src/HOL/Limits.thy

Generalised two results concerning limits from the real numbers to type classes

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

section \<open>Limits on Real Vector Spaces\<close>

theory Limits
  imports Real_Vector_Spaces
begin

subsection \<open>Filter going to infinity norm\<close>

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

lemma eventually_at_infinity: "eventually P at_infinity \<longleftrightarrow> (\<exists>b. \<forall>x. b \<le> norm x \<longrightarrow> P x)"
  unfolding at_infinity_def
  by (subst eventually_INF_base)
     (auto simp: subset_eq eventually_principal intro!: exI[of _ "max a b" for a b])

corollary eventually_at_infinity_pos:
  "eventually p at_infinity \<longleftrightarrow> (\<exists>b. 0 < b \<and> (\<forall>x. norm x \<ge> b \<longrightarrow> p x))"
  unfolding eventually_at_infinity
  by (meson le_less_trans norm_ge_zero not_le zero_less_one)

lemma at_infinity_eq_at_top_bot: "(at_infinity :: real filter) = sup at_top at_bot"
proof -
  have 1: "\<lbrakk>\<forall>n\<ge>u. A n; \<forall>n\<le>v. A n\<rbrakk>
       \<Longrightarrow> \<exists>b. \<forall>x. b \<le> \<bar>x\<bar> \<longrightarrow> A x" for A and u v::real
    by (rule_tac x="max (- v) u" in exI) (auto simp: abs_real_def)
  have 2: "\<forall>x. u \<le> \<bar>x\<bar> \<longrightarrow> A x \<Longrightarrow> \<exists>N. \<forall>n\<ge>N. A n" for A and u::real
    by (meson abs_less_iff le_cases less_le_not_le)
  have 3: "\<forall>x. u \<le> \<bar>x\<bar> \<longrightarrow> A x \<Longrightarrow> \<exists>N. \<forall>n\<le>N. A n" for A and u::real
    by (metis (full_types) abs_ge_self abs_minus_cancel le_minus_iff order_trans)
  show ?thesis
    by (auto simp: filter_eq_iff eventually_sup eventually_at_infinity
      eventually_at_top_linorder eventually_at_bot_linorder intro: 1 2 3)
qed

lemma at_top_le_at_infinity: "at_top \<le> (at_infinity :: real filter)"
  unfolding at_infinity_eq_at_top_bot by simp

lemma at_bot_le_at_infinity: "at_bot \<le> (at_infinity :: real filter)"
  unfolding at_infinity_eq_at_top_bot by simp

lemma filterlim_at_top_imp_at_infinity: "filterlim f at_top F \<Longrightarrow> filterlim f at_infinity F"
  for f :: "_ \<Rightarrow> real"
  by (rule filterlim_mono[OF _ at_top_le_at_infinity order_refl])

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

lemma lim_infinity_imp_sequentially: "(f \<longlongrightarrow> l) at_infinity \<Longrightarrow> ((\<lambda>n. f(n)) \<longlongrightarrow> l) sequentially"
  by (simp add: filterlim_at_top_imp_at_infinity filterlim_compose filterlim_real_sequentially)


subsubsection \<open>Boundedness\<close>

definition Bfun :: "('a \<Rightarrow> 'b::metric_space) \<Rightarrow> 'a filter \<Rightarrow> bool"
  where Bfun_metric_def: "Bfun f F = (\<exists>y. \<exists>K>0. eventually (\<lambda>x. dist (f x) y \<le> K) F)"

abbreviation Bseq :: "(nat \<Rightarrow> 'a::metric_space) \<Rightarrow> bool"
  where "Bseq X \<equiv> Bfun X sequentially"

lemma Bseq_conv_Bfun: "Bseq X \<longleftrightarrow> Bfun X sequentially" ..

lemma Bseq_ignore_initial_segment: "Bseq X \<Longrightarrow> Bseq (\<lambda>n. X (n + k))"
  unfolding Bfun_metric_def by (subst eventually_sequentially_seg)

lemma Bseq_offset: "Bseq (\<lambda>n. X (n + k)) \<Longrightarrow> Bseq X"
  unfolding Bfun_metric_def by (subst (asm) eventually_sequentially_seg)

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

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

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

lemma Cauchy_Bseq:
  assumes "Cauchy X" shows "Bseq X"
proof -
  have "\<exists>y K. 0 < K \<and> (\<exists>N. \<forall>n\<ge>N. dist (X n) y \<le> K)"
    if "\<And>m n. \<lbrakk>m \<ge> M; n \<ge> M\<rbrakk> \<Longrightarrow> dist (X m) (X n) < 1" for M
    by (meson order.order_iff_strict that zero_less_one)
  with assms show ?thesis
    by (force simp: Cauchy_def Bfun_metric_def eventually_sequentially)
qed

subsubsection \<open>Bounded Sequences\<close>

lemma BseqI': "(\<And>n. norm (X n) \<le> K) \<Longrightarrow> Bseq X"
  by (intro BfunI) (auto simp: eventually_sequentially)

lemma BseqI2': "\<forall>n\<ge>N. norm (X n) \<le> K \<Longrightarrow> Bseq X"
  by (intro BfunI) (auto simp: eventually_sequentially)

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

lemma BseqE: "Bseq X \<Longrightarrow> (\<And>K. 0 < K \<Longrightarrow> \<forall>n. norm (X n) \<le> K \<Longrightarrow> Q) \<Longrightarrow> Q"
  unfolding Bseq_def by auto

lemma BseqD: "Bseq X \<Longrightarrow> \<exists>K. 0 < K \<and> (\<forall>n. norm (X n) \<le> K)"
  by (simp add: Bseq_def)

lemma BseqI: "0 < K \<Longrightarrow> \<forall>n. norm (X n) \<le> K \<Longrightarrow> Bseq X"
  by (auto simp: Bseq_def)

lemma Bseq_bdd_above: "Bseq X \<Longrightarrow> bdd_above (range X)"
  for X :: "nat \<Rightarrow> real"
proof (elim BseqE, intro bdd_aboveI2)
  fix K n
  assume "0 < K" "\<forall>n. norm (X n) \<le> K"
  then show "X n \<le> K"
    by (auto elim!: allE[of _ n])
qed

lemma Bseq_bdd_above': "Bseq X \<Longrightarrow> bdd_above (range (\<lambda>n. norm (X n)))"
  for X :: "nat \<Rightarrow> 'a :: real_normed_vector"
proof (elim BseqE, intro bdd_aboveI2)
  fix K n
  assume "0 < K" "\<forall>n. norm (X n) \<le> K"
  then show "norm (X n) \<le> K"
    by (auto elim!: allE[of _ n])
qed

lemma Bseq_bdd_below: "Bseq X \<Longrightarrow> bdd_below (range X)"
  for X :: "nat \<Rightarrow> real"
proof (elim BseqE, intro bdd_belowI2)
  fix K n
  assume "0 < K" "\<forall>n. norm (X n) \<le> K"
  then show "- K \<le> X n"
    by (auto elim!: allE[of _ n])
qed

lemma Bseq_eventually_mono:
  assumes "eventually (\<lambda>n. norm (f n) \<le> norm (g n)) sequentially" "Bseq g"
  shows "Bseq f"
proof -
  from assms(2) obtain K where "0 < K" and "eventually (\<lambda>n. norm (g n) \<le> K) sequentially"
    unfolding Bfun_def by fast
  with assms(1) have "eventually (\<lambda>n. norm (f n) \<le> K) sequentially"
    by (fast elim: eventually_elim2 order_trans)
  with \<open>0 < K\<close> show "Bseq f"
    unfolding Bfun_def by fast
qed

lemma lemma_NBseq_def: "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) \<longleftrightarrow> (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
proof safe
  fix K :: real
  from reals_Archimedean2 obtain n :: nat where "K < real n" ..
  then have "K \<le> real (Suc n)" by auto
  moreover assume "\<forall>m. norm (X m) \<le> K"
  ultimately have "\<forall>m. norm (X m) \<le> real (Suc n)"
    by (blast intro: order_trans)
  then show "\<exists>N. \<forall>n. norm (X n) \<le> real (Suc N)" ..
next
  show "\<And>N. \<forall>n. norm (X n) \<le> real (Suc N) \<Longrightarrow> \<exists>K>0. \<forall>n. norm (X n) \<le> K"
    using of_nat_0_less_iff by blast
qed

text \<open>Alternative definition for \<open>Bseq\<close>.\<close>
lemma Bseq_iff: "Bseq X \<longleftrightarrow> (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
  by (simp add: Bseq_def) (simp add: lemma_NBseq_def)

lemma lemma_NBseq_def2: "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"
proof -
  have *: "\<And>N. \<forall>n. norm (X n) \<le> 1 + real N \<Longrightarrow>
         \<exists>N. \<forall>n. norm (X n) < 1 + real N"
    by (metis add.commute le_less_trans less_add_one of_nat_Suc)
  then show ?thesis
    unfolding lemma_NBseq_def
    by (metis less_le_not_le not_less_iff_gr_or_eq of_nat_Suc)
qed

text \<open>Yet another definition for Bseq.\<close>
lemma Bseq_iff1a: "Bseq X \<longleftrightarrow> (\<exists>N. \<forall>n. norm (X n) < real (Suc N))"
  by (simp add: Bseq_def lemma_NBseq_def2)

subsubsection \<open>A Few More Equivalence Theorems for Boundedness\<close>

text \<open>Alternative formulation for boundedness.\<close>
lemma Bseq_iff2: "Bseq X \<longleftrightarrow> (\<exists>k > 0. \<exists>x. \<forall>n. norm (X n + - x) \<le> k)"
  by (metis BseqE BseqI' add.commute add_cancel_right_left add_uminus_conv_diff norm_add_leD
            norm_minus_cancel norm_minus_commute)

text \<open>Alternative formulation for boundedness.\<close>
lemma Bseq_iff3: "Bseq X \<longleftrightarrow> (\<exists>k>0. \<exists>N. \<forall>n. norm (X n + - X N) \<le> k)"
  (is "?P \<longleftrightarrow> ?Q")
proof
  assume ?P
  then obtain K where *: "0 < K" and **: "\<And>n. norm (X n) \<le> K"
    by (auto simp: Bseq_def)
  from * have "0 < K + norm (X 0)" by (rule order_less_le_trans) simp
  from ** have "\<forall>n. norm (X n - X 0) \<le> K + norm (X 0)"
    by (auto intro: order_trans norm_triangle_ineq4)
  then have "\<forall>n. norm (X n + - X 0) \<le> K + norm (X 0)"
    by simp
  with \<open>0 < K + norm (X 0)\<close> show ?Q by blast
next
  assume ?Q
  then show ?P by (auto simp: Bseq_iff2)
qed


subsubsection \<open>Upper Bounds and Lubs of Bounded Sequences\<close>

lemma Bseq_minus_iff: "Bseq (\<lambda>n. - (X n) :: 'a::real_normed_vector) \<longleftrightarrow> Bseq X"
  by (simp add: Bseq_def)

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

lemma Bseq_add_iff: "Bseq (\<lambda>x. f x + c) \<longleftrightarrow> Bseq f"
  for f :: "nat \<Rightarrow> 'a::real_normed_vector"
  using Bseq_add[of f c] Bseq_add[of "\<lambda>x. f x + c" "-c"] by auto

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

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

lemma Bseq_cmult_iff:
  fixes c :: "'a::real_normed_field"
  assumes "c \<noteq> 0"
  shows "Bseq (\<lambda>x. c * f x) \<longleftrightarrow> Bseq f"
proof
  assume "Bseq (\<lambda>x. c * f x)"
  with Bfun_const have "Bseq (\<lambda>x. inverse c * (c * f x))"
    by (rule Bseq_mult)
  with \<open>c \<noteq> 0\<close> show "Bseq f"
    by (simp add: divide_simps)
qed (intro Bseq_mult Bfun_const)

lemma Bseq_subseq: "Bseq f \<Longrightarrow> Bseq (\<lambda>x. f (g x))"
  for f :: "nat \<Rightarrow> 'a::real_normed_vector"
  unfolding Bseq_def by auto

lemma Bseq_Suc_iff: "Bseq (\<lambda>n. f (Suc n)) \<longleftrightarrow> Bseq f"
  for f :: "nat \<Rightarrow> 'a::real_normed_vector"
  using Bseq_offset[of f 1] by (auto intro: Bseq_subseq)

lemma increasing_Bseq_subseq_iff:
  assumes "\<And>x y. x \<le> y \<Longrightarrow> norm (f x :: 'a::real_normed_vector) \<le> norm (f y)" "strict_mono g"
  shows "Bseq (\<lambda>x. f (g x)) \<longleftrightarrow> Bseq f"
proof
  assume "Bseq (\<lambda>x. f (g x))"
  then obtain K where K: "\<And>x. norm (f (g x)) \<le> K"
    unfolding Bseq_def by auto
  {
    fix x :: nat
    from filterlim_subseq[OF assms(2)] obtain y where "g y \<ge> x"
      by (auto simp: filterlim_at_top eventually_at_top_linorder)
    then have "norm (f x) \<le> norm (f (g y))"
      using assms(1) by blast
    also have "norm (f (g y)) \<le> K" by (rule K)
    finally have "norm (f x) \<le> K" .
  }
  then show "Bseq f" by (rule BseqI')
qed (use Bseq_subseq[of f g] in simp_all)

lemma nonneg_incseq_Bseq_subseq_iff:
  fixes f :: "nat \<Rightarrow> real"
    and g :: "nat \<Rightarrow> nat"
  assumes "\<And>x. f x \<ge> 0" "incseq f" "strict_mono g"
  shows "Bseq (\<lambda>x. f (g x)) \<longleftrightarrow> Bseq f"
  using assms by (intro increasing_Bseq_subseq_iff) (auto simp: incseq_def)

lemma Bseq_eq_bounded: "range f \<subseteq> {a..b} \<Longrightarrow> Bseq f"
  for a b :: real
proof (rule BseqI'[where K="max (norm a) (norm b)"])
  fix n assume "range f \<subseteq> {a..b}"
  then have "f n \<in> {a..b}"
    by blast
  then show "norm (f n) \<le> max (norm a) (norm b)"
    by auto
qed

lemma incseq_bounded: "incseq X \<Longrightarrow> \<forall>i. X i \<le> B \<Longrightarrow> Bseq X"
  for B :: real
  by (intro Bseq_eq_bounded[of X "X 0" B]) (auto simp: incseq_def)

lemma decseq_bounded: "decseq X \<Longrightarrow> \<forall>i. B \<le> X i \<Longrightarrow> Bseq X"
  for B :: real
  by (intro Bseq_eq_bounded[of X B "X 0"]) (auto simp: decseq_def)


subsection \<open>Convergence to Zero\<close>

definition Zfun :: "('a \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a filter \<Rightarrow> bool"
  where "Zfun f F = (\<forall>r>0. eventually (\<lambda>x. norm (f x) < r) F)"

lemma ZfunI: "(\<And>r. 0 < r \<Longrightarrow> eventually (\<lambda>x. norm (f x) < r) F) \<Longrightarrow> Zfun f F"
  by (simp add: Zfun_def)

lemma ZfunD: "Zfun f F \<Longrightarrow> 0 < r \<Longrightarrow> eventually (\<lambda>x. norm (f x) < r) F"
  by (simp add: Zfun_def)

lemma Zfun_ssubst: "eventually (\<lambda>x. f x = g x) F \<Longrightarrow> Zfun g F \<Longrightarrow> Zfun f F"
  unfolding Zfun_def by (auto elim!: eventually_rev_mp)

lemma Zfun_zero: "Zfun (\<lambda>x. 0) F"
  unfolding Zfun_def by simp

lemma Zfun_norm_iff: "Zfun (\<lambda>x. norm (f x)) F = Zfun (\<lambda>x. f x) F"
  unfolding Zfun_def by simp

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

lemma Zfun_le: "Zfun g F \<Longrightarrow> \<forall>x. norm (f x) \<le> norm (g x) \<Longrightarrow> Zfun f F"
  by (erule Zfun_imp_Zfun [where K = 1]) simp

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

lemma Zfun_minus: "Zfun f F \<Longrightarrow> Zfun (\<lambda>x. - f x) F"
  unfolding Zfun_def by simp

lemma Zfun_diff: "Zfun f F \<Longrightarrow> Zfun g F \<Longrightarrow> Zfun (\<lambda>x. f x - g x) F"
  using Zfun_add [of f F "\<lambda>x. - g x"] by (simp add: Zfun_minus)

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

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

lemma (in bounded_bilinear) Zfun_left: "Zfun f F \<Longrightarrow> Zfun (\<lambda>x. f x ** a) F"
  by (rule bounded_linear_left [THEN bounded_linear.Zfun])

lemma (in bounded_bilinear) Zfun_right: "Zfun f F \<Longrightarrow> Zfun (\<lambda>x. a ** f x) F"
  by (rule bounded_linear_right [THEN bounded_linear.Zfun])

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

lemma tendsto_Zfun_iff: "(f \<longlongrightarrow> a) F = Zfun (\<lambda>x. f x - a) F"
  by (simp only: tendsto_iff Zfun_def dist_norm)

lemma tendsto_0_le:
  "(f \<longlongrightarrow> 0) F \<Longrightarrow> eventually (\<lambda>x. norm (g x) \<le> norm (f x) * K) F \<Longrightarrow> (g \<longlongrightarrow> 0) F"
  by (simp add: Zfun_imp_Zfun tendsto_Zfun_iff)


subsubsection \<open>Distance and norms\<close>

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

lemma continuous_dist[continuous_intros]:
  fixes f g :: "_ \<Rightarrow> 'a :: metric_space"
  shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. dist (f x) (g x))"
  unfolding continuous_def by (rule tendsto_dist)

lemma continuous_on_dist[continuous_intros]:
  fixes f g :: "_ \<Rightarrow> 'a :: metric_space"
  shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. dist (f x) (g x))"
  unfolding continuous_on_def by (auto intro: tendsto_dist)

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

lemma tendsto_norm [tendsto_intros]: "(f \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. norm (f x)) \<longlongrightarrow> norm a) F"
  unfolding norm_conv_dist by (intro tendsto_intros)

lemma continuous_norm [continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. norm (f x))"
  unfolding continuous_def by (rule tendsto_norm)

lemma continuous_on_norm [continuous_intros]:
  "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. norm (f x))"
  unfolding continuous_on_def by (auto intro: tendsto_norm)

lemma tendsto_norm_zero: "(f \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. norm (f x)) \<longlongrightarrow> 0) F"
  by (drule tendsto_norm) simp

lemma tendsto_norm_zero_cancel: "((\<lambda>x. norm (f x)) \<longlongrightarrow> 0) F \<Longrightarrow> (f \<longlongrightarrow> 0) F"
  unfolding tendsto_iff dist_norm by simp

lemma tendsto_norm_zero_iff: "((\<lambda>x. norm (f x)) \<longlongrightarrow> 0) F \<longleftrightarrow> (f \<longlongrightarrow> 0) F"
  unfolding tendsto_iff dist_norm by simp

lemma tendsto_rabs [tendsto_intros]: "(f \<longlongrightarrow> l) F \<Longrightarrow> ((\<lambda>x. \<bar>f x\<bar>) \<longlongrightarrow> \<bar>l\<bar>) F"
  for l :: real
  by (fold real_norm_def) (rule tendsto_norm)

lemma continuous_rabs [continuous_intros]:
  "continuous F f \<Longrightarrow> continuous F (\<lambda>x. \<bar>f x :: real\<bar>)"
  unfolding real_norm_def[symmetric] by (rule continuous_norm)

lemma continuous_on_rabs [continuous_intros]:
  "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. \<bar>f x :: real\<bar>)"
  unfolding real_norm_def[symmetric] by (rule continuous_on_norm)

lemma tendsto_rabs_zero: "(f \<longlongrightarrow> (0::real)) F \<Longrightarrow> ((\<lambda>x. \<bar>f x\<bar>) \<longlongrightarrow> 0) F"
  by (fold real_norm_def) (rule tendsto_norm_zero)

lemma tendsto_rabs_zero_cancel: "((\<lambda>x. \<bar>f x\<bar>) \<longlongrightarrow> (0::real)) F \<Longrightarrow> (f \<longlongrightarrow> 0) F"
  by (fold real_norm_def) (rule tendsto_norm_zero_cancel)

lemma tendsto_rabs_zero_iff: "((\<lambda>x. \<bar>f x\<bar>) \<longlongrightarrow> (0::real)) F \<longleftrightarrow> (f \<longlongrightarrow> 0) F"
  by (fold real_norm_def) (rule tendsto_norm_zero_iff)


subsection \<open>Topological Monoid\<close>

class topological_monoid_add = topological_space + monoid_add +
  assumes tendsto_add_Pair: "LIM x (nhds a \<times>\<^sub>F nhds b). fst x + snd x :> nhds (a + b)"

class topological_comm_monoid_add = topological_monoid_add + comm_monoid_add

lemma tendsto_add [tendsto_intros]:
  fixes a b :: "'a::topological_monoid_add"
  shows "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> ((\<lambda>x. f x + g x) \<longlongrightarrow> a + b) F"
  using filterlim_compose[OF tendsto_add_Pair, of "\<lambda>x. (f x, g x)" a b F]
  by (simp add: nhds_prod[symmetric] tendsto_Pair)

lemma continuous_add [continuous_intros]:
  fixes f g :: "_ \<Rightarrow> 'b::topological_monoid_add"
  shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x + g x)"
  unfolding continuous_def by (rule tendsto_add)

lemma continuous_on_add [continuous_intros]:
  fixes f g :: "_ \<Rightarrow> 'b::topological_monoid_add"
  shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f x + g x)"
  unfolding continuous_on_def by (auto intro: tendsto_add)

lemma tendsto_add_zero:
  fixes f g :: "_ \<Rightarrow> 'b::topological_monoid_add"
  shows "(f \<longlongrightarrow> 0) F \<Longrightarrow> (g \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. f x + g x) \<longlongrightarrow> 0) F"
  by (drule (1) tendsto_add) simp

lemma tendsto_sum [tendsto_intros]:
  fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::topological_comm_monoid_add"
  shows "(\<And>i. i \<in> I \<Longrightarrow> (f i \<longlongrightarrow> a i) F) \<Longrightarrow> ((\<lambda>x. \<Sum>i\<in>I. f i x) \<longlongrightarrow> (\<Sum>i\<in>I. a i)) F"
  by (induct I rule: infinite_finite_induct) (simp_all add: tendsto_add)

lemma tendsto_null_sum:
  fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::topological_comm_monoid_add"
  assumes "\<And>i. i \<in> I \<Longrightarrow> ((\<lambda>x. f x i) \<longlongrightarrow> 0) F"
  shows "((\<lambda>i. sum (f i) I) \<longlongrightarrow> 0) F"
  using tendsto_sum [of I "\<lambda>x y. f y x" "\<lambda>x. 0"] assms by simp

lemma continuous_sum [continuous_intros]:
  fixes f :: "'a \<Rightarrow> 'b::t2_space \<Rightarrow> 'c::topological_comm_monoid_add"
  shows "(\<And>i. i \<in> I \<Longrightarrow> continuous F (f i)) \<Longrightarrow> continuous F (\<lambda>x. \<Sum>i\<in>I. f i x)"
  unfolding continuous_def by (rule tendsto_sum)

lemma continuous_on_sum [continuous_intros]:
  fixes f :: "'a \<Rightarrow> 'b::topological_space \<Rightarrow> 'c::topological_comm_monoid_add"
  shows "(\<And>i. i \<in> I \<Longrightarrow> continuous_on S (f i)) \<Longrightarrow> continuous_on S (\<lambda>x. \<Sum>i\<in>I. f i x)"
  unfolding continuous_on_def by (auto intro: tendsto_sum)

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

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


subsubsection \<open>Topological group\<close>

class topological_group_add = topological_monoid_add + group_add +
  assumes tendsto_uminus_nhds: "(uminus \<longlongrightarrow> - a) (nhds a)"
begin

lemma tendsto_minus [tendsto_intros]: "(f \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. - f x) \<longlongrightarrow> - a) F"
  by (rule filterlim_compose[OF tendsto_uminus_nhds])

end

class topological_ab_group_add = topological_group_add + ab_group_add

instance topological_ab_group_add < topological_comm_monoid_add ..

lemma continuous_minus [continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. - f x)"
  for f :: "'a::t2_space \<Rightarrow> 'b::topological_group_add"
  unfolding continuous_def by (rule tendsto_minus)

lemma continuous_on_minus [continuous_intros]: "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. - f x)"
  for f :: "_ \<Rightarrow> 'b::topological_group_add"
  unfolding continuous_on_def by (auto intro: tendsto_minus)

lemma tendsto_minus_cancel: "((\<lambda>x. - f x) \<longlongrightarrow> - a) F \<Longrightarrow> (f \<longlongrightarrow> a) F"
  for a :: "'a::topological_group_add"
  by (drule tendsto_minus) simp

lemma tendsto_minus_cancel_left:
  "(f \<longlongrightarrow> - (y::_::topological_group_add)) F \<longleftrightarrow> ((\<lambda>x. - f x) \<longlongrightarrow> y) F"
  using tendsto_minus_cancel[of f "- y" F]  tendsto_minus[of f "- y" F]
  by auto

lemma tendsto_diff [tendsto_intros]:
  fixes a b :: "'a::topological_group_add"
  shows "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> ((\<lambda>x. f x - g x) \<longlongrightarrow> a - b) F"
  using tendsto_add [of f a F "\<lambda>x. - g x" "- b"] by (simp add: tendsto_minus)

lemma continuous_diff [continuous_intros]:
  fixes f g :: "'a::t2_space \<Rightarrow> 'b::topological_group_add"
  shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x - g x)"
  unfolding continuous_def by (rule tendsto_diff)

lemma continuous_on_diff [continuous_intros]:
  fixes f g :: "_ \<Rightarrow> 'b::topological_group_add"
  shows "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f x - g x)"
  unfolding continuous_on_def by (auto intro: tendsto_diff)

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

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

lemmas real_tendsto_sandwich = tendsto_sandwich[where 'a=real]


subsubsection \<open>Linear operators and multiplication\<close>

lemma linear_times: "linear (\<lambda>x. c * x)"
  for c :: "'a::real_algebra"
  by (auto simp: linearI distrib_left)

lemma (in bounded_linear) tendsto: "(g \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. f (g x)) \<longlongrightarrow> f a) F"
  by (simp only: tendsto_Zfun_iff diff [symmetric] Zfun)

lemma (in bounded_linear) continuous: "continuous F g \<Longrightarrow> continuous F (\<lambda>x. f (g x))"
  using tendsto[of g _ F] by (auto simp: continuous_def)

lemma (in bounded_linear) continuous_on: "continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f (g x))"
  using tendsto[of g] by (auto simp: continuous_on_def)

lemma (in bounded_linear) tendsto_zero: "(g \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. f (g x)) \<longlongrightarrow> 0) F"
  by (drule tendsto) (simp only: zero)

lemma (in bounded_bilinear) tendsto:
  "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> ((\<lambda>x. f x ** g x) \<longlongrightarrow> a ** b) F"
  by (simp only: tendsto_Zfun_iff prod_diff_prod Zfun_add Zfun Zfun_left Zfun_right)

lemma (in bounded_bilinear) continuous:
  "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x ** g x)"
  using tendsto[of f _ F g] by (auto simp: continuous_def)

lemma (in bounded_bilinear) continuous_on:
  "continuous_on s f \<Longrightarrow> continuous_on s g \<Longrightarrow> continuous_on s (\<lambda>x. f x ** g x)"
  using tendsto[of f _ _ g] by (auto simp: continuous_on_def)

lemma (in bounded_bilinear) tendsto_zero:
  assumes f: "(f \<longlongrightarrow> 0) F"
    and g: "(g \<longlongrightarrow> 0) F"
  shows "((\<lambda>x. f x ** g x) \<longlongrightarrow> 0) F"
  using tendsto [OF f g] by (simp add: zero_left)

lemma (in bounded_bilinear) tendsto_left_zero:
  "(f \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. f x ** c) \<longlongrightarrow> 0) F"
  by (rule bounded_linear.tendsto_zero [OF bounded_linear_left])

lemma (in bounded_bilinear) tendsto_right_zero:
  "(f \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. c ** f x) \<longlongrightarrow> 0) F"
  by (rule bounded_linear.tendsto_zero [OF bounded_linear_right])

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

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


text\<open>Analogous type class for multiplication\<close>
class topological_semigroup_mult = topological_space + semigroup_mult +
  assumes tendsto_mult_Pair: "LIM x (nhds a \<times>\<^sub>F nhds b). fst x * snd x :> nhds (a * b)"

instance real_normed_algebra < topological_semigroup_mult
proof
  fix a b :: 'a
  show "((\<lambda>x. fst x * snd x) \<longlongrightarrow> a * b) (nhds a \<times>\<^sub>F nhds b)"
    unfolding nhds_prod[symmetric]
    using tendsto_fst[OF filterlim_ident, of "(a,b)"] tendsto_snd[OF filterlim_ident, of "(a,b)"]
    by (simp add: bounded_bilinear.tendsto [OF bounded_bilinear_mult])
qed

lemma tendsto_mult [tendsto_intros]:
  fixes a b :: "'a::topological_semigroup_mult"
  shows "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> ((\<lambda>x. f x * g x) \<longlongrightarrow> a * b) F"
  using filterlim_compose[OF tendsto_mult_Pair, of "\<lambda>x. (f x, g x)" a b F]
  by (simp add: nhds_prod[symmetric] tendsto_Pair)

lemma tendsto_mult_left: "(f \<longlongrightarrow> l) F \<Longrightarrow> ((\<lambda>x. c * (f x)) \<longlongrightarrow> c * l) F"
  for c :: "'a::topological_semigroup_mult"
  by (rule tendsto_mult [OF tendsto_const])

lemma tendsto_mult_right: "(f \<longlongrightarrow> l) F \<Longrightarrow> ((\<lambda>x. (f x) * c) \<longlongrightarrow> l * c) F"
  for c :: "'a::topological_semigroup_mult"
  by (rule tendsto_mult [OF _ tendsto_const])

lemma tendsto_mult_left_iff:
   "c \<noteq> 0 \<Longrightarrow> tendsto(\<lambda>x. c * f x) (c * l) F \<longleftrightarrow> tendsto f l F" for c :: "'a::{topological_semigroup_mult,field}"
  by (auto simp: tendsto_mult_left dest: tendsto_mult_left [where c = "1/c"])

lemma tendsto_mult_right_iff:
   "c \<noteq> 0 \<Longrightarrow> tendsto(\<lambda>x. f x * c) (l * c) F \<longleftrightarrow> tendsto f l F" for c :: "'a::{topological_semigroup_mult,field}"
  by (auto simp: tendsto_mult_right dest: tendsto_mult_left [where c = "1/c"])

lemma lim_const_over_n [tendsto_intros]:
  fixes a :: "'a::real_normed_field"
  shows "(\<lambda>n. a / of_nat n) \<longlonglongrightarrow> 0"
  using tendsto_mult [OF tendsto_const [of a] lim_1_over_n] by simp

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

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

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

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

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

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

lemmas tendsto_mult_zero =
  bounded_bilinear.tendsto_zero [OF bounded_bilinear_mult]

lemmas tendsto_mult_left_zero =
  bounded_bilinear.tendsto_left_zero [OF bounded_bilinear_mult]

lemmas tendsto_mult_right_zero =
  bounded_bilinear.tendsto_right_zero [OF bounded_bilinear_mult]


lemma continuous_mult_left:
  fixes c::"'a::real_normed_algebra"
  shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. c * f x)"
by (rule continuous_mult [OF continuous_const])

lemma continuous_mult_right:
  fixes c::"'a::real_normed_algebra"
  shows "continuous F f \<Longrightarrow> continuous F (\<lambda>x. f x * c)"
by (rule continuous_mult [OF _ continuous_const])

lemma continuous_on_mult_left:
  fixes c::"'a::real_normed_algebra"
  shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. c * f x)"
by (rule continuous_on_mult [OF continuous_on_const])

lemma continuous_on_mult_right:
  fixes c::"'a::real_normed_algebra"
  shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. f x * c)"
by (rule continuous_on_mult [OF _ continuous_on_const])

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

lemma tendsto_divide_zero:
  fixes c :: "'a::real_normed_field"
  shows "(f \<longlongrightarrow> 0) F \<Longrightarrow> ((\<lambda>x. f x / c) \<longlongrightarrow> 0) F"
  by (cases "c=0") (simp_all add: divide_inverse tendsto_mult_left_zero)

lemma tendsto_power [tendsto_intros]: "(f \<longlongrightarrow> a) F \<Longrightarrow> ((\<lambda>x. f x ^ n) \<longlongrightarrow> a ^ n) F"
  for f :: "'a \<Rightarrow> 'b::{power,real_normed_algebra}"
  by (induct n) (simp_all add: tendsto_mult)

lemma tendsto_null_power: "\<lbrakk>(f \<longlongrightarrow> 0) F; 0 < n\<rbrakk> \<Longrightarrow> ((\<lambda>x. f x ^ n) \<longlongrightarrow> 0) F"
    for f :: "'a \<Rightarrow> 'b::{power,real_normed_algebra_1}"
  using tendsto_power [of f 0 F n] by (simp add: power_0_left)

lemma continuous_power [continuous_intros]: "continuous F f \<Longrightarrow> continuous F (\<lambda>x. (f x)^n)"
  for f :: "'a::t2_space \<Rightarrow> 'b::{power,real_normed_algebra}"
  unfolding continuous_def by (rule tendsto_power)

lemma continuous_on_power [continuous_intros]:
  fixes f :: "_ \<Rightarrow> 'b::{power,real_normed_algebra}"
  shows "continuous_on s f \<Longrightarrow> continuous_on s (\<lambda>x. (f x)^n)"
  unfolding continuous_on_def by (auto intro: tendsto_power)

lemma tendsto_prod [tendsto_intros]:
  fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::{real_normed_algebra,comm_ring_1}"
  shows "(\<And>i. i \<in> S \<Longrightarrow> (f i \<longlongrightarrow> L i) F) \<Longrightarrow> ((\<lambda>x. \<Prod>i\<in>S. f i x) \<longlongrightarrow> (\<Prod>i\<in>S. L i)) F"
  by (induct S rule: infinite_finite_induct) (simp_all add: tendsto_mult)

lemma continuous_prod [continuous_intros]:
  fixes f :: "'a \<Rightarrow> 'b::t2_space \<Rightarrow> 'c::{real_normed_algebra,comm_ring_1}"
  shows "(\<And>i. i \<in> S \<Longrightarrow> continuous F (f i)) \<Longrightarrow> continuous F (\<lambda>x. \<Prod>i\<in>S. f i x)"
  unfolding continuous_def by (rule tendsto_prod)

lemma continuous_on_prod [continuous_intros]:
  fixes f :: "'a \<Rightarrow> _ \<Rightarrow> 'c::{real_normed_algebra,comm_ring_1}"
  shows "(\<And>i. i \<in> S \<Longrightarrow> continuous_on s (f i)) \<Longrightarrow> continuous_on s (\<lambda>x. \<Prod>i\<in>S. f i x)"
  unfolding continuous_on_def by (auto intro: tendsto_prod)

lemma tendsto_of_real_iff:
  "((\<lambda>x. of_real (f x) :: 'a::real_normed_div_algebra) \<longlongrightarrow> of_real c) F \<longleftrightarrow> (f \<longlongrightarrow> c) F"
  unfolding tendsto_iff by simp

lemma tendsto_add_const_iff:
  "((\<lambda>x. c + f x :: 'a::real_normed_vector) \<longlongrightarrow> c + d) F \<longleftrightarrow> (f \<longlongrightarrow> d) F"
  using tendsto_add[OF tendsto_const[of c], of f d]
    and tendsto_add[OF tendsto_const[of "-c"], of "\<lambda>x. c + f x" "c + d"] by auto


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

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

lemma continuous_mult' [continuous_intros]:
  fixes f g :: "_ \<Rightarrow> 'b::topological_semigroup_mult"
  shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x * g x)"
  unfolding continuous_def by (rule tendsto_mult)

lemma continuous_power' [continuous_intros]:
  fixes f :: "_ \<Rightarrow> 'b::topological_monoid_mult"
  shows "continuous F f \<Longrightarrow> continuous F g \<Longrightarrow> continuous F (\<lambda>x. f x ^ g x)"
  unfolding continuous_def by (rule tendsto_power_strong) auto

lemma continuous_on_mult' [continuous_intros]:
  fixes f g :: "_ \<Rightarrow> 'b::topological_semigroup_mult"
  shows "continuous_on A f \<Longrightarrow> continuous_on A g \<Longrightarrow> continuous_on A (\<lambda>x. f x * g x)"
  unfolding continuous_on_def by (auto intro: tendsto_mult)

lemma continuous_on_power' [continuous_intros]:
  fixes f :: "_ \<Rightarrow> 'b::topological_monoid_mult"
  shows "continuous_on A f \<Longrightarrow> continuous_on A g \<Longrightarrow> continuous_on A (\<lambda>x. f x ^ g x)"
  unfolding continuous_on_def by (auto intro: tendsto_power_strong)

lemma tendsto_mult_one:
  fixes f g :: "_ \<Rightarrow> 'b::topological_monoid_mult"
  shows "(f \<longlongrightarrow> 1) F \<Longrightarrow> (g \<longlongrightarrow> 1) F \<Longrightarrow> ((\<lambda>x. f x * g x) \<longlongrightarrow> 1) F"
  by (drule (1) tendsto_mult) simp

lemma tendsto_prod' [tendsto_intros]:
  fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::topological_comm_monoid_mult"
  shows "(\<And>i. i \<in> I \<Longrightarrow> (f i \<longlongrightarrow> a i) F) \<Longrightarrow> ((\<lambda>x. \<Prod>i\<in>I. f i x) \<longlongrightarrow> (\<Prod>i\<in>I. a i)) F"
  by (induct I rule: infinite_finite_induct) (simp_all add: tendsto_mult)

lemma tendsto_one_prod':
  fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::topological_comm_monoid_mult"
  assumes "\<And>i. i \<in> I \<Longrightarrow> ((\<lambda>x. f x i) \<longlongrightarrow> 1) F"
  shows "((\<lambda>i. prod (f i) I) \<longlongrightarrow> 1) F"
  using tendsto_prod' [of I "\<lambda>x y. f y x" "\<lambda>x. 1"] assms by simp

lemma continuous_prod' [continuous_intros]:
  fixes f :: "'a \<Rightarrow> 'b::t2_space \<Rightarrow> 'c::topological_comm_monoid_mult"
  shows "(\<And>i. i \<in> I \<Longrightarrow> continuous F (f i)) \<Longrightarrow> continuous F (\<lambda>x. \<Prod>i\<in>I. f i x)"
  unfolding continuous_def by (rule tendsto_prod')

lemma continuous_on_prod' [continuous_intros]:
  fixes f :: "'a \<Rightarrow> 'b::topological_space \<Rightarrow> 'c::topological_comm_monoid_mult"
  shows "(\<And>i. i \<in> I \<Longrightarrow> continuous_on S (f i)) \<Longrightarrow> continuous_on S (\<lambda>x. \<Prod>i\<in>I. f i x)"
  unfolding continuous_on_def by (auto intro: tendsto_prod')

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

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

class comm_real_normed_algebra_1 = real_normed_algebra_1 + comm_monoid_mult

context real_normed_field
begin

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

end

subsubsection \<open>Inverse and division\<close>

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

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

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

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

lemma continuous_inverse:
  fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_div_algebra"
  assumes "continuous F f"
    and "f (Lim F (\<lambda>x. x)) \<noteq> 0"
  shows "continuous F (\<lambda>x. inverse (f x))"
  using assms unfolding continuous_def by (rule tendsto_inverse)

lemma continuous_at_within_inverse[continuous_intros]:
  fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_div_algebra"
  assumes "continuous (at a within s) f"
    and "f a \<noteq> 0"
  shows "continuous (at a within s) (\<lambda>x. inverse (f x))"
  using assms unfolding continuous_within by (rule tendsto_inverse)

lemma continuous_on_inverse[continuous_intros]:
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_div_algebra"
  assumes "continuous_on s f"
    and "\<forall>x\<in>s. f x \<noteq> 0"
  shows "continuous_on s (\<lambda>x. inverse (f x))"
  using assms unfolding continuous_on_def by (blast intro: tendsto_inverse)

lemma tendsto_divide [tendsto_intros]:
  fixes a b :: "'a::real_normed_field"
  shows "(f \<longlongrightarrow> a) F \<Longrightarrow> (g \<longlongrightarrow> b) F \<Longrightarrow> b \<noteq> 0 \<Longrightarrow> ((\<lambda>x. f x / g x) \<longlongrightarrow> a / b) F"
  by (simp add: tendsto_mult tendsto_inverse divide_inverse)

lemma continuous_divide:
  fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_field"
  assumes "continuous F f"
    and "continuous F g"
    and "g (Lim F (\<lambda>x. x)) \<noteq> 0"
  shows "continuous F (\<lambda>x. (f x) / (g x))"
  using assms unfolding continuous_def by (rule tendsto_divide)

lemma continuous_at_within_divide[continuous_intros]:
  fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_field"
  assumes "continuous (at a within s) f" "continuous (at a within s) g"
    and "g a \<noteq> 0"
  shows "continuous (at a within s) (\<lambda>x. (f x) / (g x))"
  using assms unfolding continuous_within by (rule tendsto_divide)

lemma isCont_divide[continuous_intros, simp]:
  fixes f g :: "'a::t2_space \<Rightarrow> 'b::real_normed_field"
  assumes "isCont f a" "isCont g a" "g a \<noteq> 0"
  shows "isCont (\<lambda>x. (f x) / g x) a"
  using assms unfolding continuous_at by (rule tendsto_divide)

lemma continuous_on_divide[continuous_intros]:
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_field"
  assumes "continuous_on s f" "continuous_on s g"
    and "\<forall>x\<in>s. g x \<noteq> 0"
  shows "continuous_on s (\<lambda>x. (f x) / (g x))"
  using assms unfolding continuous_on_def by (blast intro: tendsto_divide)

lemma tendsto_sgn [tendsto_intros]: "(f \<longlongrightarrow> l) F \<Longrightarrow> l \<noteq> 0 \<Longrightarrow> ((\<lambda>x. sgn (f x)) \<longlongrightarrow> sgn l) F"
  for l :: "'a::real_normed_vector"
  unfolding sgn_div_norm by (simp add: tendsto_intros)

lemma continuous_sgn:
  fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
  assumes "continuous F f"
    and "f (Lim F (\<lambda>x. x)) \<noteq> 0"
  shows "continuous F (\<lambda>x. sgn (f x))"
  using assms unfolding continuous_def by (rule tendsto_sgn)

lemma continuous_at_within_sgn[continuous_intros]:
  fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
  assumes "continuous (at a within s) f"
    and "f a \<noteq> 0"
  shows "continuous (at a within s) (\<lambda>x. sgn (f x))"
  using assms unfolding continuous_within by (rule tendsto_sgn)

lemma isCont_sgn[continuous_intros]:
  fixes f :: "'a::t2_space \<Rightarrow> 'b::real_normed_vector"
  assumes "isCont f a"
    and "f a \<noteq> 0"
  shows "isCont (\<lambda>x. sgn (f x)) a"
  using assms unfolding continuous_at by (rule tendsto_sgn)

lemma continuous_on_sgn[continuous_intros]:
  fixes f :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
  assumes "continuous_on s f"
    and "\<forall>x\<in>s. f x \<noteq> 0"
  shows "continuous_on s (\<lambda>x. sgn (f x))"
  using assms unfolding continuous_on_def by (blast intro: tendsto_sgn)

lemma filterlim_at_infinity:
  fixes f :: "_ \<Rightarrow> 'a::real_normed_vector"
  assumes "0 \<le> c"
  shows "(LIM x F. f x :> at_infinity) \<longleftrightarrow> (\<forall>r>c. eventually (\<lambda>x. r \<le> norm (f x)) F)"
  unfolding filterlim_iff eventually_at_infinity
proof safe
  fix P :: "'a \<Rightarrow> bool"
  fix b
  assume *: "\<forall>r>c. eventually (\<lambda>x. r \<le> norm (f x)) F"
  assume P: "\<forall>x. b \<le> norm x \<longrightarrow> P x"
  have "max b (c + 1) > c" by auto
  with * have "eventually (\<lambda>x. max b (c + 1) \<le> norm (f x)) F"
    by auto
  then show "eventually (\<lambda>x. P (f x)) F"
  proof eventually_elim
    case (elim x)
    with P show "P (f x)" by auto
  qed
qed force

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

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

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

lemma filterlim_at_infinity_conv_norm_at_top:
  "filterlim f at_infinity G \<longleftrightarrow> filterlim (\<lambda>x. norm (f x)) at_top G"
  by (auto simp: filterlim_at_infinity[OF order.refl] filterlim_at_top_gt[of _ _ 0])

lemma eventually_not_equal_at_infinity:
  "eventually (\<lambda>x. x \<noteq> (a :: 'a :: {real_normed_vector})) at_infinity"
proof -
  from filterlim_norm_at_top[where 'a = 'a]
    have "\<forall>\<^sub>F x in at_infinity. norm a < norm (x::'a)" by (auto simp: filterlim_at_top_dense)
  thus ?thesis by eventually_elim auto
qed

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

lemma filterlim_int_sequentially [tendsto_intros]:
  "filterlim int at_top sequentially"
  unfolding filterlim_at_top
proof
  fix C :: int
  show "eventually (\<lambda>n. int n \<ge> C) at_top"
    using eventually_ge_at_top[of "nat \<lceil>C\<rceil>"] by eventually_elim linarith
qed

lemma filterlim_real_of_int_at_top [tendsto_intros]:
  "filterlim real_of_int at_top at_top"