src/HOL/SEQ.thy
author chaieb
Fri, 30 Jan 2009 12:48:56 +0000
changeset 29693 708dcf7dec9f
parent 29667 53103fc8ffa3
child 29803 c56a5571f60a
permissions -rw-r--r--
moved upwards in thy graph, real related theorems moved to Transcendental.thy
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(*  Title       : SEQ.thy
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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    Description : Convergence of sequences and series
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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    Additional contributions by Jeremy Avigad and Brian Huffman
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*)
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header {* Sequences and Convergence *}
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theory SEQ
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imports RealVector RComplete
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begin
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definition
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  Zseq :: "[nat \<Rightarrow> 'a::real_normed_vector] \<Rightarrow> bool" where
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    --{*Standard definition of sequence converging to zero*}
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  [code del]: "Zseq X = (\<forall>r>0. \<exists>no. \<forall>n\<ge>no. norm (X n) < r)"
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definition
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  LIMSEQ :: "[nat => 'a::real_normed_vector, 'a] => bool"
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    ("((_)/ ----> (_))" [60, 60] 60) where
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    --{*Standard definition of convergence of sequence*}
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  [code del]: "X ----> L = (\<forall>r. 0 < r --> (\<exists>no. \<forall>n. no \<le> n --> norm (X n - L) < r))"
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definition
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  lim :: "(nat => 'a::real_normed_vector) => 'a" where
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    --{*Standard definition of limit using choice operator*}
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  "lim X = (THE L. X ----> L)"
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definition
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  convergent :: "(nat => 'a::real_normed_vector) => bool" where
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    --{*Standard definition of convergence*}
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  "convergent X = (\<exists>L. X ----> L)"
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definition
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  Bseq :: "(nat => 'a::real_normed_vector) => bool" where
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    --{*Standard definition for bounded sequence*}
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  [code del]: "Bseq X = (\<exists>K>0.\<forall>n. norm (X n) \<le> K)"
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definition
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  monoseq :: "(nat=>real)=>bool" where
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    --{*Definition for monotonicity*}
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  [code del]: "monoseq X = ((\<forall>m. \<forall>n\<ge>m. X m \<le> X n) | (\<forall>m. \<forall>n\<ge>m. X n \<le> X m))"
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definition
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  subseq :: "(nat => nat) => bool" where
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    --{*Definition of subsequence*}
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  [code del]:   "subseq f = (\<forall>m. \<forall>n>m. (f m) < (f n))"
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definition
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  Cauchy :: "(nat => 'a::real_normed_vector) => bool" where
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    --{*Standard definition of the Cauchy condition*}
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  [code del]: "Cauchy X = (\<forall>e>0. \<exists>M. \<forall>m \<ge> M. \<forall>n \<ge> M. norm (X m - X n) < e)"
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subsection {* Bounded Sequences *}
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lemma BseqI': assumes K: "\<And>n. norm (X n) \<le> K" shows "Bseq X"
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unfolding Bseq_def
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proof (intro exI conjI allI)
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  show "0 < max K 1" by simp
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next
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  fix n::nat
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  have "norm (X n) \<le> K" by (rule K)
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  thus "norm (X n) \<le> max K 1" by simp
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qed
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lemma BseqE: "\<lbrakk>Bseq X; \<And>K. \<lbrakk>0 < K; \<forall>n. norm (X n) \<le> K\<rbrakk> \<Longrightarrow> Q\<rbrakk> \<Longrightarrow> Q"
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unfolding Bseq_def by auto
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lemma BseqI2': assumes K: "\<forall>n\<ge>N. norm (X n) \<le> K" shows "Bseq X"
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proof (rule BseqI')
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  let ?A = "norm ` X ` {..N}"
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  have 1: "finite ?A" by simp
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  fix n::nat
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  show "norm (X n) \<le> max K (Max ?A)"
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  proof (cases rule: linorder_le_cases)
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    assume "n \<ge> N"
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    hence "norm (X n) \<le> K" using K by simp
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    thus "norm (X n) \<le> max K (Max ?A)" by simp
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  next
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    assume "n \<le> N"
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    hence "norm (X n) \<in> ?A" by simp
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    with 1 have "norm (X n) \<le> Max ?A" by (rule Max_ge)
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    thus "norm (X n) \<le> max K (Max ?A)" by simp
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  qed
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qed
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lemma Bseq_ignore_initial_segment: "Bseq X \<Longrightarrow> Bseq (\<lambda>n. X (n + k))"
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unfolding Bseq_def by auto
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lemma Bseq_offset: "Bseq (\<lambda>n. X (n + k)) \<Longrightarrow> Bseq X"
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apply (erule BseqE)
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apply (rule_tac N="k" and K="K" in BseqI2')
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apply clarify
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apply (drule_tac x="n - k" in spec, simp)
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done
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subsection {* Sequences That Converge to Zero *}
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lemma ZseqI:
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  "(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n) < r) \<Longrightarrow> Zseq X"
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unfolding Zseq_def by simp
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lemma ZseqD:
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  "\<lbrakk>Zseq X; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n) < r"
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unfolding Zseq_def by simp
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lemma Zseq_zero: "Zseq (\<lambda>n. 0)"
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unfolding Zseq_def by simp
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lemma Zseq_const_iff: "Zseq (\<lambda>n. k) = (k = 0)"
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unfolding Zseq_def by force
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lemma Zseq_norm_iff: "Zseq (\<lambda>n. norm (X n)) = Zseq (\<lambda>n. X n)"
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unfolding Zseq_def by simp
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lemma Zseq_imp_Zseq:
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  assumes X: "Zseq X"
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  assumes Y: "\<And>n. norm (Y n) \<le> norm (X n) * K"
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  shows "Zseq (\<lambda>n. Y n)"
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proof (cases)
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  assume K: "0 < K"
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  show ?thesis
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  proof (rule ZseqI)
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    fix r::real assume "0 < r"
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    hence "0 < r / K"
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      using K by (rule divide_pos_pos)
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    then obtain N where "\<forall>n\<ge>N. norm (X n) < r / K"
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      using ZseqD [OF X] by fast
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    hence "\<forall>n\<ge>N. norm (X n) * K < r"
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      by (simp add: pos_less_divide_eq K)
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    hence "\<forall>n\<ge>N. norm (Y n) < r"
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      by (simp add: order_le_less_trans [OF Y])
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    thus "\<exists>N. \<forall>n\<ge>N. norm (Y n) < r" ..
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  qed
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next
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  assume "\<not> 0 < K"
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  hence K: "K \<le> 0" by (simp only: linorder_not_less)
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  {
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    fix n::nat
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    have "norm (Y n) \<le> norm (X n) * K" by (rule Y)
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    also have "\<dots> \<le> norm (X n) * 0"
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      using K norm_ge_zero by (rule mult_left_mono)
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    finally have "norm (Y n) = 0" by simp
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  }
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  thus ?thesis by (simp add: Zseq_zero)
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qed
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lemma Zseq_le: "\<lbrakk>Zseq Y; \<forall>n. norm (X n) \<le> norm (Y n)\<rbrakk> \<Longrightarrow> Zseq X"
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by (erule_tac K="1" in Zseq_imp_Zseq, simp)
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   154
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lemma Zseq_add:
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  assumes X: "Zseq X"
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  assumes Y: "Zseq Y"
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  shows "Zseq (\<lambda>n. X n + Y n)"
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   159
proof (rule ZseqI)
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   160
  fix r::real assume "0 < r"
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   161
  hence r: "0 < r / 2" by simp
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  obtain M where M: "\<forall>n\<ge>M. norm (X n) < r/2"
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   163
    using ZseqD [OF X r] by fast
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   164
  obtain N where N: "\<forall>n\<ge>N. norm (Y n) < r/2"
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   165
    using ZseqD [OF Y r] by fast
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  show "\<exists>N. \<forall>n\<ge>N. norm (X n + Y n) < r"
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  proof (intro exI allI impI)
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    fix n assume n: "max M N \<le> n"
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   169
    have "norm (X n + Y n) \<le> norm (X n) + norm (Y n)"
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      by (rule norm_triangle_ineq)
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    also have "\<dots> < r/2 + r/2"
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    proof (rule add_strict_mono)
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   173
      from M n show "norm (X n) < r/2" by simp
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   174
      from N n show "norm (Y n) < r/2" by simp
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    qed
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    finally show "norm (X n + Y n) < r" by simp
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   177
  qed
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   178
qed
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   179
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lemma Zseq_minus: "Zseq X \<Longrightarrow> Zseq (\<lambda>n. - X n)"
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   181
unfolding Zseq_def by simp
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   182
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   183
lemma Zseq_diff: "\<lbrakk>Zseq X; Zseq Y\<rbrakk> \<Longrightarrow> Zseq (\<lambda>n. X n - Y n)"
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by (simp only: diff_minus Zseq_add Zseq_minus)
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   185
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lemma (in bounded_linear) Zseq:
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  assumes X: "Zseq X"
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   188
  shows "Zseq (\<lambda>n. f (X n))"
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   189
proof -
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   190
  obtain K where "\<And>x. norm (f x) \<le> norm x * K"
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   191
    using bounded by fast
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   192
  with X show ?thesis
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   193
    by (rule Zseq_imp_Zseq)
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   194
qed
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   195
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   196
lemma (in bounded_bilinear) Zseq:
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   197
  assumes X: "Zseq X"
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   198
  assumes Y: "Zseq Y"
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   199
  shows "Zseq (\<lambda>n. X n ** Y n)"
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   200
proof (rule ZseqI)
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   201
  fix r::real assume r: "0 < r"
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   202
  obtain K where K: "0 < K"
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   203
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
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   204
    using pos_bounded by fast
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   205
  from K have K': "0 < inverse K"
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   206
    by (rule positive_imp_inverse_positive)
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   207
  obtain M where M: "\<forall>n\<ge>M. norm (X n) < r"
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   208
    using ZseqD [OF X r] by fast
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   209
  obtain N where N: "\<forall>n\<ge>N. norm (Y n) < inverse K"
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   210
    using ZseqD [OF Y K'] by fast
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   211
  show "\<exists>N. \<forall>n\<ge>N. norm (X n ** Y n) < r"
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   212
  proof (intro exI allI impI)
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   213
    fix n assume n: "max M N \<le> n"
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   214
    have "norm (X n ** Y n) \<le> norm (X n) * norm (Y n) * K"
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   215
      by (rule norm_le)
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   216
    also have "norm (X n) * norm (Y n) * K < r * inverse K * K"
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   217
    proof (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero K)
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   218
      from M n show Xn: "norm (X n) < r" by simp
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   219
      from N n show Yn: "norm (Y n) < inverse K" by simp
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   220
    qed
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   221
    also from K have "r * inverse K * K = r" by simp
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   222
    finally show "norm (X n ** Y n) < r" .
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   223
  qed
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   224
qed
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diff changeset
   225
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   226
lemma (in bounded_bilinear) Zseq_prod_Bseq:
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   227
  assumes X: "Zseq X"
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   228
  assumes Y: "Bseq Y"
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   229
  shows "Zseq (\<lambda>n. X n ** Y n)"
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   230
proof -
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   231
  obtain K where K: "0 \<le> K"
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   232
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
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   233
    using nonneg_bounded by fast
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   234
  obtain B where B: "0 < B"
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   235
    and norm_Y: "\<And>n. norm (Y n) \<le> B"
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   236
    using Y [unfolded Bseq_def] by fast
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   237
  from X show ?thesis
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   238
  proof (rule Zseq_imp_Zseq)
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   239
    fix n::nat
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   240
    have "norm (X n ** Y n) \<le> norm (X n) * norm (Y n) * K"
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   241
      by (rule norm_le)
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   242
    also have "\<dots> \<le> norm (X n) * B * K"
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   243
      by (intro mult_mono' order_refl norm_Y norm_ge_zero
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   244
                mult_nonneg_nonneg K)
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   245
    also have "\<dots> = norm (X n) * (B * K)"
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   246
      by (rule mult_assoc)
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   247
    finally show "norm (X n ** Y n) \<le> norm (X n) * (B * K)" .
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   248
  qed
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   249
qed
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   250
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   251
lemma (in bounded_bilinear) Bseq_prod_Zseq:
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   252
  assumes X: "Bseq X"
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   253
  assumes Y: "Zseq Y"
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   254
  shows "Zseq (\<lambda>n. X n ** Y n)"
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   255
proof -
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   256
  obtain K where K: "0 \<le> K"
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   257
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
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   258
    using nonneg_bounded by fast
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   259
  obtain B where B: "0 < B"
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   260
    and norm_X: "\<And>n. norm (X n) \<le> B"
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   261
    using X [unfolded Bseq_def] by fast
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   262
  from Y show ?thesis
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   263
  proof (rule Zseq_imp_Zseq)
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diff changeset
   264
    fix n::nat
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   265
    have "norm (X n ** Y n) \<le> norm (X n) * norm (Y n) * K"
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   266
      by (rule norm_le)
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   267
    also have "\<dots> \<le> B * norm (Y n) * K"
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   268
      by (intro mult_mono' order_refl norm_X norm_ge_zero
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   269
                mult_nonneg_nonneg K)
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   270
    also have "\<dots> = norm (Y n) * (B * K)"
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   271
      by (simp only: mult_ac)
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   272
    finally show "norm (X n ** Y n) \<le> norm (Y n) * (B * K)" .
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   273
  qed
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   274
qed
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   275
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   276
lemma (in bounded_bilinear) Zseq_left:
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   277
  "Zseq X \<Longrightarrow> Zseq (\<lambda>n. X n ** a)"
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   278
by (rule bounded_linear_left [THEN bounded_linear.Zseq])
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   279
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   280
lemma (in bounded_bilinear) Zseq_right:
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   281
  "Zseq X \<Longrightarrow> Zseq (\<lambda>n. a ** X n)"
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   282
by (rule bounded_linear_right [THEN bounded_linear.Zseq])
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   283
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   284
lemmas Zseq_mult = mult.Zseq
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   285
lemmas Zseq_mult_right = mult.Zseq_right
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   286
lemmas Zseq_mult_left = mult.Zseq_left
22608
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   287
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   288
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   289
subsection {* Limits of Sequences *}
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   290
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   291
lemma LIMSEQ_iff:
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   292
      "(X ----> L) = (\<forall>r>0. \<exists>no. \<forall>n \<ge> no. norm (X n - L) < r)"
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   293
by (rule LIMSEQ_def)
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   294
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   295
lemma LIMSEQ_Zseq_iff: "((\<lambda>n. X n) ----> L) = Zseq (\<lambda>n. X n - L)"
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   296
by (simp only: LIMSEQ_def Zseq_def)
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   297
20751
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   298
lemma LIMSEQ_I:
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   299
  "(\<And>r. 0 < r \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r) \<Longrightarrow> X ----> L"
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   300
by (simp add: LIMSEQ_def)
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   301
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
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   302
lemma LIMSEQ_D:
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   303
  "\<lbrakk>X ----> L; 0 < r\<rbrakk> \<Longrightarrow> \<exists>no. \<forall>n\<ge>no. norm (X n - L) < r"
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
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   304
by (simp add: LIMSEQ_def)
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diff changeset
   305
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   306
lemma LIMSEQ_const: "(\<lambda>n. k) ----> k"
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   307
by (simp add: LIMSEQ_def)
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diff changeset
   308
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   309
lemma LIMSEQ_const_iff: "(\<lambda>n. k) ----> l = (k = l)"
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huffman
parents: 21842
diff changeset
   310
by (simp add: LIMSEQ_Zseq_iff Zseq_const_iff)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   311
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   312
lemma LIMSEQ_norm: "X ----> a \<Longrightarrow> (\<lambda>n. norm (X n)) ----> norm a"
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   313
apply (simp add: LIMSEQ_def, safe)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   314
apply (drule_tac x="r" in spec, safe)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   315
apply (rule_tac x="no" in exI, safe)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   316
apply (drule_tac x="n" in spec, safe)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   317
apply (erule order_le_less_trans [OF norm_triangle_ineq3])
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   318
done
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   319
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   320
lemma LIMSEQ_ignore_initial_segment:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   321
  "f ----> a \<Longrightarrow> (\<lambda>n. f (n + k)) ----> a"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   322
apply (rule LIMSEQ_I)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   323
apply (drule (1) LIMSEQ_D)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   324
apply (erule exE, rename_tac N)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   325
apply (rule_tac x=N in exI)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   326
apply simp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   327
done
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   328
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   329
lemma LIMSEQ_offset:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   330
  "(\<lambda>n. f (n + k)) ----> a \<Longrightarrow> f ----> a"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   331
apply (rule LIMSEQ_I)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   332
apply (drule (1) LIMSEQ_D)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   333
apply (erule exE, rename_tac N)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   334
apply (rule_tac x="N + k" in exI)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   335
apply clarify
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   336
apply (drule_tac x="n - k" in spec)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   337
apply (simp add: le_diff_conv2)
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   338
done
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   339
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   340
lemma LIMSEQ_Suc: "f ----> l \<Longrightarrow> (\<lambda>n. f (Suc n)) ----> l"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   341
by (drule_tac k="1" in LIMSEQ_ignore_initial_segment, simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   342
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   343
lemma LIMSEQ_imp_Suc: "(\<lambda>n. f (Suc n)) ----> l \<Longrightarrow> f ----> l"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   344
by (rule_tac k="1" in LIMSEQ_offset, simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   345
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   346
lemma LIMSEQ_Suc_iff: "(\<lambda>n. f (Suc n)) ----> l = f ----> l"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   347
by (blast intro: LIMSEQ_imp_Suc LIMSEQ_Suc)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   348
22608
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parents: 21842
diff changeset
   349
lemma add_diff_add:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   350
  fixes a b c d :: "'a::ab_group_add"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   351
  shows "(a + c) - (b + d) = (a - b) + (c - d)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   352
by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   353
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   354
lemma minus_diff_minus:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   355
  fixes a b :: "'a::ab_group_add"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   356
  shows "(- a) - (- b) = - (a - b)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   357
by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   358
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   359
lemma LIMSEQ_add: "\<lbrakk>X ----> a; Y ----> b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n + Y n) ----> a + b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   360
by (simp only: LIMSEQ_Zseq_iff add_diff_add Zseq_add)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   361
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   362
lemma LIMSEQ_minus: "X ----> a \<Longrightarrow> (\<lambda>n. - X n) ----> - a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   363
by (simp only: LIMSEQ_Zseq_iff minus_diff_minus Zseq_minus)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   364
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   365
lemma LIMSEQ_minus_cancel: "(\<lambda>n. - X n) ----> - a \<Longrightarrow> X ----> a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   366
by (drule LIMSEQ_minus, simp)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   367
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   368
lemma LIMSEQ_diff: "\<lbrakk>X ----> a; Y ----> b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n - Y n) ----> a - b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   369
by (simp add: diff_minus LIMSEQ_add LIMSEQ_minus)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   370
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   371
lemma LIMSEQ_unique: "\<lbrakk>X ----> a; X ----> b\<rbrakk> \<Longrightarrow> a = b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   372
by (drule (1) LIMSEQ_diff, simp add: LIMSEQ_const_iff)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   373
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   374
lemma (in bounded_linear) LIMSEQ:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   375
  "X ----> a \<Longrightarrow> (\<lambda>n. f (X n)) ----> f a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   376
by (simp only: LIMSEQ_Zseq_iff diff [symmetric] Zseq)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   377
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   378
lemma (in bounded_bilinear) LIMSEQ:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   379
  "\<lbrakk>X ----> a; Y ----> b\<rbrakk> \<Longrightarrow> (\<lambda>n. X n ** Y n) ----> a ** b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   380
by (simp only: LIMSEQ_Zseq_iff prod_diff_prod
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 22998
diff changeset
   381
               Zseq_add Zseq Zseq_left Zseq_right)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   382
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   383
lemma LIMSEQ_mult:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   384
  fixes a b :: "'a::real_normed_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   385
  shows "[| X ----> a; Y ----> b |] ==> (%n. X n * Y n) ----> a * b"
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 22998
diff changeset
   386
by (rule mult.LIMSEQ)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   387
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   388
lemma inverse_diff_inverse:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   389
  "\<lbrakk>(a::'a::division_ring) \<noteq> 0; b \<noteq> 0\<rbrakk>
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   390
   \<Longrightarrow> inverse a - inverse b = - (inverse a * (a - b) * inverse b)"
29667
53103fc8ffa3 Replaced group_ and ring_simps by algebra_simps;
nipkow
parents: 29197
diff changeset
   391
by (simp add: algebra_simps)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   392
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   393
lemma Bseq_inverse_lemma:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   394
  fixes x :: "'a::real_normed_div_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   395
  shows "\<lbrakk>r \<le> norm x; 0 < r\<rbrakk> \<Longrightarrow> norm (inverse x) \<le> inverse r"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   396
apply (subst nonzero_norm_inverse, clarsimp)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   397
apply (erule (1) le_imp_inverse_le)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   398
done
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   399
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   400
lemma Bseq_inverse:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   401
  fixes a :: "'a::real_normed_div_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   402
  assumes X: "X ----> a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   403
  assumes a: "a \<noteq> 0"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   404
  shows "Bseq (\<lambda>n. inverse (X n))"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   405
proof -
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   406
  from a have "0 < norm a" by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   407
  hence "\<exists>r>0. r < norm a" by (rule dense)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   408
  then obtain r where r1: "0 < r" and r2: "r < norm a" by fast
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   409
  obtain N where N: "\<And>n. N \<le> n \<Longrightarrow> norm (X n - a) < r"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   410
    using LIMSEQ_D [OF X r1] by fast
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   411
  show ?thesis
26312
e9a65675e5e8 avoid rebinding of existing facts;
wenzelm
parents: 23482
diff changeset
   412
  proof (rule BseqI2' [rule_format])
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   413
    fix n assume n: "N \<le> n"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   414
    hence 1: "norm (X n - a) < r" by (rule N)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   415
    hence 2: "X n \<noteq> 0" using r2 by auto
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   416
    hence "norm (inverse (X n)) = inverse (norm (X n))"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   417
      by (rule nonzero_norm_inverse)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   418
    also have "\<dots> \<le> inverse (norm a - r)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   419
    proof (rule le_imp_inverse_le)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   420
      show "0 < norm a - r" using r2 by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   421
    next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   422
      have "norm a - norm (X n) \<le> norm (a - X n)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   423
        by (rule norm_triangle_ineq2)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   424
      also have "\<dots> = norm (X n - a)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   425
        by (rule norm_minus_commute)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   426
      also have "\<dots> < r" using 1 .
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   427
      finally show "norm a - r \<le> norm (X n)" by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   428
    qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   429
    finally show "norm (inverse (X n)) \<le> inverse (norm a - r)" .
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   430
  qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   431
qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   432
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   433
lemma LIMSEQ_inverse_lemma:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   434
  fixes a :: "'a::real_normed_div_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   435
  shows "\<lbrakk>X ----> a; a \<noteq> 0; \<forall>n. X n \<noteq> 0\<rbrakk>
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   436
         \<Longrightarrow> (\<lambda>n. inverse (X n)) ----> inverse a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   437
apply (subst LIMSEQ_Zseq_iff)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   438
apply (simp add: inverse_diff_inverse nonzero_imp_inverse_nonzero)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   439
apply (rule Zseq_minus)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   440
apply (rule Zseq_mult_left)
23127
56ee8105c002 simplify names of locale interpretations
huffman
parents: 22998
diff changeset
   441
apply (rule mult.Bseq_prod_Zseq)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   442
apply (erule (1) Bseq_inverse)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   443
apply (simp add: LIMSEQ_Zseq_iff)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   444
done
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   445
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   446
lemma LIMSEQ_inverse:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   447
  fixes a :: "'a::real_normed_div_algebra"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   448
  assumes X: "X ----> a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   449
  assumes a: "a \<noteq> 0"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   450
  shows "(\<lambda>n. inverse (X n)) ----> inverse a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   451
proof -
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   452
  from a have "0 < norm a" by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   453
  then obtain k where "\<forall>n\<ge>k. norm (X n - a) < norm a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   454
    using LIMSEQ_D [OF X] by fast
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   455
  hence "\<forall>n\<ge>k. X n \<noteq> 0" by auto
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   456
  hence k: "\<forall>n. X (n + k) \<noteq> 0" by simp
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   457
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   458
  from X have "(\<lambda>n. X (n + k)) ----> a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   459
    by (rule LIMSEQ_ignore_initial_segment)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   460
  hence "(\<lambda>n. inverse (X (n + k))) ----> inverse a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   461
    using a k by (rule LIMSEQ_inverse_lemma)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   462
  thus "(\<lambda>n. inverse (X n)) ----> inverse a"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   463
    by (rule LIMSEQ_offset)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   464
qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   465
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   466
lemma LIMSEQ_divide:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   467
  fixes a b :: "'a::real_normed_field"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   468
  shows "\<lbrakk>X ----> a; Y ----> b; b \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>n. X n / Y n) ----> a / b"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   469
by (simp add: LIMSEQ_mult LIMSEQ_inverse divide_inverse)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   470
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   471
lemma LIMSEQ_pow:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   472
  fixes a :: "'a::{real_normed_algebra,recpower}"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   473
  shows "X ----> a \<Longrightarrow> (\<lambda>n. (X n) ^ m) ----> a ^ m"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   474
by (induct m) (simp_all add: power_Suc LIMSEQ_const LIMSEQ_mult)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   475
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   476
lemma LIMSEQ_setsum:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   477
  assumes n: "\<And>n. n \<in> S \<Longrightarrow> X n ----> L n"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   478
  shows "(\<lambda>m. \<Sum>n\<in>S. X n m) ----> (\<Sum>n\<in>S. L n)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   479
proof (cases "finite S")
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   480
  case True
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   481
  thus ?thesis using n
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   482
  proof (induct)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   483
    case empty
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   484
    show ?case
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   485
      by (simp add: LIMSEQ_const)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   486
  next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   487
    case insert
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   488
    thus ?case
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   489
      by (simp add: LIMSEQ_add)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   490
  qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   491
next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   492
  case False
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   493
  thus ?thesis
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   494
    by (simp add: LIMSEQ_const)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   495
qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   496
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   497
lemma LIMSEQ_setprod:
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   498
  fixes L :: "'a \<Rightarrow> 'b::{real_normed_algebra,comm_ring_1}"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   499
  assumes n: "\<And>n. n \<in> S \<Longrightarrow> X n ----> L n"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   500
  shows "(\<lambda>m. \<Prod>n\<in>S. X n m) ----> (\<Prod>n\<in>S. L n)"
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   501
proof (cases "finite S")
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   502
  case True
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   503
  thus ?thesis using n
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   504
  proof (induct)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   505
    case empty
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   506
    show ?case
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   507
      by (simp add: LIMSEQ_const)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   508
  next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   509
    case insert
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   510
    thus ?case
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   511
      by (simp add: LIMSEQ_mult)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   512
  qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   513
next
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   514
  case False
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   515
  thus ?thesis
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   516
    by (simp add: setprod_def LIMSEQ_const)
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   517
qed
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   518
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   519
lemma LIMSEQ_add_const: "f ----> a ==> (%n.(f n + b)) ----> a + b"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   520
by (simp add: LIMSEQ_add LIMSEQ_const)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   521
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   522
(* FIXME: delete *)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   523
lemma LIMSEQ_add_minus:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   524
     "[| X ----> a; Y ----> b |] ==> (%n. X n + -Y n) ----> a + -b"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   525
by (simp only: LIMSEQ_add LIMSEQ_minus)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   526
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   527
lemma LIMSEQ_diff_const: "f ----> a ==> (%n.(f n  - b)) ----> a - b"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   528
by (simp add: LIMSEQ_diff LIMSEQ_const)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   529
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   530
lemma LIMSEQ_diff_approach_zero: 
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   531
  "g ----> L ==> (%x. f x - g x) ----> 0  ==>
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   532
     f ----> L"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   533
  apply (drule LIMSEQ_add)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   534
  apply assumption
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   535
  apply simp
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   536
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   537
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   538
lemma LIMSEQ_diff_approach_zero2: 
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   539
  "f ----> L ==> (%x. f x - g x) ----> 0  ==>
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   540
     g ----> L";
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   541
  apply (drule LIMSEQ_diff)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   542
  apply assumption
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   543
  apply simp
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   544
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   545
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   546
text{*A sequence tends to zero iff its abs does*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   547
lemma LIMSEQ_norm_zero: "((\<lambda>n. norm (X n)) ----> 0) = (X ----> 0)"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   548
by (simp add: LIMSEQ_def)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   549
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   550
lemma LIMSEQ_rabs_zero: "((%n. \<bar>f n\<bar>) ----> 0) = (f ----> (0::real))"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   551
by (simp add: LIMSEQ_def)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   552
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   553
lemma LIMSEQ_imp_rabs: "f ----> (l::real) ==> (%n. \<bar>f n\<bar>) ----> \<bar>l\<bar>"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   554
by (drule LIMSEQ_norm, simp)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   555
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   556
text{*An unbounded sequence's inverse tends to 0*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   557
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   558
lemma LIMSEQ_inverse_zero:
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   559
  "\<forall>r::real. \<exists>N. \<forall>n\<ge>N. r < X n \<Longrightarrow> (\<lambda>n. inverse (X n)) ----> 0"
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   560
apply (rule LIMSEQ_I)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   561
apply (drule_tac x="inverse r" in spec, safe)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   562
apply (rule_tac x="N" in exI, safe)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   563
apply (drule_tac x="n" in spec, safe)
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   564
apply (frule positive_imp_inverse_positive)
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   565
apply (frule (1) less_imp_inverse_less)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   566
apply (subgoal_tac "0 < X n", simp)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   567
apply (erule (1) order_less_trans)
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   568
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   569
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   570
text{*The sequence @{term "1/n"} tends to 0 as @{term n} tends to infinity*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   571
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   572
lemma LIMSEQ_inverse_real_of_nat: "(%n. inverse(real(Suc n))) ----> 0"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   573
apply (rule LIMSEQ_inverse_zero, safe)
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
   574
apply (cut_tac x = r in reals_Archimedean2)
22614
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   575
apply (safe, rule_tac x = n in exI)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   576
apply (auto simp add: real_of_nat_Suc)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   577
done
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   578
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   579
text{*The sequence @{term "r + 1/n"} tends to @{term r} as @{term n} tends to
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   580
infinity is now easily proved*}
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   581
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   582
lemma LIMSEQ_inverse_real_of_nat_add:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   583
     "(%n. r + inverse(real(Suc n))) ----> r"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   584
by (cut_tac LIMSEQ_add [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat], auto)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   585
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   586
lemma LIMSEQ_inverse_real_of_nat_add_minus:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   587
     "(%n. r + -inverse(real(Suc n))) ----> r"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   588
by (cut_tac LIMSEQ_add_minus [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat], auto)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   589
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   590
lemma LIMSEQ_inverse_real_of_nat_add_minus_mult:
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   591
     "(%n. r*( 1 + -inverse(real(Suc n)))) ----> r"
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   592
by (cut_tac b=1 in
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   593
        LIMSEQ_mult [OF LIMSEQ_const LIMSEQ_inverse_real_of_nat_add_minus], auto)
17644bc9cee4 rearranged sections
huffman
parents: 22608
diff changeset
   594
22615
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   595
lemma LIMSEQ_le_const:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   596
  "\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. a \<le> X n\<rbrakk> \<Longrightarrow> a \<le> x"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   597
apply (rule ccontr, simp only: linorder_not_le)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   598
apply (drule_tac r="a - x" in LIMSEQ_D, simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   599
apply clarsimp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   600
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI1)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   601
apply (drule_tac x="max N no" in spec, drule mp, rule le_maxI2)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   602
apply simp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   603
done
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   604
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   605
lemma LIMSEQ_le_const2:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   606
  "\<lbrakk>X ----> (x::real); \<exists>N. \<forall>n\<ge>N. X n \<le> a\<rbrakk> \<Longrightarrow> x \<le> a"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   607
apply (subgoal_tac "- a \<le> - x", simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   608
apply (rule LIMSEQ_le_const)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   609
apply (erule LIMSEQ_minus)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   610
apply simp
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   611
done
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   612
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   613
lemma LIMSEQ_le:
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   614
  "\<lbrakk>X ----> x; Y ----> y; \<exists>N. \<forall>n\<ge>N. X n \<le> Y n\<rbrakk> \<Longrightarrow> x \<le> (y::real)"
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   615
apply (subgoal_tac "0 \<le> y - x", simp)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   616
apply (rule LIMSEQ_le_const)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   617
apply (erule (1) LIMSEQ_diff)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   618
apply (simp add: le_diff_eq)
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   619
done
d650e51b5970 new standard proofs of some LIMSEQ lemmas
huffman
parents: 22614
diff changeset
   620
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   621
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   622
subsection {* Convergence *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   623
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   624
lemma limI: "X ----> L ==> lim X = L"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   625
apply (simp add: lim_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   626
apply (blast intro: LIMSEQ_unique)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   627
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   628
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   629
lemma convergentD: "convergent X ==> \<exists>L. (X ----> L)"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   630
by (simp add: convergent_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   631
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   632
lemma convergentI: "(X ----> L) ==> convergent X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   633
by (auto simp add: convergent_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   634
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   635
lemma convergent_LIMSEQ_iff: "convergent X = (X ----> lim X)"
20682
cecff1f51431 define constants with THE instead of SOME
huffman
parents: 20653
diff changeset
   636
by (auto intro: theI LIMSEQ_unique simp add: convergent_def lim_def)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   637
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   638
lemma convergent_minus_iff: "(convergent X) = (convergent (%n. -(X n)))"
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   639
apply (simp add: convergent_def)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   640
apply (auto dest: LIMSEQ_minus)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   641
apply (drule LIMSEQ_minus, auto)
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   642
done
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   643
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   644
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   645
subsection {* Bounded Monotonic Sequences *}
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   646
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   647
text{*Subsequence (alternative definition, (e.g. Hoskins)*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   648
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   649
lemma subseq_Suc_iff: "subseq f = (\<forall>n. (f n) < (f (Suc n)))"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   650
apply (simp add: subseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   651
apply (auto dest!: less_imp_Suc_add)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   652
apply (induct_tac k)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   653
apply (auto intro: less_trans)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   654
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   655
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   656
lemma monoseq_Suc:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   657
   "monoseq X = ((\<forall>n. X n \<le> X (Suc n))
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   658
                 | (\<forall>n. X (Suc n) \<le> X n))"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   659
apply (simp add: monoseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   660
apply (auto dest!: le_imp_less_or_eq)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   661
apply (auto intro!: lessI [THEN less_imp_le] dest!: less_imp_Suc_add)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   662
apply (induct_tac "ka")
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   663
apply (auto intro: order_trans)
18585
5d379fe2eb74 replaced swap by contrapos_np;
wenzelm
parents: 17439
diff changeset
   664
apply (erule contrapos_np)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   665
apply (induct_tac "k")
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   666
apply (auto intro: order_trans)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   667
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   668
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   669
lemma monoI1: "\<forall>m. \<forall> n \<ge> m. X m \<le> X n ==> monoseq X"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   670
by (simp add: monoseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   671
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   672
lemma monoI2: "\<forall>m. \<forall> n \<ge> m. X n \<le> X m ==> monoseq X"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   673
by (simp add: monoseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   674
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   675
lemma mono_SucI1: "\<forall>n. X n \<le> X (Suc n) ==> monoseq X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   676
by (simp add: monoseq_Suc)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   677
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   678
lemma mono_SucI2: "\<forall>n. X (Suc n) \<le> X n ==> monoseq X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   679
by (simp add: monoseq_Suc)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   680
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   681
text{*Bounded Sequence*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   682
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   683
lemma BseqD: "Bseq X ==> \<exists>K. 0 < K & (\<forall>n. norm (X n) \<le> K)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   684
by (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   685
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   686
lemma BseqI: "[| 0 < K; \<forall>n. norm (X n) \<le> K |] ==> Bseq X"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   687
by (auto simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   688
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   689
lemma lemma_NBseq_def:
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   690
     "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) =
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   691
      (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   692
apply auto
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   693
 prefer 2 apply force
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   694
apply (cut_tac x = K in reals_Archimedean2, clarify)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   695
apply (rule_tac x = n in exI, clarify)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   696
apply (drule_tac x = na in spec)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   697
apply (auto simp add: real_of_nat_Suc)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   698
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   699
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   700
text{* alternative definition for Bseq *}
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   701
lemma Bseq_iff: "Bseq X = (\<exists>N. \<forall>n. norm (X n) \<le> real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   702
apply (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   703
apply (simp (no_asm) add: lemma_NBseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   704
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   705
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   706
lemma lemma_NBseq_def2:
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   707
     "(\<exists>K > 0. \<forall>n. norm (X n) \<le> K) = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   708
apply (subst lemma_NBseq_def, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   709
apply (rule_tac x = "Suc N" in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   710
apply (rule_tac [2] x = N in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   711
apply (auto simp add: real_of_nat_Suc)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   712
 prefer 2 apply (blast intro: order_less_imp_le)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   713
apply (drule_tac x = n in spec, simp)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   714
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   715
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   716
(* yet another definition for Bseq *)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   717
lemma Bseq_iff1a: "Bseq X = (\<exists>N. \<forall>n. norm (X n) < real(Suc N))"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   718
by (simp add: Bseq_def lemma_NBseq_def2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   719
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   720
subsubsection{*Upper Bounds and Lubs of Bounded Sequences*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   721
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   722
lemma Bseq_isUb:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   723
  "!!(X::nat=>real). Bseq X ==> \<exists>U. isUb (UNIV::real set) {x. \<exists>n. X n = x} U"
22998
97e1f9c2cc46 avoid using redundant lemmas from RealDef.thy
huffman
parents: 22974
diff changeset
   724
by (auto intro: isUbI setleI simp add: Bseq_def abs_le_iff)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   725
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   726
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   727
text{* Use completeness of reals (supremum property)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   728
   to show that any bounded sequence has a least upper bound*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   729
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   730
lemma Bseq_isLub:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   731
  "!!(X::nat=>real). Bseq X ==>
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   732
   \<exists>U. isLub (UNIV::real set) {x. \<exists>n. X n = x} U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   733
by (blast intro: reals_complete Bseq_isUb)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   734
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   735
subsubsection{*A Bounded and Monotonic Sequence Converges*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   736
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   737
lemma lemma_converg1:
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   738
     "!!(X::nat=>real). [| \<forall>m. \<forall> n \<ge> m. X m \<le> X n;
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   739
                  isLub (UNIV::real set) {x. \<exists>n. X n = x} (X ma)
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   740
               |] ==> \<forall>n \<ge> ma. X n = X ma"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   741
apply safe
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   742
apply (drule_tac y = "X n" in isLubD2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   743
apply (blast dest: order_antisym)+
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   744
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   745
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   746
text{* The best of both worlds: Easier to prove this result as a standard
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   747
   theorem and then use equivalence to "transfer" it into the
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   748
   equivalent nonstandard form if needed!*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   749
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   750
lemma Bmonoseq_LIMSEQ: "\<forall>n. m \<le> n --> X n = X m ==> \<exists>L. (X ----> L)"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   751
apply (simp add: LIMSEQ_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   752
apply (rule_tac x = "X m" in exI, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   753
apply (rule_tac x = m in exI, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   754
apply (drule spec, erule impE, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   755
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   756
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   757
lemma lemma_converg2:
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   758
   "!!(X::nat=>real).
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   759
    [| \<forall>m. X m ~= U;  isLub UNIV {x. \<exists>n. X n = x} U |] ==> \<forall>m. X m < U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   760
apply safe
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   761
apply (drule_tac y = "X m" in isLubD2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   762
apply (auto dest!: order_le_imp_less_or_eq)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   763
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   764
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   765
lemma lemma_converg3: "!!(X ::nat=>real). \<forall>m. X m \<le> U ==> isUb UNIV {x. \<exists>n. X n = x} U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   766
by (rule setleI [THEN isUbI], auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   767
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   768
text{* FIXME: @{term "U - T < U"} is redundant *}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   769
lemma lemma_converg4: "!!(X::nat=> real).
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   770
               [| \<forall>m. X m ~= U;
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   771
                  isLub UNIV {x. \<exists>n. X n = x} U;
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   772
                  0 < T;
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   773
                  U + - T < U
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   774
               |] ==> \<exists>m. U + -T < X m & X m < U"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   775
apply (drule lemma_converg2, assumption)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   776
apply (rule ccontr, simp)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   777
apply (simp add: linorder_not_less)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   778
apply (drule lemma_converg3)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   779
apply (drule isLub_le_isUb, assumption)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   780
apply (auto dest: order_less_le_trans)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   781
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   782
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   783
text{*A standard proof of the theorem for monotone increasing sequence*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   784
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   785
lemma Bseq_mono_convergent:
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   786
     "[| Bseq X; \<forall>m. \<forall>n \<ge> m. X m \<le> X n |] ==> convergent (X::nat=>real)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   787
apply (simp add: convergent_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   788
apply (frule Bseq_isLub, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   789
apply (case_tac "\<exists>m. X m = U", auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   790
apply (blast dest: lemma_converg1 Bmonoseq_LIMSEQ)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   791
(* second case *)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   792
apply (rule_tac x = U in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   793
apply (subst LIMSEQ_iff, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   794
apply (frule lemma_converg2, assumption)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   795
apply (drule lemma_converg4, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   796
apply (rule_tac x = m in exI, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   797
apply (subgoal_tac "X m \<le> X n")
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   798
 prefer 2 apply blast
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   799
apply (drule_tac x=n and P="%m. X m < U" in spec, arith)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   800
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   801
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   802
lemma Bseq_minus_iff: "Bseq (%n. -(X n)) = Bseq X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   803
by (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   804
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   805
text{*Main monotonicity theorem*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   806
lemma Bseq_monoseq_convergent: "[| Bseq X; monoseq X |] ==> convergent X"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   807
apply (simp add: monoseq_def, safe)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   808
apply (rule_tac [2] convergent_minus_iff [THEN ssubst])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   809
apply (drule_tac [2] Bseq_minus_iff [THEN ssubst])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   810
apply (auto intro!: Bseq_mono_convergent)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   811
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   812
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   813
subsubsection{*A Few More Equivalence Theorems for Boundedness*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   814
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   815
text{*alternative formulation for boundedness*}
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   816
lemma Bseq_iff2: "Bseq X = (\<exists>k > 0. \<exists>x. \<forall>n. norm (X(n) + -x) \<le> k)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   817
apply (unfold Bseq_def, safe)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   818
apply (rule_tac [2] x = "k + norm x" in exI)
15360
300e09825d8b Added "ALL x > y" and relatives.
nipkow
parents: 15312
diff changeset
   819
apply (rule_tac x = K in exI, simp)
15221
8412cfdf3287 tweaking of arithmetic proofs
paulson
parents: 15140
diff changeset
   820
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
   821
apply (erule order_less_le_trans, simp)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   822
apply (drule_tac x=n in spec, fold diff_def)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   823
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
   824
apply simp
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   825
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   826
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   827
text{*alternative formulation for boundedness*}
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   828
lemma Bseq_iff3: "Bseq X = (\<exists>k > 0. \<exists>N. \<forall>n. norm(X(n) + -X(N)) \<le> k)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   829
apply safe
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   830
apply (simp add: Bseq_def, safe)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   831
apply (rule_tac x = "K + norm (X N)" in exI)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   832
apply auto
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   833
apply (erule order_less_le_trans, simp)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   834
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
   835
apply (drule_tac x = n in spec)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   836
apply (rule order_trans [OF norm_triangle_ineq], simp)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   837
apply (auto simp add: Bseq_iff2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   838
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   839
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   840
lemma BseqI2: "(\<forall>n. k \<le> f n & f n \<le> (K::real)) ==> Bseq f"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   841
apply (simp add: Bseq_def)
15221
8412cfdf3287 tweaking of arithmetic proofs
paulson
parents: 15140
diff changeset
   842
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
   843
apply (drule_tac x = n in spec, arith)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   844
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   845
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   846
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   847
subsection {* Cauchy Sequences *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   848
20751
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   849
lemma CauchyI:
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   850
  "(\<And>e. 0 < e \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e) \<Longrightarrow> Cauchy X"
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   851
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
   852
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   853
lemma CauchyD:
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   854
  "\<lbrakk>Cauchy X; 0 < e\<rbrakk> \<Longrightarrow> \<exists>M. \<forall>m\<ge>M. \<forall>n\<ge>M. norm (X m - X n) < e"
93271c59d211 add intro/dest rules for (NS)LIMSEQ and (NS)Cauchy; rewrite equivalence proofs using transfer
huffman
parents: 20740
diff changeset
   855
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
   856
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   857
subsubsection {* Cauchy Sequences are Bounded *}
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   858
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   859
text{*A Cauchy sequence is bounded -- this is the standard
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   860
  proof mechanization rather than the nonstandard proof*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   861
20563
44eda2314aab replace (x + - y) with (x - y)
huffman
parents: 20552
diff changeset
   862
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
   863
          ==>  \<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
   864
apply (clarify, drule spec, drule (1) mp)
20563
44eda2314aab replace (x + - y) with (x - y)
huffman
parents: 20552
diff changeset
   865
apply (simp only: norm_minus_commute)
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   866
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
   867
apply simp
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   868
done
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   869
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   870
lemma Cauchy_Bseq: "Cauchy X ==> Bseq X"
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   871
apply (simp add: Cauchy_def)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   872
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
   873
apply (drule_tac x="M" in spec, simp)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   874
apply (drule lemmaCauchy)
22608
092a3353241e add new standard proofs for limits of sequences
huffman
parents: 21842
diff changeset
   875
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
   876
apply (simp add: Bseq_def)
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
   877
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
   878
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
   879
apply (simp add: order_less_imp_le)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   880
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   881
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
   882
subsubsection {* Cauchy Sequences are Convergent *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
   883
20830
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
   884
axclass banach \<subseteq> real_normed_vector
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
   885
  Cauchy_convergent: "Cauchy X \<Longrightarrow> convergent X"
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
   886
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   887
theorem LIMSEQ_imp_Cauchy:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   888
  assumes X: "X ----> a" shows "Cauchy X"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   889
proof (rule CauchyI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   890
  fix e::real assume "0 < e"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   891
  hence "0 < e/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   892
  with X have "\<exists>N. \<forall>n\<ge>N. norm (X n - a) < e/2" by (rule LIMSEQ_D)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   893
  then obtain N where N: "\<forall>n\<ge>N. norm (X n - a) < e/2" ..
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   894
  show "\<exists>N. \<forall>m\<ge>N. \<forall>n\<ge>N. norm (X m - X n) < e"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   895
  proof (intro exI allI impI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   896
    fix m assume "N \<le> m"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   897
    hence m: "norm (X m - a) < e/2" using N by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   898
    fix n assume "N \<le> n"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   899
    hence n: "norm (X n - a) < e/2" using N by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   900
    have "norm (X m - X n) = norm ((X m - a) - (X n - a))" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   901
    also have "\<dots> \<le> norm (X m - a) + norm (X n - a)"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   902
      by (rule norm_triangle_ineq4)
23482
2f4be6844f7c tuned and used field_simps
nipkow
parents: 23477
diff changeset
   903
    also from m n have "\<dots> < e" by(simp add:field_simps)
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   904
    finally show "norm (X m - X n) < e" .
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   905
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   906
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   907
20691
53cbea20e4d9 add lemma convergent_Cauchy
huffman
parents: 20685
diff changeset
   908
lemma convergent_Cauchy: "convergent X \<Longrightarrow> Cauchy X"
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   909
unfolding convergent_def
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   910
by (erule exE, erule LIMSEQ_imp_Cauchy)
20691
53cbea20e4d9 add lemma convergent_Cauchy
huffman
parents: 20685
diff changeset
   911
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   912
text {*
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   913
Proof that Cauchy sequences converge based on the one from
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   914
http://pirate.shu.edu/~wachsmut/ira/numseq/proofs/cauconv.html
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   915
*}
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   916
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   917
text {*
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   918
  If sequence @{term "X"} is Cauchy, then its limit is the lub of
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   919
  @{term "{r::real. \<exists>N. \<forall>n\<ge>N. r < X n}"}
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   920
*}
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   921
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   922
lemma isUb_UNIV_I: "(\<And>y. y \<in> S \<Longrightarrow> y \<le> u) \<Longrightarrow> isUb UNIV S u"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   923
by (simp add: isUbI setleI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   924
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   925
lemma real_abs_diff_less_iff:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   926
  "(\<bar>x - a\<bar> < (r::real)) = (a - r < x \<and> x < a + r)"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   927
by auto
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   928
27681
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   929
locale real_Cauchy =
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   930
  fixes X :: "nat \<Rightarrow> real"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   931
  assumes X: "Cauchy X"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   932
  fixes S :: "real set"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   933
  defines S_def: "S \<equiv> {x::real. \<exists>N. \<forall>n\<ge>N. x < X n}"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   934
27681
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   935
lemma real_CauchyI:
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   936
  assumes "Cauchy X"
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   937
  shows "real_Cauchy X"
28823
dcbef866c9e2 tuned unfold_locales invocation
haftmann
parents: 28562
diff changeset
   938
  proof qed (fact assms)
27681
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
   939
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   940
lemma (in real_Cauchy) mem_S: "\<forall>n\<ge>N. x < X n \<Longrightarrow> x \<in> S"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   941
by (unfold S_def, auto)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   942
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   943
lemma (in real_Cauchy) bound_isUb:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   944
  assumes N: "\<forall>n\<ge>N. X n < x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   945
  shows "isUb UNIV S x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   946
proof (rule isUb_UNIV_I)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   947
  fix y::real assume "y \<in> S"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   948
  hence "\<exists>M. \<forall>n\<ge>M. y < X n"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   949
    by (simp add: S_def)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   950
  then obtain M where "\<forall>n\<ge>M. y < X n" ..
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   951
  hence "y < X (max M N)" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   952
  also have "\<dots> < x" using N by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   953
  finally show "y \<le> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   954
    by (rule order_less_imp_le)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   955
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   956
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   957
lemma (in real_Cauchy) isLub_ex: "\<exists>u. isLub UNIV S u"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   958
proof (rule reals_complete)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   959
  obtain N where "\<forall>m\<ge>N. \<forall>n\<ge>N. norm (X m - X n) < 1"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   960
    using CauchyD [OF X zero_less_one] by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   961
  hence N: "\<forall>n\<ge>N. norm (X n - X N) < 1" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   962
  show "\<exists>x. x \<in> S"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   963
  proof
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   964
    from N have "\<forall>n\<ge>N. X N - 1 < X n"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   965
      by (simp add: real_abs_diff_less_iff)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   966
    thus "X N - 1 \<in> S" by (rule mem_S)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   967
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   968
  show "\<exists>u. isUb UNIV S u"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   969
  proof
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   970
    from N have "\<forall>n\<ge>N. X n < X N + 1"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   971
      by (simp add: real_abs_diff_less_iff)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   972
    thus "isUb UNIV S (X N + 1)"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   973
      by (rule bound_isUb)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   974
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   975
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   976
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   977
lemma (in real_Cauchy) isLub_imp_LIMSEQ:
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   978
  assumes x: "isLub UNIV S x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   979
  shows "X ----> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   980
proof (rule LIMSEQ_I)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   981
  fix r::real assume "0 < r"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   982
  hence r: "0 < r/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   983
  obtain N where "\<forall>n\<ge>N. \<forall>m\<ge>N. norm (X n - X m) < r/2"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   984
    using CauchyD [OF X r] by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   985
  hence "\<forall>n\<ge>N. norm (X n - X N) < r/2" by simp
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   986
  hence N: "\<forall>n\<ge>N. X N - r/2 < X n \<and> X n < X N + r/2"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   987
    by (simp only: real_norm_def real_abs_diff_less_iff)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   988
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   989
  from N have "\<forall>n\<ge>N. X N - r/2 < X n" by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   990
  hence "X N - r/2 \<in> S" by (rule mem_S)
23482
2f4be6844f7c tuned and used field_simps
nipkow
parents: 23477
diff changeset
   991
  hence 1: "X N - r/2 \<le> x" using x isLub_isUb isUbD by fast
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   992
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   993
  from N have "\<forall>n\<ge>N. X n < X N + r/2" by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   994
  hence "isUb UNIV S (X N + r/2)" by (rule bound_isUb)
23482
2f4be6844f7c tuned and used field_simps
nipkow
parents: 23477
diff changeset
   995
  hence 2: "x \<le> X N + r/2" using x isLub_le_isUb by fast
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   996
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   997
  show "\<exists>N. \<forall>n\<ge>N. norm (X n - x) < r"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   998
  proof (intro exI allI impI)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
   999
    fix n assume n: "N \<le> n"
23482
2f4be6844f7c tuned and used field_simps
nipkow
parents: 23477
diff changeset
  1000
    from N n have "X n < X N + r/2" and "X N - r/2 < X n" by simp+
2f4be6844f7c tuned and used field_simps
nipkow
parents: 23477
diff changeset
  1001
    thus "norm (X n - x) < r" using 1 2
22629
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1002
      by (simp add: real_abs_diff_less_iff)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1003
  qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1004
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1005
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1006
lemma (in real_Cauchy) LIMSEQ_ex: "\<exists>x. X ----> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1007
proof -
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1008
  obtain x where "isLub UNIV S x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1009
    using isLub_ex by fast
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1010
  hence "X ----> x"
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1011
    by (rule isLub_imp_LIMSEQ)
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1012
  thus ?thesis ..
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1013
qed
73771f454861 new standard proof of convergent = Cauchy
huffman
parents: 22628
diff changeset
  1014
20830
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1015
lemma real_Cauchy_convergent:
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1016
  fixes X :: "nat \<Rightarrow> real"
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1017
  shows "Cauchy X \<Longrightarrow> convergent X"
27681
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
  1018
unfolding convergent_def
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
  1019
by (rule real_Cauchy.LIMSEQ_ex)
8cedebf55539 dropped locale (open)
haftmann
parents: 27543
diff changeset
  1020
 (rule real_CauchyI)
20830
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1021
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1022
instance real :: banach
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1023
by intro_classes (rule real_Cauchy_convergent)
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1024
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1025
lemma Cauchy_convergent_iff:
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1026
  fixes X :: "nat \<Rightarrow> 'a::banach"
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1027
  shows "Cauchy X = convergent X"
65ba80cae6df add axclass banach for complete normed vector spaces
huffman
parents: 20829
diff changeset
  1028
by (fast intro: Cauchy_convergent convergent_Cauchy)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1029
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1030
20696
3b887ad7d196 reorganized subsection headings
huffman
parents: 20695
diff changeset
  1031
subsection {* Power Sequences *}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1032
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1033
text{*The sequence @{term "x^n"} tends to 0 if @{term "0\<le>x"} and @{term
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1034
"x<1"}.  Proof will use (NS) Cauchy equivalence for convergence and
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1035
  also fact that bounded and monotonic sequence converges.*}
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1036
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1037
lemma Bseq_realpow: "[| 0 \<le> (x::real); x \<le> 1 |] ==> Bseq (%n. x ^ n)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1038
apply (simp add: Bseq_def)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1039
apply (rule_tac x = 1 in exI)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1040
apply (simp add: power_abs)
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
  1041
apply (auto dest: power_mono)
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1042
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1043
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1044
lemma monoseq_realpow: "[| 0 \<le> x; x \<le> 1 |] ==> monoseq (%n. x ^ n)"
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1045
apply (clarify intro!: mono_SucI2)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1046
apply (cut_tac n = n and N = "Suc n" and a = x in power_decreasing, auto)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1047
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1048
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1049
lemma convergent_realpow:
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1050
  "[| 0 \<le> (x::real); x \<le> 1 |] ==> convergent (%n. x ^ n)"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1051
by (blast intro!: Bseq_monoseq_convergent Bseq_realpow monoseq_realpow)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1052
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1053
lemma LIMSEQ_inverse_realpow_zero_lemma:
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1054
  fixes x :: real
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1055
  assumes x: "0 \<le> x"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1056
  shows "real n * x + 1 \<le> (x + 1) ^ n"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1057
apply (induct n)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1058
apply simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1059
apply simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1060
apply (rule order_trans)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1061
prefer 2
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1062
apply (erule mult_left_mono)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1063
apply (rule add_increasing [OF x], simp)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1064
apply (simp add: real_of_nat_Suc)
23477
f4b83f03cac9 tuned and renamed group_eq_simps and ring_eq_simps
nipkow
parents: 23127
diff changeset
  1065
apply (simp add: ring_distribs)
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1066
apply (simp add: mult_nonneg_nonneg x)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1067
done
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1068
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1069
lemma LIMSEQ_inverse_realpow_zero:
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1070
  "1 < (x::real) \<Longrightarrow> (\<lambda>n. inverse (x ^ n)) ----> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1071
proof (rule LIMSEQ_inverse_zero [rule_format])
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1072
  fix y :: real
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1073
  assume x: "1 < x"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1074
  hence "0 < x - 1" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1075
  hence "\<forall>y. \<exists>N::nat. y < real N * (x - 1)"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1076
    by (rule reals_Archimedean3)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1077
  hence "\<exists>N::nat. y < real N * (x - 1)" ..
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1078
  then obtain N::nat where "y < real N * (x - 1)" ..
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1079
  also have "\<dots> \<le> real N * (x - 1) + 1" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1080
  also have "\<dots> \<le> (x - 1 + 1) ^ N"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1081
    by (rule LIMSEQ_inverse_realpow_zero_lemma, cut_tac x, simp)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1082
  also have "\<dots> = x ^ N" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1083
  finally have "y < x ^ N" .
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1084
  hence "\<forall>n\<ge>N. y < x ^ n"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1085
    apply clarify
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1086
    apply (erule order_less_le_trans)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1087
    apply (erule power_increasing)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1088
    apply (rule order_less_imp_le [OF x])
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1089
    done
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1090
  thus "\<exists>N. \<forall>n\<ge>N. y < x ^ n" ..
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1091
qed
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1092
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1093
lemma LIMSEQ_realpow_zero:
22628
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1094
  "\<lbrakk>0 \<le> (x::real); x < 1\<rbrakk> \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1095
proof (cases)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1096
  assume "x = 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1097
  hence "(\<lambda>n. x ^ Suc n) ----> 0" by (simp add: LIMSEQ_const)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1098
  thus ?thesis by (rule LIMSEQ_imp_Suc)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1099
next
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1100
  assume "0 \<le> x" and "x \<noteq> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1101
  hence x0: "0 < x" by simp
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1102
  assume x1: "x < 1"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1103
  from x0 x1 have "1 < inverse x"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1104
    by (rule real_inverse_gt_one)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1105
  hence "(\<lambda>n. inverse (inverse x ^ n)) ----> 0"
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1106
    by (rule LIMSEQ_inverse_realpow_zero)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1107
  thus ?thesis by (simp add: power_inverse)
0e5ac9503d7e new standard proof of LIMSEQ_realpow_zero
huffman
parents: 22615
diff changeset
  1108
qed
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1109
20685
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1110
lemma LIMSEQ_power_zero:
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
  1111
  fixes x :: "'a::{real_normed_algebra_1,recpower}"
20685
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1112
  shows "norm x < 1 \<Longrightarrow> (\<lambda>n. x ^ n) ----> 0"
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1113
apply (drule LIMSEQ_realpow_zero [OF norm_ge_zero])
22974
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
  1114
apply (simp only: LIMSEQ_Zseq_iff, erule Zseq_le)
08b0fa905ea0 tuned proofs
huffman
parents: 22631
diff changeset
  1115
apply (simp add: power_abs norm_power_ineq)
20685
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1116
done
fee8c75e3b5d added lemmas about LIMSEQ and norm; simplified some proofs
huffman
parents: 20682
diff changeset
  1117
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1118
lemma LIMSEQ_divide_realpow_zero:
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1119
  "1 < (x::real) ==> (%n. a / (x ^ n)) ----> 0"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1120
apply (cut_tac a = a and x1 = "inverse x" in
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1121
        LIMSEQ_mult [OF LIMSEQ_const LIMSEQ_realpow_zero])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1122
apply (auto simp add: divide_inverse power_inverse)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1123
apply (simp add: inverse_eq_divide pos_divide_less_eq)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1124
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1125
15102
04b0e943fcc9 new simprules Int_subset_iff and Un_subset_iff
paulson
parents: 15085
diff changeset
  1126
text{*Limit of @{term "c^n"} for @{term"\<bar>c\<bar> < 1"}*}
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1127
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1128
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
  1129
by (rule LIMSEQ_realpow_zero [OF abs_ge_zero])
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1130
20552
2c31dd358c21 generalized types of many constants to work over arbitrary vector spaces;
huffman
parents: 20408
diff changeset
  1131
lemma LIMSEQ_rabs_realpow_zero2: "\<bar>c\<bar> < (1::real) ==> (%n. c ^ n) ----> 0"
15082
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1132
apply (rule LIMSEQ_rabs_zero [THEN iffD1])
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1133
apply (auto intro: LIMSEQ_rabs_realpow_zero simp add: power_abs)
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1134
done
6c3276a2735b conversion of SEQ.ML to Isar script
paulson
parents: 13810
diff changeset
  1135
10751
a81ea5d3dd41 separation of HOL-Hyperreal from HOL-Real
paulson
parents:
diff changeset
  1136
end