 
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changeset | 459 | obtain Kf where "0 < Kf" and norm_f: "\<And>x. norm (f x) \<le> norm x * Kf" | 
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changeset | 460 | using f.pos_bounded by fast | 
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changeset | 461 | obtain Kg where "0 < Kg" and norm_g: "\<And>x. norm (g x) \<le> norm x * Kg" | 
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changeset | 462 | using g.pos_bounded by fast | 
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changeset | 463 | have "\<forall>x. norm (f x, g x) \<le> norm x * (Kf + Kg)" | 
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changeset | 464 | apply (rule allI) | 
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changeset | 465 | apply (simp add: norm_Pair) | 
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changeset | 466 | apply (rule order_trans [OF sqrt_add_le_add_sqrt], simp, simp) | 
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changeset | 467 | apply (simp add: distrib_left) | 
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changeset | 468 | apply (rule add_mono [OF norm_f norm_g]) | 
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changeset | 469 | done | 
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changeset | 470 | then show "\<exists>K. \<forall>x. norm (f x, g x) \<le> norm x * K" .. | 
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changeset | 471 | qed | 
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changeset | 472 | |
| 44575 | 473 | subsubsection {* Frechet derivatives involving pairs *}
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changeset | 474 | |
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changeset | 475 | lemma FDERIV_Pair [FDERIV_intros]: | 
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changeset | 476 | assumes f: "FDERIV f x : s :> f'" and g: "FDERIV g x : s :> g'" | 
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changeset | 477 | shows "FDERIV (\<lambda>x. (f x, g x)) x : s :> (\<lambda>h. (f' h, g' h))" | 
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changeset | 478 | proof (rule FDERIV_I_sandwich[of 1]) | 
| 44575 | 479 | show "bounded_linear (\<lambda>h. (f' h, g' h))" | 
| 480 | using f g by (intro bounded_linear_Pair FDERIV_bounded_linear) | |
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changeset | 481 | let ?Rf = "\<lambda>y. f y - f x - f' (y - x)" | 
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changeset | 482 | let ?Rg = "\<lambda>y. g y - g x - g' (y - x)" | 
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changeset | 483 | let ?R = "\<lambda>y. ((f y, g y) - (f x, g x) - (f' (y - x), g' (y - x)))" | 
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changeset | 484 | |
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changeset | 485 | show "((\<lambda>y. norm (?Rf y) / norm (y - x) + norm (?Rg y) / norm (y - x)) ---> 0) (at x within s)" | 
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changeset | 486 | using f g by (intro tendsto_add_zero) (auto simp: FDERIV_iff_norm) | 
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changeset | 487 | |
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changeset | 488 | fix y :: 'a assume "y \<noteq> x" | 
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changeset | 489 | show "norm (?R y) / norm (y - x) \<le> norm (?Rf y) / norm (y - x) + norm (?Rg y) / norm (y - x)" | 
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changeset | 490 | unfolding add_divide_distrib [symmetric] | 
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changeset | 491 | by (simp add: norm_Pair divide_right_mono order_trans [OF sqrt_add_le_add_sqrt]) | 
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changeset | 492 | qed simp | 
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changeset | 493 | |
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changeset | 494 | lemmas FDERIV_fst [FDERIV_intros] = bounded_linear.FDERIV [OF bounded_linear_fst] | 
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changeset | 495 | lemmas FDERIV_snd [FDERIV_intros] = bounded_linear.FDERIV [OF bounded_linear_snd] | 
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changeset | 496 | |
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changeset | 497 | lemma FDERIV_split [FDERIV_intros]: | 
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changeset | 498 | "((\<lambda>p. f (fst p) (snd p)) has_derivative f') F \<Longrightarrow> ((\<lambda>(a, b). f a b) has_derivative f') F" | 
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changeset | 499 | unfolding split_beta' . | 
| 44575 | 500 | |
| 501 | subsection {* Product is an inner product space *}
 | |
| 502 | ||
| 503 | instantiation prod :: (real_inner, real_inner) real_inner | |
| 504 | begin | |
| 505 | ||
| 506 | definition inner_prod_def: | |
| 507 | "inner x y = inner (fst x) (fst y) + inner (snd x) (snd y)" | |
| 508 | ||
| 509 | lemma inner_Pair [simp]: "inner (a, b) (c, d) = inner a c + inner b d" | |
| 510 | unfolding inner_prod_def by simp | |
| 511 | ||
| 512 | instance proof | |
| 513 | fix r :: real | |
| 514 | fix x y z :: "'a::real_inner \<times> 'b::real_inner" | |
| 515 | show "inner x y = inner y x" | |
| 516 | unfolding inner_prod_def | |
| 517 | by (simp add: inner_commute) | |
| 518 | show "inner (x + y) z = inner x z + inner y z" | |
| 519 | unfolding inner_prod_def | |
| 520 | by (simp add: inner_add_left) | |
| 521 | show "inner (scaleR r x) y = r * inner x y" | |
| 522 | unfolding inner_prod_def | |
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changeset | 523 | by (simp add: distrib_left) | 
| 44575 | 524 | show "0 \<le> inner x x" | 
| 525 | unfolding inner_prod_def | |
| 526 | by (intro add_nonneg_nonneg inner_ge_zero) | |
| 527 | show "inner x x = 0 \<longleftrightarrow> x = 0" | |
| 528 | unfolding inner_prod_def prod_eq_iff | |
| 529 | by (simp add: add_nonneg_eq_0_iff) | |
| 530 | show "norm x = sqrt (inner x x)" | |
| 531 | unfolding norm_prod_def inner_prod_def | |
| 532 | by (simp add: power2_norm_eq_inner) | |
| 533 | qed | |
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changeset | 534 | |
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changeset | 535 | end | 
| 44575 | 536 | |
| 537 | end |