| author | wenzelm | 
| Mon, 09 Jan 2012 23:11:28 +0100 | |
| changeset 46166 | 4beb2f41ed93 | 
| parent 44714 | a8990b5d7365 | 
| child 50087 | 635d73673b5e | 
| permissions | -rw-r--r-- | 
| 
32960
 
69916a850301
eliminated hard tabulators, guessing at each author's individual tab-width;
 
wenzelm 
parents: 
32877 
diff
changeset
 | 
1  | 
(* Title: HOL/SEQ.thy  | 
| 
 
69916a850301
eliminated hard tabulators, guessing at each author's individual tab-width;
 
wenzelm 
parents: 
32877 
diff
changeset
 | 
2  | 
Author: Jacques D. Fleuriot, University of Cambridge  | 
| 
 
69916a850301
eliminated hard tabulators, guessing at each author's individual tab-width;
 
wenzelm 
parents: 
32877 
diff
changeset
 | 
3  | 
Author: Lawrence C Paulson  | 
| 
 
69916a850301
eliminated hard tabulators, guessing at each author's individual tab-width;
 
wenzelm 
parents: 
32877 
diff
changeset
 | 
4  | 
Author: Jeremy Avigad  | 
| 
 
69916a850301
eliminated hard tabulators, guessing at each author's individual tab-width;
 
wenzelm 
parents: 
32877 
diff
changeset
 | 
5  | 
Author: Brian Huffman  | 
| 
 
69916a850301
eliminated hard tabulators, guessing at each author's individual tab-width;
 
wenzelm 
parents: 
32877 
diff
changeset
 | 
6  | 
|
| 
 
69916a850301
eliminated hard tabulators, guessing at each author's individual tab-width;
 
wenzelm 
parents: 
32877 
diff
changeset
 | 
7  | 
Convergence of sequences and series.  | 
| 15082 | 8  | 
*)  | 
| 10751 | 9  | 
|
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22631
 
7ae5a6ab7bd6
moved nonstandard stuff from SEQ.thy into new file HSEQ.thy
 
huffman 
parents: 
22629 
diff
changeset
 | 
10  | 
header {* Sequences and Convergence *}
 | 
| 17439 | 11  | 
|
| 15131 | 12  | 
theory SEQ  | 
| 36822 | 13  | 
imports Limits RComplete  | 
| 15131 | 14  | 
begin  | 
| 10751 | 15  | 
|
| 41972 | 16  | 
subsection {* Monotone sequences and subsequences *}
 | 
| 10751 | 17  | 
|
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21404
 
eb85850d3eb7
more robust syntax for definition/abbreviation/notation;
 
wenzelm 
parents: 
21139 
diff
changeset
 | 
18  | 
definition  | 
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
19  | 
monoseq :: "(nat \<Rightarrow> 'a::order) \<Rightarrow> bool" where  | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
20  | 
    --{*Definition of monotonicity.
 | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
21  | 
The use of disjunction here complicates proofs considerably.  | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
22  | 
One alternative is to add a Boolean argument to indicate the direction.  | 
| 30730 | 23  | 
Another is to develop the notions of increasing and decreasing first.*}  | 
| 37767 | 24  | 
"monoseq X = ((\<forall>m. \<forall>n\<ge>m. X m \<le> X n) | (\<forall>m. \<forall>n\<ge>m. X n \<le> X m))"  | 
| 10751 | 25  | 
|
| 
21404
 
eb85850d3eb7
more robust syntax for definition/abbreviation/notation;
 
wenzelm 
parents: 
21139 
diff
changeset
 | 
26  | 
definition  | 
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
27  | 
incseq :: "(nat \<Rightarrow> 'a::order) \<Rightarrow> bool" where  | 
| 30730 | 28  | 
    --{*Increasing sequence*}
 | 
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
29  | 
"incseq X \<longleftrightarrow> (\<forall>m. \<forall>n\<ge>m. X m \<le> X n)"  | 
| 30730 | 30  | 
|
31  | 
definition  | 
|
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
32  | 
decseq :: "(nat \<Rightarrow> 'a::order) \<Rightarrow> bool" where  | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
33  | 
    --{*Decreasing sequence*}
 | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
34  | 
"decseq X \<longleftrightarrow> (\<forall>m. \<forall>n\<ge>m. X n \<le> X m)"  | 
| 30730 | 35  | 
|
36  | 
definition  | 
|
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
37  | 
subseq :: "(nat \<Rightarrow> nat) \<Rightarrow> bool" where  | 
| 15082 | 38  | 
    --{*Definition of subsequence*}
 | 
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
39  | 
"subseq f \<longleftrightarrow> (\<forall>m. \<forall>n>m. f m < f n)"  | 
| 10751 | 40  | 
|
| 41972 | 41  | 
lemma incseq_mono: "mono f \<longleftrightarrow> incseq f"  | 
42  | 
unfolding mono_def incseq_def by auto  | 
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43  | 
||
44  | 
lemma incseq_SucI:  | 
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45  | 
"(\<And>n. X n \<le> X (Suc n)) \<Longrightarrow> incseq X"  | 
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46  | 
using lift_Suc_mono_le[of X]  | 
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47  | 
by (auto simp: incseq_def)  | 
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48  | 
||
49  | 
lemma incseqD: "\<And>i j. incseq f \<Longrightarrow> i \<le> j \<Longrightarrow> f i \<le> f j"  | 
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50  | 
by (auto simp: incseq_def)  | 
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51  | 
||
52  | 
lemma incseq_SucD: "incseq A \<Longrightarrow> A i \<le> A (Suc i)"  | 
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53  | 
using incseqD[of A i "Suc i"] by auto  | 
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54  | 
||
55  | 
lemma incseq_Suc_iff: "incseq f \<longleftrightarrow> (\<forall>n. f n \<le> f (Suc n))"  | 
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56  | 
by (auto intro: incseq_SucI dest: incseq_SucD)  | 
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57  | 
||
58  | 
lemma incseq_const[simp, intro]: "incseq (\<lambda>x. k)"  | 
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59  | 
unfolding incseq_def by auto  | 
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60  | 
||
61  | 
lemma decseq_SucI:  | 
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62  | 
"(\<And>n. X (Suc n) \<le> X n) \<Longrightarrow> decseq X"  | 
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63  | 
using order.lift_Suc_mono_le[OF dual_order, of X]  | 
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64  | 
by (auto simp: decseq_def)  | 
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65  | 
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66  | 
lemma decseqD: "\<And>i j. decseq f \<Longrightarrow> i \<le> j \<Longrightarrow> f j \<le> f i"  | 
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67  | 
by (auto simp: decseq_def)  | 
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68  | 
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69  | 
lemma decseq_SucD: "decseq A \<Longrightarrow> A (Suc i) \<le> A i"  | 
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70  | 
using decseqD[of A i "Suc i"] by auto  | 
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71  | 
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72  | 
lemma decseq_Suc_iff: "decseq f \<longleftrightarrow> (\<forall>n. f (Suc n) \<le> f n)"  | 
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73  | 
by (auto intro: decseq_SucI dest: decseq_SucD)  | 
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74  | 
||
75  | 
lemma decseq_const[simp, intro]: "decseq (\<lambda>x. k)"  | 
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76  | 
unfolding decseq_def by auto  | 
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77  | 
||
78  | 
lemma monoseq_iff: "monoseq X \<longleftrightarrow> incseq X \<or> decseq X"  | 
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79  | 
unfolding monoseq_def incseq_def decseq_def ..  | 
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80  | 
||
81  | 
lemma monoseq_Suc:  | 
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82  | 
"monoseq X \<longleftrightarrow> (\<forall>n. X n \<le> X (Suc n)) \<or> (\<forall>n. X (Suc n) \<le> X n)"  | 
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83  | 
unfolding monoseq_iff incseq_Suc_iff decseq_Suc_iff ..  | 
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84  | 
||
85  | 
lemma monoI1: "\<forall>m. \<forall> n \<ge> m. X m \<le> X n ==> monoseq X"  | 
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86  | 
by (simp add: monoseq_def)  | 
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87  | 
||
88  | 
lemma monoI2: "\<forall>m. \<forall> n \<ge> m. X n \<le> X m ==> monoseq X"  | 
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89  | 
by (simp add: monoseq_def)  | 
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90  | 
||
91  | 
lemma mono_SucI1: "\<forall>n. X n \<le> X (Suc n) ==> monoseq X"  | 
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92  | 
by (simp add: monoseq_Suc)  | 
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93  | 
||
94  | 
lemma mono_SucI2: "\<forall>n. X (Suc n) \<le> X n ==> monoseq X"  | 
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95  | 
by (simp add: monoseq_Suc)  | 
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96  | 
||
97  | 
lemma monoseq_minus:  | 
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98  | 
fixes a :: "nat \<Rightarrow> 'a::ordered_ab_group_add"  | 
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99  | 
assumes "monoseq a"  | 
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100  | 
shows "monoseq (\<lambda> n. - a n)"  | 
|
101  | 
proof (cases "\<forall> m. \<forall> n \<ge> m. a m \<le> a n")  | 
|
102  | 
case True  | 
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103  | 
hence "\<forall> m. \<forall> n \<ge> m. - a n \<le> - a m" by auto  | 
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104  | 
thus ?thesis by (rule monoI2)  | 
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105  | 
next  | 
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106  | 
case False  | 
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107  | 
hence "\<forall> m. \<forall> n \<ge> m. - a m \<le> - a n" using `monoseq a`[unfolded monoseq_def] by auto  | 
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108  | 
thus ?thesis by (rule monoI1)  | 
|
109  | 
qed  | 
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110  | 
||
111  | 
text{*Subsequence (alternative definition, (e.g. Hoskins)*}
 | 
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112  | 
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113  | 
lemma subseq_Suc_iff: "subseq f = (\<forall>n. (f n) < (f (Suc n)))"  | 
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114  | 
apply (simp add: subseq_def)  | 
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115  | 
apply (auto dest!: less_imp_Suc_add)  | 
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116  | 
apply (induct_tac k)  | 
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117  | 
apply (auto intro: less_trans)  | 
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118  | 
done  | 
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119  | 
||
120  | 
text{* for any sequence, there is a monotonic subsequence *}
 | 
|
121  | 
lemma seq_monosub:  | 
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122  | 
fixes s :: "nat => 'a::linorder"  | 
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123  | 
shows "\<exists>f. subseq f \<and> monoseq (\<lambda> n. (s (f n)))"  | 
|
124  | 
proof cases  | 
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125  | 
let "?P p n" = "p > n \<and> (\<forall>m\<ge>p. s m \<le> s p)"  | 
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126  | 
assume *: "\<forall>n. \<exists>p. ?P p n"  | 
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127  | 
def f \<equiv> "nat_rec (SOME p. ?P p 0) (\<lambda>_ n. SOME p. ?P p n)"  | 
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128  | 
have f_0: "f 0 = (SOME p. ?P p 0)" unfolding f_def by simp  | 
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129  | 
have f_Suc: "\<And>i. f (Suc i) = (SOME p. ?P p (f i))" unfolding f_def nat_rec_Suc ..  | 
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130  | 
have P_0: "?P (f 0) 0" unfolding f_0 using *[rule_format] by (rule someI2_ex) auto  | 
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131  | 
have P_Suc: "\<And>i. ?P (f (Suc i)) (f i)" unfolding f_Suc using *[rule_format] by (rule someI2_ex) auto  | 
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132  | 
then have "subseq f" unfolding subseq_Suc_iff by auto  | 
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133  | 
moreover have "monoseq (\<lambda>n. s (f n))" unfolding monoseq_Suc  | 
|
134  | 
proof (intro disjI2 allI)  | 
|
135  | 
fix n show "s (f (Suc n)) \<le> s (f n)"  | 
|
136  | 
proof (cases n)  | 
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137  | 
case 0 with P_Suc[of 0] P_0 show ?thesis by auto  | 
|
138  | 
next  | 
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139  | 
case (Suc m)  | 
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140  | 
from P_Suc[of n] Suc have "f (Suc m) \<le> f (Suc (Suc m))" by simp  | 
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141  | 
with P_Suc Suc show ?thesis by simp  | 
|
142  | 
qed  | 
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143  | 
qed  | 
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144  | 
ultimately show ?thesis by auto  | 
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145  | 
next  | 
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146  | 
let "?P p m" = "m < p \<and> s m < s p"  | 
|
147  | 
assume "\<not> (\<forall>n. \<exists>p>n. (\<forall>m\<ge>p. s m \<le> s p))"  | 
|
148  | 
then obtain N where N: "\<And>p. p > N \<Longrightarrow> \<exists>m>p. s p < s m" by (force simp: not_le le_less)  | 
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149  | 
def f \<equiv> "nat_rec (SOME p. ?P p (Suc N)) (\<lambda>_ n. SOME p. ?P p n)"  | 
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150  | 
have f_0: "f 0 = (SOME p. ?P p (Suc N))" unfolding f_def by simp  | 
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151  | 
have f_Suc: "\<And>i. f (Suc i) = (SOME p. ?P p (f i))" unfolding f_def nat_rec_Suc ..  | 
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152  | 
have P_0: "?P (f 0) (Suc N)"  | 
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153  | 
unfolding f_0 some_eq_ex[of "\<lambda>p. ?P p (Suc N)"] using N[of "Suc N"] by auto  | 
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154  | 
  { fix i have "N < f i \<Longrightarrow> ?P (f (Suc i)) (f i)"
 | 
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155  | 
unfolding f_Suc some_eq_ex[of "\<lambda>p. ?P p (f i)"] using N[of "f i"] . }  | 
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156  | 
note P' = this  | 
|
157  | 
  { fix i have "N < f i \<and> ?P (f (Suc i)) (f i)"
 | 
|
158  | 
by (induct i) (insert P_0 P', auto) }  | 
|
159  | 
then have "subseq f" "monoseq (\<lambda>x. s (f x))"  | 
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160  | 
unfolding subseq_Suc_iff monoseq_Suc by (auto simp: not_le intro: less_imp_le)  | 
|
161  | 
then show ?thesis by auto  | 
|
162  | 
qed  | 
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163  | 
||
164  | 
lemma seq_suble: assumes sf: "subseq f" shows "n \<le> f n"  | 
|
165  | 
proof(induct n)  | 
|
166  | 
case 0 thus ?case by simp  | 
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167  | 
next  | 
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168  | 
case (Suc n)  | 
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169  | 
from sf[unfolded subseq_Suc_iff, rule_format, of n] Suc.hyps  | 
|
170  | 
have "n < f (Suc n)" by arith  | 
|
171  | 
thus ?case by arith  | 
|
172  | 
qed  | 
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173  | 
||
174  | 
lemma incseq_imp_monoseq: "incseq X \<Longrightarrow> monoseq X"  | 
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175  | 
by (simp add: incseq_def monoseq_def)  | 
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176  | 
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177  | 
lemma decseq_imp_monoseq: "decseq X \<Longrightarrow> monoseq X"  | 
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178  | 
by (simp add: decseq_def monoseq_def)  | 
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179  | 
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180  | 
lemma decseq_eq_incseq:  | 
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181  | 
fixes X :: "nat \<Rightarrow> 'a::ordered_ab_group_add" shows "decseq X = incseq (\<lambda>n. - X n)"  | 
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182  | 
by (simp add: decseq_def incseq_def)  | 
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183  | 
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184  | 
subsection {* Defintions of limits *}
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185  | 
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44206
 
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186  | 
abbreviation (in topological_space)  | 
| 
 
5e4a1664106e
locale-ize some constant definitions, so complete_space can inherit from metric_space
 
huffman 
parents: 
44205 
diff
changeset
 | 
187  | 
LIMSEQ :: "[nat \<Rightarrow> 'a, 'a] \<Rightarrow> bool"  | 
| 41972 | 188  | 
    ("((_)/ ----> (_))" [60, 60] 60) where
 | 
189  | 
"X ----> L \<equiv> (X ---> L) sequentially"  | 
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190  | 
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191  | 
definition  | 
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44205
 
18da2a87421c
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192  | 
lim :: "(nat \<Rightarrow> 'a::t2_space) \<Rightarrow> 'a" where  | 
| 41972 | 193  | 
    --{*Standard definition of limit using choice operator*}
 | 
194  | 
"lim X = (THE L. X ----> L)"  | 
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195  | 
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44206
 
5e4a1664106e
locale-ize some constant definitions, so complete_space can inherit from metric_space
 
huffman 
parents: 
44205 
diff
changeset
 | 
196  | 
definition (in topological_space) convergent :: "(nat \<Rightarrow> 'a) \<Rightarrow> bool" where  | 
| 41972 | 197  | 
"convergent X = (\<exists>L. X ----> L)"  | 
198  | 
||
199  | 
definition  | 
|
200  | 
Bseq :: "(nat => 'a::real_normed_vector) => bool" where  | 
|
201  | 
    --{*Standard definition for bounded sequence*}
 | 
|
202  | 
"Bseq X = (\<exists>K>0.\<forall>n. norm (X n) \<le> K)"  | 
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203  | 
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44206
 
5e4a1664106e
locale-ize some constant definitions, so complete_space can inherit from metric_space
 
huffman 
parents: 
44205 
diff
changeset
 | 
204  | 
definition (in metric_space) Cauchy :: "(nat \<Rightarrow> 'a) \<Rightarrow> bool" where  | 
| 37767 | 205  | 
"Cauchy X = (\<forall>e>0. \<exists>M. \<forall>m \<ge> M. \<forall>n \<ge> M. dist (X m) (X n) < e)"  | 
| 10751 | 206  | 
|
| 15082 | 207  | 
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| 22608 | 208  | 
subsection {* Bounded Sequences *}
 | 
209  | 
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| 26312 | 210  | 
lemma BseqI': assumes K: "\<And>n. norm (X n) \<le> K" shows "Bseq X"  | 
| 22608 | 211  | 
unfolding Bseq_def  | 
212  | 
proof (intro exI conjI allI)  | 
|
213  | 
show "0 < max K 1" by simp  | 
|
214  | 
next  | 
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215  | 
fix n::nat  | 
|
216  | 
have "norm (X n) \<le> K" by (rule K)  | 
|
217  | 
thus "norm (X n) \<le> max K 1" by simp  | 
|
218  | 
qed  | 
|
219  | 
||
220  | 
lemma BseqE: "\<lbrakk>Bseq X; \<And>K. \<lbrakk>0 < K; \<forall>n. norm (X n) \<le> K\<rbrakk> \<Longrightarrow> Q\<rbrakk> \<Longrightarrow> Q"  | 
|
221  | 
unfolding Bseq_def by auto  | 
|
222  | 
||
| 26312 | 223  | 
lemma BseqI2': assumes K: "\<forall>n\<ge>N. norm (X n) \<le> K" shows "Bseq X"  | 
224  | 
proof (rule BseqI')  | 
|
| 22608 | 225  | 
  let ?A = "norm ` X ` {..N}"
 | 
226  | 
have 1: "finite ?A" by simp  | 
|
227  | 
fix n::nat  | 
|
228  | 
show "norm (X n) \<le> max K (Max ?A)"  | 
|
229  | 
proof (cases rule: linorder_le_cases)  | 
|
230  | 
assume "n \<ge> N"  | 
|
231  | 
hence "norm (X n) \<le> K" using K by simp  | 
|
232  | 
thus "norm (X n) \<le> max K (Max ?A)" by simp  | 
|
233  | 
next  | 
|
234  | 
assume "n \<le> N"  | 
|
235  | 
hence "norm (X n) \<in> ?A" by simp  | 
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26757
 
e775accff967
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 | 
236  | 
with 1 have "norm (X n) \<le> Max ?A" by (rule Max_ge)  | 
| 22608 | 237  | 
thus "norm (X n) \<le> max K (Max ?A)" by simp  | 
238  | 
qed  | 
|
239  | 
qed  | 
|
240  | 
||
241  | 
lemma Bseq_ignore_initial_segment: "Bseq X \<Longrightarrow> Bseq (\<lambda>n. X (n + k))"  | 
|
242  | 
unfolding Bseq_def by auto  | 
|
243  | 
||
244  | 
lemma Bseq_offset: "Bseq (\<lambda>n. X (n + k)) \<Longrightarrow> Bseq X"  | 
|
245  | 
apply (erule BseqE)  | 
|
| 26312 | 246  | 
apply (rule_tac N="k" and K="K" in BseqI2')  | 
| 22608 | 247  | 
apply clarify  | 
248  | 
apply (drule_tac x="n - k" in spec, simp)  | 
|
249  | 
done  | 
|
250  | 
||
| 31355 | 251  | 
lemma Bseq_conv_Bfun: "Bseq X \<longleftrightarrow> Bfun X sequentially"  | 
252  | 
unfolding Bfun_def eventually_sequentially  | 
|
253  | 
apply (rule iffI)  | 
|
| 32064 | 254  | 
apply (simp add: Bseq_def)  | 
255  | 
apply (auto intro: BseqI2')  | 
|
| 31355 | 256  | 
done  | 
257  | 
||
| 22608 | 258  | 
|
| 20696 | 259  | 
subsection {* Limits of Sequences *}
 | 
260  | 
||
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32877
 
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 | 
261  | 
lemma [trans]: "X=Y ==> Y ----> z ==> X ----> z"  | 
| 
 
6f09346c7c08
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 | 
262  | 
by simp  | 
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263  | 
|
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264  | 
lemma LIMSEQ_def: "X ----> L = (\<forall>r>0. \<exists>no. \<forall>n\<ge>no. dist (X n) L < r)"  | 
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265  | 
unfolding tendsto_iff eventually_sequentially ..  | 
| 31392 | 266  | 
|
| 15082 | 267  | 
lemma LIMSEQ_iff:  | 
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268  | 
fixes L :: "'a::real_normed_vector"  | 
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269  | 
shows "(X ----> L) = (\<forall>r>0. \<exists>no. \<forall>n \<ge> no. norm (X n - L) < r)"  | 
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270  | 
unfolding LIMSEQ_def dist_norm ..  | 
| 22608 | 271  | 
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272  | 
lemma LIMSEQ_iff_nz: "X ----> L = (\<forall>r>0. \<exists>no>0. \<forall>n\<ge>no. dist (X n) L < r)"  | 
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273  | 
unfolding LIMSEQ_def by (metis Suc_leD zero_less_Suc)  | 
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274  | 
|
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275  | 
lemma metric_LIMSEQ_I:  | 
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"(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. dist (X n) L < r) \<Longrightarrow> X ----> L"  | 
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277  | 
by (simp add: LIMSEQ_def)  | 
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278  | 
|
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279  | 
lemma metric_LIMSEQ_D:  | 
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280  | 
"\<lbrakk>X ----> L; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. dist (X n) L < r"  | 
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281  | 
by (simp add: LIMSEQ_def)  | 
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|
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283  | 
lemma LIMSEQ_I:  | 
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284  | 
fixes L :: "'a::real_normed_vector"  | 
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285  | 
shows "(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r) \<Longrightarrow> X ----> L"  | 
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286  | 
by (simp add: LIMSEQ_iff)  | 
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287  | 
|
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288  | 
lemma LIMSEQ_D:  | 
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fixes L :: "'a::real_normed_vector"  | 
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290  | 
shows "\<lbrakk>X ----> L; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r"  | 
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291  | 
by (simp add: LIMSEQ_iff)  | 
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292  | 
|
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293  | 
lemma LIMSEQ_const_iff:  | 
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294  | 
fixes k l :: "'a::t2_space"  | 
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295  | 
shows "(\<lambda>n. k) ----> l \<longleftrightarrow> k = l"  | 
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296  | 
using trivial_limit_sequentially by (rule tendsto_const_iff)  | 
| 22608 | 297  | 
|
| 22615 | 298  | 
lemma LIMSEQ_ignore_initial_segment:  | 
299  | 
"f ----> a \<Longrightarrow> (\<lambda>n. f (n + k)) ----> a"  | 
|
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300  | 
apply (rule topological_tendstoI)  | 
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301  | 
apply (drule (2) topological_tendstoD)  | 
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302  | 
apply (simp only: eventually_sequentially)  | 
| 22615 | 303  | 
apply (erule exE, rename_tac N)  | 
304  | 
apply (rule_tac x=N in exI)  | 
|
305  | 
apply simp  | 
|
306  | 
done  | 
|
| 20696 | 307  | 
|
| 22615 | 308  | 
lemma LIMSEQ_offset:  | 
309  | 
"(\<lambda>n. f (n + k)) ----> a \<Longrightarrow> f ----> a"  | 
|
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310  | 
apply (rule topological_tendstoI)  | 
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311  | 
apply (drule (2) topological_tendstoD)  | 
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312  | 
apply (simp only: eventually_sequentially)  | 
| 22615 | 313  | 
apply (erule exE, rename_tac N)  | 
314  | 
apply (rule_tac x="N + k" in exI)  | 
|
315  | 
apply clarify  | 
|
316  | 
apply (drule_tac x="n - k" in spec)  | 
|
317  | 
apply (simp add: le_diff_conv2)  | 
|
| 20696 | 318  | 
done  | 
319  | 
||
| 22615 | 320  | 
lemma LIMSEQ_Suc: "f ----> l \<Longrightarrow> (\<lambda>n. f (Suc n)) ----> l"  | 
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321  | 
by (drule_tac k="Suc 0" in LIMSEQ_ignore_initial_segment, simp)  | 
| 22615 | 322  | 
|
323  | 
lemma LIMSEQ_imp_Suc: "(\<lambda>n. f (Suc n)) ----> l \<Longrightarrow> f ----> l"  | 
|
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324  | 
by (rule_tac k="Suc 0" in LIMSEQ_offset, simp)  | 
| 22615 | 325  | 
|
326  | 
lemma LIMSEQ_Suc_iff: "(\<lambda>n. f (Suc n)) ----> l = f ----> l"  | 
|
327  | 
by (blast intro: LIMSEQ_imp_Suc LIMSEQ_Suc)  | 
|
328  | 
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329  | 
lemma LIMSEQ_linear: "\<lbrakk> X ----> x ; l > 0 \<rbrakk> \<Longrightarrow> (\<lambda> n. X (n * l)) ----> x"  | 
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330  | 
unfolding tendsto_def eventually_sequentially  | 
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331  | 
by (metis div_le_dividend div_mult_self1_is_m le_trans nat_mult_commute)  | 
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332  | 
|
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333  | 
lemma LIMSEQ_unique:  | 
| 
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334  | 
fixes a b :: "'a::t2_space"  | 
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335  | 
shows "\<lbrakk>X ----> a; X ----> b\<rbrakk> \<Longrightarrow> a = b"  | 
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336  | 
using trivial_limit_sequentially by (rule tendsto_unique)  | 
| 22608 | 337  | 
|
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338  | 
lemma increasing_LIMSEQ:  | 
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339  | 
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340  | 
assumes inc: "!!n. f n \<le> f (Suc n)"  | 
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341  | 
and bdd: "!!n. f n \<le> l"  | 
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342  | 
and en: "!!e. 0 < e \<Longrightarrow> \<exists>n. l \<le> f n + e"  | 
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343  | 
shows "f ----> l"  | 
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344  | 
proof (auto simp add: LIMSEQ_def)  | 
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345  | 
fix e :: real  | 
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346  | 
assume e: "0 < e"  | 
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347  | 
then obtain N where "l \<le> f N + e/2"  | 
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348  | 
by (metis half_gt_zero e en that)  | 
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349  | 
hence N: "l < f N + e" using e  | 
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350  | 
by simp  | 
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351  | 
  { fix k
 | 
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352  | 
have [simp]: "!!n. \<bar>f n - l\<bar> = l - f n"  | 
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353  | 
by (simp add: bdd)  | 
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354  | 
have "\<bar>f (N+k) - l\<bar> < e"  | 
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355  | 
proof (induct k)  | 
| 
 
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356  | 
case 0 show ?case using N  | 
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357  | 
by simp  | 
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358  | 
next  | 
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359  | 
case (Suc k) thus ?case using N inc [of "N+k"]  | 
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360  | 
by simp  | 
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361  | 
qed  | 
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362  | 
} note 1 = this  | 
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363  | 
  { fix n
 | 
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364  | 
have "N \<le> n \<Longrightarrow> \<bar>f n - l\<bar> < e" using 1 [of "n-N"]  | 
| 
 
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365  | 
by simp  | 
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366  | 
} note [intro] = this  | 
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367  | 
show " \<exists>no. \<forall>n\<ge>no. dist (f n) l < e"  | 
| 
 
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368  | 
by (auto simp add: dist_real_def)  | 
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369  | 
qed  | 
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370  | 
|
| 22608 | 371  | 
lemma Bseq_inverse_lemma:  | 
372  | 
fixes x :: "'a::real_normed_div_algebra"  | 
|
373  | 
shows "\<lbrakk>r \<le> norm x; 0 < r\<rbrakk> \<Longrightarrow> norm (inverse x) \<le> inverse r"  | 
|
374  | 
apply (subst nonzero_norm_inverse, clarsimp)  | 
|
375  | 
apply (erule (1) le_imp_inverse_le)  | 
|
376  | 
done  | 
|
377  | 
||
378  | 
lemma Bseq_inverse:  | 
|
379  | 
fixes a :: "'a::real_normed_div_algebra"  | 
|
| 31355 | 380  | 
shows "\<lbrakk>X ----> a; a \<noteq> 0\<rbrakk> \<Longrightarrow> Bseq (\<lambda>n. inverse (X n))"  | 
| 
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381  | 
unfolding Bseq_conv_Bfun by (rule Bfun_inverse)  | 
| 22608 | 382  | 
|
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383  | 
lemma LIMSEQ_diff_approach_zero:  | 
| 
 
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384  | 
fixes L :: "'a::real_normed_vector"  | 
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 | 
385  | 
shows "g ----> L ==> (%x. f x - g x) ----> 0 ==> f ----> L"  | 
| 44313 | 386  | 
by (drule (1) tendsto_add, simp)  | 
| 22614 | 387  | 
|
| 
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388  | 
lemma LIMSEQ_diff_approach_zero2:  | 
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389  | 
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| 
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390  | 
shows "f ----> L ==> (%x. f x - g x) ----> 0 ==> g ----> L"  | 
| 44313 | 391  | 
by (drule (1) tendsto_diff, simp)  | 
| 22614 | 392  | 
|
393  | 
text{*An unbounded sequence's inverse tends to 0*}
 | 
|
394  | 
||
395  | 
lemma LIMSEQ_inverse_zero:  | 
|
| 22974 | 396  | 
"\<forall>r::real. \<exists>N. \<forall>n\<ge>N. r < X n \<Longrightarrow> (\<lambda>n. inverse (X n)) ----> 0"  | 
397  | 
apply (rule LIMSEQ_I)  | 
|
398  | 
apply (drule_tac x="inverse r" in spec, safe)  | 
|
399  | 
apply (rule_tac x="N" in exI, safe)  | 
|
400  | 
apply (drule_tac x="n" in spec, safe)  | 
|
| 22614 | 401  | 
apply (frule positive_imp_inverse_positive)  | 
| 22974 | 402  | 
apply (frule (1) less_imp_inverse_less)  | 
403  | 
apply (subgoal_tac "0 < X n", simp)  | 
|
404  | 
apply (erule (1) order_less_trans)  | 
|
| 22614 | 405  | 
done  | 
406  | 
||
407  | 
text{*The sequence @{term "1/n"} tends to 0 as @{term n} tends to infinity*}
 | 
|
408  | 
||
409  | 
lemma LIMSEQ_inverse_real_of_nat: "(%n. inverse(real(Suc n))) ----> 0"  | 
|
410  | 
apply (rule LIMSEQ_inverse_zero, safe)  | 
|
| 22974 | 411  | 
apply (cut_tac x = r in reals_Archimedean2)  | 
| 22614 | 412  | 
apply (safe, rule_tac x = n in exI)  | 
413  | 
apply (auto simp add: real_of_nat_Suc)  | 
|
414  | 
done  | 
|
415  | 
||
416  | 
text{*The sequence @{term "r + 1/n"} tends to @{term r} as @{term n} tends to
 | 
|
417  | 
infinity is now easily proved*}  | 
|
418  | 
||
419  | 
lemma LIMSEQ_inverse_real_of_nat_add:  | 
|
420  | 
"(%n. r + inverse(real(Suc n))) ----> r"  | 
|
| 44313 | 421  | 
using tendsto_add [OF tendsto_const LIMSEQ_inverse_real_of_nat] by auto  | 
| 22614 | 422  | 
|
423  | 
lemma LIMSEQ_inverse_real_of_nat_add_minus:  | 
|
424  | 
"(%n. r + -inverse(real(Suc n))) ----> r"  | 
|
| 44710 | 425  | 
using tendsto_add [OF tendsto_const  | 
426  | 
tendsto_minus [OF LIMSEQ_inverse_real_of_nat]] by auto  | 
|
| 22614 | 427  | 
|
428  | 
lemma LIMSEQ_inverse_real_of_nat_add_minus_mult:  | 
|
429  | 
"(%n. r*( 1 + -inverse(real(Suc n)))) ----> r"  | 
|
| 44313 | 430  | 
using tendsto_mult [OF tendsto_const  | 
431  | 
LIMSEQ_inverse_real_of_nat_add_minus [of 1]]  | 
|
432  | 
by auto  | 
|
| 22614 | 433  | 
|
| 22615 | 434  | 
lemma LIMSEQ_le_const:  | 
435  | 
"\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. a \<le> X n\<rbrakk> \<Longrightarrow> a \<le> x"  | 
|
436  | 
apply (rule ccontr, simp only: linorder_not_le)  | 
|
437  | 
apply (drule_tac r="a - x" in LIMSEQ_D, simp)  | 
|
438  | 
apply clarsimp  | 
|
439  | 
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI1)  | 
|
440  | 
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI2)  | 
|
441  | 
apply simp  | 
|
442  | 
done  | 
|
443  | 
||
444  | 
lemma LIMSEQ_le_const2:  | 
|
445  | 
"\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. X n \<le> a\<rbrakk> \<Longrightarrow> x \<le> a"  | 
|
446  | 
apply (subgoal_tac "- a \<le> - x", simp)  | 
|
447  | 
apply (rule LIMSEQ_le_const)  | 
|
| 44313 | 448  | 
apply (erule tendsto_minus)  | 
| 22615 | 449  | 
apply simp  | 
450  | 
done  | 
|
451  | 
||
452  | 
lemma LIMSEQ_le:  | 
|
453  | 
"\<lbrakk>X ----> x; Y ----> y; \<exists>N. \<forall>n\<ge>N. X n \<le> Y n\<rbrakk> \<Longrightarrow> x \<le> (y::real)"  | 
|
454  | 
apply (subgoal_tac "0 \<le> y - x", simp)  | 
|
455  | 
apply (rule LIMSEQ_le_const)  | 
|
| 44313 | 456  | 
apply (erule (1) tendsto_diff)  | 
| 22615 | 457  | 
apply (simp add: le_diff_eq)  | 
458  | 
done  | 
|
459  | 
||
| 15082 | 460  | 
|
| 20696 | 461  | 
subsection {* Convergence *}
 | 
| 15082 | 462  | 
|
463  | 
lemma limI: "X ----> L ==> lim X = L"  | 
|
464  | 
apply (simp add: lim_def)  | 
|
465  | 
apply (blast intro: LIMSEQ_unique)  | 
|
466  | 
done  | 
|
467  | 
||
468  | 
lemma convergentD: "convergent X ==> \<exists>L. (X ----> L)"  | 
|
469  | 
by (simp add: convergent_def)  | 
|
470  | 
||
471  | 
lemma convergentI: "(X ----> L) ==> convergent X"  | 
|
472  | 
by (auto simp add: convergent_def)  | 
|
473  | 
||
474  | 
lemma convergent_LIMSEQ_iff: "convergent X = (X ----> lim X)"  | 
|
| 20682 | 475  | 
by (auto intro: theI LIMSEQ_unique simp add: convergent_def lim_def)  | 
| 15082 | 476  | 
|
| 36625 | 477  | 
lemma convergent_const: "convergent (\<lambda>n. c)"  | 
| 44313 | 478  | 
by (rule convergentI, rule tendsto_const)  | 
| 36625 | 479  | 
|
480  | 
lemma convergent_add:  | 
|
481  | 
fixes X Y :: "nat \<Rightarrow> 'a::real_normed_vector"  | 
|
482  | 
assumes "convergent (\<lambda>n. X n)"  | 
|
483  | 
assumes "convergent (\<lambda>n. Y n)"  | 
|
484  | 
shows "convergent (\<lambda>n. X n + Y n)"  | 
|
| 44313 | 485  | 
using assms unfolding convergent_def by (fast intro: tendsto_add)  | 
| 36625 | 486  | 
|
487  | 
lemma convergent_setsum:  | 
|
488  | 
fixes X :: "'a \<Rightarrow> nat \<Rightarrow> 'b::real_normed_vector"  | 
|
| 36647 | 489  | 
assumes "\<And>i. i \<in> A \<Longrightarrow> convergent (\<lambda>n. X i n)"  | 
| 36625 | 490  | 
shows "convergent (\<lambda>n. \<Sum>i\<in>A. X i n)"  | 
| 36647 | 491  | 
proof (cases "finite A")  | 
| 36650 | 492  | 
case True from this and assms show ?thesis  | 
| 36647 | 493  | 
by (induct A set: finite) (simp_all add: convergent_const convergent_add)  | 
494  | 
qed (simp add: convergent_const)  | 
|
| 36625 | 495  | 
|
496  | 
lemma (in bounded_linear) convergent:  | 
|
497  | 
assumes "convergent (\<lambda>n. X n)"  | 
|
498  | 
shows "convergent (\<lambda>n. f (X n))"  | 
|
| 44313 | 499  | 
using assms unfolding convergent_def by (fast intro: tendsto)  | 
| 36625 | 500  | 
|
501  | 
lemma (in bounded_bilinear) convergent:  | 
|
502  | 
assumes "convergent (\<lambda>n. X n)" and "convergent (\<lambda>n. Y n)"  | 
|
503  | 
shows "convergent (\<lambda>n. X n ** Y n)"  | 
|
| 44313 | 504  | 
using assms unfolding convergent_def by (fast intro: tendsto)  | 
| 36625 | 505  | 
|
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
506  | 
lemma convergent_minus_iff:  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
507  | 
fixes X :: "nat \<Rightarrow> 'a::real_normed_vector"  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
508  | 
shows "convergent X \<longleftrightarrow> convergent (\<lambda>n. - X n)"  | 
| 20696 | 509  | 
apply (simp add: convergent_def)  | 
| 44313 | 510  | 
apply (auto dest: tendsto_minus)  | 
511  | 
apply (drule tendsto_minus, auto)  | 
|
| 20696 | 512  | 
done  | 
513  | 
||
| 
32707
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
514  | 
lemma lim_le:  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
515  | 
fixes x :: real  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
516  | 
assumes f: "convergent f" and fn_le: "!!n. f n \<le> x"  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
517  | 
shows "lim f \<le> x"  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
518  | 
proof (rule classical)  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
519  | 
assume "\<not> lim f \<le> x"  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
520  | 
hence 0: "0 < lim f - x" by arith  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
521  | 
have 1: "f----> lim f"  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
522  | 
by (metis convergent_LIMSEQ_iff f)  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
523  | 
thus ?thesis  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
524  | 
proof (simp add: LIMSEQ_iff)  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
525  | 
assume "\<forall>r>0. \<exists>no. \<forall>n\<ge>no. \<bar>f n - lim f\<bar> < r"  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
526  | 
hence "\<exists>no. \<forall>n\<ge>no. \<bar>f n - lim f\<bar> < lim f - x"  | 
| 
32960
 
69916a850301
eliminated hard tabulators, guessing at each author's individual tab-width;
 
wenzelm 
parents: 
32877 
diff
changeset
 | 
527  | 
by (metis 0)  | 
| 
32707
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
528  | 
from this obtain no where "\<forall>n\<ge>no. \<bar>f n - lim f\<bar> < lim f - x"  | 
| 
32960
 
69916a850301
eliminated hard tabulators, guessing at each author's individual tab-width;
 
wenzelm 
parents: 
32877 
diff
changeset
 | 
529  | 
by blast  | 
| 
32707
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
530  | 
thus "lim f \<le> x"  | 
| 37887 | 531  | 
by (metis 1 LIMSEQ_le_const2 fn_le)  | 
| 
32707
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
532  | 
qed  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
533  | 
qed  | 
| 
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
534  | 
|
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
535  | 
lemma monoseq_le:  | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
536  | 
fixes a :: "nat \<Rightarrow> real"  | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
537  | 
assumes "monoseq a" and "a ----> x"  | 
| 
29803
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
538  | 
shows "((\<forall> n. a n \<le> x) \<and> (\<forall>m. \<forall>n\<ge>m. a m \<le> a n)) \<or>  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
539  | 
((\<forall> n. x \<le> a n) \<and> (\<forall>m. \<forall>n\<ge>m. a n \<le> a m))"  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
540  | 
proof -  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
541  | 
  { fix x n fix a :: "nat \<Rightarrow> real"
 | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
542  | 
assume "a ----> x" and "\<forall> m. \<forall> n \<ge> m. a m \<le> a n"  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
543  | 
hence monotone: "\<And> m n. m \<le> n \<Longrightarrow> a m \<le> a n" by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
544  | 
have "a n \<le> x"  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
545  | 
proof (rule ccontr)  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
546  | 
assume "\<not> a n \<le> x" hence "x < a n" by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
547  | 
hence "0 < a n - x" by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
548  | 
from `a ----> x`[THEN LIMSEQ_D, OF this]  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
549  | 
obtain no where "\<And>n'. no \<le> n' \<Longrightarrow> norm (a n' - x) < a n - x" by blast  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
550  | 
hence "norm (a (max no n) - x) < a n - x" by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
551  | 
moreover  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
552  | 
      { fix n' have "n \<le> n' \<Longrightarrow> x < a n'" using monotone[where m=n and n=n'] and `x < a n` by auto }
 | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
553  | 
hence "x < a (max no n)" by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
554  | 
ultimately  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
555  | 
have "a (max no n) < a n" by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
556  | 
with monotone[where m=n and n="max no n"]  | 
| 
32436
 
10cd49e0c067
Turned "x <= y ==> sup x y = y" (and relatives) into simp rules
 
nipkow 
parents: 
32064 
diff
changeset
 | 
557  | 
show False by (auto simp:max_def split:split_if_asm)  | 
| 
29803
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
558  | 
qed  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
559  | 
} note top_down = this  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
560  | 
  { fix x n m fix a :: "nat \<Rightarrow> real"
 | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
561  | 
assume "a ----> x" and "monoseq a" and "a m < x"  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
562  | 
have "a n \<le> x \<and> (\<forall> m. \<forall> n \<ge> m. a m \<le> a n)"  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
563  | 
proof (cases "\<forall> m. \<forall> n \<ge> m. a m \<le> a n")  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
564  | 
case True with top_down and `a ----> x` show ?thesis by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
565  | 
next  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
566  | 
case False with `monoseq a`[unfolded monoseq_def] have "\<forall> m. \<forall> n \<ge> m. - a m \<le> - a n" by auto  | 
| 44313 | 567  | 
hence "- a m \<le> - x" using top_down[OF tendsto_minus[OF `a ----> x`]] by blast  | 
| 
29803
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
568  | 
hence False using `a m < x` by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
569  | 
thus ?thesis ..  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
570  | 
qed  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
571  | 
} note when_decided = this  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
572  | 
|
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
573  | 
show ?thesis  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
574  | 
proof (cases "\<exists> m. a m \<noteq> x")  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
575  | 
case True then obtain m where "a m \<noteq> x" by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
576  | 
show ?thesis  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
577  | 
proof (cases "a m < x")  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
578  | 
case True with when_decided[OF `a ----> x` `monoseq a`, where m2=m]  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
579  | 
show ?thesis by blast  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
580  | 
next  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
581  | 
case False hence "- a m < - x" using `a m \<noteq> x` by auto  | 
| 44313 | 582  | 
with when_decided[OF tendsto_minus[OF `a ----> x`] monoseq_minus[OF `monoseq a`], where m2=m]  | 
| 
29803
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
583  | 
show ?thesis by auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
584  | 
qed  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
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parents: 
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changeset
 | 
585  | 
qed auto  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
hoelzl 
parents: 
29667 
diff
changeset
 | 
586  | 
qed  | 
| 
 
c56a5571f60a
Added derivation lemmas for power series and theorems for the pi, arcus tangens and logarithm series
 
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parents: 
29667 
diff
changeset
 | 
587  | 
|
| 30730 | 588  | 
lemma LIMSEQ_subseq_LIMSEQ:  | 
589  | 
"\<lbrakk> X ----> L; subseq f \<rbrakk> \<Longrightarrow> (X o f) ----> L"  | 
|
| 
36662
 
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generalize types of LIMSEQ and LIM; generalize many lemmas
 
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parents: 
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changeset
 | 
590  | 
apply (rule topological_tendstoI)  | 
| 
 
621122eeb138
generalize types of LIMSEQ and LIM; generalize many lemmas
 
huffman 
parents: 
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changeset
 | 
591  | 
apply (drule (2) topological_tendstoD)  | 
| 
 
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generalize types of LIMSEQ and LIM; generalize many lemmas
 
huffman 
parents: 
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changeset
 | 
592  | 
apply (simp only: eventually_sequentially)  | 
| 
 
621122eeb138
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diff
changeset
 | 
593  | 
apply (clarify, rule_tac x=N in exI, clarsimp)  | 
| 30730 | 594  | 
apply (blast intro: seq_suble le_trans dest!: spec)  | 
595  | 
done  | 
|
596  | 
||
| 44208 | 597  | 
lemma convergent_subseq_convergent:  | 
598  | 
"\<lbrakk>convergent X; subseq f\<rbrakk> \<Longrightarrow> convergent (X o f)"  | 
|
599  | 
unfolding convergent_def by (auto intro: LIMSEQ_subseq_LIMSEQ)  | 
|
600  | 
||
601  | 
||
| 
30196
 
6ffaa79c352c
Moved a few theorems about monotonic sequences from Fundamental_Theorem_Algebra to SEQ.thy
 
chaieb 
parents: 
30082 
diff
changeset
 | 
602  | 
subsection {* Bounded Monotonic Sequences *}
 | 
| 
 
6ffaa79c352c
Moved a few theorems about monotonic sequences from Fundamental_Theorem_Algebra to SEQ.thy
 
chaieb 
parents: 
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diff
changeset
 | 
603  | 
|
| 20696 | 604  | 
text{*Bounded Sequence*}
 | 
| 15082 | 605  | 
|
| 
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changeset
 | 
606  | 
lemma BseqD: "Bseq X ==> \<exists>K. 0 < K & (\<forall>n. norm (X n) \<le> K)"  | 
| 15082 | 607  | 
by (simp add: Bseq_def)  | 
608  | 
||
| 
20552
 
2c31dd358c21
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changeset
 | 
609  | 
lemma BseqI: "[| 0 < K; \<forall>n. norm (X n) \<le> K |] ==> Bseq X"  | 
| 15082 | 610  | 
by (auto simp add: Bseq_def)  | 
611  | 
||
612  | 
lemma lemma_NBseq_def:  | 
|
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
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changeset
 | 
613  | 
"(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) =  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
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changeset
 | 
614  | 
(\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"  | 
| 32064 | 615  | 
proof auto  | 
616  | 
fix K :: real  | 
|
617  | 
from reals_Archimedean2 obtain n :: nat where "K < real n" ..  | 
|
618  | 
then have "K \<le> real (Suc n)" by auto  | 
|
619  | 
assume "\<forall>m. norm (X m) \<le> K"  | 
|
620  | 
have "\<forall>m. norm (X m) \<le> real (Suc n)"  | 
|
621  | 
proof  | 
|
622  | 
fix m :: 'a  | 
|
623  | 
from `\<forall>m. norm (X m) \<le> K` have "norm (X m) \<le> K" ..  | 
|
624  | 
with `K \<le> real (Suc n)` show "norm (X m) \<le> real (Suc n)" by auto  | 
|
625  | 
qed  | 
|
626  | 
then show "\<exists>N. \<forall>n. norm (X n) \<le> real (Suc N)" ..  | 
|
627  | 
next  | 
|
628  | 
fix N :: nat  | 
|
629  | 
have "real (Suc N) > 0" by (simp add: real_of_nat_Suc)  | 
|
630  | 
moreover assume "\<forall>n. norm (X n) \<le> real (Suc N)"  | 
|
631  | 
ultimately show "\<exists>K>0. \<forall>n. norm (X n) \<le> K" by blast  | 
|
632  | 
qed  | 
|
633  | 
||
| 15082 | 634  | 
|
635  | 
text{* alternative definition for Bseq *}
 | 
|
| 
20552
 
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generalized types of many constants to work over arbitrary vector spaces;
 
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changeset
 | 
636  | 
lemma Bseq_iff: "Bseq X = (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"  | 
| 15082 | 637  | 
apply (simp add: Bseq_def)  | 
638  | 
apply (simp (no_asm) add: lemma_NBseq_def)  | 
|
639  | 
done  | 
|
640  | 
||
641  | 
lemma lemma_NBseq_def2:  | 
|
| 
20552
 
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changeset
 | 
642  | 
"(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"  | 
| 15082 | 643  | 
apply (subst lemma_NBseq_def, auto)  | 
644  | 
apply (rule_tac x = "Suc N" in exI)  | 
|
645  | 
apply (rule_tac [2] x = N in exI)  | 
|
646  | 
apply (auto simp add: real_of_nat_Suc)  | 
|
647  | 
prefer 2 apply (blast intro: order_less_imp_le)  | 
|
648  | 
apply (drule_tac x = n in spec, simp)  | 
|
649  | 
done  | 
|
650  | 
||
651  | 
(* yet another definition for Bseq *)  | 
|
| 
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changeset
 | 
652  | 
lemma Bseq_iff1a: "Bseq X = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"  | 
| 15082 | 653  | 
by (simp add: Bseq_def lemma_NBseq_def2)  | 
654  | 
||
| 20696 | 655  | 
subsubsection{*Upper Bounds and Lubs of Bounded Sequences*}
 | 
| 15082 | 656  | 
|
657  | 
lemma Bseq_isUb:  | 
|
658  | 
  "!!(X::nat=>real). Bseq X ==> \<exists>U. isUb (UNIV::real set) {x. \<exists>n. X n = x} U"
 | 
|
| 22998 | 659  | 
by (auto intro: isUbI setleI simp add: Bseq_def abs_le_iff)  | 
| 15082 | 660  | 
|
661  | 
text{* Use completeness of reals (supremum property)
 | 
|
662  | 
to show that any bounded sequence has a least upper bound*}  | 
|
663  | 
||
664  | 
lemma Bseq_isLub:  | 
|
665  | 
"!!(X::nat=>real). Bseq X ==>  | 
|
666  | 
   \<exists>U. isLub (UNIV::real set) {x. \<exists>n. X n = x} U"
 | 
|
667  | 
by (blast intro: reals_complete Bseq_isUb)  | 
|
668  | 
||
| 20696 | 669  | 
subsubsection{*A Bounded and Monotonic Sequence Converges*}
 | 
| 15082 | 670  | 
|
| 44714 | 671  | 
(* TODO: delete *)  | 
672  | 
(* FIXME: one use in NSA/HSEQ.thy *)  | 
|
| 15082 | 673  | 
lemma Bmonoseq_LIMSEQ: "\<forall>n. m \<le> n --> X n = X m ==> \<exists>L. (X ----> L)"  | 
| 
36662
 
621122eeb138
generalize types of LIMSEQ and LIM; generalize many lemmas
 
huffman 
parents: 
36660 
diff
changeset
 | 
674  | 
unfolding tendsto_def eventually_sequentially  | 
| 15082 | 675  | 
apply (rule_tac x = "X m" in exI, safe)  | 
676  | 
apply (rule_tac x = m in exI, safe)  | 
|
677  | 
apply (drule spec, erule impE, auto)  | 
|
678  | 
done  | 
|
679  | 
||
| 44714 | 680  | 
text {* A monotone sequence converges to its least upper bound. *}
 | 
| 15082 | 681  | 
|
| 44714 | 682  | 
lemma isLub_mono_imp_LIMSEQ:  | 
683  | 
fixes X :: "nat \<Rightarrow> real"  | 
|
684  | 
  assumes u: "isLub UNIV {x. \<exists>n. X n = x} u" (* FIXME: use 'range X' *)
 | 
|
685  | 
assumes X: "\<forall>m n. m \<le> n \<longrightarrow> X m \<le> X n"  | 
|
686  | 
shows "X ----> u"  | 
|
687  | 
proof (rule LIMSEQ_I)  | 
|
688  | 
have 1: "\<forall>n. X n \<le> u"  | 
|
689  | 
using isLubD2 [OF u] by auto  | 
|
690  | 
have "\<forall>y. (\<forall>n. X n \<le> y) \<longrightarrow> u \<le> y"  | 
|
691  | 
using isLub_le_isUb [OF u] by (auto simp add: isUb_def setle_def)  | 
|
692  | 
hence 2: "\<forall>y<u. \<exists>n. y < X n"  | 
|
693  | 
by (metis not_le)  | 
|
694  | 
fix r :: real assume "0 < r"  | 
|
695  | 
hence "u - r < u" by simp  | 
|
696  | 
hence "\<exists>m. u - r < X m" using 2 by simp  | 
|
697  | 
then obtain m where "u - r < X m" ..  | 
|
698  | 
with X have "\<forall>n\<ge>m. u - r < X n"  | 
|
699  | 
by (fast intro: less_le_trans)  | 
|
700  | 
hence "\<exists>m. \<forall>n\<ge>m. u - r < X n" ..  | 
|
701  | 
thus "\<exists>m. \<forall>n\<ge>m. norm (X n - u) < r"  | 
|
702  | 
using 1 by (simp add: diff_less_eq add_commute)  | 
|
703  | 
qed  | 
|
| 15082 | 704  | 
|
705  | 
text{*A standard proof of the theorem for monotone increasing sequence*}
 | 
|
706  | 
||
707  | 
lemma Bseq_mono_convergent:  | 
|
| 
20552
 
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changeset
 | 
708  | 
"[| Bseq X; \<forall>m. \<forall>n \<ge> m. X m \<le> X n |] ==> convergent (X::nat=>real)"  | 
| 44714 | 709  | 
proof -  | 
710  | 
assume "Bseq X"  | 
|
711  | 
  then obtain u where u: "isLub UNIV {x. \<exists>n. X n = x} u"
 | 
|
712  | 
using Bseq_isLub by fast  | 
|
713  | 
assume "\<forall>m n. m \<le> n \<longrightarrow> X m \<le> X n"  | 
|
714  | 
with u have "X ----> u"  | 
|
715  | 
by (rule isLub_mono_imp_LIMSEQ)  | 
|
716  | 
thus "convergent X"  | 
|
717  | 
by (rule convergentI)  | 
|
718  | 
qed  | 
|
| 15082 | 719  | 
|
720  | 
lemma Bseq_minus_iff: "Bseq (%n. -(X n)) = Bseq X"  | 
|
721  | 
by (simp add: Bseq_def)  | 
|
722  | 
||
723  | 
text{*Main monotonicity theorem*}
 | 
|
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
724  | 
lemma Bseq_monoseq_convergent: "[| Bseq X; monoseq X |] ==> convergent (X::nat\<Rightarrow>real)"  | 
| 15082 | 725  | 
apply (simp add: monoseq_def, safe)  | 
726  | 
apply (rule_tac [2] convergent_minus_iff [THEN ssubst])  | 
|
727  | 
apply (drule_tac [2] Bseq_minus_iff [THEN ssubst])  | 
|
728  | 
apply (auto intro!: Bseq_mono_convergent)  | 
|
729  | 
done  | 
|
730  | 
||
| 30730 | 731  | 
subsubsection{*Increasing and Decreasing Series*}
 | 
732  | 
||
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
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parents: 
40811 
diff
changeset
 | 
733  | 
lemma incseq_le:  | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
734  | 
fixes X :: "nat \<Rightarrow> real"  | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
735  | 
assumes inc: "incseq X" and lim: "X ----> L" shows "X n \<le> L"  | 
| 30730 | 736  | 
using monoseq_le [OF incseq_imp_monoseq [OF inc] lim]  | 
737  | 
proof  | 
|
738  | 
assume "(\<forall>n. X n \<le> L) \<and> (\<forall>m n. m \<le> n \<longrightarrow> X m \<le> X n)"  | 
|
739  | 
thus ?thesis by simp  | 
|
740  | 
next  | 
|
741  | 
assume "(\<forall>n. L \<le> X n) \<and> (\<forall>m n. m \<le> n \<longrightarrow> X n \<le> X m)"  | 
|
742  | 
hence const: "(!!m n. m \<le> n \<Longrightarrow> X n = X m)" using inc  | 
|
743  | 
by (auto simp add: incseq_def intro: order_antisym)  | 
|
744  | 
have X: "!!n. X n = X 0"  | 
|
745  | 
by (blast intro: const [of 0])  | 
|
746  | 
have "X = (\<lambda>n. X 0)"  | 
|
| 
44568
 
e6f291cb5810
discontinue many legacy theorems about LIM and LIMSEQ, in favor of tendsto theorems
 
huffman 
parents: 
44313 
diff
changeset
 | 
747  | 
by (blast intro: X)  | 
| 44313 | 748  | 
hence "L = X 0" using tendsto_const [of "X 0" sequentially]  | 
749  | 
by (auto intro: LIMSEQ_unique lim)  | 
|
| 30730 | 750  | 
thus ?thesis  | 
751  | 
by (blast intro: eq_refl X)  | 
|
752  | 
qed  | 
|
753  | 
||
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
754  | 
lemma decseq_le:  | 
| 
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
hoelzl 
parents: 
40811 
diff
changeset
 | 
755  | 
fixes X :: "nat \<Rightarrow> real" assumes dec: "decseq X" and lim: "X ----> L" shows "L \<le> X n"  | 
| 30730 | 756  | 
proof -  | 
757  | 
have inc: "incseq (\<lambda>n. - X n)" using dec  | 
|
758  | 
by (simp add: decseq_eq_incseq)  | 
|
759  | 
have "- X n \<le> - L"  | 
|
| 44313 | 760  | 
by (blast intro: incseq_le [OF inc] tendsto_minus lim)  | 
| 30730 | 761  | 
thus ?thesis  | 
762  | 
by simp  | 
|
763  | 
qed  | 
|
764  | 
||
| 20696 | 765  | 
subsubsection{*A Few More Equivalence Theorems for Boundedness*}
 | 
| 15082 | 766  | 
|
767  | 
text{*alternative formulation for boundedness*}
 | 
|
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
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20408 
diff
changeset
 | 
768  | 
lemma Bseq_iff2: "Bseq X = (\<exists>k > 0. \<exists>x. \<forall>n. norm (X(n) + -x) \<le> k)"  | 
| 15082 | 769  | 
apply (unfold Bseq_def, safe)  | 
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
770  | 
apply (rule_tac [2] x = "k + norm x" in exI)  | 
| 15360 | 771  | 
apply (rule_tac x = K in exI, simp)  | 
| 15221 | 772  | 
apply (rule exI [where x = 0], auto)  | 
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
773  | 
apply (erule order_less_le_trans, simp)  | 
| 37887 | 774  | 
apply (drule_tac x=n in spec, fold diff_minus)  | 
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
775  | 
apply (drule order_trans [OF norm_triangle_ineq2])  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
776  | 
apply simp  | 
| 15082 | 777  | 
done  | 
778  | 
||
779  | 
text{*alternative formulation for boundedness*}
 | 
|
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
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parents: 
20408 
diff
changeset
 | 
780  | 
lemma Bseq_iff3: "Bseq X = (\<exists>k > 0. \<exists>N. \<forall>n. norm(X(n) + -X(N)) \<le> k)"  | 
| 15082 | 781  | 
apply safe  | 
782  | 
apply (simp add: Bseq_def, safe)  | 
|
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
783  | 
apply (rule_tac x = "K + norm (X N)" in exI)  | 
| 15082 | 784  | 
apply auto  | 
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
785  | 
apply (erule order_less_le_trans, simp)  | 
| 15082 | 786  | 
apply (rule_tac x = N in exI, safe)  | 
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
787  | 
apply (drule_tac x = n in spec)  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
788  | 
apply (rule order_trans [OF norm_triangle_ineq], simp)  | 
| 15082 | 789  | 
apply (auto simp add: Bseq_iff2)  | 
790  | 
done  | 
|
791  | 
||
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
792  | 
lemma BseqI2: "(\<forall>n. k \<le> f n & f n \<le> (K::real)) ==> Bseq f"  | 
| 15082 | 793  | 
apply (simp add: Bseq_def)  | 
| 15221 | 794  | 
apply (rule_tac x = " (\<bar>k\<bar> + \<bar>K\<bar>) + 1" in exI, auto)  | 
| 
20217
 
25b068a99d2b
linear arithmetic splits certain operators (e.g. min, max, abs)
 
webertj 
parents: 
19765 
diff
changeset
 | 
795  | 
apply (drule_tac x = n in spec, arith)  | 
| 15082 | 796  | 
done  | 
797  | 
||
798  | 
||
| 20696 | 799  | 
subsection {* Cauchy Sequences *}
 | 
| 15082 | 800  | 
|
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
801  | 
lemma metric_CauchyI:  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
802  | 
"(\<And>e. 0 < e \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m) (X n) < e) \<Longrightarrow> Cauchy X"  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
803  | 
by (simp add: Cauchy_def)  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
804  | 
|
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
805  | 
lemma metric_CauchyD:  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
806  | 
"\<lbrakk>Cauchy X; 0 < e\<rbrakk> \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. dist (X m) (X n) < e"  | 
| 
20751
 
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
 
huffman 
parents: 
20740 
diff
changeset
 | 
807  | 
by (simp add: Cauchy_def)  | 
| 
 
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
 
huffman 
parents: 
20740 
diff
changeset
 | 
808  | 
|
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
809  | 
lemma Cauchy_iff:  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
810  | 
fixes X :: "nat \<Rightarrow> 'a::real_normed_vector"  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
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diff
changeset
 | 
811  | 
shows "Cauchy X \<longleftrightarrow> (\<forall>e>0. \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e)"  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
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diff
changeset
 | 
812  | 
unfolding Cauchy_def dist_norm ..  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
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31017 
diff
changeset
 | 
813  | 
|
| 
35292
 
e4a431b6d9b7
Replaced Integration by Multivariate-Analysis/Real_Integration
 
hoelzl 
parents: 
35216 
diff
changeset
 | 
814  | 
lemma Cauchy_iff2:  | 
| 
 
e4a431b6d9b7
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hoelzl 
parents: 
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diff
changeset
 | 
815  | 
"Cauchy X =  | 
| 
 
e4a431b6d9b7
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hoelzl 
parents: 
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diff
changeset
 | 
816  | 
(\<forall>j. (\<exists>M. \<forall>m \<ge> M. \<forall>n \<ge> M. \<bar>X m - X n\<bar> < inverse(real (Suc j))))"  | 
| 
 
e4a431b6d9b7
Replaced Integration by Multivariate-Analysis/Real_Integration
 
hoelzl 
parents: 
35216 
diff
changeset
 | 
817  | 
apply (simp add: Cauchy_iff, auto)  | 
| 
 
e4a431b6d9b7
Replaced Integration by Multivariate-Analysis/Real_Integration
 
hoelzl 
parents: 
35216 
diff
changeset
 | 
818  | 
apply (drule reals_Archimedean, safe)  | 
| 
 
e4a431b6d9b7
Replaced Integration by Multivariate-Analysis/Real_Integration
 
hoelzl 
parents: 
35216 
diff
changeset
 | 
819  | 
apply (drule_tac x = n in spec, auto)  | 
| 
 
e4a431b6d9b7
Replaced Integration by Multivariate-Analysis/Real_Integration
 
hoelzl 
parents: 
35216 
diff
changeset
 | 
820  | 
apply (rule_tac x = M in exI, auto)  | 
| 
 
e4a431b6d9b7
Replaced Integration by Multivariate-Analysis/Real_Integration
 
hoelzl 
parents: 
35216 
diff
changeset
 | 
821  | 
apply (drule_tac x = m in spec, simp)  | 
| 
 
e4a431b6d9b7
Replaced Integration by Multivariate-Analysis/Real_Integration
 
hoelzl 
parents: 
35216 
diff
changeset
 | 
822  | 
apply (drule_tac x = na in spec, auto)  | 
| 
 
e4a431b6d9b7
Replaced Integration by Multivariate-Analysis/Real_Integration
 
hoelzl 
parents: 
35216 
diff
changeset
 | 
823  | 
done  | 
| 
 
e4a431b6d9b7
Replaced Integration by Multivariate-Analysis/Real_Integration
 
hoelzl 
parents: 
35216 
diff
changeset
 | 
824  | 
|
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
825  | 
lemma CauchyI:  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
826  | 
fixes X :: "nat \<Rightarrow> 'a::real_normed_vector"  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
827  | 
shows "(\<And>e. 0 < e \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e) \<Longrightarrow> Cauchy X"  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
828  | 
by (simp add: Cauchy_iff)  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
829  | 
|
| 
20751
 
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
 
huffman 
parents: 
20740 
diff
changeset
 | 
830  | 
lemma CauchyD:  | 
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
831  | 
fixes X :: "nat \<Rightarrow> 'a::real_normed_vector"  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
832  | 
shows "\<lbrakk>Cauchy X; 0 < e\<rbrakk> \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e"  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
833  | 
by (simp add: Cauchy_iff)  | 
| 
20751
 
93271c59d211
add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
 
huffman 
parents: 
20740 
diff
changeset
 | 
834  | 
|
| 30730 | 835  | 
lemma Cauchy_subseq_Cauchy:  | 
836  | 
"\<lbrakk> Cauchy X; subseq f \<rbrakk> \<Longrightarrow> Cauchy (X o f)"  | 
|
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
837  | 
apply (auto simp add: Cauchy_def)  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
838  | 
apply (drule_tac x=e in spec, clarify)  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
839  | 
apply (rule_tac x=M in exI, clarify)  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
840  | 
apply (blast intro: le_trans [OF _ seq_suble] dest!: spec)  | 
| 30730 | 841  | 
done  | 
842  | 
||
| 20696 | 843  | 
subsubsection {* Cauchy Sequences are Bounded *}
 | 
844  | 
||
| 15082 | 845  | 
text{*A Cauchy sequence is bounded -- this is the standard
 | 
846  | 
proof mechanization rather than the nonstandard proof*}  | 
|
847  | 
||
| 20563 | 848  | 
lemma lemmaCauchy: "\<forall>n \<ge> M. norm (X M - X n) < (1::real)  | 
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
849  | 
==> \<forall>n \<ge> M. norm (X n :: 'a::real_normed_vector) < 1 + norm (X M)"  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
850  | 
apply (clarify, drule spec, drule (1) mp)  | 
| 20563 | 851  | 
apply (simp only: norm_minus_commute)  | 
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
852  | 
apply (drule order_le_less_trans [OF norm_triangle_ineq2])  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
853  | 
apply simp  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
854  | 
done  | 
| 15082 | 855  | 
|
856  | 
lemma Cauchy_Bseq: "Cauchy X ==> Bseq X"  | 
|
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
857  | 
apply (simp add: Cauchy_iff)  | 
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
858  | 
apply (drule spec, drule mp, rule zero_less_one, safe)  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
859  | 
apply (drule_tac x="M" in spec, simp)  | 
| 15082 | 860  | 
apply (drule lemmaCauchy)  | 
| 22608 | 861  | 
apply (rule_tac k="M" in Bseq_offset)  | 
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
862  | 
apply (simp add: Bseq_def)  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
863  | 
apply (rule_tac x="1 + norm (X M)" in exI)  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
864  | 
apply (rule conjI, rule order_less_le_trans [OF zero_less_one], simp)  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
huffman 
parents: 
20408 
diff
changeset
 | 
865  | 
apply (simp add: order_less_imp_le)  | 
| 15082 | 866  | 
done  | 
867  | 
||
| 20696 | 868  | 
subsubsection {* Cauchy Sequences are Convergent *}
 | 
| 15082 | 869  | 
|
| 
44206
 
5e4a1664106e
locale-ize some constant definitions, so complete_space can inherit from metric_space
 
huffman 
parents: 
44205 
diff
changeset
 | 
870  | 
class complete_space = metric_space +  | 
| 33042 | 871  | 
assumes Cauchy_convergent: "Cauchy X \<Longrightarrow> convergent X"  | 
| 
20830
 
65ba80cae6df
add axclass banach for complete normed vector spaces
 
huffman 
parents: 
20829 
diff
changeset
 | 
872  | 
|
| 33042 | 873  | 
class banach = real_normed_vector + complete_space  | 
| 31403 | 874  | 
|
| 22629 | 875  | 
theorem LIMSEQ_imp_Cauchy:  | 
876  | 
assumes X: "X ----> a" shows "Cauchy X"  | 
|
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
877  | 
proof (rule metric_CauchyI)  | 
| 22629 | 878  | 
fix e::real assume "0 < e"  | 
879  | 
hence "0 < e/2" by simp  | 
|
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
880  | 
with X have "\<exists>N. \<forall>n\<ge>N. dist (X n) a < e/2" by (rule metric_LIMSEQ_D)  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
881  | 
then obtain N where N: "\<forall>n\<ge>N. dist (X n) a < e/2" ..  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
882  | 
show "\<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. dist (X m) (X n) < e"  | 
| 22629 | 883  | 
proof (intro exI allI impI)  | 
884  | 
fix m assume "N \<le> m"  | 
|
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
885  | 
hence m: "dist (X m) a < e/2" using N by fast  | 
| 22629 | 886  | 
fix n assume "N \<le> n"  | 
| 
31336
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
887  | 
hence n: "dist (X n) a < e/2" using N by fast  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
888  | 
have "dist (X m) (X n) \<le> dist (X m) a + dist (X n) a"  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
889  | 
by (rule dist_triangle2)  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
890  | 
also from m n have "\<dots> < e" by simp  | 
| 
 
e17f13cd1280
generalize constants in SEQ.thy to class metric_space
 
huffman 
parents: 
31017 
diff
changeset
 | 
891  | 
finally show "dist (X m) (X n) < e" .  | 
| 22629 | 892  | 
qed  | 
893  | 
qed  | 
|
894  | 
||
| 20691 | 895  | 
lemma convergent_Cauchy: "convergent X \<Longrightarrow> Cauchy X"  | 
| 22629 | 896  | 
unfolding convergent_def  | 
897  | 
by (erule exE, erule LIMSEQ_imp_Cauchy)  | 
|
| 20691 | 898  | 
|
| 31403 | 899  | 
lemma Cauchy_convergent_iff:  | 
900  | 
fixes X :: "nat \<Rightarrow> 'a::complete_space"  | 
|
901  | 
shows "Cauchy X = convergent X"  | 
|
902  | 
by (fast intro: Cauchy_convergent convergent_Cauchy)  | 
|
903  | 
||
| 22629 | 904  | 
text {*
 | 
905  | 
Proof that Cauchy sequences converge based on the one from  | 
|
906  | 
http://pirate.shu.edu/~wachsmut/ira/numseq/proofs/cauconv.html  | 
|
907  | 
*}  | 
|
908  | 
||
909  | 
text {*
 | 
|
910  | 
  If sequence @{term "X"} is Cauchy, then its limit is the lub of
 | 
|
911  | 
  @{term "{r::real. \<exists>N. \<forall>n\<ge>N. r < X n}"}
 | 
|
912  | 
*}  | 
|
913  | 
||
914  | 
lemma isUb_UNIV_I: "(\<And>y. y \<in> S \<Longrightarrow> y \<le> u) \<Longrightarrow> isUb UNIV S u"  | 
|
915  | 
by (simp add: isUbI setleI)  | 
|
916  | 
||
| 27681 | 917  | 
locale real_Cauchy =  | 
| 22629 | 918  | 
fixes X :: "nat \<Rightarrow> real"  | 
919  | 
assumes X: "Cauchy X"  | 
|
920  | 
fixes S :: "real set"  | 
|
921  | 
  defines S_def: "S \<equiv> {x::real. \<exists>N. \<forall>n\<ge>N. x < X n}"
 | 
|
922  | 
||
| 27681 | 923  | 
lemma real_CauchyI:  | 
924  | 
assumes "Cauchy X"  | 
|
925  | 
shows "real_Cauchy X"  | 
|
| 28823 | 926  | 
proof qed (fact assms)  | 
| 27681 | 927  | 
|
| 22629 | 928  | 
lemma (in real_Cauchy) mem_S: "\<forall>n\<ge>N. x < X n \<Longrightarrow> x \<in> S"  | 
929  | 
by (unfold S_def, auto)  | 
|
930  | 
||
931  | 
lemma (in real_Cauchy) bound_isUb:  | 
|
932  | 
assumes N: "\<forall>n\<ge>N. X n < x"  | 
|
933  | 
shows "isUb UNIV S x"  | 
|
934  | 
proof (rule isUb_UNIV_I)  | 
|
935  | 
fix y::real assume "y \<in> S"  | 
|
936  | 
hence "\<exists>M. \<forall>n\<ge>M. y < X n"  | 
|
937  | 
by (simp add: S_def)  | 
|
938  | 
then obtain M where "\<forall>n\<ge>M. y < X n" ..  | 
|
939  | 
hence "y < X (max M N)" by simp  | 
|
940  | 
also have "\<dots> < x" using N by simp  | 
|
941  | 
finally show "y \<le> x"  | 
|
942  | 
by (rule order_less_imp_le)  | 
|
943  | 
qed  | 
|
944  | 
||
945  | 
lemma (in real_Cauchy) isLub_ex: "\<exists>u. isLub UNIV S u"  | 
|
946  | 
proof (rule reals_complete)  | 
|
947  | 
obtain N where "\<forall>m\<ge>N. \<forall>n\<ge>N. norm (X m - X n) < 1"  | 
|
| 32064 | 948  | 
using CauchyD [OF X zero_less_one] by auto  | 
| 22629 | 949  | 
hence N: "\<forall>n\<ge>N. norm (X n - X N) < 1" by simp  | 
950  | 
show "\<exists>x. x \<in> S"  | 
|
951  | 
proof  | 
|
952  | 
from N have "\<forall>n\<ge>N. X N - 1 < X n"  | 
|
| 
32707
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
953  | 
by (simp add: abs_diff_less_iff)  | 
| 22629 | 954  | 
thus "X N - 1 \<in> S" by (rule mem_S)  | 
955  | 
qed  | 
|
956  | 
show "\<exists>u. isUb UNIV S u"  | 
|
957  | 
proof  | 
|
958  | 
from N have "\<forall>n\<ge>N. X n < X N + 1"  | 
|
| 
32707
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
959  | 
by (simp add: abs_diff_less_iff)  | 
| 22629 | 960  | 
thus "isUb UNIV S (X N + 1)"  | 
961  | 
by (rule bound_isUb)  | 
|
962  | 
qed  | 
|
963  | 
qed  | 
|
964  | 
||
965  | 
lemma (in real_Cauchy) isLub_imp_LIMSEQ:  | 
|
966  | 
assumes x: "isLub UNIV S x"  | 
|
967  | 
shows "X ----> x"  | 
|
968  | 
proof (rule LIMSEQ_I)  | 
|
969  | 
fix r::real assume "0 < r"  | 
|
970  | 
hence r: "0 < r/2" by simp  | 
|
971  | 
obtain N where "\<forall>n\<ge>N. \<forall>m\<ge>N. norm (X n - X m) < r/2"  | 
|
| 32064 | 972  | 
using CauchyD [OF X r] by auto  | 
| 22629 | 973  | 
hence "\<forall>n\<ge>N. norm (X n - X N) < r/2" by simp  | 
974  | 
hence N: "\<forall>n\<ge>N. X N - r/2 < X n \<and> X n < X N + r/2"  | 
|
| 
32707
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
975  | 
by (simp only: real_norm_def abs_diff_less_iff)  | 
| 22629 | 976  | 
|
977  | 
from N have "\<forall>n\<ge>N. X N - r/2 < X n" by fast  | 
|
978  | 
hence "X N - r/2 \<in> S" by (rule mem_S)  | 
|
| 23482 | 979  | 
hence 1: "X N - r/2 \<le> x" using x isLub_isUb isUbD by fast  | 
| 22629 | 980  | 
|
981  | 
from N have "\<forall>n\<ge>N. X n < X N + r/2" by fast  | 
|
982  | 
hence "isUb UNIV S (X N + r/2)" by (rule bound_isUb)  | 
|
| 23482 | 983  | 
hence 2: "x \<le> X N + r/2" using x isLub_le_isUb by fast  | 
| 22629 | 984  | 
|
985  | 
show "\<exists>N. \<forall>n\<ge>N. norm (X n - x) < r"  | 
|
986  | 
proof (intro exI allI impI)  | 
|
987  | 
fix n assume n: "N \<le> n"  | 
|
| 23482 | 988  | 
from N n have "X n < X N + r/2" and "X N - r/2 < X n" by simp+  | 
989  | 
thus "norm (X n - x) < r" using 1 2  | 
|
| 
32707
 
836ec9d0a0c8
New lemmas involving the real numbers, especially limits and series
 
paulson 
parents: 
32436 
diff
changeset
 | 
990  | 
by (simp add: abs_diff_less_iff)  | 
| 22629 | 991  | 
qed  | 
992  | 
qed  | 
|
993  | 
||
994  | 
lemma (in real_Cauchy) LIMSEQ_ex: "\<exists>x. X ----> x"  | 
|
995  | 
proof -  | 
|
996  | 
obtain x where "isLub UNIV S x"  | 
|
997  | 
using isLub_ex by fast  | 
|
998  | 
hence "X ----> x"  | 
|
999  | 
by (rule isLub_imp_LIMSEQ)  | 
|
1000  | 
thus ?thesis ..  | 
|
1001  | 
qed  | 
|
1002  | 
||
| 
20830
 
65ba80cae6df
add axclass banach for complete normed vector spaces
 
huffman 
parents: 
20829 
diff
changeset
 | 
1003  | 
lemma real_Cauchy_convergent:  | 
| 
 
65ba80cae6df
add axclass banach for complete normed vector spaces
 
huffman 
parents: 
20829 
diff
changeset
 | 
1004  | 
fixes X :: "nat \<Rightarrow> real"  | 
| 
 
65ba80cae6df
add axclass banach for complete normed vector spaces
 
huffman 
parents: 
20829 
diff
changeset
 | 
1005  | 
shows "Cauchy X \<Longrightarrow> convergent X"  | 
| 27681 | 1006  | 
unfolding convergent_def  | 
1007  | 
by (rule real_Cauchy.LIMSEQ_ex)  | 
|
1008  | 
(rule real_CauchyI)  | 
|
| 
20830
 
65ba80cae6df
add axclass banach for complete normed vector spaces
 
huffman 
parents: 
20829 
diff
changeset
 | 
1009  | 
|
| 
 
65ba80cae6df
add axclass banach for complete normed vector spaces
 
huffman 
parents: 
20829 
diff
changeset
 | 
1010  | 
instance real :: banach  | 
| 
 
65ba80cae6df
add axclass banach for complete normed vector spaces
 
huffman 
parents: 
20829 
diff
changeset
 | 
1011  | 
by intro_classes (rule real_Cauchy_convergent)  | 
| 
 
65ba80cae6df
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 | 
1012  | 
|
| 15082 | 1013  | 
|
| 20696 | 1014  | 
subsection {* Power Sequences *}
 | 
| 15082 | 1015  | 
|
1016  | 
text{*The sequence @{term "x^n"} tends to 0 if @{term "0\<le>x"} and @{term
 | 
|
1017  | 
"x<1"}. Proof will use (NS) Cauchy equivalence for convergence and  | 
|
1018  | 
also fact that bounded and monotonic sequence converges.*}  | 
|
1019  | 
||
| 
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1020  | 
lemma Bseq_realpow: "[| 0 \<le> (x::real); x \<le> 1 |] ==> Bseq (%n. x ^ n)"  | 
| 15082 | 1021  | 
apply (simp add: Bseq_def)  | 
1022  | 
apply (rule_tac x = 1 in exI)  | 
|
1023  | 
apply (simp add: power_abs)  | 
|
| 22974 | 1024  | 
apply (auto dest: power_mono)  | 
| 15082 | 1025  | 
done  | 
1026  | 
||
| 
41367
 
1b65137d598c
generalized monoseq, decseq and incseq; simplified proof for seq_monosub
 
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parents: 
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 | 
1027  | 
lemma monoseq_realpow: fixes x :: real shows "[| 0 \<le> x; x \<le> 1 |] ==> monoseq (%n. x ^ n)"  | 
| 15082 | 1028  | 
apply (clarify intro!: mono_SucI2)  | 
1029  | 
apply (cut_tac n = n and N = "Suc n" and a = x in power_decreasing, auto)  | 
|
1030  | 
done  | 
|
1031  | 
||
| 
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generalized types of many constants to work over arbitrary vector spaces;
 
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1032  | 
lemma convergent_realpow:  | 
| 
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
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parents: 
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changeset
 | 
1033  | 
"[| 0 \<le> (x::real); x \<le> 1 |] ==> convergent (%n. x ^ n)"  | 
| 15082 | 1034  | 
by (blast intro!: Bseq_monoseq_convergent Bseq_realpow monoseq_realpow)  | 
1035  | 
||
| 22628 | 1036  | 
lemma LIMSEQ_inverse_realpow_zero_lemma:  | 
1037  | 
fixes x :: real  | 
|
1038  | 
assumes x: "0 \<le> x"  | 
|
1039  | 
shows "real n * x + 1 \<le> (x + 1) ^ n"  | 
|
1040  | 
apply (induct n)  | 
|
1041  | 
apply simp  | 
|
1042  | 
apply simp  | 
|
1043  | 
apply (rule order_trans)  | 
|
1044  | 
prefer 2  | 
|
1045  | 
apply (erule mult_left_mono)  | 
|
1046  | 
apply (rule add_increasing [OF x], simp)  | 
|
1047  | 
apply (simp add: real_of_nat_Suc)  | 
|
| 
23477
 
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changeset
 | 
1048  | 
apply (simp add: ring_distribs)  | 
| 22628 | 1049  | 
apply (simp add: mult_nonneg_nonneg x)  | 
1050  | 
done  | 
|
1051  | 
||
1052  | 
lemma LIMSEQ_inverse_realpow_zero:  | 
|
1053  | 
"1 < (x::real) \<Longrightarrow> (\<lambda>n. inverse (x ^ n)) ----> 0"  | 
|
1054  | 
proof (rule LIMSEQ_inverse_zero [rule_format])  | 
|
1055  | 
fix y :: real  | 
|
1056  | 
assume x: "1 < x"  | 
|
1057  | 
hence "0 < x - 1" by simp  | 
|
1058  | 
hence "\<forall>y. \<exists>N::nat. y < real N * (x - 1)"  | 
|
1059  | 
by (rule reals_Archimedean3)  | 
|
1060  | 
hence "\<exists>N::nat. y < real N * (x - 1)" ..  | 
|
1061  | 
then obtain N::nat where "y < real N * (x - 1)" ..  | 
|
1062  | 
also have "\<dots> \<le> real N * (x - 1) + 1" by simp  | 
|
1063  | 
also have "\<dots> \<le> (x - 1 + 1) ^ N"  | 
|
1064  | 
by (rule LIMSEQ_inverse_realpow_zero_lemma, cut_tac x, simp)  | 
|
1065  | 
also have "\<dots> = x ^ N" by simp  | 
|
1066  | 
finally have "y < x ^ N" .  | 
|
1067  | 
hence "\<forall>n\<ge>N. y < x ^ n"  | 
|
1068  | 
apply clarify  | 
|
1069  | 
apply (erule order_less_le_trans)  | 
|
1070  | 
apply (erule power_increasing)  | 
|
1071  | 
apply (rule order_less_imp_le [OF x])  | 
|
1072  | 
done  | 
|
1073  | 
thus "\<exists>N. \<forall>n\<ge>N. y < x ^ n" ..  | 
|
1074  | 
qed  | 
|
1075  | 
||
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1076  | 
lemma LIMSEQ_realpow_zero:  | 
| 22628 | 1077  | 
"\<lbrakk>0 \<le> (x::real); x < 1\<rbrakk> \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0"  | 
1078  | 
proof (cases)  | 
|
1079  | 
assume "x = 0"  | 
|
| 44313 | 1080  | 
hence "(\<lambda>n. x ^ Suc n) ----> 0" by (simp add: tendsto_const)  | 
| 22628 | 1081  | 
thus ?thesis by (rule LIMSEQ_imp_Suc)  | 
1082  | 
next  | 
|
1083  | 
assume "0 \<le> x" and "x \<noteq> 0"  | 
|
1084  | 
hence x0: "0 < x" by simp  | 
|
1085  | 
assume x1: "x < 1"  | 
|
1086  | 
from x0 x1 have "1 < inverse x"  | 
|
| 
36776
 
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changeset
 | 
1087  | 
by (rule one_less_inverse)  | 
| 22628 | 1088  | 
hence "(\<lambda>n. inverse (inverse x ^ n)) ----> 0"  | 
1089  | 
by (rule LIMSEQ_inverse_realpow_zero)  | 
|
1090  | 
thus ?thesis by (simp add: power_inverse)  | 
|
1091  | 
qed  | 
|
| 15082 | 1092  | 
|
| 
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fee8c75e3b5d
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huffman 
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diff
changeset
 | 
1093  | 
lemma LIMSEQ_power_zero:  | 
| 31017 | 1094  | 
  fixes x :: "'a::{real_normed_algebra_1}"
 | 
| 
20685
 
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diff
changeset
 | 
1095  | 
shows "norm x < 1 \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0"  | 
| 
 
fee8c75e3b5d
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huffman 
parents: 
20682 
diff
changeset
 | 
1096  | 
apply (drule LIMSEQ_realpow_zero [OF norm_ge_zero])  | 
| 44313 | 1097  | 
apply (simp only: tendsto_Zfun_iff, erule Zfun_le)  | 
| 22974 | 1098  | 
apply (simp add: power_abs norm_power_ineq)  | 
| 
20685
 
fee8c75e3b5d
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diff
changeset
 | 
1099  | 
done  | 
| 
 
fee8c75e3b5d
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huffman 
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20682 
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changeset
 | 
1100  | 
|
| 
20552
 
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1101  | 
lemma LIMSEQ_divide_realpow_zero:  | 
| 
 
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changeset
 | 
1102  | 
"1 < (x::real) ==> (%n. a / (x ^ n)) ----> 0"  | 
| 44313 | 1103  | 
using tendsto_mult [OF tendsto_const [of a]  | 
1104  | 
LIMSEQ_realpow_zero [of "inverse x"]]  | 
|
| 15082 | 1105  | 
apply (auto simp add: divide_inverse power_inverse)  | 
1106  | 
apply (simp add: inverse_eq_divide pos_divide_less_eq)  | 
|
1107  | 
done  | 
|
1108  | 
||
| 15102 | 1109  | 
text{*Limit of @{term "c^n"} for @{term"\<bar>c\<bar> < 1"}*}
 | 
| 15082 | 1110  | 
|
| 
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changeset
 | 
1111  | 
lemma LIMSEQ_rabs_realpow_zero: "\<bar>c\<bar> < (1::real) ==> (%n. \<bar>c\<bar> ^ n) ----> 0"  | 
| 
20685
 
fee8c75e3b5d
added lemmas about LIMSEQ and norm; simplified some proofs
 
huffman 
parents: 
20682 
diff
changeset
 | 
1112  | 
by (rule LIMSEQ_realpow_zero [OF abs_ge_zero])  | 
| 15082 | 1113  | 
|
| 
20552
 
2c31dd358c21
generalized types of many constants to work over arbitrary vector spaces;
 
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parents: 
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diff
changeset
 | 
1114  | 
lemma LIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < (1::real) ==> (%n. c ^ n) ----> 0"  | 
| 44313 | 1115  | 
apply (rule tendsto_rabs_zero_cancel)  | 
| 15082 | 1116  | 
apply (auto intro: LIMSEQ_rabs_realpow_zero simp add: power_abs)  | 
1117  | 
done  | 
|
1118  | 
||
| 10751 | 1119  | 
end  |